0001145549-22-066058.txt : 20221107
0001145549-22-066058.hdr.sgml : 20221107
20221107142451
ACCESSION NUMBER: 0001145549-22-066058
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221107
DATE AS OF CHANGE: 20221107
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: 221364990
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
2022-10-31
0000857156
549300I77JNLD629OV19
S000004508
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Prime
Y
9
51
46724735759.27
38714926173.92
38065406735.03
41561030860.22
63545673889.39
65425426726.29
68157802478.24
67456984822.90
0.00
0.3816
0.3074
0.2937
0.3202
0.5190
0.5194
0.5259
0.5197
0.0000
0.79
130487618545.65
130520287096.18
191080072.37
564587622.58
130146779546.76
130143878778.0000
1.0000
0.0331
0.9999
0.9998
0.9997
0.9997
0.0000
C000012383
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75506808362.64
75505101236.7690
0.9999
0.9998
0.9997
0.9997
0.0000
3734358032.08
1543320049.10
3251160416.56
1249220207.92
3709449214.30
1431905687.76
3135226327.72
1792199397.66
0.00
0.00
14448391778.91
6311209337.47
0.0297
Y
Investment Advisor and its affiliates Contractual 382,816
C000038267
1000000.00
54639971184.12
54638777541.2400
0.9999
0.9998
0.9997
0.9997
0.0000
2863125733.09
1484811330.57
2400054568.73
1294985036.52
2502277401.67
1370359041.41
2144473499.10
1799993521.72
0.00
0.00
10309575687.18
6163961015.05
0.0312
Y
Investment Advisor and its affiliates Contractual 219,958
ABAG Finance Auth
TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 3.120000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2031-11-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0312
17550000.00
17550000.00
0.0001
N
N
Y
N
ANTALIS SA
ANTALIS SA 0.000000%
03664BL38
549300G2LM2ZKZ0X4Y50
US03664BL385
Asset Backed Commercial Paper
Y
2022-11-03
2022-11-03
2022-11-03
N
Y
Societe Generale SA
1.0000
N
0.0319
38989635.75
38989635.75
0.0003
N
N
Y
N
ANTALIS SA
ANTALIS SA 0.000000%
03664BLU8
549300G2LM2ZKZ0X4Y50
US03664BLU88
Asset Backed Commercial Paper
Y
2022-11-28
2022-11-28
2022-11-28
N
Y
Societe Generale SA
1.0000
N
0.0375
49754613.36
49754613.36
0.0004
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 3.440000%
05253MQG2
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2022-11-01
2022-11-04
2022-11-04
N
N
N
0.0310
150005371.50
150005371.50
0.0012
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 3.400000%
05253MRS5
JHE42UYNWWTJB8YTTU19
US05253MRS51
Financial Company Commercial Paper
Y
2022-11-01
2023-03-16
2023-03-16
N
N
N
0.0359
199857968.00
199857968.00
0.0015
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 3.400000%
05253MRV8
JHE42UYNWWTJB8YTTU19
US05253MRV80
Financial Company Commercial Paper
Y
2022-11-01
2023-03-17
2023-03-17
N
N
N
0.0359
199856328.00
199856328.00
0.0015
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CL90
9695005MSX1OYEMGDF46
US05571CL909
Financial Company Commercial Paper
Y
2022-11-09
2022-11-09
2022-11-09
N
N
N
0.0347
299739900.00
299739900.00
0.0023
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 3.400000%
05586F6G7
R0MUWSFPU8MPRO8K5P83
US05586F6G74
Certificate of Deposit
Y
2022-11-01
2023-03-16
2023-03-16
N
N
N
0.0359
299782374.00
299782374.00
0.0023
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 3.580000%
05586FAD9
R0MUWSFPU8MPRO8K5P83
US05586FAD96
Certificate of Deposit
Y
2022-11-01
2023-04-11
2023-04-11
N
N
N
0.0368
259885873.00
259885873.00
0.0020
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 3.630000%
06050TNE8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-11-01
2023-10-06
2023-10-06
N
N
N
0.0379
234675725.85
234675725.85
0.0018
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 3.450000%
06054CAS4
549300HN4UKV1E2R3U73
0001675365
Financial Company Commercial Paper
Y
2022-11-01
2022-11-16
2022-11-16
N
N
N
0.0319
240027741.60
240027741.60
0.0018
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 3.510000%
06054CAX3
549300HN4UKV1E2R3U73
0001675365
Financial Company Commercial Paper
Y
2022-11-01
2023-02-10
2023-02-10
N
N
N
0.0360
289927572.50
289927572.50
0.0022
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 3.510000%
06054CAZ8
549300HN4UKV1E2R3U73
0001675365
Financial Company Commercial Paper
Y
2022-11-01
2023-02-23
2023-02-23
N
N
N
0.0361
195939353.68
195939353.68
0.0015
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 3.450000%
06054R3U4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-11-01
2022-12-05
2022-12-05
N
N
N
0.0329
246038575.26
246038575.26
0.0019
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 3.550000%
06054R4A7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-11-01
2023-01-05
2023-01-05
N
N
N
0.0336
178062810.86
178062810.86
0.0014
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 3.560000%
06054R4B5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-11-01
2023-03-15
2023-03-15
N
N
N
0.0354
200022042.00
200022042.00
0.0015
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 3.520000%
06417LSS7
L3I9ZG2KFGXZ61BMYR72
US06417LSS78
0001041839
Financial Company Commercial Paper
Y
2022-11-01
2023-03-17
2023-03-17
N
N
N
0.0359
196951214.92
196951214.92
0.0015
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 3.770000%
06417LTK3
L3I9ZG2KFGXZ61BMYR72
US06417LTK34
0001041839
Financial Company Commercial Paper
Y
2022-11-01
2023-07-19
2023-07-19
N
N
N
0.0379
199968010.00
199968010.00
0.0015
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.610000%
06417MC52
L3I9ZG2KFGXZ61BMYR72
US06417MC522
Certificate of Deposit
Y
2022-11-01
2023-03-10
2023-03-10
N
N
N
0.0357
400060796.00
400060796.00
0.0031
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.550000%
06417MD77
L3I9ZG2KFGXZ61BMYR72
US06417MD777
Certificate of Deposit
Y
2022-11-01
2023-03-16
2023-03-16
N
N
N
0.0358
128983747.29
128983747.29
0.0010
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.550000%
06417ME76
L3I9ZG2KFGXZ61BMYR72
US06417ME767
Certificate of Deposit
Y
2022-11-01
2023-05-25
2023-05-25
N
N
N
0.0376
153819647.52
153819647.52
0.0012
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.520000%
06417MF26
L3I9ZG2KFGXZ61BMYR72
US06417MF269
Certificate of Deposit
Y
2022-11-01
2023-06-06
2023-06-06
N
N
N
0.0376
112834182.67
112834182.67
0.0009
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.500000%
06417MF67
L3I9ZG2KFGXZ61BMYR72
US06417MF673
Certificate of Deposit
Y
2022-11-01
2023-06-20
2023-06-20
N
N
N
0.0377
166713925.66
166713925.66
0.0013
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.250000%
06417MVV4
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-11-01
2022-11-22
2022-11-22
N
N
N
0.0318
296009238.16
296009238.16
0.0023
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.600000%
06417MWV3
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-11-01
2022-12-23
2022-12-23
N
N
N
0.0340
199056030.44
199056030.44
0.0015
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.450000%
06417MXF7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-11-01
2023-01-09
2023-01-09
N
N
N
0.0349
110490540.10
110490540.10
0.0008
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.450000%
06417MXJ9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-11-01
2023-01-09
2023-01-09
N
N
N
0.0349
248978683.11
248978683.11
0.0019
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.510000%
06417MYC3
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-11-01
2023-02-13
2023-02-13
N
N
N
0.0353
113992424.70
113992424.70
0.0009
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.560000%
06417MZF5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-11-01
2023-03-16
2023-03-16
N
N
N
0.0358
94990050.65
94990050.65
0.0007
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.550000%
06417MZH1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-11-01
2023-03-13
2023-03-13
N
N
N
0.0358
296972111.70
296972111.70
0.0023
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.560000%
06417MZL2
L3I9ZG2KFGXZ61BMYR72
US06417MZL26
Certificate of Deposit
Y
2022-11-01
2023-03-24
2023-03-24
N
N
N
0.0360
276946372.80
276946372.80
0.0021
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.800000%
06742T2H8
G5GSEF7VJP5I7OUK5573
US06742T2H84
Certificate of Deposit
Y
2023-02-10
2023-02-10
2023-02-10
N
N
N
0.0478
498021000.66
498021000.66
0.0038
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 3.480000%
06742TQ82
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2022-11-01
2022-12-01
2022-12-01
N
N
N
0.0322
67015633.78
67015633.78
0.0005
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 3.450000%
06742TV37
G5GSEF7VJP5I7OUK5573
US06742TV379
Certificate of Deposit
Y
2023-02-02
2023-02-02
2023-02-02
N
N
N
0.0472
157464204.62
157464204.62
0.0012
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 3.610000%
06742TW51
G5GSEF7VJP5I7OUK5573
US06742TW518
Certificate of Deposit
Y
2022-11-01
2023-02-10
2023-02-10
N
N
N
0.0363
80997526.26
80997526.26
0.0006
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 3.610000%
06742TW93
G5GSEF7VJP5I7OUK5573
US06742TW930
Certificate of Deposit
Y
2022-11-01
2023-02-13
2023-02-13
N
N
N
0.0364
112994822.34
112994822.34
0.0009
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 3.430000%
06742TY67
G5GSEF7VJP5I7OUK5573
US06742TY670
Certificate of Deposit
Y
2022-11-01
2023-03-08
2023-03-08
N
N
N
0.0367
151874747.44
151874747.44
0.0012
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 3.390000%
06742TZ41
G5GSEF7VJP5I7OUK5573
US06742TZ412
Certificate of Deposit
Y
2022-11-01
2023-03-22
2023-03-22
N
N
N
0.0370
267688297.24
267688297.24
0.0021
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RL30
213800UUGANOMFJ9X769
US06744RL305
Financial Company Commercial Paper
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0325
47987012.16
47987012.16
0.0004
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RL48
213800UUGANOMFJ9X769
US06744RL487
Financial Company Commercial Paper
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0331
193928629.34
193928629.34
0.0015
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RLN6
213800UUGANOMFJ9X769
US06744RLN60
Financial Company Commercial Paper
Y
2022-11-22
2022-11-22
2022-11-22
N
N
N
0.0367
62858628.00
62858628.00
0.0005
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945ML87
549300KOFKIMD0C37W24
US06945ML879
Asset Backed Commercial Paper
Y
2022-11-08
2022-11-08
2022-11-08
N
Y
Societe Generale SA
1.0000
N
0.0354
46963058.00
46963058.00
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MLE4
549300KOFKIMD0C37W24
US06945MLE48
Asset Backed Commercial Paper
Y
2022-11-14
2022-11-14
2022-11-14
N
Y
Societe Generale SA
1.0000
N
0.0361
24964932.00
24964932.00
0.0002
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MLG9
549300KOFKIMD0C37W24
US06945MLG95
Asset Backed Commercial Paper
Y
2022-11-16
2022-11-16
2022-11-16
N
Y
Societe Generale SA
1.0000
N
0.0363
160740181.42
160740181.42
0.0012
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MLM6
549300KOFKIMD0C37W24
US06945MLM63
Asset Backed Commercial Paper
Y
2022-11-21
2022-11-21
2022-11-21
N
Y
Societe Generale SA
1.0000
N
0.0369
49892404.00
49892404.00
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MLU8
549300KOFKIMD0C37W24
US06945MLU89
Asset Backed Commercial Paper
Y
2022-11-28
2022-11-28
2022-11-28
N
Y
Societe Generale SA
1.0000
N
0.0376
99707867.00
99707867.00
0.0008
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274ML29
VDYMYTQGZZ6DU0912C88
US07274ML295
Financial Company Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0316
656884657.08
656884657.08
0.0050
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274ML45
VDYMYTQGZZ6DU0912C88
US07274ML451
Financial Company Commercial Paper
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0327
637768546.36
637768546.36
0.0049
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BL75
5493000JWH1Z48FX0180
US07644BL755
Asset Backed Commercial Paper
Y
2022-11-07
2022-11-07
2022-11-07
N
Y
Royal Bank of Canada
1.0000
N
0.0349
149898354.00
149898354.00
0.0012
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BQF2
5493000JWH1Z48FX0180
US07644BQF21
Asset Backed Commercial Paper
Y
2023-03-15
2023-03-15
2023-03-15
N
Y
Royal Bank of Canada
1.0000
N
0.0485
39272500.00
39272500.00
0.0003
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.500000%
07644CHZ6
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-11-01
2023-02-02
2023-02-02
N
Y
Royal Bank of Canada
1.0000
N
0.0352
89003349.96
89003349.96
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.470000%
07644CJB7
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-28
2022-11-28
N
Y
Royal Bank of Canada
1.0000
N
0.0322
96018699.84
96018699.84
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.270000%
07644DLQ9
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-22
2022-11-22
N
Y
Royal Bank of Canada
1.0000
N
0.0330
99998431.00
99998431.00
0.0008
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.530000%
07644DLT3
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-11-01
2023-02-15
2023-02-15
N
Y
Royal Bank of Canada
1.0000
N
0.0357
249969157.50
249969157.50
0.0019
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.590000%
07644DLV8
5493000JWH1Z48FX0180
US07644DLV81
Asset Backed Commercial Paper
Y
2022-11-01
2023-03-24
2023-03-24
N
Y
Royal Bank of Canada
1.0000
N
0.0359
191001197.57
191001197.57
0.0015
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.270000%
07645RCZ7
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-09
2022-11-09
N
Y
Royal Bank of Canada
1.0000
N
0.0330
144999093.75
144999093.75
0.0011
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.500000%
07645RDA1
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-11-01
2023-02-01
2023-02-01
N
Y
Royal Bank of Canada
1.0000
N
0.0352
127993061.12
127993061.12
0.0010
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.450000%
07645RDF0
5493000JWH1Z48FX0180
US07645RDF01
Asset Backed Commercial Paper
Y
2022-11-01
2023-03-08
2023-03-08
N
Y
Royal Bank of Canada
1.0000
N
0.0354
110965343.58
110965343.58
0.0009
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 3.430000%
07646KGL8
5493000JWH1Z48FX0180
US07646KGL89
Asset Backed Commercial Paper
Y
2022-11-01
2023-04-17
2023-04-17
N
Y
Royal Bank of Canada
1.0000
N
0.0366
49947675.50
49947675.50
0.0004
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224ML28
549300PGDCWK6DU9QM65
US08224ML281
Asset Backed Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
Y
Societe Generale SA
1.0000
N
0.0316
184048693.78
184048693.78
0.0014
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MNP5
549300PGDCWK6DU9QM65
US08224MNP58
Asset Backed Commercial Paper
Y
2023-01-23
2023-01-23
2023-01-23
N
Y
Societe Generale SA
1.0000
N
0.0461
55398018.48
55398018.48
0.0004
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 3.610000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0361
2570000.00
2570000.00
0.0000
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.460000%
09660YGS0
R0MUWSFPU8MPRO8K5P83
0000872786
Financial Company Commercial Paper
Y
2022-11-01
2022-11-28
2022-11-28
N
N
N
0.0319
57011934.66
57011934.66
0.0004
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 3.610000%
09660YJE8
R0MUWSFPU8MPRO8K5P83
US09660YJE86
0000872786
Financial Company Commercial Paper
Y
2022-11-01
2023-02-02
2023-02-02
N
N
N
0.0354
500100640.00
500100640.00
0.0038
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3L18
8O46YQAGJ63WE5QHIG35
US1247P3L186
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
Citibank NA
1.0000
N
0.0305
32297264.51
32297264.51
0.0002
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3LF7
8O46YQAGJ63WE5QHIG35
US1247P3LF71
Asset Backed Commercial Paper
Y
2022-11-15
2022-11-15
2022-11-15
N
Y
Citibank NA
1.0000
N
0.0359
49925229.00
49925229.00
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3M74
8O46YQAGJ63WE5QHIG35
US1247P3M747
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Citibank NA
1.0000
N
0.0383
99606772.00
99606772.00
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3QL9
8O46YQAGJ63WE5QHIG35
US1247P3QL94
Asset Backed Commercial Paper
Y
2023-03-20
2023-03-20
2023-03-20
N
Y
Citibank NA
1.0000
N
0.0490
49046833.50
49046833.50
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3RT1
8O46YQAGJ63WE5QHIG35
US1247P3RT12
Asset Backed Commercial Paper
Y
2023-04-27
2023-04-27
2023-04-27
N
Y
Citibank NA
1.0000
N
0.0515
24363155.50
24363155.50
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UL17
549300HKCCNTZDBBEN75
US12619UL172
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
Citibank NA
1.0000
N
0.0305
20698246.92
20698246.92
0.0002
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UL25
549300HKCCNTZDBBEN75
US12619UL255
Asset Backed Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
Y
Citibank NA
1.0000
N
0.0312
74986983.00
74986983.00
0.0006
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619ULA7
549300HKCCNTZDBBEN75
US12619ULA78
Asset Backed Commercial Paper
Y
2022-11-10
2022-11-10
2022-11-10
N
Y
Citibank NA
1.0000
N
0.0353
74926458.00
74926458.00
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619ULE9
549300HKCCNTZDBBEN75
US12619ULE90
Asset Backed Commercial Paper
Y
2022-11-14
2022-11-14
2022-11-14
N
Y
Citibank NA
1.0000
N
0.0358
74895670.50
74895670.50
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619ULF6
549300HKCCNTZDBBEN75
US12619ULF65
Asset Backed Commercial Paper
Y
2022-11-15
2022-11-15
2022-11-15
N
Y
Citibank NA
1.0000
N
0.0359
74887843.50
74887843.50
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UM73
549300HKCCNTZDBBEN75
US12619UM733
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Citibank NA
1.0000
N
0.0383
149410158.00
149410158.00
0.0011
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UMC2
549300HKCCNTZDBBEN75
US12619UMC26
Asset Backed Commercial Paper
Y
2022-12-12
2022-12-12
2022-12-12
N
Y
Citibank NA
1.0000
N
0.0387
50744907.52
50744907.52
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UQL8
549300HKCCNTZDBBEN75
US12619UQL88
Asset Backed Commercial Paper
Y
2023-03-20
2023-03-20
2023-03-20
N
Y
Citibank NA
1.0000
N
0.0494
58848499.80
58848499.80
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619URL7
549300HKCCNTZDBBEN75
US12619URL79
Asset Backed Commercial Paper
Y
2023-04-20
2023-04-20
2023-04-20
N
Y
Citibank NA
1.0000
N
0.0511
48786137.50
48786137.50
0.0004
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.350000%
13606CYE8
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0324
239922552.00
239922552.00
0.0018
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.920000%
13606KJM9
549300H8L46OOZOFHU82
US13606KJM99
0000800030
Certificate of Deposit
Y
2022-12-20
2022-12-20
2022-12-20
N
N
N
0.0372
287667325.44
287667325.44
0.0022
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.710000%
13606KLL8
549300H8L46OOZOFHU82
US13606KLL88
0000800030
Certificate of Deposit
Y
2022-11-01
2023-05-02
2023-05-02
N
N
N
0.0371
643989889.20
643989889.20
0.0049
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 3.200000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0320
48000000.00
48000000.00
0.0004
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 3.440000%
15963RCK7
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-07
2022-11-07
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0311
100006469.00
100006469.00
0.0008
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UL87
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2022-11-08
2022-11-08
2022-11-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0351
149883100.50
149883100.50
0.0012
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UM29
549300EEWRNP448AMT79
US15963UM294
Asset Backed Commercial Paper
Y
2022-12-02
2022-12-02
2022-12-02
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0378
199327644.00
199327644.00
0.0015
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UPU4
549300EEWRNP448AMT79
US15963UPU42
Asset Backed Commercial Paper
Y
2023-02-28
2023-02-28
2023-02-28
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0482
113154250.00
113154250.00
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WL13
5493000FNFK79LCM6M65
US16115WL132
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
Citibank NA
1.0000
N
0.0305
12998899.03
12998899.03
0.0001
N
Y
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WLF2
5493000FNFK79LCM6M65
US16115WLF22
Asset Backed Commercial Paper
Y
2022-11-15
2022-11-15
2022-11-15
N
Y
Citibank NA
1.0000
N
0.0359
99850458.00
99850458.00
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WP35
5493000FNFK79LCM6M65
US16115WP356
Asset Backed Commercial Paper
Y
2023-02-03
2023-02-03
2023-02-03
N
Y
Citibank NA
1.0000
N
0.0467
24692041.75
24692041.75
0.0002
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WQ18
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
Citibank NA
1.0000
N
0.0484
120999063.06
120999063.06
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WRL3
5493000FNFK79LCM6M65
US16115WRL36
Asset Backed Commercial Paper
Y
2023-04-20
2023-04-20
2023-04-20
N
Y
Citibank NA
1.0000
N
0.0512
19513790.00
19513790.00
0.0001
N
N
N
N
CITIBANK NA
CITIBANK NA 3.020000%
17305T3H3
E57ODZWZ7FF32TWEFA76
US17305T3H37
0000036684
Certificate of Deposit
Y
2023-01-03
2023-01-03
2023-01-03
N
N
N
0.0424
394120572.00
394120572.00
0.0030
N
N
N
N
CITIBANK NA
CITIBANK NA 3.550000%
17305T4X7
E57ODZWZ7FF32TWEFA76
US17305T4X77
0000036684
Certificate of Deposit
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0460
299162532.00
299162532.00
0.0023
N
N
N
N
CITIBANK NA
CITIBANK NA 3.600000%
17305T5J7
E57ODZWZ7FF32TWEFA76
US17305T5J74
0000036684
Certificate of Deposit
Y
2023-02-07
2023-02-07
2023-02-07
N
N
N
0.0465
558340132.00
558340132.00
0.0043
N
N
N
N
CITIBANK NA
CITIBANK NA 3.640000%
17305T7C0
E57ODZWZ7FF32TWEFA76
US17305T7C04
0000036684
Certificate of Deposit
Y
2022-11-01
2023-09-25
2023-09-25
N
N
N
0.0389
478966425.60
478966425.60
0.0037
N
N
N
N
CITIBANK NA
CITIBANK NA 3.540000%
17305T7K2
E57ODZWZ7FF32TWEFA76
US17305T7K20
0000036684
Certificate of Deposit
Y
2022-11-01
2023-06-21
2023-06-21
N
N
N
0.0387
141709695.20
141709695.20
0.0011
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 3.440000%
1730QPAL1
MBNUM2BPBDO7JBLYG310
US1730QPAL19
0000315030
Financial Company Commercial Paper
Y
2022-11-01
2023-03-20
2023-03-20
N
N
N
0.0363
399726036.00
399726036.00
0.0031
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 3.540000%
1730QPAQ0
MBNUM2BPBDO7JBLYG310
US1730QPAQ06
0000315030
Financial Company Commercial Paper
Y
2022-11-01
2023-04-11
2023-04-11
N
N
N
0.0372
384713995.05
384713995.05
0.0030
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 3.800000%
1730QPAT4
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2022-11-01
2023-05-01
2023-05-01
N
N
N
0.0100
295000000.00
295000000.00
0.0023
N
N
N
N
CITIBANK NA
CITIBANK NA 3.940000%
17330QAX5
E57ODZWZ7FF32TWEFA76
US17330QAX51
0000036684
Certificate of Deposit
Y
2022-12-22
2022-12-22
2022-12-22
N
N
N
0.0408
384916920.85
384916920.85
0.0030
N
N
N
N
CITIBANK NA
CITIBANK NA 3.770000%
17330QBP1
E57ODZWZ7FF32TWEFA76
US17330QBP19
0000036684
Certificate of Deposit
Y
2022-11-01
2023-05-04
2023-05-04
N
N
N
0.0384
394885485.55
394885485.55
0.0030
N
N
N
N
CITIBANK NA
CITIBANK NA 3.820000%
17330QBS5
E57ODZWZ7FF32TWEFA76
US17330QBS57
0000036684
Certificate of Deposit
Y
2022-11-01
2023-05-24
2023-05-24
N
N
N
0.0386
279947505.60
279947505.60
0.0022
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.490000%
19424G5J7
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-11-01
2022-12-12
2022-12-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0324
77022417.78
77022417.78
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.500000%
19424G5M0
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-11-01
2022-12-06
2022-12-06
N
Y
JP Morgan Securities LLC
1.0000
N
0.0321
194055078.54
194055078.54
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.490000%
19424G5P3
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-11-01
2022-12-14
2022-12-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0325
215063474.45
215063474.45
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.590000%
19424G5U2
549300ZLXI3T111CH173
US19424G5U24
Asset Backed Commercial Paper
Y
2022-11-01
2023-01-17
2023-01-17
N
Y
JP Morgan Securities LLC
1.0000
N
0.0349
85018495.15
85018495.15
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.630000%
19424G5X6
549300ZLXI3T111CH173
US19424G5X62
Asset Backed Commercial Paper
Y
2022-11-01
2023-02-06
2023-02-06
N
Y
JP Morgan Securities LLC
1.0000
N
0.0356
150029398.50
150029398.50
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.450000%
19424G6E7
549300ZLXI3T111CH173
US19424G6E72
Asset Backed Commercial Paper
Y
2022-11-01
2023-03-01
2023-03-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0366
162885777.75
162885777.75
0.0013
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.430000%
19424G6K3
549300ZLXI3T111CH173
US19424G6K33
Asset Backed Commercial Paper
Y
2022-11-01
2023-04-03
2023-04-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0367
109895018.20
109895018.20
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.500000%
19424G6R8
549300ZLXI3T111CH173
US19424G6R85
Asset Backed Commercial Paper
Y
2022-11-01
2023-04-05
2023-04-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0367
71946747.36
71946747.36
0.0006
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.400000%
21684LDJ8
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2022-11-01
2022-11-21
2022-11-21
N
N
N
0.0318
250031590.00
250031590.00
0.0019
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.400000%
21684LDK5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2022-11-01
2022-11-21
2022-11-21
N
N
N
0.0318
100012636.00
100012636.00
0.0008
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.100000%
22536AC44
254900BN8XS34XZDJ223
US22536AC441
0001330437
Certificate of Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0379
42169100.32
42169100.32
0.0003
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.680000%
22536AM50
254900BN8XS34XZDJ223
US22536AM507
0001330437
Certificate of Deposit
Y
2022-12-21
2022-12-21
2022-12-21
N
N
N
0.0391
203929301.76
203929301.76
0.0016
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.520000%
22536AU69
254900BN8XS34XZDJ223
US22536AU690
0001330437
Certificate of Deposit
Y
2023-01-31
2023-01-31
2023-01-31
N
N
N
0.0448
82007602.22
82007602.22
0.0006
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.000000%
22536AYY4
254900BN8XS34XZDJ223
US22536AYY45
0001330437
Certificate of Deposit
Y
2022-11-25
2022-11-25
2022-11-25
N
N
N
0.0367
247880354.88
247880354.88
0.0019
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.020000%
22536AZE7
254900BN8XS34XZDJ223
US22536AZE71
0001330437
Certificate of Deposit
Y
2022-11-28
2022-11-28
2022-11-28
N
N
N
0.0371
209883720.90
209883720.90
0.0016
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.020000%
22536AZH0
254900BN8XS34XZDJ223
US22536AZH03
0001330437
Certificate of Deposit
Y
2022-11-29
2022-11-29
2022-11-29
N
N
N
0.0372
3997668.52
3997668.52
0.0000
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305ELG6
ATUEL7OJR5057F2PV266
US23305ELG60
0001501323
Financial Company Commercial Paper
Y
2022-11-16
2022-11-16
2022-11-16
N
N
N
0.0357
199682756.00
199682756.00
0.0015
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 3.060000%
23344J6C4
5493005PGG4HB3CD7345
US23344J6C49
0001694217
Certificate of Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0318
193998680.80
193998680.80
0.0015
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 3.060000%
23344J6D2
5493005PGG4HB3CD7345
US23344J6D22
0001694217
Certificate of Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0323
193997169.54
193997169.54
0.0015
N
N
Y
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 3.690000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0369
1500000.00
1500000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 3.690000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0369
2410000.00
2410000.00
0.0000
N
N
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3L17
US2960E3L174
Financial Company Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0311
940918838.75
940918838.75
0.0072
N
Y
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3L33
US2960E3L331
Financial Company Commercial Paper
Y
2022-11-03
2022-11-03
2022-11-03
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0323
144961031.25
144961031.25
0.0011
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 3.500000%
31428HBX8
549300B2Q47IR0CR5B54
US31428HBX89
Financial Company Commercial Paper
Y
2022-11-01
2023-02-23
2023-02-23
N
N
N
0.0354
249973067.50
249973067.50
0.0019
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346ML10
549300Z2ZR7VTUMRPR17
US38346ML104
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
MUFG BANK LTD
1.0000
N
0.0305
199983084.00
199983084.00
0.0015
N
Y
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346ML28
549300Z2ZR7VTUMRPR17
US38346ML286
Asset Backed Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
Y
MUFG BANK LTD
1.0000
N
0.0312
199965388.00
199965388.00
0.0015
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346ML36
549300Z2ZR7VTUMRPR17
US38346ML369
Asset Backed Commercial Paper
Y
2022-11-03
2022-11-03
2022-11-03
N
Y
MUFG BANK LTD
1.0000
N
0.0319
89976112.20
89976112.20
0.0007
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346ML85
549300Z2ZR7VTUMRPR17
US38346ML856
Asset Backed Commercial Paper
Y
2022-11-08
2022-11-08
2022-11-08
N
Y
MUFG BANK LTD
1.0000
N
0.0348
38969840.13
38969840.13
0.0003
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MP16
549300Z2ZR7VTUMRPR17
US38346MP162
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
MUFG BANK LTD
1.0000
N
0.0476
72102720.50
72102720.50
0.0006
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MP73
549300Z2ZR7VTUMRPR17
US38346MP733
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
MUFG BANK LTD
1.0000
N
0.0476
178125400.51
178125400.51
0.0014
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 3.130000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0313
49000000.00
49000000.00
0.0004
N
N
Y
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 3.100000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0310
23800000.00
23800000.00
0.0002
N
N
Y
N
ILLINOIS HSG DEV AUTH 2016
M/F RB SERIES 2022C 3.160000%
45202BLE4
54930053Z6M9JVHBQZ16
US45202BLE47
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2052-01-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0316
11760000.00
11760000.00
0.0001
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.450000%
46650WAW5
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2022-11-01
2022-11-28
2022-11-28
N
N
N
0.0316
192044799.36
192044799.36
0.0015
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 3.250000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0325
990000.00
990000.00
0.0000
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.180000%
51500V4W6
ZUHK7JXNDU6FLQ1O6482
US51500V4W69
Certificate of Deposit
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0327
193998149.24
193998149.24
0.0015
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.080000%
51501J3X1
B81CK4ESI35472RHJ606
US51501J3X13
Certificate of Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0313
509999240.10
509999240.10
0.0039
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.080000%
51501J3Z6
B81CK4ESI35472RHJ606
US51501J3Z60
Certificate of Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0319
773995255.38
773995255.38
0.0059
N
N
Y
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 0.000000%
52468KL82
549300R17K287CL1GQ68
US52468KL820
Asset Backed Commercial Paper
Y
2022-11-08
2022-11-08
2022-11-08
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0356
42616287.73
42616287.73
0.0003
N
N
N
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 0.000000%
52468KLM1
549300R17K287CL1GQ68
US52468KLM17
Asset Backed Commercial Paper
Y
2022-11-21
2022-11-21
2022-11-21
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0371
99783642.00
99783642.00
0.0008
N
N
N
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 3.750000%
52473GBR3
549300R17K287CL1GQ68
US52473GBR39
Asset Backed Commercial Paper
Y
2022-12-29
2022-12-29
2022-12-29
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0403
95953911.36
95953911.36
0.0007
N
N
N
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 3.730000%
52473GBY8
549300R17K287CL1GQ68
US52473GBY89
Asset Backed Commercial Paper
Y
2022-11-01
2023-02-16
2023-02-16
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0372
194010790.28
194010790.28
0.0015
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UP12
549300F33VRHM10B9391
US53127UP128
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
Bank of Nova Scotia
1.0000
N
0.0477
144200915.00
144200915.00
0.0011
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UP79
549300F33VRHM10B9391
US53127UP797
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
Bank of Nova Scotia
1.0000
N
0.0480
47366400.00
47366400.00
0.0004
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UPD6
549300F33VRHM10B9391
Asset Backed Commercial Paper
Y
2023-02-13
2023-02-13
2023-02-13
N
Y
Bank of Nova Scotia
1.0000
N
0.0483
39436500.00
39436500.00
0.0003
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943SM53
H7FNTJ4851HG0EXQ1Z70
US53943SM533
0001167831
Financial Company Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0376
498173680.00
498173680.00
0.0038
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RL97
969500DWS97CYSHCPT49
US53944RL972
Asset Backed Commercial Paper
Y
2022-11-09
2022-11-09
2022-11-09
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0356
49955550.00
49955550.00
0.0004
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RLH9
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-11-17
2022-11-17
2022-11-17
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0367
29948022.60
29948022.60
0.0002
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RLV8
969500DWS97CYSHCPT49
US53944RLV86
Asset Backed Commercial Paper
Y
2022-11-29
2022-11-29
2022-11-29
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0379
24923774.25
24923774.25
0.0002
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RM13
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0380
49836216.50
49836216.50
0.0004
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RNW4
969500DWS97CYSHCPT49
US53944RNW42
Asset Backed Commercial Paper
Y
2023-01-30
2023-01-30
2023-01-30
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0466
98823319.00
98823319.00
0.0008
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RNX2
969500DWS97CYSHCPT49
US53944RNX25
Asset Backed Commercial Paper
Y
2023-01-31
2023-01-31
2023-01-31
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0467
49403789.00
49403789.00
0.0004
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 3.490000%
53946BFT3
H7FNTJ4851HG0EXQ1Z70
US53946BFT35
0001167831
Financial Company Commercial Paper
Y
2022-11-01
2023-01-24
2023-01-24
N
N
N
0.0345
244028162.48
244028162.48
0.0019
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 3.520000%
53946BGC9
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2022-11-01
2023-01-25
2023-01-25
N
N
N
0.0344
300057309.00
300057309.00
0.0023
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.490000%
55380T2K5
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-11-01
2022-11-30
2022-11-30
N
N
N
0.0321
74016603.38
74016603.38
0.0006
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.590000%
55380T4S6
C3GTMMZIHMY46P4OIX74
US55380T4S62
0000852743
Certificate of Deposit
Y
2022-11-01
2023-01-11
2023-01-11
N
N
N
0.0356
485027834.15
485027834.15
0.0037
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.600000%
55380T4Z0
C3GTMMZIHMY46P4OIX74
US55380T4Z06
0000852743
Certificate of Deposit
Y
2022-11-01
2023-01-17
2023-01-17
N
N
N
0.0357
201016399.59
201016399.59
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.460000%
55380TY87
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-11-01
2022-11-09
2022-11-09
N
N
N
0.0314
147011271.96
147011271.96
0.0011
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.460000%
55380TZ29
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-11-01
2022-11-14
2022-11-14
N
N
N
0.0317
166018269.96
166018269.96
0.0013
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.490000%
55380UAD9
C3GTMMZIHMY46P4OIX74
US55380UAD90
0000852743
Certificate of Deposit
Y
2022-11-01
2023-02-27
2023-02-27
N
N
N
0.0366
299841408.00
299841408.00
0.0023
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.480000%
55380UAF4
C3GTMMZIHMY46P4OIX74
US55380UAF49
0000852743
Certificate of Deposit
Y
2022-11-01
2023-02-28
2023-02-28
N
N
N
0.0366
170901471.51
170901471.51
0.0013
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.470000%
55380UAS6
C3GTMMZIHMY46P4OIX74
US55380UAS69
0000852743
Certificate of Deposit
Y
2022-11-01
2023-03-01
2023-03-01
N
N
N
0.0366
171893494.16
171893494.16
0.0013
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.400000%
55380UAY3
C3GTMMZIHMY46P4OIX74
US55380UAY38
0000852743
Certificate of Deposit
Y
2022-11-01
2023-02-13
2023-02-13
N
N
N
0.0362
159902155.20
159902155.20
0.0012
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.560000%
55380UBX4
C3GTMMZIHMY46P4OIX74
US55380UBX46
0000852743
Certificate of Deposit
Y
2022-11-01
2023-04-11
2023-04-11
N
N
N
0.0374
299763642.00
299763642.00
0.0023
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.540000%
55380UBZ9
C3GTMMZIHMY46P4OIX74
US55380UBZ93
0000852743
Certificate of Deposit
Y
2022-11-01
2023-01-06
2023-01-06
N
N
N
0.0356
248991738.18
248991738.18
0.0019
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 3.620000%
55380UCG0
C3GTMMZIHMY46P4OIX74
US55380UCG04
0000852743
Certificate of Deposit
Y
2022-11-01
2023-02-09
2023-02-09
N
N
N
0.0360
385027319.60
385027319.60
0.0030
N
N
N
N
MACON-BIBB CNTY INDUSTRIAL AUTH
IDRB SERIES 2015 3.120000%
55553PAJ8
US55553PAJ84
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2025-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0312
6840000.00
6840000.00
0.0001
N
N
Y
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LLF9
4ZHCHI4KYZG2WVRT8631
US55607LLF93
Financial Company Commercial Paper
Y
2022-11-15
2022-11-15
2022-11-15
N
N
N
0.0360
58911451.03
58911451.03
0.0005
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 3.320000%
55607NNV8
4ZHCHI4KYZG2WVRT8631
US55607NNV81
Financial Company Commercial Paper
Y
2022-11-01
2022-11-22
2022-11-22
N
N
N
0.0318
182016198.00
182016198.00
0.0014
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 3.410000%
55607NNZ9
4ZHCHI4KYZG2WVRT8631
US55607NNZ95
Financial Company Commercial Paper
Y
2022-11-01
2023-01-25
2023-01-25
N
N
N
0.0365
232873984.28
232873984.28
0.0018
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274ML75
549300S0NSJYSOB32S63
US56274ML758
Asset Backed Commercial Paper
Y
2022-11-07
2022-11-07
2022-11-07
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0350
47967380.16
47967380.16
0.0004
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MRQ7
549300S0NSJYSOB32S63
US56274MRQ77
Asset Backed Commercial Paper
Y
2023-04-24
2023-04-24
2023-04-24
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0514
48750694.50
48750694.50
0.0004
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 3.480000%
56274WAV2
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2022-11-01
2022-12-01
2022-12-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0310
27008851.95
27008851.95
0.0002
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 3.430000%
56274WCC2
549300S0NSJYSOB32S63
US56274WCC29
Asset Backed Commercial Paper
Y
2022-11-01
2023-03-15
2023-03-15
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0357
74962167.75
74962167.75
0.0006
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666BL24
635400YCKMVA7GIA6Q33
US57666BL245
Asset Backed Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
Y
BNP Paribas SA
1.0000
N
0.0312
64988718.60
64988718.60
0.0005
N
N
Y
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666BL81
635400YCKMVA7GIA6Q33
US57666BL815
Asset Backed Commercial Paper
Y
2022-11-08
2022-11-08
2022-11-08
N
Y
BNP Paribas SA
1.0000
N
0.0351
99922067.00
99922067.00
0.0008
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666BLV0
635400YCKMVA7GIA6Q33
US57666BLV08
Asset Backed Commercial Paper
Y
2022-11-29
2022-11-29
2022-11-29
N
Y
BNP Paribas SA
1.0000
N
0.0375
94712791.25
94712791.25
0.0007
N
N
N
N
Southern California Metropolitan Water District
SUB WATER REFUNDING RB SERIES 2021A 3.110000%
59266TTK7
5493003GD0S0P56RLT45
US59266TTK78
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2042-07-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0311
70995000.00
70995000.00
0.0005
N
N
Y
N
Southern California Metropolitan Water District
TAXABLE WATER REFUNDING RB SERIES 2022C2 3.060000%
59266TUV1
5493003GD0S0P56RLT45
US59266TUV15
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2046-07-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
Y
N
N
0.0306
85700000.00
85700000.00
0.0007
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 3.530000%
60683B6V0
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-11-01
2022-12-16
2022-12-16
N
N
N
0.0332
200050634.00
200050634.00
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CLJ8
JBONEPAGQXF4QP29B387
US60683CLJ89
0001462160
Financial Company Commercial Paper
Y
2022-11-18
2022-11-18
2022-11-18
N
N
N
0.0354
49911525.00
49911525.00
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 3.650000%
60683DAC3
JBONEPAGQXF4QP29B387
US60683DAC39
0001462160
Certificate of Deposit
Y
2022-11-01
2023-01-31
2023-01-31
N
N
N
0.0356
215046504.50
215046504.50
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.910000%
60683DAD1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0308
109999395.00
109999395.00
0.0008
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 3.610000%
60683DAK5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-11-01
2023-02-14
2023-02-14
N
N
N
0.0357
51005284.11
51005284.11
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 3.570000%
60683DAN9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-11-01
2023-02-15
2023-02-15
N
N
N
0.0357
207997223.20
207997223.20
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 3.550000%
60683DAV1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-11-01
2023-03-01
2023-03-01
N
N
N
0.0358
142983047.35
142983047.35
0.0011
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 3.510000%
60683DBA6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-11-01
2023-03-07
2023-03-07
N
N
N
0.0360
308900409.30
308900409.30
0.0024
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 3.850000%
60683DBY4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-11-01
2023-05-01
2023-05-01
N
N
N
0.0382
214028521.92
214028521.92
0.0016
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QLG7
RB0PEZSDGCO3JS6CEU02
US60689QLG72
Financial Company Commercial Paper
Y
2022-11-16
2022-11-16
2022-11-16
N
N
N
0.0359
131789210.52
131789210.52
0.0010
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QLH5
RB0PEZSDGCO3JS6CEU02
US60689QLH55
Financial Company Commercial Paper
Y
2022-11-17
2022-11-17
2022-11-17
N
N
N
0.0360
299489433.00
299489433.00
0.0023
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QLU6
RB0PEZSDGCO3JS6CEU02
US60689QLU66
Financial Company Commercial Paper
Y
2022-11-28
2022-11-28
2022-11-28
N
N
N
0.0373
221355780.42
221355780.42
0.0017
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QP81
RB0PEZSDGCO3JS6CEU02
US60689QP811
Financial Company Commercial Paper
Y
2023-02-08
2023-02-08
2023-02-08
N
N
N
0.0479
478544111.65
478544111.65
0.0037
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QP99
RB0PEZSDGCO3JS6CEU02
US60689QP993
Financial Company Commercial Paper
Y
2023-02-09
2023-02-09
2023-02-09
N
N
N
0.0480
157845782.40
157845782.40
0.0012
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 3.550000%
60710RA47
RB0PEZSDGCO3JS6CEU02
US60710RA476
0001512734
Certificate of Deposit
Y
2022-11-01
2023-01-25
2023-01-25
N
N
N
0.0354
349009265.95
349009265.95
0.0027
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 3.600000%
60710RE43
RB0PEZSDGCO3JS6CEU02
US60710RE437
0001512734
Certificate of Deposit
Y
2022-11-01
2023-02-06
2023-02-06
N
N
N
0.0357
175019397.00
175019397.00
0.0013
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 3.380000%
60710RHG3
RB0PEZSDGCO3JS6CEU02
US60710RHG39
0001512734
Certificate of Deposit
Y
2022-11-01
2022-11-03
2022-11-03
N
N
N
0.0309
93002235.72
93002235.72
0.0007
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.900000%
60710RNL5
RB0PEZSDGCO3JS6CEU02
US60710RNL59
0001512734
Certificate of Deposit
Y
2022-11-10
2022-11-10
2022-11-10
N
N
N
0.0347
149975205.00
149975205.00
0.0012
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 3.340000%
60710RTY1
RB0PEZSDGCO3JS6CEU02
US60710RTY17
0001512734
Certificate of Deposit
Y
2022-11-01
2023-01-17
2023-01-17
N
N
N
0.0349
139956846.40
139956846.40
0.0011
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 3.340000%
60710RUQ6
RB0PEZSDGCO3JS6CEU02
US60710RUQ63
0001512734
Certificate of Deposit
Y
2022-11-01
2023-01-19
2023-01-19
N
N
N
0.0350
159945512.00
159945512.00
0.0012
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 3.290000%
60710RVU6
RB0PEZSDGCO3JS6CEU02
US60710RVU66
0001512734
Certificate of Deposit
Y
2022-11-01
2023-01-06
2023-01-06
N
N
N
0.0343
94976932.10
94976932.10
0.0007
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.960000%
62478UFR2
OX3PU53ZLPQKJ4700D47
US62478UFR23
0000016287
Certificate of Deposit
Y
2022-11-21
2022-11-21
2022-11-21
N
N
N
0.0358
299886315.00
299886315.00
0.0023
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.900000%
62478UFU5
OX3PU53ZLPQKJ4700D47
US62478UFU51
0000016287
Certificate of Deposit
Y
2022-11-15
2022-11-15
2022-11-15
N
N
N
0.0356
379891301.00
379891301.00
0.0029
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 3.080000%
62478UG42
OX3PU53ZLPQKJ4700D47
US62478UG420
0000016287
Certificate of Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0369
86946752.52
86946752.52
0.0007
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 3.430000%
63254GTY1
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2022-11-01
2022-11-07
2022-11-07
N
N
N
0.0311
195011857.95
195011857.95
0.0015
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 3.430000%
63254GTZ8
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2022-11-01
2022-11-04
2022-11-04
N
N
N
0.0310
296010753.68
296010753.68
0.0023
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 3.600000%
63254GUR4
F8SB4JFBSYQFRQEH3Z21
US63254GUR46
0000833029
Financial Company Commercial Paper
Y
2022-11-01
2023-02-01
2023-02-01
N
N
N
0.0356
88009238.24
88009238.24
0.0007
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 3.490000%
63254GUX1
F8SB4JFBSYQFRQEH3Z21
US63254GUX14
0000833029
Financial Company Commercial Paper
Y
2022-11-01
2023-03-01
2023-03-01
N
N
N
0.0355
199960574.00
199960574.00
0.0015
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 3.600000%
63307NGX9
BSGEFEIOM18Y80CKCV46
US63307NGX93
0000926171
Financial Company Commercial Paper
Y
2022-11-01
2023-01-19
2023-01-19
N
N
N
0.0346
337101335.90
337101335.90
0.0026
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 3.490000%
63307NHG5
BSGEFEIOM18Y80CKCV46
US63307NHG51
0000926171
Financial Company Commercial Paper
Y
2022-11-01
2023-02-17
2023-02-17
N
N
N
0.0352
132993701.12
132993701.12
0.0010
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.950000%
63873QVD3
2549003L5ZG5M2ZSE107
US63873QVD32
0001503859
Certificate of Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0308
146999384.07
146999384.07
0.0011
N
Y
Y
N
NEW VIRIDIAN EDGE
M/F HOUSING RB (VIRIDIAN EDGE APTS) SERIES 2022 3.200000%
64909NAA5
US64909NAA54
Variable Rate Demand Note
Y
2022-11-03
2022-11-07
2062-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0320
29000000.00
29000000.00
0.0002
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000%
65409SL14
724500BM7HQ28ZIB2058
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0306
74953620.15
74953620.15
0.0006
N
Y
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 3.450000%
65558UTK8
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2022-11-01
2022-11-23
2022-11-23
N
N
N
0.0318
38806570.00
38806570.00
0.0003
N
N
N
N
NUVEEN PREFERRED & INCOME SECURITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.730000%
67072C881
1V4KW82TOLZ6S7J7N128
US67072C8819
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2032-07-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0373
72000000.00
72000000.00
0.0006
N
N
Y
N
NUVEEN FLOATING RATE INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.730000%
67072T850
HJXCPP3KYE3BVU373P27
US67072T8505
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0373
31000000.00
31000000.00
0.0002
N
N
Y
N
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.730000%
67073B809
SQSNUOAGTXNFWCFS1I50
US67073B8090
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2037-08-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0373
36000000.00
36000000.00
0.0003
N
N
Y
N
NUVEEN CREDIT STRATEGIES INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.730000%
67073D854
W4CSTD4RDGQSJ4FOVO30
US67073D8544
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2032-07-01
Y
Societe Generale SA
1.0000
7
N
N
N
0.0373
30000000.00
30000000.00
0.0002
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.730000%
67074X305
N0WOEFO1WOMLJYH1PV29
US67074X3052
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0373
19000000.00
19000000.00
0.0001
N
N
Y
N
NUVEEN VARIABLE RATE PREFERRED & INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.700000%
67080R201
US67080R2013
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2034-02-01
Y
Toronto-Dominion Bank/The
1.0000
7
N
N
N
0.0370
20000000.00
20000000.00
0.0002
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UM67
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2022-12-06
2022-12-06
2022-12-06
N
Y
Royal Bank of Canada
1.0000
N
0.0384
99615900.00
99615900.00
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UNQ2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2023-01-24
2023-01-24
2023-01-24
N
Y
Royal Bank of Canada
1.0000
N
0.0459
98915542.00
98915542.00
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UP72
5493004QSN8OZAIU2J90
US67983UP722
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
Royal Bank of Canada
1.0000
N
0.0474
88826850.00
88826850.00
0.0007
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UQF3
5493004QSN8OZAIU2J90
US67983UQF39
Asset Backed Commercial Paper
Y
2023-03-15
2023-03-15
2023-03-15
N
Y
Royal Bank of Canada
1.0000
N
0.0492
96191900.00
96191900.00
0.0007
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 3.520000%
69033ML47
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2022-11-01
2022-12-23
2022-12-23
N
N
N
0.0336
55012849.65
55012849.65
0.0004
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.520000%
69033MN52
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-11-01
2023-02-27
2023-02-27
N
N
N
0.0363
83072927.68
83072927.68
0.0006
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.480000%
69033MP35
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-11-01
2022-12-06
2022-12-06
N
N
N
0.0324
99022308.66
99022308.66
0.0008
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.570000%
69033MQ42
5493007O3QFXCPOGWK22
US69033MQ422
Certificate of Deposit
Y
2022-11-01
2023-03-22
2023-03-22
N
N
N
0.0364
199951526.00
199951526.00
0.0015
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.440000%
69033MS57
5493007O3QFXCPOGWK22
US69033MS576
Certificate of Deposit
Y
2022-11-01
2023-04-06
2023-04-06
N
N
N
0.0365
98912006.82
98912006.82
0.0008
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.750000%
69033MV61
5493007O3QFXCPOGWK22
US69033MV612
Certificate of Deposit
Y
2022-11-01
2023-07-21
2023-07-21
N
N
N
0.0382
194908751.70
194908751.70
0.0015
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML16
HL3H1H2BGXWVG3BSWR90
US71838ML165
Non-Financial Company Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0304
193983639.98
193983639.98
0.0015
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML24
HL3H1H2BGXWVG3BSWR90
US71838ML249
Non-Financial Company Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0311
47991711.84
47991711.84
0.0004
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML32
HL3H1H2BGXWVG3BSWR90
US71838ML322
Non-Financial Company Commercial Paper
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0318
88976422.12
88976422.12
0.0007
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML40
HL3H1H2BGXWVG3BSWR90
US71838ML405
Non-Financial Company Commercial Paper
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0325
119956653.60
119956653.60
0.0009
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 3.440000%
76582EGF6
US76582EGF60
Asset Backed Commercial Paper
Y
2022-11-01
2023-04-03
2023-04-03
N
Y
BNP Paribas SA
1.0000
N
0.0363
249795217.50
249795217.50
0.0019
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 3.600000%
76582EGR0
US76582EGR09
Asset Backed Commercial Paper
Y
2022-11-01
2023-02-01
2023-02-01
N
Y
BNP Paribas SA
1.0000
N
0.0358
290010187.70
290010187.70
0.0022
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KL17
US76582KL176
Asset Backed Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
BNP Paribas SA
1.0000
N
0.0307
51995567.00
51995567.00
0.0004
N
Y
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KL90
Asset Backed Commercial Paper
Y
2022-11-09
2022-11-09
2022-11-09
N
Y
BNP Paribas SA
1.0000
N
0.0353
129885177.50
129885177.50
0.0010
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KLG4
US76582KLG49
Asset Backed Commercial Paper
Y
2022-11-16
2022-11-16
2022-11-16
N
Y
BNP Paribas SA
1.0000
N
0.0360
33945585.04
33945585.04
0.0003
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.550000%
78012U6G5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-03-06
2023-03-06
N
N
N
0.0359
237964380.92
237964380.92
0.0018
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.550000%
78012U6T7
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-03-16
2023-03-16
N
N
N
0.0360
344427606.77
344427606.77
0.0026
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.560000%
78012U7J8
549300HXQQQCCUBS2Z23
US78012U7J86
Certificate of Deposit
Y
2022-11-01
2023-01-05
2023-01-05
N
N
N
0.0349
495056865.60
495056865.60
0.0038
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.560000%
78012U7M1
549300HXQQQCCUBS2Z23
US78012U7M16
Certificate of Deposit
Y
2022-11-01
2022-12-29
2022-12-29
N
N
N
0.0346
263038626.81
263038626.81
0.0020
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.540000%
78015J2J5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-02-06
2023-02-06
N
N
N
0.0352
176011021.12
176011021.12
0.0014
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.080000%
78015J4N4
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2023-07-14
2023-07-14
2023-07-14
N
N
N
0.0532
147666947.66
147666947.66
0.0011
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.650000%
78015JCN5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-08-31
2023-08-31
N
N
N
0.0381
399450340.00
399450340.00
0.0031
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.620000%
78015JDN4
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-09-14
2023-09-14
N
N
N
0.0383
474135680.50
474135680.50
0.0036
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.550000%
78015JE60
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-07-17
2023-07-17
N
N
N
0.0378
274549176.00
274549176.00
0.0021
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.550000%
78015JEN3
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-07-19
2023-07-19
N
N
N
0.0378
78868375.73
78868375.73
0.0006
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.750000%
78015JKA4
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-11-01
2023-05-22
2023-05-22
N
N
N
0.0374
654052810.50
654052810.50
0.0050
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QL73
PTCQB104N23FMNK2RZ28
US80285QL730
0000891478
Financial Company Commercial Paper
Y
2022-11-07
2022-11-07
2022-11-07
N
N
N
0.0346
71951629.68
71951629.68
0.0006
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QLF5
PTCQB104N23FMNK2RZ28
US80285QLF53
0000891478
Financial Company Commercial Paper
Y
2022-11-15
2022-11-15
2022-11-15
N
N
N
0.0355
77884657.50
77884657.50
0.0006
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QM15
PTCQB104N23FMNK2RZ28
US80285QM159
0000891478
Financial Company Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0374
299035125.00
299035125.00
0.0023
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QMF4
PTCQB104N23FMNK2RZ28
US80285QMF45
0000891478
Financial Company Commercial Paper
Y
2022-12-15
2022-12-15
2022-12-15
N
N
N
0.0388
65680312.50
65680312.50
0.0005
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QMM9
PTCQB104N23FMNK2RZ28
US80285QMM95
0000891478
Financial Company Commercial Paper
Y
2022-12-21
2022-12-21
2022-12-21
N
N
N
0.0398
397742968.00
397742968.00
0.0031
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MLF5
549300MYF6MOTU9T3G29
US82124MLF58
Asset Backed Commercial Paper
Y
2022-11-15
2022-11-15
2022-11-15
N
Y
Barclays Bank Plc
1.0000
N
0.0363
234644661.20
234644661.20
0.0018
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MLH1
549300MYF6MOTU9T3G29
US82124MLH15
Asset Backed Commercial Paper
Y
2022-11-17
2022-11-17
2022-11-17
N
Y
Barclays Bank Plc
1.0000
N
0.0366
82856705.48
82856705.48
0.0006
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MM72
549300MYF6MOTU9T3G29
US82124MM728
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Barclays Bank Plc
1.0000
N
0.0390
46811801.66
46811801.66
0.0004
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MP95
549300MYF6MOTU9T3G29
US82124MP952
Asset Backed Commercial Paper
Y
2023-02-09
2023-02-09
2023-02-09
N
Y
Barclays Bank Plc
1.0000
N
0.0478
98659786.00
98659786.00
0.0008
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPA2
549300MYF6MOTU9T3G29
US82124MPA26
Asset Backed Commercial Paper
Y
2023-02-10
2023-02-10
2023-02-10
N
Y
Barclays Bank Plc
1.0000
N
0.0478
97658368.83
97658368.83
0.0008
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.430000%
83050WBZ6
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2022-11-10
2022-11-10
N
N
N
0.0313
337028783.17
337028783.17
0.0026
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.440000%
83050WCC6
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2022-11-17
2022-11-17
N
N
N
0.0316
91012236.77
91012236.77
0.0007
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB 3.450000%
83050WCF9
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2022-11-23
2022-11-23
N
N
N
0.0318
27004736.34
27004736.34
0.0002
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.480000%
83050WCR3
F3JS33DEI6XQ4ZBPTN86
US83050WCR34
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2022-12-27
2022-12-27
N
N
N
0.0344
112009041.76
112009041.76
0.0009
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.640000%
83050WCS1
F3JS33DEI6XQ4ZBPTN86
US83050WCS17
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2023-04-06
2023-04-06
N
N
N
0.0368
171978138.80
171978138.80
0.0013
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.600000%
83050WDF8
F3JS33DEI6XQ4ZBPTN86
US83050WDF86
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2023-03-09
2023-03-09
N
N
N
0.0361
299998338.00
299998338.00
0.0023
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.560000%
83050WDH4
F3JS33DEI6XQ4ZBPTN86
US83050WDH43
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2023-02-13
2023-02-13
N
N
N
0.0358
399993176.00
399993176.00
0.0031
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.550000%
83050WDJ0
F3JS33DEI6XQ4ZBPTN86
US83050WDJ09
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2023-03-15
2023-03-15
N
N
N
0.0363
246939630.73
246939630.73
0.0019
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.400000%
83050WDM3
F3JS33DEI6XQ4ZBPTN86
US83050WDM38
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2023-04-20
2023-04-20
N
N
N
0.0372
349495643.00
349495643.00
0.0027
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.400000%
83050WDN1
F3JS33DEI6XQ4ZBPTN86
US83050WDN11
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2023-04-24
2023-04-24
N
N
N
0.0373
174732825.75
174732825.75
0.0013
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 3.770000%
83050WEJ9
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-11-01
2023-06-01
2023-06-01
N
N
N
0.0000
99000000.00
99000000.00
0.0008
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MME0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-12-14
2022-12-14
2022-12-14
N
Y
BNP Paribas SA
1.0000
N
0.0389
99525044.00
99525044.00
0.0008
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MMG5
549300A8DDPP6QJBB522
US85520MMG59
Asset Backed Commercial Paper
Y
2022-12-16
2022-12-16
2022-12-16
N
Y
BNP Paribas SA
1.0000
N
0.0390
149251734.00
149251734.00
0.0011
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MMK6
549300A8DDPP6QJBB522
US85520MMK61
Asset Backed Commercial Paper
Y
2022-12-19
2022-12-19
2022-12-19
N
Y
BNP Paribas SA
1.0000
N
0.0393
95486479.68
95486479.68
0.0007
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 3.540000%
85520PER3
549300A8DDPP6QJBB522
US85520PER38
Asset Backed Commercial Paper
Y
2022-11-01
2023-03-08
2023-03-08
N
Y
BNP Paribas SA
1.0000
N
0.0353
176004009.28
176004009.28
0.0014
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 3.600000%
85520PET9
549300A8DDPP6QJBB522
US85520PET93
Asset Backed Commercial Paper
Y
2022-11-01
2023-04-11
2023-04-11
N
Y
BNP Paribas SA
1.0000
N
0.0364
387936717.20
387936717.20
0.0030
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 3.660000%
8574P1MT0
571474TGEMMWANRLN572
US8574P1MT01
Certificate of Deposit
Y
2022-11-01
2023-04-12
2023-04-12
N
N
N
0.0376
494792387.10
494792387.10
0.0038
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 3.680000%
8574P1MV5
571474TGEMMWANRLN572
US8574P1MV56
Certificate of Deposit
Y
2022-11-01
2023-04-14
2023-04-14
N
N
N
0.0377
389857626.60
389857626.60
0.0030
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.870000%
86564MQM3
254900S1KUTSTBKJ6286
US86564MQM37
Certificate of Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0313
169997310.60
169997310.60
0.0013
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.940000%
86564MQR2
254900S1KUTSTBKJ6286
US86564MQR24
Certificate of Deposit
Y
2022-11-15
2022-11-15
2022-11-15
N
N
N
0.0352
49987417.00
49987417.00
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.380000%
86564MQZ4
254900S1KUTSTBKJ6286
US86564MQZ40
Certificate of Deposit
Y
2022-11-01
2022-11-18
2022-11-18
N
N
N
0.0317
288030358.08
288030358.08
0.0022
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.050000%
86564MRB6
254900S1KUTSTBKJ6286
US86564MRB62
Certificate of Deposit
Y
2022-11-21
2022-11-21
2022-11-21
N
N
N
0.0359
149950705.50
149950705.50
0.0012
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.050000%
86564MRK6
254900S1KUTSTBKJ6286
US86564MRK61
Certificate of Deposit
Y
2022-11-29
2022-11-29
2022-11-29
N
N
N
0.0368
299841312.00
299841312.00
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.920000%
86564MRQ3
254900S1KUTSTBKJ6286
US86564MRQ32
Certificate of Deposit
Y
2022-11-16
2022-11-16
2022-11-16
N
N
N
0.0353
123965165.92
123965165.92
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.080000%
86564MSN9
254900S1KUTSTBKJ6286
US86564MSN91
Certificate of Deposit
Y
2022-12-08
2022-12-08
2022-12-08
N
N
N
0.0375
194858022.45
194858022.45
0.0015
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.530000%
86564MVJ4
254900S1KUTSTBKJ6286
US86564MVJ43
Certificate of Deposit
Y
2022-11-01
2023-01-23
2023-01-23
N
N
N
0.0364
194948488.80
194948488.80
0.0015
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.620000%
86564MWL8
254900S1KUTSTBKJ6286
US86564MWL89
Certificate of Deposit
Y
2022-11-01
2023-02-07
2023-02-07
N
N
N
0.0370
181957896.12
181957896.12
0.0014
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XM27
5493006GGLR4BTEL8O61
US86564XM272
Financial Company Commercial Paper
Y
2022-12-02
2022-12-02
2022-12-02
N
N
N
0.0369
48839410.83
48839410.83
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.470000%
86565FLH3
549300MS3WYYVQ4HXM15
Certificate of Deposit
Y
2022-11-01
2022-11-09
2022-11-09
N
N
N
0.0326
370018773.80
370018773.80
0.0028
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.500000%
86565FLS9
549300MS3WYYVQ4HXM15
Certificate of Deposit
Y
2022-11-01
2022-11-23
2022-11-23
N
N
N
0.0318
177035610.63
177035610.63
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.490000%
86565FMB5
549300MS3WYYVQ4HXM15
Certificate of Deposit
Y
2022-11-01
2022-11-22
2022-11-22
N
N
N
0.0318
44008218.32
44008218.32
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.500000%
86565FMD1
549300MS3WYYVQ4HXM15
Certificate of Deposit
Y
2022-11-01
2022-12-06
2022-12-06
N
N
N
0.0324
180546922.78
180546922.78
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.560000%
86565FNN8
549300MS3WYYVQ4HXM15
US86565FNN86
Certificate of Deposit
Y
2022-11-01
2022-12-16
2022-12-16
N
N
N
0.0332
48664703.98
48664703.98
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.560000%
86565FPA4
549300MS3WYYVQ4HXM15
US86565FPA48
Certificate of Deposit
Y
2022-11-01
2022-12-27
2022-12-27
N
N
N
0.0344
46008802.56
46008802.56
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.570000%
86565FPN6
549300MS3WYYVQ4HXM15
US86565FPN68
Certificate of Deposit
Y
2022-11-01
2023-01-13
2023-01-13
N
N
N
0.0351
163018969.94
163018969.94
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.100000%
86565FPV8
549300MS3WYYVQ4HXM15
US86565FPV84
Certificate of Deposit
Y
2023-01-06
2023-01-06
2023-01-06
N
N
N
0.0409
73859604.24
73859604.24
0.0006
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.630000%
86565FRG9
549300MS3WYYVQ4HXM15
US86565FRG99
Certificate of Deposit
Y
2022-11-01
2023-02-03
2023-02-03
N
N
N
0.0357
514083149.78
514083149.78
0.0040
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.530000%
86565FRX2
549300MS3WYYVQ4HXM15
US86565FRX23
Certificate of Deposit
Y
2022-11-01
2023-02-21
2023-02-21
N
N
N
0.0360
192958701.86
192958701.86
0.0015
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.480000%
86565FRZ7
549300MS3WYYVQ4HXM15
US86565FRZ70
Certificate of Deposit
Y
2022-11-01
2023-03-02
2023-03-02
N
N
N
0.0362
241889923.88
241889923.88
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.450000%
86565FSP8
549300MS3WYYVQ4HXM15
US86565FSP89
Certificate of Deposit
Y
2022-11-01
2023-03-08
2023-03-08
N
N
N
0.0363
95939175.36
95939175.36
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.450000%
86565FSX1
549300MS3WYYVQ4HXM15
US86565FSX14
Certificate of Deposit
Y
2022-11-01
2023-03-15
2023-03-15
N
N
N
0.0365
56958529.08
56958529.08
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.570000%
86565FUG5
549300MS3WYYVQ4HXM15
US86565FUG52
Certificate of Deposit
Y
2022-11-01
2023-04-06
2023-04-06
N
N
N
0.0372
197371733.63
197371733.63
0.0015
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.700000%
86565FUX8
549300MS3WYYVQ4HXM15
US86565FUX85
Certificate of Deposit
Y
2022-11-01
2023-04-19
2023-04-19
N
N
N
0.0379
110951458.59
110951458.59
0.0009
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.830000%
86565FVF6
549300MS3WYYVQ4HXM15
US86565FVF60
Certificate of Deposit
Y
2022-11-01
2023-04-24
2023-04-24
N
N
N
0.0382
52001902.68
52001902.68
0.0004
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.640000%
86959RC40
NHBDILHZTYCNBV5UYZ31
US86959RC400
0001448613
Certificate of Deposit
Y
2022-11-01
2023-04-06
2023-04-06
N
N
N
0.0366
284983475.70
284983475.70
0.0022
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.640000%
86959RC65
NHBDILHZTYCNBV5UYZ31
US86959RC657
0001448613
Certificate of Deposit
Y
2022-11-01
2023-04-12
2023-04-12
N
N
N
0.0368
199969938.00
199969938.00
0.0015
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.660000%
86959RC73
NHBDILHZTYCNBV5UYZ31
US86959RC731
0001448613
Certificate of Deposit
Y
2022-11-01
2023-04-19
2023-04-19
N
N
N
0.0371
195965637.28
195965637.28
0.0015
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.600000%
86959RD72
NHBDILHZTYCNBV5UYZ31
US86959RD721
0001448613
Certificate of Deposit
Y
2022-11-01
2023-01-26
2023-01-26
N
N
N
0.0355
499057978.81
499057978.81
0.0038
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.590000%
86959RE89
NHBDILHZTYCNBV5UYZ31
US86959RE893
0001448613
Certificate of Deposit
Y
2022-11-01
2023-05-19
2023-05-19
N
N
N
0.0375
185849457.18
185849457.18
0.0014
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.520000%
86959RF96
NHBDILHZTYCNBV5UYZ31
US86959RF965
0001448613
Certificate of Deposit
Y
2022-11-01
2023-06-01
2023-06-01
N
N
N
0.0376
278631446.58
278631446.58
0.0021
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.480000%
86959RH37
NHBDILHZTYCNBV5UYZ31
US86959RH375
0001448613
Certificate of Deposit
Y
2022-11-01
2023-06-14
2023-06-14
N
N
N
0.0378
199637708.00
199637708.00
0.0015
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.690000%
86959RL32
NHBDILHZTYCNBV5UYZ31
US86959RL328
0001448613
Certificate of Deposit
Y
2022-11-01
2023-07-14
2023-07-14
N
N
N
0.0381
329744873.70
329744873.70
0.0025
N
N
N
N
SWEDBANK AB
SWEDBANK AB 3.440000%
87019YAP6
M312WZV08Y7LYUC71685
US87019YAP60
0001367624
Financial Company Commercial Paper
Y
2022-11-01
2022-11-03
2022-11-03
N
N
N
0.0309
200005596.00
200005596.00
0.0015
N
N
Y
N
SWEDBANK AB
SWEDBANK AB 3.460000%
87019YAX9
M312WZV08Y7LYUC71685
US87019YAX94
0001367624
Financial Company Commercial Paper
Y
2022-11-01
2022-11-14
2022-11-14
N
N
N
0.0315
333040079.88
333040079.88
0.0026
N
N
N
N
SWEDBANK AB
SWEDBANK AB 3.490000%
87019YBB6
M312WZV08Y7LYUC71685
US87019YBB65
0001367624
Financial Company Commercial Paper
Y
2022-11-01
2022-12-20
2022-12-20
N
N
N
0.0336
106018421.74
106018421.74
0.0008
N
N
N
N
SWEDBANK AB
SWEDBANK AB 3.570000%
87019YCE9
M312WZV08Y7LYUC71685
US87019YCE95
0001367624
Financial Company Commercial Paper
Y
2022-11-01
2023-02-10
2023-02-10
N
N
N
0.0357
297001063.26
297001063.26
0.0023
N
N
N
N
SWEDBANK AB
SWEDBANK AB 3.500000%
87019YCK5
M312WZV08Y7LYUC71685
US87019YCK55
0001367624
Financial Company Commercial Paper
Y
2022-11-01
2023-02-22
2023-02-22
N
N
N
0.0358
190953995.74
190953995.74
0.0015
N
N
N
N
SWEDBANK AB
SWEDBANK AB 3.560000%
87019YCS8
M312WZV08Y7LYUC71685
US87019YCS81
0001367624
Financial Company Commercial Paper
Y
2022-11-01
2023-04-12
2023-04-12
N
N
N
0.0369
242863251.75
242863251.75
0.0019
N
N
N
N
Tenderfoot Seasonal Housing, LLC
TAXABLE NOTES SERIES 2000B 3.690000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0369
5885000.00
5885000.00
0.0000
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.450000%
89114WU29
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-11-01
2023-01-04
2023-01-04
N
N
N
0.0339
225029787.75
225029787.75
0.0017
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.440000%
89114WV28
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-11-01
2023-01-17
2023-01-17
N
N
N
0.0343
139107089.93
139107089.93
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.520000%
89114WXJ9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-11-01
2023-02-21
2023-02-21
N
N
N
0.0355
482958317.10
482958317.10
0.0037
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.520000%
89114WXV2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-11-01
2023-02-24
2023-02-24
N
N
N
0.0357
282964296.72
282964296.72
0.0022
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.530000%
89114WXW0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-11-01
2023-02-27
2023-02-27
N
N
N
0.0358
402946493.69
402946493.69
0.0031
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.540000%
89114WYB5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-11-01
2023-03-02
2023-03-02
N
N
N
0.0359
228769246.99
228769246.99
0.0018
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.000000%
89114WZK4
PT3QB789TSUIDF371261
US89114WZK43
Certificate of Deposit
Y
2022-12-27
2022-12-27
2022-12-27
N
N
N
0.0388
133805425.30
133805425.30
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.760000%
89115B6T2
PT3QB789TSUIDF371261
US89115B6T26
Certificate of Deposit
Y
2022-11-01
2023-05-15
2023-05-15
N
N
N
0.0371
252063504.00
252063504.00
0.0019
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.620000%
89115BBJ8
PT3QB789TSUIDF371261
US89115BBJ89
Certificate of Deposit
Y
2022-11-01
2023-02-27
2023-02-27
N
N
N
0.0358
343052794.56
343052794.56
0.0026
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.500000%
89115BDN7
PT3QB789TSUIDF371261
US89115BDN73
Certificate of Deposit
Y
2023-02-08
2023-02-08
2023-02-08
N
N
N
0.0436
49877382.00
49877382.00
0.0004
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.680000%
89115BGA2
PT3QB789TSUIDF371261
US89115BGA26
Certificate of Deposit
Y
2022-11-01
2023-05-11
2023-05-11
N
N
N
0.0377
494792718.75
494792718.75
0.0038
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.650000%
89115BGS3
PT3QB789TSUIDF371261
US89115BGS34
Certificate of Deposit
Y
2023-02-15
2023-02-15
2023-02-15
N
N
N
0.0445
99754250.00
99754250.00
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.440000%
89115BN22
PT3QB789TSUIDF371261
US89115BN225
Certificate of Deposit
Y
2022-11-01
2023-03-29
2023-03-29
N
N
N
0.0366
117896193.04
117896193.04
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.440000%
89115BQ60
PT3QB789TSUIDF371261
US89115BQ608
Certificate of Deposit
Y
2022-11-01
2023-04-06
2023-04-06
N
N
N
0.0368
157836112.92
157836112.92
0.0012
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.520000%
89115BT26
PT3QB789TSUIDF371261
US89115BT263
Certificate of Deposit
Y
2022-11-01
2023-06-13
2023-06-13
N
N
N
0.0379
118810953.03
118810953.03
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.610000%
89115BUS7
PT3QB789TSUIDF371261
US89115BUS77
Certificate of Deposit
Y
2022-11-01
2023-09-20
2023-09-20
N
N
N
0.0383
105803535.36
105803535.36
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.400000%
89115BZW3
PT3QB789TSUIDF371261
US89115BZW35
Certificate of Deposit
Y
2023-10-13
2023-10-13
2023-10-13
N
N
N
0.0550
239743288.80
239743288.80
0.0018
N
N
N
N
TOTALENERGIES CAPITAL CANADA LTD
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
89153QL16
5299005IX98ZZ9LSGK46
US89153QL160
Non-Financial Company Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
Y
TOTALENERGIES SE
1.0000
N
0.0307
228480488.39
228480488.39
0.0018
N
Y
Y
N
TOTALENERGIES CAPITAL CANADA LTD
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
89153QL40
5299005IX98ZZ9LSGK46
US89153QL400
Non-Financial Company Commercial Paper
Y
2022-11-04
2022-11-04
2022-11-04
N
Y
TOTALENERGIES SE
1.0000
N
0.0328
120955916.07
120955916.07
0.0009
N
N
Y
N
TOTALENERGIES CAPITAL CANADA LTD
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
89153QL73
5299005IX98ZZ9LSGK46
US89153QL731
Non-Financial Company Commercial Paper
Y
2022-11-07
2022-11-07
2022-11-07
N
Y
TOTALENERGIES SE
1.0000
N
0.0349
144901742.20
144901742.20
0.0011
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 3.270000%
89233BCH8
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2022-11-01
2022-11-14
2022-11-14
N
N
N
0.0315
100005028.00
100005028.00
0.0008
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 3.590000%
89233BDE4
Z2VZBHUMB7PWWJ63I008
US89233BDE48
Non-Financial Company Commercial Paper
Y
2022-11-01
2023-05-16
2023-05-16
N
N
N
0.0365
204942884.95
204942884.95
0.0016
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 3.590000%
89233BDF1
Z2VZBHUMB7PWWJ63I008
US89233BDF13
Non-Financial Company Commercial Paper
Y
2022-11-01
2023-05-08
2023-05-08
N
N
N
0.0365
249939752.50
249939752.50
0.0019
N
N
N
N
Triborough Bridge & Tunnel Auth
GENERAL REFUNDING RB SERIES 2018E 3.120000%
89602RFE0
54930020ZN4LQF7K3456
US89602RFE09
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2032-11-15
Y
Bank of America NA
1.0000
7
N
N
N
0.0312
8000000.00
8000000.00
0.0001
N
N
Y
N
TRUIST BANK
TRUIST BANK 3.170000%
89788L4K7
JJKC32MCHWDI71265Z06
US89788L4K79
Certificate of Deposit
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0332
2418960812.20
2418960812.20
0.0186
N
N
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.470000%
90276JPB6
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-11-01
2022-11-14
2022-11-14
N
N
N
0.0329
50000779.50
50000779.50
0.0004
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.540000%
90276JPD2
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-11-01
2023-02-16
2023-02-16
N
N
N
0.0354
295000168.15
295000168.15
0.0023
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.500000%
90276JPK6
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-11-01
2022-12-16
2022-12-16
N
N
N
0.0337
87013800.81
87013800.81
0.0007
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.510000%
90276JPL4
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-11-01
2022-12-28
2022-12-28
N
N
N
0.0350
200003084.00
200003084.00
0.0015
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.520000%
90276JPN0
BFM8T61CT2L1QCEMIK50
US90276JPN09
Financial Company Commercial Paper
Y
2022-11-01
2022-12-21
2022-12-21
N
N
N
0.0334
200001088.00
200001088.00
0.0015
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.620000%
90276JPT7
BFM8T61CT2L1QCEMIK50
US90276JPT78
Financial Company Commercial Paper
Y
2022-11-01
2023-01-12
2023-01-12
N
N
N
0.0344
297001612.71
297001612.71
0.0023
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.650000%
90276JPV2
BFM8T61CT2L1QCEMIK50
US90276JPV25
Financial Company Commercial Paper
Y
2022-11-01
2023-01-20
2023-01-20
N
N
N
0.0344
280001752.80
280001752.80
0.0022
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.440000%
90276JPY6
BFM8T61CT2L1QCEMIK50
US90276JPY63
Financial Company Commercial Paper
Y
2022-11-01
2023-03-07
2023-03-07
N
N
N
0.0372
99911592.00
99911592.00
0.0008
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.440000%
90276JPZ3
BFM8T61CT2L1QCEMIK50
US90276JPZ39
Financial Company Commercial Paper
Y
2022-11-01
2023-03-13
2023-03-13
N
N
N
0.0372
95909899.20
95909899.20
0.0007
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.450000%
90276JQA7
BFM8T61CT2L1QCEMIK50
US90276JQA78
Financial Company Commercial Paper
Y
2022-11-01
2023-03-27
2023-03-27
N
N
N
0.0372
249757770.00
249757770.00
0.0019
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 3.720000%
90276JQR0
BFM8T61CT2L1QCEMIK50
US90276JQR04
Financial Company Commercial Paper
Y
2022-11-01
2023-04-20
2023-04-20
N
N
N
0.0372
495020730.60
495020730.60
0.0038
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UL19
549300GHBMY8T5GXDE41
US91058UL193
Non-Financial Company Commercial Paper
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0310
193983283.02
193983283.02
0.0015
N
Y
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UL27
549300GHBMY8T5GXDE41
US91058UL276
Non-Financial Company Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0318
340939775.99
340939775.99
0.0026
N
N
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UL76
549300GHBMY8T5GXDE41
US91058UL763
Non-Financial Company Commercial Paper
Y
2022-11-07
2022-11-07
2022-11-07
N
N
N
0.0357
111922362.72
111922362.72
0.0009
N
N
Y
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 3.500000%
91127RBX4
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2022-11-01
2023-02-23
2023-02-23
N
N
N
0.0354
129986541.10
129986541.10
0.0010
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 3.510000%
91127RCC9
IO66REGK3RCBAMA8HR66
US91127RCC97
Financial Company Commercial Paper
Y
2022-11-01
2023-03-22
2023-03-22
N
N
N
0.0354
99992743.00
99992743.00
0.0008
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 3.440000%
91127RCF2
IO66REGK3RCBAMA8HR66
US91127RCF29
Financial Company Commercial Paper
Y
2022-11-01
2023-03-29
2023-03-29
N
N
N
0.0353
267910715.80
267910715.80
0.0021
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 3.410000%
91127RCK1
IO66REGK3RCBAMA8HR66
US91127RCK14
Financial Company Commercial Paper
Y
2022-11-01
2023-03-06
2023-03-06
N
N
N
0.0355
199906578.00
199906578.00
0.0015
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512ML23
US92512ML237
Asset Backed Commercial Paper
Y
2022-11-02
2022-11-02
2022-11-02
N
Y
Natixis SA
1.0000
N
0.0313
44992165.05
44992165.05
0.0003
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MM14
US92512MM144
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
Natixis SA
1.0000
N
0.0377
50535233.62
50535233.62
0.0004
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MM22
US92512MM227
Asset Backed Commercial Paper
Y
2022-12-02
2022-12-02
2022-12-02
N
Y
Natixis SA
1.0000
N
0.0378
49831911.00
49831911.00
0.0004
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MM55
US92512MM557
Asset Backed Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
Y
Natixis SA
1.0000
N
0.0381
99629778.00
99629778.00
0.0008
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MN47
US92512MN472
Asset Backed Commercial Paper
Y
2023-01-04
2023-01-04
2023-01-04
N
Y
Natixis SA
1.0000
N
0.0419
49622187.50
49622187.50
0.0004
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MN54
US92512MN548
Asset Backed Commercial Paper
Y
2023-01-05
2023-01-05
2023-01-05
N
Y
Natixis SA
1.0000
N
0.0421
148841974.50
148841974.50
0.0011
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MP11
US92512MP113
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
Natixis SA
1.0000
N
0.0483
48388602.50
48388602.50
0.0004
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LL32
549300D0F37QF0LP7F94
US92646LL326
Asset Backed Commercial Paper
Y
2022-11-03
2022-11-03
2022-11-03
N
Y
MUFG BANK LTD
1.0000
N
0.0321
272926994.34
272926994.34
0.0021
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LP12
549300D0F37QF0LP7F94
US92646LP129
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
MUFG BANK LTD
1.0000
N
0.0474
79597302.30
79597302.30
0.0006
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LP79
549300D0F37QF0LP7F94
US92646LP798
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
MUFG BANK LTD
1.0000
N
0.0476
164816266.25
164816266.25
0.0013
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LP87
549300D0F37QF0LP7F94
US92646LP871
Asset Backed Commercial Paper
Y
2023-02-08
2023-02-08
2023-02-08
N
Y
MUFG BANK LTD
1.0000
N
0.0476
113480082.95
113480082.95
0.0009
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 3.410000%
9612C4U90
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2022-11-01
2022-11-14
2022-11-14
N
N
N
0.0315
100010097.00
100010097.00
0.0008
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 3.530000%
9612C4W80
EN5TNI6CI43VEPAMHL14
US9612C4W806
Financial Company Commercial Paper
Y
2022-11-01
2023-01-03
2023-01-03
N
N
N
0.0348
98008247.68
98008247.68
0.0008
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 3.410000%
96130ANM6
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2022-11-01
2022-11-14
2022-11-14
N
N
N
0.0315
120012116.40
120012116.40
0.0009
N
N
N
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.100000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2022-11-07
2022-11-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0310
21375000.00
21375000.00
0.0002
N
N
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI2788F5
Certificate of Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0380
219976838.40
219976838.40
0.0017
N
Y
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI27LPF7
Certificate of Deposit
Y
2022-11-21
2022-11-21
2022-11-21
N
N
N
0.0379
149669076.00
149669076.00
0.0012
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 3.720000%
JBONEPAGQXF4QP29B387
0001462160
ACI27LXY7
Certificate of Deposit
Y
2023-02-17
2023-02-17
2023-02-17
N
N
N
0.0474
45860020.62
45860020.62
0.0004
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 3.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI27N821
Certificate of Deposit
Y
2022-11-18
2022-11-18
2022-11-18
N
N
N
0.0387
33985294.32
33985294.32
0.0003
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 3.080000%
969500TJ5KRTCJQWXH05
0001191672
ACI27R327
Certificate of Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0388
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SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
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Certificate of Deposit
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2022-12-13
2022-12-13
2022-12-13
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MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
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Certificate of Deposit
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2022-12-01
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969500TJ5KRTCJQWXH05
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Certificate of Deposit
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SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
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5493006GGLR4BTEL8O61
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ACI2813X5
Certificate of Deposit
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2022-12-15
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SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
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5493006GGLR4BTEL8O61
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Certificate of Deposit
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2022-12-14
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MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
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Certificate of Deposit
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MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
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Certificate of Deposit
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MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
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SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
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5493006GGLR4BTEL8O61
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Asset-Backed Securities
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Asset-Backed Securities
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Asset-Backed Securities
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6497439.94
Asset-Backed Securities
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549300D98ZLKNSI8CN63
2031-01-20
5.442570
1375000.00
1331224.14
Asset-Backed Securities
NEW MOUNTAIN CLO 2020-1R A-R 20341016 FLT
5493000BYT2KQ1EMLL07
2034-10-16
5.279140
11925000.00
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Asset-Backed Securities
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Asset-Backed Securities
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549300S7Y78W7UJHZZ39
2032-06-15
5.129140
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390221.87
Asset-Backed Securities
ATLAS SENIOR LN FDG 2021-16 LT A 20340120 FLT
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Asset-Backed Securities
AMUR EQPMNT FIN REC LLC 2021-1 C 20270621 1.7
549300INEWFFGID70G60
2027-06-21
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Asset-Backed Securities
GLS AUTO REC ISSUER TR 2020-1 D 20261116 3.6
2026-11-16
3.680000
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8069783.87
Asset-Backed Securities
MVW OWN TR 2021-1W A 20410122 1.1
2041-01-22
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Asset-Backed Securities
TEXTAINER MARI CONT VII 2021-2 A 20460420 2.2
549300X48KLHDDGPK024
2046-04-20
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4846526.74
Asset-Backed Securities
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2026-06-15
3.340000
6425000.00
6174254.38
Asset-Backed Securities
WHEELS SPV 2 LLC A-3 20290820 0.6
2029-08-20
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189805.09
Asset-Backed Securities
HYUNDAI AUTO REC TR 2022-A A-4 20280417 2.3
2028-04-17
2.350000
1806000.00
1670774.75
Asset-Backed Securities
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2049-08-25
4.476000
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2073007.41
Asset-Backed Securities
EXETER AUTO REC TR 2020-3 E 20260817 3.4
2026-08-17
3.440000
10590000.00
10080227.99
Asset-Backed Securities
BATTALION CLO 2015-9R D-R 20310715 FLT
549300JMWGEYZEC6GK98
2031-07-15
7.329140
1400000.00
1220772.31
Asset-Backed Securities
DIAMOND RESORTS TR 2018-1 B 20310121 4.1
2031-01-21
4.190000
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14705.60
Asset-Backed Securities
ROCKLAND OK CLO 2021 A 20340420 FLT
2034-04-20
5.362570
7500000.00
7241089.22
Asset-Backed Securities
MOUNTAIN VIEW CLO LTD 2017-1R A-R 20291016 FLT
2029-10-16
5.169140
1762806.00
1611277.05
Asset-Backed Securities
GM FIN CONS ATMB REC TR 2021-2 A-4 20261016 0.8
2026-10-16
0.820000
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54865.06
Asset-Backed Securities
DT AUTO OWNER TR 2021-4 D 20270915 1.9
2027-09-15
1.990000
3963000.00
3538818.09
Asset-Backed Securities
DT AUTO OWNER TRUST 2021-3A C 20270517 0.8
2027-05-17
0.870000
2582000.00
2419823.72
Asset-Backed Securities
CARVANA AUTO REC TR 2019-2 E 20260415 5.0
2026-04-15
5.010000
3750000.00
3695473.75
Asset-Backed Securities
CARLYLE GLBL MKT 2014-1R2 A-2R2 20310417 FLT
2031-04-17
5.209140
5999016.00
5763529.29
Asset-Backed Securities
CARMAX AUTO OWNER TR 2019-1 A-4 20240815 3.2
549300LQMUNTYT3DC014
2024-08-15
3.260000
187000.00
149491.22
Asset-Backed Securities
APIDOS CLO 2021-35 D 20340420 FLT
549300KJKTO0Q1OATW69
2034-04-20
6.892570
5500000.00
4808683.35
Asset-Backed Securities
CREDIT ACCEP AUT LN TR 2020-2 B 20290915 1.9
2029-09-15
1.930000
1550000.00
1497414.36
Asset-Backed Securities
DT AUTO OWNER TRUST 2022-1 C 20271115 2.9
2027-11-15
2.960000
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9465335.56
Asset-Backed Securities
DAIMLER TRUCKS RETAIL 2020-1 A-4 20270615 1.3
2027-06-15
1.370000
10000000.00
9891218.89
Asset-Backed Securities
DELL EQUIPMENT FIN TR 2021-2 A-3 20261222 0.5
2026-12-22
0.530000
17962000.00
17048030.57
Asset-Backed Securities
CSMC 2019-NQM1 B-2 20591025 FLT
2059-10-25
5.250000
7247135.00
5936961.70
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-UBS5 D 20470912 3.4
2047-09-12
3.495000
6995000.00
5732406.00
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-1 20430425 FLT
2043-04-25
3.425190
16046000.00
4523585.58
Private Label Collateralized Mortgage Obligations
HUDSON YARDS MTG TR 2019-55HY F 20411212 FLT
2041-12-12
2.942800
3007706.00
2091571.79
Private Label Collateralized Mortgage Obligations
BANK 2022-BNK40 H 20640317 FLT
2064-03-17
1.893610
2500000.00
1105272.51
Private Label Collateralized Mortgage Obligations
CAPITAL ONE CC TR 2019-3 A 20280815 2.0
R42WS16M9R97TJJKGU15
2028-08-15
2.060000
4300000.00
3854367.59
Asset-Backed Securities
BX TR 2019-IMC G 20340417 FLT
2034-04-17
7.012000
5000000.00
4609242.22
Private Label Collateralized Mortgage Obligations
BX CM MTG 2021-VOLT D 20360915 FLT
2036-09-15
5.062140
8976400.00
8316803.72
Private Label Collateralized Mortgage Obligations
IMPAC CMB TR 2005-1 B 20350425 FLT
2035-04-25
5.535570
3187500.00
68232.47
Private Label Collateralized Mortgage Obligations
BFLD TRUST 2020-EYP F 20351015 FLT
2035-10-15
7.612000
1900000.00
1723560.51
Private Label Collateralized Mortgage Obligations
BFLD TR 2019-DPLO F 20341016 FLT
2034-10-16
5.952000
12949000.00
12139989.64
Private Label Collateralized Mortgage Obligations
COREVEST AMERICA FIN TR 2021-3 B 20541015 2.4
2054-10-15
2.494000
3750000.00
3184321.25
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 B 20520315 3.8
2052-03-15
3.880000
2175000.00
2114005.02
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-4 D 20521217 2.7
2052-12-17
2.712000
3170000.00
2339862.59
Private Label Collateralized Mortgage Obligations
JPMORGAN CHASE CMBS 2014-C18 D 20470215 FLT
2047-02-15
4.787760
2687905.00
1722328.36
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C32 B 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
4.726140
318828.00
297513.85
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR3 I 20370918 7.3
2037-09-18
7.379000
4911993.00
4699663.10
Private Label Collateralized Mortgage Obligations
FHLMCT SLSTT SERIES 2021-2 A-1D 20610525 2.0
2061-05-25
2.000000
3490000.00
2509240.73
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-E A-1 20701125 FLT
2070-11-25
6.228000
24490000.00
16349771.06
Private Label Collateralized Mortgage Obligations
MFA 2022-RTL1 A-2 20270426 6.4
2027-04-26
6.413000
4974000.00
4733192.91
Private Label Collateralized Mortgage Obligations
BSREP COMM MTG TR 2021-DC F 20380816 FLT
2038-08-16
6.263000
9231000.00
8173067.91
Private Label Collateralized Mortgage Obligations
AMERICAN CR ACCP REC TR 2020-3 E 20260813 3.8
2026-08-13
3.880000
5940000.00
5813377.02
Asset-Backed Securities
AMERICAN CR ACCP REC 2021-2 TR D 20270713 1.3
2027-07-13
1.340000
275000.00
258207.12
Asset-Backed Securities
CSFB MTG PTC 2003-29 D-B-2 20331225 FLT
2033-12-25
6.076120
8000000.00
461931.71
Private Label Collateralized Mortgage Obligations
BUSINESS LN EXP 2006-A C 20381020 FLT
2038-10-20
4.439140
1500000.00
63236.37
Asset-Backed Securities
COREVEST AMER FIN TR 2019-1 D 20520315 4.8
2052-03-15
4.818000
5065000.00
4524721.51
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
6.312000
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Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
7.162140
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Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2019-PLND F 20360515 FLT
2036-05-15
6.212000
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4957009.95
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 C 20510616 4.3
2051-06-16
4.369000
1216310.00
1115851.11
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2016-4 C 20490312 FLT
2049-03-12
4.601500
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521239.40
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2018-HCLV E 20330915 FLT
2033-09-15
6.012000
3325759.00
2848176.68
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
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6.078190
3998000.00
3999759.75
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-SLP G 20321012 FLT
2032-10-12
4.591300
11747750.00
10929238.25
Private Label Collateralized Mortgage Obligations
Y
2023-02-01
2023-02-01
2023-02-01
Y
WELLS FARGO SECURITIES LLC
1.0000
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N
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0.0469
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0.0023
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N
Y
WELLS FARGO SECURITIES LLC
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VYVVCKR63DVZZN70PB21
0001224385
ARP0U7J70
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BSPRT ISSUER LTD 2022-FL8 C 20370217 FLT
2037-02-17
5.091350
300000.00
279539.99
Asset-Backed Securities
AIG CLO 2020-1 LLC
2034-04-15
0.00
6999694.00
4654796.51
Asset-Backed Securities
AMSR TRUST 2021-SFR3 H 20261009 4.9
2026-10-09
4.896000
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1271394.00
Asset-Backed Securities
AREIT TRUST 2019-CRE3 C 20360915 FLT
2036-09-15
5.390140
835000.00
821611.75
Asset-Backed Securities
BSPRT ISS LTD 2021-FL7 D 20381215 FLT
2038-12-15
6.162140
2400000.00
2212767.33
Asset-Backed Securities
ACRES LTD 2021-FL1 D 20361020 FLT
2036-10-20
6.093000
617000.00
571551.93
Asset-Backed Securities
MAGNETITE XX LTD 2018-20 SUB NT 20310421 FLT
5493001WZ3LKC11Q9C47
2031-04-21
0.00
2383000.00
953200.00
Asset-Backed Securities
STWD LTD 2021-FL2 D 20380416 FLT
2038-04-16
6.243000
1000000.00
915704.42
Asset-Backed Securities
TELOS CLO LTD 2013-3 SUB NT 20260717 FLT
25490083G97ZZN6SR263
2026-07-17
0.00
1693000.00
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Asset-Backed Securities
AMSR 2020-SFR4 TR G-2 20371119 4.8
2037-11-19
4.870000
1300000.00
1153274.63
Asset-Backed Securities
PRPM LLC 2022-2 A-1 20270325 5.0
2027-03-25
5.000000
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17312070.53
Asset-Backed Securities
PROGRESS RES TR 2021-SFR11 G 20410117 4.6
2041-01-17
4.687000
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Asset-Backed Securities
RISERVA CLO 2016 SUB 20281018 FLT
549300640C8OB2I8SN35
2028-10-18
0.00
3200000.00
1504000.00
Asset-Backed Securities
CREDITO RL USA AT REC 2021-1 A 20270216 1.3
2027-02-16
1.350000
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470425.89
Asset-Backed Securities
VMC FIN LL 2021-FL4 D 20360618 FLT
2036-06-18
6.943000
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5008007.39
Asset-Backed Securities
VENTURE XVIII CLO 2014-18R SUB 20291015 FLT
549300MWRVTJN0X3KI79
2029-10-15
0.00
7500000.00
1275000.00
Asset-Backed Securities
CHCP LTD 2021-FL1 B 20380216 FLT
2038-02-16
5.180140
1100000.00
1046617.67
Asset-Backed Securities
BLUEMOUNTAIN CLO 2015-4 SUB NT 20270120 FLT
549300EB3KHH9T7ICE44
2027-01-20
0.00
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675000.00
Asset-Backed Securities
BLUEMOUNTAIN CLO XXIII 2018-23 SUB 20311020 FLT
2031-10-20
0.00
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Asset-Backed Securities
VENTURE XXV CLO 2016-25 SUB 20290420 FLT
549300A6M3BR8FZNXO79
2029-04-20
0.00
4000000.00
640000.00
Asset-Backed Securities
COREVEST AMERIC FIN TR 2021-2 D 20540717 2.8
2054-07-17
2.831000
3500000.00
2505388.08
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD D 20280515 FLT
2028-05-15
6.362140
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4547332.80
Asset-Backed Securities
FOURSIGHT CAP AUTO TR 2021-2 D 20270915 1.9
2027-09-15
1.920000
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89734.03
Asset-Backed Securities
HGI CRE CLO 2022-FL3 D 20370421 FLT
2037-04-21
6.541350
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943380.45
Asset-Backed Securities
BXMT 2020-FL3 LTD C 20370316 FLT
2037-03-16
5.455830
400000.00
380616.68
Asset-Backed Securities
LOANCORE 2021-CRE5 ISSUER LTD A-S 20360715 FLT
2036-07-15
5.162140
576500.00
530655.28
Asset-Backed Securities
CIFC FUNDING LTD 2017-2R D-R 20300422 FLT
2030-04-22
7.342600
4000000.00
3707736.00
Asset-Backed Securities
MBRT 2019-MBR H1 20361117 FLT
2036-11-17
7.662000
6001490.00
5603161.11
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC27 D 20480212 FLT
2048-02-12
4.417790
5655700.00
5000489.94
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC27 E 20480212 3.0
2048-02-12
3.000000
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3111924.00
Private Label Collateralized Mortgage Obligations
BX COMM MTG TR 2021-IRON E 20380216 FLT
2038-02-16
5.762000
5959123.00
5553097.49
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2019-B14 225B-D 20621215 FLT
2062-12-15
3.294300
1500000.00
1242634.88
Private Label Collateralized Mortgage Obligations
COREVEST AMERICA FIN TR 2021-3 C 20541015 2.9
2054-10-15
2.911000
5000000.00
4000639.17
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2014-C18 C 20471018 FLT
2047-10-18
4.473130
103700.00
96310.61
Private Label Collateralized Mortgage Obligations
GCAT 2020-3 LLC A-1 20250925 2.9
2025-09-25
2.981400
500000.00
187036.65
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 E 20520315 FLT
2052-03-15
5.606180
381000.00
337729.38
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 B 20521018 3.1
2052-10-18
3.163000
1500000.00
1263763.25
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 D 20521018 3.7
2052-10-18
3.760000
750000.00
602110.75
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-3 B 20530815 2.2
2053-08-15
2.203000
750000.00
561346.37
Private Label Collateralized Mortgage Obligations
BRAVO RES FDG TR 2021-B A-1 20690425 FLT
2069-04-25
2.115000
22500000.00
13242412.20
Private Label Collateralized Mortgage Obligations
HOMEWARD OPT FUND I 2020-BPL1 A2 20250825 5.4
2025-08-25
5.437900
850000.00
483935.09
Private Label Collateralized Mortgage Obligations
HUDSON YARDS MTG TR 2019-55HY F 20411212 FLT
2041-12-12
2.942800
6992294.00
4862471.55
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C27 E 20480218 FLT
2048-02-18
2.805000
4000000.00
2863958.00
Private Label Collateralized Mortgage Obligations
THARALDSON PORT TR 2018-THPT G 20341113 FLT
2034-11-13
9.849000
3000000.00
2233635.93
Private Label Collateralized Mortgage Obligations
TOORAK MTG TR 2020-1 A-1 20230325 2.7
2023-03-25
2.734300
6030000.00
3273825.93
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-4 E 20521217 3.3
2052-12-17
3.379000
2682000.00
1949998.61
Private Label Collateralized Mortgage Obligations
ANGEL OAK MTG TR I 2018-3 M-2 20480925 FLT
2048-09-25
4.721000
7091000.00
6724176.66
Private Label Collateralized Mortgage Obligations
BFLD TR 2019-DPLO E 20341016 FLT
2034-10-16
5.652000
295000.00
278110.36
Private Label Collateralized Mortgage Obligations
BSREP COMM MTG TR 2021-DC G 20380816 FLT
2038-08-16
7.263000
2700000.00
2355671.70
Private Label Collateralized Mortgage Obligations
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.856710
11000000.00
10017706.53
Asset-Backed Securities
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
5.856860
2950000.00
2794628.55
Asset-Backed Securities
AREIT TRUST 2019-CRE3 D 20360915 FLT
2036-09-15
6.140140
3748000.00
3482408.60
Asset-Backed Securities
OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT
2029-07-16
0.00
2000000.00
500000.00
Asset-Backed Securities
HIGHBRIDGE LN MGMT 2014-3 SUB 20290718 FLT
2029-07-18
0.00
2735909.00
246231.81
Asset-Backed Securities
EATON VANCE CLO 2019-1 SUB 20310415 FLT
5493007R7GEORNX00105
2031-04-15
0.00
2600000.00
1638000.00
Asset-Backed Securities
LEGACY MTG ASSET TR 2020-GS1 A-1 20591025 FLT
2059-10-25
2.882000
5424507.00
3655169.93
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
364227.00
174843.12
Asset-Backed Securities
LEGACY MTG ASSET TR 2020-GS5 A-1 20600825 FLT
2060-08-25
3.250000
19541000.00
13987873.18
Asset-Backed Securities
COREVEST AMER FIN TR 2019-3 E 20521018 FLT
2052-10-18
4.751000
3290000.00
2677820.39
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2017-PFHP G 20301216 FLT
2030-12-16
9.562000
5305000.00
4667905.46
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-5 20430425 FLT
2043-04-25
3.425190
7916923.00
6745410.95
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 B 20510616 4.0
2051-06-16
4.003000
750000.00
744961.37
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 E 20510616 FLT
2051-06-16
5.946550
2963895.00
2636717.93
Private Label Collateralized Mortgage Obligations
HPLY TRUST 2019-HIT F 20361117 FLT
2036-11-17
6.562140
20608489.00
14931292.30
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2019-PLND G 20360515 FLT
2036-05-15
7.062000
5000000.00
3549068.33
Private Label Collateralized Mortgage Obligations
TYRON PARK CLO LTD 2013 SUB 20250715 FLT
2025-07-15
0.00
17832000.00
4138842.86
Asset-Backed Securities
Y
2023-02-03
2023-02-03
2023-03-06
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0458
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168468035.32
0.0013
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.470000%
ZBUT11V806EZRVTWT807
0000782124
ARP0U9WR7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NELNET STUDENT LN TR 2021-C C 20620420 3.3
2062-04-20
3.360000
1442500.00
1093977.09
Asset-Backed Securities
OAKTOWN RE II LTD 2018-1 M-2 20280725 FLT
254900KOPN6EP9T3LD85
2028-07-25
6.435570
11500000.00
11409225.84
Asset-Backed Securities
OPORTUN FUNDING XIV LLC 2021-A A 20280308 1.2
2028-03-08
1.210000
2055000.00
1876161.68
Asset-Backed Securities
PREFER TERM SEC XXV 2007-25 C-1 20370622 FLT
2037-06-22
4.142570
14461000.00
8814783.40
Asset-Backed Securities
PROGRESS RES 2021-SFR3 TR G 20380519 4.2
2038-05-19
4.254000
2705000.00
2305612.16
Asset-Backed Securities
GS MTG BCKD SEC TR 2018-RPL1 B3 20571025 0.0
2057-10-25
0.00
27454000.00
2393110.27
Asset-Backed Securities
GOODLEAP SUS HOME TR 2022-2 B 20490420 4.2
2049-04-20
4.250000
28862000.00
24718386.88
Asset-Backed Securities
GREEN TREE FINANCIAL CORP 97-6 M-1 20290115 FLT
2029-01-15
7.210000
48300000.00
13346687.30
Asset-Backed Securities
GREEN TREE FINANCIAL CORP 97-7 M-1 20280715 7.0
2028-07-15
7.030000
25515000.00
7865078.64
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD C 20370915 FLT
2037-09-15
5.412140
1900000.00
1840785.97
Asset-Backed Securities
GREYSTONE CRE LTD 2021-FL3 C 20390715 FLT
2039-07-15
5.412140
250000.00
229101.18
Asset-Backed Securities
GREYTSTONE CRE LTD 2021-HC2 D 20391215 FLT
2039-12-15
7.490140
23875000.00
21430267.62
Asset-Backed Securities
HGI CRE CLO LTD 2021-FL1 D 20360619 FLT
549300VYJ293N0KO2L78
2036-06-19
5.762140
420000.00
388907.77
Asset-Backed Securities
COLLEGE AVE STD LN LLC 2021-A C 20510725 2.9
2051-07-25
2.920000
3060000.00
2701201.74
Asset-Backed Securities
CONSECO MANU HSG PT 2000-4 A-6 20320501 8.3
2032-05-01
8.310000
62165000.00
8600981.95
Asset-Backed Securities
CONSUMER LN BD TR 2019-P2 C 20261015 4.4
2026-10-15
4.410000
2460000.00
812251.36
Asset-Backed Securities
CONSUMER LN BD TR 2020-P1 C 20280315 4.6
2028-03-15
4.610000
2230000.00
993882.43
Asset-Backed Securities
EXETER ATM REC TR 2022-1 E 20291015 5.0
2029-10-15
5.020000
8200000.00
6830018.71
Asset-Backed Securities
FAT BRANDS FAZOLIS NATIVE I LLC
2051-07-25
6.000000
29602000.00
28998119.20
Asset-Backed Securities
LOANCORE 2021-CRE5 ISSUER LTD C 20360715 FLT
2036-07-15
5.762140
7400000.00
6873496.16
Asset-Backed Securities
MILL CTY MTG LN TR 2019-GS2 B4 20590825 FLT
2059-08-25
3.664640
10137000.00
4938694.32
Asset-Backed Securities
AMSR TRUST 2021-SFR1 G 20400619 4.6
2040-06-19
4.612000
1600000.00
1234582.93
Asset-Backed Securities
ACE SECS HEQ 2006-SL3 A-1 20360625 FLT
2036-06-25
3.785570
27304755.00
707377.32
Asset-Backed Securities
AFFIRM ASST SEC TR 2021-B C 20260817 1.4
2026-08-17
1.400000
4000000.00
3595132.89
Asset-Backed Securities
AJAX MTG LN TR 2022-A A-1 20611025 3.5
2061-10-25
3.500000
7355630.00
5849872.44
Asset-Backed Securities
AJAX MORTGAGE LOAN TR 2020-C B 20600927 5.0
2060-09-27
5.000000
2177588.00
1742979.18
Asset-Backed Securities
AJAX MTG LN TR 2020-A A 20591225 FLT
2059-12-25
2.375000
49876736.00
29034779.41
Asset-Backed Securities
NAVIENT PRIV ED LN TR 2020-G B 20690915 2.5
2069-09-15
2.500000
340000.00
249853.12
Asset-Backed Securities
VMC FIN LL 2021-FL4 C 20360618 FLT
2036-06-18
5.693000
3000000.00
2804687.42
Asset-Backed Securities
AMERICAN HOME MTG 2007-SD1 IV-A 20460725 FLT
2046-07-25
4.485570
10992256.00
780880.72
Asset-Backed Securities
ARBOR RLTY COM 2022-FL1 D 20370116 FLT
2037-01-16
5.791350
1400000.00
1325943.07
Asset-Backed Securities
ABBOR REALTY CRE 2021-FL2 LTD B 20360515 FLT
2036-05-15
5.012140
3300000.00
3083649.25
Asset-Backed Securities
ABBOR REALTY CRE 2021-FL2 LTD C 20360515 FLT
2036-05-15
5.362140
1000000.00
921455.28
Asset-Backed Securities
BXMT 2020-FL2 LTD A-S 20380218 FLT
2038-02-18
4.640140
2825000.00
2724216.71
Asset-Backed Securities
CHCP LTD 2021-FL1 A-S 20380216 FLT
2038-02-16
4.830140
3936000.00
3830020.12
Asset-Backed Securities
CARVANA AUTO REC TR 2022-N1 E 20281210 6.0
2028-12-10
6.010000
9344000.00
8539769.71
Asset-Backed Securities
CARVANA AUTO REC TR 2022-N1 N 20281210 4.6
2028-12-10
4.600000
500000.00
301358.46
Asset-Backed Securities
COLLEGE AVE ST LN 2018-A B 20471226 4.7
2047-12-26
4.750000
550000.00
253329.03
Asset-Backed Securities
510 ASSET BACKED TR 2021-NPL2 A-2 20610625 FLT
2061-06-25
4.089900
17568000.00
15830255.13
Asset-Backed Securities
LCM 32 LTD SUB 20340720 FLT
549300PWEMQKJMMXR454
2034-07-20
0.00
4000000.00
2520000.00
Asset-Backed Securities
ICG US CLO 2014-2RR E-RR 20310115 FLT
635400O9MVLOIBCDSR77
2031-01-15
9.279140
2000000.00
1549297.11
Asset-Backed Securities
ZAIS CLO LTD 2017-6 E 20290716 FLT
549300ZPQFDVEE67IB71
2029-07-16
11.079100
939336.00
655927.58
Asset-Backed Securities
BDS LTD 2021-FL9 C 20381118 FLT
2038-11-18
5.343000
1050000.00
983408.39
Asset-Backed Securities
BPCRE LTD 2022-FL2 E 20370121 FLT
2037-01-21
8.515660
12949000.00
12283837.06
Asset-Backed Securities
AFFIRM ASSET SECUR TR 2021-Z1 A 20250815 1.0
2025-08-15
1.070000
445000.00
156807.42
Asset-Backed Securities
PRET LLC 2022-NPL4 A-1 20520925 FLT
2052-09-25
6.559400
12200000.00
11625653.37
Asset-Backed Securities
RESIDENTIAL REINS 2018 LTD CL 2 2018-II 22
2022-12-06
15.824200
6275000.00
6326303.73
Corporate Debt Securities
SIGMA HOLDCO B V SR 144A NT 26
254900RAPCKVT00GAO59
2026-05-15
7.875000
2235000.00
1441784.53
Corporate Debt Securities
SUTTER RE LIMITED -A VR 144A NT 23
2023-05-23
9.014220
465000.00
454921.41
Corporate Debt Securities
3264 RE LTD -A FL 144A NT 23
2023-02-07
13.751300
331000.00
320739.00
Corporate Debt Securities
TOMONI RE PTE LTD EXTND-A 144A 30
2030-04-07
0.00
830000.00
804270.00
Corporate Debt Securities
2001 CAT RE LTD SR SEC-A 144A 24
5493007NG10QO60NSO35
2024-01-08
16.476100
500000.00
497076.70
Corporate Debt Securities
UMIGAME RE PTE LIMITED -A-2 VAR 144A 25
2025-04-07
6.493100
250000.00
243512.55
Corporate Debt Securities
ENTEGRIS ESCROWCORPORATION SR SEC GLBL 29
2029-04-15
4.750000
174000.00
155764.99
Corporate Debt Securities
ALAMO RE II PTE LTD EXTND SR SEC 27
2027-06-08
9.513100
686000.00
674131.88
Corporate Debt Securities
BLUE HALO RE LTD -A-20201 144A 23
2023-06-28
17.251300
375000.00
375766.24
Corporate Debt Securities
BOWLINE RE LTD -B FL 144A NT 23
2023-03-20
12.846100
451000.00
441976.13
Corporate Debt Securities
TRANSDIGM INC SR SEC GLBL 26
88Q84GB3X55CF5OC7582
2026-03-15
6.250000
35000.00
34345.05
Corporate Debt Securities
KILIMANJARO RE LTD GLBL-B-2 144A 23
549300TOWVCRIW71JM30
2023-05-05
8.508290
5600000.00
5360011.31
Corporate Debt Securities
KIZUNA RE III PTE LTD -A-20211 144A 26
2026-04-07
5.993100
500000.00
487330.65
Corporate Debt Securities
MONTOYA RE LTD EXTND-A 144A 29
2029-04-07
10.764200
8600000.00
8292000.34
Corporate Debt Securities
NAKAMA RE LTD -1-20201 144A 25
2549003ZFVVVVKMRJ633
2025-01-14
6.214220
986000.00
969468.02
Corporate Debt Securities
URSA RE II LIMITED EXT GLBL 144A 27
2027-12-07
10.264200
1425000.00
1358556.09
Corporate Debt Securities
WESTERN DIGITAL CORP. SR GLBL NT 29
549300QQXOOYEF89IC56
2029-02-01
2.850000
1201000.00
937938.96
Corporate Debt Securities
HERBIE RE LTD -A VR 144A NT 24
2024-07-08
13.144200
787000.00
717207.77
Corporate Debt Securities
UBS GROUP AG ALT TIER I PERP
549300SZJ9VS8SGXAN81
2500-12-31
3.875000
2465000.00
1914640.82
Corporate Debt Securities
UBS GROUP AG ALT TIER I PERP
549300SZJ9VS8SGXAN81
2500-12-31
4.875000
1050000.00
845662.12
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT41
2041-06-01
3.500000
1882000.00
1213933.91
Corporate Debt Securities
AMERICAN NEWS CO LLC SR SEC GLBL 26
2026-09-01
8.500000
36902720.00
41577064.53
Corporate Debt Securities
WESTERN MIDSTREAM OPER LP SR GLBL NT 44
L6D8A6MLSY454J2JXJ60
2044-04-01
5.450000
5027000.00
4143412.59
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2500-12-31
5.100000
13110880.00
13541835.75
Corporate Debt Securities
NATWEST GROUP PLC ALT TIER I PERP
2138005O9XJIJN4JPN90
2500-12-31
4.600000
2666000.00
1724324.37
Corporate Debt Securities
ALCATEL-LUCENT USA INC SR GLBL DEB 29
529900BF8WCYOHYGIJ13
2029-03-15
6.450000
36000.00
38096.70
Corporate Debt Securities
MERNA REINSURANCE II LTD EXT-A VR 144A 29
549300478X5RX87PYX60
2029-04-06
7.931290
2020000.00
1980064.04
Corporate Debt Securities
HOWARD HUGHES CORP SR GLBL 144A 31
549300BVHY25JZC1KI49
2031-02-01
4.375000
13637000.00
10376904.69
Corporate Debt Securities
HYATT HOTELS CORP CR SEN SR GLBL24
T27JQIMTYSH41TCD5186
2024-10-01
1.800000
7325000.00
6847996.00
Corporate Debt Securities
HYPATIA LIMITED SR SEC-B 144A 23
98450041F85DB4C2C372
2023-06-07
14.270700
1741000.00
1726037.89
Corporate Debt Securities
IHS MARKIT LTD SR GLBL NT 23
549300HLPTRASHS0E726
2023-08-01
4.125000
97000.00
96663.21
Corporate Debt Securities
KOHLS CORP SR GLBL NT 45
549300JF6LPRTRJ0FH50
2045-07-17
5.550000
11487000.00
7076260.03
Corporate Debt Securities
LIGADO NETWORKS LLC SR SEC GLBL 23
2023-11-01
15.500000
140434432.00
68110699.52
Corporate Debt Securities
UNIQUIFY INC SR-20214 144A 24
2024-06-15
6.000000
430000.00
423705.95
Corporate Debt Securities
PLACE E-GENERATION ONE LLC -2021 144A BD 22
2022-12-15
4.500000
10000000.00
10303390.00
Corporate Debt Securities
NINE ENERGY SERVICE INC SR GLBL 144A 23
549300KRLJCZBPZMKT65
2023-11-01
8.750000
2000000.00
1847500.00
Corporate Debt Securities
FHLMC STACR REMIC TR 2022-DNA3 M-2 20420425 FLT
2042-04-25
7.346820
12462500.00
11543072.46
Private Label Collateralized Mortgage Obligations
Y
2022-11-01
2023-01-30
2023-03-13
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0346
421016949.46
421016949.46
0.0032
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 3.680000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0UCKZ5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VNTURE XXIII CLO LTD 2016-23R2 D-2-R2 20340719 FLT
549300BWBX8PTZD3W768
2034-07-19
9.296570
1778000.00
1582311.29
Asset-Backed Securities
VNTURE XXIII CLO LTD 2016-23R2 D-2-R2 20340719 FLT
549300BWBX8PTZD3W768
2034-07-19
9.296570
1222000.00
1087505.28
Asset-Backed Securities
HALCYON LN ADV FDG 2014-3 D 20251022 FLT
549300NL4H585I318G08
2025-10-22
7.974570
6900000.00
6577498.00
Asset-Backed Securities
EAGLE RE 2021-1 LTD M-2 20331025 FLT
2033-10-25
7.446820
25950560.00
25039361.53
Asset-Backed Securities
BELLEMEADE RE 2021-1 LTD M-2 20310325 FLT
2031-03-25
7.846820
14776000.00
14130463.21
Asset-Backed Securities
AIR CANADA 2013-1 A 20261115 4.1
2026-11-15
4.125000
2000.00
1073.04
Asset-Backed Securities
AIR CANADA 2013-1 A 20261115 4.1
2026-11-15
4.125000
2630000.00
1411041.57
Asset-Backed Securities
AIR CANADA 2013-1 A 20261115 4.1
2026-11-15
4.125000
5492000.00
2946555.26
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
635400VQIBXGEB9ZUC59
2033-01-25
3.875570
1593000.00
736684.94
Asset-Backed Securities
HOME RE LTD 2022-1 M-1C 20341025 FLT
2034-10-25
8.496820
13000000.00
12358334.78
Asset-Backed Securities
OZLM XII LTD 2015-12 D 20270430 FLT
5493005RYHNVNU6C8029
2027-04-30
8.182290
1675000.00
1613979.75
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.010000
16822000.00
16300583.42
Asset-Backed Securities
METLIFE INC EXT JR SB GLBL68
C4BXATY60WC6XEOZDX54
2068-04-08
9.250000
101000.00
116464.08
Corporate Debt Securities
WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29
2029-10-01
5.125000
1213000.00
971529.10
Corporate Debt Securities
UNITED AIR PASS THRU TR 2019-2 B 20291101 3.5
2029-11-01
3.500000
700000.00
427887.84
Asset-Backed Securities
ASCENDIS PHARMA A/S SR GLBL COCO 28
549300B66JN3W3J8GH73
2028-04-01
2.250000
1764000.00
1695742.02
Corporate Debt Securities
TRIANGLE RE LTD 2021-3 M-1B 20340225 FLT
2034-02-25
5.896820
7000000.00
6481872.62
Asset-Backed Securities
HARBOURVIEW CLO LTD 2018-7R D 20310718 FLT
2031-07-18
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6.292860
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4.285570
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10.179100
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3.375000
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549300C3570PBQ31OI09
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7.279140
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7.076570
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6.405140
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4.350000
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7.235570
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6.190140
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3.799670
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4.943000
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6.990140
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2031-09-15
8.570000
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5.143000
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6.162140
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2030-06-25
7.185570
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3.632140
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Asset-Backed Securities
VERUS SEC 2021-R3 TR B-2 20640425 FLT
2064-04-25
4.070000
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5493007DQ2IM8HOLV582
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4.690140
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5.493000
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2038-02-16
5.180140
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2038-02-16
6.530140
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CONTIMORTGAGE HM EQ LN 95-2 A-5 20250815 8.1
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DSLA MTG LN TR 2005-AR3 2-A1C 20450719 FLT
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4.119860
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Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF18 A-2D 20371226 FLT
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3.795570
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Asset-Backed Securities
510 ASSET BACKED TR 2021-NPL2 A-1 20610625 FLT
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2.115600
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Asset-Backed Securities
GSMSC RESEC TR 2015-7R B 20370928 FLT
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3.096160
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Asset-Backed Securities
GMACM HEQ LN TR 2006-HE3 A-5 20361025 FLT
2036-10-25
6.309000
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Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 E 20370615 FLT
2037-06-15
6.712140
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Asset-Backed Securities
TERWIN MTG TR ASSET BACKED SECS SER 2007-QHL1
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Asset-Backed Securities
ZAIS CLO 14 LTD E 20320415 FLT
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11.389100
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Asset-Backed Securities
MILL CTY SOLAR LN 2019-1 B 20430320 4.9
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Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
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Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
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NATIONAL COLL ST LN TR 2005-2 B 20330925 FLT
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3.955570
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PFP 2021-8 LTD C 20370816 FLT
2037-08-16
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Asset-Backed Securities
PALMER SQUARE LN FNDG 2018-4 SUB 20261116 FLT
549300KJI7MJ3X7YQQ90
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PREFER TERM SEC XXI 2006-21 D 20380322 FLT
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5.392570
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Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD D 20370915 FLT
2037-09-15
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Asset-Backed Securities
HGI CRE CLO LTD 2021-FL2 B 20360919 FLT
2036-09-19
4.912140
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Asset-Backed Securities
HGI CRE CLO LTD 2021-FL2 D 20360919 FLT
2036-09-19
5.562140
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Asset-Backed Securities
HAWAIIAN AIRL TR 2013-1 A 20270715 3.9
2027-07-15
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Asset-Backed Securities
TRICOLOR AUTO SCRTZN TR 2021-1 A 20240415 0.7
2024-04-15
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Asset-Backed Securities
NOVASTAR MTG FDG TR 2007-2 M-1 20370925 FLT
2037-09-25
3.885570
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Asset-Backed Securities
OCTAGON INVST PARTS 45 LTD SUB 20321015 FLT
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Asset-Backed Securities
IRWIN HOME EQUITY TR 2006-1 IIA-3 20350925 FLT
2035-09-25
6.270000
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Asset-Backed Securities
LOANCORE ISSUER LTD 2021-CRE6 D 20381115 FLT
2038-11-15
6.262140
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Asset-Backed Securities
ML MTG INVESTORS 2005-SL1 B-3 20350625 FLT
2035-06-25
5.685570
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Asset-Backed Securities
AMSR 2020-SFR4 TR E-2 20371119 2.4
2037-11-19
2.456000
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Asset-Backed Securities
OPORTUN ISSUANCE TR 2022-A C 20310609 7.4
2031-06-09
7.400000
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Asset-Backed Securities
PEAKS CLO 2 LTD 2017-2R E-R 20310721 FLT
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9.817100
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Asset-Backed Securities
POPULAR ABS 2006-A M-1 20360225 FLT
2036-02-25
4.170570
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Asset-Backed Securities
BEAR STEARNS ASSET BK 2005-1 M-4 20350325 FLT
2035-03-25
6.885570
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Asset-Backed Securities
CSMC 2020-RPL4 B-2 20600125 FLT
2060-01-25
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Asset-Backed Securities
CWABS INC 2005-16 MV-2 20360425 FLT
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Asset-Backed Securities
CWHEQ HEQ LN TR 2006-S2 A-4 20270725 FLT
2027-07-25
5.650950
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MF1 LTD 2022-FL9 C 20370622 FLT
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Asset-Backed Securities
CARRINGTON MTG LN 2004-NC1 M-1 20340525 FLT
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Asset-Backed Securities
CENTEX HEQ LN TR 2006-A M-1 20360625 FLT
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Asset-Backed Securities
DRB PRIME ST LN TR 2017-A A-1 20420527 FLT
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DRB PRIME ST LN TR 2017-A A-2B 20420527 2.8
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READY CAP MTG FIN 2020-FL4 B 20350226 FLT
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Asset-Backed Securities
READY CAP MORT FIN LLC 22-FL10 C 20391025 FLT
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Asset-Backed Securities
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2023-04-17
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AEGIS ABS 2005-4 M2 20351025 FLT
2035-10-25
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Asset-Backed Securities
ALESCO PREFERRED FDG X 2006-10 D-1 20360923 FLT
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Asset-Backed Securities
AVID AUTOMOBILE RECV TR 2021-1 A 20250115 0.6
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Asset-Backed Securities
SAKURA RE LTD SR SEC-A 144A 25
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Corporate Debt Securities
SOUTHERN UNION CO JR SB GLBL -A 66
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Corporate Debt Securities
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Corporate Debt Securities
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Corporate Debt Securities
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Corporate Debt Securities
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2025-04-07
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Corporate Debt Securities
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2028-01-17
6.540000
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OCTAGON INVSTMNT PTRS 2018-39 F 20301021 FLT
2030-10-21
12.242600
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Asset-Backed Securities
VMC FINANCE 2019-FL3 C 20360917 FLT
2036-09-17
5.462140
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Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD B 20370915 FLT
2037-09-15
5.012140
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Asset-Backed Securities
PROVIDENT HM EQ LN TR 2000-1 A-2 20300325 FLT
2030-03-25
4.105570
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Asset-Backed Securities
PERIMETER MASTER NT BUS TR 19 B 20240515 5.2
5493005H6EB040833X54
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5.210000
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LOANCORE 2018-CRE1 LTD D 20280515 FLT
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6.362140
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Asset-Backed Securities
LOANCORE 2018-CRE1 LTD C 20280515 FLT
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5.962140
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Asset-Backed Securities
LOANCORE 2018-CRE1 LTD B 20280515 FLT
2028-05-15
5.112140
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Asset-Backed Securities
VENTURE 2021-41 CLO LTD SUB 20340120 FLT
549300Q6VG2813TG2830
2034-01-20
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2037-02-25
3.845570
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Asset-Backed Securities
QUEST TRUST 2006-X1 A-2 20360325 FLT
2036-03-25
3.965570
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Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-3 B 20370725 FLT
635400WAVVCUCCIGH375
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4.085570
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2036-08-25
3.845570
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Asset-Backed Securities
MILL CITY MTG LN TR 2019-1 B1 20691025 FLT
2069-10-25
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Asset-Backed Securities
OWNIT MTG TR ABS 2006-OT1 A-1 20371025 FLT
2037-10-25
3.723070
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Asset-Backed Securities
GSAMP TRUST 2006-S1 A-1 20351125 FLT
2035-11-25
3.865570
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Asset-Backed Securities
CSFB HEQ MTG TR 2005-5 A-2A 20360425 FLT
2036-04-25
4.285570
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Asset-Backed Securities
COLLEGE AVE STD LN LLC 2021-A D 20510725 4.1
2051-07-25
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CENTEX HM EQ LN TR 2004-B M-6 20340325 FLT
2034-03-25
5.460570
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Asset-Backed Securities
C-BASS ABS 2006-SL1 A2 144 20360925 FLT
2036-09-25
6.056000
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Asset-Backed Securities
ACE SECS HEQ 2006-SL4 A-2 20360925 FLT
2036-09-25
3.985570
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Asset-Backed Securities
SQUARED CDO LTD 2007-1 D 20570511 FLT
2057-05-11
6.175630
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Asset-Backed Securities
FLOODSMART RE LTD EXTND SB GLBL 26
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15.576100
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Corporate Debt Securities
FLOODSMART RE LTD SR CL B 144A 23
549300KK1LNVFW95S875
2023-02-27
19.076100
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Corporate Debt Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT 26
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Corporate Debt Securities
GALILEO RE LTD EXT GLBL 144A 27
549300MXI75DHMS7JH38
2027-01-08
12.084200
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Corporate Debt Securities
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549300Z3NFMM54NWBB87
2032-01-15
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2029-06-15
10.000000
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Corporate Debt Securities
CAELUS RE VI LTD SR SEC 144A NT23
2023-06-07
9.376120
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Corporate Debt Securities
CAPE LOOKOUT RE LTD -A VR 144A NT 24
2024-03-22
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Corporate Debt Securities
CAPE LOOKOUT RE LTD -A VR 144A NT 25
2025-03-28
9.014220
1450000.00
1391278.44
Corporate Debt Securities
QORVO INC SR GLBL 144A 24
254900YAUJV2EUEVBR11
2024-12-15
1.750000
85000.00
78073.44
Corporate Debt Securities
MYSTIC RE IV LIMITED EXTND SR SEC 27
2027-12-08
13.746100
2450000.00
2444210.00
Corporate Debt Securities
NAKAMA RE LTD GLBL-2 144A 23
2549003ZFVVVVKMRJ633
2023-04-13
6.582860
1390000.00
1341516.80
Corporate Debt Securities
M & T BK CORP PERP SUB -F NT
549300WYXDDBYRASEG81
2500-12-31
5.125000
952000.00
857395.00
Corporate Debt Securities
M & T BK CORP PERP SUB GLBL -
549300WYXDDBYRASEG81
2500-12-31
3.500000
3634000.00
2737613.33
Corporate Debt Securities
OPTION CARE HEALTH INC SR GLBL 144A 29
549300DI3Q5ACSYJRI17
2029-10-31
4.375000
300000.00
257805.00
Corporate Debt Securities
VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT31
549300GKHS6RS20NLH85
2031-08-15
4.125000
5941000.00
5167056.03
Corporate Debt Securities
UMIGAME RE PTE LIMITED -B VR 144A NT 25
2025-04-07
8.743100
2000000.00
1929600.38
Corporate Debt Securities
HUNTINGTON CAP TR II JR SB PFD TR B28
2028-06-15
3.917570
200000.00
185169.16
Corporate Debt Securities
ING GROEP N.V. ALT TIER I PERP
549300NYKK9MWM7GGW15
2500-12-31
5.750000
3630000.00
3193217.22
Corporate Debt Securities
TOPBUILD COR SR GLBL 144A 29
5493007YSKHOL4RWII46
2029-03-15
3.625000
200000.00
159706.39
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT2.9%29
UDSQCVRUX5BONN0VY111
2029-02-10
2.900000
2621000.00
2087692.02
Corporate Debt Securities
FIRSTENERGY TRANSMISSION LLC SR GLBL 144A 49
549300AINIIPOLYX2R63
2049-04-01
4.550000
2747000.00
2097448.96
Corporate Debt Securities
EVERGLADES RE II LTD EXTND SR SEC 28
5493000EE11S6ONK0372
2028-05-15
9.764220
8800000.00
7513415.33
Corporate Debt Securities
FIRST COAST RE II PTE LTD GLBL-A 144A 23
2023-06-07
9.653100
2000000.00
1632177.00
Corporate Debt Securities
CARNIVAL CORP SR GLBL DEB 28
F1OF2ZSX47CR0BCWA982
2028-01-15
6.650000
760000.00
493381.23
Corporate Debt Securities
TRAVEL PLUS LEISURE CO SR SEC GLBL 30
T4VNTWMFQ7JQB65L7T35
2030-03-01
4.625000
6313000.00
5145021.35
Corporate Debt Securities
UBS GROUP AG ALT TIER I PERP
549300SZJ9VS8SGXAN81
2500-12-31
3.875000
980000.00
761195.94
Corporate Debt Securities
PHOENICIAN RE LTD SR SEC-A 144A 23
2023-12-14
6.920120
6400000.00
6287631.22
Corporate Debt Securities
BOWLINE RE LTD -A FL 144A NT 23
2023-03-20
8.496120
4750000.00
4638888.45
Corporate Debt Securities
ATLAS LUXCO 4 S A R L / ALLIED SR SEC 144A NT28
2028-06-01
4.625000
14961000.00
12606173.92
Corporate Debt Securities
APA CORPORATION SR GLBL NT 27
72ZZ1XRHOOU9P9X16K08
2027-11-15
4.875000
48000.00
44554.52
Corporate Debt Securities
SVB FINANCIAL GROUP PERP GLBL NT4.7%
549300D2KJ20JMXE7542
2500-12-31
4.700000
5252000.00
3511866.51
Corporate Debt Securities
MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 29
BW4532OH033VURR0IT68
2029-06-15
4.500000
12142000.00
10403387.02
Corporate Debt Securities
REGIONS FINANCIAL CORP NEW TIER I PERP GLBL
CW05CS5KW59QTC0DG824
2500-12-31
5.750000
7877000.00
7626253.21
Corporate Debt Securities
RELIANCE INDS LTD GLBL AMZ-2016326
5493003UOETFYRONLG31
2026-01-15
2.444000
4095000.00
1457582.49
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2500-12-31
5.100000
102186880.00
105545771.51
Corporate Debt Securities
MGM RESORTS INTERNATIONAL 5.5%27
54930066VBP7DZEGGJ87
2027-04-15
5.500000
1329000.00
1246156.05
Corporate Debt Securities
STARWOOD PPTY TR INC SR GLBL 144A 24
BUGSFQZERKRBFWIG5267
2024-12-31
3.750000
1504000.00
1430680.00
Corporate Debt Securities
INTEGRITY RE II PTE LTD -A VR 144A NT 28
2028-04-12
11.283900
714000.00
40175.93
Corporate Debt Securities
VICI PROPERTIES LP GLBL NT 5.625%52
254900X4QE7SGKQLLN38
2052-05-15
5.625000
12155000.00
10284315.11
Corporate Debt Securities
VONTIER CORPORATION SR GLBL NT 31
549300VVSQLG4P5K4639
2031-04-01
2.950000
377000.00
263986.08
Corporate Debt Securities
MATTERHORN RE LTD SR SEC GLBL 24
549300QRZ77PO1BYWT39
2024-01-08
9.014220
1175000.00
1048579.28
Corporate Debt Securities
NEW RESI MTG LN TR 2015-1 A-3 20520528 FLT
549300RCJSGOC0A85G53
2052-05-28
3.750000
100000.00
10125.90
Private Label Collateralized Mortgage Obligations
UWM MTG TR 2021-1 A-3 20510625 FLT
2051-06-25
2.500000
975000.00
635870.39
Private Label Collateralized Mortgage Obligations
BBCMS MTG TR 2017-DELC B 20360815 FLT
2036-08-15
4.567140
750000.00
728855.88
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R03 1B-1 20420325 FLT
2042-03-25
9.246820
175000.00
171488.30
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R04 1B-1 20420325 FLT
2042-03-25
8.246820
496000.00
468106.68
Private Label Collateralized Mortgage Obligations
BFLD TRUST 2020-EYP D 20351015 FLT
2035-10-15
6.362000
4400000.00
4149127.64
Private Label Collateralized Mortgage Obligations
BBCMS MTG TR 2020-BID D 20371015 FLT
2037-10-15
8.042000
5435000.00
5274826.32
Private Label Collateralized Mortgage Obligations
ATHILN 0 02/03/45
549300XIGP6JVM4PWT59
2045-02-03
0.00
2500000.00
995840.00
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 28
B3BS7ACMDUWISF18KY76
2028-01-15
7.000000
2000000.00
842262.22
Corporate Debt Securities
EQT CORP SR GLBL 144A 26
4NT01YGM4X7ZX86ISY52
2026-05-15
3.125000
533000.00
492241.34
Corporate Debt Securities
TRANSOCEAN INC SR GLBL 144A 27
DOL4HJ22ADYSIWES4H94
2027-02-01
8.000000
19015000.00
16066681.99
Corporate Debt Securities
NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 24
549300KJEC5IUVJWR786
2024-09-15
4.250000
841000.00
796015.38
Corporate Debt Securities
K HOVNANIAN ENTERPRISES INC SR GLBL 144A 26
549300JJCQ0KAI7CJG32
2026-02-01
13.500000
7500000.00
8071875.00
Corporate Debt Securities
SKYBOX CDO LTD 2005-1 A 20401211 FLT
549300F49ZQGZPUMCS46
2040-12-11
2.688380
1889000.00
38234.11
Asset-Backed Securities
STWD MORTGAGE TR 2019-FL1 LTD D 20380715 FLT
2038-07-15
5.880140
4750000.00
4651881.13
Asset-Backed Securities
BDS 2020-FL5 LTD B 20370218 FLT
2037-02-18
5.330140
2500000.00
2481136.93
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 D 20290515 FLT
2029-05-15
5.812140
24300000.00
22648384.32
Asset-Backed Securities
BELLEMEADE RE LTD 2019-2 M-1C 20290425 FLT
254900I4ZKD8IMM1O953
2029-04-25
5.585570
19000000.00
17792033.63
Asset-Backed Securities
CWABS INC 2003-2 M-2 20330326 FLT
2033-03-26
6.051430
31557000.00
1953393.48
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2007-C A 20370515 FLT
2037-05-15
2.928680
285134336.00
6019127.22
Asset-Backed Securities
C-BASS ABS 2006-SL1 A1 144 20360925 FLT
2036-09-25
3.765570
100774013.00
828544.09
Asset-Backed Securities
Y
2022-11-01
2023-01-30
2023-04-05
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0440
820925169.84
820925169.84
0.0063
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.250000%
ZBUT11V806EZRVTWT807
0000782124
ARP0UK1A3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HALSEYPOINT CLO LTD 2019-1 C 20330120 FLT
549300POBLM5RW6LD816
2033-01-20
7.242570
7634928.00
7071798.67
Asset-Backed Securities
SLM STUDENT LOAN TR 2013-6 A-3-B 20280626 FLT
2028-06-26
4.235570
1300000.00
626092.15
Asset-Backed Securities
ANGEL OAK MTG TR 2020-5 B-2 20650525 FLT
2065-05-25
5.265700
2480000.00
1987668.13
Asset-Backed Securities
AIG CLO 2019-1R B-R 20350418 FLT
2035-04-18
5.778540
4200000.00
3930136.12
Asset-Backed Securities
BRSP LTD 2021-FL1 A 20380819 FLT
2038-08-19
4.629860
5000000.00
4791966.43
Asset-Backed Securities
CBAM LTD 2018-6R A-1-R 20310115 FLT
254900FSYLEH1VUJJF28
2031-01-15
5.395220
4500000.00
4425876.63
Asset-Backed Securities
AMERIQUEST MTG SECS 2005-R9 M-1 20351225 FLT
2035-12-25
4.290570
1400000.00
510217.24
Asset-Backed Securities
CARDS II TR 2021-1 A 20270415 0.6
549300GWPYLNK6X47W76
2027-04-15
0.602000
625000.00
585990.97
Asset-Backed Securities
COMMONBOND ST LN TR 2020-A-GS A 20500825 1.9
2050-08-25
1.980000
2130000.00
674081.47
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2021-1 C 20270315 0.9
2027-03-15
0.910000
1625000.00
1516780.60
Asset-Backed Securities
GLS AUTO REC TR 2021-3 A 20250115 0.4
2025-01-15
0.420000
1351000.00
291793.02
Asset-Backed Securities
GATEWAY RE LTD -A-20221 144A 25
549300ZYFWQV9RCIN520
2025-05-12
12.514200
2000000.00
1989733.28
Corporate Debt Securities
FIRST COAST RE III PTE LTD -A VR 144A NT 29
2029-04-07
10.173100
3234000.00
2318633.01
Corporate Debt Securities
FLOODSMART RE LTD -A FL 144A NT 24
549300KK1LNVFW95S875
2024-03-01
17.576100
1250000.00
265257.05
Corporate Debt Securities
KILIMANJARO III RE LTD EXT GLBL 144A 28
254900T37LD5YQ545V53
2028-04-08
8.514220
5650000.00
5394225.19
Corporate Debt Securities
LOGISTICS RE LIMITED -A VR 144A NT 24
2024-12-20
7.514220
1000000.00
972596.01
Corporate Debt Securities
ATLANTIC ASSET SEC CORP COML PAPER FLT22
549300BUNY5BIX4CVW20
2022-12-01
0.00
10000000.00
10002800.00
Corporate Debt Securities
URSA RE LTD SR SEC 144A 22
549300O8X4DWGDJZ6W59
2022-12-10
9.764220
12584000.00
12644072.26
Corporate Debt Securities
URSA RE II LIMITED EXT GLBL 144A 27
2027-12-07
7.764220
1750000.00
1702335.43
Corporate Debt Securities
TITANIA RE LIMITED -A VR 144A NT 24
5493008E73M6FH2NSB56
2024-06-21
9.031290
2250000.00
2176894.56
Corporate Debt Securities
TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 24
2024-02-15
0.00
1240000.00
1133236.00
Corporate Debt Securities
TORREY PINES RE LTD -A VR 144A NT 24
2024-06-07
8.014220
6875000.00
6578294.35
Corporate Debt Securities
ACORN RE LIMITED SR SEC VR 144A24
2024-11-07
6.501290
1499000.00
1405204.99
Corporate Debt Securities
ALAMO RE LTD -A VR 144A NT 28
5493003E22VRD25G0S03
2028-06-07
8.091290
2000000.00
1895293.23
Corporate Debt Securities
ALAMO RE LTD CL A FLT NT 25
5493003E22VRD25G0S03
2025-06-09
7.250000
1000000.00
962819.44
Corporate Debt Securities
MERNA REINSURANCE II LTD -A-20221 144A 25
549300478X5RX87PYX60
2025-04-07
3.750000
7100000.00
6931227.08
Corporate Debt Securities
MERNA REINSURANCE II LTD EXTND-A 144A 29
549300478X5RX87PYX60
2029-07-09
11.264200
9800000.00
9797057.51
Corporate Debt Securities
MONA LISA RE LTD -A VR 144A NT 23
549300R6SO6XBFDC7M25
2023-01-09
11.514200
6029000.00
5889820.68
Corporate Debt Securities
MONA LISA RE LTD NT B VAR 144A 23
549300R6SO6XBFDC7M25
2023-01-09
12.014200
1185000.00
1179484.51
Corporate Debt Securities
MYSTIC RE IV LIMITED -A-20212 144A 25
2025-01-08
9.811290
2550000.00
2441493.96
Corporate Debt Securities
1375209 B C LTD SR SEC GLBL 28
2028-01-30
9.000000
7012000.00
6854230.00
Corporate Debt Securities
PHOENICIAN RE LTD EXTND-A 144A 28
2028-12-14
6.496120
4500000.00
4213352.70
Corporate Debt Securities
SD RE LTD -A VR 144A NT 23
2023-07-14
13.745700
3406000.00
3217245.93
Corporate Debt Securities
SANTANDER UK GROUP HOLDINGS FR 4.75%091525
549300F5XIFGNNW4CF72
2025-09-15
4.750000
475000.00
446351.56
Corporate Debt Securities
SIERRA LTD EXT GLBL 144A 23
549300GLWBBA2QVWUQ65
2023-12-28
7.264220
8300000.00
8215191.10
Corporate Debt Securities
CAELUS RE VI LTD SR SEC 144A NT24
2024-06-07
9.376120
5000000.00
4826462.70
Corporate Debt Securities
TORREY PINES RE LTD EXT GLBL 144A 29
2029-06-07
8.784220
3675000.00
3512771.34
Corporate Debt Securities
WORLDWIDE MEDIA SVCS GROUP INC SR NT ZRO 144A24
549300HHMR7FVMMSB136
2024-12-01
0.00
55000000.00
53487500.00
Corporate Debt Securities
TEXTRON FINL CORP MTN BE 144A EXT JR SB GLBL67
4E8B2CNXPE5P5AY03O18
2067-02-15
4.640140
3002000.00
2094329.52
Corporate Debt Securities
BONANZA RE LTD SR SEC-A 144A 24
5493003F0CXUQ2C83105
2024-02-20
8.866120
4250000.00
1762801.70
Corporate Debt Securities
BONANZA RE LTD EXTND SR SEC 28
5493003F0CXUQ2C83105
2028-12-23
8.746120
12450000.00
5161482.03
Corporate Debt Securities
FREEPORT MCMORAN INC SR GLBL NT 28
549300IRDTHJQ1PVET45
2028-08-01
4.375000
22000.00
20080.23
Corporate Debt Securities
MINERAL RES LTD SR 144A NT8.5%30
5299007V1ACKFFX2P066
2030-05-01
8.500000
6527000.00
6753316.47
Corporate Debt Securities
NAKAMA RE PTE LIMITED -1-20211 144A 26
2026-10-13
6.050850
7906000.00
7310727.37
Corporate Debt Securities
SANDERS RE II LTD SR SEC-A 144A 23
254900VRQU0N0MF3CT92
2023-06-07
9.804220
11000000.00
9998859.22
Corporate Debt Securities
SEAGATE HDD CAYMAN SR GLBL NT 29
529900BD50TRWEG1SF63
2029-06-01
4.091000
1289000.00
1059290.14
Corporate Debt Securities
SIERRA LTD EXT GLBL 144A 23
549300GLWBBA2QVWUQ65
2023-12-28
9.764220
6691000.00
6603859.79
Corporate Debt Securities
SUTTER RE LIMITED -F VR 144A NT 23
2023-05-23
12.514200
1350000.00
1317226.96
Corporate Debt Securities
TELESAT CDA / TELESAT LLC GLBL 144A NT 27
2027-10-15
6.500000
1812000.00
639978.27
Corporate Debt Securities
TIME WARNER CABLE INC SR GLBL DB5.5%41
549300U5NFR7S6E3GM41
2041-09-01
5.500000
2422000.00
1925045.97
Corporate Debt Securities
ADAPTHEALTH LLC SR GLBL 144A 29
2029-08-01
4.625000
885000.00
768518.51
Corporate Debt Securities
AIRCASTLE LTD PERP JR 144A NT
549300PNK8AKY3OIKP58
2500-12-31
5.250000
1086000.00
816207.73
Corporate Debt Securities
AMERICAN AXLE & MFG INC SR GLBL NT 5%29
RY5TAKFOBLDUGX31MS24
2029-10-01
5.000000
2030000.00
1658117.53
Corporate Debt Securities
NORTHSHORE RE II LTD -A FL 144A NT 23
2023-07-07
11.324200
2500000.00
2511878.53
Corporate Debt Securities
ONEMAIN FINANCIAL CORPORATION SR GLBL NT 28
5493008I795YYBFWFU90
2028-09-15
3.875000
6117000.00
4794880.12
Corporate Debt Securities
PEARL MERGER SUB INC SR SEC 144A NT28
XYSIJOU3HNVROZWNA008
2028-10-01
6.750000
8605000.00
7384165.62
Corporate Debt Securities
PHOENICIAN RE LTD SR SEC-A 144A 23
2023-12-14
7.030220
9228000.00
9067276.47
Corporate Debt Securities
PLACE E-GENERATION ONE LLC -2021 144A BD 23
2023-01-28
4.500000
8525000.00
8696659.40
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P PERP SUB GLBL -B
5521FA2ITF25TVH63740
2500-12-31
6.125000
7987000.00
6802152.95
Corporate Debt Securities
RENT A CTR INC NEW SR GLBL 144A 29
529900QUHE15UQNCCJ63
2029-02-15
6.375000
652000.00
509184.83
Corporate Debt Securities
RESIDENTIAL REINS 2020 LTD -4-2020II 144A24
2024-12-06
10.194200
5000000.00
4977872.51
Corporate Debt Securities
RIVERFRONT RE LTD SR SEC-A 144A 25
2025-01-07
8.236120
3000000.00
2901276.65
Corporate Debt Securities
RIVIAN HOLDINGS LLC / RIVIAN SR SEC GLBL 26
2026-10-15
10.163600
59955000.00
57228075.26
Corporate Debt Securities
HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26
2026-01-20
5.750000
2026172.00
1887576.21
Corporate Debt Securities
SERVICE PPTYS TR SR NT 4.5%25
529900IS770AG1K9QG27
2025-03-15
4.500000
2735000.00
2409042.70
Corporate Debt Securities
HYPATIA LIMITED SR SEC-A 144A 23
98450041F85DB4C2C372
2023-06-07
11.320700
13213000.00
12948489.30
Corporate Debt Securities
KILIMANJARO III RE LTD EXT GLBL 144A 29
254900T37LD5YQ545V53
2029-04-08
8.496120
1190000.00
1136116.88
Corporate Debt Securities
KILIMANJARO III RE LTD EXT GLBL 144A 29
254900T37LD5YQ545V53
2029-04-08
8.246120
7150000.00
6825255.43
Corporate Debt Securities
LFS TOPCO LLC SR 144A NT 26
2026-10-15
5.875000
243000.00
192237.57
Corporate Debt Securities
MERNA REINSURANCE II LTD EXT GLBL 144A 28
549300478X5RX87PYX60
2028-04-07
6.801290
5000000.00
4979283.34
Corporate Debt Securities
MERNA REINSURANCE II LTD -A FL 144A NT 24
549300478X5RX87PYX60
2024-07-08
9.501290
4600000.00
2337635.68
Corporate Debt Securities
EASTON RE PTE LIMITED EXTND SR SEC 27
2027-01-08
8.000850
1650000.00
1566218.47
Corporate Debt Securities
EVERGLADES RE II LTD -A-20202 144A 23
5493000EE11S6ONK0372
2023-05-04
10.464200
5542000.00
4807354.51
Corporate Debt Securities
EVERGLADES RE II LTD SR SEC-B 144A 24
5493000EE11S6ONK0372
2024-05-14
10.764200
5400000.00
4342604.86
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 25
549300I7UVBGWRYMYZ18
2025-04-01
7.500000
3422000.00
3339569.72
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 26
549300I7UVBGWRYMYZ18
2026-03-01
6.875000
2993000.00
2837834.98
Corporate Debt Securities
FIRSTENERGY TRANSMISSION LLC SR 144A NT 44
549300AINIIPOLYX2R63
2044-07-15
5.450000
6984000.00
6179563.48
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT2.9%28
UDSQCVRUX5BONN0VY111
2028-02-16
2.900000
682000.00
559200.22
Corporate Debt Securities
CARVANA CO SR GLBL 144A 29
5493003WEAK2PJ5WS063
2029-09-01
4.875000
8656000.00
3900090.64
Corporate Debt Securities
CENTENNIAL RESOURCE PRODUCT 6.875%27
5493004CTVUMQLRPOE23
2027-04-01
6.875000
300000.00
291965.75
Corporate Debt Securities
CENTRAL PARENT INC / CENT MERG SR SEC GLBL 29
2029-06-15
7.250000
765000.00
759023.44
Corporate Debt Securities
CITIGROUP INC ALT TIER I PERP
6SHGI4ZSSLCXXQSBB395
2099-12-31
5.950000
3552000.00
3310876.43
Corporate Debt Securities
CITIGROUP CAP III TIER I GLBL 36
549300XM9G8HLD2LDU04
2036-12-01
7.625000
3345000.00
3586846.29
Corporate Debt Securities
SIERRA LTD EXT GLBL 144A 25
549300GLWBBA2QVWUQ65
2025-01-31
6.701290
2150000.00
2078109.94
Corporate Debt Securities
FLAGSTAR MTG TR 2017-2 A-3 20471025 FLT
2047-10-25
3.500000
699969.00
36584.71
Private Label Collateralized Mortgage Obligations
CONNECTICUT AV SEC TR 2022-R09 2M-2 20420925 FLT
2042-09-25
7.774540
5500000.00
5472768.16
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R05 2M-1 20420425 FLT
2042-04-25
4.896820
8665000.00
7183004.74
Private Label Collateralized Mortgage Obligations
MSCCG TR 2018-SELF C 20371015 FLT
2037-10-15
4.592000
360000.00
344433.20
Private Label Collateralized Mortgage Obligations
MELLO MORT CAP ACC 2022-INV1 A-2 20520325 FLT
2052-03-25
3.000000
19454800.00
14819201.56
Private Label Collateralized Mortgage Obligations
MELLO MORT CAP ACC 2022-INV1 A-3 20520325 FLT
2052-03-25
2.500000
1578960.00
1154178.50
Private Label Collateralized Mortgage Obligations
LAQ MORTGAGE TRUST 2022-LAQ D 20390315 FLT
2039-03-15
7.038250
5000000.00
3555412.91
Private Label Collateralized Mortgage Obligations
JP MORGAN MORTGAGE TR 2019-5 A-3 20491125 FLT
2049-11-25
4.000000
700000.00
30675.54
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-8 A-3 20500325 FLT
2050-03-25
3.500000
840000.00
70649.55
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2020-LTV1 A-3 20500625 FLT
2050-06-25
3.500000
335000.00
14992.02
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2021-8 A-3 20511225 FLT
2051-12-25
2.500000
5000000.00
3349799.76
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2016-3 1-A-M 20461025 FLT
2046-10-25
3.402940
855000.00
93698.59
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-2 A-11 20490825 FLT
2049-08-25
4.535570
900000.00
27142.77
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2020-4 A-3-A 20501125 FLT
2050-11-25
2.500000
929000.00
130547.61
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2013-4 B-1 20430425 FLT
2043-04-25
3.441560
1110000.00
227685.31
Private Label Collateralized Mortgage Obligations
20 TIMES SQ TR 2018-20TS A 20350517 FLT
2035-05-17
3.099900
1750000.00
1699959.19
Private Label Collateralized Mortgage Obligations
CONN AVN SEC TR 2022-R06 1M-1 20420527 FLT
2042-05-27
5.746820
3340000.00
2974515.81
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVN SEC 2022-R08 1M-1 20420725 FLT
2042-07-25
5.546820
6000000.00
5698858.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 M-2 20411125 FLT
2041-11-25
4.796820
8000000.00
7340243.76
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
S6XOOCT0IEG5ABCC6L87
2024-04-25
7.185570
5000000.00
2277663.99
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-2 M3 20570925 FLT
2057-09-25
3.633610
120000.00
115695.36
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2016-5 A-M 20461225 FLT
2046-12-25
4.047640
819000.00
91723.51
Private Label Collateralized Mortgage Obligations
JP MORGAN MORTG TR 2022-4 A-3 20521025 FLT
2052-10-25
3.000000
21206688.00
16539404.43
Private Label Collateralized Mortgage Obligations
NATIXIS CMRCL MTG SEC 2022-RRI D 20350315 FLT
2035-03-15
7.320260
8073560.00
7697699.04
Private Label Collateralized Mortgage Obligations
CFCRE COML MTG TR 2017-C8 D 20500617 3.0
2050-06-17
3.000000
2741000.00
1999619.80
Private Label Collateralized Mortgage Obligations
BOCA COML MTG TR 2022-BOCA D 20350515 FLT
2035-05-15
6.693860
56936000.00
54742941.94
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-LTV3 A-15 20500325 FLT
2050-03-25
3.500000
500000.00
14323.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2M-2 20300528 FLT
B1V7KEBTPIMZEU4LTD58
2030-05-28
6.085570
6253000.00
3095072.80
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2C 20291126 FLT
B1V7KEBTPIMZEU4LTD58
2029-11-26
6.435570
7000000.00
6847754.17
Private Label Collateralized Mortgage Obligations
Y
2022-11-01
2022-11-10
2022-11-10
N
N
N
0.0375
483933314.48
483933314.48
0.0037
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 4.250000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0UKZZ1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2023-03-09
0.125000
1000.00
984.91
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-08-06
6.210000
49000.00
55419.12
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2025-08-05
3.280000
15000.00
15113.05
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2024-08-12
3.155000
1315000.00
1324443.16
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2024-08-12
3.155000
2973000.00
2994349.44
Agency Debentures and Agency Strips
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2024-05-06
3.085000
14767000.00
14868149.85
Agency Debentures and Agency Strips
TOWD POINT ASSET TR 2018-SL1 A 20460125 FLT
54930022FYEFQVX02P24
2046-01-25
4.185570
145000.00
25674.46
Asset-Backed Securities
DOMINOS PIZZA MSTR 2021-1 LLC A-2-II 20510425 3.1
2051-04-25
3.151000
700000.00
535874.69
Asset-Backed Securities
OAKTREE CLO LTD 2021-2 C-1 20350116 FLT
2035-01-16
6.329140
1000000.00
903151.33
Asset-Backed Securities
BCRED BSL CL 3.92986 20OCT34 144A F
2034-10-20
5.462570
1000000.00
958519.12
Asset-Backed Securities
NEUBERGER BRMN LN ADV 2017-26R B-R 20301018 FLT
549300P0MOXZPIM3AS61
2030-10-18
5.593710
740000.00
706196.76
Asset-Backed Securities
SIXTH STREET CLO LTD 2021-16 A-1A 20321020 FLT
549300YD05LZSDNMVF16
2032-10-20
5.562570
424783.00
416359.41
Asset-Backed Securities
SIXTH STREET CLO LTD 2021-16 A-1A 20321020 FLT
549300YD05LZSDNMVF16
2032-10-20
5.562570
437673.00
428993.80
Asset-Backed Securities
UPLAND CLO LTD 2016-R B-R 20310421 FLT
54930052JF7HYEE5CO91
2031-04-21
6.092570
1000000.00
920571.62
Asset-Backed Securities
TEXTAINER MARINE CONTAINERS A 20460820 1.9
549300Q7RHLEMSLA9Y26
2046-08-20
1.940000
204000.00
148259.46
Asset-Backed Securities
ALLEGANY PK CLO LTD 2019-1R D-R 20350122 FLT
549300D5KL0IVFLIND32
2035-01-22
7.063320
1000000.00
872188.24
Asset-Backed Securities
ANCHORAGE CAP CLO LTD 2021-17 A-1 20340717 FLT
549300UNU854VTZYQ112
2034-07-17
5.249140
2326153.00
2225317.37
Asset-Backed Securities
TOLEDO EDISON CO 1M 144A BD 28
2028-05-01
2.650000
134000.00
117028.90
Corporate Debt Securities
TOYOTA MTR CR CORP FR 0.8%010926
Z2VZBHUMB7PWWJ63I008
2026-01-09
0.800000
2000.00
1755.50
Corporate Debt Securities
UNION PAC CORP SR GLBL NT 27
549300LMMRSZZCZ8CL11
2027-02-05
2.150000
40000.00
35805.04
Corporate Debt Securities
PROLOGIS L P SR GLBL NT 31
GL16H1DHB0QSHP25F723
2031-03-15
1.625000
986000.00
737623.04
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR SEC GLBL 29
K2NEH8QNVW44JIWK7Z55
2029-01-15
8.250000
25000.00
25214.50
Corporate Debt Securities
SOUTHERN CO SR GLBL 2022B 32
549300FC3G3YU2FBZD92
2032-10-15
5.700000
3678000.00
3662141.69
Corporate Debt Securities
TARGA RES PARTNERS / TARGA RES SR NT 4%32
2032-01-15
4.000000
78000.00
64993.33
Corporate Debt Securities
OREILLY AUTOMOTIVE INC SR GLBL NT4.2%30
549300K2RLMQL149Q332
2030-04-01
4.200000
1023000.00
938694.57
Corporate Debt Securities
CLOROX CO DEL SR GLBL NT4.4%29
54930044KVSC06Z79I06
2029-05-01
4.400000
90000.00
86445.00
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 1.3%101326
E0KSF7PFQ210NWI8Z391
2026-10-13
1.300000
85000.00
73966.15
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 4.15%091527
E0KSF7PFQ210NWI8Z391
2027-09-15
4.150000
1000.00
969.38
Corporate Debt Securities
CITIGROUP INC FR 11%103034
6SHGI4ZSSLCXXQSBB395
2034-10-30
0.00
100000.00
55594.00
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28
82VOJDD5PTRDMVVMGV31
2028-05-22
0.00
2000.00
1964.60
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN FR 5%033131
82VOJDD5PTRDMVVMGV31
2031-03-31
0.00
1000.00
504.05
Corporate Debt Securities
SALESFORCE INC GLBL NT 1.95%31
RCGZFPDMRW58VJ54VR07
2031-07-15
1.950000
5000.00
3942.61
Corporate Debt Securities
SCHWAB CHARLES CORP SR GLBL NT 4%29
549300VSGCJ7E698NM85
2029-02-01
4.000000
2000.00
1878.52
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 26
MR92GTD0MJTTTTQDVG45
2026-11-30
3.250000
28000.00
25929.73
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT2.2%31
MR92GTD0MJTTTTQDVG45
2031-02-01
2.200000
4000.00
3030.80
Corporate Debt Securities
KEURIG DR PEPPER INC SR GLBL NT 27
DYTQ8KRTKO7Y2BVU5K74
2027-06-15
3.430000
7000.00
6499.83
Corporate Debt Securities
ENEL FIN AMER LLC SR 144A NT7.1%27
549300EGNLVUJX1DEC60
2027-10-14
7.100000
4800000.00
4818493.33
Corporate Debt Securities
EUROPEAN INVT BK 144A SR GLBL NT 29
5493006YXS1U5GIHE750
2029-03-15
1.750000
402000.00
347225.94
Corporate Debt Securities
META PLATFORMS INC SR GLBL 144A 52
BQ4BKCS1HXDV9HN80Z93
2052-08-15
4.450000
4473000.00
3417757.17
Corporate Debt Securities
DIAMOND CLO 2018-1 LTD E 20300722 FLT
2030-07-22
11.824600
723726.00
658799.98
Asset-Backed Securities
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
6.213000
32281000.00
10917717.61
Asset-Backed Securities
KVK CLO LTD 2013-1R E-R 20280114 FLT
5493007VGL59COTLZY21
2028-01-14
9.950860
1573814.00
1502550.16
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2020-1 C 20251117 2.7
2025-11-17
2.720000
495000.00
487302.20
Asset-Backed Securities
CPS AUTO REC TR 2022-B D 20280815 0.0
2028-08-15
5.190000
1429000.00
1337134.83
Asset-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
2000.00
2353.48
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
43000.00
27439.59
Agency Debentures and Agency Strips
3.00 FHLB 26 HF
2549001DPIFGXC1TOL40
2026-09-11
3.000000
85000.00
80905.27
Agency Debentures and Agency Strips
FORTIS INC 3.055%26
549300MQYQ9Y065XPR71
2026-10-04
3.055000
5000.00
4527.71
Corporate Debt Securities
HEALTHCARE TRUST OF AMER HLDGS GLBL NT 2%31
549300IYGAS4GE6VDL07
2031-03-15
2.000000
100000.00
72464.56
Corporate Debt Securities
LATAM AIRLS GROUP S A / PROFES SR 144A NT 27
549300HX3UUDPEFTG707
2027-10-15
13.375000
1000000.00
996958.33
Corporate Debt Securities
LINCOLN NATL CORP IND SR GLBL NT3.4%31
EFQMQROEDSNBRIP7LE47
2031-01-15
3.400000
39000.00
32688.28
Corporate Debt Securities
MORGAN STANLEY FR 6.342%101833
IGJSJL3JD5P30I6NJZ34
2033-10-18
6.342000
10000000.00
10193101.67
Corporate Debt Securities
MORGAN STANLEY FR 6.342%101833
IGJSJL3JD5P30I6NJZ34
2033-10-18
6.342000
2135000.00
2176227.21
Corporate Debt Securities
BAIN CAP SPECIALTY FIN INC SR GLBL NT 26
549300V2JL72R0EYBK64
2026-10-13
2.550000
2000.00
1625.51
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 5.802%102528
WFLLPEPC7FZXENRZV188
2028-10-25
5.802000
4116000.00
4144017.61
Corporate Debt Securities
BAXTER INTL INC SR GLBL NT 27
J5OIVXX3P24RJRW5CK77
2027-02-01
1.915000
10000.00
8654.67
Corporate Debt Securities
CSL FIN PLC SR 144A NT 29
2549007CCNBNAF4HBC02
2029-04-27
4.050000
100000.00
91892.75
Corporate Debt Securities
INTESA SANPAOLO S P A FR 5.71%011526
2W8N8UU78PMDQKZENC08
2026-01-15
5.710000
395000.00
375203.70
Corporate Debt Securities
MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 23
353800V2V8PUY9TK3E06
2023-09-13
2.527000
1300000.00
1272192.13
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT 43
RIMU48P07456QXSO0R61
2043-06-01
4.750000
82000.00
72881.74
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 35
6SHGI4ZSSLCXXQSBB395
2035-09-28
2.000000
50000.00
32380.67
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 36
6SHGI4ZSSLCXXQSBB395
2036-01-29
2.125000
8000.00
5279.76
Corporate Debt Securities
DUKE ENERGY CORP NEW PERP SUB GLBL -B
I1BZKREC126H0VB1BL91
2099-12-31
4.875000
4998000.00
4478676.56
Corporate Debt Securities
DUKE ENERGY CORP NEW PERP SUB GLBL -B
I1BZKREC126H0VB1BL91
2099-12-31
4.875000
2000.00
1792.19
Corporate Debt Securities
ENTERGY ARKANSAS LLC 1M BD 4.95%44
549300A0I5ONUIFMLP35
2044-12-15
4.950000
130000.00
114865.40
Corporate Debt Securities
ENTERGY LA LLC 4.2%48
0V5453U14HDZO63CGH17
2048-09-01
4.200000
1000000.00
787380.00
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR NT 3.75%42
549300CRGMZK3K53BF92
2042-07-15
3.750000
1000.00
763.37
Corporate Debt Securities
ASCENDIS PHARMA A/S SR GLBL COCO 28
549300B66JN3W3J8GH73
2028-04-01
2.250000
125000.00
120163.12
Corporate Debt Securities
OFFICE PPTYS INCOME TR SR GLBL NT2.4%27
2027-02-01
2.400000
1139000.00
791240.52
Corporate Debt Securities
OWENS BROCKWAY SR GLBL 144A 27
V2UQUCDZJ9WY98W8QU33
2027-05-13
6.625000
92000.00
91360.47
Corporate Debt Securities
WALMART INC SR GLBL NT 25
Y87794H0US1R65VBXU25
2025-06-26
3.550000
5000.00
4929.43
Corporate Debt Securities
WELLS FARGO & CO FR 4.611%042553
PBLD0EJDB5FWOLXP3B76
2053-04-25
4.611000
2977000.00
2366710.53
Corporate Debt Securities
WESTERN UN CO CR SEN SR GLBL25
28ID94QU1140NC23S047
2025-01-10
2.850000
100000.00
95003.75
Corporate Debt Securities
LOWES COS INC SR GLBL NT1.7%30
WAFCR4OKGSC504WU3E95
2030-10-15
1.700000
357000.00
269794.02
Corporate Debt Securities
MORGAN STANLEY FR 0.791%012225
IGJSJL3JD5P30I6NJZ34
2025-01-22
0.791000
246000.00
230358.15
Corporate Debt Securities
GRUPO BIMBO SAB DE CV SR REGS NT4.7%47
5493000RIXURZEBFEV60
2047-11-10
4.700000
200000.00
164618.89
Corporate Debt Securities
BAT CAPITAL CORP GLBL NT 4.906%30
2138005GYEXN7XRHFA84
2030-04-02
4.906000
22000.00
19344.65
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE SR GLBL REGS 43
549300UVMBCBCIPSUI70
2043-10-18
5.625000
2286000.00
2021269.77
Corporate Debt Securities
MORGAN STANLEY FR 3.62%041725
IGJSJL3JD5P30I6NJZ34
2025-04-17
3.620000
2000.00
1937.12
Corporate Debt Securities
MORGAN STANLEY FR 3.875%012726
IGJSJL3JD5P30I6NJZ34
2026-01-27
3.875000
4000.00
3826.83
Corporate Debt Securities
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 54
2054-06-01
5.099000
337000.00
310820.33
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT2.4%26
INR2EJN1ERAN0W5ZP974
2026-08-08
2.400000
6296000.00
5864996.83
Corporate Debt Securities
MCDONALDS CORP FR 3.5%070127
UE2136O97NLB5BYP9H04
2027-07-01
3.500000
15000.00
14198.20
Corporate Debt Securities
MPLX LP SR GLBL NT 52
5493000CZJ19CK4P3G36
2052-03-14
4.950000
3000.00
2349.19
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 46
5493003STKEZ2S0RNU91
2046-06-01
4.375000
14000.00
11239.05
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 39
5493003STKEZ2S0RNU91
2039-01-26
6.875000
10000.00
10434.82
Corporate Debt Securities
SANDS CHINA LTD CR SEN SR GLBL31
549300EVO6UZDGY05787
2031-08-08
3.750000
500000.00
322930.83
Corporate Debt Securities
7-ELEVEN INC SR GLBL 144A 24
549300K23JPL0SS3LB18
2024-02-10
0.800000
22000.00
20814.64
Corporate Debt Securities
TRUIST FINL CORP FR 4.123%060628
549300DRQQI75D2JP341
2028-06-06
4.123000
19000.00
17934.79
Corporate Debt Securities
ARAMARK SVCS INC SR GLBL 144A 28
42YMHYH0XMHJEXDUB065
2028-02-01
5.000000
201000.00
188749.05
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-03-09
1.431000
1000.00
858.04
Corporate Debt Securities
HYUNDAI CAP AMER SR 144A NT 22
549300RIPPWJB5Z0FK07
2022-11-01
2.850000
298000.00
302246.50
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT 30
5493008IUOJ5VWTRC333
2030-03-30
4.750000
93000.00
85026.02
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
111000.00
116785.32
Corporate Debt Securities
ORACLE CORP SR GLBL NT 26
1Z4GXXU7ZHVWFCD8TV52
2026-07-15
2.650000
15000.00
13644.19
Corporate Debt Securities
ORACLE CORP SR GLBL NT2.8%27
1Z4GXXU7ZHVWFCD8TV52
2027-04-01
2.800000
670000.00
594506.63
Corporate Debt Securities
JOHNS HOPKINS UNIV SINK BD 4.083%53
549300Z1XKWYKTIOM958
2053-07-01
4.083000
1000.00
822.40
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 3.55%36
549300G0CFPGEF6X2043
2036-03-01
3.550000
2000.00
1729.73
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT3.6%5
2572IBTT8CCZW6AU4141
2050-03-25
3.600000
1816000.00
1441322.88
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT 31
UDSQCVRUX5BONN0VY111
2031-06-17
3.625000
324000.00
257295.87
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 26
549300CUWDAUZSH43859
2026-10-15
4.125000
2000.00
1890.55
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 26
549300CUWDAUZSH43859
2026-10-15
4.125000
73000.00
69004.95
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 29
549300GHBMY8T5GXDE41
2029-08-15
2.875000
2000.00
1749.08
Corporate Debt Securities
WALMART INC SR GLBL NT 24
Y87794H0US1R65VBXU25
2024-12-15
2.650000
47000.00
45627.65
Corporate Debt Securities
WELLS FARGO & CO SR NT 3%26
PBLD0EJDB5FWOLXP3B76
2026-10-23
3.000000
58000.00
52544.91
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 32
254900287ZNSGVP1R341
2032-01-15
3.125000
2000.00
1485.57
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.05%010925
E0KSF7PFQ210NWI8Z391
2025-01-09
2.050000
1000.00
948.54
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 4.35%091532
E0KSF7PFQ210NWI8Z391
2032-09-15
4.350000
1531000.00
1452833.52
Corporate Debt Securities
BAT CAPITAL CORP SR GLBL NT 47
2138005GYEXN7XRHFA84
2047-08-15
4.540000
10000.00
6639.24
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN VR 073117-073157
82VOJDD5PTRDMVVMGV31
2057-07-31
4.139710
38000.00
37420.50
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 32
254900287ZNSGVP1R341
2032-01-15
3.125000
1000.00
742.78
Corporate Debt Securities
MORGAN STANLEY FR 0.79%053025
IGJSJL3JD5P30I6NJZ34
2025-05-30
0.790000
7000.00
6435.60
Corporate Debt Securities
ONEMAIN FINANCIAL CORPORATION 6.625%28
5493008I795YYBFWFU90
2028-01-15
6.625000
10000.00
9232.57
Corporate Debt Securities
WELLS FARGO & CO FR 3.35%030233
PBLD0EJDB5FWOLXP3B76
2033-03-02
3.350000
150000.00
122115.04
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL REGS 25
353800DRBDH1LUTNAY26
2025-09-17
3.522000
4800000.00
4287584.80
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 35
6SHGI4ZSSLCXXQSBB395
2035-08-31
2.000000
6000.00
3822.66
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -AA NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.100000
1000.00
970.52
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -AA NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.100000
34000.00
32997.53
Corporate Debt Securities
TARGET CORP SR GLBL NT 29
8WDDFXB5T1Z6J0XC1L66
2029-04-15
3.375000
37000.00
33587.86
Corporate Debt Securities
TITAN ACQUISITION LTD / TITAN SR GLBL 144A 26
2026-04-15
7.750000
200000.00
163645.83
Corporate Debt Securities
KEYCORP FR 3.878%052325
RKPI3RZGV1V1FJTH5T61
2025-05-23
3.878000
3000000.00
2965170.33
Corporate Debt Securities
PIONEER NAT RES CO SR GLBL NT1.9%30
FY8JBF7CCL2VE4F1B628
2030-08-15
1.900000
12000.00
9288.49
Corporate Debt Securities
EQUITABLE HLDGS INC SR GLBL NT 5%48
549300FIBAKMNHPZ4009
2048-04-20
5.000000
273000.00
218691.50
Corporate Debt Securities
BK OF AMERICA CORP FR 2.087%061429
9DJT3UXIJIZJI4WXO774
2029-06-14
2.087000
39000.00
31907.55
Corporate Debt Securities
SAN DIEGO GAS & ELEC CO 1ST MTG BD FR 4
KNIRVXKVNJJ4P8OTMS63
2047-06-01
3.750000
1000.00
733.96
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 3%26
5493003STKEZ2S0RNU91
2026-06-01
3.000000
30000.00
28060.80
Corporate Debt Securities
LABORATORY CORP AMER HLDGS SR GLBL NT3.6%27
OZ7UA8IXAIFILY2VZH07
2027-09-01
3.600000
1000.00
924.20
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II SR SEC GLBL 24
635400WSLKBQWSOIIT41
2024-11-21
2.250000
175000.00
165751.25
Corporate Debt Securities
LAS VEGAS SANDS CORP SR GLBL NT3.9%29
549300DUOO1KXOHPM605
2029-08-08
3.900000
48000.00
39147.92
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 3.189%112823
ACMHD8HWFMFUIQQ8Y590
2023-11-28
3.189000
2000.00
2023.03
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.379%61
5493009NTB34VXE1T760
2061-02-08
3.379000
4479000.00
2905215.89
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT4.4%45
QEKMOTMBBKA8I816DO57
2045-03-15
4.400000
913000.00
761845.75
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.375%041538
549300CRGMZK3K53BF92
2038-04-15
4.375000
10000000.00
8519144.44
Corporate Debt Securities
APPLE INC SR GLBL NT 44
HWUPKR0MPOU8FGXBT394
2044-05-06
4.450000
35000.00
31860.57
Corporate Debt Securities
AMGEN INC SR GLBL NT 51
62QBXGPJ34PQ72Z12S66
2051-06-15
4.663000
1119000.00
945069.11
Corporate Debt Securities
ABBOTT LABORATORIES SR NT 3.75%26
HQD377W2YR662HK5JX27
2026-11-30
3.750000
32000.00
31313.76
Corporate Debt Securities
CWALT INC 2005-3CB 1-A-14 20350325 5.5
2035-03-25
5.500000
1408000.00
200388.63
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2021-INV1 B-1W 20510525 FLT
2051-05-25
2.707280
3411000.00
2408372.57
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2021-INV1 B-2W 20510525 FLT
2051-05-25
2.707280
2612163.00
2139202.94
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG TR 2021-INV3 B-2W 20510525 FLT
2051-05-25
3.179870
3497000.00
2897505.01
Private Label Collateralized Mortgage Obligations
EXXON MOBIL CORP SR GLBL NT 26
J3WHBG0MTS7O8ZVMDC91
2026-08-16
2.275000
4000.00
3664.24
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-05
0.00
1200.00
1150.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-16
0.00
700.00
688.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-06
0.00
423100.00
421614.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-03
0.00
200.00
198.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
6723900.00
6383757.27
U.S. Treasuries (including strips)
JANUS HENDERSON GROUP PLC SR GLBL NT 25
8T2ZO87FU1KVPZIG9I59
2025-08-01
4.875000
6315000.00
6267495.41
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
100.00
84.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
312700.00
281111.23
U.S. Treasuries (including strips)
FISERV INC CR SEN SR GLBL25
GI7UBEJLXYLGR2C7GV83
2025-06-01
3.850000
3000.00
2931.03
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-29
1.125000
100.00
85.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
0.875000
26500.00
23489.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.375000
30900.00
28725.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-12-31
1.375000
431300.00
368380.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-12-31
1.375000
36000.00
30748.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-12-31
1.250000
200.00
177.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-01-15
0.125000
1600.00
1499.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.750000
13245900.00
12885996.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-01
0.00
574400.00
572688.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-08
0.00
2964200.00
2953555.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-13
0.00
400.00
387.98
U.S. Treasuries (including strips)
DICKS SPORTING GOODS INC GLBL NT 4.1%52
529900SSBV5I4LWSK313
2052-01-15
4.100000
110000.00
68971.34
Corporate Debt Securities
CITIZENS FINL GROUP INC TIER I PERP GLBL
2138004JDDA4ZQUPFW65
2500-12-31
5.650000
66000.00
62980.74
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN VR 073117-073157
82VOJDD5PTRDMVVMGV31
2057-07-31
4.139710
1000.00
984.75
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-27
0.00
600.00
596.39
U.S. Treasuries (including strips)
BPCE S A FXD/FLT
9695005MSX1OYEMGDF46
2026-10-06
1.652000
1500000.00
1291097.00
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
100.00
151.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
95.82
U.S. Treasuries (including strips)
GENERAL ELECTRIC CO PERP JR SB GLBL
3C7474T6CDKPR9K6YT90
2099-12-31
6.622570
12000.00
11617.71
Corporate Debt Securities
COMCAST CORP NEW GLBL NT 2.887%51
51M0QTTNCGUN7KFCFZ59
2051-11-01
2.887000
5000.00
3086.93
Corporate Debt Securities
BHP BILLITON FIN USA LTD SR NT 5%43
5493003NUVITP3TMY274
2043-09-30
5.000000
4000.00
3694.47
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
200.00
184.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
2749200.00
2915047.50
U.S. Treasuries (including strips)
CALIFORNIA INSTITUTE OF TECH -2011 BD 4.7%11
549300CITPNHOTVPHC04
2111-11-01
4.700000
1000.00
802.86
Corporate Debt Securities
CENTENE CORP DEL SR GLBL NT 27
549300Z7JJ4TQSQGT333
2027-12-15
4.250000
49000.00
46356.72
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL NT 5%26
5493002BI0S2ZQUY3437
2026-05-31
5.000000
1000.00
991.70
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 31
6SHGI4ZSSLCXXQSBB395
2031-11-17
2.000000
1000.00
739.70
Corporate Debt Securities
JPMORGAN CHASE & CO PERP JR SB GLBL
8I5DZWZKVSZI1NUHU748
2500-12-31
6.125000
1000.00
971.93
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD3.5%5
1HNPXZSMMB7HMBMVBS46
2050-08-01
3.500000
2000.00
1251.16
Corporate Debt Securities
PAYPAL HLDGS INC SR GLBL NT2.3%30
5493005X2GO78EFZ3E94
2030-06-01
2.300000
1283000.00
1050037.14
Corporate Debt Securities
DTE ELEC CO 1M GLBL -A BD 30
9N0FWODEJVKHC2DYLO03
2030-03-01
2.250000
100000.00
81801.00
Corporate Debt Securities
PFIZER INC SR GLBL NT 29
765LHXWGK1KXCLTFYQ30
2029-03-15
3.450000
93000.00
85821.17
Corporate Debt Securities
PILGRIMS PRIDE CORP SR GLBL 144A 27
549300ZSLGV64ZL3HD75
2027-09-30
5.875000
281000.00
277767.33
Corporate Debt Securities
CANADIAN NAT RES LTD MED TERM SR NT 6.75%39
549300T15RIMIKZC5Q38
2039-02-01
6.750000
2664000.00
2691106.20
Corporate Debt Securities
ROYAL BK CDA FR 2.25%110124
ES7IP3U3RHIGC71XBU11
2024-11-01
2.250000
4000.00
3804.80
Corporate Debt Securities
BK OF AMERICA CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2099-12-31
4.300000
7000.00
5823.99
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT25
549300KJYBG7C6WJYZ11
2025-03-01
5.625000
150000.00
150924.75
Corporate Debt Securities
SANDS CHINA LTD CR SEN SR GLBL30
549300EVO6UZDGY05787
2030-06-18
4.875000
315000.00
225286.42
Corporate Debt Securities
SCHWAB CHARLES CORP ALT TIER I PERP
549300VSGCJ7E698NM85
2500-12-31
5.375000
35000.00
34132.29
Corporate Debt Securities
BK OF AMERICA CORP VR 030518-030524
9DJT3UXIJIZJI4WXO774
2024-03-05
3.948140
12000.00
12031.70
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 29
213800ITMMKU4Z7I4F78
2029-11-07
2.375000
1000.00
855.69
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 48
2048-06-15
4.050000
180000.00
144982.80
Corporate Debt Securities
SPIRIT IP CAYMAN LTD / SP SR SEC GLBL 25
2025-09-20
8.000000
135.00
137.32
Corporate Debt Securities
SPIRIT IP CAYMAN LTD / SP SR SEC GLBL 25
2025-09-20
8.000000
78.00
79.34
Corporate Debt Securities
WAMU MTG CERT 2005-AR6 B-1 20450425 FLT
2045-04-25
4.485570
64362.00
18431.91
Private Label Collateralized Mortgage Obligations
T MOBILE USA INC SR GLBL NT 26
549300V2JRLO5DIFGE82
2026-02-15
2.250000
12901000.00
11652312.21
Corporate Debt Securities
TARGET CORP SR GLBL NT3.5%24
8WDDFXB5T1Z6J0XC1L66
2024-07-01
3.500000
20000.00
19839.13
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 50
2S72QS2UO2OESLG6Y829
2050-11-20
2.875000
700000.00
421391.35
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 3%60
2S72QS2UO2OESLG6Y829
2060-11-20
3.000000
3359000.00
1932824.58
Corporate Debt Securities
VODAFONE GROUP PLC SR GLBL NT 48
213800TB53ELEUKM7Q61
2048-05-30
5.250000
2000.00
1686.43
Corporate Debt Securities
GENERAL ELECTRIC CO PERP JR SB GLBL
3C7474T6CDKPR9K6YT90
2099-12-31
6.622570
75000.00
72610.66
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
12695100.00
11415941.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-31
0.375000
831000.00
696015.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-12
0.00
758200.00
752157.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-12
0.00
1800900.00
1786546.83
U.S. Treasuries (including strips)
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-04-22
2.615000
5000.00
3822.72
Corporate Debt Securities
GOLDMAN SACHS BDC INC SR GLBL NT 26
6D01AGSGBNZIJSN77043
2026-01-15
2.875000
97000.00
88465.48
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL NT 5%26
5493002BI0S2ZQUY3437
2026-05-31
5.000000
43000.00
42643.24
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-30
0.00
100.00
98.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
1086800.00
1222739.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
962000.00
927932.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
3196100.00
3071378.59
U.S. Treasuries (including strips)
HOME DEPOT INC SR GLBL NT 31
QEKMOTMBBKA8I816DO57
2031-03-15
1.375000
3000.00
2266.43
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 33
8I5DZWZKVSZI1NUHU748
2033-01-25
2.963000
103000.00
81228.00
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 28
51M0QTTNCGUN7KFCFZ59
2028-10-15
4.150000
12000.00
11307.05
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
2600.00
2487.16
U.S. Treasuries (including strips)
DELL INTL LLC/EMC CORP CR SEN SR SEC 30
2030-07-15
6.200000
25000.00
25049.89
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT2.9%24
Q2CCMS6R0AS67HJMBN42
2024-10-28
2.900000
100000.00
94747.17
Corporate Debt Securities
CITIGROUP INC PERP SUB -T NT
6SHGI4ZSSLCXXQSBB395
2500-12-31
6.250000
42000.00
40944.73
Corporate Debt Securities
BK OF AMERICA CORP FR 3.5%041926
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
5000.00
4681.68
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2500-12-31
8.000000
1304000.00
1189928.98
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2500-12-31
8.000000
3397000.00
3099837.99
Corporate Debt Securities
SCHWAB CHARLES CORP PERP SUB GLBL -H
549300VSGCJ7E698NM85
2500-12-31
4.000000
1000.00
744.17
Corporate Debt Securities
BK OF AMERICA CORP FR 3.384%040226
9DJT3UXIJIZJI4WXO774
2026-04-02
3.384000
2000.00
1884.25
Corporate Debt Securities
BANK OF MONTREAL FR 1.5%102926
NQQ6HPCNCCU6TUTQYE16
2026-10-29
1.500000
1000.00
852.13
Corporate Debt Securities
BANK OF MONTREAL FR 1%111524
NQQ6HPCNCCU6TUTQYE16
2024-11-15
1.000000
2000.00
1837.02
Corporate Debt Securities
BOEING CO 3.1%26
RVHJWBXLJ1RFUBSY1F30
2026-05-01
3.100000
190000.00
174648.00
Corporate Debt Securities
BROWN FORMAN CORP SR GLBL NT4.5%45
549300873K3LXF7ARU34
2045-07-15
4.500000
122000.00
107928.52
Corporate Debt Securities
BUILDERS FIRSTSOURCE INC SR GLBL 144A 30
549300W0SKP6L3H7DP63
2030-03-01
5.000000
200000.00
177666.67
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 7.29%36
2036-06-01
7.290000
670000.00
765893.75
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 3.4%27
549300VIWYMSIGT1U456
2027-03-01
3.400000
3000.00
2782.01
Corporate Debt Securities
BK OF AMERICA CORP FXD/FLT SR NT 48
9DJT3UXIJIZJI4WXO774
2048-01-20
4.443000
97000.00
77811.95
Corporate Debt Securities
COCA COLA CO SR GLBL NT 2%31
UWJKFUJFZ02DKWI3RY53
2031-03-05
2.000000
9000.00
7261.84
Corporate Debt Securities
BK OF AMERICA CORP FR 1.197%102426
9DJT3UXIJIZJI4WXO774
2026-10-24
1.197000
2000.00
1738.55
Corporate Debt Securities
FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27
549300ZCZ76HYCS0H445
2027-10-15
5.875000
200000.00
186800.22
Corporate Debt Securities
Y
2022-12-05
2022-12-05
2023-01-12
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0440
193940131.60
193940131.60
0.0015
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 3.460000%
549300HN4UKV1E2R3U73
0001675365
ARP0UO834
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NELNET STUDENT LN TR 2021-A C 20620420 3.7
2062-04-20
3.750000
26310000.00
21096958.52
Asset-Backed Securities
PRET LLC 2022-NPL2 A-1 20520425 FLT
2052-04-25
5.240000
59000000.00
51305595.42
Asset-Backed Securities
PRET LLC 2022-NPL2 A-2 20520425 FLT
2052-04-25
6.900000
49500000.00
46744434.00
Asset-Backed Securities
PRET LLC 2022-NPL2 M 20520425 FLT
2052-04-25
0.00
76856507.00
56338817.03
Asset-Backed Securities
SMB PVT ED LN TR 2022-B D 20550216 0.0
2055-02-16
5.950000
9001000.00
8295082.57
Asset-Backed Securities
ARBOR RLTY CM 2020-FL1 A-S 20350215 FLT
2035-02-15
4.890140
27400000.00
27083029.16
Asset-Backed Securities
BERNOULLI CDO I 2006-1 A-1A 20420707 FLT
549300DHAFFV3C8CQA32
2042-07-07
3.444430
945000000.00
98646587.32
Asset-Backed Securities
DUKE FDG HIGH GR I 2005-1 A1-LTA 20450127 FLT
549300MJOVGFV8KHRW69
2045-01-27
3.518140
660000000.00
72225278.37
Asset-Backed Securities
BRAVO RES FDD TR 2022-R1 B 20700129 0.0
2070-01-29
5.000000
56132671.00
48431605.33
Asset-Backed Securities
TRIANGLE RE LTD 2021-3 M-2 20340225 FLT
2034-02-25
6.746820
29999482.00
27035727.28
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-4 A-3-L 20380325 FLT
6354004HZIMK13WCED04
2038-03-25
4.435570
50122000.00
23496885.86
Asset-Backed Securities
Y
2022-11-01
2022-12-05
2022-12-05
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0424
417682821.60
417682821.60
0.0032
N
N
N
Y
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.130000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0UP4O9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GNII SF MA8346 M
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
10609704.00
9861861.33
Agency Mortgage-Backed Securities
GNII SF CQ1074 C
549300M8ZYFG0OCMTT87
2052-09-20
5.000000
1533666.00
1513732.56
Agency Mortgage-Backed Securities
GNII SF CQ5722 C
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
2375472.00
2354015.95
Agency Mortgage-Backed Securities
CARGILL INC SR REGS NT3.5%25
QXZYQNMR4JZ5RIRN4T31
2025-04-22
3.500000
1676000.00
1617381.90
Corporate Debt Securities
BK OF AMERICA CORP FR 4.827%072226
9DJT3UXIJIZJI4WXO774
2026-07-22
4.827000
7421000.00
7326413.79
Corporate Debt Securities
DIAGEO CAP PLC GLBL NT 5.5%33
213800L23DJLALFC4O95
2033-01-24
5.500000
2245000.00
2273981.70
Corporate Debt Securities
MUFG BK LTD N Y BRH SR GLBL REGS 24
C3GTMMZIHMY46P4OIX74
2024-09-08
3.250000
6900000.00
6650043.67
Corporate Debt Securities
BMW US CAP LLC EXTND IAM FLTG GLBL REGS NT 25
KK5MZM9DIXLXZL9DZL15
2025-04-01
3.250000
2096000.00
2009431.71
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 29
8I5DZWZKVSZI1NUHU748
2029-12-05
4.452000
7347000.00
6836569.62
Corporate Debt Securities
METLIFE REINS CO CHARLESTON SR SEC FL 144A42
549300MQHRFENLJQKS70
2042-12-31
4.178430
6800000.00
3147936.29
Corporate Debt Securities
BK OF AMERICA CORP FR 3.5%041926
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
1923000.00
1800575.41
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT29
2029-01-15
2.250000
3123000.00
2476304.77
Corporate Debt Securities
FAIR ISAAC CORP SR GLBL 144A 26
RI6HET5SJUEY30V1PS26
2026-05-15
5.250000
5000.00
5089.34
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
1022000.00
1075266.64
Corporate Debt Securities
HSBC HLDGS PLC COCO 26
MLU0ZO3ML4LN2LL2TL39
2026-09-12
4.292000
972000.00
901920.64
Corporate Debt Securities
HUDBAY MINERALS INC SR GLBL 144A 29
549300WI524AL577IX21
2029-04-01
6.125000
44000.00
36770.10
Corporate Debt Securities
UBS-BARCLY COML MTG TR 2012-C4 B 20451212 FLT
2045-12-12
3.718100
165658.00
115066.19
Private Label Collateralized Mortgage Obligations
BBCMS MTG TR 2019-BWAY A 20341115 FLT
2034-11-15
4.368000
3976000.00
3794465.12
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-23
0.00
39882400.00
39356909.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
100.00
107.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
4.089860
9794600.00
9880845.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-31
2.625000
60600.00
57274.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-07-15
0.625000
6718000.00
6311819.03
U.S. Treasuries (including strips)
INTESA SANPAOLO S P A FR 4%092329
2W8N8UU78PMDQKZENC08
2029-09-23
4.000000
1242000.00
1018939.56
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
913100.00
811602.46
U.S. Treasuries (including strips)
ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 27
2027-01-15
4.625000
13384000.00
12676763.42
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT47
549300SP2X2BS1KERD24
2047-09-30
3.800000
3878000.00
2951571.65
Corporate Debt Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0313
121000000.00
121000000.00
0.0009
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0UPM76
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR REMIC TR 2022-DNA6 M-1A 20420925 FLT
2042-09-25
5.146820
335055.00
316539.90
Agency Collateralized Mortgage Obligation
FHLMC STACR REMIC TR 2022-DNA6 M-1B 20420925 FLT
2042-09-25
6.696820
3017451.00
2999105.31
Agency Collateralized Mortgage Obligation
FHLMC STACR REMIC TR 2022-DNA6 M-2 20420925 FLT
2042-09-25
8.746820
2002593.00
1980313.76
Agency Collateralized Mortgage Obligation
THL CR WIND RIVER CLO 2018-1 A-2 20300715 FLT
2030-07-15
5.409140
3936484.00
3832929.10
Asset-Backed Securities
HYUNDAI AUTO LEASE SEC 2021-A B 20251015 0.6
2025-10-15
0.610000
1905000.00
1843428.71
Asset-Backed Securities
EXETER AUTO REC TR 2020-2 E 20270915 7.1
2027-09-15
7.190000
3423000.00
3419551.52
Asset-Backed Securities
BENEFIT ST PT CLO LTD 2019-17R A-R 20320715 FLT
5493001ND55H5MJDIQ39
2032-07-15
5.159140
1327236.00
1284600.31
Asset-Backed Securities
BRITISH AIRWAYS PLC 2020-1B B 20300515 8.3
2030-05-15
8.375000
5000.00
2412.11
Asset-Backed Securities
FORTRESS CR BSL VI 2015-6R D-R 20310723 FLT
549300QQ2ENLX323MX94
2031-07-23
7.774570
338843.00
307857.75
Asset-Backed Securities
STRATUS CLO LTD 2021-2 E 20291228 FLT
2029-12-28
9.992570
250063.00
216582.89
Asset-Backed Securities
ARES XXXIV CLO LTD 2015-34R D-R2 20330418 FLT
549300VDFIIXSFET0S73
2033-04-18
7.179140
2320931.00
1994960.62
Asset-Backed Securities
ARROYO MORTGAGE TRUST 2022-2 A-3 20570725 4.9
2057-07-25
4.950000
100000.00
88207.89
Asset-Backed Securities
MFA 2021-AEINV1 TRUST A-11 20510825 FLT
2051-08-25
3.230690
3046124.00
2484263.69
Asset-Backed Securities
NORTHWOODS CAP XVII LTD C 20310422 FLT
549300VSNJNLNM3KF997
2031-04-22
6.174570
5423567.00
4877959.47
Asset-Backed Securities
VERUS SEC TR 2022-8 M-1 20670925 FLT
2067-09-25
6.187000
1299350.00
1125728.04
Asset-Backed Securities
BARINGS CLO LTD 2018-1 A-1 20310415 FLT
549300MY0JQGDVPG6R89
2031-04-15
5.029140
1553604.00
1523628.42
Asset-Backed Securities
COBANK ACB PERP JR GLBL -K
P0J8I7M2E0A77CKF1705
2500-12-31
6.450000
1000.00
982.65
Corporate Debt Securities
MASS INST TECH MTN BE GLBL -H BD 52
DLZO3A31IADZ27B62557
2052-04-01
3.067000
1000.00
687.53
Corporate Debt Securities
ASSURED GTY MUN HLDGS INC EXT JR SB GLBL86
549300WKHOG7BKB8MS12
2086-12-15
6.400000
100000.00
93417.78
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 50
2050-02-15
3.550000
136000.00
99171.80
Corporate Debt Securities
CANADIAN NATL RY CO SR NT 3.2%46
3SU7BEP7TH9YEQOZCS77
2046-08-02
3.200000
36000.00
24888.28
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 2.772%50
5493009NTB34VXE1T760
2050-11-10
2.772000
3000.00
1846.07
Corporate Debt Securities
EBAY INC. SR GLBL FL NT 23
OML71K8X303XQONU6T67
2023-01-30
5.284710
358000.00
358229.12
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SUB GLBL COCO 83
98TPTUM4IVMFCZBCUR27
2083-01-15
7.375000
3188000.00
3053241.03
Corporate Debt Securities
STEELE CREEK CLO 2017-1 D 20301015 FLT
2030-10-15
6.979140
2727277.00
2393769.50
Asset-Backed Securities
NORTHWESTERN MUTUAL GLOBAL FDG FR 1.7%060128
635400LZXFVELZDVP257
2028-06-01
1.700000
3264000.00
2711121.92
Corporate Debt Securities
OGLETHORPE POWER CORPORATION 1M GLBL 2020A 50
3EERXCUSWMS9GV5D9M98
2050-08-01
3.750000
25000.00
17072.88
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 3.75%42
1HNPXZSMMB7HMBMVBS46
2042-08-15
3.750000
1000.00
643.74
Corporate Debt Securities
PUBLIC STORAGE SR GLBL NT 29
549300LMZF40TKJ6DM64
2029-05-01
3.385000
200000.00
180477.00
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP SR GLBL NT 50
I07WOS4YJ0N7YRFE7309
2050-07-01
3.125000
199000.00
133299.49
Corporate Debt Securities
REPUBLIC SVCS INC SR GLBL NT 27
NKNQHM6BLECKVOQP7O46
2027-11-15
3.375000
2000.00
1849.07
Corporate Debt Securities
REPUBLIC SVCS INC SR GLBL NT 27
NKNQHM6BLECKVOQP7O46
2027-11-15
3.375000
2000.00
1849.07
Corporate Debt Securities
VENTURE CLO LTD 2013-15R3 C-R3 20320715 FLT
549300UYHZCJPN3LMT03
2032-07-15
6.729140
100000.00
93829.69
Asset-Backed Securities
VERIZON OWNER TR 2019-C A-1A 20240420 1.9
549300WANFF5OIMC3D47
2024-04-20
1.940000
5000.00
597.36
Asset-Backed Securities
ROPER TECHNOLOGIES INC SR GLBL NT 2%30
54930003T4SXCIWVXY35
2030-06-30
2.000000
2000.00
1534.23
Corporate Debt Securities
ROPER TECHNOLOGIES INC SR GLBL NT 2%30
54930003T4SXCIWVXY35
2030-06-30
2.000000
2000.00
1534.23
Corporate Debt Securities
MONROE CAPITAL MML LTD 2021-11 A-1 20330520 FLT
549300JM3KC77XXZOT62
2033-05-20
4.534000
2931058.00
2841473.47
Asset-Backed Securities
JPMORGAN CHASE & CO PERP SUB GLBL -
8I5DZWZKVSZI1NUHU748
2500-12-31
6.750000
1000.00
1021.25
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 3.157%4
8I5DZWZKVSZI1NUHU748
2042-04-22
3.157000
17000.00
11643.29
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
3514.00
3335.51
Corporate Debt Securities
ABN AMRO BANK N.V. FR 4.8%041826
BFXS5XCH7N0Y05NIXW11
2026-04-18
4.800000
200000.00
187742.00
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 45
213800LBQA1Y9L22JB70
2045-08-17
5.250000
200000.00
158952.33
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 40
549300GHBMY8T5GXDE41
2040-05-15
2.750000
6000.00
4210.86
Corporate Debt Securities
APPLE INC SR GLBL NT 3%27
HWUPKR0MPOU8FGXBT394
2027-11-13
3.000000
34000.00
31940.28
Corporate Debt Securities
APPLE INC SR GLBL NT 50
HWUPKR0MPOU8FGXBT394
2050-05-11
2.650000
100000.00
64269.39
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%50
HWUPKR0MPOU8FGXBT394
2050-08-20
2.400000
300000.00
180850.00
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT2.7%27
5493008B6JBRUJ90QL97
2027-08-20
2.700000
4000.00
3394.62
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT2.7%27
5493008B6JBRUJ90QL97
2027-08-20
2.700000
2000.00
1697.31
Corporate Debt Securities
BP CAP MKTS P L C PERP SUB GLBL NT
549300CRVT18MXX0AG93
2500-12-31
4.375000
1000.00
933.20
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -AA NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.100000
1000.00
970.52
Corporate Debt Securities
CONOCOPHILLIPS SR GLBL NT6.5%39
WPTL2Z3FIYTHSP5V2253
2039-02-01
6.500000
291000.00
317350.05
Corporate Debt Securities
3M CO FR 5.7%031537
LUZQVYP4VS22CLWDAR65
2037-03-15
5.700000
100000.00
97521.33
Corporate Debt Securities
3M CO FR 4%091448
LUZQVYP4VS22CLWDAR65
2048-09-14
4.000000
2000.00
1518.90
Corporate Debt Securities
UNION PAC CORP GLBL NT 2.973%62
549300LMMRSZZCZ8CL11
2062-09-16
2.973000
1000.00
591.21
Corporate Debt Securities
TJX COS INC NEW SR GLBL NT1.6%31
V167QI9I69W364E2DY52
2031-05-15
1.600000
2000.00
1512.98
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT3.5%31
549300V2JRLO5DIFGE82
2031-04-15
3.500000
304000.00
257073.21
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 49
OW6OFBNCKXC4US5C7523
2049-11-18
3.250000
1000.00
708.63
Corporate Debt Securities
SCHWAB CHARLES CORP PERP GLBL K NT5%
549300VSGCJ7E698NM85
2500-12-31
5.000000
1000.00
888.33
Corporate Debt Securities
SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28
2028-10-20
4.750000
81225.00
75457.98
Corporate Debt Securities
PNC FINL SVCS GROUP INC PERP JR SB GLBL
CFGNEKW0P8842LEUIA51
2500-12-31
6.000000
3000.00
2813.00
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2021A 51
9R1Z5I36FERIBVKW4P77
2051-02-01
2.950000
74000.00
44273.09
Corporate Debt Securities
FREDDIE MAC SCRT SERIES 2022-2 M 20620425 FLT
2062-04-25
5.000000
63375.00
49566.20
Private Label Collateralized Mortgage Obligations
VISTRA OPERATIONS CO LLC SR SEC GLBL 24
549300ZH5GKBTJZ7NM23
2024-07-15
3.550000
1392000.00
1338397.95
Corporate Debt Securities
CHESAPEAKE FUNDING 2019-2 A-1 20310915 1.9
5493000HT7H4OFOD6Z12
2031-09-15
1.950000
52500000.00
4084397.16
Asset-Backed Securities
INTERNATIONAL BUSINESS MACHS SR NT 4%42
VGRQXHF3J8VDLUA7XE92
2042-06-20
4.000000
1000.00
788.08
Corporate Debt Securities
CHENANGO PARK CLO LTD 2018 C 20300415 FLT
2030-04-15
7.079140
1307341.00
1137952.75
Asset-Backed Securities
METLIFE INC SR GLBL NT 45
C4BXATY60WC6XEOZDX54
2045-03-01
4.050000
260000.00
199914.00
Corporate Debt Securities
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
14.585600
8120000.00
8697656.22
Private Label Collateralized Mortgage Obligations
AMAZON COM INC SR GLBL NT 37
ZXTILKJKG63JELOEG630
2037-08-22
3.875000
148000.00
127442.37
Corporate Debt Securities
CENTERPOINT ENERGY HOUSTON ELE 1M GLBL -W BD 42
549300S8SEQBOJLKHW63
2042-08-01
3.550000
3000.00
2269.12
Corporate Debt Securities
FHLMC STACR 2021-DNA3 B-2 20331025 FLT
2033-10-25
9.246820
10000000.00
8051771.37
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA2 M-2 20331227 FLT
2033-12-27
5.046820
9159714.00
8135924.86
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA2 B-2 20331227 FLT
2033-12-27
8.446820
1000000.00
733197.80
Private Label Collateralized Mortgage Obligations
FHLMC STARC REMIC TR 2021-HQA3 B-1 20410925 FLT
2041-09-25
6.346820
3896900.00
3329194.94
Private Label Collateralized Mortgage Obligations
ARES CLO 2016-40RR C-RR 20290116 FLT
2029-01-16
6.879140
250045.00
222195.04
Asset-Backed Securities
ASTRAZENECA PLC SR GLBL NT 37
PY6ZZQWO2IZFZC3IOL08
2037-09-15
6.450000
99000.00
107438.92
Corporate Debt Securities
NELNET ED LN FDG 2005-2 B 20370322 FLT
2037-03-22
3.771710
330000.00
102378.73
Asset-Backed Securities
UNITED AIRLINES PT CERT 2013-1 A 20270215 4.3
2027-02-15
4.300000
4000.00
2262.10
Asset-Backed Securities
FHLMC STACR REMIC TR 2022-DNA2 B-2 20420225 FLT
S6XOOCT0IEG5ABCC6L87
2042-02-25
11.496800
2542412.00
2168387.95
Private Label Collateralized Mortgage Obligations
WALMART INC SR GLBL NT3.7%28
Y87794H0US1R65VBXU25
2028-06-26
3.700000
2000.00
1918.01
Corporate Debt Securities
FHLMC REMIC TRUST 2022-HQA1 B-2 20420325 FLT
2042-03-25
13.996800
5432860.00
4981355.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA3 M-1B 20420425 FLT
2042-04-25
5.896820
4616990.00
4275257.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA3 M-2 20420425 FLT
2042-04-25
7.346820
1925370.00
1783324.81
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA3 B-1 20420425 FLT
2042-04-25
8.646820
2750000.00
2545260.13
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA4 M-1B 20420527 FLT
2042-05-27
6.346820
12600000.00
11873607.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA4 M-2 20420527 FLT
2042-05-27
8.246820
2000000.00
1885720.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-1 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
7.935570
2054424.00
2057124.74
Private Label Collateralized Mortgage Obligations
WALMART INC SR GLBL NT3.7%28
Y87794H0US1R65VBXU25
2028-06-26
3.700000
3000.00
2877.02
Corporate Debt Securities
FHLMC STACR 2019-FTR2 B-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
10.985600
6000000.00
5305655.57
Private Label Collateralized Mortgage Obligations
TUCSON ELEC PWR CO SR GLBL NT1.5%30
YLF139GXSRKPBBTNZL03
2030-08-01
1.500000
2000.00
1493.86
Corporate Debt Securities
TARGA RES PARTNERS / TARGA RES SR GLBL NT5.5%30
2030-03-01
5.500000
2000.00
1868.01
Corporate Debt Securities
TARGA RES PARTNERS / TARGA RES SR GLBL NT5.5%30
2030-03-01
5.500000
2000.00
1868.01
Corporate Debt Securities
BELLEMAEDE RE 2020-2 LTD M-2 20300826 FLT
2030-08-26
9.585570
220009.00
220915.35
Asset-Backed Securities
BELLEMAEDE RE 2020-2 LTD M-2 20300826 FLT
2030-08-26
9.585570
1495204.00
1501363.63
Asset-Backed Securities
CARLYLE US CLO 2021-1 LTD A-2 20340417 FLT
2034-04-17
5.529140
457278.00
424454.69
Asset-Backed Securities
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
14.335600
879369.00
947973.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
15.835600
854092.00
938460.29
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE INTERNATIONAL SR GLBL COCO 28
549300506SI9CRFV9Z86
2028-01-09
4.282000
530000.00
445752.70
Corporate Debt Securities
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
786170.00
639500.81
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R02 2B-1 20411125 FLT
B1V7KEBTPIMZEU4LTD58
2041-11-25
6.296820
1086000.00
957783.01
Private Label Collateralized Mortgage Obligations
CONN AVN SEC TR 2022-R06 1M-2 20420527 FLT
2042-05-27
6.846820
6905923.00
6623388.82
Private Label Collateralized Mortgage Obligations
CONN AVN SEC TR 2022-R06 1B-2 20420527 FLT
2042-05-27
13.596800
370619.00
358057.29
Private Label Collateralized Mortgage Obligations
ENBRIDGE INC MTN CDS- SR GLBL NT 26
98TPTUM4IVMFCZBCUR27
2026-12-01
4.250000
4000.00
3852.19
Corporate Debt Securities
CONN AVE SECS 2021-R01 1B-1 20411025 FLT
2041-10-25
6.096820
900000.00
813686.52
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R01 1B-2 20411025 FLT
2041-10-25
8.996820
500000.00
428605.73
Private Label Collateralized Mortgage Obligations
EXELON CORP SR GLBL NT 30
3SOUA6IRML7435B56G12
2030-04-15
4.050000
2000.00
1803.96
Corporate Debt Securities
EXELON CORP SR GLBL NT 30
3SOUA6IRML7435B56G12
2030-04-15
4.050000
2000.00
1803.96
Corporate Debt Securities
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
549300BL200YC56BUV20
2048-09-25
7.485570
1090000.00
1070283.64
Private Label Collateralized Mortgage Obligations
VIRGINIA ELEC & PWR CO SR 2013-B NT4%4
CQKUMNNZVDJLRYV2PT43
2043-01-15
4.000000
1000.00
776.55
Corporate Debt Securities
COMMONSPIRIT HEALTH SR GLBL -2019 49
4SXHN5XW08IBO0UG2V58
2049-10-01
4.187000
3000.00
2148.72
Corporate Debt Securities
FHLMC STACR 2018-HRP2 B-1 20470225 FLT
549300YG8OJES76WL398
2047-02-25
7.785570
6200000.00
6024649.09
Private Label Collateralized Mortgage Obligations
JEFFERIES GROUP INC SR DEB 6.25%36
NY9Q8VBNB6D1L6YV0J84
2036-01-15
6.250000
10000.00
9344.23
Corporate Debt Securities
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
549300YG8OJES76WL398
2047-02-25
14.085600
6000000.00
6265323.57
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA1 B-2 20510125 FLT
2051-01-25
7.746820
3500000.00
2660119.48
Private Label Collateralized Mortgage Obligations
MCDONALDS CORP FR 4.875%120945
UE2136O97NLB5BYP9H04
2045-12-09
4.875000
2000.00
1780.66
Corporate Debt Securities
BLACKROCK INC GLBL NT 1.9%31
549300LRIF3NWCU26A80
2031-01-28
1.900000
266000.00
207538.08
Corporate Debt Securities
AT&T INC SR GLBL NT4.3%3
549300Z40J86GGSTL398
2030-02-15
4.300000
5000.00
4620.44
Corporate Debt Securities
FHLMC STACR 2021-DNA6 B-2 20411025 FLT
2041-10-25
10.496800
16589677.00
13940047.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 B-2 20411125 FLT
S6XOOCT0IEG5ABCC6L87
2041-11-25
10.796800
643011.00
540944.88
Private Label Collateralized Mortgage Obligations
AT&T INC SR GLBL NT4.3%3
549300Z40J86GGSTL398
2030-02-15
4.300000
2000.00
1848.18
Corporate Debt Securities
FHLMC STACR REMIC TR 2021-HQA4 B-2 20411226 FLT
2041-12-26
9.996820
2750000.00
2143069.88
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 2M-2 20400227 FLT
2040-02-27
7.235570
13850170.00
13789588.36
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA2 M-2 20420225 FLT
S6XOOCT0IEG5ABCC6L87
2042-02-25
6.746820
844702.00
772974.53
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TRUST 2022-HQA1 M-2 20420325 FLT
2042-03-25
8.246820
3296927.00
3092463.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 M-2 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
5.485570
305277.00
52395.69
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 B-2 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
8.685570
1000000.00
824392.59
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R02 2B-1 20420127 FLT
2042-01-27
7.496820
3000000.00
2677870.41
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R05 2B-2 20420425 FLT
2042-04-25
9.996820
8525528.00
8084614.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA2 B-1 20500325 FLT
2050-03-25
7.685570
5977265.00
5599579.13
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA2 B-2 20500325 FLT
2050-03-25
11.185600
1000000.00
951001.26
Private Label Collateralized Mortgage Obligations
CORNING INC SR GLBL NT 57
549300X2937PB0CJ7I56
2057-11-15
4.375000
1792000.00
1312305.99
Corporate Debt Securities
TELUS CORPORATION SR GLBL NT4.6%48
L2TEUTQ8OSHMJWVLCE40
2048-11-16
4.600000
8000.00
6585.47
Corporate Debt Securities
FHLMC REMIC 2020-HQA4 B-1 20500926 FLT
2050-09-26
8.835570
11304964.00
11196216.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA5 B-1 20501025 FLT
2050-10-25
7.796820
4250000.00
4216550.25
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA6 B-2 20501227 FLT
2050-12-27
8.646820
3494626.00
2819705.86
Private Label Collateralized Mortgage Obligations
ENBRIDGE INC MTN CDS- SR GLBL NT 26
98TPTUM4IVMFCZBCUR27
2026-12-01
4.250000
2000.00
1926.10
Corporate Debt Securities
CONNECTICUT AVE SECS 2022-R01 1B-2 20411226 FLT
2041-12-26
8.996820
3097031.00
2654912.70
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2019-1 M 20580725 FLT
2058-07-25
4.750000
1849900.00
1528580.39
Private Label Collateralized Mortgage Obligations
FREDDIE SCRT SERIES 2021-1 M 20600925 FLT
2060-09-25
4.250000
510187.00
426255.46
Private Label Collateralized Mortgage Obligations
MYLAN INC 5.2%48
30ZMPDNA1RHIBH89C294
2048-04-15
5.200000
1630000.00
1104408.31
Corporate Debt Securities
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
S6XOOCT0IEG5ABCC6L87
2029-10-25
8.735570
5357765.00
5628165.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
B1V7KEBTPIMZEU4LTD58
2028-04-25
9.135570
668000.00
175768.51
Private Label Collateralized Mortgage Obligations
INTERCONTINENTAL EXCHANGE INC SR GLBL NT 28
5493000F4ZO33MV32P92
2028-09-21
3.750000
100000.00
92309.67
Corporate Debt Securities
JPMORGAN CHASE & CO ALT TIER I PERP
8I5DZWZKVSZI1NUHU748
2500-12-31
3.650000
227000.00
188315.42
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
B1V7KEBTPIMZEU4LTD58
2030-12-26
8.085570
1300000.00
1316625.17
Private Label Collateralized Mortgage Obligations
MCDONALDS CORP FR 2.625%090129
UE2136O97NLB5BYP9H04
2029-09-01
2.625000
1000.00
856.46
Corporate Debt Securities
HARBORVIEW MTG LN TR 2005-9 2-A-1A 20350620 FLT
2035-06-20
4.169140
2740328.00
84675.90
Private Label Collateralized Mortgage Obligations
MULTIFMLY CONN AVE SEC 2020-01 M-10 20500325 FLT
5493002KQF9IH3CTQZ40
2050-03-25
7.335570
2853517.00
2648430.72
Private Label Collateralized Mortgage Obligations
ACE CAP TR II JR SB DEB 9.7%30
2030-04-01
9.700000
1000.00
1251.08
Corporate Debt Securities
AMAZON COM INC SR GLBL NT1.5%30
ZXTILKJKG63JELOEG630
2030-06-03
1.500000
100000.00
79081.67
Corporate Debt Securities
CONNECTICUT AVE SEC 2022-R04 1B-2 20420325 FLT
2042-03-25
12.496800
98178.00
95055.13
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R04 1M-2 20420325 FLT
2042-03-25
6.096820
4600000.00
4306088.23
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R03 1B-2 20411226 FLT
2041-12-26
8.496820
310471.00
259288.66
Private Label Collateralized Mortgage Obligations
ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 26
2EULGUTUI56JI9SAL165
2026-03-11
4.550000
1192000.00
1151864.70
Corporate Debt Securities
BK OF AMERICA CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
2000.00
1726.24
Corporate Debt Securities
BK OF AMERICA CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
2000.00
1726.24
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR GLBL NT4.3%48
54930030NVF3Y2OL0A78
2048-02-15
4.300000
2000.00
1471.78
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR GLBL NT4.3%48
54930030NVF3Y2OL0A78
2048-02-15
4.300000
4000.00
2943.55
Corporate Debt Securities
SOCIETE GENERALE FR 1.488%121426
O2RNE8IBXP4R0TD8PU41
2026-12-14
1.488000
417000.00
351135.41
Corporate Debt Securities
FLORIDA PWR & LT CO 1M BD 3.25%24
A89MY1K3YLIGJMYWVX50
2024-06-01
3.250000
1000.00
988.31
Corporate Debt Securities
FHLMC SCRTT SERIES 2020-2 M 20591125 FLT
2059-11-25
4.250000
9500000.00
7866965.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
7.285570
579000.00
569777.26
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
11.335600
3658130.00
3519045.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA3 B-1 20331025 FLT
2033-10-25
6.496820
4000000.00
3424679.21
Private Label Collateralized Mortgage Obligations
FHLMC STARC 2021-DNA5 B-2 20340125 FLT
2034-01-25
8.496820
2000000.00
1499946.27
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA3 B-2 20490726 FLT
549300KB1O80CETXGJ21
2049-07-26
11.735600
1000000.00
973550.93
Private Label Collateralized Mortgage Obligations
BRISTOL-MYERS SQUIBB CO SR GLBL NT 30
HLYYNH7UQUORYSJQCN42
2030-11-13
1.450000
61000.00
47307.74
Corporate Debt Securities
FHLMC STACR 2019-HQA3 B-2 20490927 FLT
2049-09-27
11.085600
1000000.00
934645.59
Private Label Collateralized Mortgage Obligations
BANK NEW YORK MELLON CORP PERP SUB GLBL -F
WFLLPEPC7FZXENRZV188
2099-12-31
4.625000
13000.00
11174.64
Corporate Debt Securities
BANK NEW YORK MELLON CORP ALT TIER I PERP
WFLLPEPC7FZXENRZV188
2500-12-31
3.750000
1160000.00
891194.17
Corporate Debt Securities
CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
7.935570
3000000.00
2944498.79
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R06 2B-1 20390926 FLT
2039-09-26
7.335570
1971649.00
1848495.06
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R02 2M-2 20420127 FLT
2042-01-27
5.996820
4812000.00
4298475.25
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 B-1 20290827 FLT
S6XOOCT0IEG5ABCC6L87
2029-08-27
8.585570
250000.00
254603.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
S6XOOCT0IEG5ABCC6L87
2029-07-25
8.535570
930000.00
966649.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
S6XOOCT0IEG5ABCC6L87
2023-11-27
7.835570
20375500.00
7375445.85
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
B1V7KEBTPIMZEU4LTD58
2029-11-26
8.635570
467652.00
483698.20
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
B1V7KEBTPIMZEU4LTD58
2029-09-25
9.085570
400770.00
425815.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
B1V7KEBTPIMZEU4LTD58
2029-07-25
9.335570
8460000.00
9029518.13
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
B1V7KEBTPIMZEU4LTD58
2028-04-25
9.285570
1051000.00
363670.39
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
B1V7KEBTPIMZEU4LTD58
2025-07-25
8.585570
31132263.00
4568203.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
B1V7KEBTPIMZEU4LTD58
2024-07-25
6.585570
4374059.00
1256833.87
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
B1V7KEBTPIMZEU4LTD58
2024-05-28
6.185570
23600000.00
8336882.93
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
B1V7KEBTPIMZEU4LTD58
2023-10-25
8.835570
70549106.00
17833765.11
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-HRP1 M-2 20391125 FLT
549300Z5THZ1JXIHVK60
2039-11-25
5.735570
5000000.00
2061053.46
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R03 1B-1 20420325 FLT
2042-03-25
9.246820
2000000.00
1959866.27
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
8.835570
750000.00
647985.76
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
7.685570
935107.00
930624.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 B-2 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
8.835570
1250000.00
1047664.49
Private Label Collateralized Mortgage Obligations
FHLMC REMIC 2020-HQA3 B-1 20500725 FLT
2050-07-25
9.335570
11282000.00
11423926.75
Private Label Collateralized Mortgage Obligations
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0316
295000000.00
295000000.00
0.0023
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.220000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0UPME1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RADNOR RE LTD 2021-2 M-2 20311125 FLT
2031-11-25
7.996820
59070000.00
52127195.93
Asset-Backed Securities
RENAISSANCE HEQ 2005-3 M-1 20351125 FLT
2035-11-25
5.256000
4050000.00
1484890.30
Asset-Backed Securities
MASTR ABS TR 2006-HE1 M-2 20360125 FLT
2036-01-25
4.155570
15235000.00
10564031.50
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
635400VQIBXGEB9ZUC59
2033-01-25
3.875570
16843000.00
7789067.46
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 B 20330125 FLT
635400VQIBXGEB9ZUC59
2033-01-25
3.975570
3270000.00
1280579.73
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-1 B 20370525 FLT
635400ZLDAQQL4PJBJ98
2037-05-25
4.005570
2085000.00
685103.05
Asset-Backed Securities
WELLS FARGO HEQ 2005-2 M-11 20340925 FLT
2034-09-25
7.335570
2016000.00
1809363.22
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-1 M5 20350225 FLT
2035-02-25
5.085570
4100000.00
2880670.64
Asset-Backed Securities
ACE SECS HEQ 2005-HE5 M-5 20350825 FLT
2035-08-25
4.545570
6375000.00
3531828.46
Asset-Backed Securities
ACE SECS HEQ 2005-SD3 M-2 20450825 FLT
2045-08-25
5.835570
2182000.00
1593762.46
Asset-Backed Securities
ASSET BACKED FDG 2005-HE1 M-5 20350325 FLT
2035-03-25
4.635570
24649389.00
4187376.76
Asset-Backed Securities
ATLAS SR LN FD XI LTD 2018-11 E 20310728 FLT
635400RPGP64VI1SZW03
2031-07-28
10.076900
337474.00
210246.15
Asset-Backed Securities
CWABS INC 2005-13 MV-3 20360225 FLT
2036-02-25
4.320570
17000000.00
13951527.62
Asset-Backed Securities
CWABS INC 2004-8 M-5 20341025 FLT
2034-10-25
5.610570
4312000.00
432705.47
Asset-Backed Securities
AAMES MTG TR 2005-2 M6 20350725 FLT
2035-07-25
4.665570
3796000.00
2614785.75
Asset-Backed Securities
CWABS INC 2005-1 MF-4 20350425 FLT
2035-04-25
5.654000
4000000.00
2265272.14
Asset-Backed Securities
CWABS INC 2005-1 MV-8 20350325 FLT
2035-03-25
5.685570
4000000.00
2777463.52
Asset-Backed Securities
BRAVO MTG ASSET TR 2006-1 M-2 20360725 FLT
2036-07-25
4.260570
61952000.00
7863400.37
Asset-Backed Securities
AAMES MTG TR 2004-1 M7 20350125 FLT
2035-01-25
6.285570
2000000.00
1339621.19
Asset-Backed Securities
AAMES MTG TR 2004-1 M7 20350125 FLT
2035-01-25
6.285570
5499900.00
3683891.29
Asset-Backed Securities
EXETER AUTO RECV TR 2021-3 E 20281215 3.0
2028-12-15
3.040000
1312000.00
1134329.11
Asset-Backed Securities
510 LOAN ACQUISITION TR 2020-1 A 20600929 5.1
2060-09-29
5.107000
35230892.00
23453608.80
Asset-Backed Securities
HOME RE 2021-1 LTD M-2 20330725 FLT
2033-07-25
6.435570
2347460.00
2129856.55
Asset-Backed Securities
NATIONSTAR HEQ LN TR 2007-C M-1 20370625 FLT
2037-06-25
3.835570
7511000.00
6100526.30
Asset-Backed Securities
GSAMP TRUST 2006-HE4 M-1 20360625 FLT
2036-06-25
4.035570
7435000.00
5775259.07
Asset-Backed Securities
GENUINE PARTS CO SR GLBL NT 30
549300D46DQVEU651W04
2030-11-01
1.875000
99000.00
74657.38
Corporate Debt Securities
LATAM AIRLS GROUP S A / PROFES SR 144A NT 29
549300HX3UUDPEFTG707
2029-10-15
13.375000
74000.00
73774.92
Corporate Debt Securities
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 53
2053-12-01
4.674000
84000.00
73710.97
Corporate Debt Securities
BAT CAPITAL CORP SR GLBL NT 32
2138005GYEXN7XRHFA84
2032-10-19
7.750000
499000.00
511451.71
Corporate Debt Securities
BOEING CO 3.9%49
RVHJWBXLJ1RFUBSY1F30
2049-05-01
3.900000
200000.00
133616.00
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT62
2062-06-30
3.950000
100000.00
60110.67
Corporate Debt Securities
CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29
2029-11-01
6.000000
3268000.00
2777800.00
Corporate Debt Securities
DIAMOND FGN ASSET CO / DIAMOND SR SEC GLBL 27
2027-04-22
9.000000
1.00
0.90
Corporate Debt Securities
EMERSON ELEC CO SR GLBL NT 30
FGLT0EWZSUIRRITFOA30
2030-10-15
1.950000
1000.00
789.31
Corporate Debt Securities
FREEDOM MORTGAGE CORPORATION SR 144A NT 27
549300LYRWPSYPK6S325
2027-01-15
6.625000
441000.00
340525.62
Corporate Debt Securities
TIBCO SOFTWARE INC SR SEC GLBL 29
2029-03-31
6.500000
4000.00
3512.39
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL DEB 28
2028-04-15
6.940000
6425000.00
6721992.06
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT4.4%32
VGRQXHF3J8VDLUA7XE92
2032-07-27
4.400000
370000.00
344110.69
Corporate Debt Securities
LAND O LAKES INC PERP SUB -A 144A
4ONCJWH5BBCYSJIJYX61
2500-12-31
8.000000
328000.00
324792.89
Corporate Debt Securities
MALLINCKRODT INTL FIN SA / CB SR GLBL 144A 25
2025-04-15
10.000000
26000.00
23527.05
Corporate Debt Securities
TCI-SYMPHONY CLO 2017-1 E 20300715 FLT
2030-07-15
10.529100
2100000.00
1749561.80
Asset-Backed Securities
GPS HOSPITALITY HLDG CO LLC SR 144A NT 7%28
2028-08-15
7.000000
501000.00
361375.20
Corporate Debt Securities
GPS HOSPITALITY HLDG CO LLC SR 144A NT 7%28
2028-08-15
7.000000
1000.00
721.31
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL D26
7LTWFZYICNSX8D621K86
2026-07-14
6.119000
710000.00
691026.69
Corporate Debt Securities
C-BASS ABS LLC 2004-CB4 M-2 20340625 FLT
2034-06-25
6.767000
4300000.00
594168.83
Asset-Backed Securities
ML MTG INVESTORS 2005-FM1 M-2 20360525 FLT
2036-05-25
4.455570
14049900.00
11098024.37
Asset-Backed Securities
BURLINGTON RES INC SR GLBL DB8.2%25
0FJ5X7MVCTSE8OEPQE56
2025-03-15
8.200000
2944000.00
3176628.34
Corporate Debt Securities
ACCREDITED MTG LN TR 2007-1 M-3 20370225 FLT
2037-02-25
3.875570
12152000.00
9032933.14
Asset-Backed Securities
PROVIDENCE ST JOSEPH HEALTH SR -2021A BD 51
2051-10-01
2.700000
1000.00
541.28
Corporate Debt Securities
CWABS INC 2006-2 M-3 20360425 FLT
2036-04-25
4.245570
3100000.00
2096495.77
Asset-Backed Securities
CWABS INC 2005-3 MV-8 20350425 FLT
2035-04-25
5.685570
3531000.00
2898149.65
Asset-Backed Securities
COINSTAR FUNDING LLC 2018-1 A-2 20470425 5.0
2047-04-25
5.082000
50000000.00
44199779.88
Asset-Backed Securities
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49
2049-12-01
5.212000
185000.00
169197.77
Corporate Debt Securities
FIRST FRANKLIN MTG 2005-FF6 M-4 20360525 FLT
2036-05-25
4.560570
3257529.00
2129889.50
Asset-Backed Securities
NSTAR ELEC CO SR DEB 5.5%40
54930080R72Y2Z31UR68
2040-03-15
5.500000
7900000.00
7583666.44
Corporate Debt Securities
BEAR STEARNS ABS TR 2006-HE3 M-2 20360425 FLT
2036-04-25
4.155570
12470400.00
11088026.59
Asset-Backed Securities
FIBRIA OVERSEAS FIN LTD SR GLBL NT5.5%27
549300WABWKSHESAMG92
2027-01-17
5.500000
2000.00
1941.47
Corporate Debt Securities
FIDELITY NATL INFORMATION SVCS SR GLBL NT4.5%46
6WQI0GK1PRFVBA061U48
2046-08-15
4.500000
981000.00
739095.21
Corporate Debt Securities
HOST HOTELS & RESORTS LP SR -H NT3.375%2
FXB7X4WXVA8QPMNOGS12
2029-12-15
3.375000
100000.00
81134.00
Corporate Debt Securities
FIVE POINT OPERATING COMPANY SR GLBL 144A 25
2025-11-15
7.875000
21000.00
18253.67
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 29
2S72QS2UO2OESLG6Y829
2029-12-03
4.016000
200000.00
183644.04
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 27
549300WTZWR07K8MNV44
2027-03-01
2.950000
100000.00
91387.67
Corporate Debt Securities
GLAXOSMITHKLINE CAP INC SR GLBL NT 38
5493007Q8VD7Q3ZYZS59
2038-05-15
6.375000
1328000.00
1454207.59
Corporate Debt Securities
ROLLS ROYCE PLC FR 5.75%101527
X57JK1U580XATGR67572
2027-10-15
5.750000
2000000.00
1814791.67
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 27
549300I7UVBGWRYMYZ18
2027-10-15
6.875000
544000.00
502854.33
Corporate Debt Securities
GSAMP TRUST 2005-WMC1 M-2 20350925 FLT
2035-09-25
4.365570
1418060.00
584438.82
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT
2037-02-25
3.815570
66400001.00
36952400.74
Asset-Backed Securities
CONN AVE SECS 2020-SBT1 2M-2 20400227 FLT
2040-02-27
7.235570
319560.00
318162.22
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA2 B-1 20420225 FLT
S6XOOCT0IEG5ABCC6L87
2042-02-25
7.746820
546991.00
483203.17
Private Label Collateralized Mortgage Obligations
EBAY INC. SR GLBL FL NT 23
OML71K8X303XQONU6T67
2023-01-30
5.284710
4594000.00
4596940.16
Corporate Debt Securities
TICP CLO III- 2 LTD 2018-3-2 E 20280420 FLT
2028-04-20
10.142600
250000.00
230757.28
Asset-Backed Securities
METAL 2017-1 LTD B 20421015 6.5
2042-10-15
6.500000
10000000.00
756985.11
Asset-Backed Securities
ICG US CLO 2014-2RR F-RR 20310115 FLT
635400O9MVLOIBCDSR77
2031-01-15
11.499100
2420000.00
1500477.17
Asset-Backed Securities
JPMORGAN CHASE & CO PERP SUB GLBL -
8I5DZWZKVSZI1NUHU748
2500-12-31
6.000000
71000.00
70833.86
Corporate Debt Securities
JPMORGAN CHASE & CO PERP SUB GLBL -
8I5DZWZKVSZI1NUHU748
2500-12-31
6.000000
525000.00
523771.50
Corporate Debt Securities
JPMORGAN CHASE & CO PERP SUB GLBL -
8I5DZWZKVSZI1NUHU748
2500-12-31
6.000000
504000.00
502820.64
Corporate Debt Securities
PEOPLES CHOICE HM LN 2005-3 M4 20350825 FLT
2035-08-25
4.635570
8187000.00
5343921.76
Asset-Backed Securities
POPULAR ABS 2006-A M-3 20360225 FLT
2036-02-25
4.620570
3600000.00
2630824.81
Asset-Backed Securities
ASSET BACKED FDG 2005-HE1 M-4 20350325 FLT
2035-03-25
4.590570
16231640.00
2871109.81
Asset-Backed Securities
CAESARS ENTERTAINMENT INC NEW SR SEC GLBL 25
549300FA4CTCW903Y781
2025-07-01
6.250000
181000.00
180841.32
Corporate Debt Securities
CWABS INC 2006-11 MV-1 20350625 FLT
2035-06-25
3.855570
4547086.00
2981442.48
Asset-Backed Securities
CWABS INC 2004-12 MV-6 20350225 FLT
2035-02-25
5.385570
418000.00
323857.92
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-1 B 20331125 FLT
635400RGALHFSPGKCR23
2033-11-25
3.915570
6530000.00
3430160.65
Asset-Backed Securities
RHP HOTEL PPTY/ RHP FINANCE SR GLBL 144A 29
2029-02-15
4.500000
1475000.00
1308325.00
Corporate Debt Securities
CWABS INC 2005-4 MV-7 20350725 FLT
2035-07-25
5.460570
17250000.00
11388075.14
Asset-Backed Securities
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
7.750000
2741000.00
2429515.81
Corporate Debt Securities
BEAR STEARNS ABS TR 2006-PC1 M-4 20351225 FLT
2035-12-25
4.530570
13230000.00
11102452.16
Asset-Backed Securities
MARRIOTT INTL INC NEW CR SEN SR GLBL31
225YDZ14ZO8E1TXUSU86
2031-04-15
2.850000
200000.00
156921.33
Corporate Debt Securities
BEAR STEARNS ABS TR 2007-2 M-1 20370525 FLT
2037-05-25
4.235570
3650000.00
2159901.66
Asset-Backed Securities
CITICORP RES MTG TR 2006-2 M-2 20360925 FLT
2036-09-25
4.997520
4311000.00
3552990.83
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
6.885570
57670000.00
54859890.55
Asset-Backed Securities
VENATOR FIN S A R L/VENATOR SR SEC GLBL 25
2025-07-01
9.500000
2000.00
1347.81
Corporate Debt Securities
CWABS INC 2007-10 2-M-1 20361125 FLT
2036-11-25
3.845570
15432864.00
10859229.22
Asset-Backed Securities
GSAMP TRUST 2005-AHL2 M-1 20351225 FLT
2035-12-25
4.245570
12600000.00
5072782.99
Asset-Backed Securities
ROYAL CARIBBEAN GROUP SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
3000.00
2495.86
Corporate Debt Securities
HOME RE LTD 2018-1 M-2 20281025 FLT
254900E6IUAJSN9WD709
2028-10-25
6.585570
39750000.00
35999628.39
Asset-Backed Securities
JP MORGAN MTG ACQ 2007-CH1 MF-1 20361125 FLT
2036-11-25
4.616600
1826000.00
1805760.92
Asset-Backed Securities
JOHNSON & JOHNSON SR GLBL NT 47
549300G0CFPGEF6X2043
2047-03-03
3.750000
9515000.00
7664919.26
Corporate Debt Securities
NOVASTAR HEQ LN TR 2005-3 M-4 20360125 FLT
2036-01-25
4.470570
6300000.00
5220038.40
Asset-Backed Securities
OPTION ONE MTG LN TR 2005-1 M-2 20350225 FLT
2035-02-25
4.395570
8800000.00
1734999.03
Asset-Backed Securities
GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24
2024-09-15
6.500000
4.00
3.25
Corporate Debt Securities
DISCOVER FINL SVCS SR GLBL NT4.1%27
Z1YLO2USPORE63VVUL20
2027-02-09
4.100000
300000.00
275648.67
Corporate Debt Securities
EMERA INC SUB COCO 76
NQZVQT2P5IUF2PGA1Q48
2076-06-15
6.750000
2000.00
1901.30
Corporate Debt Securities
EMERA US FINANCE LP SR GLBL NT 46
2046-06-15
4.750000
300000.00
229363.33
Corporate Debt Securities
NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT
2035-11-25
4.200570
13837754.00
5657197.21
Asset-Backed Securities
CITIGROUP INC PERP SUB GLBL -W
6SHGI4ZSSLCXXQSBB395
2500-12-31
4.000000
2000.00
1691.33
Corporate Debt Securities
SBL HOLDINGS INC PERP JR SB 144A
2500-12-31
6.500000
1000.00
785.33
Corporate Debt Securities
AXALTA COATING SYS LLC/AXALTA SR GLBL 144A 27
2027-06-15
4.750000
798000.00
740913.07
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 32
XSGZFLO9YTNO9VCQV219
2032-02-04
2.450000
679000.00
488113.30
Corporate Debt Securities
AMERICA MOVIL SAB DE CV SR NT6.375%35
5493000FNR3UCEAONM59
2035-03-01
6.375000
99000.00
100652.10
Corporate Debt Securities
ELEVANCE HEALTH INC SR GLBL NT 31
8MYN82XMYQH89CTMTH67
2031-03-15
2.550000
1000.00
809.94
Corporate Debt Securities
AMC ENTMT HLDGS INC SUB GLBL PIK 26
549300ZO77UNR6NRBR11
2026-06-15
10.000000
16039.00
9226.88
Corporate Debt Securities
AMC ENTMT HLDGS INC SUB GLBL PIK 26
549300ZO77UNR6NRBR11
2026-06-15
10.000000
11.00
6.33
Corporate Debt Securities
AT&T INC 4.35%29
549300Z40J86GGSTL398
2029-03-01
4.350000
354000.00
332090.94
Corporate Debt Securities
PFIZER INC SR NT 7.2%39
765LHXWGK1KXCLTFYQ30
2039-03-15
7.200000
5276000.00
6235968.20
Corporate Debt Securities
PATTERSON-UTI ENERGY INC SR GLBL NT 29
254900XGFBKIXD6G0697
2029-11-15
5.150000
2000.00
1803.07
Corporate Debt Securities
ENEL FIN INTL N.V. 3.5%28
0YQH6LCEF474UTUV4B96
2028-04-06
3.500000
548000.00
457417.43
Corporate Debt Securities
NISOURCE INC 5.65%
549300D8GOWWH0SJB189
2500-12-31
5.650000
1000.00
941.34
Corporate Debt Securities
TRIUMPH GROUP INC NEW SR SEC GLBL 24
5493007L6S47Q14SL582
2024-06-01
8.875000
3534000.00
3708859.37
Corporate Debt Securities
WELLS FARGO & CO TIER I PERP GLB
PBLD0EJDB5FWOLXP3B76
2500-12-31
3.900000
1299000.00
1106726.35
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 43
02S2RPPVO9RP4NEU2740
2043-09-15
6.150000
99000.00
81524.35
Corporate Debt Securities
SERVICE PPTYS TR SR GLBL NT7.5%25
529900IS770AG1K9QG27
2025-09-15
7.500000
600000.00
596030.00
Corporate Debt Securities
AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26
2026-04-20
5.500000
1032640.00
994295.78
Corporate Debt Securities
CARNIVAL CORP SR SEC GLBL 28
F1OF2ZSX47CR0BCWA982
2028-08-01
4.000000
8000000.00
6562071.11
Corporate Debt Securities
NETFLIX INC. SR GLBL NT 28
549300Y7VHGU0I7CE873
2028-04-15
4.875000
1677000.00
1617746.00
Corporate Debt Securities
NISOURCE INC 5.65%
549300D8GOWWH0SJB189
2500-12-31
5.650000
2000.00
1882.69
Corporate Debt Securities
ENERGY TRANSFER L P SR GLBL NT 26
5493008K8W3OKZE54J59
2026-01-15
4.750000
300000.00
291850.83
Corporate Debt Securities
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0322
459000000.00
459000000.00
0.0035
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 3.170000%
549300LCO2FLSSVFFR64
0000050916
ARP0UPXM1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BK OF AMERICA CORP SUB DEB 6.7%28
2028-07-15
6.700000
30000.00
31566.23
Corporate Debt Securities
FLEXTRONICS INTL LTD SR GLBL NT 30
549300EAQH74YHD07T53
2030-05-12
4.875000
6951000.00
6312240.75
Corporate Debt Securities
GENERAL ELECTRIC CO FR 5.25%061536
3C7474T6CDKPR9K6YT90
2036-06-15
5.250000
35000.00
31986.27
Corporate Debt Securities
GENUINE PARTS CO SR GLBL NT 30
549300D46DQVEU651W04
2030-11-01
1.875000
134000.00
101051.41
Corporate Debt Securities
FIDELITY NATL INFORMATION SVCS SR GLBL NT 31
6WQI0GK1PRFVBA061U48
2031-03-01
2.250000
2000000.00
1547680.00
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4.65%021539
784F5XWPLTWKTBV3E584
2039-02-15
4.650000
5000.00
4099.63
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 5.75%103124
784F5XWPLTWKTBV3E584
2024-10-31
5.750000
618000.00
618821.94
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 6%103125
784F5XWPLTWKTBV3E584
2025-10-31
6.000000
8000.00
8021.04
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT3.8%60
549300GZKULIZ0WOW665
2060-05-13
3.800000
10000.00
7360.23
Corporate Debt Securities
DUKE ENERGY CORP NEW GLBL NT 4.3%28
I1BZKREC126H0VB1BL91
2028-03-15
4.300000
2402000.00
2280664.30
Corporate Debt Securities
CITIGROUP INC VR 042514-042524
6SHGI4ZSSLCXXQSBB395
2024-04-25
5.708430
200000.00
198424.28
Corporate Debt Securities
HYUNDAI CAP AMER FR 1.15%111022
549300RIPPWJB5Z0FK07
2022-11-10
1.150000
475000.00
477157.69
Corporate Debt Securities
INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT 40
BZLRL03D3GPGMOGFO832
2040-11-15
3.268000
365000.00
252006.63
Corporate Debt Securities
JABIL INC SR GLBL NT 27
5493000CGCQY2OQU7669
2027-05-15
4.250000
1267000.00
1203074.57
Corporate Debt Securities
JPMORGAN CHASE & CO FR 1.6%122330
8I5DZWZKVSZI1NUHU748
2030-12-23
1.600000
12000.00
8661.11
Corporate Debt Securities
MACQUARIE BK LTD FR 3.052%030336
4ZHCHI4KYZG2WVRT8631
2036-03-03
3.052000
205000.00
145915.38
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 4.596%072630
WFLLPEPC7FZXENRZV188
2030-07-26
4.596000
7000.00
6655.38
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL REGS 27
353800DRBDH1LUTNAY26
2027-09-17
4.345000
500000.00
423069.93
Corporate Debt Securities
ABN AMRO BANK N.V. FR 3.324%031337
BFXS5XCH7N0Y05NIXW11
2037-03-13
3.324000
1000000.00
691589.67
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 27
R4PP93JZOLY261QX3811
2027-03-04
2.550000
125000.00
111132.19
Corporate Debt Securities
CELANESE US HLDGS LLC CR SEN SR GLBL24
CD30XVRLT4QO00B1C706
2024-07-05
5.900000
3108000.00
3107552.79
Corporate Debt Securities
CITIGROUP INC FR 2%091631
6SHGI4ZSSLCXXQSBB395
2031-09-16
2.000000
13000.00
8896.81
Corporate Debt Securities
CITIGROUP INC FR 10%111528
6SHGI4ZSSLCXXQSBB395
2028-11-15
0.00
100000.00
73500.00
Corporate Debt Securities
TORONTO DOMINION BANK FR 0.7%091024
PT3QB789TSUIDF371261
2024-09-10
0.700000
125000.00
114752.71
Corporate Debt Securities
TORONTO DOMINION BANK FR 5.45%103124
PT3QB789TSUIDF371261
2024-10-31
5.450000
35000.00
34973.40
Corporate Debt Securities
ENEL FIN AMER LLC SR 144A NT7.1%27
549300EGNLVUJX1DEC60
2027-10-14
7.100000
2314000.00
2322915.33
Corporate Debt Securities
EQUINIX INC SR GLBL NT 51
549300EVUN2BTLJ3GT74
2051-09-15
2.950000
85000.00
48874.10
Corporate Debt Securities
LOWES COS INC SR GLBL NT 29
WAFCR4OKGSC504WU3E95
2029-04-05
3.650000
3000.00
2712.74
Corporate Debt Securities
TRUIST FINL CORP FR 1.887%060729
549300DRQQI75D2JP341
2029-06-07
1.887000
143000.00
116210.09
Corporate Debt Securities
BRIGHTHOUSE FINANCIAL GLOBAL FR 1.75%011325
549300BLFX3KJ2IFOA78
2025-01-13
1.750000
205000.00
187800.50
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL NT 26
ZUE8T73ROZOF6FLBAR73
2026-03-03
2.636000
582000.00
536654.57
Corporate Debt Securities
CROWN CASTLE INC SR GLBL NT2.1%31
54930012H97VSM0I2R19
2031-04-01
2.100000
4200000.00
3144078.00
Corporate Debt Securities
DNB BANK ASA FR 5.896%100926
549300GKFG0RYRRQ1414
2026-10-09
5.896000
3620000.00
3584987.36
Corporate Debt Securities
JPMORGAN CHASE FINL CO LLC FR 5.4%103124
549300NJFDJOFYVV6789
2024-10-31
5.400000
507000.00
511360.20
Corporate Debt Securities
PRUDENTIAL FINL INC FR 3%031040
5PRBRS5FEH7NREC8OR45
2040-03-10
3.000000
150000.00
104011.50
Corporate Debt Securities
COOPERATIEVE RABOBANK U.A. FR 3.649%040628
DG3RU1DBUFHT4ZF9WN62
2028-04-06
3.649000
350000.00
314356.93
Corporate Debt Securities
RYDER SYS INC FR 4.3%061527
ZXJ6Y2OSPZXIVGRILD15
2027-06-15
4.300000
606000.00
580813.97
Corporate Debt Securities
MORGAN STANLEY FR 6.138%101626
IGJSJL3JD5P30I6NJZ34
2026-10-16
6.138000
2556000.00
2572681.73
Corporate Debt Securities
NISSAN MTR ACCEP CO LLC FR 1.05%030824
7D6DIU2QXTUJRFNNJA49
2024-03-08
1.050000
220000.00
202949.08
Corporate Debt Securities
MISSISSIPPI POWER CO GLBL 2021A FL 24
LNZ0J6YZ5SC6ILIRU850
2024-06-28
3.345000
50000.00
49149.81
Corporate Debt Securities
BK OF AMERICA CORP FR 1.53%120625
9DJT3UXIJIZJI4WXO774
2025-12-06
1.530000
375000.00
343789.69
Corporate Debt Securities
BANK OF MONTREAL FR 1.25%091526
NQQ6HPCNCCU6TUTQYE16
2026-09-15
1.250000
150000.00
127618.08
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 2.05%012627
WFLLPEPC7FZXENRZV188
2027-01-26
2.050000
496000.00
438925.14
Corporate Debt Securities
AUSTRALIA&NEW ZEALAND BKG GRP LW TIER II GLBL
JHE42UYNWWTJB8YTTU19
2030-07-22
2.950000
250000.00
225310.14
Corporate Debt Securities
AUTOZONE INC SR GLBL NT 24
GA3JGKJ41LJKXDN23E90
2024-04-18
3.125000
10000.00
9716.58
Corporate Debt Securities
BOEING CO SR GLBL NT2.8%27
RVHJWBXLJ1RFUBSY1F30
2027-03-01
2.800000
30000.00
26174.90
Corporate Debt Securities
BROOKLYN UNION GAS CO SR 144A NT 32
83BQ1DXS6VA5GZFK8S35
2032-08-05
4.866000
220000.00
200592.55
Corporate Debt Securities
COMMONWEALTH BANK OF AUSTRALIA FR 3.61%091234
MSFSBD3QN1GSN7Q6C537
2034-09-12
3.610000
3700000.00
2999676.33
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL SR GLBL 144A 23
549300506SI9CRFV9Z86
2023-12-14
4.470140
250000.00
240959.00
Corporate Debt Securities
DIAGEO CAP PLC GLBL NT 5.3%27
213800L23DJLALFC4O95
2027-10-24
5.300000
3835000.00
3863074.33
Corporate Debt Securities
DIAGEO CAP PLC GLBL NT 5.5%33
213800L23DJLALFC4O95
2033-01-24
5.500000
3720000.00
3768023.13
Corporate Debt Securities
AMERICAN NATIONAL GROUP INC SR GLBL 144A 32
549300I1RRC5M591MY93
2032-06-13
6.144000
728000.00
684561.70
Corporate Debt Securities
AMGEN INC SR GLBL NT2.3%31
62QBXGPJ34PQ72Z12S66
2031-02-25
2.300000
535000.00
428592.07
Corporate Debt Securities
AGREE LTD PARTNERSHIP SR GLBL NT4.8%32
549300DXY3G299V1BO77
2032-10-01
4.800000
44000.00
39101.92
Corporate Debt Securities
AIR LEASE CORP VR 060421-121522
5493004NW4M4P8TMMK63
2022-12-15
3.642570
300000.00
301177.32
Corporate Debt Securities
SWEDBANK AB SNR NPF 144A 27
M312WZV08Y7LYUC71685
2027-09-20
5.337000
210000.00
201629.40
Corporate Debt Securities
US BANCORP FR 2.677%012733
N1GZ7BBF3NP8GI976H15
2033-01-27
2.677000
91000.00
72230.33
Corporate Debt Securities
VERIZON COMMUNICATIONS INC FR 4.05%061549
2S72QS2UO2OESLG6Y829
2049-06-15
4.050000
50000.00
37034.50
Corporate Debt Securities
CAMERON LNG LLC SR SEC GLBL 38
549300C39FLHGVD73K22
2038-01-15
3.402000
14000.00
11029.16
Corporate Debt Securities
ALABAMA PWR CO SR -2009A NT6%39
0RL818ELFOHP5JHOFU19
2039-03-01
6.000000
2000.00
2004.20
Corporate Debt Securities
AT&T INC GLBL NT 3.85%60
549300Z40J86GGSTL398
2060-06-01
3.850000
600000.00
406315.00
Corporate Debt Securities
AT&T INC SR GLBL NT3.5%5
549300Z40J86GGSTL398
2053-09-15
3.500000
32000.00
20752.07
Corporate Debt Securities
ABBVIE INC SR NT 4.5%35
FR5LCKFTG8054YNNRU85
2035-05-14
4.500000
153000.00
139036.45
Corporate Debt Securities
ABBVIE INC SR NT 4.7%45
FR5LCKFTG8054YNNRU85
2045-05-14
4.700000
768000.00
655589.97
Corporate Debt Securities
ABBVIE INC SR GLBL NT 46
FR5LCKFTG8054YNNRU85
2046-05-14
4.450000
903000.00
746314.20
Corporate Debt Securities
ABBVIE INC SR GLBL NT3.8%25
FR5LCKFTG8054YNNRU85
2025-03-15
3.800000
2473000.00
2402409.59
Corporate Debt Securities
ALABAMA PWR CO SR -2015A NT 45
0RL818ELFOHP5JHOFU19
2045-03-01
3.750000
6000.00
4400.52
Corporate Debt Securities
ALBEMARLE CORP SR GLBL NT 32
HDBLS2Q6GV1LSKQPBS54
2032-06-01
5.050000
205000.00
192441.02
Corporate Debt Securities
ALBERTA PROV 2.95%24
LQPXMHHNJKIPJYE53543
2024-01-23
2.950000
14554000.00
14359712.19
Corporate Debt Securities
ALBERTA PROV GLBL BD 1.3%30
LQPXMHHNJKIPJYE53543
2030-07-22
1.300000
20000.00
15790.70
Corporate Debt Securities
CANADIAN PAC RY CO NEW GLBL NT 2.45%31
54930036474DURYNB481
2031-12-02
2.450000
76000.00
61230.18
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 33
6SHGI4ZSSLCXXQSBB395
2033-01-25
3.057000
2000000.00
1577684.00
Corporate Debt Securities
COMED FING III GTD PFD 6.35%33
2033-03-15
6.350000
40000.00
41132.16
Corporate Debt Securities
COMMONSPIRIT HEALTH SR GLBL -2020 30
4SXHN5XW08IBO0UG2V58
2030-10-01
2.782000
20000.00
15667.17
Corporate Debt Securities
COMMONWEALTH BANK OF AUSTRALIA FR 3.305%031141
MSFSBD3QN1GSN7Q6C537
2041-03-11
3.305000
200000.00
127045.69
Corporate Debt Securities
CONSTELLATION BRANDS INC SR GLBL NT 30
5493005GKEG8QCVY7037
2030-05-01
2.875000
252000.00
212432.22
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH VR 042418-042423
969500TJ5KRTCJQWXH05
2023-04-24
5.344570
430000.00
430636.07
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL COCO 31
549300506SI9CRFV9Z86
2031-04-01
4.194000
665000.00
520866.90
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL GLBL COCO 33
549300506SI9CRFV9Z86
2033-08-12
6.537000
450000.00
405501.08
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
425000.00
403947.22
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2032-05-28
3.035000
1380000.00
985608.08
Corporate Debt Securities
CITIGROUP INC SUB GLBL NT 46
6SHGI4ZSSLCXXQSBB395
2046-05-18
4.750000
855000.00
678961.44
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 30
6SHGI4ZSSLCXXQSBB395
2030-03-20
3.980000
22000.00
19507.90
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 24
6SHGI4ZSSLCXXQSBB395
2024-10-30
0.776000
420000.00
397576.20
Corporate Debt Securities
AMERICAN INTL GROUP INC SR GLBL NT 24
ODVCVCQG2BP6VHV36M30
2024-02-15
4.125000
63000.00
62709.46
Corporate Debt Securities
AMERICAN INTL GROUP INC JR SB GLBL-A9 48
ODVCVCQG2BP6VHV36M30
2048-04-01
5.750000
29000.00
26064.09
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT3.6%28
5493006ORUSIL88JOE18
2028-01-15
3.600000
2442000.00
2181951.42
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT3.8%29
5493006ORUSIL88JOE18
2029-08-15
3.800000
12000.00
10601.55
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT2.4%25
5493006ORUSIL88JOE18
2025-03-15
2.400000
7000.00
6501.51
Corporate Debt Securities
AMGEN INC SR GLBL NT 40
62QBXGPJ34PQ72Z12S66
2040-02-21
3.150000
244000.00
174946.78
Corporate Debt Securities
AEP TRANSMISSION CO LLC SR GLBL -K NT 49
549300X123Z1I0LA3Y84
2049-06-15
3.800000
2000.00
1476.43
Corporate Debt Securities
AT&T INC SR GLBL NT 46
549300Z40J86GGSTL398
2046-05-15
4.750000
80000.00
66940.22
Corporate Debt Securities
AT&T INC SR GLBL NT 47
549300Z40J86GGSTL398
2047-02-15
5.650000
20000.00
18764.36
Corporate Debt Securities
AT&T INC SR GLBL NT4.3%3
549300Z40J86GGSTL398
2030-02-15
4.300000
4000.00
3696.35
Corporate Debt Securities
AT&T INC GLBL NT 3.5%41
549300Z40J86GGSTL398
2041-06-01
3.500000
261000.00
188416.77
Corporate Debt Securities
ABBVIE INC GLBL NT 4.75%45
FR5LCKFTG8054YNNRU85
2045-03-15
4.750000
5485000.00
4664879.75
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.3%32
2032-01-30
3.300000
773000.00
588678.15
Corporate Debt Securities
AIR LEASE CORP FR 2.875%011526
5493004NW4M4P8TMMK63
2026-01-15
2.875000
95000.00
85605.95
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 3.625%101023
B6Q2VFHD1797Q7NZ3E43
2023-10-10
3.625000
2000.00
1978.33
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 1%091025
B6Q2VFHD1797Q7NZ3E43
2025-09-10
1.000000
118000.00
105335.85
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2%032428
B6Q2VFHD1797Q7NZ3E43
2028-03-24
2.000000
989000.00
834741.27
Corporate Debt Securities
BLACKSTONE SECD LENDING FD SR GLBL NT 23
549300KM7KWQHVBNH962
2023-07-14
3.650000
30000.00
29930.06
Corporate Debt Securities
BOSTON GAS CO SR GLBL 144A 32
FN7P4E7K9JOBORDEUX61
2032-03-16
3.757000
1500000.00
1264779.38
Corporate Debt Securities
US BANCORP FR 3.375%020524
N1GZ7BBF3NP8GI976H15
2024-02-05
3.375000
161000.00
159060.35
Corporate Debt Securities
US BANCORP FR 1.375%072230
N1GZ7BBF3NP8GI976H15
2030-07-22
1.375000
243000.00
180972.12
Corporate Debt Securities
WELLS FARGO & CO FR 2.188%043026
PBLD0EJDB5FWOLXP3B76
2026-04-30
2.188000
718000.00
653753.36
Corporate Debt Securities
BK OF AMERICA CORP VR 030518-030524
9DJT3UXIJIZJI4WXO774
2024-03-05
3.948140
6000.00
6015.85
Corporate Debt Securities
BK OF AMERICA CORP FR 3.974%020730
9DJT3UXIJIZJI4WXO774
2030-02-07
3.974000
22000.00
19686.54
Corporate Debt Securities
BK OF AMERICA CORP FR 3.458%031525
9DJT3UXIJIZJI4WXO774
2025-03-15
3.458000
126000.00
122102.64
Corporate Debt Securities
BK OF AMERICA CORP FR 2.496%021331
9DJT3UXIJIZJI4WXO774
2031-02-13
2.496000
30000.00
23717.34
Corporate Debt Securities
BK OF AMERICA CORP FR 1.319%061926
9DJT3UXIJIZJI4WXO774
2026-06-19
1.319000
3420000.00
3041154.06
Corporate Debt Securities
BK OF AMERICA CORP FR 2.676%061941
9DJT3UXIJIZJI4WXO774
2041-06-19
2.676000
240000.00
154730.88
Corporate Debt Securities
BK OF AMERICA CORP FR 0.81%102424
9DJT3UXIJIZJI4WXO774
2024-10-24
0.810000
1866000.00
1772956.57
Corporate Debt Securities
BK OF AMERICA CORP FR 2.831%102451
9DJT3UXIJIZJI4WXO774
2051-10-24
2.831000
170000.00
98316.18
Corporate Debt Securities
BK OF AMERICA CORP FR 0.976%042225
9DJT3UXIJIZJI4WXO774
2025-04-22
0.976000
686000.00
637008.62
Corporate Debt Securities
BK OF AMERICA CORP FR 2.687%042232
9DJT3UXIJIZJI4WXO774
2032-04-22
2.687000
35000.00
27022.16
Corporate Debt Securities
BK OF AMERICA CORP FR 0.523%061424
9DJT3UXIJIZJI4WXO774
2024-06-14
0.523000
825000.00
797965.00
Corporate Debt Securities
BK OF AMERICA CORP FR 2.482%092136
9DJT3UXIJIZJI4WXO774
2036-09-21
2.482000
403000.00
289369.22
Corporate Debt Securities
BK OF AMERICA CORP FR 1.843%020425
9DJT3UXIJIZJI4WXO774
2025-02-04
1.843000
120000.00
114332.87
Corporate Debt Securities
BK OF AMERICA CORP FR 2.972%020433
9DJT3UXIJIZJI4WXO774
2033-02-04
2.972000
182000.00
143105.20
Corporate Debt Securities
BANK OF MONTREAL FR 3.3%020524
NQQ6HPCNCCU6TUTQYE16
2024-02-05
3.300000
515000.00
506545.42
Corporate Debt Securities
BANK OF MONTREAL VR 120820-120823
NQQ6HPCNCCU6TUTQYE16
2023-12-08
3.257760
126000.00
125752.55
Corporate Debt Securities
BANK OF MONTREAL FR 0.949%012227
NQQ6HPCNCCU6TUTQYE16
2027-01-22
0.949000
676000.00
584597.87
Corporate Debt Securities
BANK OF MONTREAL VR 091521-091523
NQQ6HPCNCCU6TUTQYE16
2023-09-15
3.231540
5000.00
4994.80
Corporate Debt Securities
BANK OF MONTREAL VR 011022-011025
NQQ6HPCNCCU6TUTQYE16
2025-01-10
3.515910
37000.00
36285.65
Corporate Debt Securities
BANK OF MONTREAL VR 030822-030824
NQQ6HPCNCCU6TUTQYE16
2024-03-08
3.617760
717000.00
716129.67
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 1.8%072831
WFLLPEPC7FZXENRZV188
2031-07-28
1.800000
250000.00
189255.00
Corporate Debt Securities
BANK NOVA SCOTIA B C SUB GLBL COCO 25
L3I9ZG2KFGXZ61BMYR72
2025-12-16
4.500000
196000.00
190805.02
Corporate Debt Securities
BANK NOVA SCOTIA B C SUB GLBL COCO 37
L3I9ZG2KFGXZ61BMYR72
2037-05-04
4.588000
4879000.00
4142034.10
Corporate Debt Securities
BANK NOVA SCOTIA B C FR 3.45%041125
L3I9ZG2KFGXZ61BMYR72
2025-04-11
3.450000
127000.00
121181.71
Corporate Debt Securities
BANK NOVA SCOTIA B C VR 041222-041125
L3I9ZG2KFGXZ61BMYR72
2025-04-11
3.951310
197000.00
194440.02
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 26
213800LBQA1Y9L22JB70
2026-01-12
4.375000
842000.00
793438.94
Corporate Debt Securities
BAYER US FIN II LLC GLBL 144A NT 28
529900XWNEXYNJ3X6T40
2028-12-15
4.375000
200000.00
186373.56
Corporate Debt Securities
BECTON DICKINSON & CO SR GLBL NT 31
ICE2EP6D98PQUILVRZ91
2031-02-11
1.957000
2000.00
1547.88
Corporate Debt Securities
BIOGEN INC SR GLBL NT 25
W8J5WZB5IY3K0NDQT671
2025-09-15
4.050000
266000.00
257523.91
Corporate Debt Securities
APTIV PLC SR GLBL NT3.1%51
2051-12-01
3.100000
4712000.00
2700761.33
Corporate Debt Securities
ASSURED GTY US HLDGS INC SR GLBL NT 31
5493007YCE0652G9TZ64
2031-06-15
3.150000
410000.00
331956.50
Corporate Debt Securities
ATHENE HOLDING LTD SR GLBL NT 30
549300H316CT32FQXI76
2030-04-03
6.150000
35000.00
34016.94
Corporate Debt Securities
ATHENE HOLDING LTD SR GLBL NT3.5%31
549300H316CT32FQXI76
2031-01-15
3.500000
200000.00
159863.67
Corporate Debt Securities
AUSTRALIA&NEW ZEALAND BKG GRP FR 2.57%112535
JHE42UYNWWTJB8YTTU19
2035-11-25
2.570000
1343000.00
959688.03
Corporate Debt Securities
AUTOZONE INC SR NT 2.875%23
GA3JGKJ41LJKXDN23E90
2023-01-15
2.875000
25000.00
25199.13
Corporate Debt Securities
BOEING CO CR SEN SR GLBL40
RVHJWBXLJ1RFUBSY1F30
2040-05-01
5.705000
52000.00
47111.22
Corporate Debt Securities
BOEING CO CR SEN SR GLBL50
RVHJWBXLJ1RFUBSY1F30
2050-05-01
5.805000
7000.00
6275.82
Corporate Debt Securities
BOEING CO CR SEN SR GLBL60
RVHJWBXLJ1RFUBSY1F30
2060-05-01
5.930000
105000.00
92372.70
Corporate Debt Securities
BON SECOURS MERCY HEALTH INC SR SEC GLBL 50
5493006NA7JSVYYYF398
2050-06-01
3.205000
100000.00
65109.42
Corporate Debt Securities
BK OF AMERICA CORP FR 4.33%031550
9DJT3UXIJIZJI4WXO774
2050-03-15
4.330000
584000.00
457886.82
Corporate Debt Securities
WELLS FARGO & CO FR 4.65%110444
PBLD0EJDB5FWOLXP3B76
2044-11-04
4.650000
350000.00
276910.38
Corporate Debt Securities
WELLS FARGO & CO FR 3.45%021323
PBLD0EJDB5FWOLXP3B76
2023-02-13
3.450000
5000.00
5018.57
Corporate Debt Securities
VODAFONE GROUP PLC GLBL FLT NT 24
213800TB53ELEUKM7Q61
2024-01-16
5.069140
277000.00
277216.43
Corporate Debt Securities
AT&T INC SR GLBL NT4.5%3
549300Z40J86GGSTL398
2035-05-15
4.500000
11000.00
9725.87
Corporate Debt Securities
AT&T INC SR GLBL NT 45
549300Z40J86GGSTL398
2045-06-15
4.350000
2938000.00
2304988.31
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT 26
5493006ORUSIL88JOE18
2026-10-15
3.375000
19000.00
17232.43
Corporate Debt Securities
TRUIST FINL CORP FR 2.5%080124
549300DRQQI75D2JP341
2024-08-01
2.500000
115000.00
110431.05
Corporate Debt Securities
BPCE S A FR 2.375%011425
9695005MSX1OYEMGDF46
2025-01-14
2.375000
888000.00
821811.19
Corporate Debt Securities
BPCE S A FXD/FLT
9695005MSX1OYEMGDF46
2026-10-06
1.652000
320000.00
275434.03
Corporate Debt Securities
BANCO SANTANDER S.A. SNR NPF GLBL
5493006QMFDDMYWIAM13
2028-02-23
3.800000
1200000.00
1030341.33
Corporate Debt Securities
BANCO SANTANDER S.A. GLBL COCO 24
5493006QMFDDMYWIAM13
2024-06-30
0.701000
400000.00
385130.67
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -AA NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.100000
18000.00
17469.28
Corporate Debt Securities
BK OF AMERICA CORP FR 4%012225
9DJT3UXIJIZJI4WXO774
2025-01-22
4.000000
610000.00
594975.70
Corporate Debt Securities
BK OF AMERICA CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
42000.00
40622.38
Corporate Debt Securities
BK OF AMERICA CORP FR 3.5%041926
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
29000.00
27153.76
Corporate Debt Securities
BK OF AMERICA CORP FR 4.183%112527
9DJT3UXIJIZJI4WXO774
2027-11-25
4.183000
1086000.00
1015742.68
Corporate Debt Securities
BROWN & BROWN INC SR GLBL NT4.2%3
549300PC8KTJ71XKFY89
2032-03-17
4.200000
2431000.00
2052793.12
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP GLBL DEB 3.3%51
2051-09-15
3.300000
18000.00
12408.60
Corporate Debt Securities
PARAMOUNT GLOBAL SR GLBL NT2.9%27
5KYC8KF17ROCY24M3H09
2027-01-15
2.900000
25000.00
22277.47
Corporate Debt Securities
CGI INC SR GLBL NT2.3%31
549300WSRCZY73ZG3090
2031-09-14
2.300000
2000000.00
1484145.56
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 3.875%47
549300VIWYMSIGT1U456
2047-10-15
3.875000
190000.00
137283.02
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 3.4%27
549300VIWYMSIGT1U456
2027-03-01
3.400000
795000.00
737232.65
Corporate Debt Securities
CHOICE HOTELS INTL INC CR SEN SR GLBL31
5493003CYRY5RFGTIR97
2031-01-15
3.700000
168000.00
139840.59
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 25
6SHGI4ZSSLCXXQSBB395
2025-05-01
0.981000
65000.00
60273.52
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 30
6SHGI4ZSSLCXXQSBB395
2030-11-05
2.976000
2000.00
1663.10
Corporate Debt Securities
APPALACHIAN PWR CO SR GLBL BB NT 32
3SCHO1ABYYIG382BEI70
2032-08-01
4.500000
112000.00
101842.72
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 29
784F5XWPLTWKTBV3E584
2029-05-01
4.223000
733000.00
680564.84
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT3.5%25
784F5XWPLTWKTBV3E584
2025-04-01
3.500000
264000.00
251345.60
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 23
784F5XWPLTWKTBV3E584
2023-11-17
0.627000
65000.00
65019.91
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-03-09
1.431000
1000.00
858.04
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-04-22
2.615000
4000.00
3058.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-07-21
2.383000
55000.00
41226.32
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 24
784F5XWPLTWKTBV3E584
2024-10-21
0.925000
232000.00
219930.65
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-10-21
1.948000
280000.00
237913.51
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 28
784F5XWPLTWKTBV3E584
2028-02-24
2.640000
81000.00
70520.49
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 43
784F5XWPLTWKTBV3E584
2043-02-24
3.436000
622000.00
424642.37
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 28
784F5XWPLTWKTBV3E584
2028-03-15
3.615000
3282000.00
2977755.86
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 28
784F5XWPLTWKTBV3E584
2028-03-15
4.816530
2942000.00
2906562.02
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4.05%031532
784F5XWPLTWKTBV3E584
2032-03-15
4.050000
3000.00
2584.38
Corporate Debt Securities
TORONTO DOMINION BANK VR 030421-030424
PT3QB789TSUIDF371261
2024-03-04
3.221250
75000.00
74631.85
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.35%030824
PT3QB789TSUIDF371261
2024-03-08
2.350000
683000.00
659176.77
Corporate Debt Securities
TORONTO DOMINION BANK FR 4.108%060827
PT3QB789TSUIDF371261
2027-06-08
4.108000
377000.00
360354.65
Corporate Debt Securities
TRANSCANADA TRUST SUB 2017-A NT 77
549300Y0MFCAXLBWUV51
2077-03-15
5.300000
100000.00
81647.22
Corporate Debt Securities
TRANSCANADA TRUST SUB COCO 79
549300Y0MFCAXLBWUV51
2079-09-15
5.500000
109000.00
92839.42
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 37
0YQH6LCEF474UTUV4B96
2037-09-15
6.800000
728000.00
666469.44
Corporate Debt Securities
ENERGY TRANSFER L P SR NT 4.9%24
MTLVN9N7JE8MIBIJ1H73
2024-02-01
4.900000
9000.00
9028.08
Corporate Debt Securities
ENERGY TRANSFER L P SR GLBL NT5.3%47
MTLVN9N7JE8MIBIJ1H73
2047-04-15
5.300000
290000.00
228399.81
Corporate Debt Securities
ENEL FIN INTL N.V. 3.5%28
0YQH6LCEF474UTUV4B96
2028-04-06
3.500000
555000.00
463260.35
Corporate Debt Securities
ENEL FIN INTL N.V. SR 144A NT 31
0YQH6LCEF474UTUV4B96
2031-07-12
2.250000
777000.00
533519.28
Corporate Debt Securities
ENERGY TRANSFER L P SR GLBL NT5.8%38
MTLVN9N7JE8MIBIJ1H73
2038-06-15
5.800000
5000.00
4376.36
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT 48
5493004LGN656HWLDA30
2048-02-15
4.250000
10000.00
7541.02
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT4.9%46
5493004LGN656HWLDA30
2046-05-15
4.900000
1640000.00
1383134.09
Corporate Debt Securities
LOCAL INITIATIVES SUPPORT CORP FR 1.25%081526
549300V1ATNB9BHB6146
2026-08-15
1.250000
172000.00
149125.53
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT 25
5493004LGN656HWLDA30
2025-02-15
3.750000
86000.00
83612.35
Corporate Debt Securities
MORGAN STANLEY FR 0.79%053025
IGJSJL3JD5P30I6NJZ34
2025-05-30
0.790000
692000.00
636205.19
Corporate Debt Securities
MORGAN STANLEY FR 0.791%012225
IGJSJL3JD5P30I6NJZ34
2025-01-22
0.791000
679000.00
635825.95
Corporate Debt Securities
MORGAN STANLEY FR 2.484%091636
IGJSJL3JD5P30I6NJZ34
2036-09-16
2.484000
320000.00
227924.80
Corporate Debt Securities
TRANSCANADA TRUST JR SB-2016A NT76
549300Y0MFCAXLBWUV51
2076-08-15
5.875000
39000.00
36448.34
Corporate Debt Securities
TRUIST FINL CORP FR 4.916%072833
549300DRQQI75D2JP341
2033-07-28
4.916000
389000.00
354083.23
Corporate Debt Securities
US BANCORP FR 3.6%091124
N1GZ7BBF3NP8GI976H15
2024-09-11
3.600000
34000.00
33296.54
Corporate Debt Securities
US BANCORP FR 3.1%042726
N1GZ7BBF3NP8GI976H15
2026-04-27
3.100000
10000.00
9292.84
Corporate Debt Securities
US BANCORP FR 3.15%042727
N1GZ7BBF3NP8GI976H15
2027-04-27
3.150000
67000.00
61743.18
Corporate Debt Securities
AMGEN INC SR GLBL NT4.2%52
62QBXGPJ34PQ72Z12S66
2052-02-22
4.200000
630000.00
488640.60
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 25
784F5XWPLTWKTBV3E584
2025-01-24
1.757000
3000.00
2849.59
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46
2046-02-01
4.900000
8845000.00
7818714.65
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328
549300CRGMZK3K53BF92
2028-04-13
4.000000
8000.00
7590.80
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT2.6%30
784F5XWPLTWKTBV3E584
2030-02-07
2.600000
41000.00
32803.14
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.75%041558
549300CRGMZK3K53BF92
2058-04-15
4.750000
318000.00
259011.35
Corporate Debt Securities
MORGAN STANLEY FR 2.511%102032
IGJSJL3JD5P30I6NJZ34
2032-10-20
2.511000
515000.00
388236.48
Corporate Debt Securities
MORGAN STANLEY FR 5.297%042037
IGJSJL3JD5P30I6NJZ34
2037-04-20
5.297000
11091000.00
9888941.09
Corporate Debt Securities
APTIV PLC SR GLBL NT4.4%46
2046-10-01
4.400000
196000.00
138673.27
Corporate Debt Securities
BOSTON SCIENTIFIC CORP SR GLBL NT 30
Y6ZDD9FP4P8JSSJMW954
2030-06-01
2.650000
4000.00
3355.37
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 49
HLYYNH7UQUORYSJQCN42
2049-10-26
4.250000
1000000.00
823390.28
Corporate Debt Securities
CITIGROUP INC SUB NT 3.875%25
6SHGI4ZSSLCXXQSBB395
2025-03-26
3.875000
18000.00
17299.21
Corporate Debt Securities
CITIGROUP INC SUB NT 4%24
6SHGI4ZSSLCXXQSBB395
2024-08-05
4.000000
98000.00
96636.38
Corporate Debt Securities
BROADCOM INC SR GLBL NT 28
549300WV6GIDOZJTV909
2028-09-15
4.110000
30000.00
27126.35
Corporate Debt Securities
CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 25
549300I7CIEWU1BBLQ53
2025-03-31
5.875000
101000.00
103205.17
Corporate Debt Securities
BROADCOM INC SR GLBL NT4.3%32
549300WV6GIDOZJTV909
2032-11-15
4.300000
4000.00
3447.59
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL NT 25
ZUE8T73ROZOF6FLBAR73
2025-04-30
4.250000
42000.00
40488.42
Corporate Debt Securities
CAPITAL ONE FINL CORP GLBL NT 5.268%33
ZUE8T73ROZOF6FLBAR73
2033-05-10
5.268000
5000.00
4619.35
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 0.95%011024
EDBQKYOPJUCJKLOJDE72
2024-01-10
0.950000
365000.00
349823.00
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 3.625%090924
549300D0YARF5HYP1809
2024-09-09
3.625000
1470000.00
1375664.38
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 4.75%080924
549300D0YARF5HYP1809
2024-08-09
4.750000
13055000.00
12546145.11
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 5%070927
549300D0YARF5HYP1809
2027-07-09
5.000000
279000.00
255704.74
Corporate Debt Securities
CROWN CASTLE INC SR GLBL NT 4%49
54930012H97VSM0I2R19
2049-11-15
4.000000
5000.00
3575.57
Corporate Debt Securities
DTE ENERGY CO GLBL F NT1.05%25
549300IX8SD6XXD71I78
2025-06-01
1.050000
245000.00
220263.58
Corporate Debt Securities
DAIMLER TRUCKS FIN NORTH AMER FLT 144A NT 24
5493003HSDTSCZRXBA58
2024-04-05
4.050470
250000.00
250046.33
Corporate Debt Securities
DANSKE BK A/S VR 061218-091223
MAES062Z21O4RZ2U7M96
2023-09-12
4.295710
200000.00
200471.39
Corporate Debt Securities
CIGNA CORP NEW SR GLBL NT4.8%38
549300VIWYMSIGT1U456
2038-08-15
4.800000
635000.00
566409.42
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.8%030623
E0KSF7PFQ210NWI8Z391
2023-03-06
2.800000
29000.00
28957.02
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 3.45%030729
E0KSF7PFQ210NWI8Z391
2029-03-07
3.450000
5000.00
4586.18
Corporate Debt Securities
CIGNA CORP NEW SR GLBL FL NT 23
549300VIWYMSIGT1U456
2023-07-15
4.969140
1200000.00
1202510.93
Corporate Debt Securities
BK OF AMERICA CORP FR 4.25%102226
9DJT3UXIJIZJI4WXO774
2026-10-22
4.250000
15000.00
14173.39
Corporate Debt Securities
TRUIST FINL CORP FR 2.85%102624
549300DRQQI75D2JP341
2024-10-26
2.850000
5000.00
4785.93
Corporate Debt Securities
AT&T INC GLBL NT 2.3%27
549300Z40J86GGSTL398
2027-06-01
2.300000
24000.00
21211.52
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT4.7%25
3BNYRYQHD39K4LCKQF12
2025-05-01
4.700000
30000.00
30038.70
Corporate Debt Securities
MARKEL CORP SR GLBL NT 52
549300SCNO12JLWIK605
2052-05-07
3.450000
184000.00
118231.96
Corporate Debt Securities
MARRIOTT INTL INC NEW CR SEN SR GLBL30
225YDZ14ZO8E1TXUSU86
2030-06-15
4.625000
95000.00
87005.96
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL NT 27
ZUE8T73ROZOF6FLBAR73
2027-03-09
3.750000
63000.00
57682.59
Corporate Debt Securities
LINCOLN NATL CORP IND LW TIER II 67
EFQMQROEDSNBRIP7LE47
2067-04-20
6.282570
10000.00
7533.90
Corporate Debt Securities
CITIGROUP INC SUB NT 4.6%26
6SHGI4ZSSLCXXQSBB395
2026-03-09
4.600000
1000.00
965.87
Corporate Debt Securities
LLOYDS BANKING GROUP PLC SR SB GLBL NT 26
549300PPXHEU2JF0AM85
2026-03-24
4.650000
200000.00
186135.83
Corporate Debt Securities
HOST HOTELS & RESORTS LP CR SEN SR GLBL3
FXB7X4WXVA8QPMNOGS12
2030-09-15
3.500000
1457000.00
1153553.85
Corporate Debt Securities
CITIGROUP INC SR GLBL NT3.4%26
6SHGI4ZSSLCXXQSBB395
2026-05-01
3.400000
21000.00
19822.32
Corporate Debt Securities
CITIGROUP INC 3.352%25
6SHGI4ZSSLCXXQSBB395
2025-04-24
3.352000
39000.00
37483.36
Corporate Debt Securities
MORGAN STANLEY FR 0.56%111023
IGJSJL3JD5P30I6NJZ34
2023-11-10
0.560000
23000.00
23031.74
Corporate Debt Securities
MORGAN STANLEY FR 0.985%121026
IGJSJL3JD5P30I6NJZ34
2026-12-10
0.985000
239000.00
205749.82
Corporate Debt Securities
MORGAN STANLEY FR 0.529%012524
IGJSJL3JD5P30I6NJZ34
2024-01-25
0.529000
285000.00
281232.49
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 31
6SHGI4ZSSLCXXQSBB395
2031-06-03
2.572000
33000.00
26160.54
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT 27
5493006ORUSIL88JOE18
2027-01-15
2.750000
6000.00
5304.58
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26
BVHHEFJI6SHNOKQT2572
2026-10-01
2.750000
2000.00
1779.76
Corporate Debt Securities
VERIZON COMMUNICATIONS INC FR 4.9%051547
2S72QS2UO2OESLG6Y829
2047-05-15
4.900000
100000.00
84959.44
Corporate Debt Securities
BK OF AMERICA CORP SR NT FXD/FLT 38
9DJT3UXIJIZJI4WXO774
2038-04-24
4.244000
15000.00
12144.98
Corporate Debt Securities
BK OF AMERICA CORP FR 3.311%042242
9DJT3UXIJIZJI4WXO774
2042-04-22
3.311000
5000.00
3458.84
Corporate Debt Securities
ROYALTY PHARMA PLC SR GLBL NT3.3%40
549300FGFN7VOK8BZR03
2040-09-02
3.300000
19000.00
12784.12
Corporate Debt Securities
SCHLUMBERGER HLDGS CORP SR GLBL 144A 29
529900IKZG65COT1D505
2029-05-01
4.300000
1752000.00
1638295.20
Corporate Debt Securities
BAC CAP TR XIV PERP JR SB -G NT
549300QO5OB3VGJT6S64
2099-01-01
4.000000
20000.00
14177.22
Corporate Debt Securities
SOCIETE GENERALE FR 1.488%121426
O2RNE8IBXP4R0TD8PU41
2026-12-14
1.488000
500000.00
421025.67
Corporate Debt Securities
STANDARD CHARTERED PLC FR 4.305%052130
U4LOSYZ7YG4W3S5F2G91
2030-05-21
4.305000
200000.00
172806.75
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB NY BR FR 1.418%061127
NHBDILHZTYCNBV5UYZ31
2027-06-11
1.418000
260000.00
223668.91
Corporate Debt Securities
MORGAN STANLEY FR 5.25%013123
IGJSJL3JD5P30I6NJZ34
2023-01-31
5.664710
10000.00
10006.40
Corporate Debt Securities
MORGAN STANLEY FR 0.731%040524
IGJSJL3JD5P30I6NJZ34
2024-04-05
0.731000
610000.00
595511.25
Corporate Debt Securities
NISSAN MTR ACCEP CO LLC FR 2%030926
7D6DIU2QXTUJRFNNJA49
2026-03-09
2.000000
100000.00
81907.89
Corporate Debt Securities
NISSAN MTR ACCEP CO LLC FR 1.125%091624
7D6DIU2QXTUJRFNNJA49
2024-09-16
1.125000
322000.00
287963.39
Corporate Debt Securities
NOMURA HLDGS INC GLBL NT 2.172%28
549300B3CEAHYG7K8164
2028-07-14
2.172000
210000.00
167463.59
Corporate Debt Securities
NORDEA BK ABP MED TERM NTS FR 1.5%093026
529900ODI3047E2LIV03
2026-09-30
1.500000
200000.00
169038.00
Corporate Debt Securities
LOWES COS INC SR GLBL NT 50
WAFCR4OKGSC504WU3E95
2050-04-15
5.125000
1808000.00
1554315.50
Corporate Debt Securities
MCDONALDS CORP FR 2.125%030130
UE2136O97NLB5BYP9H04
2030-03-01
2.125000
274000.00
224113.28
Corporate Debt Securities
METLIFE INC SR GLBL NT 45
C4BXATY60WC6XEOZDX54
2045-03-01
4.050000
4990000.00
3836811.00
Corporate Debt Securities
BOEING CO CR SEN SR GLBL30
RVHJWBXLJ1RFUBSY1F30
2030-05-01
5.150000
4617000.00
4393768.05
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC GLBL NT 0.849%24
353800CI5L6DDAN5XZ33
2024-09-08
0.849000
5800000.00
5550715.52
Corporate Debt Securities
BAC CAP TR XIII PERP JR SB
549300I6GXQ4O8PHFJ89
2500-12-31
4.000000
36000.00
25519.00
Corporate Debt Securities
MORGAN STANLEY FR 4.431%012330
IGJSJL3JD5P30I6NJZ34
2030-01-23
4.431000
591000.00
544826.45
Corporate Debt Securities
MORGAN STANLEY FR 2.699%012231
IGJSJL3JD5P30I6NJZ34
2031-01-22
2.699000
93000.00
75323.70
Corporate Debt Securities
KYNDRYL HLDGS INC SR GLBL NT 26
549300LQ4LWX2R8ZV130
2026-10-15
2.050000
3216000.00
2518517.49
Corporate Debt Securities
LABORATORY CORP AMER HLDGS SR GLBL NT 26
OZ7UA8IXAIFILY2VZH07
2026-06-01
1.550000
20000.00
17518.37
Corporate Debt Securities
LENNAR CORP SR GLBL NT 27
529900G61XVRLX5TJX09
2027-11-29
4.750000
24000.00
22693.09
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 0.7%011526
E0KSF7PFQ210NWI8Z391
2026-01-15
0.700000
4148000.00
3635062.93
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 0.45%011724
E0KSF7PFQ210NWI8Z391
2024-01-17
0.450000
1000.00
951.54
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 4.35%091532
E0KSF7PFQ210NWI8Z391
2032-09-15
4.350000
3738000.00
3547153.29
Corporate Debt Securities
DELL INC 6.5%38
3E70L4WYANTIWWIPHC81
2038-04-15
6.500000
3000.00
2796.72
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 26
2026-10-01
4.900000
6000.00
5788.70
Corporate Debt Securities
LLOYDS BANKING GROUP PLC SR GLBL COCO 25
549300PPXHEU2JF0AM85
2025-07-09
3.870000
525000.00
507312.75
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 1.3%090926
B6Q2VFHD1797Q7NZ3E43
2026-09-09
1.300000
1585000.00
1380404.68
Corporate Debt Securities
FIRST AMERN FINL CORP SR GLBL NT 4%30
549300B6VEZK3N0A1P55
2030-05-15
4.000000
325000.00
272650.44
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT4.8%49
5493004LGN656HWLDA30
2049-02-01
4.800000
2000.00
1625.22
Corporate Debt Securities
FISERV INC SR GLBL NT 24
GI7UBEJLXYLGR2C7GV83
2024-07-01
2.750000
37000.00
35749.65
Corporate Debt Securities
FISERV INC SR GLBL NT3.5%29
GI7UBEJLXYLGR2C7GV83
2029-07-01
3.500000
1624000.00
1432086.51
Corporate Debt Securities
LOCKHEED MARTIN CORP GLBL B NT4.09%52
DPRBOZP0K5RM2YE8UU08
2052-09-15
4.090000
451000.00
363075.80
Corporate Debt Securities
MORGAN STANLEY FR 1.164%102125
IGJSJL3JD5P30I6NJZ34
2025-10-21
1.164000
649000.00
588606.22
Corporate Debt Securities
GATX CORP SR GLBL NT 28
549300IHYHCQP2PIR591
2028-11-07
4.550000
1185000.00
1115454.32
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
1207000.00
1095777.23
Corporate Debt Securities
GENERAL ELECTRIC CO VR 092404-051324
3C7474T6CDKPR9K6YT90
2024-05-13
4.379140
5000.00
4874.91
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36
2036-02-01
4.700000
60000.00
55337.40
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 23
5493008B6JBRUJ90QL97
2023-05-15
4.250000
316000.00
320312.52
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.6%041548
549300CRGMZK3K53BF92
2048-04-15
4.600000
1325000.00
1106950.64
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP 4.5%28
BVHHEFJI6SHNOKQT2572
2028-12-01
4.500000
1000.00
926.71
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL FL NT 24
5493008B6JBRUJ90QL97
2024-03-08
3.667760
940000.00
928531.77
Corporate Debt Securities
BROADRIDGE FINL SOLUTIONS INC SR GLBL NT2.9%29
549300KZDJZQ2YIHRC28
2029-12-01
2.900000
3000.00
2508.13
Corporate Debt Securities
GLENCORE FDG LLC GLBL 144A NT 29
213800STG1QDNBY87K49
2029-03-12
4.875000
4000000.00
3709941.67
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 5.5%051537
784F5XWPLTWKTBV3E584
2037-05-15
5.500000
15000.00
14039.47
Corporate Debt Securities
EQUITABLE HLDGS INC PERP SUB GLBL NT
549300FIBAKMNHPZ4009
2500-12-31
4.950000
10000.00
9487.00
Corporate Debt Securities
EXELON CORP SR GLBL 144A 32
3SOUA6IRML7435B56G12
2032-03-15
3.350000
500000.00
418325.28
Corporate Debt Securities
EXELON CORP SR GLBL 144A 52
3SOUA6IRML7435B56G12
2052-03-15
4.100000
368000.00
273239.59
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
97000.00
90255.56
Corporate Debt Securities
BROADCOM INC SR GLBL NT 30
549300WV6GIDOZJTV909
2030-11-15
4.150000
8000.00
7030.05
Corporate Debt Securities
CAISSE CENTRALE DESJARDINS 144A NT 4.55%27
549300B2Q47IR0CR5B54
2027-08-23
4.550000
5852000.00
5533560.17
Corporate Debt Securities
HP INC SR GLBL NT3.4%30
WHKXQACZ14C5XRO8LW03
2030-06-17
3.400000
66000.00
54620.65
Corporate Debt Securities
HP INC SR GLBL 144A 26
WHKXQACZ14C5XRO8LW03
2026-06-17
1.450000
150000.00
129326.58
Corporate Debt Securities
HP INC 144A NT 4.75%29
WHKXQACZ14C5XRO8LW03
2029-03-01
4.750000
49000.00
49835.29
Corporate Debt Securities
HARLEY DAVIDSON FINL SVCS INC FR 3.35%060825
RLUFFFFW4GRYU77BTS24
2025-06-08
3.350000
1281000.00
1207120.82
Corporate Debt Securities
DISCOVER FINL SVCS SR GLBL NT4.1%27
Z1YLO2USPORE63VVUL20
2027-02-09
4.100000
143000.00
131392.53
Corporate Debt Securities
DANSKE BK A/S FR 3.244%122025
MAES062Z21O4RZ2U7M96
2025-12-20
3.244000
2900000.00
2712556.89
Corporate Debt Securities
DUKE ENERGY IND LLC 1M GLBL ZZZ BD50
6URPHM2EAWGJ2C6ISB97
2050-04-01
2.750000
110000.00
65341.28
Corporate Debt Securities
EDF S A SR GLBL 144A 39
549300X3UK4GG3FNMO06
2039-01-26
6.950000
379000.00
365771.85
Corporate Debt Securities
EDF S A SR GLBL 144A 28
549300X3UK4GG3FNMO06
2028-09-21
4.500000
600000.00
545421.00
Corporate Debt Securities
EATON CORP OHIO GLBL NT 4.7%52
0NZWDMRCE180888QQE14
2052-08-23
4.700000
770000.00
661474.49
Corporate Debt Securities
KINDER MORGAN INC DEL FR 7.75%011532
549300WR7IX8XE0TBO16
2032-01-15
7.750000
3800000.00
4227611.89
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SUB GLBL COCO 83
98TPTUM4IVMFCZBCUR27
2083-01-15
7.375000
216000.00
206869.53
Corporate Debt Securities
HUNTSMAN INTERNATIONAL LLC 4.5%29
3YTEJFW18LGIUQ2N5J61
2029-05-01
4.500000
240000.00
214744.80
Corporate Debt Securities
HYUNDAI CAP AMER SR 144A NT 23
549300RIPPWJB5Z0FK07
2023-02-10
2.375000
7000.00
6977.77
Corporate Debt Securities
HYUNDAI CAP AMER SR GLBL 144A 27
549300RIPPWJB5Z0FK07
2027-10-15
2.375000
1704000.00
1398005.15
Corporate Debt Securities
HYUNDAI CAP AMER SR 144A NT2.1%28
549300RIPPWJB5Z0FK07
2028-09-15
2.100000
420000.00
325400.60
Corporate Debt Securities
JPMORGAN CHASE & CO VR 110217-01158
8I5DZWZKVSZI1NUHU748
2087-01-15
3.738290
14456000.00
11934089.00
Corporate Debt Securities
JPMORGAN CHASE & CO VR 082914-08292
8I5DZWZKVSZI1NUHU748
2024-08-29
1.712000
20000.00
17731.01
Corporate Debt Securities
KEURIG DR PEPPER INC GLBL NT 0.75%24
DYTQ8KRTKO7Y2BVU5K74
2024-03-15
0.750000
882000.00
831530.49
Corporate Debt Securities
MAGALLANES INC SR GLBL 144A 52
549300DXR29GD4N0A520
2052-03-15
5.141000
9765000.00
6914782.58
Corporate Debt Securities
KIA MTRS CORP GLBL 144A NT 26
988400V8MJK9N7OI5X76
2026-10-16
1.750000
339000.00
288370.54
Corporate Debt Securities
BK OF AMERICA CORP VR 042722-042525
9DJT3UXIJIZJI4WXO774
2025-04-25
4.151230
17000.00
16949.70
Corporate Debt Securities
GILEAD SCIENCES INC SR NT 4.8%44
549300WTZWR07K8MNV44
2044-04-01
4.800000
2085000.00
1793371.05
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 26
549300WTZWR07K8MNV44
2026-03-01
3.650000
4000.00
3814.53
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 25
XSGZFLO9YTNO9VCQV219
2025-05-06
2.350000
41000.00
38476.60
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT3.4%41
XSGZFLO9YTNO9VCQV219
2041-02-04
3.400000
79000.00
49502.72
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
784F5XWPLTWKTBV3E584
2045-05-22
5.150000
1039000.00
869877.64
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT2.5%24
R4PP93JZOLY261QX3811
2024-07-30
2.500000
330000.00
315826.50
Corporate Debt Securities
AMERICAN FINANCIAL GROUP INC SR GLBL NT 30
549300AFOM7IVKIU1G39
2030-04-02
5.250000
3000000.00
2874867.50
Corporate Debt Securities
CELANESE US HLDGS LLC CR SEN SR GLBL27
CD30XVRLT4QO00B1C706
2027-07-15
6.165000
47000.00
45266.82
Corporate Debt Securities
MCDONALDS CORP FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
95000.00
92104.40
Corporate Debt Securities
CENTERPOINT ENERGY HOUSTON ELE GLBL -AJ BD 52
549300S8SEQBOJLKHW63
2052-10-01
4.850000
6675000.00
5972771.46
Corporate Debt Securities
LLOYDS BANKING GROUP PLC SUB GLBL COCO 24
549300PPXHEU2JF0AM85
2024-11-04
4.500000
700000.00
688621.50
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 25
6SHGI4ZSSLCXXQSBB395
2025-11-03
1.281000
553000.00
505057.02
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 28
784F5XWPLTWKTBV3E584
2028-02-24
3.905180
43000.00
41340.91
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 28
784F5XWPLTWKTBV3E584
2028-08-23
4.482000
2787000.00
2616257.23
Corporate Debt Securities
MORGAN STANLEY FR 3.622%040131
IGJSJL3JD5P30I6NJZ34
2031-04-01
3.622000
30000.00
25557.25
Corporate Debt Securities
CHASE MORTGAGE FIN TR 2006-S3 1-A1 20361125 6.0
2036-11-25
6.000000
100000.00
4402.93
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY FR 2.188%042826
IGJSJL3JD5P30I6NJZ34
2026-04-28
2.188000
181000.00
165124.91
Corporate Debt Securities
MORGAN STANLEY SR NT FIX/FLT 28
IGJSJL3JD5P30I6NJZ34
2028-07-22
3.591000
4000.00
3625.54
Corporate Debt Securities
MORGAN STANLEY SR NT FIX/FLT 38
IGJSJL3JD5P30I6NJZ34
2038-07-22
3.971000
611000.00
485781.81
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 49
XSGZFLO9YTNO9VCQV219
2049-02-14
5.950000
326000.00
272143.62
Corporate Debt Securities
MORGAN STANLEY FXD/FLTG 29
IGJSJL3JD5P30I6NJZ34
2029-01-24
3.772000
103000.00
93073.21
Corporate Debt Securities
JPMORGAN CHASE & CO SUB GLBL NT 23
8I5DZWZKVSZI1NUHU748
2023-05-01
3.375000
16000.00
16138.00
Corporate Debt Securities
INTERNATIONAL PAPER CO CR SEN SR GLBL39
824LMFJDH41EY779Q875
2039-11-15
7.300000
1120000.00
1207417.24
Corporate Debt Securities
MORGAN STANLEY FR 3.875%042924
IGJSJL3JD5P30I6NJZ34
2024-04-29
3.875000
49000.00
47994.78
Corporate Debt Securities
MORGAN STANLEY FR 4.3%012745
IGJSJL3JD5P30I6NJZ34
2045-01-27
4.300000
255000.00
198746.43
Corporate Debt Securities
NATWEST GROUP PLC FXD/FLTG SRNT 25
2138005O9XJIJN4JPN90
2025-03-22
4.269000
364000.00
352284.57
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4.8%070844
784F5XWPLTWKTBV3E584
2044-07-08
4.800000
45000.00
37379.10
Corporate Debt Securities
GOLDMAN SACHS GROUP INC VR 112913-112923
784F5XWPLTWKTBV3E584
2023-11-29
4.643140
686000.00
695258.61
Corporate Debt Securities
SOCIETE GENERALE FR 2.625%012225
O2RNE8IBXP4R0TD8PU41
2025-01-22
2.625000
250000.00
231323.96
Corporate Debt Securities
METLIFE INC PERP JR SB GLBL
C4BXATY60WC6XEOZDX54
2099-12-31
5.875000
74000.00
68198.17
Corporate Debt Securities
GENERAL ELECTRIC CO VR 081506-081536
3C7474T6CDKPR9K6YT90
2036-08-15
3.385140
3588000.00
2890027.93
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2%061731
E0KSF7PFQ210NWI8Z391
2031-06-17
2.000000
2000.00
1593.39
Corporate Debt Securities
MOLSON COORS BEVERAGE CO SR GLBL NT 5%42
54930073LBBH6ZCBE225
2042-05-01
5.000000
3000.00
2593.11
Corporate Debt Securities
WELLS FARGO & CO FR 2.879%103030
PBLD0EJDB5FWOLXP3B76
2030-10-30
2.879000
240000.00
196896.00
Corporate Debt Securities
FIRST REP BK SAN FRANCISCO CAL SUB NT 4.625%47
YWC0TIKBQM2JV8L4IV08
2047-02-13
4.625000
1265000.00
976720.20
Corporate Debt Securities
FISERV INC SR GLBL NT4.4%49
GI7UBEJLXYLGR2C7GV83
2049-07-01
4.400000
4361000.00
3355382.47
Corporate Debt Securities
FLOWSERVE CORP SR GLBL NT3.5%30
6Y0GK87T6V7NJKZJVM41
2030-10-01
3.500000
1750000.00
1408604.17
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 46
54930070NSV60J38I987
2046-04-01
6.750000
714000.00
661281.81
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 4%26
5493008B6JBRUJ90QL97
2026-10-06
4.000000
50000.00
45930.89
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT2.9%25
5493008B6JBRUJ90QL97
2025-02-26
2.900000
2000.00
1875.79
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT1.2%24
5493008B6JBRUJ90QL97
2024-10-15
1.200000
81000.00
73944.36
Corporate Debt Securities
FEDEX CORP SR NT 4.1%43
549300E707U7WNPZN687
2043-04-15
4.100000
2000.00
1456.48
Corporate Debt Securities
FEDEX CORP SR GLBL NT 48
549300E707U7WNPZN687
2048-02-15
4.050000
150000.00
107676.00
Corporate Debt Securities
DOMINION ENERGY INC SR GLBL 2014D 44
ILUL7B6Z54MRYCF6H308
2044-12-01
4.700000
277000.00
231367.94
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
3991000.00
4853827.59
Corporate Debt Securities
ALTRIA GROUP INC GTD SR NT 4.5%43
XSGZFLO9YTNO9VCQV219
2043-05-02
4.500000
750000.00
536966.25
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT3.7%51
XSGZFLO9YTNO9VCQV219
2051-02-04
3.700000
50000.00
29645.58
Corporate Debt Securities
CENOVUS ENERGY INC SR NT 6.75%39
549300F4XPHJ7NOSP309
2039-11-15
6.750000
85000.00
86230.37
Corporate Debt Securities
FLORIDA GAS TRANSMISSION CO SR 144A NT 25
549300Q0UQF87NXNOC32
2025-07-15
4.350000
1000000.00
978628.33
Corporate Debt Securities
TRINITY ACQUISITION PLC SR GLBL NT 23
549300FJZWZN6MJNGB63
2023-08-15
4.625000
146000.00
146606.47
Corporate Debt Securities
CWMBS CHL MTG TR 2006-J4 A-4 20360925 6.2
2036-09-25
6.250000
2000.00
92.13
Private Label Collateralized Mortgage Obligations
AMERICAN EXPRESS CR CORP FR 3.3%050327
9ET6B8VCXWW51H8Z3M54
2027-05-03
3.300000
10000.00
9315.47
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SUB GLBL COCO 78
98TPTUM4IVMFCZBCUR27
2078-03-01
6.250000
331000.00
293082.85
Corporate Debt Securities
HSBC HLDGS PLC LW TIER II 38
MLU0ZO3ML4LN2LL2TL39
2038-06-01
6.800000
1400000.00
1281298.67
Corporate Debt Securities
FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41
6WQI0GK1PRFVBA061U48
2041-03-01
3.100000
460000.00
302034.47
Corporate Debt Securities
DELTA AIR LINES INC SR SEC GLBL 25
Q2CCMS6R0AS67HJMBN42
2025-05-01
7.000000
9967000.00
10449004.12
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24
549300PDHUGWPWGOT525
2024-09-01
4.250000
1562000.00
1539324.97
Corporate Debt Securities
GLOBAL PMTS INC SR GLBL NT 25
549300NOMHGVQBX6S778
2025-02-15
2.650000
10000.00
9351.44
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 38
54930070NSV60J38I987
2038-04-01
5.150000
4381000.00
3592953.02
Corporate Debt Securities
LAZARD LLC SR GLBL NT 29
FI94J2CJ1D7BIGVMS874
2029-03-11
4.375000
800000.00
727501.11
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 26
U4LOSYZ7YG4W3S5F2G91
2026-01-30
2.819000
200000.00
182927.50
Corporate Debt Securities
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0321
289999132.90
289999132.90
0.0022
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 3.270000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0UQJ11
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NEW YORK LIFE GLOBAL FDG SR SEC 144A NT25
635400DPNHEAUHB7ZI15
2025-01-14
1.450000
2000.00
1854.30
Corporate Debt Securities
CANADIAN IMPERIAL BK COMM TORO SR COCO 25
2IGI19DL77OX0HC3ZE78
2025-08-04
3.945000
107000.00
103849.25
Corporate Debt Securities
MAGALLANES INC SR GLBL 144A 42
549300DXR29GD4N0A520
2042-03-15
5.050000
9729000.00
7164073.46
Corporate Debt Securities
MARRIOTT INTL INC NEW CR SEN SR GLBL25
225YDZ14ZO8E1TXUSU86
2025-05-01
5.750000
325000.00
336599.25
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
999850.00
949062.26
Corporate Debt Securities
OLD REP INTL CORP SR GLBL NT 51
549300IV6O2YY2A1KH37
2051-06-11
3.850000
8389000.00
5603283.41
Corporate Debt Securities
PARTNERRE FINANCE B LLC JR SB GLBL NT 50
549300O0FAGHK2F79881
2050-10-01
4.500000
6460000.00
5289125.00
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 29
2029-11-01
3.350000
4617000.00
3883912.74
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
65000.00
60689.29
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR GLBL NT 49
54930030NVF3Y2OL0A78
2049-05-01
4.350000
201000.00
150494.73
Corporate Debt Securities
SANTANDER HOLDINGS USA INC SR GLBL NT 25
549300SMVCQN2P0O6I58
2025-06-09
4.260000
1000000.00
975793.33
Corporate Debt Securities
SELECTIVE INS GROUP INC 5.375%49
549300R3WGJWLE40R258
2049-03-01
5.375000
1750000.00
1438024.58
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 4.125%35
213800ITMMKU4Z7I4F78
2035-05-11
4.125000
414000.00
370695.25
Corporate Debt Securities
SYSCO CORP CR SEN SR GLBL50
5RGWIFLMGH3YS7KWI652
2050-04-01
6.600000
2000.00
2071.98
Corporate Debt Securities
VALERO ENERGY CORP SR GLBL NT 37
549300XTO5VR8SKV1V74
2037-06-15
6.625000
1130000.00
1160326.69
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 31
2S72QS2UO2OESLG6Y829
2031-03-21
2.550000
1503000.00
1192665.57
Corporate Debt Securities
WESTPAC BKG CORP COCO SUB FX/FL31
EN5TNI6CI43VEPAMHL14
2031-11-23
4.322000
1397000.00
1283603.80
Corporate Debt Securities
AMERICAN EQTY INVT LIFE HLD CO CR SEN SR GLBL27
549300RK5RZQ740FPL83
2027-06-15
5.000000
169000.00
161835.90
Corporate Debt Securities
AMERICAN INTL GROUP INC SR GLBL NT 35
ODVCVCQG2BP6VHV36M30
2035-01-15
3.875000
4538000.00
3777112.28
Corporate Debt Securities
CANADIAN PAC RY CO NEW GLBL NT 1.75%26
54930036474DURYNB481
2026-12-02
1.750000
2000.00
1754.85
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT4.4%35
51M0QTTNCGUN7KFCFZ59
2035-08-15
4.400000
315000.00
280705.60
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK SR GLBL NT3.7%25
549300D0YARF5HYP1809
2025-02-21
3.700000
1750000.00
1617235.28
Corporate Debt Securities
CROWN CASTLE INC SR GLBL NT 25
54930012H97VSM0I2R19
2025-07-15
1.350000
264000.00
237139.32
Corporate Debt Securities
EVEREST REINS HLDGS INC SR GLBL NT3.5%50
2050-10-15
3.500000
14929000.00
9459993.08
Corporate Debt Securities
EVEREST REINS HLDGS INC GLBL NT 3.125%52
2052-10-15
3.125000
23579000.00
13745351.85
Corporate Debt Securities
FS KKR CAP CORP SR GLBL NT 27
549300TYRSI1T21B1360
2027-07-15
3.250000
4000000.00
3318397.78
Corporate Debt Securities
FIRST AMERN FINL CORP SR GLBL NT 4%30
549300B6VEZK3N0A1P55
2030-05-15
4.000000
782000.00
656038.92
Corporate Debt Securities
GATX CORP SR GLBL NT 28
549300IHYHCQP2PIR591
2028-11-07
4.550000
285000.00
268273.82
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 23
784F5XWPLTWKTBV3E584
2023-12-06
1.217000
2376000.00
2284409.49
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 38
784F5XWPLTWKTBV3E584
2038-10-31
4.017000
800000.00
622728.00
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT 35
ENYF8GB5SMQZ25S06U51
2035-11-15
4.850000
2000.00
1788.61
Corporate Debt Securities
JBS USA LUX S A / JBS USA FOOD SR 144A NT 52
2052-02-02
4.375000
1750000.00
1151350.28
Corporate Debt Securities
KEMPER CORP GLBL NT 3.8%32
549300FNI1JKTRY2PV09
2032-02-23
3.800000
12944000.00
10670357.64
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 49
5493003STKEZ2S0RNU91
2049-10-01
4.875000
268000.00
224823.19
Corporate Debt Securities
AMERICO LIFE INC SR 144A NT 31
549300B5C1FRFHBYW144
2031-04-15
3.450000
3482000.00
2581287.85
Corporate Debt Securities
ASSURANT INC CR SEN SR GLBL32
H3F39CAXWQRVWURFXL38
2032-01-15
2.650000
2000.00
1462.91
Corporate Debt Securities
BANK NOVA SCOTIA B C SR GLBL COCO 26
L3I9ZG2KFGXZ61BMYR72
2026-03-02
3.402950
170000.00
164617.30
Corporate Debt Securities
BLUE OWL FINANCE LLC SR GLBL 144A 32
254900OF2NO2GYFV5T41
2032-02-15
4.375000
5773000.00
4425155.24
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.06%41
5493009NTB34VXE1T760
2041-06-17
3.060000
1022000.00
727234.76
Corporate Debt Securities
BROWN & BROWN INC SR GLBL NT4.2%3
549300PC8KTJ71XKFY89
2032-03-17
4.200000
1027000.00
867222.76
Corporate Debt Securities
CANADIAN IMPERIAL BK COMM TORO SR GLBL COCO 25
2IGI19DL77OX0HC3ZE78
2025-04-07
3.300000
1658000.00
1580471.92
Corporate Debt Securities
CANADIAN NATL RY CO SR GLBL NT 26
3SU7BEP7TH9YEQOZCS77
2026-03-01
2.750000
5000.00
4654.62
Corporate Debt Securities
CANADIAN IMPERIAL BK COMM TORO GLBL COCO 32
2IGI19DL77OX0HC3ZE78
2032-04-07
3.600000
780000.00
647244.00
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.001%52
5493009NTB34VXE1T760
2052-03-17
3.001000
3151000.00
1971637.07
Corporate Debt Securities
BOEING CO CR SEN SR GLBL50
RVHJWBXLJ1RFUBSY1F30
2050-05-01
5.805000
2000.00
1793.09
Corporate Debt Securities
BANK NOVA SCOTIA B C SR GLBL COCO 24
L3I9ZG2KFGXZ61BMYR72
2024-02-11
3.400000
41000.00
40385.23
Corporate Debt Securities
BANK OF MONTREAL LW TIER II GLBL
NQQ6HPCNCCU6TUTQYE16
2028-10-05
4.338000
10834000.00
10671847.52
Corporate Debt Securities
BAT CAPITAL CORP GLBL NT 4.906%30
2138005GYEXN7XRHFA84
2030-04-02
4.906000
484000.00
425582.19
Corporate Debt Securities
APPLE INC SR GLBL NT1.4%28
HWUPKR0MPOU8FGXBT394
2028-08-05
1.400000
966000.00
803310.57
Corporate Debt Securities
APPLE INC SR GLBL NT 3%27
HWUPKR0MPOU8FGXBT394
2027-11-13
3.000000
979000.00
919692.18
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 24
MLU0ZO3ML4LN2LL2TL39
2024-05-18
3.950000
851000.00
852204.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 6.25%41
784F5XWPLTWKTBV3E584
2041-02-01
6.250000
12946000.00
12732585.19
Corporate Debt Securities
GLOBAL ATLANTIC FINANCE CO SR 144A NT 31
2031-06-15
3.125000
12023000.00
8583046.03
Corporate Debt Securities
FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25
549300WCR5QBFH98VZ75
2025-05-01
5.500000
853000.00
858706.57
Corporate Debt Securities
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0332
120999358.70
120999358.70
0.0009
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.240000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0UQJ37
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MACQUARIE GROUP LIMITED FR 5.491%110933
ACMHD8HWFMFUIQQ8Y590
2033-11-09
5.491000
376000.00
342718.27
Corporate Debt Securities
POTOMAC ELEC PWR CO 1M BD 4.15%43
549300BXF2DWUNN57U06
2043-03-15
4.150000
60000.00
47753.57
Corporate Debt Securities
COOPERATIEVE RABOBANK U.A. FR 1.004%092426
DG3RU1DBUFHT4ZF9WN62
2026-09-24
1.004000
250000.00
215811.00
Corporate Debt Securities
SEALED AIR CORP NEW SR GLBL 144A 33
Q0M0CZB4YN6JZ65WXI09
2033-07-15
6.875000
26000.00
25409.62
Corporate Debt Securities
WISCONSIN ELEC PWR CO SR GLBL DB5.7%36
AENKIFMULUAWOUU8Q584
2036-12-01
5.700000
539000.00
533448.30
Corporate Debt Securities
CARGILL INC SR REGS NT3.5%25
QXZYQNMR4JZ5RIRN4T31
2025-04-22
3.500000
2000.00
1930.05
Corporate Debt Securities
ASBURY AUTOMOTIVE GROUP INC SR GLBL 144A 32
549300JH4DTA7U42GL91
2032-02-15
5.000000
16000.00
13017.05
Corporate Debt Securities
BWX TECHNOLOGIES INC SR GLBL 144A 29
549300NP85N265KWMS58
2029-04-15
4.125000
50000.00
43466.67
Corporate Debt Securities
BPCE S A FR 3.5%102327
9695005MSX1OYEMGDF46
2027-10-23
3.500000
3651000.00
3153845.36
Corporate Debt Securities
MORGAN STANLEY FR 4.431%012330
IGJSJL3JD5P30I6NJZ34
2030-01-23
4.431000
75000.00
69140.41
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 3.05%010628
E0KSF7PFQ210NWI8Z391
2028-01-06
3.050000
25000.00
23046.58
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 25
2025-07-15
5.850000
182000.00
185653.65
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 26
2026-06-15
6.020000
280000.00
286617.02
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 26
2026-10-01
4.900000
27000.00
26049.15
Corporate Debt Securities
DELTA AIR LINES INC GLBL NT 3.75%29
Q2CCMS6R0AS67HJMBN42
2029-10-28
3.750000
17000.00
14169.03
Corporate Debt Securities
DISH DBS CORPORATION SR SEC GLBL 28
2028-12-01
5.750000
175000.00
147255.21
Corporate Debt Securities
FIRSTENERGY CORP SR GLBL -B NT 30
549300SVYJS666PQJH88
2030-03-01
2.650000
15000.00
12028.75
Corporate Debt Securities
FORD MTR CO DEL SR GLBL DEB 28
20S05OYHG0MQM4VUIC57
2028-10-01
6.625000
55000.00
54557.85
Corporate Debt Securities
GFL ENVIRONMENTAL INC SR GLBL 144A 28
549300FYK4MBXWIVZU26
2028-08-01
4.000000
31000.00
27019.91
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 29
784F5XWPLTWKTBV3E584
2029-05-01
4.223000
7180000.00
6666378.70
Corporate Debt Securities
SERVICE PPTYS TR SR GLBL NT 26
529900IS770AG1K9QG27
2026-02-15
5.250000
25000.00
22044.33
Corporate Debt Securities
SERVICE PPTYS TR SR NT 4.95%27
529900IS770AG1K9QG27
2027-02-15
4.950000
32000.00
26015.04
Corporate Debt Securities
HUDBAY MINERALS INC SR GLBL 144A 29
549300WI524AL577IX21
2029-04-01
6.125000
10000.00
8356.84
Corporate Debt Securities
IRON MTN INC DEL SR GLBL 144A 31
SQL3F6CKNNBM3SQGHX24
2031-02-15
4.500000
91000.00
75940.41
Corporate Debt Securities
KAISER ALUMINIUM CORPORATION SR GLBL 144A 31
2031-06-01
4.500000
190000.00
158000.20
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 3%26
5493003STKEZ2S0RNU91
2026-06-01
3.000000
25000.00
23384.00
Corporate Debt Securities
LAMB WESTON HLDGS INC SR GLBL 144A 28
5493005SMYID1D2OY946
2028-05-15
4.875000
110000.00
105597.71
Corporate Debt Securities
MPH ACQUISITION HLDGS LLC SR SEC GLBL 28
5493002WXOPRPTXWTU06
2028-09-01
5.500000
150000.00
131500.00
Corporate Debt Securities
MAGALLANES INC SR GLBL 144A 32
549300DXR29GD4N0A520
2032-03-15
4.279000
301000.00
245729.66
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD 3%28
1HNPXZSMMB7HMBMVBS46
2028-06-15
3.000000
1000000.00
835513.33
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 29
JM1I5YUAURL6DC8N1468
2029-12-15
5.500000
125000.00
114862.22
Corporate Debt Securities
PRECISION DRILLING CORP SR GLBL 144A 26
549300WF2OE8T5BP4B84
2026-01-15
7.125000
505000.00
502969.48
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 25
02S2RPPVO9RP4NEU2740
2025-06-12
4.450000
958000.00
943277.40
Corporate Debt Securities
WELLS FARGO & CO FR 3.526%032428
PBLD0EJDB5FWOLXP3B76
2028-03-24
3.526000
2000.00
1812.25
Corporate Debt Securities
SOUTH32 TREAS LTD SR REGS NT 32
213800HFGZMXST64GP53
2032-04-14
4.350000
1068000.00
898949.84
Corporate Debt Securities
BMW US CAP LLC EXTND IAM FLTG GLBL REGS NT 25
KK5MZM9DIXLXZL9DZL15
2025-04-01
3.250000
4995000.00
4788698.17
Corporate Debt Securities
BK OF AMERICA CORP FR 1.197%102426
9DJT3UXIJIZJI4WXO774
2026-10-24
1.197000
4000.00
3477.09
Corporate Debt Securities
BK OF AMERICA CORP FR 4.571%042733
9DJT3UXIJIZJI4WXO774
2033-04-27
4.571000
130000.00
115087.43
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 32
213800LBQA1Y9L22JB70
2032-03-10
2.667000
4723000.00
3403621.68
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 32
549300RLHFT5RU20WM87
2032-03-15
2.875000
199000.00
165964.73
Corporate Debt Securities
BNP PARIBAS FR 3.5%030123
R0MUWSFPU8MPRO8K5P83
2023-03-01
3.500000
200000.00
199893.22
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 0.95%011024
EDBQKYOPJUCJKLOJDE72
2024-01-10
0.950000
500000.00
479209.58
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 3.6%081227
EDBQKYOPJUCJKLOJDE72
2027-08-12
3.600000
530000.00
502381.70
Corporate Debt Securities
JP MORGAN CHASE CMBS 2018-WPT D-FL 20330708 FLT
2033-07-08
5.674430
203817.00
192863.51
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-27
0.00
42545300.00
41627768.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
100.00
99.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-02-15
1.875000
1912300.00
1604431.62
U.S. Treasuries (including strips)
CLEVELAND-CLIFFS INC NEW SR NT 6.25%40
549300TM2WLI2BJMDD86
2040-10-01
6.250000
70000.00
53616.38
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT31
2031-04-01
2.800000
142000.00
108201.63
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.633%30
5493009NTB34VXE1T760
2030-04-06
3.633000
79000.00
70897.99
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 49
549300RLHFT5RU20WM87
2049-01-15
4.250000
75000.00
62350.04
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT 39
IM7X0T3ECJW4C1T7ON55
2039-06-15
7.950000
50000.00
55251.67
Corporate Debt Securities
VODAFONE GROUP PLC SR GLBL NT 37
213800TB53ELEUKM7Q61
2037-02-27
6.150000
11736000.00
11239019.52
Corporate Debt Securities
TASEKO MINES LTD SR SEC GLBL 26
549300XKUO1JSLU7KX54
2026-02-15
7.000000
263000.00
220530.18
Corporate Debt Securities
TELE COMMUNICATIONS INC NEW SR GLBL DEB 26
2026-02-15
7.875000
41000.00
45003.86
Corporate Debt Securities
SPRINT SPECTRUM CO LLC/SPRINT EXTND SR SEC 29
2029-09-20
5.152000
330000.00
323019.69
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 2%24
213800ITMMKU4Z7I4F78
2024-11-07
2.000000
35000.00
33537.23
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 4%46
213800ITMMKU4Z7I4F78
2046-05-10
4.000000
2000.00
1594.90
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
208900.00
244325.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
2003900.00
2153790.02
U.S. Treasuries (including strips)
CALIFORNIA RES CORP SR GLBL 144A 26
5493003Q8F0T4F4YMR48
2026-02-01
7.125000
28000.00
28114.59
Corporate Debt Securities
BK OF AMERICA CORP FR 3.864%072324
9DJT3UXIJIZJI4WXO774
2024-07-23
3.864000
276000.00
274796.27
Corporate Debt Securities
AEP TRANSMISSION CO LLC SR GLBL -I NT 47
549300X123Z1I0LA3Y84
2047-12-01
3.750000
1320000.00
974879.40
Corporate Debt Securities
MORGAN STANLEY FR 3.7%102324
IGJSJL3JD5P30I6NJZ34
2024-10-23
3.700000
44000.00
42706.50
Corporate Debt Securities
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0330
81999429.28
81999429.28
0.0006
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 3.050000%
549300H47WTHXPU08X20
ARP0UQRH7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
0.00
300000000.00
299620800.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
28133600.00
25450683.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
57838200.00
46600986.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-11-15
1.375000
35000000.00
28262693.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.250000
257918700.00
230164690.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-05-15
2.875000
50000000.00
46160156.25
U.S. Treasuries (including strips)
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
663000000.00
663000000.00
0.0051
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0UQTG7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA8347 M
549300M8ZYFG0OCMTT87
2052-10-20
4.500000
96237316.00
92008552.10
Agency Mortgage-Backed Securities
GNMI SF 558771 X
549300M8ZYFG0OCMTT87
2033-12-15
6.000000
25000.00
438.69
Agency Mortgage-Backed Securities
GNII SF 003284 M
549300M8ZYFG0OCMTT87
2032-09-20
5.500000
2120000.00
14366.23
Agency Mortgage-Backed Securities
GNII SF 003335 M
549300M8ZYFG0OCMTT87
2033-01-20
6.500000
55000.00
498.06
Agency Mortgage-Backed Securities
GNII SF 003415 M
549300M8ZYFG0OCMTT87
2033-07-20
5.500000
177000.00
3114.69
Agency Mortgage-Backed Securities
GNII SF 003295 M
549300M8ZYFG0OCMTT87
2032-10-20
5.500000
6003734.00
54473.90
Agency Mortgage-Backed Securities
GNII SF 003443 M
549300M8ZYFG0OCMTT87
2033-09-20
5.500000
94000.00
1914.27
Agency Mortgage-Backed Securities
GNII SF 003459 M
549300M8ZYFG0OCMTT87
2033-10-20
5.500000
233000.00
4729.01
Agency Mortgage-Backed Securities
GNII SF 005288 M
549300M8ZYFG0OCMTT87
2042-01-20
5.500000
25594.00
1767.55
Agency Mortgage-Backed Securities
GNII SF 003248 M
549300M8ZYFG0OCMTT87
2032-06-20
5.500000
145000.00
1686.05
Agency Mortgage-Backed Securities
GNII SF 003213 M
549300M8ZYFG0OCMTT87
2032-03-20
5.500000
30000.00
223.92
Agency Mortgage-Backed Securities
GNII SF 003199 M
549300M8ZYFG0OCMTT87
2032-02-20
5.500000
235002.00
1863.91
Agency Mortgage-Backed Securities
GNII SF 003171 M
549300M8ZYFG0OCMTT87
2031-12-20
5.500000
3275672.00
28554.04
Agency Mortgage-Backed Securities
GNII SF 003120 M
549300M8ZYFG0OCMTT87
2031-08-20
6.500000
400000.00
1051.44
Agency Mortgage-Backed Securities
GNII SF 003546 M
549300M8ZYFG0OCMTT87
2034-04-20
6.500000
360000.00
6888.03
Agency Mortgage-Backed Securities
GNII SF 004661 M
549300M8ZYFG0OCMTT87
2040-03-20
6.500000
939069.00
28209.04
Agency Mortgage-Backed Securities
GNII SF 003544 M
549300M8ZYFG0OCMTT87
2034-04-20
5.500000
75000.00
1640.44
Agency Mortgage-Backed Securities
GNII SF 002589 M
549300M8ZYFG0OCMTT87
2028-05-20
6.000000
60000.00
160.47
Agency Mortgage-Backed Securities
GNII SF 002614 M
549300M8ZYFG0OCMTT87
2028-07-20
6.000000
25000.00
76.47
Agency Mortgage-Backed Securities
GNII SF 002686 M
549300M8ZYFG0OCMTT87
2028-12-20
5.500000
453276.00
1177.01
Agency Mortgage-Backed Securities
GNII SF 003473 M
549300M8ZYFG0OCMTT87
2033-11-20
5.500000
25000.00
489.22
Agency Mortgage-Backed Securities
GNII SF 003461 M
549300M8ZYFG0OCMTT87
2033-10-20
6.500000
25000.00
369.83
Agency Mortgage-Backed Securities
GNII SF 003432 M
549300M8ZYFG0OCMTT87
2033-08-20
6.500000
62168.00
1503.23
Agency Mortgage-Backed Securities
GNII SF 003320 M
549300M8ZYFG0OCMTT87
2032-12-20
5.500000
72748.00
838.48
Agency Mortgage-Backed Securities
GNII SF 005338 M
549300M8ZYFG0OCMTT87
2042-03-20
6.000000
1992352.00
105812.54
Agency Mortgage-Backed Securities
GNII SF 003306 M
549300M8ZYFG0OCMTT87
2032-11-20
5.500000
2662000.00
23101.03
Agency Mortgage-Backed Securities
GNII SF 004522 M
549300M8ZYFG0OCMTT87
2039-08-20
6.000000
1062540.00
44715.61
Agency Mortgage-Backed Securities
GNII SF 004562 M
549300M8ZYFG0OCMTT87
2039-10-20
6.500000
100000.00
2774.85
Agency Mortgage-Backed Securities
GNII SF 004425 M
549300M8ZYFG0OCMTT87
2039-04-20
5.500000
1201064.00
36655.56
Agency Mortgage-Backed Securities
GNII SF 004426 M
549300M8ZYFG0OCMTT87
2039-04-20
6.000000
288828.00
5356.62
Agency Mortgage-Backed Securities
GNII SF 004472 M
549300M8ZYFG0OCMTT87
2039-06-20
6.500000
210000.00
6389.50
Agency Mortgage-Backed Securities
GNII SF 004544 M
549300M8ZYFG0OCMTT87
2039-09-20
6.500000
100000.00
4850.33
Agency Mortgage-Backed Securities
GNII SF 004619 M
549300M8ZYFG0OCMTT87
2040-01-20
5.500000
581278.00
31001.21
Agency Mortgage-Backed Securities
GNII SF 002279 M
549300M8ZYFG0OCMTT87
2026-09-20
6.000000
75000.00
673.27
Agency Mortgage-Backed Securities
GNII SF 003898 M
549300M8ZYFG0OCMTT87
2036-09-20
5.500000
300000.00
3632.21
Agency Mortgage-Backed Securities
GNMI SF 588092 X
549300M8ZYFG0OCMTT87
2032-10-15
5.500000
150000.00
1582.37
Agency Mortgage-Backed Securities
GNII SF 002198 M
549300M8ZYFG0OCMTT87
2026-04-20
6.000000
210000.00
508.42
Agency Mortgage-Backed Securities
GNMI SF 728837 X
549300M8ZYFG0OCMTT87
2040-01-15
5.000000
367434.00
33233.20
Agency Mortgage-Backed Securities
GNMI SF 732485 X
549300M8ZYFG0OCMTT87
2040-02-15
6.000000
107189.00
7159.41
Agency Mortgage-Backed Securities
GNMI SF AU6655 X
549300M8ZYFG0OCMTT87
2047-01-15
4.500000
808390.00
46677.10
Agency Mortgage-Backed Securities
GNMI SF AU6700 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
2399114.00
315172.00
Agency Mortgage-Backed Securities
GNII SF 004017 M
549300M8ZYFG0OCMTT87
2037-08-20
6.000000
3946399.00
63447.06
Agency Mortgage-Backed Securities
GNII SF 004029 M
549300M8ZYFG0OCMTT87
2037-09-20
6.500000
10942187.00
163255.49
Agency Mortgage-Backed Securities
GNMI SF CL1779 X
549300M8ZYFG0OCMTT87
2052-03-15
4.000000
416442.00
324368.74
Agency Mortgage-Backed Securities
GNMI SF CL6189 X
549300M8ZYFG0OCMTT87
2052-03-15
4.000000
2162898.00
1976525.58
Agency Mortgage-Backed Securities
GNMI SF CL8514 X
549300M8ZYFG0OCMTT87
2052-03-15
4.000000
822479.00
766200.31
Agency Mortgage-Backed Securities
GNMI SF AP5306 X
549300M8ZYFG0OCMTT87
2046-01-15
4.500000
259255.00
27892.70
Agency Mortgage-Backed Securities
GNII SF 004370 M
549300M8ZYFG0OCMTT87
2039-02-20
5.500000
2489993.00
53439.96
Agency Mortgage-Backed Securities
GNII SF 004372 M
549300M8ZYFG0OCMTT87
2039-02-20
6.500000
39000.00
1003.05
Agency Mortgage-Backed Securities
GNII SF 004399 M
549300M8ZYFG0OCMTT87
2039-03-20
5.500000
933000.00
27788.90
Agency Mortgage-Backed Securities
GNMI SF 553347 X
549300M8ZYFG0OCMTT87
2033-07-15
5.000000
1306051.00
63946.33
Agency Mortgage-Backed Securities
GNMI SF 550764 X
549300M8ZYFG0OCMTT87
2035-12-15
5.500000
260000.00
3785.45
Agency Mortgage-Backed Securities
GNMI SF 726832 X
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
2950993.00
155458.74
Agency Mortgage-Backed Securities
GNII SF MA5530 M
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
5836111.00
552159.66
Agency Mortgage-Backed Securities
GNII JM MA6809 M
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
5000000.00
1982395.82
Agency Mortgage-Backed Securities
GNII SF 004660 M
549300M8ZYFG0OCMTT87
2040-03-20
6.000000
66941.00
2299.21
Agency Mortgage-Backed Securities
GNMI SF 727742 X
549300M8ZYFG0OCMTT87
2040-03-15
6.000000
37297.00
5743.65
Agency Mortgage-Backed Securities
GNMI SF 730133 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
1535047.00
11432.20
Agency Mortgage-Backed Securities
GNII SP 784407 M
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
275013.00
46274.25
Agency Mortgage-Backed Securities
GNMI SP 783655 X
549300M8ZYFG0OCMTT87
2040-05-15
6.500000
1657843.00
120989.05
Agency Mortgage-Backed Securities
GNMI SP 783720 X
549300M8ZYFG0OCMTT87
2040-09-15
6.000000
96063.00
8199.09
Agency Mortgage-Backed Securities
GNII SF MA1375 M
549300M8ZYFG0OCMTT87
2043-10-20
3.500000
300000000.00
38234285.27
Agency Mortgage-Backed Securities
GNII SF MA1601 M
549300M8ZYFG0OCMTT87
2044-01-20
4.000000
1739000.00
139469.74
Agency Mortgage-Backed Securities
GNMI SF AP9661 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
113171.00
5228.91
Agency Mortgage-Backed Securities
GNMI SF AQ0483 X
549300M8ZYFG0OCMTT87
2046-03-15
4.500000
1721260.00
68453.15
Agency Mortgage-Backed Securities
GNMI SF AT2380 X
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
48095.00
2528.41
Agency Mortgage-Backed Securities
GNMI SF AT6459 X
549300M8ZYFG0OCMTT87
2046-07-15
5.000000
225001.00
40791.73
Agency Mortgage-Backed Securities
GNII SF 003965 M
549300M8ZYFG0OCMTT87
2037-03-20
5.500000
150000.00
2265.57
Agency Mortgage-Backed Securities
GNII SF 004006 M
549300M8ZYFG0OCMTT87
2037-07-20
6.000000
4840800.00
72429.31
Agency Mortgage-Backed Securities
GNMI SF AP5305 X
549300M8ZYFG0OCMTT87
2046-01-15
5.000000
4263052.00
241086.72
Agency Mortgage-Backed Securities
GNII SF MA4509 M
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
6443926.00
1183240.32
Agency Mortgage-Backed Securities
GNII SF MA4651 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
9876000.00
1781936.78
Agency Mortgage-Backed Securities
GNMI SF BB7223 X
549300M8ZYFG0OCMTT87
2047-08-15
5.000000
2759264.00
266822.00
Agency Mortgage-Backed Securities
GNII SF MA0027 M
549300M8ZYFG0OCMTT87
2042-04-20
6.000000
181067.00
8011.03
Agency Mortgage-Backed Securities
GNMI SF BA2666 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
76301.00
6736.48
Agency Mortgage-Backed Securities
GNMI SF BA2485 X
549300M8ZYFG0OCMTT87
2047-04-15
4.500000
242229.00
21601.06
Agency Mortgage-Backed Securities
GNMI SF BA2743 X
549300M8ZYFG0OCMTT87
2047-07-15
4.500000
1367647.00
181898.36
Agency Mortgage-Backed Securities
GNMI SF BA4489 X
549300M8ZYFG0OCMTT87
2047-07-15
5.000000
51365.00
17521.11
Agency Mortgage-Backed Securities
GNMI SF BA4513 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
657722.00
259149.27
Agency Mortgage-Backed Securities
GNMI SF BA4894 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
957316.00
126480.87
Agency Mortgage-Backed Securities
GNMI SF BA5509 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
4793652.00
180067.72
Agency Mortgage-Backed Securities
GNMI SF BA5814 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
4828401.00
588144.99
Agency Mortgage-Backed Securities
GNII SF 004059 M
549300M8ZYFG0OCMTT87
2037-12-20
5.500000
642517.00
9118.71
Agency Mortgage-Backed Securities
GNII SF 004084 M
549300M8ZYFG0OCMTT87
2038-02-20
5.500000
181981.00
2990.41
Agency Mortgage-Backed Securities
GNII SF 004116 M
549300M8ZYFG0OCMTT87
2038-04-20
6.500000
100000.00
1843.62
Agency Mortgage-Backed Securities
GNMI SF BR4832 X
549300M8ZYFG0OCMTT87
2052-06-15
4.000000
911955.00
852643.94
Agency Mortgage-Backed Securities
GNMI SF BR6259 X
549300M8ZYFG0OCMTT87
2050-01-15
3.500000
3227305.00
102150.91
Agency Mortgage-Backed Securities
GNII SF MA1678 M
549300M8ZYFG0OCMTT87
2044-02-20
4.000000
1000000.00
78234.89
Agency Mortgage-Backed Securities
GNMI SF BS5197 X
549300M8ZYFG0OCMTT87
2050-01-15
4.500000
501295.00
54256.77
Agency Mortgage-Backed Securities
GNMI SF AW9856 X
549300M8ZYFG0OCMTT87
2046-10-15
4.500000
559502.00
89950.54
Agency Mortgage-Backed Securities
GNMI SF AX0416 X
549300M8ZYFG0OCMTT87
2046-10-15
4.500000
694964.00
36760.59
Agency Mortgage-Backed Securities
GNMI SF AY0512 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
658449.00
92792.17
Agency Mortgage-Backed Securities
GNMI SF AY3841 X
549300M8ZYFG0OCMTT87
2047-03-15
5.000000
502598.00
48233.07
Agency Mortgage-Backed Securities
GNMI SF AY3980 X
549300M8ZYFG0OCMTT87
2047-04-15
5.000000
568168.00
34158.66
Agency Mortgage-Backed Securities
GNMI SF AY4224 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
1191676.00
33519.48
Agency Mortgage-Backed Securities
GNMI SF AY5213 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
1346126.00
286727.89
Agency Mortgage-Backed Securities
GNMI SF AY6960 X
549300M8ZYFG0OCMTT87
2047-01-15
4.500000
4959310.00
370184.12
Agency Mortgage-Backed Securities
GNMI SF AZ0515 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
1910535.00
118169.20
Agency Mortgage-Backed Securities
GNII SF MA0088 M
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
560000.00
53924.36
Agency Mortgage-Backed Securities
GNII SF MA0224 M
549300M8ZYFG0OCMTT87
2042-07-20
5.500000
84200.00
3701.05
Agency Mortgage-Backed Securities
GNII SF 003626 M
549300M8ZYFG0OCMTT87
2034-10-20
6.500000
100000.00
1960.68
Agency Mortgage-Backed Securities
GNII SF MA0225 M
549300M8ZYFG0OCMTT87
2038-03-20
6.000000
696895.00
39333.16
Agency Mortgage-Backed Securities
GNMI SF 732515 X
549300M8ZYFG0OCMTT87
2040-06-15
6.000000
159759.00
10531.42
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
5000000.00
3052957.90
Agency Mortgage-Backed Securities
GNMI SF 736663 X
549300M8ZYFG0OCMTT87
2040-03-15
5.000000
1521279.00
49196.13
Agency Mortgage-Backed Securities
GNMI SF 741902 X
549300M8ZYFG0OCMTT87
2040-04-15
6.000000
169924.00
12833.06
Agency Mortgage-Backed Securities
GNII JM MA6985 M
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
5000000.00
3087662.92
Agency Mortgage-Backed Securities
GNII SF MA1157 M
549300M8ZYFG0OCMTT87
2043-07-20
3.500000
955000.00
127021.87
Agency Mortgage-Backed Securities
GNII SF MA1225 M
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
10658545.00
845851.87
Agency Mortgage-Backed Securities
GNMI SF BT9028 X
549300M8ZYFG0OCMTT87
2050-03-15
3.500000
2793731.00
323574.84
Agency Mortgage-Backed Securities
GNII RG CI4574 C
549300M8ZYFG0OCMTT87
2045-04-20
4.000000
2908464.00
2477325.80
Agency Mortgage-Backed Securities
GNMI SF 770409 X
549300M8ZYFG0OCMTT87
2041-06-15
4.500000
569403.00
13964.45
Agency Mortgage-Backed Securities
GNII SF MA1285 M
549300M8ZYFG0OCMTT87
2043-09-20
3.500000
14058798.00
1812475.59
Agency Mortgage-Backed Securities
GNII SF MA1286 M
549300M8ZYFG0OCMTT87
2043-09-20
4.000000
25492.00
1936.52
Agency Mortgage-Backed Securities
GNII JM MA7042 M
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
3000000.00
1885078.66
Agency Mortgage-Backed Securities
GNII SF MA7051 M
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
3000000.00
1909987.52
Agency Mortgage-Backed Securities
GNII SF MA8100 M
549300M8ZYFG0OCMTT87
2052-06-20
4.000000
40000000.00
36736928.27
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
45000000.00
35247198.17
Agency Mortgage-Backed Securities
GNII SF MA2676 M
549300M8ZYFG0OCMTT87
2045-03-20
2.500000
1547281.00
322453.00
Agency Mortgage-Backed Securities
GNMI SF BC7280 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
701416.00
77436.77
Agency Mortgage-Backed Securities
GNMI SF BC8961 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
226493.00
27194.77
Agency Mortgage-Backed Securities
GNMI SF BC8968 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
745841.00
108033.68
Agency Mortgage-Backed Securities
GNMI SF BC8549 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
1016237.00
113690.10
Agency Mortgage-Backed Securities
GNII SF MA1839 M
549300M8ZYFG0OCMTT87
2044-04-20
4.000000
75000.00
6129.61
Agency Mortgage-Backed Securities
GNMI SF BQ7172 X
549300M8ZYFG0OCMTT87
2049-10-15
3.500000
939391.00
111160.17
Agency Mortgage-Backed Securities
GNMI SF BQ7186 X
549300M8ZYFG0OCMTT87
2049-10-15
3.500000
1929066.00
300880.12
Agency Mortgage-Backed Securities
GNMI SF BQ7371 X
549300M8ZYFG0OCMTT87
2049-11-15
3.500000
2627673.00
371464.66
Agency Mortgage-Backed Securities
GNII SF MA1920 M
549300M8ZYFG0OCMTT87
2044-05-20
4.000000
3516040.00
273419.56
Agency Mortgage-Backed Securities
GNII SF MA2074 M
549300M8ZYFG0OCMTT87
2044-07-20
4.000000
2900000.00
242968.05
Agency Mortgage-Backed Securities
GNII SF MA2223 M
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
1825000.00
187335.40
Agency Mortgage-Backed Securities
GNII SF MA6218 M
549300M8ZYFG0OCMTT87
2049-10-20
3.000000
61517.00
12839.53
Agency Mortgage-Backed Securities
GNII RG CI4580 C
549300M8ZYFG0OCMTT87
2042-01-20
4.000000
1557240.00
1251807.50
Agency Mortgage-Backed Securities
GNMI SF AO9345 X
549300M8ZYFG0OCMTT87
2045-12-15
4.500000
459219.00
58598.24
Agency Mortgage-Backed Securities
GNII JM MA6986 M
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
9000000.00
3960884.05
Agency Mortgage-Backed Securities
GNII SF CJ7473 C
549300M8ZYFG0OCMTT87
2052-01-20
4.000000
2469579.00
2230487.91
Agency Mortgage-Backed Securities
GNII RG CJ9437 C
549300M8ZYFG0OCMTT87
2049-08-20
5.500000
6234620.00
5139793.82
Agency Mortgage-Backed Securities
GNMI SF 698654 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
203598.00
13339.84
Agency Mortgage-Backed Securities
GNMI SF 699137 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
25000.00
361.57
Agency Mortgage-Backed Securities
GNMI SF 699113 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1884870.00
16870.53
Agency Mortgage-Backed Securities
GNMI SF AD0999 X
549300M8ZYFG0OCMTT87
2043-05-15
2.500000
713726.00
173645.80
Agency Mortgage-Backed Securities
GNMI SF 699495 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
25000.00
268.27
Agency Mortgage-Backed Securities
GNMI SF 700825 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
78018.00
2663.77
Agency Mortgage-Backed Securities
GNMI SF 700899 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
997595.00
2651.55
Agency Mortgage-Backed Securities
GNMI SF 698611 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
50000.00
2018.49
Agency Mortgage-Backed Securities
GNMI SF BB7097 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1455226.00
129306.11
Agency Mortgage-Backed Securities
GNMI SF BB7228 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
3247809.00
267523.49
Agency Mortgage-Backed Securities
GNMI SF 697651 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
4120607.00
25951.52
Agency Mortgage-Backed Securities
GNMI SF 697650 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
87000.00
706.74
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
20000000.00
3181463.47
Agency Mortgage-Backed Securities
GNMI SF BA0224 X
549300M8ZYFG0OCMTT87
2047-06-15
4.500000
2174216.00
101195.48
Agency Mortgage-Backed Securities
GNMI SF BO5617 X
549300M8ZYFG0OCMTT87
2049-01-15
4.500000
74851.00
6895.01
Agency Mortgage-Backed Securities
GNMI SF BS5065 X
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
425846.00
99634.39
Agency Mortgage-Backed Securities
GNMI SF AZ3056 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1519953.00
300411.66
Agency Mortgage-Backed Securities
GNMI SF 595260 X
549300M8ZYFG0OCMTT87
2032-12-15
5.500000
1702622.00
16815.39
Agency Mortgage-Backed Securities
GNMI SF 709788 X
549300M8ZYFG0OCMTT87
2039-09-15
5.500000
2189594.00
10112.32
Agency Mortgage-Backed Securities
GNMI SP 782131 X
549300M8ZYFG0OCMTT87
2036-12-15
5.500000
58000.00
872.50
Agency Mortgage-Backed Securities
GNII SF 003724 M
549300M8ZYFG0OCMTT87
2035-06-20
5.500000
25000.00
595.48
Agency Mortgage-Backed Securities
GNMI SF 736078 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
1273037.00
23129.54
Agency Mortgage-Backed Securities
GNMI SF 744060 X
549300M8ZYFG0OCMTT87
2041-05-15
6.000000
254623.00
11601.06
Agency Mortgage-Backed Securities
GNII SP 782433 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
915844.00
14462.86
Agency Mortgage-Backed Securities
GNMI SF 487821 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
3695269.00
77292.43
Agency Mortgage-Backed Securities
GNMI SF 708520 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
1333305.00
8051.76
Agency Mortgage-Backed Securities
GNMI SF BT3502 X
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
1937687.00
201059.23
Agency Mortgage-Backed Securities
GNMI SF 681706 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
113276.00
7024.09
Agency Mortgage-Backed Securities
GNMI SF AA8616 X
549300M8ZYFG0OCMTT87
2043-01-15
2.500000
112210.00
3118.43
Agency Mortgage-Backed Securities
GNMI SF 682587 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
3925527.00
18167.02
Agency Mortgage-Backed Securities
GNMI SF 682907 X
549300M8ZYFG0OCMTT87
2040-11-15
6.000000
25386.00
2517.70
Agency Mortgage-Backed Securities
GNII SF MA6994 M
549300M8ZYFG0OCMTT87
2050-11-20
2.000000
5000000.00
3115184.40
Agency Mortgage-Backed Securities
GNMI SF 685650 X
549300M8ZYFG0OCMTT87
2038-04-15
6.000000
353978.00
21963.80
Agency Mortgage-Backed Securities
GNMI SF BC6861 X
549300M8ZYFG0OCMTT87
2047-08-15
5.000000
1135442.00
58118.32
Agency Mortgage-Backed Securities
GNMI SF BP1829 X
549300M8ZYFG0OCMTT87
2049-08-15
4.000000
51543.00
7210.37
Agency Mortgage-Backed Securities
GNMI SF 671325 X
549300M8ZYFG0OCMTT87
2037-07-15
6.000000
50000.00
458.17
Agency Mortgage-Backed Securities
GNII SF MA4718 M
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
3756000.00
733866.60
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
1500000.00
268917.21
Agency Mortgage-Backed Securities
GNII SF MA4900 M
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
20000000.00
3329867.99
Agency Mortgage-Backed Securities
GNMI SP 782436 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
1380673.00
21677.07
Agency Mortgage-Backed Securities
GNII SF MA5468 M
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
247169.00
26963.71
Agency Mortgage-Backed Securities
GNMI SP 782474 X
549300M8ZYFG0OCMTT87
2038-12-15
5.500000
1553042.00
28026.83
Agency Mortgage-Backed Securities
GNII SF MA2224 M
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
402357.00
35502.60
Agency Mortgage-Backed Securities
GNII SF MA2303 M
549300M8ZYFG0OCMTT87
2044-10-20
3.500000
8929000.00
878442.94
Agency Mortgage-Backed Securities
GNMI SF 615895 X
549300M8ZYFG0OCMTT87
2033-08-15
5.000000
4786322.00
116976.26
Agency Mortgage-Backed Securities
GNMI SF 697594 X
549300M8ZYFG0OCMTT87
2038-11-15
6.500000
691490.00
5622.07
Agency Mortgage-Backed Securities
GNMI SF BB2257 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1982528.00
320455.28
Agency Mortgage-Backed Securities
GNMI SF 617740 X
549300M8ZYFG0OCMTT87
2037-10-15
6.000000
1495570.00
7215.20
Agency Mortgage-Backed Securities
GNMI SF BB4482 X
549300M8ZYFG0OCMTT87
2047-07-15
4.500000
6810317.00
1447876.64
Agency Mortgage-Backed Securities
GNMI SF BB4345 X
549300M8ZYFG0OCMTT87
2047-07-15
4.500000
1108666.00
82290.14
Agency Mortgage-Backed Securities
GNMI SF BF9995 X
549300M8ZYFG0OCMTT87
2048-04-15
4.500000
2641350.00
96311.48
Agency Mortgage-Backed Securities
GNMI SP 782745 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
1244839.00
17148.89
Agency Mortgage-Backed Securities
GNMI SF BC7179 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
2446257.00
350200.97
Agency Mortgage-Backed Securities
GNMI SF 711752 X
549300M8ZYFG0OCMTT87
2043-05-15
2.500000
496995.00
214133.90
Agency Mortgage-Backed Securities
GNMI SP 782579 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
5080931.00
47033.23
Agency Mortgage-Backed Securities
GNMI SP 782916 X
549300M8ZYFG0OCMTT87
2040-02-15
5.500000
683477.00
32901.29
Agency Mortgage-Backed Securities
GNMI SP 782938 X
549300M8ZYFG0OCMTT87
2040-03-15
5.500000
1302164.00
31312.05
Agency Mortgage-Backed Securities
GNII SP 783038 M
549300M8ZYFG0OCMTT87
2040-07-20
5.500000
23208584.00
890788.98
Agency Mortgage-Backed Securities
GNMI SP 783173 X
549300M8ZYFG0OCMTT87
2039-12-15
6.000000
697000.00
24325.84
Agency Mortgage-Backed Securities
GNMI SP 783179 X
549300M8ZYFG0OCMTT87
2039-12-15
5.500000
852261.00
21127.31
Agency Mortgage-Backed Securities
GNII SP 781998 M
549300M8ZYFG0OCMTT87
2035-11-20
5.500000
305467.00
8176.81
Agency Mortgage-Backed Securities
GNMI SP 782333 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
1613767.00
24340.81
Agency Mortgage-Backed Securities
GNMI SP 782353 X
549300M8ZYFG0OCMTT87
2038-06-15
6.000000
1384219.00
17192.26
Agency Mortgage-Backed Securities
GNMI SF 689576 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
60000.00
716.17
Agency Mortgage-Backed Securities
GNMI SP 782379 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
1929744.00
12600.29
Agency Mortgage-Backed Securities
GNMI SF 689825 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
3823782.00
13151.63
Agency Mortgage-Backed Securities
GNMI SF 681393 X
549300M8ZYFG0OCMTT87
2038-06-15
6.500000
1179923.00
87384.53
Agency Mortgage-Backed Securities
GNMI SF 691269 X
549300M8ZYFG0OCMTT87
2038-07-15
6.000000
25000.00
22.90
Agency Mortgage-Backed Securities
GNMI SF 690847 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
28554.00
650.51
Agency Mortgage-Backed Securities
GNMI SF 707116 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
2150563.00
36011.96
Agency Mortgage-Backed Securities
GNMI SF 682306 X
549300M8ZYFG0OCMTT87
2038-03-15
6.000000
904270.00
45742.24
Agency Mortgage-Backed Securities
GNMI SF 696186 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
3193691.00
27950.70
Agency Mortgage-Backed Securities
GNMI SF 696189 X
549300M8ZYFG0OCMTT87
2038-08-15
5.500000
5271824.00
9872.10
Agency Mortgage-Backed Securities
GNMI SF 697584 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
26413089.00
44889.39
Agency Mortgage-Backed Securities
GNMI SF 622603 X
549300M8ZYFG0OCMTT87
2033-11-15
6.000000
140649.00
4480.44
Agency Mortgage-Backed Securities
GNMI SF 622626 X
549300M8ZYFG0OCMTT87
2033-11-15
6.000000
25000.00
1456.89
Agency Mortgage-Backed Securities
GNMI SF 623807 X
549300M8ZYFG0OCMTT87
2033-11-15
6.000000
25000.00
312.06
Agency Mortgage-Backed Securities
GNMI SF 632233 X
549300M8ZYFG0OCMTT87
2038-03-15
6.000000
58725.00
1994.58
Agency Mortgage-Backed Securities
GNMI SF 638595 X
549300M8ZYFG0OCMTT87
2039-02-15
6.000000
250622.00
42038.45
Agency Mortgage-Backed Securities
GNMI SF 644935 X
549300M8ZYFG0OCMTT87
2035-07-15
6.000000
28571.00
625.47
Agency Mortgage-Backed Securities
GNMI SF 645916 X
549300M8ZYFG0OCMTT87
2036-05-15
6.000000
2743530.00
6503.47
Agency Mortgage-Backed Securities
GNMI SF 646027 X
549300M8ZYFG0OCMTT87
2037-09-15
6.000000
45603.00
2076.62
Agency Mortgage-Backed Securities
GNMI SF 683958 X
549300M8ZYFG0OCMTT87
2038-02-15
6.000000
2091097.00
27468.84
Agency Mortgage-Backed Securities
GNMI SF AW5811 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
1221396.00
172356.32
Agency Mortgage-Backed Securities
GNMI SF 686781 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
2735796.00
40097.92
Agency Mortgage-Backed Securities
GNMI SF BB1137 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
327344.00
4188.92
Agency Mortgage-Backed Securities
GNMI SF BA5850 X
549300M8ZYFG0OCMTT87
2047-06-15
5.000000
102715.00
12879.71
Agency Mortgage-Backed Securities
GNMI SF 671120 X
549300M8ZYFG0OCMTT87
2037-08-15
6.000000
25000.00
346.06
Agency Mortgage-Backed Securities
GNMI SF 673207 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
25000.00
200.98
Agency Mortgage-Backed Securities
GNMI SF 673234 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
657402.00
12577.34
Agency Mortgage-Backed Securities
GNII SF MA7827 M
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
10278000.00
8348292.64
Agency Mortgage-Backed Securities
GNMI SF 672415 X
549300M8ZYFG0OCMTT87
2037-12-15
6.000000
2575749.00
22281.23
Agency Mortgage-Backed Securities
GNMI SP 782495 X
549300M8ZYFG0OCMTT87
2038-12-15
5.500000
209361.00
4325.37
Agency Mortgage-Backed Securities
GNMI SP 783551 X
549300M8ZYFG0OCMTT87
2040-12-15
6.000000
162262.00
10527.43
Agency Mortgage-Backed Securities
GNMI SF BT9206 X
549300M8ZYFG0OCMTT87
2050-04-15
3.500000
102310.00
30264.16
Agency Mortgage-Backed Securities
GNMI SF 586343 X
549300M8ZYFG0OCMTT87
2035-01-15
6.000000
31988.00
347.79
Agency Mortgage-Backed Securities
GNMI SF 698028 X
549300M8ZYFG0OCMTT87
2039-01-15
5.000000
35784421.00
116185.07
Agency Mortgage-Backed Securities
GNMI SF 699494 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
25000.00
304.29
Agency Mortgage-Backed Securities
GNMI SF BE7988 X
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
4185032.00
1079936.92
Agency Mortgage-Backed Securities
GNMI SF 618681 X
549300M8ZYFG0OCMTT87
2036-10-15
6.500000
2256068.00
21640.58
Agency Mortgage-Backed Securities
GNMI SP 782835 X
549300M8ZYFG0OCMTT87
2039-12-15
6.000000
994408.00
22802.30
Agency Mortgage-Backed Securities
GNMI SP 783375 X
549300M8ZYFG0OCMTT87
2041-08-15
5.000000
4331631.00
178843.65
Agency Mortgage-Backed Securities
GNMI SP 783391 X
549300M8ZYFG0OCMTT87
2040-07-15
6.000000
167242.00
7906.46
Agency Mortgage-Backed Securities
GNMI SF AB5980 X
549300M8ZYFG0OCMTT87
2045-12-15
4.500000
948991.00
72694.96
Agency Mortgage-Backed Securities
GNMI SF AB5966 X
549300M8ZYFG0OCMTT87
2045-09-15
4.500000
3399703.00
122027.22
Agency Mortgage-Backed Securities
GNMI SF BD9778 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
1147909.00
127713.06
Agency Mortgage-Backed Securities
GNMI SF 688386 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
3905746.00
8621.68
Agency Mortgage-Backed Securities
GNMI SF 689791 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
33662.00
475.20
Agency Mortgage-Backed Securities
GNMI SF 691199 X
549300M8ZYFG0OCMTT87
2038-05-15
5.500000
538967.00
2538.63
Agency Mortgage-Backed Securities
GNMI SF 690922 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
4439114.00
46188.79
Agency Mortgage-Backed Securities
GNMI SF 694462 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
706209.00
20783.67
Agency Mortgage-Backed Securities
GNMI SF AY3765 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
947416.00
57758.61
Agency Mortgage-Backed Securities
GNMI SF 680687 X
549300M8ZYFG0OCMTT87
2038-01-15
6.000000
2161149.00
26047.86
Agency Mortgage-Backed Securities
GNMI SF 681624 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
221699.00
28746.85
Agency Mortgage-Backed Securities
GNMI SF 617370 X
549300M8ZYFG0OCMTT87
2037-01-15
6.000000
1334057.00
13952.60
Agency Mortgage-Backed Securities
GNMI SF BQ8587 X
549300M8ZYFG0OCMTT87
2049-10-15
3.500000
31552.00
7154.12
Agency Mortgage-Backed Securities
GNMI SF 618677 X
549300M8ZYFG0OCMTT87
2036-10-15
6.000000
25000.00
533.46
Agency Mortgage-Backed Securities
GNII SF MA3174 M
549300M8ZYFG0OCMTT87
2045-10-20
4.000000
50000.00
5021.86
Agency Mortgage-Backed Securities
GNII SF MA3106 M
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
17775000.00
1686167.36
Agency Mortgage-Backed Securities
GNII SF MA2893 M
549300M8ZYFG0OCMTT87
2045-05-20
4.000000
655000.00
79616.09
Agency Mortgage-Backed Securities
GNMI SF 700926 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
4700250.00
60752.32
Agency Mortgage-Backed Securities
GNMI SF 701417 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
1999800.00
82170.64
Agency Mortgage-Backed Securities
GNMI SF 701694 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
75160.00
854.72
Agency Mortgage-Backed Securities
GNMI SF 562287 X
549300M8ZYFG0OCMTT87
2033-12-15
6.000000
25000.00
408.12
Agency Mortgage-Backed Securities
GNMI SF BD4716 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
578868.00
18946.85
Agency Mortgage-Backed Securities
GNMI SF BD4789 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
542051.00
63627.28
Agency Mortgage-Backed Securities
GNMI SF BD6110 X
549300M8ZYFG0OCMTT87
2047-11-15
3.500000
1000000.00
115914.19
Agency Mortgage-Backed Securities
GNMI SF BD7115 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
1960162.00
532687.29
Agency Mortgage-Backed Securities
GNMI SF BD7509 X
549300M8ZYFG0OCMTT87
2047-11-15
4.500000
1306267.00
443620.43
Agency Mortgage-Backed Securities
GNII SF 004171 M
549300M8ZYFG0OCMTT87
2038-06-20
6.500000
25000.00
501.90
Agency Mortgage-Backed Securities
GNII SF 004194 M
549300M8ZYFG0OCMTT87
2038-07-20
5.500000
1719082.00
29197.13
Agency Mortgage-Backed Securities
GNII SF 004196 M
549300M8ZYFG0OCMTT87
2038-07-20
6.500000
12472343.00
207243.04
Agency Mortgage-Backed Securities
GNII SF MA6766 M
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
404479.00
146513.49
Agency Mortgage-Backed Securities
GNII SF 004268 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
2468663.00
34741.99
Agency Mortgage-Backed Securities
GNII SF 004246 M
549300M8ZYFG0OCMTT87
2038-09-20
6.500000
8723305.00
133425.06
Agency Mortgage-Backed Securities
GNII SF MA6656 M
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1427944.00
463137.43
Agency Mortgage-Backed Securities
GNII SF 003736 M
549300M8ZYFG0OCMTT87
2035-07-20
5.500000
765000.00
18536.89
Agency Mortgage-Backed Securities
GNII SF 003796 M
549300M8ZYFG0OCMTT87
2035-12-20
5.500000
428000.00
9984.86
Agency Mortgage-Backed Securities
GNII SF 003807 M
549300M8ZYFG0OCMTT87
2036-01-20
5.500000
1984361.00
39059.34
Agency Mortgage-Backed Securities
GNMI SP 782415 X
549300M8ZYFG0OCMTT87
2038-10-15
6.500000
70584.00
804.88
Agency Mortgage-Backed Securities
GNII SF MA6476 M
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
27032688.00
5427338.98
Agency Mortgage-Backed Securities
GNMI SP 783798 X
549300M8ZYFG0OCMTT87
2040-09-15
6.000000
25000.00
2343.30
Agency Mortgage-Backed Securities
GNII SP 783976 M
549300M8ZYFG0OCMTT87
2043-04-20
3.500000
633000.00
97995.13
Agency Mortgage-Backed Securities
GNMI SP 784071 X
549300M8ZYFG0OCMTT87
2041-06-15
6.000000
58426.00
14226.00
Agency Mortgage-Backed Securities
GNMI SP 784298 X
549300M8ZYFG0OCMTT87
2046-07-15
5.000000
268239.00
61200.72
Agency Mortgage-Backed Securities
GNMI SP 785994 X
549300M8ZYFG0OCMTT87
2052-02-15
4.000000
344623.00
299261.21
Agency Mortgage-Backed Securities
GNMI SF BB8885 X
549300M8ZYFG0OCMTT87
2047-07-15
5.000000
1695683.00
291142.62
Agency Mortgage-Backed Securities
GNII SF MA6340 M
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
754906.00
150290.01
Agency Mortgage-Backed Securities
GNMI SF BC2040 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
1393877.00
116231.03
Agency Mortgage-Backed Securities
GNMI SF BC3744 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
1658221.00
133298.13
Agency Mortgage-Backed Securities
GNII SF 004290 M
549300M8ZYFG0OCMTT87
2038-11-20
5.500000
486044.00
8238.25
Agency Mortgage-Backed Securities
GNII SF 004292 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
39000.00
802.53
Agency Mortgage-Backed Securities
GNII SF 004344 M
549300M8ZYFG0OCMTT87
2039-01-20
6.000000
3088329.00
54911.52
Agency Mortgage-Backed Securities
GNMI SF AU8925 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
2659989.00
291165.67
Agency Mortgage-Backed Securities
GNMI SF AV4036 X
549300M8ZYFG0OCMTT87
2046-09-15
4.500000
2386613.00
318317.47
Agency Mortgage-Backed Securities
GNMI SF AW5781 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
1813707.00
99662.51
Agency Mortgage-Backed Securities
GNMI SF AZ3489 X
549300M8ZYFG0OCMTT87
2049-01-15
4.500000
205688.00
33643.71
Agency Mortgage-Backed Securities
GNII SF 005063 M
549300M8ZYFG0OCMTT87
2041-05-20
6.000000
437354.00
17887.45
Agency Mortgage-Backed Securities
GNMI SF 618751 X
549300M8ZYFG0OCMTT87
2036-12-15
6.000000
25000.00
1969.73
Agency Mortgage-Backed Securities
GNII SF 005143 M
549300M8ZYFG0OCMTT87
2041-08-20
5.500000
90092.00
5181.20
Agency Mortgage-Backed Securities
GNII SF 005177 M
549300M8ZYFG0OCMTT87
2041-09-20
5.500000
960309.00
59139.61
Agency Mortgage-Backed Securities
GNMI SP 782858 X
549300M8ZYFG0OCMTT87
2039-11-15
6.000000
327790.00
8510.65
Agency Mortgage-Backed Securities
GNMI SF 607640 X
549300M8ZYFG0OCMTT87
2033-01-15
6.000000
25000.00
27.39
Agency Mortgage-Backed Securities
GNMI SF 439084 X
549300M8ZYFG0OCMTT87
2039-02-15
6.000000
758983.00
10933.26
Agency Mortgage-Backed Securities
GNMI SF 463256 X
549300M8ZYFG0OCMTT87
2037-02-15
6.000000
25000.00
964.52
Agency Mortgage-Backed Securities
GNMI SF 716792 X
549300M8ZYFG0OCMTT87
2039-04-15
4.500000
25000.00
375.75
Agency Mortgage-Backed Securities
GNII SF MA0022 M
549300M8ZYFG0OCMTT87
2042-04-20
3.500000
692000.00
63381.83
Agency Mortgage-Backed Securities
GNMI SP 782836 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
183029.00
1881.03
Agency Mortgage-Backed Securities
GNII SF MA0852 M
549300M8ZYFG0OCMTT87
2043-01-20
3.500000
4249000.00
510182.23
Agency Mortgage-Backed Securities
GNMI SF BL2071 X
549300M8ZYFG0OCMTT87
2049-02-15
4.500000
233496.00
28449.78
Agency Mortgage-Backed Securities
GNMI SF BL3846 X
549300M8ZYFG0OCMTT87
2049-02-15
4.500000
4717347.00
204651.61
Agency Mortgage-Backed Securities
GNMI SF BN9283 X
549300M8ZYFG0OCMTT87
2049-07-15
4.500000
196269.00
21164.81
Agency Mortgage-Backed Securities
GNMI SF 676554 X
549300M8ZYFG0OCMTT87
2037-10-15
6.000000
25000.00
144.04
Agency Mortgage-Backed Securities
GNMI SF BO3004 X
549300M8ZYFG0OCMTT87
2049-06-15
3.500000
2916533.00
413308.35
Agency Mortgage-Backed Securities
GNMI SF BP1506 X
549300M8ZYFG0OCMTT87
2049-08-15
4.500000
25187.00
2250.13
Agency Mortgage-Backed Securities
GNMI SF 678279 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
1008160.00
4007.09
Agency Mortgage-Backed Securities
GNMI SF 680184 X
549300M8ZYFG0OCMTT87
2038-03-15
5.500000
2864454.00
15433.25
Agency Mortgage-Backed Securities
GNMI SP 782088 X
549300M8ZYFG0OCMTT87
2036-05-15
6.000000
25000.00
568.88
Agency Mortgage-Backed Securities
GNMI SF 672935 X
549300M8ZYFG0OCMTT87
2038-08-15
5.500000
136950.00
3366.20
Agency Mortgage-Backed Securities
GNMI SF 617704 X
549300M8ZYFG0OCMTT87
2037-09-15
6.000000
1230704.00
14446.56
Agency Mortgage-Backed Securities
GNMI SF 674446 X
549300M8ZYFG0OCMTT87
2037-09-15
6.000000
497000.00
12727.34
Agency Mortgage-Backed Securities
GNMI SF 674510 X
549300M8ZYFG0OCMTT87
2037-10-15
6.000000
500000.00
8268.69
Agency Mortgage-Backed Securities
GNMI SF 700933 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
1275570.00
21977.09
Agency Mortgage-Backed Securities
GNMI SF 676797 X
549300M8ZYFG0OCMTT87
2038-04-15
6.000000
2912574.00
26868.52
Agency Mortgage-Backed Securities
GNMI SF 676843 X
549300M8ZYFG0OCMTT87
2038-05-15
6.000000
1360461.00
11459.74
Agency Mortgage-Backed Securities
GNMI SF 676389 X
549300M8ZYFG0OCMTT87
2038-01-15
5.500000
37722201.00
214210.65
Agency Mortgage-Backed Securities
GNMI SF 648132 X
549300M8ZYFG0OCMTT87
2036-07-15
6.000000
75000.00
1147.41
Agency Mortgage-Backed Securities
GNMI SF 700916 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
46740.00
403.88
Agency Mortgage-Backed Securities
GNMI SF 651881 X
549300M8ZYFG0OCMTT87
2036-09-15
6.000000
50000.00
291.24
Agency Mortgage-Backed Securities
GNMI SF 654432 X
549300M8ZYFG0OCMTT87
2036-09-15
6.500000
2762966.00
68348.49
Agency Mortgage-Backed Securities
GNMI SF 656187 X
549300M8ZYFG0OCMTT87
2036-07-15
6.000000
50000.00
133.08
Agency Mortgage-Backed Securities
GNMI SF 700918 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
3332424.00
23773.12
Agency Mortgage-Backed Securities
GNII SF 004266 M
549300M8ZYFG0OCMTT87
2038-10-20
5.500000
675749.00
10244.69
Agency Mortgage-Backed Securities
GNII SF 003760 M
549300M8ZYFG0OCMTT87
2035-09-20
5.500000
142000.00
4203.84
Agency Mortgage-Backed Securities
GNMI SF 658570 X
549300M8ZYFG0OCMTT87
2036-08-15
6.000000
2957680.00
23993.65
Agency Mortgage-Backed Securities
GNII SF 003841 M
549300M8ZYFG0OCMTT87
2036-04-20
5.500000
740234.00
13664.86
Agency Mortgage-Backed Securities
GNMI SP 783788 X
549300M8ZYFG0OCMTT87
2040-12-15
5.500000
944571.00
76960.93
Agency Mortgage-Backed Securities
GNMI SF BC1382 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
1652671.00
172066.63
Agency Mortgage-Backed Securities
GNMI SF 704005 X
549300M8ZYFG0OCMTT87
2038-11-15
6.500000
106705.00
1708.88
Agency Mortgage-Backed Securities
GNMI SF 704090 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
955263.00
21378.91
Agency Mortgage-Backed Securities
GNMI SF 704178 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
5069632.00
43779.92
Agency Mortgage-Backed Securities
GNMI SF 705143 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
3758100.00
129428.99
Agency Mortgage-Backed Securities
GNII SF MA6409 M
549300M8ZYFG0OCMTT87
2050-01-20
3.000000
99465.00
23515.77
Agency Mortgage-Backed Securities
GNMI SF 706016 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
68778.00
3884.27
Agency Mortgage-Backed Securities
GNMI SF 687179 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
3491380.00
12395.32
Agency Mortgage-Backed Securities
GNMI SF 687708 X
549300M8ZYFG0OCMTT87
2038-07-15
5.000000
1744061.00
65677.61
Agency Mortgage-Backed Securities
GNMI SF 687833 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
988000.00
17986.88
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
6781554.00
687289.75
Agency Mortgage-Backed Securities
GNMI SF 687922 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1331000.00
7920.24
Agency Mortgage-Backed Securities
GNMI SF 687923 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
2076376.00
13019.48
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
83497.00
14810.16
Agency Mortgage-Backed Securities
GNMI SF 688024 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
25000.00
375.66
Agency Mortgage-Backed Securities
GNMI SF 688099 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
1952000.00
17115.53
Agency Mortgage-Backed Securities
GNMI SF 658701 X
549300M8ZYFG0OCMTT87
2037-05-15
6.000000
50000.00
1191.81
Agency Mortgage-Backed Securities
GNMI SF 662443 X
549300M8ZYFG0OCMTT87
2037-06-15
6.000000
25000.00
390.54
Agency Mortgage-Backed Securities
GNMI SF 662122 X
549300M8ZYFG0OCMTT87
2037-02-15
6.000000
30231.00
3365.58
Agency Mortgage-Backed Securities
GNMI SF 662521 X
549300M8ZYFG0OCMTT87
2037-08-15
6.000000
25000.00
372.18
Agency Mortgage-Backed Securities
GNMI SF 668745 X
549300M8ZYFG0OCMTT87
2038-02-15
6.000000
254715.00
7796.35
Agency Mortgage-Backed Securities
GNMI SF 668585 X
549300M8ZYFG0OCMTT87
2037-08-15
6.000000
536627.00
5237.57
Agency Mortgage-Backed Securities
GNMI SF 668973 X
549300M8ZYFG0OCMTT87
2037-03-15
6.000000
2665216.00
52391.02
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
38208622.00
3355468.04
Agency Mortgage-Backed Securities
GNMI SF 670109 X
549300M8ZYFG0OCMTT87
2037-07-15
6.000000
50000.00
838.40
Agency Mortgage-Backed Securities
GNMI SF 670636 X
549300M8ZYFG0OCMTT87
2039-08-15
6.000000
139430.00
15062.78
Agency Mortgage-Backed Securities
GNII SF MA1012 M
549300M8ZYFG0OCMTT87
2043-05-20
3.500000
2318934.00
311063.39
Agency Mortgage-Backed Securities
GNII SF MA0318 M
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
1105000.00
117993.85
Agency Mortgage-Backed Securities
GNMI SF 723240 X
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
711455.00
15856.03
Agency Mortgage-Backed Securities
GNMI SF 723341 X
549300M8ZYFG0OCMTT87
2039-09-15
6.000000
120262.00
10524.64
Agency Mortgage-Backed Securities
GNMI SF 723434 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
1105637.00
26028.40
Agency Mortgage-Backed Securities
GNMI SF 724600 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
2554099.00
61634.38
Agency Mortgage-Backed Securities
GNMI SF 724383 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
25000.00
565.00
Agency Mortgage-Backed Securities
GNMI SF 676600 X
549300M8ZYFG0OCMTT87
2037-11-15
6.000000
25000.00
198.33
Agency Mortgage-Backed Securities
GNMI SF 677101 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
2041841.00
13470.29
Agency Mortgage-Backed Securities
GNMI SF 672676 X
549300M8ZYFG0OCMTT87
2038-04-15
5.500000
6861749.00
97960.57
Agency Mortgage-Backed Securities
GNMI SF 673844 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
182653.00
17612.58
Agency Mortgage-Backed Securities
GNMI SF 675513 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
3737869.00
27517.87
Agency Mortgage-Backed Securities
GNMI SF 648165 X
549300M8ZYFG0OCMTT87
2038-11-15
6.000000
796480.00
8747.82
Agency Mortgage-Backed Securities
GNMI SF 656323 X
549300M8ZYFG0OCMTT87
2036-11-15
6.000000
1518306.00
27890.62
Agency Mortgage-Backed Securities
GNMI SF 658121 X
549300M8ZYFG0OCMTT87
2036-10-15
6.000000
525000.00
3549.46
Agency Mortgage-Backed Securities
GNMI SF 658218 X
549300M8ZYFG0OCMTT87
2036-12-15
6.000000
1174349.00
10147.00
Agency Mortgage-Backed Securities
GNMI SF 702547 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
9543428.00
53017.75
Agency Mortgage-Backed Securities
GNMI SF 702740 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
1859593.00
7518.14
Agency Mortgage-Backed Securities
GNMI SF 703495 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
481535.00
13096.93
Agency Mortgage-Backed Securities
GNMI SF 705395 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
1103207.00
17740.37
Agency Mortgage-Backed Securities
GNMI SF 687836 X
549300M8ZYFG0OCMTT87
2038-08-15
6.000000
1572970.00
24786.88
Agency Mortgage-Backed Securities
GNII SF 004696 M
549300M8ZYFG0OCMTT87
2040-05-20
4.500000
20114384.00
970320.12
Agency Mortgage-Backed Securities
GNMI SF 688022 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
1245892.00
26604.43
Agency Mortgage-Backed Securities
GNMI SF 669068 X
549300M8ZYFG0OCMTT87
2037-06-15
6.000000
1378006.00
22744.13
Agency Mortgage-Backed Securities
GNII SF 005085 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
5158496.00
209247.59
Agency Mortgage-Backed Securities
GNII SF 005207 M
549300M8ZYFG0OCMTT87
2039-09-20
6.000000
2639959.00
71502.94
Agency Mortgage-Backed Securities
GNMI SF 724033 X
549300M8ZYFG0OCMTT87
2039-11-15
6.000000
79690.00
4093.25
Agency Mortgage-Backed Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
287000000.00
287000000.00
0.0022
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.170000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0UQTH5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SALEM MEDIA GROUP INC CL A
549300CTHBTS2MIXZL54
2500-12-31
N/A
2841.00
6164.97
Equities
PROSHARES TR ULTSHT FTSE EURO
I5P8CWQ9REYR8K9HN560
2500-12-31
N/A
300.00
4803.00
Equities
REDWOODS ACQUISITION CORP COM
2500-12-31
N/A
4200.00
41748.00
Equities
RELATIVITY ACQUISITION CORP CLASS A COM
2500-12-31
N/A
11413.00
115043.04
Equities
SPDR INDEX SHS FDS S&P INTL SMLCP
5493002VC63NJO18II02
2500-12-31
N/A
154.00
4171.86
Equities
SAGALIAM ACQUISITION CORP COM CL A
2500-12-31
N/A
10707.00
107391.21
Equities
MERCK & CO INC COM
4YV9Y5M8S0BRK1RP0397
2500-12-31
N/A
23818.00
2400139.86
Equities
SCHULTZE SPL PURP ACQ CORP II CLASS A COM
2500-12-31
N/A
25989.00
258590.55
Equities
PROSHARES TR PSHS ULSHT 7-10Y
0PVI6JVXQCFJKOBIKO48
2500-12-31
N/A
138.00
3136.74
Equities
TUYA INC SPONSERED ADS
254900XKWS2MIZHXCO08
2500-12-31
N/A
329783.00
297464.27
Equities
HOME PLATE ACQUISITION CORP CL A COM
2500-12-31
N/A
1300.00
12896.00
Equities
SHATTUCK LABS INC COM
2500-12-31
N/A
1802.00
4784.31
Equities
TWIN VEE POWERCATS CO COM
2500-12-31
N/A
2283.00
4954.11
Equities
U S XPRESS ENTERPRISES INC COM CL A
549300NXY19K1OZN4915
2500-12-31
N/A
105.00
246.75
Equities
RENEO PHARMACEUTICALS INC COM
2500-12-31
N/A
2752.00
8888.96
Equities
SPDR SER TR PORT MTG BK ETF
549300RAN9OO0VDPBS19
2500-12-31
N/A
145.00
3085.60
Equities
RESEARCH SOLUTIONS INC COM
549300TYWPCKGK141Q94
2500-12-31
N/A
2804.00
5439.76
Equities
RXR ACQUISITION CORP CLASS A COM
2500-12-31
N/A
4208.00
41869.60
Equities
HCM ACQUISITION CO CLASS A ORD SHS
2500-12-31
N/A
35790.00
362552.70
Equities
GREENCITY ACQUISITION CORP COM
2500-12-31
N/A
300.00
3186.00
Equities
PURPLE BIOTECH LTD SPONSORED ADS
5493008YRL2KK6TM3819
2500-12-31
N/A
1287.00
2702.70
Equities
DIREXION SHS ETF TR DLY UTLTIES 3X
54930034M78I1GEE9929
2500-12-31
N/A
44.00
1320.00
Equities
DIRECT DIGITAL HOLDINGS INC CLASS A COM
2500-12-31
N/A
400.00
1068.00
Equities
NORWOOD FINL CORP COM
2500-12-31
N/A
284.00
7967.62
Equities
FTAC EMERALD ACQUISITION CORP CLASS A COM
2500-12-31
N/A
50235.00
499838.25
Equities
NIU TECHNOLOGIES ADS
549300NJKNSC80EVQ065
2500-12-31
N/A
70992.00
191678.40
Equities
ENERGY SVCS ACQUISITION CORP COM
2500-12-31
N/A
4509.00
12174.30
Equities
EVAXION BIOTECH A S ADS
2500-12-31
N/A
1879.00
5054.51
Equities
EVELO BIOSCIENCES INC COM
2500-12-31
N/A
46.00
97.06
Equities
NANOBIOTIX SPONSORED ADS
969500667RSYIH8YL895
2500-12-31
N/A
415.00
1643.40
Equities
MOUNTAIN CREST ACQSTN CORP III COM
2500-12-31
N/A
3726.00
37371.78
Equities
IRIS ACQUISITION CORP CLASS A COM
2500-12-31
N/A
36708.00
362675.04
Equities
FG MERGER CORP COMMON STOCK
2500-12-31
N/A
4200.00
42252.00
Equities
FIESTA RESTAURANT GROUP INC COM
2500-12-31
N/A
1003.00
6890.61
Equities
FINTECH ACQUISITION CORP V COM CL A
2500-12-31
N/A
461.00
4610.00
Equities
BLUE WHALE ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
48200.00
468504.00
Equities
TISHMAN SPEYER INNOVATION CORP COM CL A
2500-12-31
N/A
4200.00
42000.00
Equities
THE9 LTD SPON ADS NEW
529900PMX9KSG4W5TA36
2500-12-31
N/A
3947.00
3014.32
Equities
TC BANCSHARES INC COM
254900F409X9ULBMZV78
2500-12-31
N/A
212.00
3180.00
Equities
AHREN ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
76580.00
771160.60
Equities
STARRETT L S CO CL A
2500-12-31
N/A
281.00
2371.58
Equities
INFLARX NV COM
391200708PAUDLQ31581
2500-12-31
N/A
143.00
374.66
Equities
PYXIS TANKERS INC COM NEW
2500-12-31
N/A
4987.00
22890.33
Equities
SALARIUS PHARMACEUTICALS INC COM NEW
549300CLUMLZXIHU7X22
2500-12-31
N/A
822.00
1668.66
Equities
SHIFTPIXY INC COM NEW
5299000XGQMB6TK04R72
2500-12-31
N/A
59.00
706.82
Equities
FREIGHTCAR AMER INC COM
254900UEML23YM2EQB31
2500-12-31
N/A
354.00
1529.28
Equities
ETF SER SOLUTIONS DEFIANCE NEXT
549300TYV82D51XJEK95
2500-12-31
N/A
300.00
9132.00
Equities
FUTURETECH II ACQUISITION CORP CLASS A COM
2500-12-31
N/A
16982.00
171178.56
Equities
LONGBOARD PHARMACEUTICALS INC COM
2500-12-31
N/A
924.00
2892.12
Equities
GSR II METEORA ACQUISITN CORP CLASS A COM
2500-12-31
N/A
34422.00
341466.24
Equities
GAIA INC NEW CL A
529900QUX8SBA2D93M92
2500-12-31
N/A
442.00
1056.38
Equities
GENASYS INC COM
549300W0ZVKXG9NQ7D23
2500-12-31
N/A
3559.00
10267.72
Equities
GLOBALINK INVT INC COM
2500-12-31
N/A
3102.00
30988.98
Equities
LIMBACH HLDGS INC COM
254900EW8KXT5ZTWQI30
2500-12-31
N/A
388.00
3158.32
Equities
LIMESTONE BANCORP INC COM
2500-12-31
N/A
346.00
8923.34
Equities
SCIPLAY CORPORATION CL A
549300B8E2F1A3EW6869
2500-12-31
N/A
1130.00
15582.70
Equities
SCHMITT INDS INC ORE COM NEW
5299003BMFILFJNCJG46
2500-12-31
N/A
1159.00
1819.63
Equities
KAIROS ACQUISITION CORP CL A SHS
2500-12-31
N/A
45963.00
460089.63
Equities
ACUMEN PHARMACEUTICALS INC COM
2500-12-31
N/A
804.00
5756.64
Equities
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR
549300UUNWK8TRT5EW12
2500-12-31
N/A
163204.00
226853.56
Equities
ADVANCED HUMAN IMAGING LTD SPON ADS
2500-12-31
N/A
17610.00
9335.06
Equities
INTL GNRL INSURANCE HLDNGS LTD SHS
2500-12-31
N/A
12759.00
95054.55
Equities
INFLECTION POINT ACQUSTN CORP CLASS A ORD
2500-12-31
N/A
49468.00
488249.16
Equities
CREATIVE MEDIA & CMNTY TR COM NEW
549300X9XL9BLF80OY48
2500-12-31
N/A
2305.00
15697.05
Equities
ASTRIA THERAPEUTICS INC COM
2500-12-31
N/A
348.00
3199.86
Equities
JUPITER WELLNESS ACQUISITION C CLASS A COM
2500-12-31
N/A
16000.00
161120.00
Equities
AUTOSCOPE TECHNOLOGIES CORP COM
2500-12-31
N/A
235.00
1024.60
Equities
HIGHWAY HLDGS LTD ORD
2500-12-31
N/A
606.00
1230.18
Equities
AVALON ACQUISITION INC CLASS A COM
549300MQ0W8R6XMVEN12
2500-12-31
N/A
4591.00
46231.37
Equities
ENTERPRISE 4.0 TEC ACQSTN CORP CLASS A ORD SHS
2500-12-31
N/A
56920.00
577738.00
Equities
COVA ACQUISITION CORP CL A SHS
2500-12-31
N/A
92309.00
923090.00
Equities
EMERALD HOLDING INC COM
2500-12-31
N/A
337.00
1118.84
Equities
BYTE ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
40650.00
405280.50
Equities
F-STAR THERAPEUTICS INC COM
5493003TRY5HK3M6WH76
2500-12-31
N/A
1266.00
7292.16
Equities
KADEM SUSTAINABLE IMPACT CORP CLASS A COM
2500-12-31
N/A
4252.00
42179.84
Equities
HUYA INC ADS REP SHS A
549300WPEZ00T1MABE80
2500-12-31
N/A
146568.00
266753.76
Equities
CARTESIAN GROWTH CORP CL A SHS
2500-12-31
N/A
42872.00
429148.72
Equities
WAH FU EDUCATION GROUP LIMITED SHS
2500-12-31
N/A
838.00
1667.62
Equities
BANK7 CORP COM
2500-12-31
N/A
331.00
8271.69
Equities
AUTHENTIC EQUITY ACQUISTN CORP CL A SHS
2500-12-31
N/A
3046.00
30460.00
Equities
VALUENCE MERGER CORP I CLASS A ORD SHS
2500-12-31
N/A
32981.00
338055.25
Equities
VILLAGE FARMS INTL INC COM
529900TR69X5FFZ6K955
2500-12-31
N/A
3124.00
6466.68
Equities
KAMADA LTD SHS
2500-12-31
N/A
962.00
4521.40
Equities
ARTS WAY MFG INC COM
5493008146ZHRQG3XD36
2500-12-31
N/A
2167.00
4377.34
Equities
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS
2500-12-31
N/A
4200.00
41874.00
Equities
STABILIS SOLUTIONS INC COM
549300DGSR537OJW7P62
2500-12-31
N/A
1344.00
10778.88
Equities
XILIO THERAPEUTICS INC COM
2500-12-31
N/A
1836.00
4314.60
Equities
YELLOW CORP COM
529900SEX4UQ2WLPRC40
2500-12-31
N/A
140213.00
593100.99
Equities
JAGUAR GLOBAL GROWTH CORP I CLASS A ORD SHS
2500-12-31
N/A
36235.00
365429.98
Equities
FUSION PHARMACEUTICALS INC COM
2500-12-31
N/A
3287.00
8283.24
Equities
SPORTSTEK ACQUISITION CORP COM CL A
2500-12-31
N/A
11.00
109.12
Equities
MILESTONE PHARMACEUTICALS INC COM
2500-12-31
N/A
3089.00
15723.01
Equities
ARC DOCUMENT SOLUTIONS INC COM
529900E4UQREZKXE7O60
2500-12-31
N/A
32799.00
79045.59
Equities
ETF SER SOLUTIONS DISTILLATE US
5493002W0E8K4UD8QD78
2500-12-31
N/A
120.00
4850.40
Equities
ATYR PHARMA INC COM NEW
529900ENQUXMC5EBKO36
2500-12-31
N/A
649.00
1557.60
Equities
ACACIA RESH CORP ACACIA TCH COM
529900BCN7BE6ESPDZ72
2500-12-31
N/A
1736.00
6770.40
Equities
ACRES COMMERCIAL REALTY CORP COM NEW
549300RUJWPCMY4JFR46
2500-12-31
N/A
886.00
9019.48
Equities
POWERUP ACQUISITION CORP CLASS A ORDI SHS
2500-12-31
N/A
59688.00
606430.08
Equities
SCULLY ROYALTY LTD COM SHS
213800MD6RDKYF379G18
2500-12-31
N/A
299.00
2490.64
Equities
INVESCO EXCH TRADED FD TR II S&P SMLCP ENGY
5493008GV13MOHGPN118
2500-12-31
N/A
300.00
3224.82
Equities
SOUND POINT ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
29606.00
301981.20
Equities
FTAC PARNASSUS ACQUISITN CORP CLASS A COM
2500-12-31
N/A
4200.00
41580.00
Equities
ISHARES TR MSCI POLAND ETF
549300AWENQCY4VS9S36
2500-12-31
N/A
424.00
5291.52
Equities
ARLINGTON ASSET INVST CORP CL A NEW
549300LA9ZT7L8G7IT53
2500-12-31
N/A
57161.00
172626.22
Equities
FIRST SVGS FINL GROUP INC COM
549300BD6X6E6468JI14
2500-12-31
N/A
619.00
14175.10
Equities
FIRST SEACOAST BANCORP COM
2500-12-31
N/A
133.00
1365.91
Equities
SIREN ETF TR NSD NXGN ECO ETF
549300R14FNIMIQ2UT32
2500-12-31
N/A
5.00
113.40
Equities
FORIAN INC COM
2500-12-31
N/A
566.00
2065.90
Equities
JAWS HURRICANE ACQUISITN CORP CLASS A COM
2500-12-31
N/A
109435.00
1076840.40
Equities
WORLDWIDE WEBB ACQUISITION COR CLASS A ORD SHS
2500-12-31
N/A
15141.00
152167.05
Equities
OPTIMUMBANK HLDGS INC COM
2500-12-31
N/A
2072.00
8868.16
Equities
CONYERS PARK III ACQSITN CORP CLASS A COM
2500-12-31
N/A
52580.00
514232.40
Equities
COMMUNITY FINL CORP MD COM
549300IM1P8BVV642449
2500-12-31
N/A
4290.00
162119.10
Equities
MODIV INC CL C COM STK
2500-12-31
N/A
13.00
140.40
Equities
CRAWFORD & CO CL B
7TZZFJ2GPOGLWIKIXY82
2500-12-31
N/A
1463.00
8339.10
Equities
SUMMIT ST BK SANTA ROSA CALIF COM
2500-12-31
N/A
644.00
9647.12
Equities
TELA BIO INC COM
2500-12-31
N/A
281.00
2548.67
Equities
TERRITORIAL BANCORP INC COM
5493003VDUGN5KBPTN24
2500-12-31
N/A
305.00
6307.40
Equities
TEXAS COMMUNITY BANCSHARES INC COM
2500-12-31
N/A
153.00
2363.85
Equities
THERATECHNOLOGIES INC COM
5493003Q78Q8VKGF1459
2500-12-31
N/A
157.00
304.58
Equities
TOWNSQUARE MEDIA INC CL A
549300XBA8C68H0DR538
2500-12-31
N/A
2.00
15.00
Equities
TRANSACT TECHNOLOGIES INC COM
2500-12-31
N/A
2212.00
9224.04
Equities
TWIN DISC INC COM
549300FR8EHCY14BLP32
2500-12-31
N/A
400.00
5248.00
Equities
U S GLOBAL INVS INC CL A
529900IRM26R91LI8531
2500-12-31
N/A
2026.00
5915.92
Equities
ULTRALIFE CORP COM
529900NVAFLKA00F3U05
2500-12-31
N/A
1439.00
7108.66
Equities
UNITED BANCORP INC OHIO COM
2500-12-31
N/A
571.00
8707.75
Equities
MOLECULAR PARTNERS AG ADS
875500AXMLDAZ4D21744
2500-12-31
N/A
193.00
1196.60
Equities
CRIXUS BH3 ACQUISITION CO CLASS A COM
2500-12-31
N/A
23718.00
235519.74
Equities
PLAYAGS INC COM
2500-12-31
N/A
948.00
6048.24
Equities
DATA I O CORP COM
2500-12-31
N/A
778.00
2956.40
Equities
ITAU CORPBANCA SPONSORED ADR
549300DDPTTIZ06NIV06
2500-12-31
N/A
875.00
2563.75
Equities
INTERPRIVATE IV INFRATECH PRTN CLASS A COM
2500-12-31
N/A
4200.00
41622.00
Equities
PROVIDENT FINL HLDGS INC COM
2500-12-31
N/A
28.00
383.04
Equities
PSYCHEMEDICS CORP COM NEW
2500-12-31
N/A
857.00
5561.93
Equities
RF ACQUISITION CORP CLASS A COM
2500-12-31
N/A
18729.00
186259.91
Equities
RED ROBIN GOURMET BURGERS INC COM
529900V6NUMBYX34LV46
2500-12-31
N/A
186.00
1525.20
Equities
RICHMOND MUT BANCORPORATION COM
2500-12-31
N/A
181.00
2371.10
Equities
RIVERVIEW BANCORP INC COM
2500-12-31
N/A
3554.00
24415.98
Equities
SPDR INDEX SHS FDS S&P INTL ETF
549300ZZCTLBRXQKF293
2500-12-31
N/A
265.00
7910.25
Equities
FUWEI FILMS HLDGS CO LTD SHS NEW
529900XXKPHF6K3K8P23
2500-12-31
N/A
1246.00
8846.60
Equities
ADDENTAX GROUP CORP COM NEW
2500-12-31
N/A
108.00
217.08
Equities
ADVANCED EMISSIONS SOLUTIONS I COM
52990086HRJSW2EZQH40
2500-12-31
N/A
1662.00
4986.00
Equities
GULF RES INC COM
2500-12-31
N/A
482.00
1638.80
Equities
VERA BRADLEY INC COM
52990005Q6LEJKXO7M51
2500-12-31
N/A
1300.00
4147.00
Equities
BRIGHT LIGHTS ACQUISITION CORP COM CL A
2500-12-31
N/A
123884.00
1242556.52
Equities
ISHARES TR NATIONAL MUN ETF
549300H21FUYFQW9N157
2500-12-31
N/A
12484.00
1271120.88
Equities
ISHARES TR US REGNL BKS ETF
2500-12-31
N/A
119.00
5997.60
Equities
BYNORDIC ACQUISITION CORP CLASS A COM
2500-12-31
N/A
15464.00
154485.36
Equities
VIRTRA INC COM PAR
549300BGHL1PW2M7IZ13
2500-12-31
N/A
1317.00
6729.87
Equities
BANK OF MONTREAL MICROSCTR 3X LVG
2500-12-31
N/A
127.00
3479.80
Equities
BANKFINANCIAL CORP COM
2500-12-31
N/A
1217.00
12084.81
Equities
BEL FUSE INC CL A
2549009L4XYDBRRY6X39
2500-12-31
N/A
107.00
3413.30
Equities
BOWMAN CONSULTING GROUP LTD COM
2500-12-31
N/A
233.00
3592.86
Equities
WESTWOOD HLDGS GROUP INC COM
2500-12-31
N/A
759.00
7756.98
Equities
CALIFORNIA BANCORP INC COM
549300557SO55H4J8018
2500-12-31
N/A
3109.00
68304.73
Equities
CANNA GLOBAL ACQUISITION CORP CLASS A COM
2500-12-31
N/A
35592.00
362682.48
Equities
CATALYST BANCORP INC COMMON STOCK
2500-12-31
N/A
118.00
1534.00
Equities
CELCUITY INC COM
2500-12-31
N/A
263.00
2693.12
Equities
CELLECTAR BIOSCIENCES INC COM NEW
5493000NFZCRG7BYQV93
2500-12-31
N/A
10557.00
22380.84
Equities
CINCINNATI BANCORP INC COM NEW
2500-12-31
N/A
12.00
177.00
Equities
CITIZENS CMNTY BANCORP INC MD COM
549300VKLJAF4WABEF16
2500-12-31
N/A
579.00
7440.15
Equities
DIMENSIONAL ETF TRUST US EQUITY ETF
549300TG4GW6UKRIBD35
2500-12-31
N/A
113.00
4783.29
Equities
DUOS TECHNOLOGIES GROUP INC COM
2500-12-31
N/A
525.00
1832.25
Equities
EAGLE BANCORP MONT INC COM
549300P2SVRIY3YU1412
2500-12-31
N/A
614.00
11463.38
Equities
FNCB BANCORP INC COM
2500-12-31
N/A
6910.00
52723.30
Equities
FIDELITY COVINGTON TRUST MSCI HLTH CARE I
549300Y1NOU164X4H550
2500-12-31
N/A
110.00
6902.50
Equities
FIRST CMNTY CORP S C COM
549300TC167ECI9SMC70
2500-12-31
N/A
307.00
5627.31
Equities
FIRST NATL CORP COM
549300TDCMDRFUMP0106
2500-12-31
N/A
473.00
7629.49
Equities
FIRST NORTHWEST BANCORP COM
549300YDR3VSTKB9DQ65
2500-12-31
N/A
723.00
11061.90
Equities
SMITH MIDLAND CORP COM
2500-12-31
N/A
42.00
975.66
Equities
MIND C T I LTD ORD
2500-12-31
N/A
3727.00
7919.88
Equities
TAT TECHNOLOGIES LTD ORD NEW
2500-12-31
N/A
2482.00
16008.90
Equities
TOP SHIPS INC SHS NEW
549300MWKDPUU7NJX050
2500-12-31
N/A
735.00
3461.85
Equities
CLEAN EARTH ACQUISITIONS CORP CLASS A COM
2500-12-31
N/A
42026.00
415216.88
Equities
COHBAR INC COM NEW
2500-12-31
N/A
701.00
1465.09
Equities
GENERATIONS BANCORP NY INC COM
2500-12-31
N/A
91.00
996.00
Equities
GLEN BURNIE BANCORP COM
2500-12-31
N/A
704.00
6307.84
Equities
GLOBAL X FDS GLOBX SUPDV US
549300BSOQ7DE01UBG88
2500-12-31
N/A
200.00
3842.00
Equities
GLOBAL X FDS SOCIAL MED ETF
549300TB15VI83VJXE51
2500-12-31
N/A
244.00
6097.56
Equities
IDEX BIOMETRICS ASA SPONSORED ADR
5967007LIEEXZXHECW11
2500-12-31
N/A
110.00
661.10
Equities
IKENA ONCOLOGY INC COM
2500-12-31
N/A
5203.00
14308.25
Equities
WISDOMTREE TR INTL EQUITY FD
549300X1IP4KC9V84C74
2500-12-31
N/A
160.00
6812.80
Equities
ONE STOP SYS INC COM
549300JIBHBZNCC8X044
2500-12-31
N/A
17092.00
56061.76
Equities
CIIG CAPITAL PARTNERS II INC COM CL A
2500-12-31
N/A
47113.00
472072.26
Equities
CALAMP CORP COM
5493007SIGZIX83TOW07
2500-12-31
N/A
11865.00
44256.45
Equities
ANGI INC COM CL A NEW
5493003ENY577E6SZL06
2500-12-31
N/A
1196.00
2559.44
Equities
PETVIVO HLDGS INC COM NEW
2500-12-31
N/A
641.00
1711.47
Equities
OXBRIDGE RE HLDGS LTD SHS
2500-12-31
N/A
1467.00
2948.67
Equities
EYENOVIA INC COM
2500-12-31
N/A
500.00
1090.00
Equities
PLUM ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
40767.00
405631.65
Equities
GRAHAM CORP COM
254900EI9P4LTY524J77
2500-12-31
N/A
200.00
1820.00
Equities
BARNES & NOBLE ED INC COM
549300JQGDS5THBPED41
2500-12-31
N/A
1843.00
5086.68
Equities
VIRACTA THERAPEUTICS INC COM
549300O5S543GE2D9G67
2500-12-31
N/A
1427.00
5251.36
Equities
SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
42936.00
428071.92
Equities
TALON 1 ACQUISITION CORP CLASS A ORD
2500-12-31
N/A
1400.00
14350.00
Equities
TZP STRATEGIES ACQUISTN CORP CL A SHS
2500-12-31
N/A
63037.00
629109.26
Equities
KRANESHARES TR QUADRTC INT RT
549300KNDIWWMQ7QHZ30
2500-12-31
N/A
15.00
339.75
Equities
SQZ BIOTECHNOLOGIES CO COM
2500-12-31
N/A
1139.00
3280.32
Equities
VECTIVBIO HLDG AG ORD SHS
2500-12-31
N/A
17859.00
146979.57
Equities
CODEXIS INC COM
2500-12-31
N/A
1.00
5.68
Equities
STARTEK INC COM
549300ONES3WQ9KY7P17
2500-12-31
N/A
2587.00
9364.94
Equities
MAINSTREET BANCSHARES INC COM
549300FHZZP7SP56TS88
2500-12-31
N/A
539.00
14984.20
Equities
MANHATTAN BRDG CAP INC COM
2500-12-31
N/A
650.00
3627.00
Equities
MAYVILLE ENGR CO INC COM
2500-12-31
N/A
867.00
5817.57
Equities
MEDALLION FINL CORP COM
549300FJ4FMGJ2C34Y48
2500-12-31
N/A
512.00
3886.08
Equities
NATHANS FAMOUS INC NEW COM
54930034SKNSF1JIE673
2500-12-31
N/A
295.00
19142.55
Equities
NATURAL HEALTH TRENDS CORP COM
529900WSPRKOOD9HNF27
2500-12-31
N/A
13083.00
47360.46
Equities
LESAKA TECHNOLOGIES INC COM NEW
529900J4IZMWV4RDEB07
2500-12-31
N/A
3946.00
15784.00
Equities
NORTECH SYS INC COM
2500-12-31
N/A
914.00
9185.70
Equities
NUBIA BRAND INTERNATIONAL CORP CLASS A COM
2500-12-31
N/A
11357.00
114024.28
Equities
BACKBLAZE INC COM CL A
2500-12-31
N/A
2903.00
14369.85
Equities
COMPUTER TASK GROUP INC COM
2500-12-31
N/A
869.00
6560.95
Equities
CULLMAN BANCORP INC COM
2500-12-31
N/A
220.00
2378.20
Equities
IPERIONX LTD SPONSORED ADS
98450096B1C9E094C832
2500-12-31
N/A
445.00
2069.25
Equities
GX ACQUISITION CORP II CLASS A COM
2500-12-31
N/A
4271.00
42069.35
Equities
VERRICA PHARMACEUTICALS INC COM
5493002L68H6THU5GW50
2500-12-31
N/A
2109.00
5103.78
Equities
INCANNEX HEALTHCARE LTD SPONSORED ADS
2500-12-31
N/A
363.00
1484.67
Equities
INDEXIQ ETF TR HEDGE MLTI ETF
549300GO30U3VROX3G48
2500-12-31
N/A
114.00
3220.50
Equities
INSIGNIA SYS INC COM NEW
2500-12-31
N/A
286.00
1621.62
Equities
INTERGROUP CORP COM
2500-12-31
N/A
15.00
764.70
Equities
INVESTAR HLDG CORP COM
54930001EK2YM28LOJ08
2500-12-31
N/A
442.00
9220.12
Equities
INVESCO EXCHANGE TRADED FD TR DYNMC LRG VALU
549300C6FIW841904534
2500-12-31
N/A
159.00
7407.81
Equities
INVESCO EXCH TRADED FD TR II KBW HIG DV YLD
549300P1NT23RBE5FJ24
2500-12-31
N/A
434.00
6709.64
Equities
INVESCO CURRENCYSHARES SWISS F SWISS FRANC
549300K3PYN0BT8TFG95
2500-12-31
N/A
106.00
9498.66
Equities
BANK OF THE JAMES FINL GP INC COM
2500-12-31
N/A
326.00
3850.06
Equities
UTSTARCOM HOLDINGS CORP ORDINARY SHARES
5299004Q5INQ39MLMZ08
2500-12-31
N/A
1422.00
5702.22
Equities
OP BANCORP COM
549300LTYZMS0Q13U522
2500-12-31
N/A
467.00
5473.24
Equities
OHIO VY BANC CORP COM
2500-12-31
N/A
467.00
12282.10
Equities
OLD POINT FINL CORP COM
2500-12-31
N/A
149.00
4052.80
Equities
OPAL FUELS INC CLASS A COM
2500-12-31
N/A
81.00
750.87
Equities
OPTICAL CABLE CORP COM NEW
529900VDFC1HM862HG67
2500-12-31
N/A
1863.00
6874.47
Equities
OSISKO DEVELOPMENT CORP COM NEW
984500A8CC57F67DJ124
2500-12-31
N/A
116.00
487.20
Equities
P & F INDS INC CL A NEW
2500-12-31
N/A
693.00
3742.20
Equities
PATRIOT NATL BANCORP INC COM NEW
549300T1270P6QIGPD23
2500-12-31
N/A
462.00
4841.76
Equities
PATRIOT TRANSN HLDG INC COM
549300CONREOD6V7PO98
2500-12-31
N/A
1000.00
8350.00
Equities
PEPGEN INC COM
2500-12-31
N/A
1.00
10.81
Equities
PERMA-FIX ENVIRONMENTAL SVCS COM NEW
54930015OVD1T5P12U15
2500-12-31
N/A
2209.00
9542.88
Equities
PLUMAS BANCORP COM
549300O5TKTXYTYP4G59
2500-12-31
N/A
72.00
2394.00
Equities
PRELUDE THERAPEUTICS INC COM
2500-12-31
N/A
136.00
916.64
Equities
PROPHASE LABS INC COM
2500-12-31
N/A
1152.00
13121.28
Equities
GREENBROOK TMS INC COM NEW
2500-12-31
N/A
882.00
2910.60
Equities
HMN FINL INC COM
2500-12-31
N/A
65.00
1495.00
Equities
HAWTHORN BANCSHARES INC COM
2500-12-31
N/A
381.00
8736.33
Equities
VERICITY INC COM
54930055SYK2XRDURZ39
2500-12-31
N/A
108.00
762.48
Equities
VIRGINIA NATL BANKSHARES CORP COM
5493005LXSLNF92BF097
2500-12-31
N/A
239.00
7953.92
Equities
WESTERN NEW ENG BANCORP INC COM
549300Y8QE4EI2LP6B42
2500-12-31
N/A
22953.00
201986.40
Equities
WISDOMTREE TR US LARGECAP FUND
5493002XI0SKP3NC3U30
2500-12-31
N/A
72.00
3019.68
Equities
GOOD TIMES RESTAURANTS INC COM NEW
2500-12-31
N/A
2515.00
5759.35
Equities
GORES TECHNOLOGY PARTNERS INC CLASS A COM
2500-12-31
N/A
4200.00
41538.00
Equities
INNOVATOR ETFS TR IBD 50 ETF
549300QQTQDDIU5RFC17
2500-12-31
N/A
298.00
7765.88
Equities
AVENUE THERAPEUTICS INC COM
549300IN52C2XAYTBO53
2500-12-31
N/A
2799.00
7053.48
Equities
AVITA MEDICAL INC COM
2500-12-31
N/A
620.00
3106.20
Equities
ISHARES INC JP MORGAN EM ETF
549300ZZ765YKMMG3526
2500-12-31
N/A
229.00
7412.73
Equities
KELLY SVCS INC CL B
2500-12-31
N/A
126.00
2019.78
Equities
J P MORGAN EXCHANGE TRADED FD US VALUE FACTR
549300HRHRZ4Q1FYHW79
2500-12-31
N/A
114.00
3769.98
Equities
CF BANKSHARES INC COM
5493005T7GGZJKF4UK64
2500-12-31
N/A
196.00
4380.60
Equities
CHINA AUTOMOTIVE SYS INC COM
52990059UORTCZ66JW45
2500-12-31
N/A
180.00
741.60
Equities
DATA KNIGHTS ACQUISITION CORP CLASS A COM
2500-12-31
N/A
11731.00
122471.64
Equities
PHARVARIS N V COM
9845003BE146D3B75D32
2500-12-31
N/A
3970.00
19969.10
Equities
POWERFLEET INC COM
2500-12-31
N/A
40814.00
113871.06
Equities
PRIVETERRA ACQUISITION CORP CL A
2500-12-31
N/A
34446.00
341704.32
Equities
ZIVO BIOSCIENCE INC COM NEW
549300WXWSRBQ5NTCF69
2500-12-31
N/A
947.00
3020.93
Equities
VISION MARINE TECHNOLOGIES INC COM
2500-12-31
N/A
1296.00
6467.04
Equities
KINS TECHNOLOGY GROUP INC COM CL A
2500-12-31
N/A
139.00
1398.34
Equities
ORIGIN AGRITECH LIMITED SHS NEW
549300OF4O6676X0P611
2500-12-31
N/A
417.00
4299.27
Equities
PEPPERLIME HEALTH ACQUSTN CORP CLASS A ORD SHS
2500-12-31
N/A
15421.00
154672.63
Equities
SPORTS VENTURES ACQUISIN CORP CL A SHS
2500-12-31
N/A
80472.00
805524.72
Equities
FLUX PWR HLDGS INC COM NEW
2500-12-31
N/A
63.00
237.51
Equities
VANECK ETF TRUST MORTGAGE REIT
54930027HZP6Q1ONAO98
2500-12-31
N/A
405.00
4920.75
Equities
JOURNEY MED CORP COM
2500-12-31
N/A
455.00
1060.15
Equities
NEXTPLAT CORP COM NEW
2500-12-31
N/A
530.00
969.90
Equities
ORCHARD THERAPEUTICS PLC SPON ADS
21380056R45ONMT94Z50
2500-12-31
N/A
121869.00
54743.55
Equities
PCTEL INC COM
2500-12-31
N/A
453.00
2151.75
Equities
PONO CAPITAL CORP CLASS A COM
2500-12-31
N/A
36052.00
368451.44
Equities
XOMA CORP DEL COM NEW
549300U6ZVYFCWNBJ613
2500-12-31
N/A
35.00
589.75
Equities
NYXOAH S A SHS
5493002O1ESKZ18OXR80
2500-12-31
N/A
448.00
2701.44
Equities
KINGSTONE COS INC COM
2500-12-31
N/A
1021.00
2358.51
Equities
LAKE SHORE BANCORP INC COM
2500-12-31
N/A
82.00
1071.74
Equities
TRITIUM DCFC LIMITED ORDINARY SHARES
2500-12-31
N/A
69011.00
129050.57
Equities
ONYX ACQUISITION CO I SHS CL A
2500-12-31
N/A
43040.00
439438.40
Equities
PORTAGE BIOTECH INC COM
2500-12-31
N/A
3247.00
21689.96
Equities
SHUAA PARTNERS ACQUISTN CORP I CLASS A ORD SHS
2500-12-31
N/A
13442.00
136839.56
Equities
TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS
2500-12-31
N/A
35899.00
362579.90
Equities
FIRST TR S&P REIT INDEX FD COM
549300DIER127UHA3873
2500-12-31
N/A
2.00
48.42
Equities
FIRST TR EXCHANGE TRADED FD II CONSUMR DISCRE
549300KKKIV5V4SB1F02
2500-12-31
N/A
3276.00
157051.44
Equities
FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF
549300Y423UR2L2WO349
2500-12-31
N/A
569.00
9052.79
Equities
FIRST UTD CORP COM
549300G54QPXQLB4KN58
2500-12-31
N/A
3183.00
59108.31
Equities
FIRST US BANCSHARES INC COM
54930017QY1V8LM2TC68
2500-12-31
N/A
779.00
5764.60
Equities
FLEXSHARES TR INTL QLTDV IDX
549300OJOGU0VHUBNE56
2500-12-31
N/A
149.00
2772.89
Equities
FRANKLIN FINL SVCS CORP COM
2500-12-31
N/A
40.00
1310.40
Equities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
3931800.00
2814869.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
598400.00
314683.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
100.00
54.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
100.00
64.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-02-15
2.250000
30925600.00
21073504.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
200.00
184.82
U.S. Treasuries (including strips)
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0317
48000000.00
48000000.00
0.0004
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 3.055000%
5493006QMFDDMYWIAM13
0000891478
ARP0UQTM4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLAC0380
B1V7KEBTPIMZEU4LTD58
2039-07-01
4.500000
5061676.00
128909.51
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4443
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.500000
221166.00
163942.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0933
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.500000
30850.00
2100.44
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD3054
B1V7KEBTPIMZEU4LTD58
2025-04-01
4.000000
1116.00
11.74
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0083
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
3217.00
74.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4861
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1833523.00
1783155.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7328
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
9000.00
5985.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0674
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
6697442.00
4654094.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4152
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
2000.00
1004.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2198
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1000.00
256.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS2988
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
2271904.00
2281786.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1360
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
1024.00
403.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9898
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
1000.00
860.25
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1182
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
198528.00
167331.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1688
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1000.00
354.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1103
B1V7KEBTPIMZEU4LTD58
2051-05-01
3.000000
1000.00
808.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV8017
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
3072.00
2872.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8946
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1008.00
976.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0475
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1000.00
976.61
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5453
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
126224.00
122659.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5586
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1000.00
969.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW6028
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1000.00
945.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6471
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1000.00
982.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6536
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
2000.00
1941.20
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7022
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5000.00
4941.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV9913
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
2304.00
2000.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW0959
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1000.00
970.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3278
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
1000.00
937.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3903
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
5000.00
4919.30
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4790
B1V7KEBTPIMZEU4LTD58
2042-09-01
2.500000
1000.00
838.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7914
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
13906921.00
4793741.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK8554
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
1000.00
832.95
Agency Mortgage-Backed Securities
FNMS 05.500 CI889887
B1V7KEBTPIMZEU4LTD58
2023-09-01
5.500000
24275.00
21.33
Agency Mortgage-Backed Securities
FNMS 04.500 CL932124
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.500000
1050.00
68.68
Agency Mortgage-Backed Securities
FNMS 04.000 CRAB5957
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
3240.00
261.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL3238
B1V7KEBTPIMZEU4LTD58
2034-07-01
2.980000
862089.00
711679.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4060
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
2024.00
618.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5353
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
6000.00
2479.37
Agency Mortgage-Backed Securities
FNMS 03.000 CTBM5018
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.000000
70949.00
19466.14
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA4014
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
125000.00
43151.86
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4571
B1V7KEBTPIMZEU4LTD58
2042-03-01
2.500000
1428.00
1163.87
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA4611
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.500000
999000.00
877737.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4737
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
30535.00
29091.60
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC8576
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.500000
7827.00
503.25
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA0949
B1V7KEBTPIMZEU4LTD58
2032-01-01
3.500000
2000.00
167.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2047005.00
235720.85
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4470
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.000000
2251254.00
1779178.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3099
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
1155754.00
253229.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3729
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
5000.00
1142.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5204
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.000000
4400.00
1066.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7498
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
4000.00
1179.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8362
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
14776.00
4904.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0940
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
2000.00
781.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1436
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1000.00
318.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1441
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
4080.00
958.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5386
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
4260.00
1039.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4558
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
11005107.00
10771657.68
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4562
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1863451.00
1799106.59
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6070
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
6144.00
3271.18
Agency Mortgage-Backed Securities
FNMS 02.500 CTCA6351
B1V7KEBTPIMZEU4LTD58
2040-07-01
2.500000
4024.00
2215.46
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2151
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
10216.00
8006.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3499
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
21738122.00
18819504.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3046
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
2050.00
554.57
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA5980
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
3758310.00
2355778.93
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6024
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
3024.00
1854.71
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6025
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
4504148.00
2856802.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
16000.00
5060.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3484
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
5027.00
2037.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
17797088.00
3209957.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1896
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
380409.00
129087.23
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2217
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1731720.00
359243.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2310
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
2048.00
845.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1430
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
1010.00
886.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2635
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
8678.00
2491.39
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO5526
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
10369.00
2631.46
Agency Mortgage-Backed Securities
FNMS 02.500 CWAO9970
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.500000
7826823.00
805516.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLAP2981
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
911876.00
190928.42
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ9131
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
448471.00
90136.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9874
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
2343400.00
1815536.05
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1074
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
2537990.00
2103499.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9102
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
497858.00
160429.65
Agency Mortgage-Backed Securities
FNMS 05.000 CLAK5724
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
2602513.00
362466.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK7343
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
3000.00
589.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3445
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1024.00
201.55
Agency Mortgage-Backed Securities
03.500 FGPC G14942 G
S6XOOCT0IEG5ABCC6L87
2028-12-01
3.500000
22135.00
3090.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7788
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
527651.00
501817.17
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7935
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1024.00
1000.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH9747
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
1008.00
197.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA0562
B1V7KEBTPIMZEU4LTD58
2047-10-01
5.000000
1000.00
137.15
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP5575
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
5106.00
3145.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT7813
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
3000.00
2613.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0124
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
10238000.00
2772134.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0257
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
10429.00
3895.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX1688
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
4336.00
1103.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX1691
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
2000.00
564.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX6483
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
6065.00
1002.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2435
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
6147.00
2349.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5044
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
2048.00
769.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7156
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
5120.00
1470.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6774
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
29630.00
4865.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6763
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
1161081.00
137451.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW8921
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
863092.00
114449.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8836
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
2048.00
846.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9789
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
7200.00
2861.21
Agency Mortgage-Backed Securities
FNMS 03.500 CRAS9048
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
499618.00
62578.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9472
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
6336.00
1789.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8740
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
4096.00
1065.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8741
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
24085.00
6109.39
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM4091
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
1000.00
633.09
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0218
B1V7KEBTPIMZEU4LTD58
2057-09-01
3.500000
4048.00
1872.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4016
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
4096.00
1447.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
4096.00
1451.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1178
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
6516.00
2189.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ7037
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2048.00
605.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1100
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2000.00
1107.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6765
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1370037.00
123945.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6544
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
9378.00
1609.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8742
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
15097201.00
3344876.95
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0152
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1462083.00
487695.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3669
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
11836872.00
3417051.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
6104.00
1612.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0309
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3000.00
1108.05
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6371
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.000000
2000.00
448.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK8200
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
2053.00
432.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1219
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
4096.00
1596.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0911
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1048.00
307.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2041
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
2048.00
647.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2959
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1024.00
97.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2806
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2048.00
653.21
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5702
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
5168.00
2980.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2454
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
3000.00
1045.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1784764.00
438513.96
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0182
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.000000
6144.00
2848.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5136
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
1953530.00
794614.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9882
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
9019.00
1687.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7562
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
2000.00
845.55
Agency Mortgage-Backed Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0306
74000000.00
74000000.00
0.0006
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 3.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0UQTO0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX HYAN9249
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.680000
18928000.00
17114634.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0757
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.110000
4953334.00
4768376.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1007
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.030000
5881000.00
5449324.80
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL3075
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.145000
5700000.00
4757623.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6156
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.325000
16193580.00
2047376.45
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7090
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.865000
40393430.00
39017905.80
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7091
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
44712216.00
42865705.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3416
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.090000
412213.00
296786.21
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS4868
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.930000
1394000.00
1029971.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6553
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.635000
71630000.00
64971860.18
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6845
B1V7KEBTPIMZEU4LTD58
2032-10-01
4.220000
45664000.00
43607278.22
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT7884
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.028000
8844000.00
8298829.51
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBW9457
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.019000
1043622.00
1036199.24
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX0591
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.085000
1043054.00
1037806.92
Agency Mortgage-Backed Securities
FMAR 8D0339 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.272000
549267.00
545771.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0381
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.825000
7040000.00
6752975.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9403
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
13600000.00
12301689.60
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7092
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
37799896.00
36850098.01
Agency Mortgage-Backed Securities
FMAR 841495 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.625000
42109871.00
40270462.71
Agency Mortgage-Backed Securities
FMAR 841496 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.629000
45676860.00
43618805.33
Agency Mortgage-Backed Securities
FMAR 841497 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
31520638.00
31180393.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8448
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.450000
1000000.00
762655.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1415
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.820000
3839000.00
3598242.23
Agency Mortgage-Backed Securities
FKAR 03.040 WAWA3304
S6XOOCT0IEG5ABCC6L87
2036-04-01
3.040000
525000.00
415617.77
Agency Mortgage-Backed Securities
FKAR 03.670 WNWN0097
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.670000
5720000.00
4913390.39
Agency Mortgage-Backed Securities
FKAR 02.920 WNWN1142
S6XOOCT0IEG5ABCC6L87
2038-01-01
2.920000
32150000.00
24088880.47
Agency Mortgage-Backed Securities
FMAR 972088 G
S6XOOCT0IEG5ABCC6L87
2023-03-01
3.170000
1800348.00
1544.68
Agency Mortgage-Backed Securities
FMAR 390233 G
S6XOOCT0IEG5ABCC6L87
2030-01-01
1.743000
8200000.00
970.11
Agency Mortgage-Backed Securities
FMAR 390234 G
S6XOOCT0IEG5ABCC6L87
2030-04-01
1.743000
1620000.00
1749.48
Agency Mortgage-Backed Securities
FMAR 390236 G
S6XOOCT0IEG5ABCC6L87
2030-12-01
1.743000
1000000.00
955.22
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013207
B1V7KEBTPIMZEU4LTD58
2025-09-01
4.250000
205000.00
22.43
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0930
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.386000
7652136.00
1204431.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2983
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.270000
653000.00
60347.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3674
B1V7KEBTPIMZEU4LTD58
2043-05-01
2.833000
19517010.00
713610.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3953
B1V7KEBTPIMZEU4LTD58
2043-03-01
2.452000
499000.00
25193.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4202
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.776000
50518932.00
3857518.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4664
B1V7KEBTPIMZEU4LTD58
2043-10-01
2.470000
1575000.00
184329.04
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL6829
B1V7KEBTPIMZEU4LTD58
2027-05-01
2.811000
153000.00
68535.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7433
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.240000
1585000.00
92448.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9002
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.533000
45284714.00
5631230.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9150
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.791000
5318000.00
622111.99
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM0519
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.920000
1200000.00
870115.02
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7016
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.470000
57307.00
48828.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7357
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.380000
44573.00
37505.65
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7937
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.770000
100000.00
75727.84
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM9689
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.850000
3784000.00
2966345.99
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
27387000.00
21623324.74
Agency Mortgage-Backed Securities
FNAR XX.XXX HTAN0993
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.600000
1500000.00
1073431.60
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2973
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.840000
1000000.00
756486.76
Agency Mortgage-Backed Securities
FNAR XX.XXX AS020101
B1V7KEBTPIMZEU4LTD58
2024-10-01
5.500000
8811465.00
2057.18
Agency Mortgage-Backed Securities
FNAR XX.XXX AS047933
B1V7KEBTPIMZEU4LTD58
2027-03-01
4.864000
12807410.00
11153.18
Agency Mortgage-Backed Securities
FNAR XX.XXX AS052597
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.601000
9900000.00
5073.20
Agency Mortgage-Backed Securities
FNAR XX.XXX AS053839
B1V7KEBTPIMZEU4LTD58
2027-08-01
2.143000
2000000.00
1629.31
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029137
B1V7KEBTPIMZEU4LTD58
2026-05-01
3.579000
23870000.00
6210.70
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029138
B1V7KEBTPIMZEU4LTD58
2026-06-01
3.500000
11342000.00
4054.49
Agency Mortgage-Backed Securities
FNAR XX.XXX AS037029
B1V7KEBTPIMZEU4LTD58
2026-11-01
4.881000
500000.00
280.14
Agency Mortgage-Backed Securities
FNAR XX.XXX AS062942
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.493000
2000000.00
530.85
Agency Mortgage-Backed Securities
FNAR XX.XXX AS062689
B1V7KEBTPIMZEU4LTD58
2028-06-01
4.071000
6425000.00
3710.81
Agency Mortgage-Backed Securities
FNAR XX.XXX AS064731
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.900000
8447300.00
7134.50
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070179
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.500000
1500000.00
279.07
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070925
B1V7KEBTPIMZEU4LTD58
2028-08-01
4.094000
10000000.00
6912.31
Agency Mortgage-Backed Securities
FNAR XX.XXX AS074095
B1V7KEBTPIMZEU4LTD58
2029-02-01
4.671000
21386756.00
23990.49
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109476
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.750000
26145794.00
24663432.06
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109466
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.830000
2116000.00
1910111.45
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109729
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.720000
10006445.00
9512526.87
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109732
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
3629765.00
3410708.68
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128776
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.949000
13000000.00
8125.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS173200
B1V7KEBTPIMZEU4LTD58
2029-04-01
2.625000
1000000.00
277.87
Agency Mortgage-Backed Securities
FNAR XX.XXX WS224713
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.535000
550000.00
971.50
Agency Mortgage-Backed Securities
FNAR XX.XXX WS309607
B1V7KEBTPIMZEU4LTD58
2023-10-01
3.405000
2378690.00
1461.33
Agency Mortgage-Backed Securities
FNAR XX.XXX WD341502
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.348000
1750000.00
1242.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HY387880
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.960000
955000.00
829477.78
Agency Mortgage-Backed Securities
FNAR XX.XXX WS623021
B1V7KEBTPIMZEU4LTD58
2028-03-01
2.903000
11645274.00
11218.13
Agency Mortgage-Backed Securities
FNAR XX.XXX WS623017
B1V7KEBTPIMZEU4LTD58
2031-10-01
3.636000
132637844.00
89008.60
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1016
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.955000
4036000.00
3881339.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1108
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.060000
2397000.00
2215986.55
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1126
B1V7KEBTPIMZEU4LTD58
2029-01-01
4.000000
4000000.00
3663972.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1362
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.800000
5458000.00
4782442.33
Agency Mortgage-Backed Securities
MNMS 04.690 MLBL1470
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.690000
368000.00
309954.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1444
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.620000
2000000.00
1752196.96
Agency Mortgage-Backed Securities
MNMS 04.080 MLBL1502
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.080000
8398000.00
6948505.05
Agency Mortgage-Backed Securities
FNAR XX.XXX WN813586
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.550000
11000.00
30.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826082
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.805000
43000.00
152.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LB835058
B1V7KEBTPIMZEU4LTD58
2035-06-01
2.978000
43000.00
637.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6964
B1V7KEBTPIMZEU4LTD58
2048-09-01
2.737000
41800971.00
35658431.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6965
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.081000
15786447.00
13121199.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6952
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.834000
23131663.00
21143823.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6953
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.069000
18758209.00
16121780.53
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6954
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.666000
476000.00
431225.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM7017
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.087000
19805859.00
17905858.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM7018
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.874000
38391377.00
33593737.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM7019
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.950000
40898181.00
35960247.27
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7047
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.027000
30821453.00
28379962.30
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN9377
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.020000
11993000.00
9892437.61
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1480
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.520000
2106222.00
1962837.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1600
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.660000
2500000.00
2317468.08
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1584
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.890000
3706000.00
3297978.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1618
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.750000
6000000.00
5401452.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1644
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.660000
4506000.00
4011286.26
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2673
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.190000
19330000.00
17484841.96
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1981
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
2454000.00
2165364.61
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1982
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
560000.00
494133.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2006
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.710000
1036000.00
955252.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2185
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.070000
2925000.00
2440896.12
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2339
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.340000
6500000.00
5657751.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2318
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.570000
3222000.00
2847932.24
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2454
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.160000
50000.00
43481.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2761
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.950000
1565000.00
1294976.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
2141000.00
1732949.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2950
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
31246000.00
27034143.35
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN4403
B1V7KEBTPIMZEU4LTD58
2027-02-01
2.970000
21838000.00
20369984.13
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5386
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.250000
80000.00
72082.49
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
7119472.00
6179922.40
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6043
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.290000
439000.00
383543.62
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6653
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.080000
1000000.00
865905.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8048
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.080000
16486920.00
15197917.64
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7503
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.510000
4146532.00
3489845.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8918
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.695000
2000000.00
1718164.56
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8933
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.530000
4040697.00
3592214.65
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8984
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.510000
2986000.00
2750216.74
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8990
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.530000
8483000.00
7533449.61
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8397
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.540000
1336000.00
1038122.09
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8467
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.290000
8822000.00
7619135.00
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8580
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.510000
6594953.00
5524394.28
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
4618000.00
4132461.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8813
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.720000
743000.00
701059.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9883
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.850000
664848.00
607463.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9351
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.720000
6725845.00
6098868.45
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
9050000.00
8610233.35
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0939
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.300000
977000.00
851442.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2951
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
16355496.00
14150829.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL3695
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.460000
2683000.00
2088956.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5134
B1V7KEBTPIMZEU4LTD58
2030-01-01
2.460000
250000.00
216211.25
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5565
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.990000
1668000.00
1247133.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1852
B1V7KEBTPIMZEU4LTD58
2047-09-01
2.944000
127748292.00
20196229.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1966
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.964000
46465573.00
7038680.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3577
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.973000
19691887.00
2495670.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3186
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.883000
25000000.00
5999801.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3244
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.835000
29169780.00
5035349.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4379
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.926000
17260602.00
3201772.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3849
B1V7KEBTPIMZEU4LTD58
2048-05-01
2.943000
19662511.00
2237648.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3922
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.884000
96355937.00
17533287.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6054
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.998000
842000.00
219500.32
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7070
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.022000
36982311.00
34623877.43
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7071
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.502000
32976435.00
31298087.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN1555
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.468000
27933327.00
3240591.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0152
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.610000
3689000.00
2537931.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1990
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
1000000.00
723341.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3483
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.260000
1335000.00
849666.53
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS2833
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.570000
100000.00
70116.18
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3265
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.290000
1686000.00
1077683.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3447
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.265000
1021000.00
650369.34
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4827
B1V7KEBTPIMZEU4LTD58
2034-02-01
2.550000
2805000.00
2248483.54
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS5802
B1V7KEBTPIMZEU4LTD58
2032-07-01
3.710000
7100000.00
6490810.53
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS5877
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.060000
5203000.00
4535139.70
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6159
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.920000
8000000.00
7406757.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6381
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.890000
24314000.00
22597204.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6457
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.640000
12000000.00
10885324.39
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT8267
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.598000
46473271.00
42961792.37
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV3076
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
305000000.00
235986141.65
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBV7896
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.769000
26000000.00
23620110.33
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBV7872
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.613000
30297799.00
27041591.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2628
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
229344981.00
181741805.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2374
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
250529279.00
197576367.76
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2352
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
274900000.00
208775758.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2806
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
250200000.00
197603152.41
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2860
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
250000000.00
198362160.25
Agency Mortgage-Backed Securities
FKAR 02.950 WAWA4809
S6XOOCT0IEG5ABCC6L87
2040-01-01
2.950000
788586.00
602842.90
Agency Mortgage-Backed Securities
FNAR XX.XXX WS849926
B1V7KEBTPIMZEU4LTD58
2032-09-01
4.274000
1670699.00
110446.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3799
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.033000
63413480.00
8373185.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH2656
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.951000
44940089.00
8385410.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH3236
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.894000
1100000.00
199590.42
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0793
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.150000
2000000.00
1719180.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0855
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.150000
1696000.00
1606229.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0856
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.180000
2000000.00
1897626.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
702000.00
584010.37
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL0062
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.780000
2174000.00
1918185.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0122
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.800000
6110000.00
5558943.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
14365871.00
13559251.29
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0264
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.830000
4560324.00
4359166.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0323
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.210000
2300000.00
1936274.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0340
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.760000
4394000.00
4142414.21
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0375
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.370000
1025000.00
887020.79
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0409
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.780000
4417000.00
4162470.38
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0407
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.020000
7860000.00
6901777.35
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0466
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
5691000.00
5127317.83
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9592
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.810000
3260000.00
2943131.26
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9618
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.760000
5375000.00
4887715.04
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9673
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.850000
5911000.00
5580482.49
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9683
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.530000
3304000.00
3065737.55
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9738
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.570000
941000.00
874443.07
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9931
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.240000
1375000.00
1210857.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5645
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.878000
1665000.00
132833.99
Agency Mortgage-Backed Securities
FNAR XX.XXX WD653894
B1V7KEBTPIMZEU4LTD58
2032-08-01
4.275000
500000.00
897.61
Agency Mortgage-Backed Securities
FNAR XX.XXX WS674190
B1V7KEBTPIMZEU4LTD58
2042-11-01
2.304000
200000.00
447.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LB730842
B1V7KEBTPIMZEU4LTD58
2033-08-01
2.703000
30001227.00
58238.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735961
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.798000
43000.00
836.29
Agency Mortgage-Backed Securities
FNAR XX.XXX WS754031
B1V7KEBTPIMZEU4LTD58
2033-12-01
2.273000
43000.00
613.43
Agency Mortgage-Backed Securities
FNAR XX.XXX WS767510
B1V7KEBTPIMZEU4LTD58
2034-04-01
2.580000
12754175.00
153939.82
Agency Mortgage-Backed Securities
FNAR XX.XXX WD780365
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.670000
129000.00
2124.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LB794808
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.465000
11000.00
7.41
Agency Mortgage-Backed Securities
FMAR 841073 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.435000
2248000.00
755697.70
Agency Mortgage-Backed Securities
FMAR 841084 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
2.554000
109300000.00
32772933.03
Agency Mortgage-Backed Securities
FMAR 841249 G
S6XOOCT0IEG5ABCC6L87
2049-03-01
3.457000
692000.00
335701.19
Agency Mortgage-Backed Securities
FMAR 841383 G
S6XOOCT0IEG5ABCC6L87
2048-04-01
3.513000
1052000.00
792781.82
Agency Mortgage-Backed Securities
FMAR 841384 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.061000
492000.00
394903.44
Agency Mortgage-Backed Securities
FMAR 841469 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.516000
2580000.00
2385286.13
Agency Mortgage-Backed Securities
FMAR 841466 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.616000
35000000.00
33133834.65
Agency Mortgage-Backed Securities
FMAR 841484 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.524000
30472212.00
28963346.61
Agency Mortgage-Backed Securities
FMAR 841485 G
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.253000
80419294.00
77258463.65
Agency Mortgage-Backed Securities
FMAR 845513 G
S6XOOCT0IEG5ABCC6L87
2023-11-01
4.376000
50721231.00
700.39
Agency Mortgage-Backed Securities
FMAR 845517 G
S6XOOCT0IEG5ABCC6L87
2023-11-01
4.330000
50768390.00
12970.99
Agency Mortgage-Backed Securities
FMAR 845650 G
S6XOOCT0IEG5ABCC6L87
2023-12-01
4.158000
76932788.00
2910.60
Agency Mortgage-Backed Securities
FMAR 2B0811 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
5.504000
1602000.00
56420.88
Agency Mortgage-Backed Securities
FMAR 786402 G
S6XOOCT0IEG5ABCC6L87
2027-09-01
2.575000
100000.00
58.52
Agency Mortgage-Backed Securities
FMAR 848954 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
2.952000
1066000.00
102896.70
Agency Mortgage-Backed Securities
FMAR 848866 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.917000
129907158.00
3782617.52
Agency Mortgage-Backed Securities
FMAR 849790 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
2.393000
1585000.00
132507.03
Agency Mortgage-Backed Securities
FMAR 849128 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.554000
597000.00
31705.41
Agency Mortgage-Backed Securities
FMAR 849154 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
2.532000
1301000.00
133815.47
Agency Mortgage-Backed Securities
FMAR 849147 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
2.682000
899000.00
78436.66
Agency Mortgage-Backed Securities
FMAR 849218 G
S6XOOCT0IEG5ABCC6L87
2044-01-01
2.877000
1324000.00
139869.58
Agency Mortgage-Backed Securities
FMAR 849198 G
S6XOOCT0IEG5ABCC6L87
2043-11-01
2.507000
581000.00
65980.38
Agency Mortgage-Backed Securities
FMAR 849266 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
2.320000
572000.00
65719.79
Agency Mortgage-Backed Securities
FMAR 849756 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.631000
7885000.00
747985.77
Agency Mortgage-Backed Securities
FMAR 2B1277 G
S6XOOCT0IEG5ABCC6L87
2043-03-01
2.339000
1062000.00
102858.34
Agency Mortgage-Backed Securities
FMAR 2B1538 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.357000
376000.00
40201.19
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-03-01
3.830000
21096419.00
16995732.82
Agency Collateralized Mortgage Obligation
FNAR XX.XXX AS004582
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.000000
1000000.00
79.89
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013183
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.250000
1200000.00
370.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT2075
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.259000
429000.00
53221.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7602
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.450000
2386000.00
1764991.21
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9902
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.810000
1903000.00
1571900.21
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0987
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.550000
121000.00
102935.64
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2269
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.240000
4630000.00
3563799.06
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109407
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.910000
150000.00
138512.15
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1454
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.870000
3262000.00
2861257.04
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9408
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
2775000.00
2499639.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9381
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.730000
2975315.00
2800111.59
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8272
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.170000
2697000.00
2490624.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6060
B1V7KEBTPIMZEU4LTD58
2040-04-01
2.455000
30000.00
20188.37
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9579
B1V7KEBTPIMZEU4LTD58
2041-02-01
1.980000
2175000.00
1325316.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0391
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.630000
55000.00
41747.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS3452
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.435000
5409000.00
3285962.99
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3288
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.160000
9973000.00
6171212.62
Agency Mortgage-Backed Securities
MNMS 01.850 2MBS2363
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.850000
50000.00
38742.60
Agency Mortgage-Backed Securities
FNAR XX.XXX WS660528
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.458000
18922282.00
42842.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1984
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
4775000.00
4213372.46
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6486
B1V7KEBTPIMZEU4LTD58
2030-04-01
2.310000
50000.00
42464.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9165
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.880000
2510000.00
2066433.10
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9136
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.480000
817000.00
703253.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9095
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.640000
2615000.00
2283072.60
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8993
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.780000
1770000.00
1420301.84
Agency Mortgage-Backed Securities
FMAR 420191 G
S6XOOCT0IEG5ABCC6L87
2030-06-01
4.426000
4000000.00
3186.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7431
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.277000
1585000.00
158204.93
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6558
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.700000
2038000.00
1596394.70
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0620
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.010000
45811.00
36665.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LB829708
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.776000
43000.00
551.49
Agency Mortgage-Backed Securities
MNMS 02.240 MLBL9887
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.240000
100000.00
66650.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3134
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.856000
29695185.00
4719617.48
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4254
B1V7KEBTPIMZEU4LTD58
2051-02-01
1.500000
378066267.00
249999999.78
Agency Mortgage-Backed Securities
FNAR XX.XXX WS844532
B1V7KEBTPIMZEU4LTD58
2035-11-01
2.905000
11000.00
164.02
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0092
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
2740605.00
2469153.56
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0243
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.800000
3000000.00
2727191.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6674
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.229000
25488206.00
10694059.71
Agency Mortgage-Backed Securities
FMAR 846772 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
3.302000
63361120.00
120385.83
Agency Mortgage-Backed Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
2972000000.00
2972000000.00
0.0228
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 3.050000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0UQUF7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
3000.00
3521.22
Agency Debentures and Agency Strips
4.125 FHLB 29 QY
2549001DPIFGXC1TOL40
2029-09-14
4.125000
700000.00
689367.18
Agency Debentures and Agency Strips
FEPC 04.500 CLSD1608
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
205728.00
194465.22
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8218
S6XOOCT0IEG5ABCC6L87
2052-06-01
2.000000
1871935.00
1464567.72
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8256
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
1008.00
923.78
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8257
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
5346230.00
5035405.98
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8264
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.500000
4301447.00
3819954.49
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8266
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
3546438.00
3357583.08
Agency Mortgage-Backed Securities
04.000 FGPC Q31883 G
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
355232492.00
49026886.38
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC3259
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
1000.00
751.22
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD4104
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
1000.00
764.16
Agency Mortgage-Backed Securities
FEPC 01.500 CLQD5229
S6XOOCT0IEG5ABCC6L87
2052-01-01
1.500000
1000.00
736.72
Agency Mortgage-Backed Securities
FEPC 02.000 CLQE2318
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
1000.00
788.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE3450
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
502948.00
444292.90
Agency Mortgage-Backed Securities
FEPC 02.000 CLQE6096
S6XOOCT0IEG5ABCC6L87
2052-07-01
2.000000
1000.00
792.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE7659
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
250000.00
232992.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE9616
S6XOOCT0IEG5ABCC6L87
2052-09-01
3.500000
1000.00
886.81
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF0654
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
500847.00
486632.85
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF1730
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
1000.00
918.73
Agency Mortgage-Backed Securities
FEPC 02.000 CLQF0977
S6XOOCT0IEG5ABCC6L87
2052-09-01
2.000000
1004.00
797.95
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1293
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
1060179.00
1031836.88
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1513
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
499950.00
486584.67
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1574
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
1000.00
946.75
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1659
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
1600000.00
1557226.67
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6114
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
1003.00
770.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN9979
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1000.00
368.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT7882
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
37664.00
36600.51
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU8930
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1000.00
791.62
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV3869
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
1000.00
787.47
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV4246
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
1000.00
784.87
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV4658
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1000.00
787.40
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV9804
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.000000
1000.00
789.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW1196
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
1000.00
886.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1241
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1000.00
918.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW1259
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
1000.00
888.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW6231
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
185694.00
175132.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5943
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
891773.00
867018.48
Agency Mortgage-Backed Securities
FNMS 02.000 CLBW7282
B1V7KEBTPIMZEU4LTD58
2052-07-01
2.000000
1000.00
793.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7752
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1000.00
973.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7753
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1975000.00
1922199.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7796
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
492956.00
480160.67
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8982
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
999900.00
973169.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8745
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
999900.00
947582.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8810
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1708008.00
1615165.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9049
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1000.00
947.26
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9408
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
138193.00
134360.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9411
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
472179.00
459082.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBX1001
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
1000.00
888.37
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA8317
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
1000.00
669.24
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0447
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
36518417.00
25283843.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2432
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
1000.00
824.22
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2839
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1000.00
771.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2896
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
1000.00
843.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4800
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
668712.00
629592.33
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5019
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2418314.00
2353664.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5024
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
2100.00
2047.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0831
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
1000.00
830.14
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS1571
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1000.00
778.87
Agency Mortgage-Backed Securities
GNII SF BI1117 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
1992.00
217.44
Agency Mortgage-Backed Securities
GNII SF BI3749 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
1000.00
282.27
Agency Mortgage-Backed Securities
GNII SF BJ2373 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
1000.00
76.83
Agency Mortgage-Backed Securities
GNII SF BK3348 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
1000.00
95.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4783
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1002450.00
918652.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4803
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
1000.00
888.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4805
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1265732.00
1198329.24
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4853
B1V7KEBTPIMZEU4LTD58
2052-10-01
2.000000
1000.00
796.24
Agency Mortgage-Backed Securities
GNII SF MA8346 M
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
115762670.00
107602945.27
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
1000.00
982.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO4501
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1007.00
378.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP2977
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
690661.00
235984.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0490
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
30502751.00
26831961.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0491
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
19058290.00
17417813.58
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8832
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
241709.00
235010.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2372
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
7250848.00
1445983.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0858
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
121305.00
97613.88
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2613
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
1000.00
754.92
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2764
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1008.00
776.90
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2801
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1024.00
789.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3629
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
97060225.00
86970096.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3641
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1024.00
943.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4021
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1040.00
938.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4031
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1024.00
949.42
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4145
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.500000
1000.00
994.88
Agency Mortgage-Backed Securities
FNMS 05.500 CTFS2101
B1V7KEBTPIMZEU4LTD58
2038-10-01
5.500000
1000.00
742.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3393
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
1000.00
174.35
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB8283
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1000.00
126.94
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4547
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1000.00
766.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4656
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
37667220.00
34706256.94
Agency Mortgage-Backed Securities
GNMI SF BC9137 X
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
2030539.00
120189.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4782
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
1000.00
886.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4784
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
3676386.00
3465104.23
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4762
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
1000.00
975.77
Agency Mortgage-Backed Securities
GNMI SF AA8275 X
549300M8ZYFG0OCMTT87
2042-07-15
3.500000
23476.00
1239.91
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1000.00
98.85
Agency Mortgage-Backed Securities
GNII SF MA6339 M
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
1024.00
181.31
Agency Mortgage-Backed Securities
GNII SF MA7934 M
549300M8ZYFG0OCMTT87
2052-03-20
1.500000
1000.00
774.97
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
511509.00
488043.35
Agency Mortgage-Backed Securities
GNMI SF BC6918 X
549300M8ZYFG0OCMTT87
2047-08-15
5.000000
284383.00
26961.83
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7308
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
554889.00
115702.47
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8128
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
1001.00
660.22
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8199
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
1365247.00
1050297.66
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8204
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.000000
7091.00
5493.18
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8237
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
120961681.00
109546277.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8244
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
21651997.00
19699564.79
Agency Mortgage-Backed Securities
04.500 FGPC Q57850 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
4127516.00
1508653.35
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB2703
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
1000.00
638.59
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD8287
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
1000.00
760.26
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0744
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
1008.00
856.31
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7786
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
129342.00
125422.22
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
1109600.00
1113863.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
2289600.00
2285159.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
1200.00
1163.62
U.S. Treasuries (including strips)
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
501000000.00
501000000.00
0.0038
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 3.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0UQUO8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
431692000.00
416478094.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
811452200.00
745985762.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
2975787300.00
2947645377.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
17849500.00
15318800.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
851151700.00
717823541.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
11380827800.00
11035577275.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
0.250000
295328300.00
264226686.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
11390580000.00
10920888807.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
1831128000.00
1813718550.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
0.125000
409871600.00
399838984.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
0.250000
727993300.00
700025917.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-11-15
1.375000
1457713200.00
1177111481.88
U.S. Treasuries (including strips)
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
31152000000.00
31152000000.00
0.2394
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 3.590000%
549300HN4UKV1E2R3U73
0001675365
ARP0UQUP5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES
549300WB4VYZON2V0562
2500-12-31
N/A
2700.00
79515.00
Equities
SNOW LAKE RES LTD COM
2500-12-31
N/A
29902.00
76250.10
Equities
SOBR SAFE INC COM NEW
549300YG941KH8DWTB22
2500-12-31
N/A
26200.00
86722.00
Equities
VICTORY PORTFOLIOS II VCSHS US 500 ENH
549300Q6CRVFDKHYIW55
2500-12-31
N/A
100.00
6683.00
Equities
VIKING THERAPEUTICS INC COM
529900IVC72YPFA25M37
2500-12-31
N/A
24806.00
103192.96
Equities
WISDOMTREE TR FLOATNG RAT TREA
549300GCKQISYMO32P15
2500-12-31
N/A
100.00
5027.00
Equities
BONSO ELECTRS INTL INC COM
2500-12-31
N/A
500.00
1560.00
Equities
BRIGHT GREEN CORP COMMON STOCK
2500-12-31
N/A
210900.00
117323.67
Equities
ETERNA THERAPEUTICS INC COM NEW
2500-12-31
N/A
9915.00
34900.80
Equities
XBIOTECH INC COM
5299002WACAY28TQAS52
2500-12-31
N/A
1389.00
4944.84
Equities
BAOZUN INC SPONSORED ADR
549300IF0HZ7T4762633
2500-12-31
N/A
72347.00
293005.35
Equities
SYROS PHARMACEUTICALS INC COM NEW
549300512PURS7IGVT96
2500-12-31
N/A
800.00
3712.00
Equities
SCHWAB STRATEGIC TR SCHWAB FDT US LG
2500-12-31
N/A
6700.00
358919.00
Equities
9 METERS BIOPHARMA INC COM NEW
549300TNBRYXYEAI2956
2500-12-31
N/A
5677.00
14760.20
Equities
VANGUARD INDEX FDS TOTAL STK MKT
2500-12-31
N/A
89.00
17380.81
Equities
TOP FINANCIAL GROUP LTD ORDINARY SHARES
2500-12-31
N/A
8625.00
40882.50
Equities
ALPHA TAU MEDICAL LTD ORDINARY SHARES
2500-12-31
N/A
1700.00
6953.00
Equities
COLOR STAR TECHNOLOGY CO LTD SHS NEW
2500-12-31
N/A
12099.00
13550.88
Equities
ARBE ROBOTICS LTD ORDINARY SHARES
2500-12-31
N/A
1400.00
6622.00
Equities
SONNET BIOTHERAPEUTC HLDNG INC COM NEW
5493002WX622LZQC4F93
2500-12-31
N/A
13400.00
15544.00
Equities
I MAB SPONSORED ADS
549300L1A5T19703RR64
2500-12-31
N/A
35050.00
135293.00
Equities
ARDELYX INC COM
549300F542QR4SXHCY32
2500-12-31
N/A
264440.00
383438.00
Equities
ASCENT SOLAR TECHNOLOGIES INC COM NEW
549300HTTGWM4YBLV760
2500-12-31
N/A
2100.00
6027.00
Equities
AMERICAN VRTUAL CLOUD TECH INC COM NEW
2500-12-31
N/A
23010.00
29452.80
Equities
APEXIGEN INC COM
2500-12-31
N/A
1601.00
4242.65
Equities
GREENLANE HLDGS INC CL A NEW
549300TLDAX3PKE2Y626
2500-12-31
N/A
19830.00
9790.07
Equities
GREENLANE HLDGS INC CL A NEW
549300TLDAX3PKE2Y626
2500-12-31
N/A
41493.00
20485.09
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2029 MUNI
549300YMS9ZWWXP92J47
2049-12-31
N/A
4600.00
100372.00
Equities
INVESCO CURRENCYSHARES CDN DLR CDN DLR SHS
5493008305TLOMYANM30
2500-12-31
N/A
5000.00
359450.00
Equities
HEART TEST LABORATORIES INC COM
254900TRRGAWZYCX1Q54
2500-12-31
N/A
14600.00
35478.00
Equities
HIVE BLOCKCHAIN TECHNLGIES LTD COM NEW
5493004QCZ1QBI9FS784
2500-12-31
N/A
600.00
2028.00
Equities
GLOBAL X FDS E COMMERCE ETF
549300I1TTLLZXW6UE57
2500-12-31
N/A
374.00
5662.36
Equities
GLOBAL SELF STORAGE INC COM
2500-12-31
N/A
3998.00
19150.42
Equities
IKENA ONCOLOGY INC COM
2500-12-31
N/A
5500.00
15125.00
Equities
INPIXON COM NEW 2022
5493002DPKW4RCP0PN02
2500-12-31
N/A
43209.00
133083.72
Equities
ARQIT QUANTUM INC ORDINARY SHARES
2500-12-31
N/A
94724.00
430046.96
Equities
FUSION FUEL GREEN PLC CL A
635400GWH5YE1XNIVG85
2500-12-31
N/A
4200.00
15876.00
Equities
INFOBIRD CO LTD ORD SHS NEW
2500-12-31
N/A
2454.00
2235.84
Equities
URBAN-GRO INC COM NEW
2500-12-31
N/A
16000.00
62880.00
Equities
PANGAEA LOGISTICS SOLUTION LTD SHS
2500-12-31
N/A
7536.00
36624.96
Equities
INTER & CO INC CLASS A COM
2500-12-31
N/A
2400.00
6696.00
Equities
LYTUS TECHNOLOGS HLDGS PTV LTD COM
2500-12-31
N/A
11400.00
12084.00
Equities
TANTECH HLDGS LTD SHS NEW
2500-12-31
N/A
9231.00
1519.42
Equities
ADITXT INC COM NEW
2500-12-31
N/A
1700.00
4556.00
Equities
AGRIFY CORP COM NEW
2500-12-31
N/A
106841.00
185903.34
Equities
AINOS INC COM NEW
549300AX97HS3UDQ2Y10
2500-12-31
N/A
20500.00
23985.00
Equities
INVESCO EXCHANGE TRADED FD TR S&P 500A EQL
2500-12-31
N/A
94.00
2459.51
Equities
INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP
549300RRYSNQ6NV1FH31
2500-12-31
N/A
201.00
3425.04
Equities
DIMENSIONAL ETF TRUST US SMALL CAP ETF
549300ZX1UG1MY980943
2500-12-31
N/A
99454.00
5186526.10
Equities
CAPITAL GROUP GROWTH ETF SHS CREATION UNI
549300KE3DOPDPXHTD25
2500-12-31
N/A
13835.00
285001.00
Equities
CELLECTAR BIOSCIENCES INC COM NEW
5493000NFZCRG7BYQV93
2500-12-31
N/A
5573.00
11814.76
Equities
ELECTRO-SENSORS INC COM
2500-12-31
N/A
235.00
1113.90
Equities
CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD
254900W703PXLDSEM056
2500-12-31
N/A
844200.00
1806588.00
Equities
DIREXION SHS ETF TR BREAKFAST CMDTY
549300R5COJLSV0QBJ20
2500-12-31
N/A
1618.00
36453.54
Equities
ISHARES TR MSCI USA ESG SLC
549300361EFZVRH26L37
2500-12-31
N/A
99.00
8222.94
Equities
ISHARES U S ETF TR INT RT HDG C B
54930033QG8ORSOTEQ66
2500-12-31
N/A
6100.00
546194.00
Equities
ISHARES TR 0-5YR INVT GR CP
549300DQ0XBNCH5EKW50
2500-12-31
N/A
47.00
2224.98
Equities
ISHARES TR ESG AW MSCI EAFE
549300IT2A3OM8F0BB22
2500-12-31
N/A
1866.00
111922.68
Equities
JERASH HLDGS US INC COM
2500-12-31
N/A
1772.00
7318.36
Equities
TRITIUM DCFC LIMITED ORDINARY SHARES
2500-12-31
N/A
78700.00
147169.00
Equities
FAZE HOLDINGS INC COMMON STOCK
2500-12-31
N/A
122086.00
422417.56
Equities
LOOP INDS INC COM
2500-12-31
N/A
455.00
1424.15
Equities
MSP RECOVERY INC COM CL A
2500-12-31
N/A
2500.00
2800.00
Equities
MINERVA NEUROSCIENCES INC COM NEW
54930017PANCHC5LYH79
2500-12-31
N/A
25422.00
70164.72
Equities
DUOS TECHNOLOGIES GROUP INC COM
2500-12-31
N/A
300.00
1047.00
Equities
ISHARES TR S&P SML 600 GWT
549300EFW54J0I4GU776
2500-12-31
N/A
25.00
2798.50
Equities
ISHARES TR MSCI KLD400 SOC
549300F924TT3OXSR002
2500-12-31
N/A
21.00
1519.56
Equities
RUBIUS THERAPEUTICS INC COM
549300ER84PB0QV6HZ76
2500-12-31
N/A
19700.00
6969.86
Equities
QUANTUM COMPUTING INC COM
2500-12-31
N/A
9500.00
21660.00
Equities
SPDR INDEX SHS FDS S&P INTL ETF
549300ZZCTLBRXQKF293
2500-12-31
N/A
138.00
4119.30
Equities
SPDR SER TR PORTFOLIO CRPORT
549300TAUX1W391UBA63
2500-12-31
N/A
15100.00
416005.00
Equities
SPDR SER TR PORTFOLIO LN COR
5493005PBSB4DEK8L973
2500-12-31
N/A
3100.00
66123.00
Equities
KRANESHARES TR GLOBAL CRBN OFS
549300QEESP238QMRY27
2500-12-31
N/A
40.00
614.00
Equities
LANDOS BIOPHARMA INC COM
2500-12-31
N/A
4100.00
1429.67
Equities
LANTERN PHARMA INC COM
2500-12-31
N/A
2071.00
8905.30
Equities
LISTED FD TR WAHED DOW JONES
5493004WHYL6JYDVI689
2500-12-31
N/A
78.00
1341.60
Equities
VALKYRIE ETF TRUST II BITCOIN STRATEGY
549300MWH27O1ZGIJ534
2500-12-31
N/A
479.00
3808.05
Equities
VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF
2500-12-31
N/A
44.00
3718.44
Equities
PHOENIX MTR INC COM NEW
2500-12-31
N/A
1000.00
2150.00
Equities
BLACKBOXSTOCKS INC COM NEW
549300MNYTH4SEBRIO25
2500-12-31
N/A
5900.00
3066.82
Equities
BLUEJAY DIAGNOSTICS INC COM
2500-12-31
N/A
7300.00
6057.54
Equities
BLUE WATER VACCINES INC COM
549300UCYUY1KG3FO613
2500-12-31
N/A
34000.00
41480.00
Equities
BOXLIGHT CORP COM CL A
2500-12-31
N/A
61405.00
32188.50
Equities
BRAGG GAMING GROUP INC COM NEW
9845000EB9E6A9887Q16
2500-12-31
N/A
8900.00
33019.00
Equities
FRESH TRACKS THERAPEUTICS INC COM NEW
549300QODBI5C7YUJE09
2500-12-31
N/A
10100.00
18988.00
Equities
BRIDGELINE DIGITAL INC COM
5493007XAMAJ1KUXPN28
2500-12-31
N/A
11464.00
16106.92
Equities
BRIDGELINE DIGITAL INC COM
5493007XAMAJ1KUXPN28
2500-12-31
N/A
18900.00
26554.50
Equities
APTOSE BIOSCIENCES INC COM NEW
5299003EUHV3CD08L949
2500-12-31
N/A
13755.00
6672.55
Equities
APREA THERAPEUTICS INC COM
2500-12-31
N/A
1800.00
1241.82
Equities
AQUA METALS INC COM
549300RYC8R46H1FXA06
2500-12-31
N/A
64300.00
53073.22
Equities
AQUESTIVE THERAPEUTICS INC COM
2500-12-31
N/A
2676.00
2301.09
Equities
ARAVIVE INC COM
5493002Z0KHRW71RNC19
2500-12-31
N/A
62100.00
65826.00
Equities
ARCADIA BIOSCIENCES INC COM NEW
54930027ZPNA80B8O763
2500-12-31
N/A
94500.00
33075.00
Equities
ENVERIC BIOSCIENCES INC COM NEW
549300CATCWKUQ6G5854
2500-12-31
N/A
13900.00
47955.00
Equities
EOS ENERGY ENTERPRISES INC COM CL A
2500-12-31
N/A
4666.00
6625.72
Equities
ESPORTS ENTMT GROUP INC COM
549300OQ4VBDLOB5RA47
2500-12-31
N/A
122400.00
17319.60
Equities
ESSA PHARMA INC COM NEW
2500-12-31
N/A
6412.00
28276.92
Equities
WRAP TECHNOLOGIES INC COM
2500-12-31
N/A
6889.00
8197.91
Equities
VIRIOS THERAPEUTICS INC COM
2500-12-31
N/A
54798.00
15069.45
Equities
VISLINK TECHNOLOGIES INC COM
549300QXCON16MHSX919
2500-12-31
N/A
226697.00
91834.95
Equities
VIVEVE MED INC COM NEW
2500-12-31
N/A
6000.00
3480.00
Equities
BAUDAX BIO INC COM NEW
2500-12-31
N/A
10200.00
2067.54
Equities
BELLICUM PHARMACEUTICALS INC COM NEW
529900HBXNLX2TBQZQ65
2500-12-31
N/A
19432.00
20014.96
Equities
BEST INC SPONSORED ADS
529900DFGEHZGJ3B9M87
2500-12-31
N/A
3385.00
2057.74
Equities
BETTER THERAPEUTICS INC COMMON STOCK
2500-12-31
N/A
9600.00
15168.00
Equities
BIO-PATH HLDGS INC COM
2500-12-31
N/A
23990.00
78447.30
Equities
BIO-KEY INTL INC COM NEW
549300VFT6WAQB4BVB07
2500-12-31
N/A
11102.00
17541.16
Equities
BIOMERICA INC COM NEW
2500-12-31
N/A
1900.00
6061.00
Equities
BIOTE CORP CLASS A COM
2500-12-31
N/A
9600.00
43008.00
Equities
BIOCEPT INC COM
5493000MP9GU5S88NF42
2500-12-31
N/A
8412.00
6897.84
Equities
BIOSIG TECHNOLOGIES INC COM NEW
2500-12-31
N/A
24900.00
12708.96
Equities
SPRUCE BIOSCIENCES INC COM
2500-12-31
N/A
23922.00
27749.52
Equities
SPRUCE BIOSCIENCES INC COM
2500-12-31
N/A
19591.00
22725.56
Equities
STAR EQUITY HOLDINGS INC COM
549300ZB8Z6KMJ4LVV61
2500-12-31
N/A
15300.00
16218.00
Equities
STRATA SKIN SCIENCES INC COM NEW
529900JXBTG5OB59PM04
2500-12-31
N/A
14500.00
12035.00
Equities
STRONGHOLD DIGITAL MINING INC CLASS A COM
2500-12-31
N/A
15643.00
15173.71
Equities
STRYVE FOODS INC CLASS A COM
2500-12-31
N/A
39300.00
12183.00
Equities
SUMMIT THERAPEUTICS INC COM
2500-12-31
N/A
26400.00
29040.00
Equities
WISA TECHNOLOGIES INC COM NEW
549300ZRVZV7FC0R7594
2500-12-31
N/A
27800.00
14592.22
Equities
SUNWORKS INC COM NEW
549300LGWVGT6Q975H59
2500-12-31
N/A
60451.00
136619.26
Equities
SUPER LEAGUE GAMING INC COM
549300WQTSJRTPRU5C77
2500-12-31
N/A
3400.00
2457.18
Equities
TESSCO TECHNOLOGIES INC COM
254900BNVQFBKCIOE491
2500-12-31
N/A
6085.00
29329.70
Equities
TALKSPACE INC COM
2500-12-31
N/A
21142.00
15757.13
Equities
TAYSHA GENE THERAPIES INC COM SHS
2500-12-31
N/A
53200.00
92036.00
Equities
SPDR SER TR NUVEEN BLMBRG SH
549300YOXXYNLG9ZCS82
2500-12-31
N/A
23800.00
1095514.00
Equities
SPDR SER TR PORTFOLIO S&P60
549300NYZX301TBLUJ08
2500-12-31
N/A
37467.00
1433112.75
Equities
SKYX PLATFORMS CORP COM
2500-12-31
N/A
68200.00
240746.00
Equities
SRAX INC CL A
2500-12-31
N/A
3700.00
6290.00
Equities
SPAR GROUP INC COM
529900GHU4LESX3IFN94
2500-12-31
N/A
30200.00
55568.00
Equities
SCHMITT INDS INC ORE COM NEW
5299003BMFILFJNCJG46
2500-12-31
N/A
1261.00
1979.77
Equities
SCHWAB STRATEGIC TR US MID-CAP ETF
549300CX4Y7E1N0YFZ10
2500-12-31
N/A
79.00
5217.16
Equities
SCHWAB STRATEGIC TR US SML CAP ETF
5493003UKSEZNILT8D61
2500-12-31
N/A
500.00
20940.00
Equities
SCHWAB STRATEGIC TR SCHWB FDT EMK LG
2500-12-31
N/A
28655.00
671673.20
Equities
SCHWAB STRATEGIC TR SCHWB FDT INT SC
5493007DE85B48NURI65
2500-12-31
N/A
3893.00
110716.92
Equities
SELECT SECTOR SPDR TR SBI MATERIALS
549300N81BAQ1XPGBT65
2500-12-31
N/A
971.00
72582.25
Equities
SELECT SECTOR SPDR TR SBI CONS STPLS
549300Z52QUV3UXHLA68
2500-12-31
N/A
4304.00
314923.68
Equities
SELECT SECTOR SPDR TR COMMUNICATION
549300RPODKQJE2HDW24
2500-12-31
N/A
31.00
1519.93
Equities
SELLAS LIFE SCIENCES GROUP INC COM NEW
549300VZIH50VYURLQ98
2500-12-31
N/A
1400.00
5978.00
Equities
SEMILEDS CORP COM NEW
529900YS0D419Q1GXX66
2500-12-31
N/A
2000.00
5150.00
Equities
SENESTECH INC COM NEW
549300YVNQPK8VJ8TT73
2500-12-31
N/A
20600.00
3462.86
Equities
SENTI BIOSCIENCES INC COM
2500-12-31
N/A
7500.00
17325.00
Equities
SERA PROGNOSTICS INC CLASS A COM
2500-12-31
N/A
4000.00
6200.00
Equities
SHIFT TECHNOLOGIES INC CL A
5493000DBZBX1I1QVY71
2500-12-31
N/A
139100.00
74154.21
Equities
SHINECO INC COM
2500-12-31
N/A
18800.00
14853.88
Equities
SIDUS SPACE INC CLASS A COM
2500-12-31
N/A
7200.00
12960.00
Equities
SIENTRA INC COM
5493006T0OLHI64MOG63
2500-12-31
N/A
97500.00
20436.00
Equities
SIGILON THERAPEUTICS INC COM
2500-12-31
N/A
8004.00
4239.72
Equities
MOLECULAR TEMPLATES INC COM
529900VZKP6N0B8U5F61
2500-12-31
N/A
19900.00
12537.00
Equities
MOTORSPORT GAMES INC COM CL A
2500-12-31
N/A
15400.00
10167.08
Equities
MOTUS GI HLDGS INC COM NEW
5493005RU1LEOIG1KS82
2500-12-31
N/A
25200.00
51912.00
Equities
MYMD PHARMACEUTICALS INC COM
213800CSKAC96ELS4K25
2500-12-31
N/A
10300.00
29149.00
Equities
NANTHEALTH INC COM
549300Z86EF5CSQMW346
2500-12-31
N/A
13200.00
4225.32
Equities
NEONODE INC COM PAR
2500-12-31
N/A
11600.00
43964.00
Equities
NEPTUNE WELLNESS SOLUTIONS INC COM NEW
5493000MC5RJH74XZ687
2500-12-31
N/A
185830.00
230429.20
Equities
NEUROMETRIX INC COM
549300WDIIBGIRV0N856
2500-12-31
N/A
22700.00
39725.00
Equities
NEUROPACE INC COM
2500-12-31
N/A
7814.00
23442.00
Equities
NEURONETICS INC COM
549300T0911ILTTG7P06
2500-12-31
N/A
6490.00
21222.30
Equities
NEXIMMUNE INC COM
5493005RDYAV26LAQ930
2500-12-31
N/A
12700.00
9144.00
Equities
NOVA LIFESTYLE INC COM NEW
529900567T0XT4YBUB80
2500-12-31
N/A
3000.00
1894.20
Equities
NOVAN INC COM NEW
549300SC84JW2WRRE324
2500-12-31
N/A
43870.00
53521.40
Equities
NOVAN INC COM NEW
549300SC84JW2WRRE324
2500-12-31
N/A
51563.00
62906.86
Equities
NUCANA PLC SPONSORED ADR
213800K5NF92PPHPA304
2500-12-31
N/A
8141.00
8079.13
Equities
NUZEE INC COM NEW
549300TVHCHY3640I014
2500-12-31
N/A
7500.00
2700.00
Equities
NUVVE HOLDING CORP COM
2500-12-31
N/A
18610.00
18610.00
Equities
OLB GROUP INC COM
2500-12-31
N/A
2600.00
2730.00
Equities
O2MICRO INTERNATIONAL LIMITED SPONS ADR
5299007KRREO0400F739
2500-12-31
N/A
85772.00
359384.68
Equities
NUWELLIS INC COM
54930007LBO6YS5KNX75
2500-12-31
N/A
36900.00
9963.00
Equities
VANGUARD INDEX FDS SM CP VAL ETF
2500-12-31
N/A
26.00
4173.26
Equities
VANGUARD INDEX FDS SM CP VAL ETF
2500-12-31
N/A
100.00
16051.00
Equities
VERB TECHNOLOGY CO INC COM
54930048C3BMORBXZM88
2500-12-31
N/A
20800.00
4561.44
Equities
QUANTUM CORP COM NEW
5493007210175UIK7S88
2500-12-31
N/A
872.00
1185.92
Equities
RAPID MICRO BIOSYSTEMS INC CLASS A COM
2500-12-31
N/A
2169.00
6116.58
Equities
TRXADE HEALTH INC COM NEW
549300GHZ32QH7U06I52
2500-12-31
N/A
1400.00
1264.20
Equities
ZENVIA INC CLASS A COM
2500-12-31
N/A
9900.00
16929.00
Equities
ZENVIA INC CLASS A COM
2500-12-31
N/A
958.00
1638.18
Equities
SOPHIA GENETICS SA ORDINARY SHARES
2500-12-31
N/A
3024.00
6622.56
Equities
COMPUGEN LTD ORD
2500-12-31
N/A
287539.00
251596.62
Equities
ENTERA BIO LTD SHS
549300C3XPVV86UK2O23
2500-12-31
N/A
21600.00
17280.00
Equities
ENLIVEX THERAPEUTICS LTD COM
549300BG1T7KL678Y212
2500-12-31
N/A
10100.00
43430.00
Equities
SONOMA PHARMACEUTICALS INC COM NEW
54930008C5Z4F02SWO71
2500-12-31
N/A
3900.00
7722.00
Equities
SPECTRUM PHARMACEUTICALS INC COM
549300COU30WSP3O5I07
2500-12-31
N/A
98471.00
45985.96
Equities
SPERO THERAPEUTICS INC COM
54930074G13LHWJT2323
2500-12-31
N/A
124700.00
245659.00
Equities
IO BIOTECH INC COM
2500-12-31
N/A
53956.00
132192.20
Equities
IDEANOMICS INC COM
9845009A38D0B0JFB460
2500-12-31
N/A
130300.00
34294.96
Equities
ATRENEW INC SPONSORED ADS
2500-12-31
N/A
5036.00
9064.80
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
N/A
115243.00
4481800.27
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
N/A
194604.00
7568149.56
Equities
ARK ETF TR FINTECH INNOVA
54930054K1MBIMPS7V72
2500-12-31
N/A
100.00
1676.00
Equities
ARK ETF TR FINTECH INNOVA
54930054K1MBIMPS7V72
2500-12-31
N/A
219300.00
3675468.00
Equities
ABRDN PLATINUM ETF TRUST PHYSCL PLATM SHS
5493001S1GI0VA48N983
2500-12-31
N/A
53394.00
4683187.74
Equities
ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET
549300Z131D2C4MBX897
2500-12-31
N/A
4145.00
330605.20
Equities
ARIDIS PHARMACEUTICALS INC COM
2500-12-31
N/A
33600.00
32860.80
Equities
ATHERSYS INC NEW COM NEW
529900SJN2POLMMUAI78
2500-12-31
N/A
132533.00
335308.49
Equities
AURORA CANNABIS INC COM
549300F6VHCLKCUWDT34
2500-12-31
N/A
2469932.00
3161512.96
Equities
AVALON GLOBOCARE CORP COM
2500-12-31
N/A
7900.00
3356.71
Equities
AVINGER INC COM NEW
549300MRCUER3C2G1659
2500-12-31
N/A
22300.00
23192.00
Equities
AYALA PHARMACEUTICALS INC COM
2500-12-31
N/A
18600.00
12832.14
Equities
BIT MINING LIMITED SPON ADR REP A
5299003CDPQ0UW1SQC26
2500-12-31
N/A
71304.00
16678.01
Equities
BANK OF MONTREAL NT LKD 41
2500-12-31
N/A
100.00
3581.00
Equities
BANK OF MONTREAL BIG OIL INDX 3X
2500-12-31
N/A
72.00
2224.08
Equities
AMARIN CORP PLC SPONS ADR NEW
5493009JFIGUFEVPK217
2500-12-31
N/A
995050.00
1223911.50
Equities
AMBEV SA SPONSORED ADR
549300TH5Q6VRP8OT012
2500-12-31
N/A
435572.00
1276225.96
Equities
AMERICAN RES CORP CL A
549300X4SNBGP0DDRY09
2500-12-31
N/A
19500.00
43680.00
Equities
AMERICAN SUPERCONDUCTOR CORP SHS NEW
549300S9YT8Z8LOK4452
2500-12-31
N/A
15481.00
66103.87
Equities
AMPLIFY ETF TR CWP ENHANCED DIV
2500-12-31
N/A
38700.00
1373463.00
Equities
AMPLIFY ETF TR AMPLIFY LITHIUM
549300SPZTELK054BM10
2500-12-31
N/A
100.00
1254.00
Equities
APPLIED DNA SCIENCES INC COM
549300PCOT1RLQ23DL21
2500-12-31
N/A
11500.00
20010.00
Equities
APPLIED MOLECULAR TRANS INC COM
2500-12-31
N/A
18490.00
16526.36
Equities
APPLIED THERAPEUTICS INC COM
549300KL3IJPHZM2GR04
2500-12-31
N/A
47753.00
34630.48
Equities
APPTECH PMTS CORP COM
2500-12-31
N/A
9245.00
6942.99
Equities
APTEVO THERAPEUTICS INC COM NEW
529900UTQOXOZBMZFN24
2500-12-31
N/A
4500.00
13905.00
Equities
GRACELL BIOTECHNOLOGIES INC SPONSORED ADS
2500-12-31
N/A
2990.00
9777.30
Equities
RYVYL INC COM NEW
2500-12-31
N/A
252700.00
230462.40
Equities
RYVYL INC COM NEW
2500-12-31
N/A
19325.00
17624.40
Equities
GREENPOWER MTR CO INC COM NEW
529900A39PTXO69SHI03
2500-12-31
N/A
988.00
2371.20
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 CB
549300LMVWJSP9L6QN78
2500-12-31
N/A
3155.00
62847.60
Equities
INVESCO DB MULTI-SECTOR COMMOD ENERGY FD
2500-12-31
N/A
375.00
9333.75
Equities
INVESTMENT MANAGERS SER TR II AXS 2X INNOVATN
549300UD6E54DPR7VB38
2500-12-31
N/A
606.00
8514.30
Equities
ISHARES INC MSCI BRAZIL ETF
5493006D2L7KY3ZDF809
2500-12-31
N/A
56979.00
1791989.55
Equities
ETF MANAGERS TR ETFMG TRAVEL TEC
549300G09P9CKTUWIK06
2500-12-31
N/A
238.00
3803.24
Equities
HIGH TIDE INC COM NEW
529900J22WX18I890H12
2500-12-31
N/A
64301.00
91950.43
Equities
HISTOGEN INC COM NEW
549300XHWPP338YQ8O67
2500-12-31
N/A
1800.00
2358.00
Equities
HOMOLOGY MEDICINES INC COM
549300RWKPJEFTM3K452
2500-12-31
N/A
31727.00
47907.77
Equities
HOUR LOOP INC COM
2500-12-31
N/A
3200.00
9056.00
Equities
HUMANIGEN INC COM NEW
549300ILAUCQNMJQXL47
2500-12-31
N/A
37924.00
5498.98
Equities
HUT 8 MNG CORP COM
5493006XP230HIL5DH67
2500-12-31
N/A
111278.00
262616.08
Equities
HUYA INC ADS REP SHS A
549300WPEZ00T1MABE80
2500-12-31
N/A
263751.00
480026.82
Equities
HYRECAR INC COM
549300Y900ZKQQLV6S25
2500-12-31
N/A
123257.00
93515.09
Equities
ICAD INC COM NEW
2500-12-31
N/A
570.00
1083.00
Equities
IMAC HLDGS INC COM
549300TXY4OF7MHCTD62
2500-12-31
N/A
42790.00
17509.67
Equities
EMCORE CORP COM NEW
529900B9OHDEWU534K08
2500-12-31
N/A
196274.00
304224.70
Equities
ENGLOBAL CORP COM
529900UKIZ4H2BMAZ150
2500-12-31
N/A
2715.00
2769.30
Equities
FORWARD INDS INC N Y COM NEW
2500-12-31
N/A
1300.00
1690.00
Equities
GAIA INC NEW CL A
529900QUX8SBA2D93M92
2500-12-31
N/A
2699.00
6450.61
Equities
GALECTO INC COM
2500-12-31
N/A
1200.00
2262.00
Equities
GALECTO INC COM
2500-12-31
N/A
2767.00
5215.79
Equities
GENETRON HLDGS LTD ADS
2500-12-31
N/A
23284.00
18860.04
Equities
GENIUS BRANDS INTL INC COM
549300U63XLMGMNWTU54
2500-12-31
N/A
38500.00
23954.70
Equities
GLIMPSE GROUP INC COM
894500CSTVM1UWLRAR80
2500-12-31
N/A
19600.00
92904.00
Equities
GOLDMAN SACHS ETF TR ACTIVEBETA EME
549300PZDHNP7HDURN13
2500-12-31
N/A
5474.00
140134.40
Equities
GOOD TIMES RESTAURANTS INC COM NEW
2500-12-31
N/A
2000.00
4580.00
Equities
ETON PHARMACEUTICALS INC COM
2500-12-31
N/A
22000.00
59620.00
Equities
EVELO BIOSCIENCES INC COM
2500-12-31
N/A
171334.00
361514.74
Equities
EXAGEN INC COM
549300JV2CYDOME5OO17
2500-12-31
N/A
6656.00
16972.80
Equities
EXCHANGE TRADED CONCEPTS TR BITWISE CRYPTO
549300J7008YMI4U1W02
2500-12-31
N/A
3300.00
21285.00
Equities
GREENTREE HOSPITALITY GROUP SPONSORED ADS
3003001U5LT3SICVFH79
2500-12-31
N/A
1049.00
2549.07
Equities
GRITSTONE BIO INC COM
5493003TER6KY3MUVY84
2500-12-31
N/A
114486.00
310257.06
Equities
GROM SOCIAL ENTERPRISES INC COM NEW
2500-12-31
N/A
11600.00
3712.00
Equities
GUARDION HEALTH SCIENCES INC COM
5493001V8N461H1N6381
2500-12-31
N/A
47100.00
7945.77
Equities
IMEDIA BRANDS INC COM CL A
5299009C9SZXPB0EEN07
2500-12-31
N/A
2700.00
1396.44
Equities
IMARA INC COM
2500-12-31
N/A
52300.00
223321.00
Equities
IHUMAN INC ADS COMMON
2500-12-31
N/A
5402.00
8805.26
Equities
IMPEL PHARMACEUTICALS INC COM
549300OM070Y5YFLMR84
2500-12-31
N/A
800.00
3184.00
Equities
IMMUNIC INC COM
549300R5T12FW5MEQB20
2500-12-31
N/A
71800.00
127086.00
Equities
EXCHANGE TRADED CONCEPTS TR EMQQ EM INTERN
549300ZFP551IO6DFL53
2500-12-31
N/A
1074.00
24261.66
Equities
INFINITY PHARMACEUTICALS INC COM
529900A03D1G15M8WM72
2500-12-31
N/A
45357.00
56242.68
Equities
INNATE PHARMA S A SPONSORED ADS
9695002Y8420ZB8HJE29
2500-12-31
N/A
10359.00
22271.85
Equities
INOZYME PHARMA INC COM
2500-12-31
N/A
21681.00
38158.56
Equities
INVESCO EXCHANGE TRADED FD TR INVESCO MSCI
2500-12-31
N/A
55.00
2627.90
Equities
ZW DATA ACTION TECHNOLOGS INC COM
549300K2HYQL5VJD2716
2500-12-31
N/A
17800.00
14775.78
Equities
ALAUNOS THERAPEUTICS INC COM
2500-12-31
N/A
102531.00
122011.89
Equities
ZYNERBA PHARMACEUTICALS INC COM
549300JLJ5VQU2CN6016
2500-12-31
N/A
326700.00
236759.49
Equities
AGRIFORCE GROWING SYSTEMS LTD COM
2500-12-31
N/A
40200.00
47436.00
Equities
ANGHAMI INC ORD SHS
2500-12-31
N/A
4200.00
10752.00
Equities
ASIA PACIFIC WIRE & CABLE CORP ORD
2500-12-31
N/A
2100.00
2709.00
Equities
ATIF HOLDINGS LIMITED ORD SHS NEW
2500-12-31
N/A
2700.00
3510.00
Equities
BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW
2500-12-31
N/A
4500.00
4166.55
Equities
BEYONDSPRING INC SHS
2500-12-31
N/A
39600.00
31680.00
Equities
GETNET ADQUIRENCIA E SERVICOS SPONSORED ADS
2500-12-31
N/A
8957.00
15674.75
Equities
INTELLIGENT BIO SOLUTIONS INC COM
549300JIQ6MVR4PC5311
2500-12-31
N/A
29700.00
13070.97
Equities
HYPERFINE INC COM CL A
2500-12-31
N/A
65700.00
63085.14
Equities
HELIUS MED TECHNOLOGIES INC COM CL A NEW
549300BWJLIT2S349463
2500-12-31
N/A
86200.00
24127.38
Equities
HELBIZ INC CLASS A COM
549300Z6TFLNGRBTFZ11
2500-12-31
N/A
157600.00
49644.00
Equities
BIT DIGITAL INC SHS
2500-12-31
N/A
289183.00
309425.81
Equities
BLUE HAT INTERACTIVE ENTMT TEC SHS
549300PUYYMT986Z6J05
2500-12-31
N/A
21400.00
15634.84
Equities
BON NATURAL LIFE LIMITED ORD SHS
2500-12-31
N/A
2500.00
3650.00
Equities
BORQS TECHNOLOGIES INC SHS NEW
2500-12-31
N/A
8300.00
6557.00
Equities
CHINA LIBERAL ED HLDGS LTD ORD
2500-12-31
N/A
43800.00
57816.00
Equities
GEOVAX LABS INC COM
549300KXK8Z4UZ4J7S86
2500-12-31
N/A
9503.00
9386.11
Equities
CLPS INCORPORATION COM
5493001SK6OL0NWMTW78
2500-12-31
N/A
10800.00
13500.00
Equities
FGI INDUSTRIES LTD ORDINARY SHARES
2500-12-31
N/A
2200.00
6270.00
Equities
SUNRISE NEW ENERGY CO LTD SHS
2500-12-31
N/A
32900.00
120085.00
Equities
G MED INNOVATIONS HLDGS LTD SHS NEW
2500-12-31
N/A
7700.00
1331.33
Equities
GEOVAX LABS INC COM
549300KXK8Z4UZ4J7S86
2500-12-31
N/A
118700.00
117239.99
Equities
EBANG INTL HLDGS INC CL A SHS
5493003ALD4F1DLNRZ68
2500-12-31
N/A
1118620.00
336816.48
Equities
GUARDFORCE AI CO LTD SHS NEW
2500-12-31
N/A
61000.00
13767.70
Equities
TUNIU CORP SPONSORED ADS
529900H3I6TN4LFDZP44
2500-12-31
N/A
405751.00
271325.69
Equities
TUYA INC SPONSERED ADS
254900XKWS2MIZHXCO08
2500-12-31
N/A
5934.00
5352.47
Equities
TWIN VEE POWERCATS CO COM
2500-12-31
N/A
5318.00
11540.06
Equities
UNICYCIVE THERAPEUTICS INC COM
2500-12-31
N/A
3800.00
2660.00
Equities
ELYS GAME TECHNOLOGY CORP COM
549300XZ6QXEL8JT4136
2500-12-31
N/A
12700.00
4268.47
Equities
THE VALENS COMPANY INC COM NEW
894500EMQAMN2XU3CJ29
2500-12-31
N/A
11400.00
8459.94
Equities
MDJM LTD SHS
2500-12-31
N/A
1000.00
1550.00
Equities
ELECTROCORE INC COM
5493005O3QC5QV2L2186
2500-12-31
N/A
54300.00
13743.33
Equities
SEMANTIX INC CL A ORD SHS
2500-12-31
N/A
9200.00
15732.00
Equities
ISHARES INC EM MKTS DIV ETF
549300ZYN7MB8GTUQI40
2500-12-31
N/A
2123.00
48446.86
Equities
OSTIN TECHNOLOGY GROUP CO LTD ORDINARY SHARES
2500-12-31
N/A
2300.00
2438.00
Equities
ORIENTAL CULTURE HOLDING LTD ORD SHS
2500-12-31
N/A
3100.00
1978.11
Equities
OXBRIDGE RE HLDGS LTD SHS
2500-12-31
N/A
1748.00
3513.48
Equities
OXBRIDGE RE HLDGS LTD SHS
2500-12-31
N/A
2100.00
4221.00
Equities
MOXIAN BVI INC ORDINARY SHARES
2500-12-31
N/A
11300.00
11147.45
Equities
RVL PHARMACEUTICALS PLC SHS
549300UFONE2USNRQ615
2500-12-31
N/A
113300.00
203940.00
Equities
IQIYI INC SPONSORED ADS
222100XL8T2Q5B8MS302
2500-12-31
N/A
805489.00
1651252.45
Equities
INVIVO THERAPEUTICS HLDGS CORP COM
549300FGLYJVWKVH3W38
2500-12-31
N/A
16700.00
38660.50
Equities
INVESCO DB US DLR INDEX TR BULLISH FD
549300QQBOFDEGGI5W06
2500-12-31
N/A
36608.00
1090186.24
Equities
ROSE HILL ACQUISITION CORP CLASS A ORD
2500-12-31
N/A
6615.00
67605.30
Equities
JE CLEANTECH HOLDINGS LIMITED ORDINARY SHARES
5493002K1Z65KERGGF15
2500-12-31
N/A
3900.00
3120.00
Equities
JIUZI HOLDINGS INC ORD SHS
2500-12-31
N/A
10881.00
3155.49
Equities
KALERA PUBLIC LIMITED CO ORDINARY SHARES
549300QTLBS0T784X402
2500-12-31
N/A
132600.00
10634.52
Equities
LUMIRADX LTD SHS
2500-12-31
N/A
63077.00
58030.84
Equities
LUMIRADX LTD SHS
2500-12-31
N/A
133403.00
122730.76
Equities
ISHARES INC MSCI BRAZIL ETF
5493006D2L7KY3ZDF809
2500-12-31
N/A
326168.00
10257983.60
Equities
ISHARES INC MSCI EM ASIA ETF
549300QNROXHZ53JWF91
2500-12-31
N/A
1702.00
93337.68
Equities
SATELLOGIC INC CLASS A ORD SHS
2500-12-31
N/A
17400.00
85782.00
Equities
SAI TECH GLOBAL CORP CLASS A ORD SHS
2500-12-31
N/A
5400.00
12582.00
Equities
SCIENJOY HOLDING CORP CLASS A ORD
2500-12-31
N/A
12076.00
21253.76
Equities
SENTAGE HOLDINGS INC SHS NEW
2500-12-31
N/A
3424.00
7293.12
Equities
SWVL HOLDINGS CORP CLASS A COM
254900YBV6FCSGOW6E19
2500-12-31
N/A
111700.00
62552.00
Equities
SPI ENERGY CO LTD SHS NEW
549300K7TD5EMOM7D333
2500-12-31
N/A
85100.00
120842.00
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 HY
549300O1N10GTRVVNI93
2500-12-31
N/A
598.00
13191.88
Equities
TDH HLDGS INC SHS NEW
2500-12-31
N/A
23400.00
66924.00
Equities
TROOPS INC SHS
529900V9GM18A5WVNQ34
2500-12-31
N/A
2400.00
4920.00
Equities
WAH FU EDUCATION GROUP LIMITED SHS
2500-12-31
N/A
1160.00
2308.40
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 HY
549300AY15E3FQ2CEH68
2500-12-31
N/A
100.00
2329.00
Equities
GOGORO INC ORDINARY SHARES
2500-12-31
N/A
65870.00
197610.00
Equities
ACCELERATE DIAGNOSTICS INC COM
2549007HE5QY1QEQ8K43
2500-12-31
N/A
800.00
1024.00
Equities
ACHIEVE LIFE SCIENCES INC COM
549300V82ZKZDTAU0A46
2500-12-31
N/A
40961.00
93800.69
Equities
ACURX PHARMACEUTICALS INC COM
5493006KI0IEUHE1UK56
2500-12-31
N/A
4570.00
14989.60
Equities
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR
549300UUNWK8TRT5EW12
2500-12-31
N/A
373216.00
518770.24
Equities
ADIAL PHARMACEUTICALS INC COM
2500-12-31
N/A
167600.00
51587.28
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 CB
54930088HGHVG7A27C92
2500-12-31
N/A
3880.00
78919.20
Equities
AEROCLEAN TECHNOLOGIES INC COM
549300GJHFRIGF6HLK27
2500-12-31
N/A
38511.00
131707.62
Equities
ADVENT TECHNOLOGIES HOLDNG INC COM CL A
2500-12-31
N/A
105118.00
234413.14
Equities
AGILETHOUGHT INC CLASS A COM
2500-12-31
N/A
2100.00
9660.00
Equities
ALIGOS THERAPEUTICS INC COM
549300UU2UJIKJYX0S67
2500-12-31
N/A
5863.00
6156.15
Equities
ALLARITY THERAPEUTICS INC COMMON STOCK
2500-12-31
N/A
3100.00
1798.00
Equities
ALLIED HEALTHCARE PRODS INC COM NEW
549300JCNCTXXAG8MR63
2500-12-31
N/A
2280.00
2850.00
Equities
INVESCO EXCHANGE TRADED FD TR S&P SMCP VLU MN
549300TBBLUY2MOT2Z52
2500-12-31
N/A
253.00
11966.90
Equities
INVESCO EXCH TRADED FD TR II SR LN ETF
549300SIHU6DQELRNG59
2500-12-31
N/A
131996.00
2738917.00
Equities
INVESCO EXCH TRADED FD TR II S&P SMALLCAP 60
5493007MWNMX3MSZVQ50
2500-12-31
N/A
394.00
43521.24
Equities
INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029 HG
549300CN8U8NWC30YD33
2500-12-31
N/A
85.00
1708.92
Equities
INVESCO EXCH TRD SLF IDX FD TR INVSCO 28 HYCORP
549300TV9CCUPVE03787
2500-12-31
N/A
400.00
8428.00
Equities
CYMABAY THERAPEUTICS INC COM
549300YT9GNL852E7F84
2500-12-31
N/A
377.00
1296.88
Equities
DBX ETF TR XTRACK HRVST CSI
549300KGVW9YY7MPVQ67
2500-12-31
N/A
272331.00
6745638.87
Equities
DAKTRONICS INC COM
549300IOLZ3SG5YUJ288
2500-12-31
N/A
31713.00
107507.07
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 MUNI
549300MW9BHL004NMY73
2500-12-31
N/A
1500.00
34215.00
Equities
GRAYBUG VISION INC COMMON
2500-12-31
N/A
24000.00
24000.00
Equities
DAVE INC CLASS A COM
2500-12-31
N/A
444700.00
135677.97
Equities
AMPLIFY ETF TR ONLIN RETL ETF
549300BHTS5Z71BMK238
2500-12-31
N/A
39.00
1584.57
Equities
AMERICAN REBEL HOLDINGS INC COM
549300FMVBRLWQQTW231
2500-12-31
N/A
41280.00
10691.52
Equities
DERMTECH INC COM
2500-12-31
N/A
162444.00
537689.64
Equities
DIGIHOST TECHNOLOGY INC COM NEW
5299001U7RVW74W46M33
2500-12-31
N/A
18956.00
14199.94
Equities
DIMENSIONAL ETF TRUST CORE FIXED INCOM
549300UT5CL8M0JR7R22
2500-12-31
N/A
178.00
7242.82
Equities
ALZAMEND NEURO INC COM NEW
549300W6G6EUO4ZRIB82
2500-12-31
N/A
5000.00
5650.00
Equities
DIREXION SHS ETF TR 20YR TRES BULL
HIB1RJORN6PDA2VE6Q12
2500-12-31
N/A
848.00
6080.16
Equities
DIREXION SHS ETF TR DAILY REAL EST B
P8BQAXSX9Q7HO4G7MO50
2500-12-31
N/A
200.00
1980.00
Equities
ALPINE 4 HOLDINGS INC CL A
2500-12-31
N/A
468443.00
356016.68
Equities
ALLIED HEALTHCARE PRODS INC COM NEW
549300JCNCTXXAG8MR63
2500-12-31
N/A
1200.00
1500.00
Equities
BURGERFI INTERNATIONAL INC COM
549300TMBK34NK5FIQ38
2500-12-31
N/A
8000.00
15440.00
Equities
CALAMP CORP COM
5493007SIGZIX83TOW07
2500-12-31
N/A
18824.00
70213.52
Equities
CALITHERA BIOSCIENCES INC COM NEW
54930042TDFRLM4C8X19
2500-12-31
N/A
605.00
1615.35
Equities
CANGO INC ADS
5299003TQHBB4QUSZB86
2500-12-31
N/A
6959.00
17049.55
Equities
CANOPY GROWTH CORP COM
529900CSD7NH1UBC9X07
2500-12-31
N/A
2110140.00
6646941.00
Equities
CARLOTZ INC COM CL A
2500-12-31
N/A
45000.00
12600.00
Equities
CATALYST BIOSCIENCES INC COM NEW
549300TE6BBPJ0S88K48
2500-12-31
N/A
318500.00
184984.80
Equities
CBAK ENERGY TECHNOLOGY INC COM
2500-12-31
N/A
293344.00
340279.04
Equities
CHEMBIO DIAGNOSTICS INC COM NEW
2500-12-31
N/A
543957.00
174066.24
Equities
CHROMADEX CORP COM NEW
529900OPI7B8JPXCVS70
2500-12-31
N/A
61700.00
95635.00
Equities
AUDDIA INC COM
2500-12-31
N/A
5400.00
6156.00
Equities
CITIUS PHARMACEUTICALS INC COM NEW
5493005C10W36P4KQP40
2500-12-31
N/A
76223.00
85369.76
Equities
CLEARONE INC COM
2500-12-31
N/A
15705.00
8922.01
Equities
CLENE INC COMMON STOCK
2500-12-31
N/A
85729.00
86157.64
Equities
CLOVIS ONCOLOGY INC COM
529900WCUY9ZAHMRV489
2500-12-31
N/A
635300.00
692477.00
Equities
CO-DIAGNOSTICS INC COM
549300Z1JPESYWFM1R93
2500-12-31
N/A
219146.00
731947.64
Equities
CNFINANCE HLDGS LTD SPON ADS
2500-12-31
N/A
55634.00
102366.56
Equities
CODEX DNA INC COM
2500-12-31
N/A
3903.00
6596.07
Equities
EBET INC COM
549300SFUTRB5C1ZRU05
2500-12-31
N/A
52900.00
49472.08
Equities
EFFECTOR THERAPEUTICS INC COM
2500-12-31
N/A
6000.00
3720.00
Equities
EKSO BIONICS HLDGS INC COM
549300KPH77IVQVN2I21
2500-12-31
N/A
1000.00
1460.00
Equities
ARCIMOTO INC COM
549300MG7KF9H96GWE02
2500-12-31
N/A
46584.00
33074.64
Equities
COGNITION THERAPEUTICS INC COM
2500-12-31
N/A
19500.00
36270.00
Equities
COMPASS THERAPEUTICS INC COM
2500-12-31
N/A
707.00
2248.26
Equities
QUINCE THERAPEUTICS INC COM
2500-12-31
N/A
62568.00
63193.68
Equities
CORVUS PHARMACEUTICALS INC COM
549300I3AVJ8F75NCX65
2500-12-31
N/A
3574.00
3127.25
Equities
CREATIVE REALITIES INC COM NEW
5493009BPEB04TIQA243
2500-12-31
N/A
14200.00
9224.32
Equities
CREDIT SUISSE NASSAU BRANCH XLINK CRD ETN37
2500-12-31
N/A
399.00
35211.75
Equities
CURIS INC COM NEW
5299000YO6CX4WMFVX06
2500-12-31
N/A
236692.00
186749.99
Equities
CYCLACEL PHARMACEUTICALS INC COM
549300IE74IVYY7IL203
2500-12-31
N/A
13300.00
18886.00
Equities
CYCLACEL PHARMACEUTICALS INC COM
549300IE74IVYY7IL203
2500-12-31
N/A
63670.00
90411.40
Equities
CYNGN INC COM
2500-12-31
N/A
10000.00
10400.00
Equities
DIREXION SHS ETF TR DAILY S&P 500 E
549300KZ2SY4W78RX066
2500-12-31
N/A
1412.00
26905.80
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
N/A
31600.00
38236.00
Equities
ARK ETF TR NEXT GNRTN INTER
254900YDSBVXAK2IFF48
2500-12-31
N/A
2110.00
102461.60
Equities
ICLICK INTERACTIVE ASIA GROUP SPONSORED ADR
549300RFP0MGSGB4CS86
2500-12-31
N/A
21742.00
4831.07
Equities
DIREXION SHS ETF TR DLY TECH BULL 3X
UVI6FKSURIFX5JUWGQ81
2500-12-31
N/A
209600.00
5604704.00
Equities
IMAC HLDGS INC COM
549300TXY4OF7MHCTD62
2500-12-31
N/A
56900.00
23283.48
Equities
CHECK CAP LTD SHS
549300VKJF3TJ17U4U73
2500-12-31
N/A
161000.00
38945.90
Equities
DIREXION SHS ETF TR DIREXION MRNA
2500-12-31
N/A
1062.00
15094.21
Equities
DIREXION SHS ETF TR DIREXION DAILY O
549300WGYFWFLHTYX355
2500-12-31
N/A
18000.00
619898.40
Equities
ARRIVAL SHS
549300IID9QLI5KRBG37
2500-12-31
N/A
843283.00
640979.41
Equities
DIREXION SHS ETF TR DAILY METAL MINE
2500-12-31
N/A
10779.00
314932.20
Equities
DIREXION SHS ETF TR DAILY US FINTECH
549300HFJM1C0F53V449
2500-12-31
N/A
1453.00
18559.75
Equities
DIREXION SHS ETF TR OIL GAS BL 2X SH
549300K7JGG8P4IIGY05
2500-12-31
N/A
545.00
98127.25
Equities
DIREXION SHS ETF TR DAILY DJ BEAR
549300R3UK2MODXRVK08
2500-12-31
N/A
100.00
3666.00
Equities
DIREXION SHS ETF TR BRZ BL 2X SHS
549300T02YU3KFGO6S08
2500-12-31
N/A
85.00
6800.00
Equities
DIREXION SHS ETF TR DAILY S&P BIOTE
5493001EXBWSNYPRLT71
2500-12-31
N/A
18700.00
357170.00
Equities
DIREXION SHS ETF TR RETAIL BULL 3X
549300BMKL5PJ58Y1S44
2500-12-31
N/A
128.00
1061.12
Equities
DIREXION SHS ETF TR DAILY JR GLD MIN
549300ZCVTX7WZ06QV11
2500-12-31
N/A
600.00
16002.00
Equities
DIREXION SHS ETF TR DAILY RGNAL BULL
549300XWNNU2E9NV0884
2500-12-31
N/A
1937.00
57703.23
Equities
DIREXION SHS ETF TR DAILY GOLD MINER
549300HIQ2RB0ZCO0820
2500-12-31
N/A
699.00
15881.28
Equities
IMMUNOME INC COM
2500-12-31
N/A
27631.00
127931.53
Equities
ISHARES TR GRWT ALLOCAT ETF
2500-12-31
N/A
2324.00
107717.40
Equities
ISHARES TR MODERT ALLOC ETF
5493003SBBO7QJXQ6O89
2500-12-31
N/A
1487.00
55509.71
Equities
ISHARES TR CONSER ALLOC ETF
5493006RWQOSWQVI0659
2500-12-31
N/A
13762.00
455522.20
Equities
ISHARES TR MSCI INDONIA ETF
549300FG1ZHYGIRCFP28
2500-12-31
N/A
318552.00
7562424.48
Equities
ISHARES U S ETF TR BLOOMBERG ROLL
2500-12-31
N/A
466.00
26021.35
Equities
ISHARES TR CORE MSCI TOTAL
5493000KJHTQW5I5L936
2500-12-31
N/A
25.00
1330.25
Equities
ISHARES TR EXPONENTIAL TECH
5493001QZSH136RMZK19
2500-12-31
N/A
120.00
5685.60
Equities
ISHARES TR CORE TOTAL USD
549300IWM5U5LVTDP761
2500-12-31
N/A
102682.00
4527249.38
Equities
INSPIRA TECHNOLOGIES OXY BHN SHS
2500-12-31
N/A
3000.00
4050.00
Equities
INTERCURE LTD COM NEW
549300KI5ESXF8F5GP06
2500-12-31
N/A
17873.00
84360.56
Equities
KAMADA LTD SHS
2500-12-31
N/A
6200.00
29140.00
Equities
MARIS TECH LTD ORDINARY SHARES
2500-12-31
N/A
4000.00
4920.00
Equities
NEUROSENSE THERAPEUTICS LTD ORDINARY SHARES
2500-12-31
N/A
5500.00
8470.00
Equities
OTONOMO TECHNOLOGIES LTD ORDINARY SHARES
2500-12-31
N/A
32300.00
9367.00
Equities
PAINREFORM LTD SHS
2500-12-31
N/A
4700.00
2726.00
Equities
PAGAYA TECHNOLOGIES LTD CL A SHS
2500-12-31
N/A
181700.00
239844.00
Equities
INDAPTUS THERAPEUTICS INC COM
2500-12-31
N/A
2416.00
4300.48
Equities
SCISPARC LTD COM
2500-12-31
N/A
5200.00
4940.00
Equities
ISHARES TR GLOBAL REIT ETF
549300254BKG04Y2B303
2500-12-31
N/A
12300.00
273429.00
Equities
ISHARES TR MSCI INTL VLU FT
549300HD4TSTWEGNNR73
2500-12-31
N/A
119.00
2512.09
Equities
ISUN INC COM
5493000GTIV839VV6A74
2500-12-31
N/A
12500.00
26375.00
Equities
J P MORGAN EXCHANGE TRADED FD DIV RTN INT EQ
549300BY2GOTBGN1XN59
2500-12-31
N/A
398.00
17874.18
Equities
JAGUAR HEALTH INC COM NEW
549300DJ0Q0D9TVY5O19
2500-12-31
N/A
165187.00
23076.62
Equities
JANONE INC COM
549300FLMHTQ5MK4YD23
2500-12-31
N/A
4500.00
10755.00
Equities
JASPER THERAPEUTICS INC COM
2500-12-31
N/A
24900.00
18550.50
Equities
DRAGON VICTORY INTL LTD SHS
2500-12-31
N/A
13800.00
9121.80
Equities
KAIVAL BRNDS INNOVATNS GRP INC COM NEW
2500-12-31
N/A
73000.00
82490.00
Equities
KAIVAL BRNDS INNOVATNS GRP INC COM NEW
2500-12-31
N/A
38075.00
43024.75
Equities
KALTURA INC COM
254900WYME0NSA8DVA41
2500-12-31
N/A
100873.00
191658.70
Equities
KANDI TECHNOLOGIES GROUP INC COM
529900TXUELWMVI79005
2500-12-31
N/A
2158.00
6063.98
Equities
KANDI TECHNOLOGIES GROUP INC COM
529900TXUELWMVI79005
2500-12-31
N/A
218304.00
613434.24
Equities
KASPIEN HOLDINGS INC COM NEW
549300YU48XYB4ISJM97
2049-01-01
N/A
6000.00
6240.00
Equities
GLORY STAR NEW MED GP HLDG LTD SHS
2500-12-31
N/A
26200.00
40348.00
Equities
NUWELLIS INC COM
54930007LBO6YS5KNX75
2500-12-31
N/A
16171.00
4366.17
Equities
REE AUTOMOTIVE LTD CLASS A ORD SHS
2500-12-31
N/A
152400.00
89961.72
Equities
SOL GEL TECHNOLOGIES SHS
5493003J2SQF7YM0BK11
2500-12-31
N/A
2400.00
11568.00
Equities
TABOOLA.COM LTD ORD SHS
2500-12-31
N/A
252400.00
441700.00
Equities
ATAI LIFE SCIENCES NV SHS
391200Z8UWPJSNBNCA11
2500-12-31
N/A
429017.00
1287051.00
Equities
INFLARX NV COM
391200708PAUDLQ31581
2500-12-31
N/A
26600.00
69692.00
Equities
LILIUM N V CLASS A ORD SHS
391200AKM532DZX95425
2500-12-31
N/A
356261.00
669770.68
Equities
SONO GROUP N V COM
391200GTRCF4TK71DT34
2500-12-31
N/A
104979.00
144871.02
Equities
UNITED STS NAT GAS FD LP UNIT PAR
549300OG34E313WTTY71
2500-12-31
N/A
7406.00
138418.14
Equities
IRIS ENERGY LTD ORDINARY SHARES
2500-12-31
N/A
13019.00
45175.93
Equities
CASTOR MARITIME INC SHS NEW
213800G77XJSMF52UL75
2500-12-31
N/A
259466.00
311359.20
Equities
MINGZHU LOGISTICS HLDGS LTD COM
2500-12-31
N/A
2100.00
3885.00
Equities
IMPERIAL PETE INC COMMON SHARES
2500-12-31
N/A
720700.00
292315.92
Equities
JX LUXVENTURE LIMITED COM NEW
54930094TV6SSEXV2R56
2500-12-31
N/A
1400.00
1012.48
Equities
RECRUITER COM GROUP INC COM NEW
5493007WH4V9MK8Y7L08
2500-12-31
N/A
7100.00
4795.34
Equities
NEWEGG COMMERCE INC COMMON SHARES
2500-12-31
N/A
29851.00
64478.16
Equities
REGULUS THERAPEUTICS INC COM
529900ZYH2KYFH6Z7098
2500-12-31
N/A
2200.00
3366.00
Equities
OBLONG INC COM
5493005Q5YB0642UZX06
2500-12-31
N/A
50800.00
17221.20
Equities
EXELA TECHNOLOGIES INC COM
549300CP95F46H3HDR87
2500-12-31
N/A
148012.00
36040.92
Equities
FANHUA INC SPONSORED ADR
254900NUPTYHZ8HHTK43
2500-12-31
N/A
49457.00
240855.59
Equities
FAST RADIUS INC CLASS A COM
2500-12-31
N/A
10543.00
3033.22
Equities
FEMASYS INC COM
2500-12-31
N/A
20563.00
26320.64
Equities
FIDELITY COVINGTON TRUST SUSTAINABLE HIGH
5493008RT5ZXTNQPLX41
2500-12-31
N/A
659.00
29567.75
Equities
FIDELITY MERRIMACK STR TR SUSTAINABLE LOW
549300WIZG14N75QR427
2500-12-31
N/A
108.00
5365.98
Equities
FIDELITY MERRIMACK STR TR SUSTAINABLE CORE
549300M50LSHY1UC4U45
2500-12-31
N/A
111.00
5063.94
Equities
FINCH THERAPEUTICS GROUP INC COM
2500-12-31
N/A
11000.00
14740.00
Equities
FIRST TR VALUE LINE DIVID INDE SHS
549300P5LD08LT4J5846
2500-12-31
N/A
962.00
37498.76
Equities
FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR
549300WUIGPBH8M3GP87
2500-12-31
N/A
122.00
3558.74
Equities
POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
2500-12-31
N/A
104599.00
18304.82
Equities
FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD
2500-12-31
N/A
27770.00
1242985.20
Equities
FIRST TR EXCHANGE-TRADED FD IV FIRST TR TA HIYL
549300N8JZKZ2R50QR81
2500-12-31
N/A
4895.00
194135.70
Equities
QILIAN INTL HLDG GROUP LTD COM
2500-12-31
N/A
1700.00
1870.00
Equities
FIRST TR EXCHANGE TRAD FD VII FST TR GLB FD
2500-12-31
N/A
28504.00
749085.12
Equities
FLUX PWR HLDGS INC COM NEW
2500-12-31
N/A
33646.00
126845.42
Equities
RECON TECHNOLOGY LTD CL A SHS
529900WIUZ0003EEAM23
2500-12-31
N/A
11500.00
11960.00
Equities
X4 PHARMACEUTICALS INC COM
549300R0UFVPXWP86U94
2500-12-31
N/A
605979.00
1181659.05
Equities
PAVMED INC COM
549300V1JXXVXU7P8007
2500-12-31
N/A
321800.00
366852.00
Equities
PERASO INC COM
5493000OBQ3XDIK7IG32
2500-12-31
N/A
1255.00
1957.80
Equities
PERPETUA RESOURCES CORP COM
529900BQBMS383SEPY05
2500-12-31
N/A
9556.00
20067.60
Equities
PERSONALIS INC COM
549300EZ2NYFK7H0US48
2500-12-31
N/A
3100.00
8277.00
Equities
TAOPING INC SHS NEW
2500-12-31
N/A
6900.00
4263.51
Equities
LONGEVERON INC COM
2500-12-31
N/A
16500.00
59565.00
Equities
LUCID DIAGNOSTICS INC COM
2500-12-31
N/A
1600.00
2992.00
Equities
LUFAX HOLDING LTD ADS REP SHS CL A
2500-12-31
N/A
1017744.00
1496083.68
Equities
MICT INC COM
2500-12-31
N/A
235931.00
165151.70
Equities
MARPAI INC CL A COM
2500-12-31
N/A
2300.00
2175.34
Equities
GREENWAVE TECHNOLOGY SOLUTIONS COM NEW
549300WFLNROJHOWDW11
2500-12-31
N/A
6600.00
9042.00
Equities
MATRIX SVC CO COM
529900VYBKSX6HD2YW58
2500-12-31
N/A
42989.00
208496.65
Equities
SOLUNA HOLDINGS INC COM NEW
2500-12-31
N/A
8277.00
9932.40
Equities
SOLUNA HOLDINGS INC COM NEW
2500-12-31
N/A
38700.00
46440.00
Equities
MEDALIST DIVERSIFIED REIT INC COM
549300YQJ014Y3GPL792
2500-12-31
N/A
26200.00
20844.72
Equities
MEDAVAIL HOLDINGS INC COM
529900HXFH1J2EDOAS81
2500-12-31
N/A
6101.00
4151.12
Equities
MEREO BIOPHARMA GROUP PLC SPON ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
1341164.00
1327752.36
Equities
MERRIMACK PHARMACEUTICALS INC COM NEW
2500-12-31
N/A
745.00
2860.80
Equities
MERRIMACK PHARMACEUTICALS INC COM NEW
2500-12-31
N/A
2551.00
9795.84
Equities
MESA AIR GROUP INC COM NEW
549300EY743RMV1F7P98
2500-12-31
N/A
210644.00
305433.80
Equities
METACRINE INC COM
2500-12-31
N/A
205800.00
84378.00
Equities
META MATERIALS INC COM
2500-12-31
N/A
52074.00
53115.48
Equities
MICROBOT MED INC COM NEW
549300AEUNO16KTJXD72
2500-12-31
N/A
6700.00
27604.00
Equities
MIND MEDICINE MINDMED INC COM NEW
549300QY8KN1O6RPFJ13
2500-12-31
N/A
5000.00
15100.00
Equities
MINK THERAPEUTICS INC COM
2500-12-31
N/A
900.00
1836.00
Equities
MIROMATRIX MED INC COM
2500-12-31
N/A
900.00
3501.00
Equities
MOBIQUITY TECHNOLOGIES INC COM
54930021LODLF66VRD27
2500-12-31
N/A
1192.00
1656.88
Equities
DIRTT ENVIRONMENTAL SOLUTIONS COM
2500-12-31
N/A
98758.00
40184.63
Equities
DIREXION SHS ETF TR SP BIOTCH BL NEW
549300WNBLZ8IWC9IW36
2500-12-31
N/A
42400.00
333688.00
Equities
DOLPHIN ENTMT INC COM NEW
2500-12-31
N/A
2100.00
6300.00
Equities
ETF SER SOLUTIONS DEFIANCE NEXT
549300TYV82D51XJEK95
2500-12-31
N/A
198.00
1768.14
Equities
ETF MANAGERS TR PRIME CYBR SCRTY
5493004MXR6Z3HXGJ429
2500-12-31
N/A
1567.00
73852.71
Equities
KASPIEN HOLDINGS INC COM NEW
549300YU48XYB4ISJM97
2049-01-01
N/A
4390.00
4565.60
Equities
KATAPULT HOLDINGS INC COM
2500-12-31
N/A
184387.00
175167.65
Equities
HCW BIOLOGICS INC COM
2500-12-31
N/A
550.00
1248.50
Equities
HALL OF FAME RESORT & ENTMT CO COM
254900NWZN3NQRLWPI61
2500-12-31
N/A
425400.00
225972.48
Equities
HARBOR CUSTOM DEVELOPMENT INC COM
549300X40TN4PVCY6F45
2500-12-31
N/A
87558.00
91935.90
Equities
UNIVERSE PHARMACEUTICALS INC SHS
2500-12-31
N/A
2600.00
2756.00
Equities
ADVISORSHARES TR PURE US CANNABIS
549300U1LLTOEUUI7S22
2500-12-31
N/A
186772.00
1925619.32
Equities
DATA STORAGE CORP COM NEW
2500-12-31
N/A
10052.00
20305.04
Equities
DATA STORAGE CORP COM NEW
2500-12-31
N/A
18024.00
36408.48
Equities
DECIBEL THERAPEUTICS INC COM
2500-12-31
N/A
600.00
2196.00
Equities
DELCATH SYS INC COM NEW
549300NVPLITUM6URT02
2500-12-31
N/A
7186.00
20623.82
Equities
DIREXION SHS ETF TR DLY SCOND 3XBU
549300CSAWUY4LTETA16
2500-12-31
N/A
1268420.00
12049990.00
Equities
DIREXION SHS ETF TR DLY SMCAP BULL3X
EI6O4TKYTT2L506TQD71
2500-12-31
N/A
39600.00
1515096.00
Equities
DIREXION SHS ETF TR DLY S&P500 2XS
549300MZZ6B1PUOB4V78
2500-12-31
N/A
64.00
4766.72
Equities
CINGULATE INC COMMON STOCK
2500-12-31
N/A
6000.00
6480.00
Equities
ELECTRAMECCANICA VEHS CORP COM NEW
2500-12-31
N/A
152196.00
165893.64
Equities
BSQUARE CORP COM NEW
2500-12-31
N/A
1806.00
2058.84
Equities
BSQUARE CORP COM NEW
2500-12-31
N/A
3800.00
4332.00
Equities
DIGITAL BRANDS GROUP INC COM
2500-12-31
N/A
86300.00
6023.74
Equities
DIREXION SHS ETF TR DAILY TECH OCT21
2W17JRUPUUYX24VGL682
2500-12-31
N/A
18800.00
758768.00
Equities
DIREXION SHS ETF TR NANOTECHNOLOGY
5493005JV5GPT423QF89
2500-12-31
N/A
504.00
8198.57
Equities
REWALK ROBOTICS LTD SHS
529900YOD61G7ECPV281
2500-12-31
N/A
94462.00
90532.38
Equities
JUPITER WELLNESS INC COM NEW
2500-12-31
N/A
27900.00
27063.00
Equities
LONGEVERON INC COM
2500-12-31
N/A
1590.00
5739.90
Equities
NYMOX PHARMACEUTICAL CORP COM
2500-12-31
N/A
44628.00
15932.20
Equities
GLOBUS MARITIME LIMITED NEW COM NEW
549300UI7941O67A7N93
2500-12-31
N/A
88600.00
115180.00
Equities
RED CAT HLDGS INC COM
5493005OGSQW28V2PY05
2500-12-31
N/A
47800.00
63574.00
Equities
FIRST TR EXCHANGE TRADED FD II INDXX NAT RE ETF
549300KWMZFB7D6MQ189
2500-12-31
N/A
100.00
1270.00
Equities
FIRST TR EXCHANGE-TRADED FD VI US EQTY DIVI
549300TYIGOE8M56QJ24
2500-12-31
N/A
44.00
1221.50
Equities
XWELL INC COM
5493008DNQXUL3S4T320
2500-12-31
N/A
320245.00
208159.25
Equities
PETROS PHARMACEUTICALS INC COM
2500-12-31
N/A
16800.00
8058.96
Equities
LLOYDS BANKING GROUP PLC SPONSORED ADR
549300PPXHEU2JF0AM85
2500-12-31
N/A
94382.00
179325.80
Equities
HEALTHCARE TRIANGLE INC COM
549300KKBM83T87VHO35
2500-12-31
N/A
12000.00
2952.00
Equities
HEARTBEAM INC COM
2500-12-31
N/A
17600.00
57024.00
Equities
HEARTCORE ENTERPRISES INC COM
2500-12-31
N/A
1254.00
2332.44
Equities
OCEANPAL INC COMMON STOCK
2500-12-31
N/A
53400.00
12799.98
Equities
OCEANPAL INC COMMON STOCK
2500-12-31
N/A
10317.00
2472.98
Equities
PERFORMANCE SHIPPING INC COM NEW
529900TDUX3CQLRVFO49
2500-12-31
N/A
114355.00
33677.55
Equities
PERFORMANCE SHIPPING INC COM NEW
529900TDUX3CQLRVFO49
2500-12-31
N/A
162200.00
47767.90
Equities
PYXIS TANKERS INC COM NEW
2500-12-31
N/A
8714.00
39997.26
Equities
SEANERGY MARITIME HLDGS CORP SHS NEW
213800S7JIZA8FZXF245
2500-12-31
N/A
370819.00
171318.38
Equities
STEALTHGAS INC SHS
549300JCJUO3WBVVKJ89
2500-12-31
N/A
794.00
2445.52
Equities
KIRKLANDS INC COM
2500-12-31
N/A
15718.00
57213.52
Equities
KIROMIC BIOPHARMA INC COM
549300K3A5F8X0V12O19
2500-12-31
N/A
4600.00
1341.82
Equities
KNIGHTSCOPE INC CLASS A COM
2500-12-31
N/A
11700.00
36387.00
Equities
KOPIN CORP COM
52990031GUBB61RXCD89
2500-12-31
N/A
47620.00
52382.00
Equities
ISHARES INC MSCI THAILND ETF
54930063LOS2SG1Q8O13
2500-12-31
N/A
3874.00
258357.06
Equities
ISHARES INC MSCI ISRAEL ETF
5493002NZTVKJGKTNC72
2500-12-31
N/A
60.00
3681.38
Equities
ISHARES INC MSCI PAC JP ETF
549300BD232B3QSQRR65
2500-12-31
N/A
31353.00
1193295.18
Equities
ISHARES TR LATN AMER 40 ETF
549300LU9LZBB8WGN795
2500-12-31
N/A
1000.00
25330.00
Equities
ISHARES TR S&P MC 400GR ET
549300QX118GSGGY3M67
2500-12-31
N/A
95.00
6552.15
Equities
ISHARES TR RUSSELL 2000 ETF
549300O80OAR5VTWR172
2500-12-31
N/A
65788.00
12049730.08
Equities
ISHARES TR INTL TREA BD ETF
549300B2GPMXZXJU1462
2500-12-31
N/A
794.00
29679.72
Equities
ISHARES TR ASIA 50 ETF
549300SI0W8VMRSNVL85
2500-12-31
N/A
5223.00
239735.70
Equities
ISHARES TR IBOXX HI YD ETF
2500-12-31
N/A
161636.00
12049963.80
Equities
ISHARES TR USD INV GRDE ETF
5493004QFMCNV0WLX398
2500-12-31
N/A
100.00
4766.00
Equities
REMARK HLDGS INC COM
549300E67O8VBQOF3V34
2500-12-31
N/A
24000.00
6645.60
Equities
RENOVORX INC COM NEW
2500-12-31
N/A
1257.00
2212.32
Equities
RENOVORX INC COM NEW
2500-12-31
N/A
2100.00
3696.00
Equities
RESEARCH SOLUTIONS INC COM
549300TYWPCKGK141Q94
2500-12-31
N/A
605.00
1173.70
Equities
REVELATION BIOSCIENCES INC COM
549300UKS15BEXENY615
2500-12-31
N/A
10100.00
3151.20
Equities
REVIVA PHARMACEUTCLS HLDGS INC COM
2500-12-31
N/A
3900.00
14820.00
Equities
DIREXION SHS ETF TR DLY FIN BULL NEW
K98KMGGYJD1W0EDCBP05
2500-12-31
N/A
51.00
3836.73
Equities
DIREXION SHS ETF TR HEALTHCARE BUL
549300YXL6ODSHWJHM16
2500-12-31
N/A
100.00
10909.00
Equities
DIREXION SHS ETF TR DLY S&P500 BR 3
549300ITND2RJHT23406
2500-12-31
N/A
15300.00
339354.00
Equities
DIREXION SHS ETF TR DAILY ENERGY BEA
7CGLL92I97RWQVY01719
2500-12-31
N/A
6434.00
189159.60
Equities
DIREXION SHS ETF TR DL FTSE BULL 3X
549300YMKNZYZ3DHFK91
2500-12-31
N/A
43000.00
934820.00
Equities
PROSHARES TR PSHS SH MSCI EAF
E9YLGGCRV6TSIDLNI588
2500-12-31
N/A
163.00
3602.30
Equities
PROSHARES TR PSHS ULTRA TECH
92R00YYQVXPWTZPPGX58
2500-12-31
N/A
92.00
2394.76
Equities
PROSHARES TR II ULTRA GOLD
0J5MDZ6HZN7ZP2HLOQ20
2500-12-31
N/A
92.00
4203.48
Equities
PROSHARES TR SHT FTSE CHIN 50
4FS46YNFSZ3Y6KBFLS21
2500-12-31
N/A
650.00
15645.50
Equities
PROSHARES TR ULTR RUSSL2000
5YNMV3LERCU7E6E3H465
2500-12-31
N/A
62404.00
2836261.80
Equities
PROSHARES TR ULTRPRO DOW30
L3Y0M1NGO52I2PZ6P085
2500-12-31
N/A
67.00
3794.88
Equities
PROSHARES TR SHRT 20+YR TRE
MNF315G62CW700KJGX62
2500-12-31
N/A
114161.00
2687349.94
Equities
PROSHARES TR ULTRPRO S&P500
GFX121535M001RJL0037
2500-12-31
N/A
38.00
1356.98
Equities
PROSHARES TR II ULSHT BLOOMB OIL
4PKM6KFN002N7WVKNN49
2500-12-31
N/A
2121.00
50946.42
Equities
PROSHARES TR II ULSHT BLOOMB GAS
2500-12-31
N/A
61.00
1398.73
Equities
PROSHARES TR II PSHS ULSSLVR NEW
V7DVKGAJ7ZORY4IOJ616
2500-12-31
N/A
1855.00
59230.15
Equities
PROSHARES TR SHRT RUSSELL2000
YGKIXS4FSM8OUIQK9X25
2500-12-31
N/A
532.00
12581.80
Equities
PROSHARES TR ULTSHT FTSE EURO
I5P8CWQ9REYR8K9HN560
2500-12-31
N/A
537.00
8597.37
Equities
PULSE BIOSCIENCES INC COM
529900NJUBI06118FM73
2500-12-31
N/A
6100.00
13237.00
Equities
PYXIS ONCOLOGY INC COMMON STOCK
2500-12-31
N/A
2718.00
5109.84
Equities
QUALIGEN THERAPEUTICS INC COM
549300D1RXK87UWSJV72
2500-12-31
N/A
23523.00
5645.52
Equities
QUALTEK SERVICES INC CLASS A COM
2500-12-31
N/A
8100.00
12150.00
Equities
QUANTUM CORP COM NEW
5493007210175UIK7S88
2500-12-31
N/A
21745.00
29573.20
Equities
SAB BIOTHERAPEUTICS INC COM
2500-12-31
N/A
15900.00
13778.94
Equities
SPDR INDEX SHS FDS S&P CHINA ETF
549300B1I89QUAK0X692
2500-12-31
N/A
222.00
13686.30
Equities
SPDR INDEX SHS FDS PORTFOLIO EMG MK
5493005Z5SCOTBZOLJ04
2500-12-31
N/A
79.00
2400.02
Equities
SPDR INDEX SHS FDS DJ INTL RL ETF
549300L6MO7H2RBO8F96
2500-12-31
N/A
64.00
1591.04
Equities
SPDR INDEX SHS FDS DJ INTL RL ETF
549300L6MO7H2RBO8F96
2500-12-31
N/A
65886.00
1637925.96
Equities
SPDR INDEX SHS FDS PORTFOLIO DEVLPD
549300NVXJXJCDK35U34
2500-12-31
N/A
14200.00
391494.00
Equities
SPDR SER TR S&P 600 SMCP GR
549300LKXS11U5S11F10
2500-12-31
N/A
16745.00
1255707.55
Equities
SPDR SER TR ICE PFD SEC ETF
549300DLQEVIC6XUR013
2500-12-31
N/A
200.00
6610.00
Equities
SPDR SER TR BBG CONV SEC ETF
549300IXKU3G7R6DMX93
2500-12-31
N/A
3139.00
205039.48
Equities
SPDR SER TR BLOOMBERG EMERGI
549300UZIXAGB0EPMT96
2500-12-31
N/A
2566.00
48446.08
Equities
SPDR SER TR S&P REGL BKG
549300EFWJBKUN6WJX52
2500-12-31
N/A
188722.00
12049899.70
Equities
SPDR SER TR S&P RETAIL ETF
549300HHG63HQV071458
2500-12-31
N/A
16823.00
1062708.91
Equities
SPDR SER TR S&P METALS MNG
5493008LMBT3IECLIE27
2500-12-31
N/A
99011.00
4801043.39
Equities
SPDR SER TR PORTFOLI S&P150
549300JAJ4RW35D8TD75
2500-12-31
N/A
72.00
3461.04
Equities
SPDR SER TR S&P SEMICNDCTR
549300BYZ3JA8JJMEJ82
2500-12-31
N/A
51.00
8163.57
Equities
SPDR SER TR S&P HOMEBUILD
549300MSE80LL1UJS132
2500-12-31
N/A
201900.00
11908062.00
Equities
SSGA ACTIVE ETF TR BLACKSTONE SENR
549300ME4SR63Y3TRD06
2500-12-31
N/A
155677.00
6449698.11
Equities
SPDR DOW JONES INDL AVERAGE ET UT SER 1
54930039F2SG3UG2OZ18
2500-12-31
N/A
81.00
26614.98
Equities
SPDR SER TR OILGAS EQUIP
549300AODH2G148UDX39
2500-12-31
N/A
183.00
13898.85
Equities
SPDR SER TR S&P KENSHO NEW
549300KEUQ5Q8PC88Y95
2500-12-31
N/A
68.00
2825.40
Equities
SPDR SER TR NUVEEN BLMBRG MU
54930090LRDSZWQ4P385
2500-12-31
N/A
96600.00
4218522.00
Equities
KRANESHARES TR CSI CHI INTERNET
549300URDNVSGEWBN526
2500-12-31
N/A
631882.00
12049989.74
Equities
KRANESHARES TR BOSERA MSCI CHIN
2500-12-31
N/A
1218.00
33361.02
Equities
KRANESHARES TR GLOBAL CARB STRA
549300N19OWO53YWFA13
2500-12-31
N/A
6975.00
306342.00
Equities
LM FDG AMER INC COM
549300GIN6G8BHZ7AF66
2500-12-31
N/A
15900.00
16059.00
Equities
LEAP THERAPEUTICS INC COM
549300T31SMMJ2DDLI13
2500-12-31
N/A
115000.00
98129.50
Equities
LEXINFINTECH HLDGS LTD ADR
549300F9QU71NQ28CS19
2500-12-31
N/A
49169.00
69328.29
Equities
LIMINAL BIOSCIENCES INC COM
529900ICS2ZUY1ULZR25
2500-12-31
N/A
46842.00
24821.58
Equities
LITMAN GREGORY FDS TR IMGP DBI MANAGED
5493001M6OM3MQRFQ366
2500-12-31
N/A
7513.00
255592.26
Equities
LIZHI INC ADS
2500-12-31
N/A
11975.00
4969.62
Equities
VALLON PHARMACEUTICALS INC COM
2500-12-31
N/A
23400.00
6432.66
Equities
VANECK MERK GOLD TR GOLD TRUST
2500-12-31
N/A
4400.00
70224.00
Equities
VANECK ETF TRUST FUTURE OF FOOD
549300DI4M8CH44TKM27
2500-12-31
N/A
75.00
1375.96
Equities
VANGUARD ADMIRAL FDS INC 500 GRTH IDX F
2500-12-31
N/A
77.00
16963.87
Equities
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX
2500-12-31
N/A
100.00
18137.00
Equities
VANGUARD ADMIRAL FDS INC MIDCP 400 IDX
2500-12-31
N/A
81.00
13300.20
Equities
VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF
2500-12-31
N/A
115156.00
6814932.08
Equities
VANGUARD SCOTTSDALE FDS VNG RUS2000GRW
2500-12-31
N/A
47.00
7731.97
Equities
VANGUARD SCOTTSDALE FDS VNG RUS1000VAL
2500-12-31
N/A
29.00
1914.00
Equities
PHARMACYTE BIOTECH INC COM NEW
2500-12-31
N/A
400.00
1188.00
Equities
PHASEBIO PHARMACEUTICALS INC COM
549300FC27CEJIY52K95
2500-12-31
N/A
66800.00
7147.60
Equities
PHIO PHARMACEUTICALS CORP COM NEW
549300KOGMLSPLDVHR52
2500-12-31
N/A
2851.00
1668.41
Equities
PHUNWARE INC COM
549300HLAJYKT2FUQZ26
2500-12-31
N/A
210546.00
244233.36
Equities
PIERIS PHARMACEUTICALS INC COM
254900AJDH8PAOOI5T33
2500-12-31
N/A
180202.00
192816.14
Equities
PIONEER PWR SOLUTIONS INC COM NEW
2500-12-31
N/A
3600.00
10368.00
Equities
POET TECHNOLOGIES INC COM NEW
529900HTWKO62IAAQD05
2500-12-31
N/A
500.00
1310.00
Equities
POLAR PWR INC COM
549300QOGO0JPJM23M83
2500-12-31
N/A
14700.00
33295.50
Equities
POLARITYTE INC COM NEW
549300S23HGL0P1Y1N41
2500-12-31
N/A
8056.00
5760.04
Equities
POSEIDA THERAPEUTICS INC COM
549300USKSDMNGMN8V04
2500-12-31
N/A
4100.00
17179.00
Equities
PRECIPIO INC COM
54930079ULTBRXUQNR89
2500-12-31
N/A
4500.00
3545.10
Equities
PRECISION BIOSCIENCES INC COM
549300I5QGRS3BLHZH41
2500-12-31
N/A
11093.00
15752.06
Equities
PRESIDIO PPTY TR INC COM CL A
549300MEZ901JA232E13
2500-12-31
N/A
48312.00
57974.40
Equities
BIORA THERAPEUTICS INC COM
5493005XOS7E58D57T10
2500-12-31
N/A
782718.00
313087.20
Equities
PROSHARES TR ULTRAPRO SHT QQQ
KC8ZSAS0N653Z8PPTO65
2500-12-31
N/A
34.00
1706.12
Equities
PROSHARES TR ULTRASHRT DOW 30
LIZENFIQJTTT2RI1UP54
2500-12-31
N/A
5700.00
161538.00
Equities
PROSHARES TR PSHS ULTRA O&G
TDJO5587152SHBGDDZ44
2500-12-31
N/A
100.00
4529.00
Equities
PROSHARES TR PSHS ULT S&P 50
UT59PM4NN1V3JAKZPS19
2500-12-31
N/A
15960.00
744214.80
Equities
VIRACTA THERAPEUTICS INC COM
549300O5S543GE2D9G67
2500-12-31
N/A
26649.00
98068.32
Equities
VIRGIN ORBIT HOLDINGS INC COMMON STOCK
2500-12-31
N/A
139008.00
405903.36
Equities
VIRPAX PHARMACEUTICALS INC COM
2500-12-31
N/A
33000.00
33330.00
Equities
TROIKA MEDIA GROUP INC COM
5493005ITTFSPPK00638
2500-12-31
N/A
39600.00
11682.00
Equities
TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE
549300U53RY8KUMDBL44
2500-12-31
N/A
21688.00
448074.08
Equities
ODYSSEY MARINE EXPL INC COM NEW
549300KNVIY6EZIJ2221
2500-12-31
N/A
33100.00
101617.00
Equities
OLEMA PHARMACEUTICALS INC COM
2500-12-31
N/A
13680.00
50752.80
Equities
OMEROS CORP COM
549300CJWLXX2MXVVV71
2500-12-31
N/A
5895.00
20396.70
Equities
OMEGA THERAPEUTICS INC COMMON STOCK
2500-12-31
N/A
81100.00
403067.00
Equities
ONCONOVA THERAPEUTICS INC COM NEW
549300BRAR7BTG2PIY51
2500-12-31
N/A
16787.00
11970.81
Equities
ONCOSEC MED INC COM
529900NA4JNULYG7UU40
2500-12-31
N/A
11400.00
5111.76
Equities
ONCTERNAL THERAPEUTICS INC COM
549300QZ85LIXQ8O7P72
2500-12-31
N/A
46605.00
49867.35
Equities
ONCORUS INC COM
2500-12-31
N/A
4000.00
2800.00
Equities
180 LIFE SCIENCES CORP COM
2500-12-31
N/A
47620.00
21600.43
Equities
ONE STOP SYS INC COM
549300JIBHBZNCC8X044
2500-12-31
N/A
1300.00
4264.00
Equities
ONECONNECT FINL TECHNOLOGY CO SPONSORED ADS
2500-12-31
N/A
59761.00
42848.64
Equities
ONTRAK INC COM
549300OQ36UO20X0DB40
2049-01-01
N/A
100846.00
38331.56
Equities
OPGEN INC COM
549300ZOCQGHZ50BYX61
2500-12-31
N/A
37700.00
7117.76
Equities
ORGANOVO HLDGS INC COM NEW
2500-12-31
N/A
11400.00
20178.00
Equities
OVID THERAPEUTICS INC COM
549300H36NUI4L6U8F17
2500-12-31
N/A
38377.00
62554.51
Equities
PALISADE BIO INC COM
549300W6LIDX3I5XXT34
2500-12-31
N/A
43800.00
4156.62
Equities
PALTALK INC COM
2500-12-31
N/A
1527.00
2290.50
Equities
PANBELA THERAPEUTICS INC COM
549300QM7HB5DN00PI52
2500-12-31
N/A
11267.00
1546.96
Equities
PANBELA THERAPEUTICS INC COM
549300QM7HB5DN00PI52
2500-12-31
N/A
21100.00
2897.03
Equities
PARATEK PHARMACEUTICALS INC COM
5493007V5QDIWECEYV79
2500-12-31
N/A
1324.00
4686.96
Equities
PASSAGE BIO INC COM
2500-12-31
N/A
264601.00
338689.28
Equities
PAVMED INC COM
549300V1JXXVXU7P8007
2500-12-31
N/A
1719.00
1959.66
Equities
SINGULARITY FUTURE TECH LTD COM NEW
529900WGYD5BTM777Z32
2500-12-31
N/A
85400.00
201544.00
Equities
SINTX TECHNOLOGIES INC COM NEW
549300DWWSMS2K42ZP12
2500-12-31
N/A
26900.00
2743.80
Equities
SIO GENE THERAPIES INC COM
529900F0GBLJ6D003G43
2500-12-31
N/A
4346.00
1309.88
Equities
CONNEXA SPORTS TECHNOLOGIES IN COM NEW
2500-12-31
N/A
10000.00
2577.00
Equities
SMART SAND INC COM
549300JISW1T66DVOK23
2500-12-31
N/A
49891.00
111256.93
Equities
SMILEDIRECTCLUB INC CL A COM
254900QFZEGKCURCJS93
2500-12-31
N/A
90400.00
64852.96
Equities
SMART FOR LIFE INC COMMON STOCK
2500-12-31
N/A
25900.00
10619.00
Equities
SNDL INC COM
549300O3OT13PHMLHI97
2500-12-31
N/A
65777.00
150629.33
Equities
SO YOUNG INTERNATIONAL INC SPONSORED ADS
2500-12-31
N/A
23238.00
12369.59
Equities
SOLENO THERAPEUTICS INC COM
5493003LCY77N7FXK844
2500-12-31
N/A
7300.00
7665.00
Equities
VERIFYME INC COM NEW
549300PQWM4UB0090168
2500-12-31
N/A
17350.00
18217.50
Equities
VINCERX PHARMA INC COM NEW
2500-12-31
N/A
8791.00
9582.19
Equities
VOLCON INC COM
2500-12-31
N/A
26400.00
40128.00
Equities
VROOM INC COM
2500-12-31
N/A
302350.00
314444.00
Equities
WAITR HLDGS INC COM
549300SZSHOJN5P4DJ61
2500-12-31
N/A
54699.00
7991.52
Equities
WEREWOLF THERAPEUTICS INC COM
2500-12-31
N/A
126928.00
378245.44
Equities
WHEELER REAL ESTATE INVT TR COM NEW
5493005TOFFG62ETJY29
2500-12-31
N/A
4900.00
8183.00
Equities
WINDTREE THERAPEUTICS INC COM
2500-12-31
N/A
46800.00
8424.00
Equities
WISDOMTREE TR US MIDCAP FUND
549300134Q3TJA4Z0M88
2500-12-31
N/A
211.00
10320.01
Equities
WISDOMTREE TR CHINADIV EX FI
5493003W9PJD7JCV4542
2500-12-31
N/A
70.00
1901.20
Equities
WORKSPORT LTD COM NEW
2500-12-31
N/A
57400.00
112504.00
Equities
VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF
2500-12-31
N/A
862.00
38462.44
Equities
VANGUARD MUN BD FDS TAX EXEMPT BD
2500-12-31
N/A
2100.00
100023.00
Equities
VANGUARD INDEX FDS S&P 500 ETF SHS
2500-12-31
N/A
32528.00
11624856.64
Equities
VANGUARD INDEX FDS S&P 500 ETF SHS
2500-12-31
N/A
28.00
10006.64
Equities
VANGUARD INDEX FDS MCAP VL IDXVIP
2500-12-31
N/A
7772.00
1045878.04
Equities
BIODESIX INC COM
2500-12-31
N/A
20100.00
20703.00
Equities
BIOFRONTERA INC COM
984500444S8BE1EF0179
2500-12-31
N/A
30500.00
32635.00
Equities
BIOLASE INC COM
549300XJRS7X5LH3QM40
2500-12-31
N/A
9454.00
19002.54
Equities
TAYSHA GENE THERAPIES INC COM SHS
2500-12-31
N/A
110772.00
191635.56
Equities
TENAX THERAPEUTICS INC COM NEW
549300J03O6B1IJ2B606
2500-12-31
N/A
19900.00
2666.60
Equities
374WATER INC COM
2500-12-31
N/A
8100.00
28269.00
Equities
TIVIC HEALTH SYSTEMS INC COMMON STOCK
2500-12-31
N/A
13000.00
20020.00
Equities
TOMI ENVIRONMENTAL SOLUTIONS I COM NEW
2500-12-31
N/A
30800.00
21560.00
Equities
TONIX PHARMACEUTICALS HLDG CO COM NEW
529900ACPKP9QW20GX48
2500-12-31
N/A
77581.00
36470.83
Equities
TOUGHBUILT INDS INC COM
549300O5ZW5B6LIVGY48
2500-12-31
N/A
81700.00
175655.00
Equities
TREVENA INC COM
549300YXUV4MU2J7QS07
2500-12-31
N/A
40590.00
6908.42
Equities
Y
2022-11-01
2023-01-30
2023-02-28
Y
BOFA SECURITIES INC
1.0000
91
N
N
N
0.0359
241000000.00
241000000.00
0.0019
N
N
N
Y
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 3.050000%
K5HU16E3LMSVCCJJJ255
ARP0UQUR1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL003CD R18F003
B1V7KEBTPIMZEU4LTD58
2048-02-25
3.000000
5645712.00
4497323.37
Agency Collateralized Mortgage Obligation
FNRM CL077PA R18F077
B1V7KEBTPIMZEU4LTD58
2048-02-25
3.500000
53888997.00
8897076.31
Agency Collateralized Mortgage Obligation
FNRM CL093BC R15F093
B1V7KEBTPIMZEU4LTD58
2046-01-25
3.500000
5015576.00
4163914.48
Agency Collateralized Mortgage Obligation
FNRM CL015LK R17F015
B1V7KEBTPIMZEU4LTD58
2047-03-25
4.000000
3171000.00
2885262.25
Agency Collateralized Mortgage Obligation
MNRA CL010A2 R18M010
B1V7KEBTPIMZEU4LTD58
2028-07-25
3.357590
7032000.00
6595045.52
Agency Collateralized Mortgage Obligation
FNRM CL001LA R20F001
B1V7KEBTPIMZEU4LTD58
2060-02-25
4.000000
10035840.00
8322845.89
Agency Collateralized Mortgage Obligation
FNRM RC037NJ R22F037
B1V7KEBTPIMZEU4LTD58
2046-07-25
4.500000
1465849.00
1368246.96
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-10-25
2.696660
1948716.00
1584119.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-04-15
3.812140
30000000.00
1586165.48
Agency Collateralized Mortgage Obligation
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
38000000.00
38000000.00
0.0003
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0UQUS9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
2034-07-18
2.990000
5097000.00
4217944.48
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-04-16
1.730000
2500000.00
1734177.08
Agency Debentures and Agency Strips
FNMS 07.500 CL633698
B1V7KEBTPIMZEU4LTD58
2031-02-01
7.500000
4100000.00
62709.97
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO3533
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.500000
1480706.00
194382.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU3038
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
2328928.00
388969.17
Agency Mortgage-Backed Securities
FNMS 07.000 JL674277
B1V7KEBTPIMZEU4LTD58
2032-02-01
7.000000
6764629.00
72105.14
Agency Mortgage-Backed Securities
FNMS 06.500 CL745825
B1V7KEBTPIMZEU4LTD58
2036-09-01
6.500000
21251000.00
301480.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0870
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
10999000.00
1694441.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD9321
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
446613.00
112804.07
Agency Mortgage-Backed Securities
FNMS 03.500 CTBE7487
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
1925000.00
667777.90
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0109
B1V7KEBTPIMZEU4LTD58
2056-02-01
4.000000
5000000.00
2264936.94
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0377
B1V7KEBTPIMZEU4LTD58
2059-04-01
3.000000
5000000.00
2569159.83
Agency Mortgage-Backed Securities
FNMS 02.500 I4BF0578
B1V7KEBTPIMZEU4LTD58
2061-12-01
2.500000
60193536.00
47842939.70
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0592
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
12390848.00
11141010.35
Agency Mortgage-Backed Securities
FNMS 04.000 R3BF0594
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
18134720.00
16681007.53
Agency Mortgage-Backed Securities
FNMS 03.000 CIBJ0664
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
6375000.00
2080239.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ1237
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
3960208.00
831719.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ8271
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
50000.00
16008.13
Agency Mortgage-Backed Securities
FNMS 06.000 CLBJ8693
B1V7KEBTPIMZEU4LTD58
2049-02-01
6.000000
1339318.00
422606.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK2189
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1540294.00
621989.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6134
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2758272.00
1054866.52
Agency Mortgage-Backed Securities
FNMS 06.500 CLBM1885
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.500000
14076192.00
4867196.75
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5827
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
5000000.00
598445.75
Agency Mortgage-Backed Securities
FNMS 03.500 CKBM6504
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
28914176.00
11507039.84
Agency Mortgage-Backed Securities
FNMS 04.500 CQBM7046
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
26757184.00
25021544.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0661
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
150000.00
25968.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2833
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
17200448.00
2307328.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2981
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1057540.00
468991.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6709
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
55000.00
26059.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN9761
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
75847168.00
9473341.13
Agency Mortgage-Backed Securities
FNMS 03.000 REBO0316
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.000000
200000.00
24299.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP3202
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
2732732.00
972340.36
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP4374
B1V7KEBTPIMZEU4LTD58
2050-04-01
2.500000
16098176.00
7016332.51
Agency Mortgage-Backed Securities
FNMS 03.500 CKBP6525
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1567000.00
833856.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBQ3961
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1586628.00
1182509.60
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ6334
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
15717.00
10249.68
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3225
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
4065632.00
2779816.23
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR4390
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
2000000.00
1403134.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLBR8219
B1V7KEBTPIMZEU4LTD58
2051-06-01
5.000000
1079668.00
970409.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT0255
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.000000
2493492.00
1899958.25
Agency Mortgage-Backed Securities
FNMS 02.000 REBT2267
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
2148700.00
1700655.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT4540
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
1945176.00
1537893.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT8284
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
8333536.00
7853559.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV4198
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
50741824.00
41755361.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIBV7971
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
6583568.00
6155447.29
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV7516
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.000000
2251672.00
1747776.41
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV8500
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.500000
14662336.00
11825425.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV8532
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
5063128.00
4138855.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9934
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
3202404.00
2739811.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1291
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
214768896.00
203332237.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW2349
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
2995372.00
2744802.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3877
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
4783928.00
4345997.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW4090
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.500000
1179056.00
1187743.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW4210
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2058236.00
2033860.37
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW4774
B1V7KEBTPIMZEU4LTD58
2052-07-01
6.000000
1557030.00
1584501.19
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW4777
B1V7KEBTPIMZEU4LTD58
2052-07-01
6.000000
4404504.00
4459608.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW5942
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
2206080.00
2198746.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6337
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
18231648.00
16743445.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7215
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
2482232.00
2370035.11
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7319
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
19925664.00
19597602.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW7354
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
9527504.00
8759180.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8178
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
2056272.00
1949829.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8179
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
4981920.00
4891909.99
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8682
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1033896.00
1007416.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8787
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1073654.00
1049701.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8843
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
2241184.00
2062613.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW9890
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
2395516.00
2209761.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0388
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
202254080.00
191484050.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1238
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1024170.00
978578.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1316
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
3054160.00
3096189.31
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1979
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1863058.00
1866680.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0451
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
450000.00
115405.11
Agency Mortgage-Backed Securities
FNMS 04.000 CICA0962
B1V7KEBTPIMZEU4LTD58
2032-12-01
4.000000
1396216.00
295935.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3488
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
74999808.00
22446470.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4543
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
701000.00
379762.23
Agency Mortgage-Backed Securities
FNMS 02.000 CTCA7109
B1V7KEBTPIMZEU4LTD58
2040-09-01
2.000000
932000.00
626545.04
Agency Mortgage-Backed Securities
FNMS 02.500 CKCA7009
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3489216.00
2634742.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8895
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
9000000.00
6053116.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB1698
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
5171680.00
4305039.96
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0997
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
150374912.00
112242698.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB2100
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
558000.00
447556.20
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2283
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
84297984.00
64153925.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2523
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
25000.00
19529.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3128
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
43813696.00
36420153.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3183
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
26826400.00
20340193.97
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3290
B1V7KEBTPIMZEU4LTD58
2047-04-01
2.000000
16250752.00
12583144.17
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB4420
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
2500000.00
2463296.82
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4040
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
25000000.00
23632912.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4854
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
3498812.00
3611676.61
Agency Mortgage-Backed Securities
FNMS 05.500 CTCB4873
B1V7KEBTPIMZEU4LTD58
2042-10-01
5.500000
1061530.00
1079963.39
Agency Mortgage-Backed Securities
FNMS 04.000 CICB4987
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
380790.00
367113.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1626
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
666000.00
86669.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3643
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
702476.00
189027.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM4543
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
16000000.00
4750149.36
Agency Mortgage-Backed Securities
FNMS 05.000 CTFM9892
B1V7KEBTPIMZEU4LTD58
2031-09-01
5.000000
1672628.00
857390.60
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9195
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
49980000.00
38249207.03
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM9318
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.000000
2270000.00
1801210.67
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9441
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
197799936.00
142453073.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0596
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
553801.00
419162.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1184
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
31359712.00
26849031.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1207
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
300000.00
257656.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2409
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
79501.00
77657.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2477
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.500000
179497984.00
146460999.63
Agency Mortgage-Backed Securities
FNMS 03.000 CTFS2980
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
33370300.00
29034761.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2972
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
95806592.00
90792553.86
Agency Mortgage-Backed Securities
FNMS 02.500 CTFS3099
B1V7KEBTPIMZEU4LTD58
2042-09-01
2.500000
73734528.00
62864239.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3158
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
57376384.00
54587547.48
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2141
B1V7KEBTPIMZEU4LTD58
2035-01-01
4.000000
4500000.00
828333.99
Agency Mortgage-Backed Securities
FNMS 07.500 GO611831
B1V7KEBTPIMZEU4LTD58
2031-02-01
7.500000
2499990.00
10649.55
Agency Mortgage-Backed Securities
FNMS 05.000 PLAL5055
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
3088740.00
215813.54
Agency Mortgage-Backed Securities
FNMS 03.500 CTAO1130
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
40000.00
9554.47
Agency Mortgage-Backed Securities
FNMS 03.500 CRAR7582
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
5973144.00
685448.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5667
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
12000000.00
1274605.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7844
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
55000.00
14731.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8483
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
984837.00
237208.57
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT2721
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
489565.00
108217.74
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU8125
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.775000
112322.00
69336.81
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW2183
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
1587408.00
363881.97
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW3641
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.000000
2100000.00
231623.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW7017
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
3026148.00
772372.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6718
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
1059924.00
426154.03
Agency Mortgage-Backed Securities
FNMS 05.500 GO801357
B1V7KEBTPIMZEU4LTD58
2034-08-01
5.500000
1235000.00
21367.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2404
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
15287776.00
3864813.12
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0332
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.000000
400000.00
187683.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ0647
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
3767230.00
670006.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0340
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
5111920.00
567868.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6819
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
25000000.00
2938754.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP9658
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.000000
4153640.00
2289742.37
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ9224
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
1351000.00
943953.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR0948
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1533064.00
1088280.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT8308
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
158328480.00
147045429.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU0490
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1204554.00
976656.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9499
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
200000.00
182408.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0024
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
13178544.00
11986353.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW4129
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1025004.00
1015230.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9515
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
2603344.00
2550477.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0133
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
325000.00
36104.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2483
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1663084.00
339682.93
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1310
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
4598920.00
3397036.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2170
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
232936448.00
88840257.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1118
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
112285184.00
93365870.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5366
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
44930000.00
10153131.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3356
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
75600000.00
11183326.78
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3936
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.500000
250000.00
68320.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4656
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
9022192.00
8312971.16
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA4720
B1V7KEBTPIMZEU4LTD58
2032-08-01
2.500000
1102116.00
928660.86
Agency Mortgage-Backed Securities
GNAR AF MA7068 M
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
113583.00
106964.62
Agency Mortgage-Backed Securities
GNII SF MA8021 M
549300M8ZYFG0OCMTT87
2037-05-20
4.500000
141434.00
131920.96
Agency Mortgage-Backed Securities
GNII SF MA7233 M
549300M8ZYFG0OCMTT87
2035-05-20
5.500000
148244.00
119224.54
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
285200000.00
191217711.33
Agency Mortgage-Backed Securities
GNII SF MA7366 M
549300M8ZYFG0OCMTT87
2051-05-20
2.000000
230000.00
160676.09
Agency Mortgage-Backed Securities
GNII SF MA7744 M
549300M8ZYFG0OCMTT87
2034-10-20
5.500000
182566.00
175737.19
Agency Mortgage-Backed Securities
GNMI SF 738107 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
250000.00
23506.12
Agency Mortgage-Backed Securities
GNMI SF 748486 X
549300M8ZYFG0OCMTT87
2040-08-15
4.500000
31499000.00
1446447.87
Agency Mortgage-Backed Securities
GNMI SP 784342 X
549300M8ZYFG0OCMTT87
2041-06-15
6.000000
4469000.00
1235122.52
Agency Mortgage-Backed Securities
GNMI SP 785441 X
549300M8ZYFG0OCMTT87
2050-07-15
2.500000
8385600.00
4452001.31
Agency Mortgage-Backed Securities
GNII RG CI1517 C
549300M8ZYFG0OCMTT87
2045-04-20
4.000000
1591500.00
1304839.62
Agency Mortgage-Backed Securities
GNII SF CI8701 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
1561654.00
1311239.11
Agency Mortgage-Backed Securities
GNPL PN CJ0456
549300M8ZYFG0OCMTT87
2061-12-15
3.050000
11520000.00
10058139.15
Agency Mortgage-Backed Securities
GNII SF CJ2128 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
1199882.00
828359.76
Agency Mortgage-Backed Securities
GNII RG CJ2828 C
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
2682268.00
2037446.18
Agency Mortgage-Backed Securities
GNII RG CJ5428 C
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
4147792.00
2938893.81
Agency Mortgage-Backed Securities
GNII SF CJ6719 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
8137856.00
6807506.20
Agency Mortgage-Backed Securities
GNPL LM CJ8151
549300M8ZYFG0OCMTT87
2060-09-15
3.550000
11044912.00
10040766.75
Agency Mortgage-Backed Securities
GNII RG CK7830 C
549300M8ZYFG0OCMTT87
2043-05-20
3.000000
1266678.00
1077604.60
Agency Mortgage-Backed Securities
GNPL PN CL4433
549300M8ZYFG0OCMTT87
2057-06-15
2.950000
233000.00
202641.49
Agency Mortgage-Backed Securities
GNMI SF CL6189 X
549300M8ZYFG0OCMTT87
2052-03-15
4.000000
7322256.00
6691312.44
Agency Mortgage-Backed Securities
GNII RG CL7259 C
549300M8ZYFG0OCMTT87
2043-07-20
2.500000
2179280.00
1638447.04
Agency Mortgage-Backed Securities
GNII SF CM0733 C
549300M8ZYFG0OCMTT87
2052-06-20
4.500000
1236960.00
1186230.20
Agency Mortgage-Backed Securities
GNII SF CM2058 C
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
2447956.00
1641150.08
Agency Mortgage-Backed Securities
GNII RG CM3407 C
549300M8ZYFG0OCMTT87
2049-10-20
5.500000
1515134.00
615593.40
Agency Mortgage-Backed Securities
GNII RG CM4718 C
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
6649352.00
5852407.60
Agency Mortgage-Backed Securities
GNII SF CM9480 C
549300M8ZYFG0OCMTT87
2052-06-20
3.500000
7715768.00
6932821.46
Agency Mortgage-Backed Securities
GNII RG CN0927 C
549300M8ZYFG0OCMTT87
2036-01-20
5.500000
1026520.00
952725.64
Agency Mortgage-Backed Securities
GNII RG CN0928 C
549300M8ZYFG0OCMTT87
2039-02-20
6.000000
2087356.00
2039533.82
Agency Mortgage-Backed Securities
GNII RG CN0949 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
2511772.00
2203533.76
Agency Mortgage-Backed Securities
GNII ET CN0984 C
549300M8ZYFG0OCMTT87
2062-05-20
4.000000
8038448.00
7178389.26
Agency Mortgage-Backed Securities
GNII SF CQ2675 C
549300M8ZYFG0OCMTT87
2052-09-20
4.000000
2239852.00
2038851.80
Agency Mortgage-Backed Securities
GNAR AF MA7779 M
549300M8ZYFG0OCMTT87
2051-12-20
2.000000
684019.00
528459.63
Agency Mortgage-Backed Securities
GNAR AF MA7840 M
549300M8ZYFG0OCMTT87
2051-12-20
2.000000
525494.00
470308.86
Agency Mortgage-Backed Securities
GNII SF MA7858 M
549300M8ZYFG0OCMTT87
2033-11-20
5.000000
425078.00
172599.30
Agency Mortgage-Backed Securities
GNII SF MA7859 M
549300M8ZYFG0OCMTT87
2036-02-20
5.500000
838777.00
795593.26
Agency Mortgage-Backed Securities
GNII SF MA7937 M
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
6834888.00
5796991.57
Agency Mortgage-Backed Securities
GNII JM MA8138 M
549300M8ZYFG0OCMTT87
2051-05-20
2.000000
10584224.00
8356482.23
Agency Mortgage-Backed Securities
GNII SF MA8149 M
549300M8ZYFG0OCMTT87
2052-07-20
3.500000
8111440.00
7257271.33
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
701411.00
667365.56
Agency Mortgage-Backed Securities
GNII SF MA8264 M
549300M8ZYFG0OCMTT87
2052-08-20
2.500000
226153984.00
192376130.05
Agency Mortgage-Backed Securities
GNMI SF BC3562 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
3272948.00
222443.53
Agency Mortgage-Backed Securities
GNMI SF BC3027 X
549300M8ZYFG0OCMTT87
2048-03-15
3.000000
25000.00
17318.14
Agency Mortgage-Backed Securities
GNMI SF BC9137 X
549300M8ZYFG0OCMTT87
2048-01-15
5.000000
1257250.00
74417.83
Agency Mortgage-Backed Securities
GNII SF CN6488 C
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
8919552.00
8391272.42
Agency Mortgage-Backed Securities
GNII SF CN8577 C
549300M8ZYFG0OCMTT87
2052-07-20
3.000000
2794472.00
2484656.83
Agency Mortgage-Backed Securities
GNII SF CN8590 C
549300M8ZYFG0OCMTT87
2052-08-20
3.500000
3855076.00
3386699.87
Agency Mortgage-Backed Securities
GNII RG CO0396 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
3692600.00
3361089.49
Agency Mortgage-Backed Securities
GNII SF CO3991 C
549300M8ZYFG0OCMTT87
2052-08-20
4.000000
2492500.00
2258495.95
Agency Mortgage-Backed Securities
GNII SF CO6539 C
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
2027712.00
1992958.10
Agency Mortgage-Backed Securities
GNII SF CO7051 C
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
1055492.00
1017206.58
Agency Mortgage-Backed Securities
GNII SF CP1629 C
549300M8ZYFG0OCMTT87
2052-09-20
6.000000
1061298.00
1085148.80
Agency Mortgage-Backed Securities
GNII SF CP8761 C
549300M8ZYFG0OCMTT87
2052-09-20
3.500000
1097824.00
989810.77
Agency Mortgage-Backed Securities
GNII RG CP8776 C
549300M8ZYFG0OCMTT87
2047-07-20
4.000000
2238984.00
2086758.72
Agency Mortgage-Backed Securities
GNII SF BF1065 C
549300M8ZYFG0OCMTT87
2048-01-20
4.000000
6886608.00
818266.57
Agency Mortgage-Backed Securities
GNMI SF BP7268 X
549300M8ZYFG0OCMTT87
2049-09-15
2.500000
650221.00
316664.79
Agency Mortgage-Backed Securities
GNMI SF BR6083 X
549300M8ZYFG0OCMTT87
2049-12-15
3.500000
306422.00
52839.15
Agency Mortgage-Backed Securities
GNCL CL BU9697
549300M8ZYFG0OCMTT87
2062-07-15
2.940000
3607696.00
3157336.49
Agency Mortgage-Backed Securities
GNII SF BW8882 C
549300M8ZYFG0OCMTT87
2034-01-20
7.000000
2868000.00
2066193.43
Agency Mortgage-Backed Securities
GNII SF BZ4350 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
6238288.00
5153079.12
Agency Mortgage-Backed Securities
GNII SF BR8755 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
291000.00
111599.13
Agency Mortgage-Backed Securities
GNCL CL CB0947
549300M8ZYFG0OCMTT87
2062-11-15
2.740000
2106604.00
1800963.85
Agency Mortgage-Backed Securities
GNII SF BH2710 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
2320100.00
434580.98
Agency Mortgage-Backed Securities
GNPL LM CD3307
549300M8ZYFG0OCMTT87
2053-11-15
3.200000
1021442.00
895676.69
Agency Mortgage-Backed Securities
GNII SF CD7380 C
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
2175068.00
1561718.68
Agency Mortgage-Backed Securities
GNPL LM CD9017
549300M8ZYFG0OCMTT87
2060-04-15
3.300000
9316016.00
8263827.72
Agency Mortgage-Backed Securities
GNMI SF BC3009 X
549300M8ZYFG0OCMTT87
2047-12-15
3.000000
769953.00
393633.74
Agency Mortgage-Backed Securities
GNPL LM CE7007
549300M8ZYFG0OCMTT87
2060-08-15
3.240000
13818128.00
12217887.79
Agency Mortgage-Backed Securities
GNII SF CF0792 C
549300M8ZYFG0OCMTT87
2051-07-20
2.500000
2919080.00
2411386.27
Agency Mortgage-Backed Securities
GNII RG CF6234 C
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
1391350.00
983884.76
Agency Mortgage-Backed Securities
GNCL CL CF6703
549300M8ZYFG0OCMTT87
2064-02-15
2.550000
2749640.00
2287628.99
Agency Mortgage-Backed Securities
GNII RG CH5841 C
549300M8ZYFG0OCMTT87
2050-01-20
5.500000
4626768.00
3303762.74
Agency Mortgage-Backed Securities
FNMS 03.500 CWMA2454
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.500000
976584.00
218820.20
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4152
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.000000
790000.00
473573.53
Agency Mortgage-Backed Securities
FNMS 01.500 CTMA4266
B1V7KEBTPIMZEU4LTD58
2041-02-01
1.500000
4000000.00
2652566.36
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4364
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.000000
6574000.00
4776916.61
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA4771
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
6264664.00
5789881.98
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA4778
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
7280392.00
6516358.30
Agency Mortgage-Backed Securities
GNII SF CQ5717 C
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
5959472.00
5890894.37
Agency Mortgage-Backed Securities
GNII ET CQ6095 C
549300M8ZYFG0OCMTT87
2062-09-20
4.000000
4188312.00
3793740.90
Agency Mortgage-Backed Securities
GNII SF CQ9881 C
549300M8ZYFG0OCMTT87
2052-10-20
4.500000
1303754.00
1259371.61
Agency Mortgage-Backed Securities
GNII SP 786382 C
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
145929984.00
144472094.82
Agency Mortgage-Backed Securities
GNII SP 786258 C
549300M8ZYFG0OCMTT87
2052-07-20
4.000000
43409920.00
39966267.85
Agency Mortgage-Backed Securities
GNII SF CI0180 C
549300M8ZYFG0OCMTT87
2032-07-20
7.000000
1128454.00
914979.34
Agency Mortgage-Backed Securities
GNII RG CL2821 C
549300M8ZYFG0OCMTT87
2043-05-20
3.000000
6675776.00
5069889.39
Agency Mortgage-Backed Securities
GNPL LM CL5335
549300M8ZYFG0OCMTT87
2060-10-15
3.540000
9716656.00
8819093.97
Agency Mortgage-Backed Securities
GNPL PN CL9157
549300M8ZYFG0OCMTT87
2057-06-15
3.250000
7780304.00
6914995.40
Agency Mortgage-Backed Securities
GNCL CL CM1223
549300M8ZYFG0OCMTT87
2064-06-15
2.780000
4790408.00
4044990.18
Agency Mortgage-Backed Securities
GNII RG CM9856 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
1480710.00
1117513.81
Agency Mortgage-Backed Securities
GNII RG CN1774 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
900000.00
737251.57
Agency Mortgage-Backed Securities
GNII ET CP9287 C
549300M8ZYFG0OCMTT87
2062-09-20
4.500000
1316718.00
1241800.12
Agency Mortgage-Backed Securities
GNII RG CP9351 C
549300M8ZYFG0OCMTT87
2042-10-20
3.500000
1178552.00
1066788.34
Agency Mortgage-Backed Securities
GNII RG CP9353 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
5743432.00
5178661.19
Agency Mortgage-Backed Securities
GNII RG CP9355 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
3484300.00
3260758.93
Agency Mortgage-Backed Securities
GNII RG CP9359 C
549300M8ZYFG0OCMTT87
2049-08-20
5.500000
1024244.00
1059822.48
Agency Mortgage-Backed Securities
GNII RG CQ0384 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
1287986.00
1162603.83
Agency Mortgage-Backed Securities
GNII RG CQ1530 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
1821556.00
1700969.94
Agency Mortgage-Backed Securities
GNII SF CQ2605 C
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
3119420.00
3177816.58
Agency Mortgage-Backed Securities
GNII RG CQ2337 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1682386.00
1467713.55
Agency Mortgage-Backed Securities
GNII SF BB0764 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1055568.00
195970.19
Agency Mortgage-Backed Securities
GNMI SF AD6012 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
25000.00
8667.27
Agency Mortgage-Backed Securities
GNII RG CH5857 C
549300M8ZYFG0OCMTT87
2049-07-20
5.500000
2779924.00
1194564.50
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
50000000.00
21835586.17
Agency Mortgage-Backed Securities
GNII SP 784299 M
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
10892208.00
1306143.44
Agency Mortgage-Backed Securities
GNII SP 784152 M
549300M8ZYFG0OCMTT87
2029-11-20
6.500000
2000000.00
530036.33
Agency Mortgage-Backed Securities
GNMI SP 784093 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
11554944.00
1916595.09
Agency Mortgage-Backed Securities
GNMI SF 745093 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
2922048.00
517371.89
Agency Mortgage-Backed Securities
GNII SF MA7995 M
549300M8ZYFG0OCMTT87
2038-02-20
6.500000
363456.00
343708.27
Agency Mortgage-Backed Securities
GNII JM MA6756 M
549300M8ZYFG0OCMTT87
2050-07-20
2.500000
225000.00
78708.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4357
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
153000.00
97818.20
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3590
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.000000
241557.00
35698.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8950
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
191151872.00
126268699.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3107
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
6390464.00
735651.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0483
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
136000000.00
38019789.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3189
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
5272168.00
1224599.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO2252
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
900000.00
356115.68
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5506
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
41789888.00
18952891.93
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3417
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.500000
6000000.00
1386674.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ4916
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
119832.00
22186.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4095
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
677000.00
117027.54
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0132
B1V7KEBTPIMZEU4LTD58
2056-07-01
4.000000
9483856.00
3630100.50
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0091
B1V7KEBTPIMZEU4LTD58
2056-05-01
3.500000
5872792.00
2363336.28
Agency Mortgage-Backed Securities
GNII SF BZ4615 C
549300M8ZYFG0OCMTT87
2039-01-20
6.500000
2573256.00
1157049.14
Agency Mortgage-Backed Securities
GNII RG CC3541 C
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
926157.00
406455.68
Agency Mortgage-Backed Securities
GNII SF CE3066 C
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
4558504.00
3384902.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0398
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
100000000.00
2816808.42
Agency Mortgage-Backed Securities
GNII ET CQ2860 C
549300M8ZYFG0OCMTT87
2062-08-20
5.000000
187869.00
183182.36
Agency Mortgage-Backed Securities
GNII ET CQ2844 C
549300M8ZYFG0OCMTT87
2062-05-20
4.500000
56619.00
53142.14
Agency Mortgage-Backed Securities
GNII RG CQ4402 C
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
1540050.00
1393931.08
Agency Mortgage-Backed Securities
GNII ET CQ3910 C
549300M8ZYFG0OCMTT87
2062-07-20
3.000000
162955.00
136803.22
Agency Mortgage-Backed Securities
GNII ET CQ3947 C
549300M8ZYFG0OCMTT87
2062-04-20
3.000000
90447.00
75929.28
Agency Mortgage-Backed Securities
GNII ET CQ3929 C
549300M8ZYFG0OCMTT87
2062-09-20
4.000000
167691.00
153267.93
Agency Mortgage-Backed Securities
GNII ET CQ4096 C
549300M8ZYFG0OCMTT87
2062-09-20
3.000000
151604.00
134181.67
Agency Mortgage-Backed Securities
GNII SF CQ5514 C
549300M8ZYFG0OCMTT87
2052-09-20
4.000000
40026304.00
36555615.60
Agency Mortgage-Backed Securities
GNII SF MA8199 M
549300M8ZYFG0OCMTT87
2052-08-20
3.500000
169390336.00
151766418.31
Agency Mortgage-Backed Securities
GNAR AF MA8359 M
549300M8ZYFG0OCMTT87
2052-10-20
3.000000
888971.00
832627.13
Agency Mortgage-Backed Securities
GNPL PN BB9489
549300M8ZYFG0OCMTT87
2059-02-15
3.950000
211986.00
208153.30
Agency Mortgage-Backed Securities
GNII SF CO0787 C
549300M8ZYFG0OCMTT87
2052-08-20
4.000000
9529488.00
8670641.48
Agency Mortgage-Backed Securities
GNII RG CO0390 C
549300M8ZYFG0OCMTT87
2050-11-20
2.500000
3055990.00
2254127.31
Agency Mortgage-Backed Securities
GNII RG CO0493 C
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
5297976.00
4937825.57
Agency Mortgage-Backed Securities
GNII SF CO0637 C
549300M8ZYFG0OCMTT87
2052-08-20
3.500000
8562848.00
7720403.19
Agency Mortgage-Backed Securities
GNII RG CO2684 C
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
1337050.00
1236789.90
Agency Mortgage-Backed Securities
GNII RG CO2691 C
549300M8ZYFG0OCMTT87
2049-12-20
5.500000
3288288.00
2640200.41
Agency Mortgage-Backed Securities
GNII SF CO3250 C
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
1199250.00
1168776.80
Agency Mortgage-Backed Securities
GNII RG CO4219 C
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
1344254.00
1253775.19
Agency Mortgage-Backed Securities
GNII RG CO7537 C
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
4105856.00
3622446.20
Agency Mortgage-Backed Securities
GNII RG CP3379 C
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
12768656.00
11139477.64
Agency Mortgage-Backed Securities
GNII RG CP3391 C
549300M8ZYFG0OCMTT87
2051-08-20
3.000000
4181712.00
3648159.00
Agency Mortgage-Backed Securities
GNII SF CP5920 C
549300M8ZYFG0OCMTT87
2052-09-20
4.000000
2125720.00
1972674.89
Agency Mortgage-Backed Securities
GNII SF CP6903 C
549300M8ZYFG0OCMTT87
2052-10-20
4.000000
1593118.00
1480824.42
Agency Mortgage-Backed Securities
GNCL CL BI4568
549300M8ZYFG0OCMTT87
2062-12-15
3.000000
1259552.00
1102868.77
Agency Mortgage-Backed Securities
GNII SF BV8400 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
200000.00
103690.41
Agency Mortgage-Backed Securities
GNCL CL BW2993
549300M8ZYFG0OCMTT87
2063-08-15
2.650000
2118684.00
1795767.60
Agency Mortgage-Backed Securities
GNII SF BX9589 C
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
46806144.00
33551799.12
Agency Mortgage-Backed Securities
GNII SF BX9628 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
26396800.00
18272774.72
Agency Mortgage-Backed Securities
GNCL CL CD0900
549300M8ZYFG0OCMTT87
2063-08-15
3.000000
5484290.00
4790099.54
Agency Mortgage-Backed Securities
GNII SF CD4183 C
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
1079504.00
737023.54
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3125
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.000000
390000.00
82120.38
Agency Mortgage-Backed Securities
FNMS 06.000 CL725704
B1V7KEBTPIMZEU4LTD58
2034-08-01
6.000000
4841930.00
53818.13
Agency Mortgage-Backed Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
3299000000.00
3299000000.00
0.0253
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 3.050000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0UQV25
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLBW5892
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1000.00
979.40
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW8965
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
1100.00
1131.48
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2236
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.500000
17932700.00
7505791.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2486
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
44707600.00
20087605.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3382
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
2000.00
552.77
Agency Mortgage-Backed Securities
FNMS 03.500 CICA5476
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.500000
4000000.00
1877791.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5816
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
9000000.00
5179122.48
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7369
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
974900.00
520644.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA7815
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
4000.00
1468.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3191
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
1000.00
282.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM5374
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
37850800.00
15948146.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5107
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
1323000.00
495207.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM5432
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
12536600.00
6264875.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8162
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
18664100.00
13633863.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM8672
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
526900.00
333145.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4257
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
274100.00
135070.12
Agency Mortgage-Backed Securities
GNII JM MA7410 M
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
15100.00
10784.02
Agency Mortgage-Backed Securities
GNII SF CB4122 C
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
7213800.00
5156129.54
Agency Mortgage-Backed Securities
GNII RG CF0240 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
734000.00
517404.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL6046
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.000000
4198900.00
1134639.72
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN6137
S6XOOCT0IEG5ABCC6L87
2044-04-01
3.500000
1000.00
310.62
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD0695
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.000000
132900.00
93143.84
Agency Mortgage-Backed Securities
04.000 FGPC Q62264 G
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
11252300.00
3183140.18
Agency Mortgage-Backed Securities
04.000 FGPC U20043 G
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.000000
4725400.00
2122024.30
Agency Mortgage-Backed Securities
03.500 FGPC Q50377 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
7618300.00
2690597.95
Agency Mortgage-Backed Securities
03.500 FGPC G61295 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
35700.00
13893.23
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC7410
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
18025030.00
13632328.08
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE8442
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
1000.00
976.17
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN1748
S6XOOCT0IEG5ABCC6L87
2035-03-01
2.500000
2766000.00
1289803.91
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3022
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
499000.00
296445.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8498
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
10100000.00
3874675.26
Agency Mortgage-Backed Securities
FNMS 03.500 CQAS9628
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
1498200.00
605531.72
Agency Mortgage-Backed Securities
FNMS 04.525 CLAV1946
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.525000
135300.00
99004.19
Agency Mortgage-Backed Securities
FNMS 03.500 CRBC2809
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
1670063.00
971770.92
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0187
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.500000
20772027.00
7960869.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1997
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
2658300.00
1203992.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5181
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
3169700.00
1385140.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6209
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
1537400.00
364375.75
Agency Mortgage-Backed Securities
FNMS 03.000 CTBM1977
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.000000
7049900.00
2464989.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5003
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
19832600.00
7959076.56
Agency Mortgage-Backed Securities
FNMS 05.500 CLBO0265
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
1032100.00
420857.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO1341
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2398400.00
1241996.19
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ2291
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.000000
20200000.00
11240642.70
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR4694
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
361000.00
250929.91
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR7265
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
12971660.00
8987987.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1009
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
135736700.00
37050996.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1017
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
20533900.00
7889936.82
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7029
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
349000.00
233240.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8956
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
71846200.00
47538007.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2171
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
46528118.00
17765325.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3120
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
8851355.00
1409249.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
152049.00
25396.55
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4383
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.000000
195800.00
144198.85
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4464
B1V7KEBTPIMZEU4LTD58
2051-11-01
1.500000
8700400.00
6240148.04
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4237
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
152192488.00
99341552.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4325
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
4999900.00
3524358.50
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
1233312.00
196917.97
Agency Mortgage-Backed Securities
GNII SF MA3937 M
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
585000.00
94195.88
Agency Mortgage-Backed Securities
GNII SF MA6090 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
37000.00
5974.53
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA7029
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
2173300.00
924288.71
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0399
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
14195232.00
4873706.85
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8501
S6XOOCT0IEG5ABCC6L87
2035-08-01
2.000000
46000.00
28241.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7502
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
239627100.00
65110548.00
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8156
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
19800.00
14194.81
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD1461
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
57583919.00
43025015.14
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD1841
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2105900.00
1573727.02
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA3175
S6XOOCT0IEG5ABCC6L87
2050-07-01
3.000000
3700000.00
1903657.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9384
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
39840300.00
14988097.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE7958
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
7141489.00
2446414.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5338
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
30572033.00
8251782.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6492
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
4904478.00
2243239.93
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-14
0.00
3800.00
3754.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-18
0.00
431900.00
421991.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-16
0.00
3214200.00
3175276.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
4533000.00
5673060.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
2022800.00
1961470.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
0.125000
200.00
194.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.250000
28268100.00
27393575.69
U.S. Treasuries (including strips)
FNMS 04.000 CLBO1776
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
1024.00
404.08
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK4392
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.500000
1450568.00
492156.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC4745
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
1000000.00
376072.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9656
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
4894900.00
1184054.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2892
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
65880700.00
17448952.71
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0612
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
33329218.00
23346083.28
Agency Mortgage-Backed Securities
03.000 FGPC G08697 G
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.000000
499999.00
83714.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK0919
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
469800.00
216715.78
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7244
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
5566628.00
2035175.28
Agency Mortgage-Backed Securities
FNMS 03.500 CIBH7082
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
8377830.00
2909458.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2403
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1000.00
424.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8518
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2300000.00
972793.44
Agency Mortgage-Backed Securities
04.000 FGPC Q63567 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.000000
15825700.00
3851498.66
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8198
S6XOOCT0IEG5ABCC6L87
2052-01-01
1.500000
10841800.00
7844430.05
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
1297793.00
219066.11
Agency Mortgage-Backed Securities
GNII SF MA7590 M
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
13000.00
9824.30
Agency Mortgage-Backed Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
600000000.00
600000000.00
0.0046
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 3.170000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0UQV41
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SOUND POINT ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
29606.00
301981.20
Equities
SVF INVESTMENT CORP CL A SHS
2500-12-31
N/A
180480.00
1804800.00
Equities
TZP STRATEGIES ACQUISTN CORP CL A SHS
2500-12-31
N/A
63037.00
629109.26
Equities
VICKERS VANTAGE CORP I SHS
2500-12-31
N/A
22891.00
238524.22
Equities
VPC IMPACT ACQUISITION HLDG II CLASS A ORD
2500-12-31
N/A
44804.00
446695.88
Equities
GLOBALINK INVT INC COM
2500-12-31
N/A
27139.00
271118.61
Equities
GLOBAL X FDS MSCI CHINA FINCL
549300RRWYGJISZN0M78
2500-12-31
N/A
29958.00
300179.16
Equities
GLOBAL X FDS GBL X MSCI NIGER
5493006KTX0P7OVC5B61
2500-12-31
N/A
4999.00
36867.62
Equities
GLOBAL X FDS GLOBAL X GOLD EX
549300M43CNE4FBJL502
2500-12-31
N/A
4404.00
91221.81
Equities
GORES HOLDINGS VII INC COM CL A
2500-12-31
N/A
146662.00
1451953.80
Equities
HEALTHEQUITY INC COM
529900LRJU1RAFQHM467
2500-12-31
N/A
9800.00
748720.00
Equities
HUDSON EXECUTIVE INVS CORP II COM CL A
2500-12-31
N/A
18085.00
179764.90
Equities
HUMANCO ACQUISITION CORP COM CL A
2500-12-31
N/A
61198.00
612591.98
Equities
INTEGRAL ACQUISITION CORP 1 CLASS A COM
2500-12-31
N/A
9009.00
90090.00
Equities
INTERNATIONAL MEDIA ACQUISITIO CLASS A COM
2500-12-31
N/A
19428.00
197194.20
Equities
INVESCO EXCH TRADED FD TR II VAR RATE PFD
549300INXEJOUVOV7Z07
2500-12-31
N/A
2.00
43.92
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 MUNI
5493000FDSOTD1GCGN67
2500-12-31
N/A
8260.00
208978.00
Equities
INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029
549300QI81EWC6H7QY92
2500-12-31
N/A
2854.00
49444.12
Equities
ISHARES INC MSCI FRANCE ETF
549300DTW3LGNTWLQA96
2500-12-31
N/A
1100.00
33209.00
Equities
ISHARES TR CHINA LG-CAP ETF
5493001YVWPO25CNKN94
2500-12-31
N/A
183800.00
3959052.00
Equities
ISHARES TR MSCI EAFE ETF
549300O0XO3KDQV68404
2500-12-31
N/A
29612.00
1772870.44
Equities
ISHARES TR MBS ETF
549300M0TH0IE2E6RP07
2500-12-31
N/A
700.00
63672.00
Equities
ISHARES INC MSCI TAIWAN ETF
NOTS2OVXOI43240U2196
2500-12-31
N/A
30000.00
1259100.00
Equities
J P MORGAN EXCHANGE TRADED FD CORP BD RESCH
549300KU2F2QTTPINB11
2500-12-31
N/A
2941.00
126997.38
Equities
KHOSLA VENTURES ACQUISITION CO CL A
2500-12-31
N/A
5920.00
58667.20
Equities
KHOSLA VENTURES ACQUT CO III COM CL A
2500-12-31
N/A
199182.00
1972897.71
Equities
KLUDEIN I ACQUISITION CORP CL A
2500-12-31
N/A
29323.00
297041.99
Equities
LERER HIPPEAU ACQUISITION CORP CL A
2500-12-31
N/A
12617.00
125034.47
Equities
VIRGIN GALACTIC HOLDINGS INC COM
549300C631IMXCSMN048
2500-12-31
N/A
478028.00
2227610.48
Equities
WM TECHNOLOGY INC COM
549300APSNIYJ4PTIL34
2500-12-31
N/A
17000.00
33660.00
Equities
WISDOMTREE TR GERMANY HEDEQ FD
5493007PSWKBWL77AQ13
2500-12-31
N/A
333.00
10239.75
Equities
WISDOMTREE TR INTERNTNL AI ENH
5493001C24Z4JRBOVL55
2500-12-31
N/A
1472.00
47851.78
Equities
WISDOMTREE TR EM EX ST-OWNED
549300T3CSCFW1IFJC98
2500-12-31
N/A
2500.00
60400.00
Equities
ABG ACQUISITION CORP I CL A SHS
2500-12-31
N/A
19500.00
194415.00
Equities
AGBA ACQUISITION LTD SHS
5493006NA1XBERP7JE98
2500-12-31
N/A
2974.00
34201.00
Equities
ALPHA STAR ACQUISITION CORP ORDINARY SHARES
2500-12-31
N/A
10846.00
109869.98
Equities
AUTHENTIC EQUITY ACQUISTN CORP CL A SHS
2500-12-31
N/A
48924.00
489240.00
Equities
BIOTECH ACQUISITION COMPANY CL A SHS
2500-12-31
N/A
62842.00
627163.16
Equities
BLUE SAFARI GRP ACQUISITN CORP CLASS A ORD SHS
2500-12-31
N/A
11362.00
116914.98
Equities
BLUE WORLD ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
9600.00
97152.00
Equities
CRESCERA CAP ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
44924.00
454181.64
Equities
DHC ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
55684.00
554612.64
Equities
DISRUPTIVE ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
60330.00
602093.40
Equities
DRAGONEER GROWTH OPT CORP III CL A SHS
2500-12-31
N/A
36267.00
357955.29
Equities
SCION TECH GROWTH I CL A SHS
2500-12-31
N/A
139922.00
1402018.44
Equities
FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS
2500-12-31
N/A
77168.00
764734.88
Equities
GOLDENBRIDGE ACQUISITION LTD SHS
2500-12-31
N/A
4157.00
42983.38
Equities
THE GROWTH FOR GOOD ACQU CORP CLASS A ORD SHS
2500-12-31
N/A
70956.00
703173.96
Equities
GREEN VISOR FIN TEC ACQ CORP I CLASS A ORD
2500-12-31
N/A
38427.00
391571.13
Equities
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS
2500-12-31
N/A
94626.00
943421.22
Equities
LAZARD GROWTH ACQUISITION CORP CL A ORD SHS
2500-12-31
N/A
212375.00
2119502.50
Equities
LIV CAPITAL ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
32762.00
331551.44
Equities
MEDICUS SCIENCES ACQUISITION C CL A SHS
2500-12-31
N/A
23223.00
231533.31
Equities
PROJECT ENERGY REIMAGINED ACQU CLASS A ORD
2500-12-31
N/A
4251.00
41957.37
Equities
ACCO BRANDS CORP COM
JCT8P4Y190IH4I1NX328
2500-12-31
N/A
89300.00
419710.00
Equities
ADAPTIVE BIOTECHNOLOGIES CORP COM
549300ZTF7OT1FW66Q96
2500-12-31
N/A
56500.00
429965.00
Equities
ADVISORSHARES TR DORSEY WRIGT ADR
549300J3T52TB0ZR4T50
2500-12-31
N/A
1963.00
92869.53
Equities
ADVISORSHARES TR PURE US CANNABIS
549300U1LLTOEUUI7S22
2500-12-31
N/A
87100.00
898001.00
Equities
ALLBIRDS INC COM CL A
2500-12-31
N/A
152100.00
508014.00
Equities
ALTO INGREDIENTS INC COM
549300TI77MKE21DLE34
2500-12-31
N/A
12400.00
50964.00
Equities
ALTICE USA INC CL A
54930064K3612MGCER95
2500-12-31
N/A
80100.00
533466.00
Equities
ATLANTIC COASTAL ACQUISTN CORP CLASS A COM
549300DD1GOILOBIY455
2500-12-31
N/A
56306.00
556866.34
Equities
AVEO PHARMACEUTICALS INC COM NEW
529900PLC55DUQO4CR76
2500-12-31
N/A
1000.00
14780.00
Equities
BALL CORP COM
0BGI85ALH27ZJP15DY16
2500-12-31
N/A
10091.00
500513.60
Equities
BED BATH & BEYOND INC COM
529900ZBUWWUV7BKGX39
2500-12-31
N/A
2100.00
9639.00
Equities
BENESSERE CAPITAL ACQUSTN CORP COM CL A
2500-12-31
N/A
41233.00
430472.52
Equities
BURTECH ACQUISITION CORP CLASS A COM
2500-12-31
N/A
46912.00
470996.48
Equities
CAMDEN PPTY TR SH BEN INT
5493002MYX22OHYJBD89
2500-12-31
N/A
18500.00
2127130.00
Equities
CANOPY GROWTH CORP COM
529900CSD7NH1UBC9X07
2500-12-31
N/A
19100.00
60165.00
Equities
CODEXIS INC COM
2500-12-31
N/A
62200.00
353296.00
Equities
COINBASE GLOBAL INC COM CL A
5493004G3J2SC154DU06
2500-12-31
N/A
48700.00
3509809.00
Equities
COMPASS INC CL A
2500-12-31
N/A
551300.00
1383763.00
Equities
DBX ETF TR XTRACKERS FTSE
5493004R7279B88U0M47
2500-12-31
N/A
4738.00
110493.95
Equities
DIAMONDHEAD HOLDINGS CORP CL A
549300HWN3ECTEH7I380
2500-12-31
N/A
162766.00
1613011.06
Equities
DIGITAL TRANSFORMATN OPT CORP CLASS A COM
2049-01-01
N/A
51639.00
5127.75
Equities
DIREXION SHS ETF TR DLY GOLD INDX 2X
549300MB9DTLS8R65137
2500-12-31
N/A
12400.00
324136.00
Equities
ELECTRONIC ARTS INC COM
549300O7A67PUEYKDL45
2500-12-31
N/A
17800.00
2282672.00
Equities
ESPERION THERAPEUTICS INC NEW COM
549300OFU56UKEWVUS92
2500-12-31
N/A
212800.00
1700272.00
Equities
FIDELITY COVINGTON TRUST INT VL FCT ETF
549300DPXN0IDQD0V949
2500-12-31
N/A
13167.00
250769.47
Equities
FIRST TR EXCH TRD ALPHDX FD II LATIN AMER ALP
54930064HZE0RSQ7YB04
2500-12-31
N/A
5078.00
84904.16
Equities
FIRST TR EXCH TRD ALPHDX FD II JAPAN ALPHADEX
5493005AP2L5R8NCEP09
2500-12-31
N/A
3516.00
133889.28
Equities
FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX
549300K49WGSLDHLM846
2500-12-31
N/A
305.00
9839.30
Equities
FLEXSHARES TR EMRG MKT QT LW
549300CTSJ1UGMNAYU07
2049-12-31
N/A
1077.00
22073.11
Equities
FLEXSHARES TR INT QLTDVDYNAM
5493000GSXOMJAI1QP66
2500-12-31
N/A
14277.00
307383.81
Equities
FRANKLIN TEMPLETON ETF TR FRANKLIN ASIA
549300XOZW71TVF6E672
2500-12-31
N/A
5699.00
101898.12
Equities
FULCRUM THERAPEUTICS INC COM
2500-12-31
N/A
31600.00
171588.00
Equities
GCM GROSVENOR INC COM CL A
2500-12-31
N/A
266131.00
2195580.75
Equities
GENESIS UNICORN CAPITAL CORP CLASS A COM
2500-12-31
N/A
9001.00
90460.05
Equities
GERON CORP COM
549300T282D7Z2YESL90
2500-12-31
N/A
98900.00
238349.00
Equities
GEVO INC COM PAR
549300IV6EW4O1OJD686
2500-12-31
N/A
98200.00
214076.00
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
N/A
60107.00
601971.61
Equities
7 ACQUISITION CORPORATION SHS CL A
2500-12-31
N/A
57296.00
580981.44
Equities
LIBERTY MEDIA ACQUISITION CORP COM SR A
2500-12-31
N/A
109548.00
1098766.44
Equities
LISTED FD TR ROUNDHILL VIDEO
54930011XHQ9J8UW1U75
2500-12-31
N/A
3983.00
55923.31
Equities
LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM
2500-12-31
N/A
132139.00
1298926.37
Equities
LL FLOORING HOLDINGS INC COM
2500-12-31
N/A
286537.00
2329545.81
Equities
MRC GLOBAL INC COM
529900TSBPOLCLI2L582
2500-12-31
N/A
56000.00
551040.00
Equities
MANAGED PORTFOLIO SERIES ECOFIN DIGTL PAY
2500-12-31
N/A
807.00
21242.90
Equities
MANAGED PORTFOLIO SERIES ECOFIN GBL WATER
254900UONDNVO647H447
2500-12-31
N/A
4928.00
176660.92
Equities
MEDTECH ACQUISITION CORP COM CL A
2500-12-31
N/A
62893.00
628930.00
Equities
NATURAL ORDER ACQUISITION CORP COM
2500-12-31
N/A
83422.00
836722.66
Equities
NEOGENOMICS INC COM NEW
2500-12-31
N/A
12900.00
96621.00
Equities
NEW YORK MTG TR INC COM PAR $.02
549300JFGR0M7ULHWG48
2500-12-31
N/A
285100.00
778323.00
Equities
NEXTIER OILFIELD SOLUTIONS COM
529900L27H2D4QT0IT24
2500-12-31
N/A
628245.00
6049999.35
Equities
OPENDOOR TECHNOLOGIES INC COM
254900KX11YZ4HV5BQ47
2500-12-31
N/A
147000.00
395430.00
Equities
OYSTER ENTERPRISES ACQ CORP COM CL A
2500-12-31
N/A
29000.00
288260.00
Equities
PACER FDS TR TRENDPILOT INTL
549300KJGYSO1R9KZH59
2500-12-31
N/A
15194.00
372193.74
Equities
PERFORMANCE FOOD GROUP CO COM
549300EUK8GR9IT1YK57
2500-12-31
N/A
52561.00
2763657.38
Equities
PIMCO EQUITY SER RAFI DYN MULTI
2500-12-31
N/A
12254.00
289439.48
Equities
PINE TECHNOLOGY ACQUISITN CORP CLASS A COM
2500-12-31
N/A
74623.00
742498.85
Equities
PRIVETERRA ACQUISITION CORP CL A
2500-12-31
N/A
2800.00
27776.00
Equities
PROSHARES TR ULTRASHRT S&P50
1X5PN4N7IS336EIQEE06
2500-12-31
N/A
13900.00
630921.00
Equities
PROSHARES TR MSCI TRANFRMTNAL
549300T6OZWBESPF1K65
2500-12-31
N/A
532.00
16507.96
Equities
QURATE RETAIL INC COM SER A
549300PSXEKU4PHLCR04
2500-12-31
N/A
271300.00
664685.00
Equities
RLJ LODGING TR COM
2500-12-31
N/A
468800.00
5686544.00
Equities
RXR ACQUISITION CORP CLASS A COM
2500-12-31
N/A
1000.00
9950.00
Equities
RIGEL PHARMACEUTICALS INC COM NEW
529900KPTNUS5J8K9K66
2500-12-31
N/A
85200.00
61889.28
Equities
SPDR INDEX SHS FDS MSCI WRLD STRGIC
549300L6NXGVZIUJB982
2500-12-31
N/A
3286.00
300875.69
Equities
SPDR SER TR S&P REGL BKG
549300EFWJBKUN6WJX52
2500-12-31
N/A
4200.00
268170.00
Equities
SPDR SER TR S&P RETAIL ETF
549300HHG63HQV071458
2500-12-31
N/A
3100.00
195827.00
Equities
SELECT SECTOR SPDR TR SBI CONS STPLS
549300Z52QUV3UXHLA68
2500-12-31
N/A
7300.00
534141.00
Equities
SENIOR CONNECT ACQUISITN CORP COM CL A
2500-12-31
N/A
84108.00
841080.00
Equities
SIERRA LAKE ACQUISITION CORP CLASS A COM
549300J2E7DOE866IQ73
2500-12-31
N/A
32792.00
330215.44
Equities
SPROTT ETF TRUST GOLD MINERS ETF
549300OKHNEZHZWQ1S48
2500-12-31
N/A
38582.00
828355.54
Equities
TASTEMAKER ACQUISITION CORP COM CL A
2500-12-31
N/A
110732.00
1112302.94
Equities
TUSIMPLE HLDGS INC CL A
2500-12-31
N/A
91200.00
575472.00
Equities
ULTA BEAUTY INC COM
529900CIV6HN8M28YM82
2500-12-31
N/A
2400.00
998736.00
Equities
UPLAND SOFTWARE INC COM
549300NS277POYJ63W89
2500-12-31
N/A
23100.00
180180.00
Equities
VANECK ETF TRUST CHINA BOND ETF
5493002JDT4N68B3AU73
2500-12-31
N/A
16744.00
360198.60
Equities
VANECK ETF TRUST URANIUM PLS NUCL
549300D8E1PL8HGYOO89
2500-12-31
N/A
7184.00
390838.34
Equities
VANECK ETF TRUST PHARMACEUTCL ETF
5493008SDOYUHMC8LF44
2500-12-31
N/A
2699.00
197404.86
Equities
VANECK ETF TRUST EGYPT INDEX ETF
5493009DY1SIGQKL0E36
2500-12-31
N/A
453.00
7878.71
Equities
VECTOIQ ACQUISITION CORP II COM CL A
2500-12-31
N/A
59547.00
592492.65
Equities
VANGUARD INDEX FDS REAL ESTATE ETF
2500-12-31
N/A
200.00
16614.00
Equities
GENCO SHIPPING & TRADING LTD SHS
5493003MBZ5GU8QHXZ58
2500-12-31
N/A
13800.00
185334.00
Equities
GLOBAL X FDS E COMMERCE ETF
549300I1TTLLZXW6UE57
2500-12-31
N/A
7707.00
116683.98
Equities
ONE EQUITY PARTNERS OPEN WTR I CL A
2500-12-31
N/A
52266.00
519524.04
Equities
FRANKLIN TEMPLETON ETF TR FTSE GERMANY
549300QJJXQ48PUZE489
2500-12-31
N/A
5190.00
88911.45
Equities
FRANKLIN TEMPLETON ETF TR FTSE JAPAN HDG
5493000IM51UNM0ZOH37
2500-12-31
N/A
4776.00
145326.04
Equities
FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB
549300JHXHA1YOKDTF39
2500-12-31
N/A
2027.00
76650.40
Equities
CARLYLE GROUP INC COM
529900NGGVF94UK6PG95
2500-12-31
N/A
2603.00
74914.34
Equities
MODEL PERFORMANCE ACQU CORP CLASS A ORD SHS
2500-12-31
N/A
15297.00
159088.80
Equities
SCION TECH GROWTH II CL A SHS
2500-12-31
N/A
144528.00
1443834.72
Equities
GOLDMAN SACHS ETF TR ACTIVEBETA JAP
549300MMMXK5H8YIWR18
2500-12-31
N/A
411.00
11500.73
Equities
ICF INTL INC COM
5493003KYFDDC5B3WY64
2500-12-31
N/A
4600.00
551862.00
Equities
INDEXIQ ETF TR FTSE INTERNL EQT
549300F6Y8RYQ8RNY082
2500-12-31
N/A
41619.00
854438.07
Equities
INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP
549300RRYSNQ6NV1FH31
2500-12-31
N/A
98.00
1669.92
Equities
IRON MTN INC DEL COM
SQL3F6CKNNBM3SQGHX24
2500-12-31
N/A
2100.00
105210.00
Equities
ISHARES INC MSCI SPAIN ETF
549300KJYAHQCJB4CU67
2500-12-31
N/A
1161.00
25692.93
Equities
JPMORGAN CHASE & CO ALERIAN ML ETN
2500-12-31
N/A
4300.00
97524.00
Equities
KRANESHARES TR MSCI EMG EX CH
5493009BC3HOYHW2UH32
2500-12-31
N/A
4070.00
95082.93
Equities
LANCASTER COLONY CORP COM
529900X4O13HED1ZAS58
2500-12-31
N/A
6800.00
1231820.00
Equities
VICTORY PORTFOLIOS II VCSHS DEV ENH VL
549300MNJFKN4HXY1215
2500-12-31
N/A
5770.00
170215.00
Equities
WISDOMTREE TR EM MKTS QTLY DIV
549300HGBBVNHHTW6O11
2500-12-31
N/A
28647.00
541227.77
Equities
A SPAC II ACQUISITION CORP ORD SHS CL A
2500-12-31
N/A
49042.00
494343.36
Equities
METAL SKY STAR ACQUISITION COR ORDINARY SHARES
2500-12-31
N/A
15822.00
158220.00
Equities
DENALI CAPITAL ACQUISITN CORP CLASS A ORD
549300L7MIQ7V1UUZB95
2500-12-31
N/A
11335.00
115050.25
Equities
AES CORP COM
2NUNNB7D43COUIRE5295
2500-12-31
N/A
19700.00
521262.00
Equities
AMICUS THERAPEUTICS INC COM
549300MRD1SMUTNBPQ53
2500-12-31
N/A
59500.00
639625.00
Equities
ELEVANCE HEALTH INC COM
8MYN82XMYQH89CTMTH67
2500-12-31
N/A
11128.00
6049737.20
Equities
AXONICS INC COM
549300LJY4X7N57VJL05
2500-12-31
N/A
84144.00
6049953.60
Equities
BANK MONTREAL QUE COM
NQQ6HPCNCCU6TUTQYE16
2500-12-31
N/A
64430.00
6049977.00
Equities
CHAMPIONX CORPORATION COM
549300EP2909K6DYYP38
2500-12-31
N/A
24600.00
698394.00
Equities
CLARUS CORP NEW COM
549300PKSLI6PT0ULL72
2500-12-31
N/A
38700.00
479880.00
Equities
DAVE & BUSTERS ENTMT INC COM
529900WTVU85QZLYHR86
2500-12-31
N/A
2600.00
104650.00
Equities
DENTSPLY SIRONA INC COM
9NHEHR1SOZCYXDO8HO28
2500-12-31
N/A
5300.00
163558.00
Equities
DOUGLAS DYNAMICS INC COM
529900CDFLKNQ0QT6580
2500-12-31
N/A
13000.00
444600.00
Equities
ETF SER SOLUTIONS DEFIANCE QUANT
5493007JFTRI1DSFM452
2500-12-31
N/A
11254.00
424020.33
Equities
EASTERN BANKSHARES INC COM
549300J245MBQU3DO403
2500-12-31
N/A
87800.00
1699808.00
Equities
ELANCO ANIMAL HEALTH INC COM
549300SHPNDCE059M934
2500-12-31
N/A
18500.00
250120.00
Equities
EXCHANGE LISTED FDS TR ETC GAVEKAL ASIA
54930077BC9343N4VG43
2500-12-31
N/A
1740.00
140052.60
Equities
FIRST TR EXCHANGE-TRADED FD VI DEVELOPED INTL
549300VQBJY3VTO2KQ87
2500-12-31
N/A
2362.00
99227.62
Equities
SFL CORPORATION LTD SHS
549300RLYYPSB0C7RH77
2500-12-31
N/A
53500.00
537675.00
Equities
LXP INDUSTRIAL TRUST COM
549300S4MH2ICXDBFV43
2500-12-31
N/A
415000.00
4054550.00
Equities
MOVADO GROUP INC COM
549300WCGCGPWGHVXM59
2500-12-31
N/A
15200.00
504184.00
Equities
ORMAT TECHNOLOGIES INC COM
5493000TSHHWY24VHM09
2500-12-31
N/A
66294.00
6049990.44
Equities
PALANTIR TECHNOLOGIES INC CL A
549300UVN46B3BBDHO85
2500-12-31
N/A
3800.00
32832.00
Equities
QUANTUMSCAPE CORP COM CL A
2500-12-31
N/A
8200.00
67158.00
Equities
REVOLVE GROUP INC CL A
2500-12-31
N/A
35800.00
880680.00
Equities
SCHWAB STRATEGIC TR US REIT ETF
549300OLDKO120DR6467
2500-12-31
N/A
100.00
1932.00
Equities
TIDAL ETF TR ZEGA BUY AND HED
5493001BFQPSE4Y7N468
2500-12-31
N/A
6503.00
111266.33
Equities
VANECK ETF TRUST CHINEXT ETF
549300ZOIILA003YFD80
2500-12-31
N/A
1462.00
41871.68
Equities
VENTAS INC COM
ORQTRC074CWLT3DKHT41
2500-12-31
N/A
200.00
7938.00
Equities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0317
121000000.00
121000000.00
0.0009
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 3.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0UQV82
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-223 FA
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
8884160.00
6466880.17
Agency Collateralized Mortgage Obligation
GNRA 2022-010 FB
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
131390897.00
101236344.82
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
95758993.00
74096576.37
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
261080000.00
188680814.78
Agency Collateralized Mortgage Obligation
GNRA 2021-197 FD
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
12494000.00
8931114.44
Agency Collateralized Mortgage Obligation
GNRA 2021-213 EF
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
117860436.00
85005219.35
Agency Collateralized Mortgage Obligation
GNRA 2022-009 FA
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
100000000.00
73264861.65
Agency Collateralized Mortgage Obligation
GNRA 2022-009 FB
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
68302145.00
50326758.55
Agency Collateralized Mortgage Obligation
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
49632851.00
48770016.97
Agency Mortgage-Backed Securities
GNII SF MA8349 M
549300M8ZYFG0OCMTT87
2052-09-20
5.500000
8021.00
8091.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0998
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1200.00
315.68
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC3596
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
1000.00
738.29
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD1605
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
150480.00
124515.84
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB6139
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
1000.00
683.80
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
65421.00
39945.51
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
39154445.00
26251835.07
Agency Mortgage-Backed Securities
GNII SF MA7937 M
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
2146539.00
1820581.18
Agency Mortgage-Backed Securities
GNII SF MA7938 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
27176104.00
24014764.16
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
9365436.00
8910851.74
Agency Mortgage-Backed Securities
GNII SF MA4778 M
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
1907752.00
310267.98
Agency Mortgage-Backed Securities
GNII SF MA5019 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
712026.00
118903.23
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
1435.00
254.53
Agency Mortgage-Backed Securities
GNII SF MA6090 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
5512917.00
890191.71
Agency Mortgage-Backed Securities
GNII SF MA7136 M
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
1000.00
579.17
Agency Mortgage-Backed Securities
GNII SF MA0088 M
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
1056.00
101.69
Agency Mortgage-Backed Securities
GNII SF MA0392 M
549300M8ZYFG0OCMTT87
2042-09-20
3.500000
1024.00
119.57
Agency Mortgage-Backed Securities
GNII SF MA4323 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
1001.00
110.74
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
13709408.00
2168489.72
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3050
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
1030.00
837.14
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4257
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
12949.00
7878.34
Agency Mortgage-Backed Securities
FNMS 05.500 CL995989
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
16105.00
203.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0775
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
1831295.00
82991.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
1005.00
218.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2606
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1179.00
343.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3189
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
1000.00
232.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8668
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000.00
342.24
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
1361427.00
229807.47
Agency Mortgage-Backed Securities
03.500 FGPC G61748 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
6254011.00
2263275.95
Agency Mortgage-Backed Securities
03.500 FGPC G61932 G
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
202020.00
41464.62
Agency Mortgage-Backed Securities
GNMI SP 782858 X
549300M8ZYFG0OCMTT87
2039-11-15
6.000000
1001.00
25.99
Agency Mortgage-Backed Securities
GNII SP 783464 M
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
1024.00
60.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0894
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
35169467.00
2603936.60
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2751
S6XOOCT0IEG5ABCC6L87
2038-08-01
5.500000
9898.00
410.98
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
4.250000
100.00
99.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-11-15
1.375000
1089300.00
879615.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
100.00
78.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
1010600.00
840879.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
300.00
175.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
1.750000
91400.00
60280.74
U.S. Treasuries (including strips)
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
4.089140
1468.00
261.17
Agency Collateralized Mortgage Obligation
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
361853.00
39930.89
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
1000.00
169.73
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
16975561.00
3404058.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
331511.00
58227.04
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
1032.00
285.21
Agency Mortgage-Backed Securities
GNII SP 783620 M
549300M8ZYFG0OCMTT87
2042-06-20
4.000000
1024.00
75.36
Agency Mortgage-Backed Securities
GNII SP 783521 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
2976.00
195.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0521
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
2274000.00
846454.57
Agency Mortgage-Backed Securities
GNII SF MA0023 M
549300M8ZYFG0OCMTT87
2042-04-20
4.000000
2816.00
199.78
Agency Mortgage-Backed Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
692000000.00
692000000.00
0.0053
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0UQVA7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-02-15
2.250000
17974500.00
12248289.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-20
0.00
13919300.00
13632673.77
U.S. Treasuries (including strips)
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0305
25371286.00
25371286.00
0.0002
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.060000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0UQVD1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLBW8325
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1643086.00
1613373.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0892
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
100000.00
97326.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0556
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
4828788.00
4593350.78
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8441
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
3235000.00
2201419.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA8624
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
6533253.00
4932110.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0331
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
75000.00
60710.23
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS1938
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
300000.00
240724.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS3011
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
63192266.00
55198823.50
Agency Mortgage-Backed Securities
FNMS 05.000 CIMA4825
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.000000
10660710.00
10388689.88
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8847
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
2495000.00
1743681.51
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM1336
B1V7KEBTPIMZEU4LTD58
2031-06-01
3.500000
1100000.00
396715.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8276
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
390490.00
247273.82
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0173
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
76883.00
58976.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW7197
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
4670272.00
4292424.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7366
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
3537005.00
3444634.94
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV3793
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
147926.00
119325.85
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0334
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.500000
1700000.00
748905.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6788
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
2000000.00
292497.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO2384
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1001091.00
425664.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBP5669
B1V7KEBTPIMZEU4LTD58
2050-06-01
4.500000
2459980.00
955339.93
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL7211
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
325000.00
58427.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW1256
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
5190574.00
5087160.46
Agency Mortgage-Backed Securities
FNMS 05.000 CIBW1273
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.000000
3339899.00
3349095.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW2329
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
1071427.00
950369.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV4099
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
121713.00
99888.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0703
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
5032708.00
4614619.17
Agency Mortgage-Backed Securities
FNMS 04.500 CIBW1281
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.500000
2764139.00
2717040.84
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7255
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
8136901.00
5251577.41
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4306
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
3355000.00
2247197.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2320
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
4614000.00
2341032.96
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4437
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
23882852.00
17756748.47
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3985
B1V7KEBTPIMZEU4LTD58
2035-04-01
3.000000
855542.00
240073.63
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3590
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.000000
1225000.00
181038.11
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3218
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
6017000.00
1320346.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1412
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
145083.00
44174.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4101
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
54216287.00
10297395.63
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1900
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
310000.00
72935.20
Agency Mortgage-Backed Securities
FNMS 04.000 CQAK0765
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
3590000.00
427412.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0644
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
7115370.00
6450103.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ9786
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
1026912.00
37875.45
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA1371
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
3706423.00
416777.00
Agency Mortgage-Backed Securities
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0306
150000000.00
150000000.00
0.0012
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.060000%
0000917311
ATD1CS3T0
Non-Negotiable Time Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0306
943000000.00
943000000.00
0.0072
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.060000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1CS3U7
Non-Negotiable Time Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0306
1646000000.00
1646000000.00
0.0126
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.080000%
ZUHK7JXNDU6FLQ1O6482
ATD1CS436
Non-Negotiable Time Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0308
402000000.00
402000000.00
0.0031
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 3.070000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1CTCA9
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0307
508000000.00
508000000.00
0.0039
N
N
Y
N
ING BANK NV
ING BANK NV 3.070000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1CTCB7
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0307
750000000.00
750000000.00
0.0058
N
N
Y
N
ING BANK NV
ING BANK NV 3.070000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1CTCF8
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0307
83000000.00
83000000.00
0.0006
N
N
Y
N
ING BANK NV
ING BANK NV 3.070000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1CTCJ0
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0307
750000000.00
750000000.00
0.0058
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.060000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1CTCL5
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0306
678000000.00
678000000.00
0.0052
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 3.090000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1CTCQ4
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0309
331000000.00
331000000.00
0.0025
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 3.070000%
5493006QMFDDMYWIAM13
0000891478
ATD1CTCS0
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0307
1289000000.00
1289000000.00
0.0099
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 3.090000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1CULY4
Non-Negotiable Time Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0309
961000000.00
961000000.00
0.0074
N
N
Y
N
ING BANK NV
ING BANK NV 3.070000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1CUM15
Non-Negotiable Time Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0307
750000000.00
750000000.00
0.0058
N
N
Y
N
ING BANK NV
ING BANK NV 3.070000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1CUM56
Non-Negotiable Time Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0307
120000000.00
120000000.00
0.0009
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 3.070000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1CUM80
Non-Negotiable Time Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0307
678000000.00
678000000.00
0.0052
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.060000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1CUME7
Non-Negotiable Time Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0306
581000000.00
581000000.00
0.0045
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.080000%
ZUHK7JXNDU6FLQ1O6482
ATD1CUMF4
Non-Negotiable Time Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0308
392000000.00
392000000.00
0.0030
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 3.070000%
ATUEL7OJR5057F2PV266
0001501323
ATD1CUMK3
Non-Negotiable Time Deposit
Y
2022-11-02
2022-11-02
2022-11-02
N
N
N
0.0307
493000000.00
493000000.00
0.0038
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 3.070000%
ATUEL7OJR5057F2PV266
0001501323
ATD1CUML1
Non-Negotiable Time Deposit
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0307
418000000.00
418000000.00
0.0032
N
N
Y
N
ING BANK NV
ING BANK NV 3.180000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1CVS41
Non-Negotiable Time Deposit
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0318
750000000.00
750000000.00
0.0058
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 3.180000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1CVS82
Non-Negotiable Time Deposit
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0318
387000000.00
387000000.00
0.0030
N
N
Y
N
ERSTE GROUP BANK AG (NEW YORK BRANCH)
ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.190000%
ATD1CVSD1
Non-Negotiable Time Deposit
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0319
210000000.00
210000000.00
0.0016
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 3.060000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1CWXA9
Non-Negotiable Time Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0306
271000000.00
271000000.00
0.0021
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 3.060000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1CWXB7
Non-Negotiable Time Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0306
107000000.00
107000000.00
0.0008
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.060000%
ZUHK7JXNDU6FLQ1O6482
ATD1CWXE1
Non-Negotiable Time Deposit
Y
2022-11-01
2022-11-01
2022-11-01
N
N
N
0.0306
121000000.00
121000000.00
0.0009
N
Y
Y
N
ING BANK NV
ING BANK NV 3.500000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1CWXG6
Non-Negotiable Time Deposit
Y
2022-11-07
2022-11-07
2022-11-07
N
N
N
0.0350
47000000.00
47000000.00
0.0004
N
N
Y
N
The Charles Schwab Family of Funds
2022-11-07
Mark Fischer
Mark Fischer
Chief Financial Officer