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Form N-MFP2 Federated Hermes Money For: Nov 30

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December 7, 2021 11:44 AM EST 


  
    N-MFP2
    
      
        
          0000856517
          XXXXXXXX
        
      
      
    
  
  
    
      2021-11-30
      0000856517
      
      S000009574
      3
      N
      N
    
    
      033-31602
      
        FEDERATED INVESTMENT MGMT CO
        801-34612
      
      
        KPMG
        BOSTON
        MA
      
      
        FEDERATED ADMINISTRATIVE SERVICES
      
      
        STATE STREET BANK AND TRUST CO
        0000839287
        085-05003
      
      N
      N
      N
      Prime
      N
      50
      64
      
        3570547573.39
        3722649862.68
        3640590559.11
        3639887841.85
      
      
        5078931504.14
        5228928834.71
        5344975308.60
        5544826030.11
      
      
        .2823
        .2916
        .2782
        .2818
      
      
        .4016
        .4095
        .4084
        .4293
      
      679844.35
      12766189590.69
      8346684545.24
      2305251.38
      15645526.17
      12860086817.60
      12855902983.79
      .0019
      
        1.0004
        1.0003
        1.0003
        1.0003
      
    
    
      C000026156
      500000.00
      12842235467.12
      12838057101.69
      
        1.0004
        1.0003
        1.0003
        1.0003
      
      
        149803370.68
        541565988.67
      
      
        391873299.64
        268971616.28
      
      
        584826495.02
        265654076.90
      
      
        87746389.45
        258492109.40
      
      
        1300129633.56
        1583178438.36
      
      .0004
      Y
      Adviser:
Adv Fees - Vol (1-yr limit) 1,398,342
    
    
      C000026157
      500000.00
      17851250.42
      17845782.09
      
        1.0004
        1.0003
        1.0003
        1.0003
      
      
        3050177.72
        10461268.79
      
      
        1699711.18
        2544003.70
      
      
        1934364.07
        1088760.65
      
      
        523858.11
        1829093.26
      
      
        8157002.60
        15925126.96
      
      .0001
      Y
      Adviser:
Adv Fees - Vol (1-yr limit) 2,013
Federated Aff:
Serv Fees - Min Yld 316
Unaff Party:
Serv Fees - Min Yld 2,698
    
    
      C000117917
      500000.00
      100.06
      100.01
      
        1.0005
        1.0005
        1.0005
        1.0005
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      .0001
      N
      
    
    
      Australia & New Zealand Banking Group, Melbourne
      Australia & New Zealand Banking Group, Melbourne,  0.070%, 12/1/2021
      002DMJ8L1
      JHE42UYNWWTJB8YTTU19
      US002DMJ8L10
      Non-Negotiable Time Deposit
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0007
      500000000.00
      500000000.00
      .0392
      N
      Y
      Y
      N
      
    
    
      Albion Capital LLC
      Albion Capital LLC,  0.130%, 12/15/2021
      01329WZF1
      
      US01329W0010
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-15
      2021-12-15
      2021-12-15
      N
      N
      Y
      
        MUFG Bank Ltd.
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0012
      20364981.70
      20364981.70
      .0016
      N
      N
      N
      N
      
    
    
      Alpine Securitization LLC
      Alpine Securitization LLC,  0.150%, 2/24/2022
      02089XQH3
      
      US02089XQH34
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 L
      
      2022-02-24
      2022-01-31
      2022-02-24
      Y
      
        Credit Suisse AG
        1.0000
        62
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 L
        
      
      N
      N
      .0015
      49996773.50
      49996773.50
      .0039
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.130%, 1/4/2022
      0347M3A46
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-04
      2022-01-04
      2022-01-04
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0013
      14998352.10
      14998352.10
      .0012
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.120%, 1/4/2022
      0347M3A46
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-04
      2022-01-04
      2022-01-04
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0011
      99989014.00
      99989014.00
      .0078
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.130%, 1/6/2022
      0347M3A61
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-06
      2022-01-06
      2022-01-06
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0013
      64992317.65
      64992317.65
      .0051
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.130%, 1/12/2022
      0347M3AC8
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-12
      2022-01-12
      2022-01-12
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0012
      4999289.30
      4999289.30
      .0004
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.130%, 1/18/2022
      0347M3AJ3
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-18
      2022-01-18
      2022-01-18
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0013
      84985191.30
      84985191.30
      .0067
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.160%, 2/1/2022
      0347M3B11
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-02-01
      2022-02-01
      2022-02-01
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0016
      114969007.50
      114969007.50
      .0090
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.200%, 2/3/2022
      0347M3B37
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-02-03
      2022-02-03
      2022-02-03
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0020
      49985826.50
      49985826.50
      .0039
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.200%, 2/8/2022
      0347M3B86
      549300JC7SH8MD7E2Z33
      US0347M20013
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-02-08
      2022-02-08
      2022-02-08
      N
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0020
      24992076.50
      24992076.50
      .0020
      N
      N
      N
      N
      
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC,  0.200%, 5/18/2022
      0347M5YL7
      549300JC7SH8MD7E2Z33
      US0347M5YL72
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2022-03-07
      2022-05-18
      Y
      
        Anglesea Funding LLC
        1.0000
        97
        N
        
          STANDARD AND POORS
          A-1 (sf)
        
        
          MOODYS
          P-1 (sf)
        
      
      N
      Y
      
        Bank of Nova Scotia, Toronto
        Collateralized
        .1710
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      
        Societe Generale, Paris
        Collateralized
        .1420
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      
        Citigroup Global Markets, Inc.
        Collateralized
        .1380
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      
        HSBC Bank PLC
        Collateralized
        .1070
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      .0020
      39999999.60
      39999999.60
      .0031
      N
      N
      N
      N
      
    
    
      Archer 1 LLC
      Archer 1 LLC,  0.110%, 6/1/2060
      039505AA0
      
      US039505AA06
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2060-06-01
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0011
      33450000.00
      33450000.00
      .0026
      N
      N
      Y
      N
      
    
    
      Austen Children's Gift Trust
      Austen Children's Gift Trust,  0.120%, 9/1/2037
      052170AA5
      
      US052170AA52
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2037-09-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      9015000.00
      9015000.00
      .0007
      N
      N
      Y
      N
      
    
    
      Australia & New Zealand Banking Group, Melbourne
      Australia & New Zealand Banking Group, Melbourne,  0.130%, 1/21/2022
      05253CAM8
      JHE42UYNWWTJB8YTTU19
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-21
      2022-01-21
      2022-01-21
      N
      N
      N
      .0013
      80989235.91
      80989235.91
      .0064
      N
      N
      N
      N
      
    
    
      Australia & New Zealand Banking Group, Melbourne
      Australia & New Zealand Banking Group, Melbourne,  0.135%, 1/24/2022
      05253CAQ9
      JHE42UYNWWTJB8YTTU19
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-24
      2022-01-24
      2022-01-24
      N
      N
      N
      .0014
      31495428.09
      31495428.09
      .0025
      N
      N
      N
      N
      
    
    
      Baker Life Insurance Trust
      Baker Life Insurance Trust,  0.120%, 5/1/2045
      057305AA2
      
      
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-07
      2021-12-07
      2045-05-01
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0012
      6830000.00
      6830000.00
      .0005
      N
      N
      Y
      N
      
    
    
      Bank of Montreal
      Bank of Montreal,  0.210%, 3/3/2022
      06367CBX4
      NQQ6HPCNCCU6TUTQYE16
      US0639800079
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-03-03
      2022-03-03
      2022-03-03
      N
      N
      N
      .0021
      150017716.50
      150017716.50
      .0118
      N
      N
      N
      N
      
    
    
      Bank of Montreal
      Bank of Montreal,  0.240%, 3/25/2022
      06367CDQ7
      NQQ6HPCNCCU6TUTQYE16
      US0639800079
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-03-25
      2022-03-25
      2022-03-25
      N
      N
      N
      .0024
      150022353.00
      150022353.00
      .0118
      N
      N
      N
      N
      
    
    
      Bank of Montreal
      Bank of Montreal,  0.210%, 7/26/2022
      06367CJL2
      NQQ6HPCNCCU6TUTQYE16
      US0639800079
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-07-26
      2022-07-26
      2022-07-26
      N
      N
      N
      .0021
      99941131.00
      99941131.00
      .0078
      N
      N
      N
      N
      
    
    
      Bank of Montreal
      Bank of Montreal,  0.200%, 10/6/2022
      06367CMH7
      NQQ6HPCNCCU6TUTQYE16
      US06367CMH78
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2022-10-06
      2022-10-06
      N
      N
      N
      .0020
      103931131.20
      103931131.20
      .0081
      N
      N
      N
      N
      
    
    
      Bank of Nova Scotia, Toronto
      Bank of Nova Scotia, Toronto,  0.200%, 9/8/2022
      06417KJ83
      L3I9ZG2KFGXZ61BMYR72
      CA06417J0015
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-09-08
      2022-09-08
      2022-09-08
      N
      N
      N
      .0020
      74823750.00
      74823750.00
      .0059
      N
      N
      N
      N
      
    
    
      Bank of Nova Scotia, Toronto
      Bank of Nova Scotia, Toronto,  0.205%, 9/16/2022
      06417KJG5
      L3I9ZG2KFGXZ61BMYR72
      CA06417J0015
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-09-16
      2022-09-16
      2022-09-16
      N
      N
      N
      .0020
      74810292.00
      74810292.00
      .0059
      N
      N
      N
      N
      
    
    
      Bank of Nova Scotia, Toronto
      Bank of Nova Scotia, Toronto,  0.210%, 9/29/2022
      06417KJV2
      L3I9ZG2KFGXZ61BMYR72
      CA06417J0015
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-09-29
      2022-09-29
      2022-09-29
      N
      N
      N
      .0021
      49858600.00
      49858600.00
      .0039
      N
      N
      N
      N
      
    
    
      Bank of Nova Scotia, Toronto
      Bank of Nova Scotia, Toronto,  0.290%, 12/10/2021
      06417MMQ5
      L3I9ZG2KFGXZ61BMYR72
      US06417B0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-10
      2021-12-10
      2021-12-10
      N
      N
      N
      .0029
      15000874.05
      15000874.05
      .0012
      N
      N
      N
      N
      
    
    
      Bank of Nova Scotia, Toronto
      Bank of Nova Scotia, Toronto,  0.200%, 10/13/2022
      06417MSA4
      L3I9ZG2KFGXZ61BMYR72
      US06417MSA44
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2022-10-13
      2022-10-13
      N
      N
      N
      .0020
      99928778.00
      99928778.00
      .0078
      N
      N
      N
      N
      
    
    
      Bedford Row Funding Corp.
      Bedford Row Funding Corp.,  0.210%, 1/3/2022
      07644BA36
      
      US07644B0010
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-03
      2022-01-03
      2022-01-03
      N
      Y
      
        Royal Bank of Canada
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0021
      49996553.00
      49996553.00
      .0039
      N
      N
      N
      N
      
    
    
      Bedford Row Funding Corp.
      Bedford Row Funding Corp.,  0.200%, 4/27/2022
      07644BDT6
      
      US07644B0010
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-04-27
      2022-04-27
      2022-04-27
      N
      Y
      
        Royal Bank of Canada
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0020
      44963185.05
      44963185.05
      .0035
      N
      N
      N
      N
      
    
    
      Bedford Row Funding Corp.
      Bedford Row Funding Corp.,  0.240%, 5/6/2022
      07644BE65
      
      US07644B0010
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-05-06
      2022-05-06
      2022-05-06
      N
      Y
      
        Royal Bank of Canada
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0024
      19981160.00
      19981160.00
      .0016
      N
      N
      N
      N
      
    
    
      Bennington Stark Capital Co., LLC
      Bennington Stark Capital Co., LLC,  0.140%, 1/3/2022
      08224MA38
      549300PGDCWK6DU9QM65
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-03
      2022-01-03
      2022-01-03
      N
      N
      Y
      
        Societe Generale, Paris
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0014
      19997676.60
      19997676.60
      .0016
      N
      N
      N
      N
      
    
    
      BWF Forge TL Properties Owner LLC
      BWF Forge TL Properties Owner LLC,  0.110%, 5/1/2059
      12430RAA3
      
      US12430RAA32
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2059-05-01
      Y
      
        Federal Home Loan Bank of San Francisco
        .5000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      
        Federal Home Loan Bank of Des Moines
        .5000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        .5000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      
        Federal Home Loan Bank of Des Moines
        .5000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0011
      13850000.00
      13850000.00
      .0011
      N
      N
      Y
      N
      
    
    
      Caisse des Depots et Consignations (CDC)
      Caisse des Depots et Consignations (CDC),  0.125%, 1/26/2022
      12800BAS1
      969500Q2PFTTP0Y5QL44
      US12800A0011
      Non-Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2022-01-26
      2022-01-26
      2022-01-26
      N
      N
      N
      .0011
      24995725.00
      24995725.00
      .0020
      N
      N
      N
      N
      
    
    
      Formosa Plastic Corp.
      Calhoun County, TX Navigation District Environmental Facilities (Formosa Plastic Corp.) , (Series 2006),  0.080%, 6/1/2036
      129708AB9
      
      US129708AB90
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        VMIG1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2036-06-01
      Y
      
        Bank of America N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Bank of America N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0008
      28500000.00
      28500000.00
      .0022
      N
      N
      Y
      N
      
    
    
      California School Finance Authority
      California School Finance Authority, (Series 2021 A-1),  0.260%, 12/30/2021
      13059QAH8
      
      US13059QAH83
      Other Municipal Security
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        MIG1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-30
      2021-12-30
      2021-12-30
      N
      Y
      
        Citibank N.A., New York
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0026
      5999995.20
      5999995.20
      .0005
      N
      N
      N
      N
      
    
    
      California School Finance Authority
      California School Finance Authority, (Series 2021 B-1),  0.260%, 12/30/2021
      13059QAK1
      
      US13059QAK13
      Other Municipal Security
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        MIG1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-30
      2021-12-30
      2021-12-30
      N
      Y
      
        Citibank N.A., New York
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0026
      14999988.00
      14999988.00
      .0012
      N
      N
      N
      N
      
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce,  0.270%, 1/4/2022
      13606CLP7
      2IGI19DL77OX0HC3ZE78
      US13606V0036
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-01-04
      2022-01-04
      2022-01-04
      N
      N
      N
      .0027
      200034954.00
      200034954.00
      .0157
      N
      N
      N
      N
      
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce,  0.250%, 6/17/2022
      13606CT87
      2IGI19DL77OX0HC3ZE78
      US13606CT872
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2022-06-17
      2022-06-17
      N
      N
      N
      .0024
      50003864.00
      50003864.00
      .0039
      N
      N
      N
      N
      
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce,  0.260%, 12/1/2022
      13606CZE7
      2IGI19DL77OX0HC3ZE78
      US13606CZE73
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2022-12-01
      2022-12-01
      N
      N
      N
      .0026
      24989850.00
      24989850.00
      .0020
      N
      N
      N
      N
      
    
    
      Canadian Imperial Holdings, Inc.
      Canadian Imperial Holdings, Inc.,  0.350%, 11/8/2022
      13609CL82
      5493004RKKFE3DO79Y41
      US13609B0011
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      2022-11-08
      2022-11-08
      2022-11-08
      N
      N
      N
      .0040
      49813732.00
      49813732.00
      .0039
      N
      N
      N
      N
      
    
    
      Catania Family Trust
      Catania Family Trust,  0.120%, 12/1/2040
      14900FAA6
      
      US14900FAA66
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2040-12-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      5705000.00
      5705000.00
      .0004
      N
      N
      Y
      N
      
    
    
      Centra State Medical Arts Building LLC
      Centra State Medical Arts Building LLC,  0.100%, 12/1/2025
      15626QAA2
      
      US15626QAA22
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2025-12-01
      Y
      
        TD Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        TD Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0010
      4860000.00
      4860000.00
      .0004
      N
      N
      Y
      N
      
    
    
      Chariot Funding LLC
      Chariot Funding LLC,  0.100%, 12/2/2021
      15963TZ28
      549300EEWRNP448AMT79
      US15963T0008
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      .0010
      85999613.00
      85999613.00
      .0067
      N
      N
      Y
      N
      
    
    
      Chesham Finance LLC Series VII
      Chesham Finance LLC Series VII,  0.110%, 12/7/2021
      16539FZ70
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      Y
      
        Citibank N.A., New York
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0011
      19999669.40
      19999669.40
      .0016
      N
      N
      Y
      N
      
    
    
      Clark County, NV Airport System
      Clark County, NV Airport System, Subordinate Lien Revenue Bonds (Series 2008 C-2),  0.060%, 7/1/2029
      18085PKA1
      
      US18085PKA11
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        VMIG1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2029-07-01
      Y
      
        State Street Bank and Trust Co.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        State Street Bank and Trust Co.
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0006
      31000000.00
      31000000.00
      .0024
      N
      N
      Y
      N
      
    
    
      Collateralized Commercial Paper FLEX Co., LLC
      Collateralized Commercial Paper FLEX Co., LLC,  0.160%, 1/19/2022
      19423KAK0
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-01-19
      2022-01-19
      2022-01-19
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0016
      99981944.00
      99981944.00
      .0078
      N
      N
      N
      N
      
    
    
      Collateralized Commercial Paper FLEX Co., LLC
      Collateralized Commercial Paper FLEX Co., LLC,  0.160%, 2/2/2022
      19423KB29
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-02-02
      2022-02-02
      2022-02-02
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0016
      24993200.00
      24993200.00
      .0020
      N
      N
      N
      N
      
    
    
      Collateralized Commercial Paper FLEX Co., LLC
      Collateralized Commercial Paper FLEX Co., LLC,  0.160%, 3/1/2022
      19423KC10
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0016
      19991355.00
      19991355.00
      .0016
      N
      N
      N
      N
      
    
    
      Collateralized Commercial Paper V Co. LLC
      Collateralized Commercial Paper V Co. LLC,  0.160%, 1/5/2022
      19424JA55
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-01-05
      2022-01-05
      2022-01-05
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0016
      109987460.00
      109987460.00
      .0086
      N
      N
      N
      N
      
    
    
      Collateralized Commercial Paper V Co. LLC
      Collateralized Commercial Paper V Co. LLC,  0.170%, 3/2/2022
      19424JC20
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-03-02
      2022-03-02
      2022-03-02
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0017
      114949745.00
      114949745.00
      .0090
      N
      N
      N
      N
      
    
    
      Collateralized Commercial Paper V Co. LLC
      Collateralized Commercial Paper V Co. LLC,  0.170%, 3/8/2022
      19424JC87
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-03-08
      2022-03-08
      2022-03-08
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0018
      24988090.25
      24988090.25
      .0020
      N
      N
      N
      N
      
    
    
      Collateralized Commercial Paper V Co. LLC
      Collateralized Commercial Paper V Co. LLC,  0.170%, 3/25/2022
      19424JCR5
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-03-25
      2022-03-25
      2022-03-25
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0017
      59964158.40
      59964158.40
      .0047
      N
      N
      N
      N
      
    
    
      Collateralized Commercial Paper V Co. LLC
      Collateralized Commercial Paper V Co. LLC,  0.170%, 4/20/2022
      19424JDL7
      
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+ sf
      
      2022-04-20
      2022-04-20
      2022-04-20
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0017
      69942150.60
      69942150.60
      .0055
      N
      N
      N
      N
      
    
    
      Commonwealth Bank of Australia
      Commonwealth Bank of Australia,  0.160%, 4/7/2022
      20272ED70
      MSFSBD3QN1GSN7Q6C537
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 H
      
      2022-04-07
      2022-04-07
      2022-04-07
      N
      N
      N
      .0016
      79946524.80
      79946524.80
      .0063
      N
      N
      N
      N
      
    
    
      Credit Agricole Corporate and Investment Bank
      Credit Agricole Corporate and Investment Bank,  0.080%, 12/1/2021
      22535C6Y2
      1VUV7VQFKUOQSJ21A208
      US22533A0006
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0008
      39999988.80
      39999988.80
      .0031
      N
      Y
      Y
      N
      
    
    
      Crown Point Capital Co., LLC
      Crown Point Capital Co., LLC,  0.210%, 5/23/2022
      22845AB41
      549300LXH4KLRKIKII81
      US22845AB414
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 L
      
      2022-05-23
      2022-01-31
      2022-05-23
      Y
      
        Credit Suisse AG
        1.0000
        62
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 L
        
      
      N
      N
      .0021
      139952692.60
      139952692.60
      .0110
      N
      N
      N
      N
      
    
    
      Crown Point Capital Co., LLC
      Crown Point Capital Co., LLC,  0.150%, 1/12/2022
      22845AYL8
      549300LXH4KLRKIKII81
      US22845AYL87
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 L
      
      2022-01-12
      2022-01-12
      2022-01-12
      Y
      
        Credit Suisse AG
        1.0000
        43
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 L
        
      
      N
      N
      .0015
      99998795.00
      99998795.00
      .0078
      N
      N
      N
      N
      
    
    
      Crown Point Capital Co., LLC
      Crown Point Capital Co., LLC,  0.150%, 1/24/2022
      22845AYR5
      549300LXH4KLRKIKII81
      US22845AYR57
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 L
      
      2022-01-24
      2022-01-24
      2022-01-24
      Y
      
        Credit Suisse AG
        1.0000
        55
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 L
        
      
      N
      N
      .0012
      99995403.00
      99995403.00
      .0078
      N
      N
      N
      N
      
    
    
      Crown Point Capital Co., LLC
      Crown Point Capital Co., LLC,  0.150%, 3/8/2022
      22845AZF0
      549300LXH4KLRKIKII81
      US22845AZF01
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 L
      
      2022-03-08
      2022-01-31
      2022-03-08
      Y
      
        Credit Suisse AG
        1.0000
        62
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 L
        
      
      N
      N
      .0015
      79987360.80
      79987360.80
      .0063
      N
      N
      N
      N
      
    
    
      Crown Point Capital Co., LLC
      Crown Point Capital Co., LLC,  0.160%, 4/6/2022
      22845AZW3
      549300LXH4KLRKIKII81
      US22845AZW34
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 L
      
      2022-04-06
      2022-01-31
      2022-04-06
      Y
      
        Credit Suisse AG
        1.0000
        62
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 L
        
      
      N
      N
      .0016
      19994920.40
      19994920.40
      .0016
      N
      N
      N
      N
      
    
    
      DZ Bank AG Deutsche Zentral-Genossenschaftsbank
      DZ Bank AG Deutsche Zentral-Genossenschaftsbank,  0.150%, 1/20/2022
      23343WAL1
      529900HNOAA1KXQJUQ27
      US23343U0018
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-20
      2022-01-20
      2022-01-20
      N
      N
      N
      .0015
      49992137.50
      49992137.50
      .0039
      N
      N
      N
      N
      
    
    
      DZ Bank AG Deutsche Zentral-Genossenschaftsbank
      DZ Bank AG Deutsche Zentral-Genossenschaftsbank,  0.060%, 12/1/2021
      26821HZ15
      529900HNOAA1KXQJUQ27
      US26821H0019
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0006
      112999749.14
      112999749.14
      .0089
      N
      Y
      Y
      N
      
    
    
      The Eugene Kim Irrevocable Life Insurance Trust
      The Eugene Kim Irrevocable Life Insurance Trust,  0.120%, 11/1/2040
      29817PAA4
      
      US29817PAA49
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2040-11-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      5120000.00
      5120000.00
      .0004
      N
      N
      Y
      N
      
    
    
      Fairway Finance Co. LLC
      Fairway Finance Co. LLC,  0.150%, 3/2/2022
      30601WC23
      549300GKD6SUOVFV4H89
      US30601V0027
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      2022-03-02
      2022-03-02
      2022-03-02
      N
      N
      N
      .0015
      24988436.00
      24988436.00
      .0020
      N
      N
      N
      N
      
    
    
      Gotham Funding Corp.
      Gotham Funding Corp.,  0.150%, 1/28/2022
      38346MAU8
      549300Z2ZR7VTUMRPR17
      US38346LV600
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-28
      2022-01-28
      2022-01-28
      N
      N
      Y
      
        MUFG Bank Ltd.
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0015
      49987053.00
      49987053.00
      .0039
      N
      N
      N
      N
      
    
    
      Gotham Funding Corp.
      Gotham Funding Corp.,  0.160%, 2/10/2022
      38346MBA1
      549300Z2ZR7VTUMRPR17
      US38346LV600
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      
        DOMINION BOND
        R-1 M
      
      2022-02-10
      2022-02-10
      2022-02-10
      N
      N
      Y
      
        MUFG Bank Ltd.
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0017
      84972120.00
      84972120.00
      .0067
      N
      N
      N
      N
      
    
    
      Greene County Development Authority
      Greene County Development Authority, Reynolds Lodge, LLC Series 2000B,  0.080%, 4/1/2027
      394375AG4
      
      US394375AG48
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2027-04-01
      Y
      
        U.S. Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        U.S. Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0008
      16700000.00
      16700000.00
      .0013
      N
      N
      Y
      N
      
    
    
      The Gregory P. Berry Trust
      The Gregory P. Berry Trust,  0.120%, 9/1/2045
      397584AB9
      
      US397584AB92
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-07
      2021-12-07
      2045-09-01
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0012
      22830000.00
      22830000.00
      .0018
      N
      N
      Y
      N
      
    
    
      Griffin-Spalding County, GA Development Authority
      Griffin-Spalding County, GA Development Authority, Norcom, Inc. Project,  0.120%, 7/1/2023
      398248BY9
      
      US398248BY90
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2023-07-01
      Y
      
        Bank of America N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Bank of America N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0012
      7000000.00
      7000000.00
      .0005
      N
      N
      Y
      N
      
    
    
      Griffin-Spalding County, GA Development Authority
      Griffin-Spalding County, GA Development Authority, Norcom, Inc. Project 2013A,  0.120%, 7/1/2023
      398248BZ6
      
      US398248BZ65
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2023-07-01
      Y
      
        Bank of America N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Bank of America N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0012
      3000000.00
      3000000.00
      .0002
      N
      N
      Y
      N
      
    
    
      Gulf Gate Apartments LLC
      Gulf Gate Apartments LLC, Series 2003,  0.090%, 9/1/2028
      402278AA3
      
      US402278AA35
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2028-09-01
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0009
      7595000.00
      7595000.00
      .0006
      N
      N
      Y
      N
      
    
    
      HW Hellman Building, L.P.
      HW Hellman Building, L.P., HW Hellman Building Apartments Project Series 2015-A,  0.110%, 12/1/2055
      404407AA6
      
      US404407AA68
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2055-12-01
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0011
      32000000.00
      32000000.00
      .0025
      N
      N
      Y
      N
      
    
    
      HW Hellman Building, L.P.
      HW Hellman Building, L.P., HW Hellman Building Apartments Project  Series 2015-B,  0.110%, 12/1/2055
      404407AB4
      
      US404407AB42
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2055-12-01
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0011
      16000000.00
      16000000.00
      .0013
      N
      N
      Y
      N
      
    
    
      Hamilton Station Park and Ride
      Hamilton Station Park and Ride, Series 2005,  0.090%, 12/1/2030
      40786DAA5
      
      US40786DAA54
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2030-12-01
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0009
      13140000.00
      13140000.00
      .0010
      N
      N
      Y
      N
      
    
    
      Herman & Kittle Capital, LLC
      Herman & Kittle Capital, LLC, Canterbury House Apartments-Lebanon Project Series 2005,  0.120%, 7/1/2037
      427422AE0
      
      US427422AE09
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2037-07-01
      Y
      
        Federal Home Loan Bank of Cincinnati
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Cincinnati
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      5565000.00
      5565000.00
      .0004
      N
      N
      Y
      N
      
    
    
      JEA, FL Electric System
      JEA, FL Electric System, (Series Three 2008B-2: Senior Revenue Bonds),  0.050%, 10/1/2040
      46613CMS1
      FTZJK89L6NCYPIPKZN93
      US46613CMS16
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        VMIG1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2040-10-01
      Y
      
        Royal Bank of Canada
        1.0000
        7
        Y
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      N
      .0005
      14500000.00
      14500000.00
      .0011
      N
      N
      Y
      N
      
    
    
      J.P. Morgan Securities LLC
      J.P. Morgan Securities LLC,  0.320%, 12/23/2021
      466999000
      ZBUT11V806EZRVTWT807
      US6169940003
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          01P8WBAUSCH HEALTH COS INC
          
          
            2027-01-31
          
          8.5
          6183320.00
          6525030.88
          Corporate Debt Securities
          
        
        
          01BT1UNISYS CORP
          
          
            2027-11-01
          
          6.875
          10880380.00
          11729465.21
          Corporate Debt Securities
          
        
        
          01OWJTRANSOCEAN INC
          
          
            2025-11-01
          
          7.25
          8441460.00
          6377863.03
          Corporate Debt Securities
          
        
        
          03PGZTKC HOLDINGS INCORPOR
          
          
            2029-05-15
          
          10.5
          4409100.00
          4634867.97
          Corporate Debt Securities
          
        
        
          02JQNSUBURBAN PROPANE PART
          
          
            2027-03-01
          
          5.875
          251160.00
          261086.92
          Corporate Debt Securities
          
        
        
          01SLVSCHWEITZER-MAUDUIT IN
          
          
            2026-10-01
          
          6.875
          126040.00
          131398.89
          Corporate Debt Securities
          
        
        
          01M2CSABRE GLBL INC
          
          
            2025-04-15
          
          9.25
          276000.00
          310931.25
          Corporate Debt Securities
          
        
        
          01FB0ROYAL CARIBBEAN GROUP
          
          
            2022-11-15
          
          5.25
          6129500.00
          6196541.41
          Corporate Debt Securities
          
        
        
          04NF1PM GENERAL PURCHASER
          
          
            2028-10-01
          
          9.5
          11577740.00
          12492683.77
          Corporate Debt Securities
          
        
        
          01CODNABORS INDUSTRIES LTD
          
          
            2026-01-15
          
          7.25
          2294480.00
          2090908.00
          Corporate Debt Securities
          
        
        
          03DICMIDAS INTER HOLDCO II
          
          
            2022-10-01
          
          7.875
          4364020.00
          4387612.98
          Corporate Debt Securities
          
        
        
          01R7BLIBERTY MEDIA CORP DE
          
          
            2029-07-15
          
          8.5
          128340.00
          142698.04
          Corporate Debt Securities
          
        
        
          01RYKKAISA GROUP HLDGS LTD
          
          
            2022-10-22
          
          11.95
          117760.00
          40051.81
          Corporate Debt Securities
          
        
        
          01U37K HOVNANIAN ENTERPRIS
          
          
            2025-11-15
          
          10
          23284280.00
          24778354.63
          Corporate Debt Securities
          
        
        
          02AHGHUNT COS INC
          
          
            2029-04-15
          
          5.25
          1943960.00
          1908118.24
          Corporate Debt Securities
          
        
        
          046CCDELEK LOGISTICS PARTN
          
          
            2028-06-01
          
          7.125
          1247060.00
          1341608.45
          Corporate Debt Securities
          
        
        
          02APCCALUMET SPECIALTY PRO
          
          
            2022-01-15
          
          7.625
          57040.00
          58813.59
          Corporate Debt Securities
          
        
        
          01BP0ESSENTIAL UTILS INC
          
          
            2022-04-30
          
          3
          539942.48
          92901.75
          Corporate Debt Securities
          
        
        
          01GB9AMC ENTMT HLDGS INC
          
          
            2026-06-15
          
          12
          5371070.40
          5776156.53
          Corporate Debt Securities
          
        
        
          01GB9AMC ENTMT INC
          
          
            2025-06-15
          
          5.75
          47840.00
          39054.38
          Corporate Debt Securities
          
        
        
          04TQUSOTHEBYS / BIDFAIR HL
          
          
            2029-06-01
          
          5.875
          9186660.00
          9455018.93
          Corporate Debt Securities
          
        
        
          01R4LSERVICE PPTYS TR
          
          
            2024-03-15
          
          4.65
          1104920.00
          1089857.18
          Corporate Debt Securities
          
        
        
          046GOITHACA ENERGY NORTH S
          
          
            2026-07-15
          
          9
          686320.00
          717204.40
          Corporate Debt Securities
          
        
        
          01NLHTELESAT CDA / TELESAT
          
          
            2027-06-01
          
          4.875
          309120.00
          278745.74
          Corporate Debt Securities
          
        
        
          01QD3STARWOOD PPTY TR INC
          
          
            2021-12-15
          
          5
          2181320.00
          2231308.58
          Corporate Debt Securities
          
        
        
          01I1EEMPIRE RESORTS INC
          
          
            2026-11-01
          
          7.75
          6320400.00
          6427144.53
          Corporate Debt Securities
          
        
        
          03SRIGOLDEN NUGGET INC
          
          
            2025-10-01
          
          8.75
          180320.00
          188315.44
          Corporate Debt Securities
          
        
        
          03GVHSUNOCO LP/SUNOCO FIN
          
          
            2028-03-15
          
          5.875
          18860.00
          19939.54
          Corporate Debt Securities
          
        
        
          03O7ATRANSOCEAN PHOENIX 2
          
          
            2024-10-15
          
          7.75
          4061800.00
          2065802.60
          Corporate Debt Securities
          
        
        
          0236ZCOMMSCOPE HLDG CO INC
          
          
            2027-03-01
          
          8.25
          11500.00
          11475.80
          Other Instrument
          CBND
        
        
          03QEUCHOBANI LLC / CHOBANI
          
          
            2025-04-15
          
          7.5
          95220.00
          99197.81
          Other Instrument
          CBND
        
        
          02FTPNCL CORP LTD
          
          
            2024-05-15
          
          12.25
          36800.00
          43611.83
          Other Instrument
          CBND
        
        
          01BZTBAUSCH HEALTH COS INC
          
          
            2029-02-15
          
          5
          6900.00
          5954.93
          Other Instrument
          CBND
        
        
          0367JONE CALL CORP
          
          
            2028-11-01
          
          8.5
          4540023.82
          5161313.47
          Other Instrument
          CBND
        
        
          01C1LCOVEY PARK ENERGY LLC
          
          
            2025-05-15
          
          7.5
          184000.00
          188961.56
          Other Instrument
          CBND
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-01
      2021-12-07
      2021-12-23
      Y
      
        J.P. Morgan Securities LLC
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      N
      .0032
      115000000.00
      115000000.00
      .0090
      N
      N
      Y
      N
      
    
    
      Jim Brooks Irrevocable Trust
      Jim Brooks Irrevocable Trust,  0.100%, 12/1/2059
      47742AAA9
      
      US47742AAA97
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2059-12-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0010
      4270000.00
      4270000.00
      .0003
      N
      N
      Y
      N
      
    
    
      Joseph L. Goggins Irrevocable Insurance Trust
      Joseph L. Goggins Irrevocable Insurance Trust,  0.120%, 6/1/2045
      480881AB7
      
      US480881AB70
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-07
      2021-12-07
      2045-06-01
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0012
      11570000.00
      11570000.00
      .0009
      N
      N
      Y
      N
      
    
    
      Karyn Brooks Descendants Trust
      Karyn Brooks Descendants Trust,  0.100%, 12/1/2059
      48576KAA6
      
      US48576KAA60
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2059-12-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0010
      3655000.00
      3655000.00
      .0003
      N
      N
      Y
      N
      
    
    
      The Leopold Family Insurance Trust
      The Leopold Family Insurance Trust,  0.120%, 8/1/2048
      52669BAA6
      
      US526698AA33
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2048-08-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      5740000.00
      5740000.00
      .0005
      N
      N
      Y
      N
      
    
    
      Los Angeles County Fair Association
      Los Angeles County Fair Association,  0.090%, 11/1/2039
      545309AC0
      
      US545309AC08
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2039-11-01
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0009
      15365000.00
      15365000.00
      .0012
      N
      N
      Y
      N
      
    
    
      MHF DKF Insurance Trust
      MHF DKF Insurance Trust,  0.120%, 8/1/2039
      55292VAA0
      
      US55292VAA08
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2039-08-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      6380000.00
      6380000.00
      .0005
      N
      N
      Y
      N
      
    
    
      MUFG Bank Ltd.
      MUFG Bank Ltd.,  0.180%, 2/18/2022
      55380TZN3
      C3GTMMZIHMY46P4OIX74
      
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-02-18
      2022-02-18
      2022-02-18
      N
      N
      N
      .0018
      45000297.90
      45000297.90
      .0035
      N
      N
      N
      N
      
    
    
      Matchpoint Finance PLC
      Matchpoint Finance PLC,  0.110%, 12/14/2021
      57666AZE5
      635400YCKMVA7GIA6Q33
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-14
      2021-12-14
      2021-12-14
      N
      N
      Y
      
        BNP Paribas SA
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0009
      49998269.50
      49998269.50
      .0039
      N
      N
      N
      N
      
    
    
      Matchpoint Finance PLC
      Matchpoint Finance PLC,  0.110%, 12/17/2021
      57666AZH8
      635400YCKMVA7GIA6Q33
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-17
      2021-12-17
      2021-12-17
      N
      N
      Y
      
        BNP Paribas SA
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0011
      99995608.00
      99995608.00
      .0078
      N
      N
      N
      N
      
    
    
      Matchpoint Finance PLC
      Matchpoint Finance PLC,  0.120%, 12/17/2021
      57666AZH8
      635400YCKMVA7GIA6Q33
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-17
      2021-12-17
      2021-12-17
      N
      N
      Y
      
        BNP Paribas SA
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0012
      29748693.38
      29748693.38
      .0023
      N
      N
      N
      N
      
    
    
      Matchpoint Finance PLC
      Matchpoint Finance PLC,  0.200%, 2/24/2022
      57666BBQ2
      635400YCKMVA7GIA6Q33
      
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-02-24
      2022-02-24
      2022-02-24
      N
      N
      Y
      
        BNP Paribas SA
        Liquidity Agreement
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0020
      39984042.40
      39984042.40
      .0031
      N
      N
      N
      N
      
    
    
      Michael Dennis Sullivan Irrevocable Trust
      Michael Dennis Sullivan Irrevocable Trust,  0.120%, 11/1/2039
      594070AB0
      
      US594070AB04
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2039-11-01
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0012
      9000000.00
      9000000.00
      .0007
      N
      N
      Y
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9060TX
      Taxable Tender Option Bond Trust 2021-MIZ9060TX, (Series 2021-MIZ9060TX),  0.340%, 2/15/2041
      60700HGX1
      
      US60700HGX17
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-04
      2022-01-04
      2041-02-15
      Y
      
        Mizuho Bank Ltd.
        1.0000
        35
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0034
      47056712.00
      47056712.00
      .0037
      N
      N
      N
      N
      
    
    
      Taxable Tender Option Bond Trust2021-MIZ9070TX
      Taxable Tender Option Bond Trust2021-MIZ9070TX, (Series 2021-MIZ9070TX),  0.490%, 9/1/2026
      60700HHY8
      
      US60700HHY80
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-02-28
      2022-02-28
      2026-09-01
      Y
      
        Mizuho Bank Ltd.
        1.0000
        90
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0049
      30000000.00
      30000000.00
      .0024
      N
      N
      N
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9071TX
      Taxable Tender Option Bond Trust 2021-MIZ9071TX, (Series 2021-MIZ9071TX),  0.490%, 9/1/2026
      60700HJF7
      
      US60700HJF73
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-04
      2022-01-04
      2026-09-01
      Y
      
        Mizuho Bank Ltd.
        1.0000
        35
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0049
      25000000.00
      25000000.00
      .0020
      N
      N
      N
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9074TX
      Taxable Tender Option Bond Trust 2021-MIZ9074TX, (Series 2021-MIZ-9074TX),  0.340%, 2/1/2058
      60700HJH3
      
      US60700HJH30
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-04
      2022-01-04
      2058-02-01
      Y
      
        Mizuho Bank Ltd.
        1.0000
        35
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0034
      12000000.00
      12000000.00
      .0009
      N
      N
      N
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9075TX
      Taxable Tender Option Bond Trust 2021-MIZ9075TX, (Series MIZ-9075TX),  0.340%, 2/1/2058
      60700HJL4
      
      US60700HJL42
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-04
      2022-01-04
      2058-02-01
      Y
      
        Mizuho Bank Ltd.
        1.0000
        35
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0034
      10000000.00
      10000000.00
      .0008
      N
      N
      N
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9077TX
      Taxable Tender Option Bond Trust 2021-MIZ9077TX, (Series 2021-MIZ9077TX),  0.340%, 10/1/2060
      60700HJQ3
      
      US60700HJQ39
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-04
      2022-01-04
      2060-10-01
      Y
      
        Mizuho Bank Ltd.
        1.0000
        35
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0034
      4680000.00
      4680000.00
      .0004
      N
      N
      N
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9078TX
      Taxable Tender Option Bond Trust 2021-MIZ9078TX, (Series 2021-MIZ9078TX),  0.340%, 10/1/2061
      60700HJS9
      
      US60700HJS94
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-04
      2022-01-04
      2061-10-01
      Y
      
        Mizuho Bank Ltd.
        1.0000
        35
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0034
      3000000.00
      3000000.00
      .0002
      N
      N
      N
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9081TX
      Taxable Tender Option Bond Trust 2021-MIZ9081TX, (Series 2021-MIZ9081TX),  0.180%, 10/15/2038
      60700HJY6
      
      US60700HJY62
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2038-10-15
      Y
      
        Mizuho Bank Ltd.
        1.0000
        7
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0018
      21100000.00
      21100000.00
      .0017
      N
      N
      Y
      N
      
    
    
      Taxable Tender Option Bond Trust 2021-MIZ9082TX
      Taxable Tender Option Bond Trust 2021-MIZ9082TX, (Series 2021-MIZ9082TX),  0.340%, 9/1/2023
      60700HKA6
      
      US60700HKA67
      Tender Option Bond
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-04
      2022-01-04
      2023-09-01
      Y
      
        Mizuho Bank Ltd.
        1.0000
        35
        Y
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Mizuho Bank Ltd.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0034
      13200000.00
      13200000.00
      .0010
      N
      N
      N
      N
      
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd.,  0.110%, 12/1/2021
      60710RV28
      RB0PEZSDGCO3JS6CEU02
      US60688R0018
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0011
      150000166.50
      150000166.50
      .0118
      N
      Y
      Y
      N
      
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd.,  0.110%, 12/10/2021
      60710RY25
      RB0PEZSDGCO3JS6CEU02
      US60688R0018
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-10
      2021-12-10
      2021-12-10
      N
      N
      N
      .0011
      100001111.00
      100001111.00
      .0078
      N
      N
      N
      N
      
    
    
      Mohr Green Associates L.P.
      Mohr Green Associates L.P., 2012-A,  0.110%, 6/1/2052
      608362AA7
      
      US608362AA75
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2052-06-01
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0011
      17030000.00
      17030000.00
      .0013
      N
      N
      Y
      N
      
    
    
      NWD 2017 Family Trust No. 1
      NWD 2017 Family Trust No. 1,  0.120%, 4/1/2041
      62954EAB1
      
      US62954EAB11
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2041-04-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      22610000.00
      22610000.00
      .0018
      N
      N
      Y
      N
      
    
    
      Nationwide Building Society
      Nationwide Building Society,  0.080%, 12/3/2021
      6385E0Z30
      549300XFX12G42QIKN82
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      .0008
      34999737.50
      34999737.50
      .0027
      N
      N
      Y
      N
      
    
    
      Nationwide Building Society
      Nationwide Building Society,  0.175%, 1/18/2022
      6385E1AJ0
      549300XFX12G42QIKN82
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-18
      2022-01-18
      2022-01-18
      N
      N
      N
      .0018
      87982991.36
      87982991.36
      .0069
      N
      N
      N
      N
      
    
    
      HSBC Securities (USA), Inc.
      HSBC Securities (USA), Inc.,  0.170%, 12/1/2021
      643996002
      CYYGQCGNHMHPSMRL3R97
      US6439960021
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          01CUKQUALCOMM INC
          
          
            2047-05-20
          
          4.3
          7654229.51
          9627830.06
          Corporate Debt Securities
          
        
        
          0238TPIONEER NAT RES CO
          
          
            2031-01-15
          
          2.15
          64524.59
          62426.41
          Corporate Debt Securities
          
        
        
          02N4NPHILLIPS 66
          
          
            2028-03-15
          
          3.9
          20163.93
          22110.46
          Corporate Debt Securities
          
        
        
          01BOZPFIZER INC
          
          
            2029-03-15
          
          3.45
          338081.97
          373691.29
          Corporate Debt Securities
          
        
        
          01BOXPEPSICO INC
          
          
            2025-03-19
          
          2.25
          36295.08
          37644.81
          Corporate Debt Securities
          
        
        
          01JMXPOSCO
          
          
            2023-08-01
          
          4
          180131.15
          191297.88
          Corporate Debt Securities
          
        
        
          01BVHORACLE CORP
          
          
            2024-11-15
          
          2.95
          200967.21
          210312.02
          Corporate Debt Securities
          
        
        
          01BVHORACLE CORP
          
          
            2046-07-15
          
          4
          128377.05
          138743.50
          Corporate Debt Securities
          
        
        
          01BVHORACLE CORP
          
          
            2022-05-15
          
          2.5
          285655.74
          287581.53
          Corporate Debt Securities
          
        
        
          01BOFOMNICOM GROUP INC
          
          
            2031-08-01
          
          2.6
          1431639.34
          1441896.25
          Corporate Debt Securities
          
        
        
          01F8UOREILLY AUTOMOTIVE IN
          
          
            2031-03-15
          
          1.75
          43016.39
          40815.92
          Corporate Debt Securities
          
        
        
          01BN5MOTOROLA SOLUTIONS IN
          
          
            2031-05-24
          
          2.75
          3774016.39
          3774161.06
          Corporate Debt Securities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2027-05-04
          
          1.593
          67213.11
          66372.98
          Corporate Debt Securities
          
        
        
          01FDOMETLIFE INC
          
          
            2023-09-15
          
          4.368
          549131.15
          588882.75
          Corporate Debt Securities
          
        
        
          01CIVLAM RESEARCH CORP
          
          
            2050-06-15
          
          2.875
          231885.25
          237125.17
          Corporate Debt Securities
          
        
        
          01BJ1L3HARRIS TECHNOLOGIES
          
          
            2029-12-15
          
          2.9
          155262.30
          162566.09
          Corporate Debt Securities
          
        
        
          01SXDKINDER MORGAN INC DEL
          
          
            2050-08-01
          
          3.25
          80655.74
          76296.54
          Corporate Debt Securities
          
        
        
          01BVEKLA CORP
          
          
            2050-03-01
          
          3.3
          918803.28
          976879.30
          Corporate Debt Securities
          
        
        
          01BVEKLA CORP
          
          
            2029-03-15
          
          4.1
          305819.67
          348326.06
          Corporate Debt Securities
          
        
        
          01BFHJPMORGAN CHASE & CO
          
          
            2042-01-06
          
          5.4
          63852.46
          87331.01
          Corporate Debt Securities
          
        
        
          03LH1JEFFERIES GROUP LLC /
          
          
            2030-01-23
          
          4.15
          26885.25
          30069.00
          Corporate Debt Securities
          
        
        
          01BFHJPMORGAN CHASE & CO
          
          
            2025-01-23
          
          3.125
          18819.67
          19973.96
          Corporate Debt Securities
          
        
        
          01BJHHOME DEPOT INC
          
          
            2028-09-15
          
          1.5
          2984262.30
          2924204.02
          Corporate Debt Securities
          
        
        
          01BJHHOME DEPOT INC
          
          
            2031-03-15
          
          1.375
          10811901.64
          10139667.15
          Corporate Debt Securities
          
        
        
          01BR3AT&T INC
          
          
            2026-03-25
          
          1.7
          27557.38
          27648.30
          Corporate Debt Securities
          
        
        
          01BR3AT&T INC
          
          
            2051-06-01
          
          3.65
          3104573.77
          3242443.58
          Corporate Debt Securities
          
        
        
          01BR3AT&T INC
          
          
            2042-06-15
          
          4.9
          1396688.52
          1710591.94
          Corporate Debt Securities
          
        
        
          02KM1ANZ NATIONAL INTL LTD
          
          
            2026-06-22
          
          1.25
          148540.98
          146591.55
          Corporate Debt Securities
          
        
        
          02HFTTRANSCANADA PIPELINE
          
          
            2034-03-01
          
          4.625
          57803.28
          67709.26
          Corporate Debt Securities
          
        
        
          01BN03M CO
          
          
            2025-02-14
          
          2
          26885.25
          27688.28
          Corporate Debt Securities
          
        
        
          01BSATHERMO FISHER SCIENTI
          
          
            2026-09-19
          
          2.95
          33606.56
          35641.37
          Corporate Debt Securities
          
        
        
          01BS8TEXAS INSTRS INC
          
          
            2048-05-15
          
          4.15
          672131.15
          846978.79
          Corporate Debt Securities
          
        
        
          XXXX TELEFONICA EMISONES S
          
          
            2048-03-06
          
          4.895
          3762590.16
          4550558.07
          Corporate Debt Securities
          
        
        
          01BQKSHERWIN WILLIAMS CO
          
          
            2032-03-15
          
          2.2
          1701836.07
          1662493.40
          Corporate Debt Securities
          
        
        
          01BQKSHERWIN WILLIAMS CO
          
          
            2027-06-01
          
          3.45
          53770.49
          58862.78
          Corporate Debt Securities
          
        
        
          01C6OFISERV INC
          
          
            2029-07-01
          
          3.5
          58475.41
          62904.11
          Corporate Debt Securities
          
        
        
          04S7DTELEDYNE FLIR LLC
          
          
            2030-08-01
          
          2.5
          8778032.79
          8862423.82
          Corporate Debt Securities
          
        
        
          01SKLLAUDER ESTEE COS INC
          
          
            2031-03-15
          
          1.95
          1156065.57
          1150207.21
          Corporate Debt Securities
          
        
        
          01SKLLAUDER ESTEE COS INC
          
          
            2049-12-01
          
          3.125
          4444131.15
          4901824.19
          Corporate Debt Securities
          
        
        
          01BCJENERGY TRANSFER L P
          
          
            2030-05-15
          
          3.75
          38983.61
          40900.91
          Corporate Debt Securities
          
        
        
          01BGKECOLAB INC
          
          
            2026-11-01
          
          2.7
          21508.20
          22584.79
          Corporate Debt Securities
          
        
        
          02G4ZEBAY INC.
          
          
            2024-08-01
          
          3.45
          422770.49
          450366.48
          Corporate Debt Securities
          
        
        
          047KODISNEY WALT CO
          
          
            2028-01-13
          
          2.2
          235245.90
          240381.84
          Corporate Debt Securities
          
        
        
          047KODISNEY WALT CO
          
          
            2030-03-22
          
          3.8
          57131.15
          64010.18
          Corporate Debt Securities
          
        
        
          02J3ZDEVON ENERGY CORP NEW
          
          
            2030-01-15
          
          4.5
          53770.49
          57465.87
          Corporate Debt Securities
          
        
        
          03QVHDELL INTL LLC/EMC COR
          
          
            2029-10-01
          
          5.3
          1880622.95
          2243914.38
          Corporate Debt Securities
          
        
        
          02FR8CROWN CASTLE INTL COR
          
          
            2024-09-01
          
          3.2
          12098.36
          12776.73
          Corporate Debt Securities
          
        
        
          01BV9COMCAST CORP NEW
          
          
            2046-07-15
          
          3.4
          168704.92
          180809.50
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2031-03-31
          
          4.412
          63180.33
          72197.00
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2041-03-26
          
          5.316
          406639.34
          538646.94
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2026-10-21
          
          3.2
          45032.79
          47823.32
          Corporate Debt Securities
          
        
        
          01BFWCSX CORP
          
          
            2030-02-15
          
          2.4
          1049196.72
          1073002.99
          Corporate Debt Securities
          
        
        
          03N4VCRH AMERICA FINANCE I
          
          
            2048-04-04
          
          4.5
          3165065.57
          3912843.97
          Corporate Debt Securities
          
        
        
          03N4VCRH AMERICA FINANCE I
          
          
            2028-04-04
          
          3.95
          652639.34
          724360.79
          Corporate Debt Securities
          
        
        
          046P4CIGNA CORP NEW
          
          
            2050-03-15
          
          3.4
          436885.25
          454515.02
          Corporate Debt Securities
          
        
        
          01KNDCB RICHARD ELLIS SVCS
          
          
            2031-04-01
          
          2.5
          1640000.00
          1639733.04
          Corporate Debt Securities
          
        
        
          01BENBOSTON SCIENTIFIC COR
          
          
            2029-03-01
          
          4
          48393.44
          54311.91
          Corporate Debt Securities
          
        
        
          02HLTBOSTON PPTYS LTD PART
          
          
            2029-06-21
          
          3.4
          166016.39
          178216.39
          Corporate Debt Securities
          
        
        
          01BEKBOEING CO
          
          
            2026-02-04
          
          2.196
          12632032.79
          12682005.11
          Corporate Debt Securities
          
        
        
          01C0MBERKSHIRE HATHAWAY EN
          
          
            2025-04-15
          
          4.05
          38983.61
          42511.72
          Corporate Debt Securities
          
        
        
          01BDYBARCLAYS PLC
          
          
            2047-01-10
          
          4.95
          134426.23
          175119.74
          Corporate Debt Securities
          
        
        
          01QW7BPCE S A
          
          
            2024-07-21
          
          5.15
          134426.23
          148874.92
          Corporate Debt Securities
          
        
        
          01BV1APPLE INC
          
          
            2050-08-20
          
          2.4
          323295.08
          304546.12
          Corporate Debt Securities
          
        
        
          030CBANHEUSER BUSCH INBEV
          
          
            2026-02-01
          
          3.65
          146524.59
          159251.02
          Corporate Debt Securities
          
        
        
          03IZSALPHABET INC
          
          
            2060-08-15
          
          2.25
          317918.03
          286419.51
          Corporate Debt Securities
          
        
        
          04F53ALCON FIN CORP
          
          
            2029-09-23
          
          3
          186852.46
          195960.27
          Corporate Debt Securities
          
        
        
          01TUQAIR LEASE CORP
          
          
            2026-01-15
          
          2.875
          16131.15
          16734.63
          Corporate Debt Securities
          
        
        
          03AU7AERCAP IRELAND CAPITA
          
          
            2028-10-29
          
          3
          494016.39
          497105.64
          Corporate Debt Securities
          
        
        
          01BUYADOBE INC
          
          
            2030-02-01
          
          2.3
          67213.11
          68796.84
          Corporate Debt Securities
          
        
        
          02MMZABBVIE INC
          
          
            2024-06-15
          
          3.85
          610967.21
          657831.96
          Corporate Debt Securities
          
        
        
          02MMZABBVIE INC
          
          
            2049-11-21
          
          4.25
          26213.11
          31166.67
          Corporate Debt Securities
          
        
        
          02MMZABBVIE INC
          
          
            2026-05-14
          
          3.2
          188868.85
          199991.76
          Corporate Debt Securities
          
        
        
          01TGMHCA INC.
          
          
            2023-05-01
          
          4.75
          20163.93
          21277.51
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2032-07-21
          
          2.383
          4385655.74
          4316489.93
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2032-04-22
          
          2.615
          526278.69
          525005.24
          Corporate Debt Securities
          
        
        
          01FKTGLOBAL PMTS INC
          
          
            2026-03-01
          
          1.2
          205000.00
          199281.86
          Corporate Debt Securities
          
        
        
          01C9MGILEAD SCIENCES INC
          
          
            2036-09-01
          
          4
          66540.98
          76125.47
          Corporate Debt Securities
          
        
        
          01BTDGENERAL MTRS FINL CO
          
          
            2027-01-17
          
          4.35
          18819.67
          20900.01
          Corporate Debt Securities
          
        
        
          01QOMGENERAL MTRS CO
          
          
            2027-10-01
          
          4.2
          32934.43
          36139.05
          Corporate Debt Securities
          
        
        
          01QOMGENERAL MTRS CO
          
          
            2045-04-01
          
          5.2
          89393.44
          110199.07
          Corporate Debt Securities
          
        
        
          04DK8FRESENIUS MED CARE US
          
          
            2031-12-01
          
          3
          10176737.70
          10406494.52
          Corporate Debt Securities
          
        
        
          01BUGWESTPAC BKG CORP
          
          
            2028-01-25
          
          3.4
          57131.15
          62851.43
          Corporate Debt Securities
          
        
        
          01BO2WELLS FARGO & CO
          
          
            2024-01-24
          
          3.75
          61836.07
          66031.95
          Corporate Debt Securities
          
        
        
          01BTYWALMART INC
          
          
            2051-09-22
          
          2.65
          2604508.20
          2662733.43
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2032-03-15
          
          2.355
          8815000.00
          8695020.50
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2041-03-22
          
          3.4
          3024590.16
          3191251.80
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2037-03-16
          
          5.25
          198950.82
          261127.26
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2034-11-01
          
          4.4
          936950.82
          1091870.44
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2042-11-01
          
          3.85
          1217901.64
          1356013.38
          Corporate Debt Securities
          
        
        
          01BT7RAYTHEON TECHNOLOGIES
          
          
            2025-08-16
          
          3.95
          149213.11
          163716.80
          Corporate Debt Securities
          
        
        
          01BT7RAYTHEON TECHNOLOGIES
          
          
            2028-11-16
          
          4.125
          9799000.00
          11016370.60
          Corporate Debt Securities
          
        
        
          01BR2TRUIST FINL CORP
          
          
            2027-08-03
          
          1.125
          64524.59
          62194.37
          Corporate Debt Securities
          
        
        
          01KV8FLEXTRONICS INTL LTD
          
          
            2030-05-12
          
          4.875
          2505704.92
          2855996.20
          Corporate Debt Securities
          
        
        
          01BNRNIKE INC
          
          
            2040-03-27
          
          3.25
          133754.10
          146002.96
          Corporate Debt Securities
          
        
        
          04F0YDH EUROPE FIN II S A
          
          
            2024-11-15
          
          2.2
          225836.07
          232258.09
          Corporate Debt Securities
          
        
        
          01YQ9HYUNDAI CAP AMER
          
          
            2022-04-05
          
          3.1
          1262934.43
          1279789.69
          Corporate Debt Securities
          
        
        
          02LVSPACKAGING CORP AMER
          
          
            2049-12-15
          
          4.05
          2179049.18
          2618830.33
          Corporate Debt Securities
          
        
        
          03IZSALPHABET INC
          
          
            2050-08-15
          
          2.05
          125016.39
          112528.40
          Corporate Debt Securities
          
        
        
          01BCJENERGY TRANSFER L P
          
          
            2029-04-15
          
          5.25
          360262.30
          412047.30
          Corporate Debt Securities
          
        
        
          01BVICOSTCO WHOLESALE CORP
          
          
            2030-04-20
          
          1.6
          7810836.07
          7578993.10
          Corporate Debt Securities
          
        
        
          03OVCBAYER US FIN II LLC
          
          
            2064-07-15
          
          4.7
          842180.33
          1017737.03
          Corporate Debt Securities
          
        
        
          01BVHORACLE CORP
          
          
            2055-05-15
          
          4.375
          239278.69
          272256.78
          Corporate Debt Securities
          
        
        
          01BLWLOWES COS INC
          
          
            2031-04-01
          
          2.625
          3618081.97
          3679198.91
          Corporate Debt Securities
          
        
        
          01BP1ALTRIA GROUP INC
          
          
            2030-05-06
          
          3.4
          2982918.03
          3074155.55
          Corporate Debt Securities
          
        
        
          03O6YBRIGHTHOUSE FINL INC
          
          
            2047-06-22
          
          4.7
          135770.49
          152687.19
          Corporate Debt Securities
          
        
        
          02WRRMPLX LP
          
          
            2028-03-15
          
          4
          360262.30
          393368.00
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2041-09-03
          
          2.85
          15455655.74
          15264739.75
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2029-12-03
          
          4.016
          315901.64
          358303.64
          Corporate Debt Securities
          
        
        
          01BSATEXTRON INC
          
          
            2031-03-15
          
          2.45
          201639.34
          199811.32
          Corporate Debt Securities
          
        
        
          01PR6DEERE JOHN CAPITAL CO
          
          
            2030-01-09
          
          2.45
          147868.85
          153354.17
          Corporate Debt Securities
          
        
        
          01BVDINTEL CORP
          
          
            2060-02-15
          
          3.1
          34278.69
          34845.71
          Corporate Debt Securities
          
        
        
          01BHBFEDEX CORP
          
          
            2048-02-15
          
          4.05
          20163.93
          22993.79
          Corporate Debt Securities
          
        
        
          01W7IAMERICAN TOWER CORP
          
          
            2030-06-15
          
          2.1
          520901.64
          502662.27
          Corporate Debt Securities
          
        
        
          01BFNCOCA COLA CO
          
          
            2031-03-15
          
          1.375
          53770.49
          50352.01
          Corporate Debt Securities
          
        
        
          01OL3NOVARTIS CAPITAL CORP
          
          
            2024-05-06
          
          3.4
          33606.56
          35662.83
          Corporate Debt Securities
          
        
        
          01BMPCVS HEALTH CORP
          
          
            2038-03-25
          
          4.78
          87377.05
          106443.64
          Corporate Debt Securities
          
        
        
          02HLTBOSTON PPTYS LTD PART
          
          
            2028-12-01
          
          4.5
          64524.59
          74455.89
          Corporate Debt Securities
          
        
        
          01BTDGENERAL MTRS FINL CO
          
          
            2023-05-09
          
          3.7
          331360.66
          343537.61
          Corporate Debt Securities
          
        
        
          01BOZPFIZER INC
          
          
            2024-05-15
          
          3.4
          33606.56
          35626.87
          Corporate Debt Securities
          
        
        
          01BJHHOME DEPOT INC
          
          
            2028-12-06
          
          3.9
          5201622.95
          5952009.08
          Corporate Debt Securities
          
        
        
          01BO2WELLS FARGO & CO
          
          
            2028-06-02
          
          2.393
          65868.85
          67365.53
          Corporate Debt Securities
          
        
        
          01RWKMASTERCARD INCORPORAT
          
          
            2031-11-18
          
          2
          7372606.56
          7354740.28
          Corporate Debt Securities
          
        
        
          01WABATHENE HOLDING LTD
          
          
            2028-01-12
          
          4.125
          16131.15
          17938.52
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2061-03-22
          
          3.7
          15815918.03
          17276026.01
          Corporate Debt Securities
          
        
        
          01DIXTELEDYNE TECHNOLOGIES
          
          
            2031-04-01
          
          2.75
          1270327.87
          1295870.28
          Corporate Debt Securities
          
        
        
          01DE3CANADIAN IMP BK COMM
          
          
            2025-01-28
          
          2.25
          84016.39
          86863.29
          Corporate Debt Securities
          
        
        
          01BFNCOLGATE PALMOLIVE CO
          
          
            2047-08-01
          
          3.7
          2472098.36
          3060137.77
          Corporate Debt Securities
          
        
        
          03OVCBAYER US FIN II LLC
          
          
            2023-12-15
          
          3.875
          332032.79
          355202.18
          Corporate Debt Securities
          
        
        
          01BDYBARCLAYS PLC
          
          
            2023-02-15
          
          4.61
          168032.79
          171641.43
          Corporate Debt Securities
          
        
        
          XXXX TELEFONICA EMISONES S
          
          
            2038-03-06
          
          4.665
          100819.67
          116980.56
          Corporate Debt Securities
          
        
        
          02038GUATEMALA REP
          
          
            2026-05-03
          
          4.5
          852934.43
          900600.66
          Other Instrument
          SVRN
        
        
          02FT1REPUBLIC OF TURKEY
          
          
            2029-04-26
          
          7.625
          134426.23
          138050.55
          Other Instrument
          Sovereign
        
        
          02ILPARAB REP EGYPT
          
          
            2032-05-29
          
          7.625
          289016.39
          261164.41
          Other Instrument
          Sovereign
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-2
      
      
        FITCH
        F1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0017
      205000000.00
      205000000.00
      .0161
      N
      Y
      Y
      N
      
    
    
      HSBC Securities (USA), Inc.
      HSBC Securities (USA), Inc.,  0.270%, 12/1/2021
      643996002
      CYYGQCGNHMHPSMRL3R97
      US6439960021
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          048OGSOFI PRFSSNAL LN PRGR
          
          
            2048-01-25
          
          3.59
          11825094.95
          12161857.23
          Asset-Backed Securities
          
        
        
          01E1YSLM STUDENT LN TR 200
          
          
            2027-12-15
          
          .586
          451623.93
          452193.93
          Asset-Backed Securities
          
        
        
          03EDRNEXTGEAR FLRPLN OWN T
          
          
            2025-02-18
          
          1.55
          3620190.48
          3659450.83
          Asset-Backed Securities
          
        
        
          04PVACARMAX AUTO OWNER TR
          
          
            2024-02-15
          
          .22
          43845.72
          43835.93
          Asset-Backed Securities
          
        
        
          030N0SLM PRIVATE ST LN TR
          
          
            2033-06-15
          
          .516
          7032878.05
          6988685.79
          Asset-Backed Securities
          
        
        
          04TDKENTERPRISE FLT FIN LL
          
          
            2027-05-20
          
          .48
          20238095.24
          20093500.79
          Asset-Backed Securities
          
        
        
          01PRBQWEST CORP
          
          
            2025-09-15
          
          7.25
          77714.29
          92534.72
          Corporate Debt Securities
          
        
        
          01IXTINTESA SANPAOLO S P A
          
          
            2042-06-01
          
          4.95
          11024904.76
          11517745.57
          Corporate Debt Securities
          
        
        
          01C0HIHEARTCOMMUNICATIONS
          
          
            2026-05-01
          
          6.375
          80824.48
          85321.79
          Corporate Debt Securities
          
        
        
          01BI2FREEPORT MCMORAN INC
          
          
            2024-11-14
          
          4.55
          72857.14
          78013.40
          Corporate Debt Securities
          
        
        
          02FO9EPR PPTYS
          
          
            2029-08-15
          
          3.75
          76095.24
          78323.87
          Corporate Debt Securities
          
        
        
          01ERGCOMMERZBANK AG
          
          
            2023-09-19
          
          8.125
          1372142.86
          1543584.30
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2029-01-15
          
          2.25
          809523.81
          784606.67
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2029-03-30
          
          5.05
          8309761.90
          9596334.64
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2048-04-01
          
          5.75
          1496809.52
          1887631.90
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2055-10-23
          
          6.834
          7346428.57
          10764235.70
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2035-10-23
          
          6.384
          149761.90
          194181.49
          Corporate Debt Securities
          
        
        
          01C2SCAPITAL SOUTHWEST COR
          
          
            2026-10-01
          
          3.375
          1610952.38
          1633052.63
          Corporate Debt Securities
          
        
        
          04NOIAMALGAMATED FINANCIAL
          
          
            2031-11-15
          
          3.25
          1610952.38
          1615070.15
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2025-07-23
          
          4.908
          2747523.81
          3076689.07
          Corporate Debt Securities
          
        
        
          01EWBSOCIETE GENERALE
          
          
            2099-12-31
          
          8
          161904.76
          187760.23
          Corporate Debt Securities
          
        
        
          01BH3EQT CORP
          
          
            2027-10-01
          
          3.9
          80952.38
          84910.28
          Corporate Debt Securities
          
        
        
          02MD4NATWEST GROUP PLC
          
          
            2500-12-31
          
          2.4515
          80952.38
          80479.13
          Corporate Debt Securities
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-2
      
      
        FITCH
        F1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0027
      85000000.00
      85000000.00
      .0067
      N
      Y
      Y
      N
      
    
    
      The CLC Irrevocable Insurance Trust
      The CLC Irrevocable Insurance Trust,  0.120%, 10/1/2045
      66981LAA5
      
      US66981LAA52
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-07
      2021-12-07
      2045-10-01
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0012
      6610000.00
      6610000.00
      .0005
      N
      N
      Y
      N
      
    
    
      Nuveen Floating Rate Income Fund
      Nuveen Floating Rate Income Fund, (Series A),  0.190%, 1/1/2031
      67072T850
      
      US67072T8505
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2031-01-01
      Y
      
        Sumitomo Mitsui Banking Corp.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Sumitomo Mitsui Banking Corp.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0019
      34000000.00
      34000000.00
      .0027
      N
      N
      Y
      N
      
    
    
      OSL Santa Rosa Fountaingrove LLC
      OSL Santa Rosa Fountaingrove LLC,  0.110%, 2/1/2052
      67105QAA3
      
      US67105QAA31
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2052-02-01
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0011
      19640000.00
      19640000.00
      .0015
      N
      N
      Y
      N
      
    
    
      Old Line Funding, LLC
      Old Line Funding, LLC,  0.160%, 2/3/2022
      67983UB36
      5493004QSN8OZAIU2J90
      US67983U0044
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+ sf
      
      2022-02-03
      2022-02-03
      2022-02-03
      N
      N
      N
      .0016
      24993093.75
      24993093.75
      .0020
      N
      N
      N
      N
      
    
    
      Old Line Funding, LLC
      Old Line Funding, LLC,  0.160%, 4/7/2022
      67984WQ27
      5493004QSN8OZAIU2J90
      US67984WQ278
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+ sf
      
      2022-04-07
      2022-04-07
      2022-04-07
      N
      N
      N
      .0016
      49967111.00
      49967111.00
      .0039
      N
      N
      N
      N
      
    
    
      Old Line Funding, LLC
      Old Line Funding, LLC,  0.160%, 2/23/2022
      67985ADV4
      5493004QSN8OZAIU2J90
      US67985ADV44
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+ sf
      
      2022-02-23
      2022-02-23
      2022-02-23
      N
      N
      N
      .0016
      66975163.77
      66975163.77
      .0053
      N
      N
      N
      N
      
    
    
      1320 W Jefferson LLC
      1320 W Jefferson LLC,  0.110%, 9/1/2060
      68247YAA3
      
      US68247YAA38
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2060-09-01
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0011
      5285000.00
      5285000.00
      .0004
      N
      N
      Y
      N
      
    
    
      Park Stanton Place LP
      Park Stanton Place LP,  0.110%, 12/1/2058
      70086PAA2
      
      US70086PAA21
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2058-12-01
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of San Francisco
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0011
      9080000.00
      9080000.00
      .0007
      N
      N
      Y
      N
      
    
    
      R.J. Brooks Jr. Irrevocable Trust
      R.J. Brooks Jr. Irrevocable Trust,  0.100%, 12/1/2059
      74968XAA0
      
      US74968XAA00
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2059-12-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0010
      5010000.00
      5010000.00
      .0004
      N
      N
      Y
      N
      
    
    
      RK Trust
      RK Trust,  0.120%, 5/1/2040
      74969JAA0
      
      US74969JAA07
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2040-05-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0012
      6980000.00
      6980000.00
      .0005
      N
      N
      Y
      N
      
    
    
      Ridgefield Funding Company, LLC Series A
      Ridgefield Funding Company, LLC Series A,  0.120%, 12/20/2021
      76582JZL1
      
      US76582J0011
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-20
      2021-12-20
      2021-12-20
      N
      N
      Y
      
        BNP Paribas SA
        Collateralized
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0012
      199989222.00
      199989222.00
      .0157
      N
      N
      N
      N
      
    
    
      Ridgefield Funding Company, LLC Series A
      Ridgefield Funding Company, LLC Series A,  0.150%, 2/4/2022
      76582KB42
      
      US76582J0011
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      
        DOMINION BOND
        R-1 M
      
      2022-02-04
      2022-02-04
      2022-02-04
      N
      N
      Y
      
        BNP Paribas SA
        Collateralized
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      .0016
      24717019.67
      24717019.67
      .0019
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada
      Royal Bank of Canada,  0.210%, 3/9/2022
      78012UH65
      ES7IP3U3RHIGC71XBU11
      US78099E0083
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-03-09
      2022-03-09
      2022-03-09
      N
      N
      N
      .0021
      50003258.50
      50003258.50
      .0039
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada
      Royal Bank of Canada,  0.240%, 4/14/2022
      78015DDE7
      ES7IP3U3RHIGC71XBU11
      US78014X0082
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-04-14
      2022-04-14
      2022-04-14
      N
      N
      N
      .0024
      24984531.25
      24984531.25
      .0020
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada
      Royal Bank of Canada,  0.210%, 7/7/2022
      78015DG79
      ES7IP3U3RHIGC71XBU11
      US78014X0082
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      .0021
      44925266.25
      44925266.25
      .0035
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada
      Royal Bank of Canada,  0.340%, 11/1/2022
      78015DL16
      ES7IP3U3RHIGC71XBU11
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-11-01
      2022-11-01
      2022-11-01
      N
      N
      N
      .0041
      89659800.00
      89659800.00
      .0070
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada, New York Branch
      Royal Bank of Canada, New York Branch,  0.370%, 11/9/2022
      78015DL99
      ES7IP3U3RHIGC71XBU11
      US78015C0011
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-11-09
      2022-11-09
      2022-11-09
      N
      N
      N
      .0037
      4980458.90
      4980458.90
      .0004
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada, New York Branch
      Royal Bank of Canada, New York Branch,  0.400%, 11/15/2022
      78015DLF5
      ES7IP3U3RHIGC71XBU11
      US78015C0011
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-11-15
      2022-11-15
      2022-11-15
      N
      N
      N
      .0042
      74699583.00
      74699583.00
      .0059
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada, New York Branch
      Royal Bank of Canada, New York Branch,  0.200%, 10/11/2022
      78015M4Q0
      ES7IP3U3RHIGC71XBU11
      US78015M4Q07
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2022-10-11
      2022-10-11
      N
      N
      N
      .0020
      152400059.13
      152400059.13
      .0119
      N
      N
      N
      N
      
    
    
      Royal Bank of Canada
      Royal Bank of Canada,  0.250%, 10/14/2022
      78015M4V9
      ES7IP3U3RHIGC71XBU11
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-10-14
      2022-10-14
      2022-10-14
      N
      N
      N
      .0025
      29898240.00
      29898240.00
      .0023
      N
      N
      N
      N
      
    
    
      SSAB AB (publ)
      SSAB AB (publ), Series 2014-B,  0.120%, 5/1/2034
      78469GAB0
      
      US78469GAB05
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-07
      2021-12-07
      2034-05-01
      Y
      
        Credit Agricole Corporate and Investment Bank
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      Y
      
        Credit Agricole Corporate and Investment Bank
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      N
      .0012
      15000000.00
      15000000.00
      .0012
      N
      N
      Y
      N
      
    
    
      SSAB AB (publ)
      SSAB AB (publ), Series 2015-B,  0.120%, 8/1/2035
      78469GAD6
      
      US78469GAD60
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2035-08-01
      Y
      
        Nordea Bank Abp
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Nordea Bank Abp
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0012
      20000000.00
      20000000.00
      .0016
      N
      N
      Y
      N
      
    
    
      Salem Green, LLLP
      Salem Green, LLLP, Salem Green Apartments Project, Series 2010,  0.090%, 12/1/2035
      794113AA8
      
      US794113AA83
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2035-12-01
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0009
      18965000.00
      18965000.00
      .0015
      N
      N
      Y
      N
      
    
    
      Sheffield Receivables Company LLC
      Sheffield Receivables Company LLC,  0.110%, 12/1/2021
      82124LZ13
      549300MYF6MOTU9T3G29
      US82124M0019
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0011
      50999885.25
      50999885.25
      .0040
      N
      Y
      Y
      N
      
    
    
      Sheffield Receivables Company LLC
      Sheffield Receivables Company LLC,  0.110%, 12/14/2021
      82124LZE5
      549300MYF6MOTU9T3G29
      US82124M0019
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      2021-12-14
      2021-12-14
      2021-12-14
      N
      N
      N
      .0011
      33998823.26
      33998823.26
      .0027
      N
      N
      N
      N
      
    
    
      Sheffield Receivables Company LLC
      Sheffield Receivables Company LLC,  0.160%, 2/7/2022
      82124MB74
      549300MYF6MOTU9T3G29
      US82124M0019
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      2022-02-07
      2022-02-07
      2022-02-07
      N
      N
      N
      .0016
      24992525.00
      24992525.00
      .0020
      N
      N
      N
      N
      
    
    
      Sheffield Receivables Company LLC
      Sheffield Receivables Company LLC,  0.220%, 3/2/2022
      82124MC24
      549300MYF6MOTU9T3G29
      US82124M0019
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1 sf
      
      2022-03-02
      2022-03-02
      2022-03-02
      N
      N
      N
      .0022
      14991658.33
      14991658.33
      .0012
      N
      N
      N
      N
      
    
    
      Sibley Family Irrevocable Insurance Trust
      Sibley Family Irrevocable Insurance Trust,  0.120%, 6/1/2045
      82574RAA2
      
      US82574RAA23
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-07
      2021-12-07
      2045-06-01
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      Y
      
        Federal Home Loan Bank of Des Moines
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
      
      N
      .0012
      6255000.00
      6255000.00
      .0005
      N
      N
      Y
      N
      
    
    
      Public Building Corp. Springfield, MO
      Public Building Corp. Springfield, MO, Jordan Valley Ice Park, Series 2003,  0.190%, 6/1/2025
      85100MAA9
      
      US85100MAA99
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-07
      2021-12-07
      2025-06-01
      Y
      
        U.S. Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        U.S. Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0019
      3775000.00
      3775000.00
      .0003
      N
      N
      Y
      N
      
    
    
      Starbird Funding Corp.
      Starbird Funding Corp.,  0.100%, 12/1/2021
      85520LZ16
      549300A8DDPP6QJBB522
      US85520LKV61
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1 (sf)
      
      
        MOODYS
        P-1 (sf)
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0010
      84999808.75
      84999808.75
      .0067
      N
      Y
      Y
      N
      
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp.,  0.105%, 12/9/2021
      86562KZ98
      5U0XI89JRFVHWIBS4F54
      US86562K0011
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-09
      2021-12-09
      2021-12-09
      N
      N
      N
      .0011
      78998815.00
      78998815.00
      .0062
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp.,  0.200%, 3/2/2022
      86562LC26
      5U0XI89JRFVHWIBS4F54
      US86562K0011
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-03-02
      2022-03-02
      2022-03-02
      N
      N
      N
      .0019
      49976616.50
      49976616.50
      .0039
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp.,  0.205%, 3/3/2022
      86562LC34
      5U0XI89JRFVHWIBS4F54
      US86562K0011
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-03-03
      2022-03-03
      2022-03-03
      N
      N
      N
      .0019
      30235542.92
      30235542.92
      .0024
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.120%, 1/14/2022
      86563HAE0
      5493006GGLR4BTEL8O61
      US86563G0016
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-01-14
      2022-01-14
      2022-01-14
      N
      N
      N
      .0012
      99985625.00
      99985625.00
      .0078
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.150%, 2/2/2022
      86564G3A7
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-02-02
      2022-02-02
      2022-02-02
      N
      N
      N
      .0015
      35001304.80
      35001304.80
      .0027
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.150%, 2/4/2022
      86564G3M1
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-02-04
      2022-02-04
      2022-02-04
      N
      N
      N
      .0015
      25000732.25
      25000732.25
      .0020
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.160%, 2/8/2022
      86564G3V1
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-02-08
      2022-02-08
      2022-02-08
      N
      N
      N
      .0016
      50001650.00
      50001650.00
      .0039
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.180%, 2/11/2022
      86564G4A6
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-02-11
      2022-02-11
      2022-02-11
      N
      N
      N
      .0018
      14000850.78
      14000850.78
      .0011
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.200%, 3/2/2022
      86564G5H0
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-03-02
      2022-03-02
      2022-03-02
      N
      N
      N
      .0020
      25000446.00
      25000446.00
      .0020
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.220%, 3/7/2022
      86564G5R8
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-03-07
      2022-03-07
      2022-03-07
      N
      N
      N
      .0020
      35001695.75
      35001695.75
      .0027
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.220%, 3/14/2022
      86564G6B2
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-03-14
      2022-03-14
      2022-03-14
      N
      N
      N
      .0022
      10000202.10
      10000202.10
      .0008
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Trust Bank Ltd.
      Sumitomo Mitsui Trust Bank Ltd.,  0.120%, 1/10/2022
      86564GY47
      5493006GGLR4BTEL8O61
      US86564E0017
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2022-01-10
      2022-01-10
      2022-01-10
      N
      N
      N
      .0012
      300010926.00
      300010926.00
      .0235
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp.,  0.110%, 12/14/2021
      86565C5G0
      5U0XI89JRFVHWIBS4F54
      US86563D0019
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-14
      2021-12-14
      2021-12-14
      N
      N
      N
      .0011
      200003110.00
      200003110.00
      .0157
      N
      N
      N
      N
      
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp.,  0.200%, 2/28/2022
      86565FDG4
      5U0XI89JRFVHWIBS4F54
      US86563D0019
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      .0019
      75001871.25
      75001871.25
      .0059
      N
      N
      N
      N
      
    
    
      The Thompson 2018 Family Trust
      The Thompson 2018 Family Trust,  0.100%, 3/1/2049
      88507LAA4
      
      US88507LAA44
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      2021-12-07
      2021-12-07
      2049-03-01
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      Y
      
        Federal Home Loan Bank of Dallas
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
      
      N
      .0010
      5975000.00
      5975000.00
      .0005
      N
      N
      Y
      N
      
    
    
      Thunder Bay Funding, LLC
      Thunder Bay Funding, LLC,  0.160%, 3/14/2022
      88603GNW6
      
      US88603GNW68
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+ sf
      
      2022-03-14
      2022-03-14
      2022-03-14
      N
      N
      N
      .0016
      49975589.00
      49975589.00
      .0039
      N
      N
      N
      N
      
    
    
      Thunder Bay Funding, LLC
      Thunder Bay Funding, LLC,  0.160%, 3/7/2022
      88603J7B4
      
      US88603J7B40
      Asset Backed Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+ (sf)
      
      
        MOODYS
        P-1 (sf)
      
      
        FITCH
        F1+ sf
      
      2022-03-07
      2022-03-07
      2022-03-07
      N
      N
      N
      .0016
      34985005.30
      34985005.30
      .0027
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.240%, 4/1/2022
      89114W5U5
      PT3QB789TSUIDF371261
      US89112X0015
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-04-01
      2022-04-01
      2022-04-01
      N
      N
      N
      .0022
      75004734.00
      75004734.00
      .0059
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.220%, 10/14/2022
      89114WHG3
      PT3QB789TSUIDF371261
      US89112X0015
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-10-14
      2022-10-14
      2022-10-14
      N
      N
      N
      .0022
      72903510.06
      72903510.06
      .0057
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.320%, 11/23/2022
      89114WJC0
      PT3QB789TSUIDF371261
      US89112X0015
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-11-23
      2022-11-23
      2022-11-23
      N
      N
      N
      .0032
      6994166.34
      6994166.34
      .0005
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.320%, 11/23/2022
      89114WJE6
      PT3QB789TSUIDF371261
      US89112X0015
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-11-23
      2022-11-23
      2022-11-23
      N
      N
      N
      .0032
      19983334.60
      19983334.60
      .0016
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.250%, 4/20/2022
      89119BDL7
      PT3QB789TSUIDF371261
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-04-20
      2022-04-20
      2022-04-20
      N
      N
      N
      .0025
      119898009.60
      119898009.60
      .0094
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.240%, 5/3/2022
      89119BE36
      PT3QB789TSUIDF371261
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-05-03
      2022-05-03
      2022-05-03
      N
      N
      N
      .0023
      99903750.00
      99903750.00
      .0078
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.240%, 5/4/2022
      89119BE44
      PT3QB789TSUIDF371261
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-05-04
      2022-05-04
      2022-05-04
      N
      N
      N
      .0023
      79921811.20
      79921811.20
      .0063
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.240%, 5/5/2022
      89119BE51
      PT3QB789TSUIDF371261
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-05-05
      2022-05-05
      2022-05-05
      N
      N
      N
      .0023
      49950600.00
      49950600.00
      .0039
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.210%, 5/19/2022
      89119BEK8
      PT3QB789TSUIDF371261
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-05-19
      2022-05-19
      2022-05-19
      N
      N
      N
      .0021
      39953344.40
      39953344.40
      .0031
      N
      N
      N
      N
      
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank,  0.200%, 7/7/2022
      89119BG75
      PT3QB789TSUIDF371261
      
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      .0020
      49913008.50
      49913008.50
      .0039
      N
      N
      N
      N
      
    
    
      Triborough Bridge & Tunnel Authority, NY
      Triborough Bridge & Tunnel Authority, NY, (Taxable Series E),  0.070%, 11/15/2032
      89602RFE0
      54930020ZN4LQF7K3456
      US89602RFE09
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        VMIG1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2032-11-15
      Y
      
        Bank of America N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        Bank of America N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0007
      68300000.00
      68300000.00
      .0054
      N
      N
      Y
      N
      
    
    
      United States Treasury
      United States Treasury Notes,  0.084%, 4/30/2023
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      
      Y
      2021-12-07
      2023-04-30
      2023-04-30
      N
      N
      N
      .0008
      50001089.00
      50001089.00
      .0039
      N
      Y
      Y
      N
      
    
    
      Village Green Finance Co. LLC
      Village Green Finance Co. LLC, (Series 1997),  0.090%, 11/1/2022
      927078AA3
      
      US927078AA33
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 H
      
      2021-12-01
      2021-12-07
      2022-11-01
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      Y
      
        Wells Fargo Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 H
        
      
      N
      .0009
      3600000.00
      3600000.00
      .0003
      N
      N
      Y
      N
      
    
    
      Mizuho Securities USA LLC
      Mizuho Securities USA LLC,  0.270%, 12/1/2021
      930LFD005
      5493004GRDTUI7EMIZ82
      US65999B0027
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          01BI6GALLAGHER ARTHUR J &
          
          
            2500-12-31
          
          0
          371630.00
          612483.40
          Equities
          
        
        
          01BI2FREEPORT-MCMORAN INC
          
          
            2500-12-31
          
          0
          4816000.00
          1829116.80
          Equities
          
        
        
          048FFFISKER INC
          
          
            2500-12-31
          
          0
          182000.00
          40185.60
          Equities
          
        
        
          01C7FFIRST MERCHANTS CORP
          
          
            2500-12-31
          
          0
          245000.00
          99323.00
          Equities
          
        
        
          01C6HFIRST BANCORP P R
          
          
            2500-12-31
          
          0
          728000.00
          98935.20
          Equities
          
        
        
          01BGZENTERGY CORP NEW
          
          
            2500-12-31
          
          0
          455000.00
          478068.50
          Equities
          
        
        
          01SSQENPHASE ENERGY INC
          
          
            2500-12-31
          
          0
          2243430.00
          5759109.15
          Equities
          
        
        
          01BGUENNIS INC
          
          
            2500-12-31
          
          0
          728000.00
          140067.20
          Equities
          
        
        
          02G4UEAGLE BANCORP INC MD
          
          
            2500-12-31
          
          0
          49000.00
          27890.80
          Equities
          
        
        
          02KCLDOMINOS PIZZA INC
          
          
            2500-12-31
          
          0
          3710.00
          19809.55
          Equities
          
        
        
          04CU1DESKTOP METAL INC
          
          
            2500-12-31
          
          0
          13230000.00
          859950.00
          Equities
          
        
        
          01BG0DELUXE CORP
          
          
            2500-12-31
          
          0
          56000.00
          19734.40
          Equities
          
        
        
          01R4FDARDEN RESTAURANTS IN
          
          
            2500-12-31
          
          0
          2079000.00
          2946982.50
          Equities
          
        
        
          01BFYDANAHER CORPORATION
          
          
            2500-12-31
          
          0
          329000.00
          1074250.80
          Equities
          
        
        
          02LV4DTE ENERGY CO
          
          
            2500-12-31
          
          0
          357000.00
          398019.30
          Equities
          
        
        
          01S06CUTERA INC
          
          
            2500-12-31
          
          0
          91000.00
          33706.40
          Equities
          
        
        
          01BVICOSTCO WHSL CORP NEW
          
          
            2500-12-31
          
          0
          112000.00
          621465.60
          Equities
          
        
        
          01BFOCOMMERCIAL METALS CO
          
          
            2500-12-31
          
          0
          4977000.00
          1593137.70
          Equities
          
        
        
          01BFNCOMERICA INC
          
          
            2500-12-31
          
          0
          28000.00
          23889.60
          Equities
          
        
        
          01BFNCOCA COLA CO
          
          
            2500-12-31
          
          0
          203000.00
          110797.40
          Equities
          
        
        
          01RCHCENTURY ALUM CO
          
          
            2500-12-31
          
          0
          10010000.00
          1403402.00
          Equities
          
        
        
          01BJTCENTERPOINT ENERGY IN
          
          
            2500-12-31
          
          0
          7000.00
          1861.30
          Equities
          
        
        
          03YYYARCOSA INC
          
          
            2500-12-31
          
          0
          1799000.00
          970740.40
          Equities
          
        
        
          0237IARCH RESOURCES INC
          
          
            2500-12-31
          
          0
          28000.00
          22288.00
          Equities
          
        
        
          01OR3APARTMENT INVT & MGMT
          
          
            2500-12-31
          
          0
          1344000.00
          102412.80
          Equities
          
        
        
          01W7IAMERICAN TOWER CORP N
          
          
            2500-12-31
          
          0
          1526000.00
          4073504.40
          Equities
          
        
        
          02MD2AMERICAN INTL GROUP I
          
          
            2500-12-31
          
          0
          147000.00
          80776.50
          Equities
          
        
        
          01FLCALLSTATE CORP
          
          
            2500-12-31
          
          0
          56000.00
          63358.40
          Equities
          
        
        
          01BUYADOBE SYSTEMS INCORPO
          
          
            2500-12-31
          
          0
          7000.00
          48124.30
          Equities
          
        
        
          01BR3AT&T INC
          
          
            2500-12-31
          
          0
          4760000.00
          1137164.00
          Equities
          
        
        
          02LGMCELANESE CORP DEL
          
          
            2500-12-31
          
          0
          301000.00
          480967.90
          Equities
          
        
        
          02M8BLYONDELLBASELL INDUST
          
          
            2500-12-31
          
          0
          2618000.00
          2334470.60
          Equities
          
        
        
          02MBSUNDER ARMOUR INC
          
          
            2500-12-31
          
          0
          4753000.00
          1159256.70
          Equities
          
        
        
          01FIVTAPESTRY INC
          
          
            2500-12-31
          
          0
          3360000.00
          1402464.00
          Equities
          
        
        
          01BQ8SCHLUMBERGER LTD
          
          
            2500-12-31
          
          0
          11319000.00
          3356083.50
          Equities
          
        
        
          01RHEBOX INC
          
          
            2500-12-31
          
          0
          6650000.00
          1607305.00
          Equities
          
        
        
          01F7XALAMO GROUP INC
          
          
            2500-12-31
          
          0
          7000.00
          10245.90
          Equities
          
        
        
          03C9GAFFIMED N V
          
          
            2500-12-31
          
          0
          24724000.00
          1710900.80
          Equities
          
        
        
          01RVEZIMMER BIOMET HOLDING
          
          
            2500-12-31
          
          0
          924000.00
          1141140.00
          Equities
          
        
        
          01D60WASHINGTON TR BANCORP
          
          
            2500-12-31
          
          0
          7000.00
          3828.30
          Equities
          
        
        
          01D6VWASHINGTON REAL ESTAT
          
          
            2500-12-31
          
          0
          1127000.00
          288624.70
          Equities
          
        
        
          02HIAVONAGE HLDGS CORP
          
          
            2500-12-31
          
          0
          31913000.00
          6596417.10
          Equities
          
        
        
          01D5TVERTEX PHARMACEUTICAL
          
          
            2500-12-31
          
          0
          1778000.00
          3380155.80
          Equities
          
        
        
          0239BVALERO ENERGY CORP
          
          
            2500-12-31
          
          0
          630000.00
          429471.00
          Equities
          
        
        
          04DC5TURNING POINT THERAPE
          
          
            2500-12-31
          
          0
          2296000.00
          879827.20
          Equities
          
        
        
          01BR2TRUIST FINL CORP
          
          
            2500-12-31
          
          0
          917000.00
          559920.20
          Equities
          
        
        
          01FUHTITAN INTL INC ILL
          
          
            2500-12-31
          
          0
          1204000.00
          88975.60
          Equities
          
        
        
          01BN03M CO
          
          
            2500-12-31
          
          0
          7000.00
          12336.10
          Equities
          
        
        
          01DA23-D SYS CORP DEL
          
          
            2500-12-31
          
          0
          1162000.00
          264819.80
          Equities
          
        
        
          01BNFTENET HEALTHCARE CORP
          
          
            2500-12-31
          
          0
          3149160.00
          2344864.54
          Equities
          
        
        
          022X3TAKE-TWO INTERACTIVE
          
          
            2500-12-31
          
          0
          1673000.00
          2837408.00
          Equities
          
        
        
          01U2HSUTRO BIOPHARMA INC
          
          
            2500-12-31
          
          0
          595000.00
          96568.50
          Equities
          
        
        
          02G3HSLEEP NUMBER CORP
          
          
            2500-12-31
          
          0
          504000.00
          408340.80
          Equities
          
        
        
          03R7SSIMPLY GOOD FOODS CO
          
          
            2500-12-31
          
          0
          119000.00
          44946.30
          Equities
          
        
        
          01QD4SERVICENOW INC
          
          
            2500-12-31
          
          0
          21000.00
          141292.20
          Equities
          
        
        
          03P3XSELECT ENERGY SVCS IN
          
          
            2500-12-31
          
          0
          238000.00
          14280.00
          Equities
          
        
        
          02FU6SEALED AIR CORP NEW
          
          
            2500-12-31
          
          0
          651000.00
          417942.00
          Equities
          
        
        
          01CGDSANFILIPPO JOHN B & S
          
          
            2500-12-31
          
          0
          28000.00
          23293.20
          Equities
          
        
        
          01CZWS & T BANCORP INC
          
          
            2500-12-31
          
          0
          168000.00
          50568.00
          Equities
          
        
        
          01CWQROSS STORES INC
          
          
            2500-12-31
          
          0
          5334000.00
          5955944.40
          Equities
          
        
        
          03FSRREGENXBIO INC
          
          
            2500-12-31
          
          0
          1484000.00
          448019.60
          Equities
          
        
        
          02LKORADIANT LOGISTICS INC
          
          
            2500-12-31
          
          0
          196000.00
          15895.60
          Equities
          
        
        
          02FQGQUANTA SVCS INC
          
          
            2500-12-31
          
          0
          462000.00
          562161.60
          Equities
          
        
        
          01BRIPUBLIC STORAGE
          
          
            2500-12-31
          
          0
          203000.00
          673736.70
          Equities
          
        
        
          02FP2PROLOGIS INC.
          
          
            2500-12-31
          
          0
          392000.00
          600857.60
          Equities
          
        
        
          01CTLPROGRESS SOFTWARE COR
          
          
            2500-12-31
          
          0
          3542000.00
          1753998.40
          Equities
          
        
        
          01BP3PINNACLE WEST CAP COR
          
          
            2500-12-31
          
          0
          756000.00
          501152.40
          Equities
          
        
        
          02FTKPC CONNECTION INC
          
          
            2500-12-31
          
          0
          378000.00
          168814.80
          Equities
          
        
        
          033RSOUTFRONT MEDIA INC
          
          
            2500-12-31
          
          0
          3053120.00
          788315.58
          Equities
          
        
        
          01CQIORTHOFIX MED INC
          
          
            2500-12-31
          
          0
          14000.00
          4342.80
          Equities
          
        
        
          034RANOW INC
          
          
            2500-12-31
          
          0
          973000.00
          85526.70
          Equities
          
        
        
          01CQ1NORTHERN TR CORP
          
          
            2500-12-31
          
          0
          693000.00
          831184.20
          Equities
          
        
        
          01BNUNORFOLK SOUTHN CORP
          
          
            2500-12-31
          
          0
          322000.00
          865342.80
          Equities
          
        
        
          02LVPNASDAQ INC
          
          
            2500-12-31
          
          0
          2100000.00
          4390680.00
          Equities
          
        
        
          01COENBT BANCORP INC
          
          
            2500-12-31
          
          0
          35000.00
          12736.50
          Equities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2500-12-31
          
          0
          602000.00
          585324.60
          Equities
          
        
        
          02KBTMIDWESTONE FINL GROUP
          
          
            2500-12-31
          
          0
          7000.00
          2223.20
          Equities
          
        
        
          01BVGMICROSOFT CORP
          
          
            2500-12-31
          
          0
          420000.00
          1413846.00
          Equities
          
        
        
          01CGVMERIDIAN BIOSCIENCE I
          
          
            2500-12-31
          
          0
          287000.00
          57629.60
          Equities
          
        
        
          01RWKMASTERCARD INCORPORAT
          
          
            2500-12-31
          
          0
          756000.00
          2441955.60
          Equities
          
        
        
          02FU6MFA FINL INC
          
          
            2500-12-31
          
          0
          9597000.00
          422268.00
          Equities
          
        
        
          02KZXLAS VEGAS SANDS CORP
          
          
            2500-12-31
          
          0
          10300500.00
          3837966.30
          Equities
          
        
        
          02XLULAMB WESTON HLDGS INC
          
          
            2500-12-31
          
          0
          826000.00
          440175.40
          Equities
          
        
        
          01BNELABORATORY CORP AMER
          
          
            2500-12-31
          
          0
          56000.00
          163475.20
          Equities
          
        
        
          032IKKRAFT HEINZ CO
          
          
            2500-12-31
          
          0
          1750000.00
          608650.00
          Equities
          
        
        
          01BL5KIMCO RLTY CORP
          
          
            2500-12-31
          
          0
          2324000.00
          541027.20
          Equities
          
        
        
          034MKKEYSIGHT TECHNOLOGIES
          
          
            2500-12-31
          
          0
          532000.00
          1051976.80
          Equities
          
        
        
          01F1KKADANT INC
          
          
            2500-12-31
          
          0
          7000.00
          16556.40
          Equities
          
        
        
          01BFWCSX CORP
          
          
            2500-12-31
          
          0
          5264000.00
          1875036.80
          Equities
          
        
        
          01NSACBOE GLOBAL MKTS INC
          
          
            2500-12-31
          
          0
          7000.00
          9079.00
          Equities
          
        
        
          01BENBRISTOL-MYERS SQUIBB
          
          
            2500-12-31
          
          0
          3304000.00
          1805305.60
          Equities
          
        
        
          01BENBOSTON SCIENTIFIC COR
          
          
            2500-12-31
          
          0
          2681000.00
          1034597.90
          Equities
          
        
        
          01BEKBOEING CO
          
          
            2500-12-31
          
          0
          66500.00
          132002.50
          Equities
          
        
        
          04GLNBELLRING BRANDS INC
          
          
            2500-12-31
          
          0
          5894000.00
          1392162.80
          Equities
          
        
        
          046OJBEAM THERAPEUTICS INC
          
          
            2500-12-31
          
          0
          5012000.00
          3850218.40
          Equities
          
        
        
          01RBCBANNER CORP
          
          
            2500-12-31
          
          0
          3017000.00
          1748049.80
          Equities
          
        
        
          03NHSAVROBIO INC
          
          
            2500-12-31
          
          0
          16637600.00
          660512.72
          Equities
          
        
        
          01CGMJOHNSON OUTDOORS INC
          
          
            2500-12-31
          
          0
          42000.00
          45003.00
          Equities
          
        
        
          02FU8INTUITIVE SURGICAL IN
          
          
            2500-12-31
          
          0
          959000.00
          3210156.60
          Equities
          
        
        
          01HYQINCYTE CORP
          
          
            2500-12-31
          
          0
          938000.00
          660070.60
          Equities
          
        
        
          04CIIHYLIION HOLDINGS CORP
          
          
            2500-12-31
          
          0
          5243000.00
          349183.80
          Equities
          
        
        
          01BCEHONEYWELL INTL INC
          
          
            2500-12-31
          
          0
          610540.00
          1267847.36
          Equities
          
        
        
          01BJFHP INC
          
          
            2500-12-31
          
          0
          210000.00
          75453.00
          Equities
          
        
        
          01BVDHNI CORP
          
          
            2500-12-31
          
          0
          28000.00
          11452.00
          Equities
          
        
        
          01BLDH & E EQUIPMENT SERVI
          
          
            2500-12-31
          
          0
          3787000.00
          1672339.20
          Equities
          
        
        
          01C9MGILEAD SCIENCES INC
          
          
            2500-12-31
          
          0
          1816570.00
          1283406.71
          Equities
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0027
      105000000.00
      105000000.00
      .0082
      N
      Y
      Y
      N
      
    
    
      Credit Suisse Securities (USA) LLC
      Credit Suisse Securities (USA) LLC,  0.200%, 12/7/2021
      930NXL003
      1V8Y6QCX6YMJ2OELII46
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          03BLSBCAP LLC TR 2012-RR12
          
          
            2036-04-28
          
          3.1405
          1496246.99
          1240572.51
          Private Label Collateralized Mortgage Obligations
          
        
        
          04J36EAGLE RE LTD 2020-1
          
          
            2030-01-25
          
          .9916
          211998.40
          210063.74
          Private Label Collateralized Mortgage Obligations
          
        
        
          04P3DCONTINENTAL FIN CR CA
          
          
            2029-12-17
          
          6.01
          2800000.00
          2801718.27
          Asset-Backed Securities
          
        
        
          04E0UUPGRADE MASTER PASS-T
          
          
            2027-10-15
          
          17.7177
          6726000.00
          5386170.66
          Asset-Backed Securities
          
        
        
          04PZCAFFIRM ASSET SEC TR 2
          
          
            2025-08-15
          
          5.65
          1100000.00
          1118242.58
          Asset-Backed Securities
          
        
        
          047WHVIVINT SOLAR FIN IV 2
          
          
            2023-08-28
          
          4.8708
          10373875.11
          10496509.59
          Asset-Backed Securities
          
        
        
          04UFYFAT BRNDS TWIN PEAKS
          
          
            2051-07-25
          
          10
          3358000.00
          3188877.32
          Asset-Backed Securities
          
        
        
          04SZFFAT BRNDS GFG ROYAL 2
          
          
            2051-07-25
          
          9.5
          1938000.00
          1819549.66
          Asset-Backed Securities
          
        
        
          04970ZAIS CLO 14 LTD
          
          
            2032-04-15
          
          0
          2547092.00
          2313582.25
          Other Instrument
          Collateralized Debt Obligation
        
        
          03RYDVOYA CLO LTD 2017-4
          
          
            2030-10-15
          
          0
          912000.00
          474240.00
          Other Instrument
          Collateralized Debt Obligation
        
        
          03M2JCANYON CLO 2016-1
          
          
            2031-07-15
          
          0
          1000000.00
          693189.00
          Other Instrument
          Collateralized Debt Obligation
        
        
          04E2GALLEGRO CLO 2019-10
          
          
            2032-04-20
          
          0
          1160000.00
          857454.60
          Other Instrument
          Collateralized Debt Obligation
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-07
      2021-12-07
      2021-12-07
      Y
      
        Credit Suisse Securities (USA) LLC
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
      
      N
      N
      .0020
      30000000.00
      30000000.00
      .0024
      N
      N
      Y
      N
      
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC,  0.620%, 2/8/2022
      930NXW009
      VYVVCKR63DVZZN70PB21
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          03GZUCOLONY CAPITAL OPERAT
          
          
            2025-07-15
          
          5.75
          17443000.00
          64312907.90
          Corporate Debt Securities
          
        
        
          038LMQ2 HLDGS INC
          
          
            2025-11-15
          
          .125
          22656000.00
          20795309.92
          Corporate Debt Securities
          
        
        
          02FU6MFA FINL INC
          
          
            2024-06-15
          
          6.25
          6287000.00
          6647533.25
          Corporate Debt Securities
          
        
        
          01C5VEZCORP INC
          
          
            2024-07-01
          
          2.875
          31710000.00
          32985037.08
          Corporate Debt Securities
          
        
        
          02L8OCRYOPORT INC
          
          
            2026-12-01
          
          .75
          21542000.00
          20734282.71
          Corporate Debt Securities
          
        
        
          04A4NINTERDIGITAL INC
          
          
            2024-06-01
          
          2
          6931000.00
          7580396.19
          Corporate Debt Securities
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-10
      2022-02-08
      2022-02-08
      N
      N
      N
      .0063
      150000000.00
      150000000.00
      .0118
      N
      N
      N
      Y
      
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC,  0.640%, 2/25/2022
      930NXW009
      VYVVCKR63DVZZN70PB21
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          03NB5UPWORK INC
          
          
            2026-08-15
          
          .25
          1445000.00
          1384879.17
          Corporate Debt Securities
          
        
        
          01QI4TWO HARBORS INVENTMEN
          
          
            2026-01-15
          
          6.25
          2581000.00
          2685627.29
          Corporate Debt Securities
          
        
        
          04F6GSUNNOVA ENERGY INTL I
          
          
            2026-12-01
          
          .25
          13300000.00
          16900483.64
          Corporate Debt Securities
          
        
        
          02LZPRBC BEARINGS INC
          
          
            2024-10-15
          
          5
          159450.00
          17065933.50
          Corporate Debt Securities
          
        
        
          01POMMACOM TECH SOLUTIONS
          
          
            2026-03-15
          
          .25
          4595000.00
          5259762.48
          Corporate Debt Securities
          
        
        
          01F6MLIGAND PHARMACEUTICAL
          
          
            2023-05-15
          
          .75
          13000.00
          13191.00
          Corporate Debt Securities
          
        
        
          01HYUITRON INC
          
          
            2026-03-15
          
          0
          19030000.00
          16546965.60
          Corporate Debt Securities
          
        
        
          03PQSDIGITALOCEAN HLDGS IN
          
          
            2026-12-01
          
          0
          4850000.00
          4742912.00
          Corporate Debt Securities
          
        
        
          01BFYDANAHER CORPORATION
          
          
            2023-04-15
          
          5
          80.00
          138740.80
          Corporate Debt Securities
          
        
        
          01BFYDANAHER CORPORATION
          
          
            2022-04-15
          
          4.75
          2034.00
          4434811.56
          Corporate Debt Securities
          
        
        
          01EVICINEMARK HLDGS INC
          
          
            2025-08-15
          
          4.5
          10224000.00
          14825669.04
          Corporate Debt Securities
          
        
        
          01BEZCALLAWAY GOLF COMPANY
          
          
            2026-05-01
          
          2.75
          1633000.00
          2832234.83
          Corporate Debt Securities
          
        
        
          01BENBOSTON SCIENTIFIC COR
          
          
            2023-06-01
          
          5.5
          6393.00
          682005.24
          Corporate Debt Securities
          
        
        
          01BE6BECTON DICKINSON & CO
          
          
            2023-06-01
          
          6
          134947.00
          7029389.23
          Corporate Debt Securities
          
        
        
          04JNOACCOLADE INC
          
          
            2026-04-01
          
          .5
          2267000.00
          2009059.48
          Corporate Debt Securities
          
        
        
          02L8OCRYOPORT INC
          
          
            2026-12-01
          
          .75
          1750000.00
          1684383.75
          Corporate Debt Securities
          
        
        
          02HJ8NUVASIVE INC
          
          
            2025-03-15
          
          .375
          3597000.00
          3350286.27
          Corporate Debt Securities
          
        
        
          0485BHEALTH CATALYST INC
          
          
            2025-04-15
          
          2.5
          1205000.00
          1880432.63
          Corporate Debt Securities
          
        
        
          045S6BROADCOM INC
          
          
            2022-09-30
          
          8
          208.00
          367872.96
          Corporate Debt Securities
          
        
        
          04A4NINTERDIGITAL INC
          
          
            2024-06-01
          
          2
          9754000.00
          10667895.61
          Corporate Debt Securities
          
        
        
          02BVAAPTIV PLC
          
          
            2023-06-15
          
          5.5
          4264500.00
          7912779.75
          Other Instrument
          CVPF
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-24
      2022-02-25
      2022-02-25
      N
      N
      N
      .0065
      120000000.00
      120000000.00
      .0094
      N
      N
      N
      Y
      
    
    
      BMO Capital Markets Corp.
      BMO Capital Markets Corp.,  0.239%, 5/12/2022
      930NYX006
      RUC0QBLBRPRCU4W1NE59
      US05560H0042
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          GNMA GNRM 2021-177 HI
          
          
            2051-09-20
          
          3
          7653882.20
          737648.00
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-142 SL
          
          
            2051-08-20
          
          6.2089
          39378006.27
          8229557.79
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-081 IM
          
          
            2051-05-20
          
          3.5
          5561989.55
          748763.07
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FTRA 4867WI 04/15/37
          
          
            2037-04-15
          
          1.7726
          9717429.37
          747959.71
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FTRA 4697WI 06/15/38
          
          
            2038-06-15
          
          1.9186
          9699270.74
          633542.35
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 4650KS 01/15/47
          
          
            2047-01-15
          
          5.9108
          4973791.62
          943417.92
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL066SM R21F066
          
          
            2051-10-25
          
          3.2023
          1122167.71
          1004448.56
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL034SA R21F034
          
          
            2049-12-25
          
          5.908
          21394956.46
          2957607.88
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL080JS R20F080
          
          
            2050-11-25
          
          6.1503
          6417048.87
          1100037.55
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL087GI R20F087
          
          
            2050-12-25
          
          4.5
          7038408.11
          1158324.90
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL095OP R05F095
          
          
            2035-11-25
          
          20.071
          458546.81
          725163.20
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-161 IU
          
          
            2051-09-20
          
          3
          15268391.45
          1837500.02
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL036CI R20F036
          
          
            2050-06-25
          
          5
          5276744.77
          791204.49
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL024KI R21F024
          
          
            2051-04-25
          
          3.5
          5430516.04
          630789.44
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL080IA R21F080
          
          
            2051-11-25
          
          2
          7778035.40
          780892.29
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-074 ID
          
          
            2050-10-20
          
          3
          5696755.51
          630896.69
          Agency Collateralized Mortgage Obligation
          
        
        
          04SKTSANTANDER DRIVE AUTO
          
          
            2027-07-15
          
          1.35
          925500.00
          923033.08
          Asset-Backed Securities
          
        
        
          02896MASTER CREIT CARD TR
          
          
            2025-11-21
          
          .53
          50000.00
          49421.13
          Asset-Backed Securities
          
        
        
          04J6JSANTANDER RETAIL AUTO
          
          
            2023-07-20
          
          1.74
          665000.00
          669862.04
          Asset-Backed Securities
          
        
        
          01EWBSOCIETE GENERALE
          
          
            2027-06-09
          
          1.792
          4653000.00
          4601779.78
          Corporate Debt Securities
          
        
        
          02JVFPERFORMANCE FOOD GROU
          
          
            2029-08-01
          
          4.25
          652500.00
          642946.68
          Corporate Debt Securities
          
        
        
          01DXQHSBC HLDGS PLC
          
          
            2028-03-13
          
          4.041
          4577000.00
          4980568.97
          Corporate Debt Securities
          
        
        
          01BI8GENERAL ELECTRIC CO
          
          
            2032-03-15
          
          6.75
          3313000.00
          4618893.49
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2500-12-31
          
          4
          4863500.00
          4931048.61
          Corporate Debt Securities
          
        
        
          01BF7CARPENTER TECHNOLOGY
          
          
            2028-07-15
          
          6.375
          750000.00
          810379.69
          Corporate Debt Securities
          
        
        
          01PRVCPPIB CAPITAL INC
          
          
            2022-10-21
          
          .75
          1806000.00
          1813138.22
          Corporate Debt Securities
          
        
        
          01BV1APPLE INC
          
          
            2030-08-20
          
          1.25
          4800000.00
          4512778.67
          Corporate Debt Securities
          
        
        
          01W7IAMERICAN TOWER CORP
          
          
            2025-06-01
          
          4
          4500000.00
          4927000.00
          Corporate Debt Securities
          
        
        
          02IZ1AMERICAN EQTY INVT LI
          
          
            2027-06-15
          
          5
          681500.00
          791185.16
          Corporate Debt Securities
          
        
        
          02JQOPOWDR CORPORATION
          
          
            2025-08-01
          
          6
          610500.00
          645502.00
          Corporate Debt Securities
          
        
        
          04HWJACAM 2019-FL1
          
          
            2034-11-16
          
          1.5622
          1719000.00
          1710824.63
          Other Instrument
          Collateralized Debt Obligation
        
        
          USTR 1 3/8 NOTE R 28
          
          
            2028-10-31
          
          1.375
          7281250.00
          7265664.51
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE AU 22
          
          
            2022-12-15
          
          1.625
          1835900.00
          1876196.20
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 NOTE E 24
          
          
            2024-08-15
          
          2.375
          1513950.00
          1590290.28
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/4 BOND 41
          
          
            2041-08-15
          
          1.75
          13045000.00
          12681283.42
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 02/03/22
          
          
            2022-02-03
          
          0
          2853950.00
          2853667.46
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 BOND 41
          
          
            2041-11-15
          
          2
          4117500.00
          4162087.30
          U.S. Treasuries (including strips)
          
        
        
          WLDB INTERNATIONAL BK FOR
          
          
            2037-12-28
          
          2.7
          2258500.00
          2289034.92
          Other Instrument
          Asset Backed Tranches
        
        
          GNMA GNRA 2021-195 IO
          
          
            2063-08-16
          
          .9904
          84729792.50
          7559999.99
          Other Instrument
          Commercial MBS
        
        
          FMAC FHLMC REMIC SERIES K-
          
          
            2029-03-25
          
          .7042
          945271.48
          36636.15
          Other Instrument
          Commercial MBS
        
        
          FNMA MNRA CL001X1 R20M001
          
          
            2029-10-25
          
          .2941
          58488023.31
          886616.32
          Other Instrument
          Commercial MBS
        
        
          04H2ITRTX ISSUER LTD 2019-
          
          
            2034-10-17
          
          1.6122
          764500.00
          764467.42
          Other Instrument
          Commercial MBS
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-07
      2021-12-07
      2022-05-12
      Y
      
        BMO Capital Markets Corp.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
      
      N
      N
      .0024
      100000000.00
      100000000.00
      .0078
      N
      N
      Y
      N
      
    
    
      BMO Capital Markets Corp.
      BMO Capital Markets Corp.,  0.170%, 12/1/2021
      930NYX006
      RUC0QBLBRPRCU4W1NE59
      US05560H0042
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          04AQFTOYOTA AUTO REC TR 20
          
          
            2024-02-15
          
          3.3
          167500.00
          170947.99
          Asset-Backed Securities
          
        
        
          FMAC FGRM 5101BI 06/15/47
          
          
            2047-06-15
          
          4.5
          340625.60
          13432.23
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC059TI R21F059
          
          
            2051-09-25
          
          2.5
          7443082.10
          776625.25
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL051AI R21F051
          
          
            2051-06-25
          
          4
          3733721.91
          615900.66
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL020GI R20F020
          
          
            2050-04-25
          
          3.5
          5480123.60
          722764.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL066VM R13F066
          
          
            2032-04-25
          
          3
          627750.00
          645963.96
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGST GIO 0329 S13840
          
          
            2044-01-15
          
          4
          625025.69
          82396.03
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL063VG R14F063
          
          
            2031-05-25
          
          3.5
          297236.75
          312368.31
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL087JI R20F087
          
          
            2050-12-25
          
          3.5
          3397432.85
          752994.94
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC066HI R21F066
          
          
            2051-10-25
          
          3
          7301998.64
          1321520.58
          Agency Collateralized Mortgage Obligation
          
        
        
          01EWBSOCIETE GENERALE
          
          
            2027-06-09
          
          1.792
          1851000.00
          1830624.19
          Corporate Debt Securities
          
        
        
          01BPWRYDER SYS INC
          
          
            2025-09-01
          
          3.35
          189250.00
          202444.88
          Corporate Debt Securities
          
        
        
          02HTKMASSMUTUAL GLBL FDG I
          
          
            2026-07-16
          
          1.2
          903500.00
          890287.82
          Corporate Debt Securities
          
        
        
          01MIDMASSACHUSETTS MUT LIF
          
          
            2061-12-01
          
          3.2
          18750.00
          18854.67
          Corporate Debt Securities
          
        
        
          01E2YLLOYDS TSB GROUP PLC
          
          
            2045-12-01
          
          5.3
          50000.00
          68149.14
          Corporate Debt Securities
          
        
        
          01BC9ALLEGHANY CORP MD
          
          
            2030-05-15
          
          3.625
          562750.00
          608929.50
          Corporate Debt Securities
          
        
        
          01PR6DEERE JOHN CAPITAL CO
          
          
            2023-10-10
          
          .4
          1413750.00
          1408908.69
          Corporate Debt Securities
          
        
        
          02NO5TOTAL CAP INTL
          
          
            2029-02-19
          
          3.455
          2478250.00
          2709057.34
          Corporate Debt Securities
          
        
        
          01DRJTORONTO DOMINION BANK
          
          
            2026-01-06
          
          .75
          2250.00
          2191.48
          Corporate Debt Securities
          
        
        
          01DCJBANK OF MONTREAL
          
          
            2026-09-15
          
          1.25
          1931000.00
          1894975.59
          Corporate Debt Securities
          
        
        
          01BP6PNC FINL SVCS GROUP I
          
          
            2500-12-31
          
          4.85
          250.00
          260.06
          Corporate Debt Securities
          
        
        
          01BRSSYSCO CORP
          
          
            2040-04-01
          
          6.6
          43500.00
          64188.02
          Corporate Debt Securities
          
        
        
          02LTQWESLEYAN UNIV CONN
          
          
            2116-07-01
          
          4.781
          2747500.00
          3953509.71
          Corporate Debt Securities
          
        
        
          02MD6NATWEST MKTS PLC US M
          
          
            2026-09-29
          
          1.6
          4803250.00
          4736346.07
          Corporate Debt Securities
          
        
        
          01T7MOMERS FINANCE TRUST
          
          
            2026-03-26
          
          1.1
          575000.00
          570748.20
          Other Instrument
          CBND
        
        
          04HWJACAM 2019-FL1
          
          
            2034-11-16
          
          1.5622
          1140500.00
          1135075.91
          Other Instrument
          Collateralized Debt Obligation
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0017
      25000000.00
      25000000.00
      .0020
      N
      Y
      Y
      N
      
    
    
      BMO Capital Markets Corp.
      BMO Capital Markets Corp.,  0.200%, 12/1/2021
      930NYX006
      RUC0QBLBRPRCU4W1NE59
      US05560H0042
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          GNMA GNRM 2021-074 IE
          
          
            2050-12-20
          
          3
          1337196.53
          163957.23
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-066 IO
          
          
            2051-04-20
          
          4
          1434691.48
          203606.00
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-066 IB
          
          
            2051-04-20
          
          4
          1552833.93
          172218.94
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-089 IL
          
          
            2051-05-20
          
          4.5
          1040061.56
          155785.62
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-030 IK
          
          
            2051-02-20
          
          2
          4651770.78
          561571.59
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2020-191 UE
          
          
            2050-12-20
          
          4
          3954904.67
          494933.47
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2020-183 IC
          
          
            2037-01-20
          
          6
          1059719.18
          155482.35
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2020-134 IL
          
          
            2050-09-20
          
          2.5
          360095.40
          33828.04
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2020-127 IY
          
          
            2050-08-20
          
          4
          1485249.97
          227118.81
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-02O PI
          
          
            2070-05-20
          
          2.1271
          544697.45
          29798.47
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2016-4O BI
          
          
            2066-01-20
          
          1.8466
          38609.37
          2331.56
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2017-1O IO
          
          
            2067-05-20
          
          2.0627
          404865.85
          30400.01
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL011IO R04F011
          
          
            2034-03-25
          
          1.216
          239.51
          6.50
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5168IM 11/25/51
          
          
            2051-11-25
          
          2
          373767.32
          30725.21
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5142BI 04/25/49
          
          
            2049-04-25
          
          2.5
          1899016.08
          237919.92
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5124IQ 07/25/51
          
          
            2051-07-25
          
          3.5
          13298.07
          2476.53
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERA 5127SA 07/25/51
          
          
            2051-07-25
          
          2.4503
          1356837.82
          114124.07
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5000IC 05/25/49
          
          
            2049-05-25
          
          4
          1033787.85
          133264.79
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 4965IG 04/25/50
          
          
            2050-04-25
          
          4
          961212.07
          156293.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL075NI R21F075
          
          
            2051-11-25
          
          4.5
          332196.85
          52311.37
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL066SM R21F066
          
          
            2051-10-25
          
          3.2023
          202318.01
          181094.17
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC069GO R21F069
          
          
            2051-05-25
          
          0
          1013746.46
          778494.43
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC069I R21F069
          
          
            2051-05-25
          
          2
          2641143.91
          256341.80
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC037QI R21F037
          
          
            2051-06-25
          
          3
          413341.55
          55058.61
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL012IE R21F012
          
          
            2045-06-25
          
          2.8657
          1145.77
          4.94
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FMST SIO 0328 900121
          
          
            2038-02-15
          
          1.7556
          843736.00
          47885.60
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL104SL R17F104
          
          
            2048-01-25
          
          6.058
          175664.04
          29286.95
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL070HI R19F070
          
          
            2049-12-25
          
          4
          131110.33
          7189.86
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL034IE R21F034
          
          
            2051-04-25
          
          2.5
          2314093.83
          282161.83
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC069NI R21F069
          
          
            2051-10-25
          
          2.5
          198974.76
          19372.76
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-27O AI
          
          
            2065-09-20
          
          1.6928
          3087534.39
          204745.56
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 4954KI 02/25/50
          
          
            2050-02-25
          
          4.5
          1005528.49
          179647.72
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 5101IA 02/15/47
          
          
            2047-02-15
          
          4
          157187.26
          11023.73
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5139TI 09/25/51
          
          
            2051-09-25
          
          3
          1778005.62
          287191.77
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5151YI 10/25/50
          
          
            2050-10-25
          
          2
          284628.18
          21501.98
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2017-174 IA
          
          
            2045-08-20
          
          3.5
          427.37
          1.21
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2020-102 SK
          
          
            2050-07-20
          
          6.1089
          3184705.03
          581721.11
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2020-191 UT
          
          
            2050-06-20
          
          2.5
          346586.17
          43759.93
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-008 QX
          
          
            2049-08-20
          
          3.5
          26932.11
          101.60
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-089 TI
          
          
            2051-05-20
          
          2.5
          275373.12
          36066.14
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-066 AS
          
          
            2051-04-20
          
          6.2089
          4753716.66
          713293.69
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-074 S
          
          
            2051-04-20
          
          2.4089
          4929926.04
          306597.67
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-107 IM
          
          
            2050-12-20
          
          3.5
          1715338.73
          221035.88
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-096 YI
          
          
            2048-12-20
          
          3
          41420.29
          399.03
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-116 IL
          
          
            2051-07-20
          
          3.5
          2040470.59
          314288.47
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-116 SE
          
          
            2050-12-20
          
          6.2089
          701555.44
          126766.64
          Agency Collateralized Mortgage Obligation
          
        
        
          04SKTSANTANDER DRIVE AUTO
          
          
            2027-07-15
          
          1.35
          140.00
          139.63
          Asset-Backed Securities
          
        
        
          GNMA GNRM 2021-156 LI
          
          
            2051-09-20
          
          4
          2229189.00
          313848.01
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-161 IX
          
          
            2051-09-20
          
          3.5
          7577390.95
          1046456.21
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-116 IY
          
          
            2051-06-20
          
          3.5
          1838094.57
          224614.14
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-116 NI
          
          
            2051-07-20
          
          3.5
          2333561.79
          325542.24
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-116 LZ
          
          
            2051-07-20
          
          2.5
          71665.90
          68686.96
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-114 GL
          
          
            2051-06-20
          
          1.5
          118490.96
          106424.00
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-119 SC
          
          
            2051-07-20
          
          6.2089
          1244250.96
          245411.94
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-118 IN
          
          
            2051-07-20
          
          3
          724754.53
          132012.35
          Agency Collateralized Mortgage Obligation
          
        
        
          01BR2TRUIST FINL CORP
          
          
            2025-06-09
          
          .4492
          159460.00
          159452.55
          Corporate Debt Securities
          
        
        
          01DRJTORONTO DOMINION BANK
          
          
            2023-06-12
          
          .75
          320600.00
          322289.56
          Corporate Debt Securities
          
        
        
          03FBZPEACEHEALTH
          
          
            2048-11-15
          
          4.787
          709100.00
          950970.17
          Corporate Debt Securities
          
        
        
          01BNABK OF AMERICA CORP
          
          
            2500-12-31
          
          6.5
          12600.00
          13755.18
          Corporate Debt Securities
          
        
        
          02IPSANGLO AMERICAN CAPITA
          
          
            2030-04-01
          
          5.625
          37100.00
          44111.48
          Corporate Debt Securities
          
        
        
          03AU7AERCAP IRELAND CAPITA
          
          
            2027-10-15
          
          4.625
          34720.00
          38515.98
          Corporate Debt Securities
          
        
        
          GNMA GNRA 2011-161 CI
          
          
            2046-01-16
          
          0
          52074.66
          2.03
          Other Instrument
          Commercial MBS
        
        
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            2044-02-16
          
          .2415
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          534.82
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          Commercial MBS
        
        
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            2052-06-16
          
          .0102
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          9.66
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          Commercial MBS
        
        
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            2050-05-16
          
          .0008
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          5.56
          Other Instrument
          Commercial MBS
        
        
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            2052-03-16
          
          0
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          0.73
          Other Instrument
          Commercial MBS
        
        
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            2052-03-16
          
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          28.86
          Other Instrument
          Commercial MBS
        
        
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            2051-11-16
          
          0
          1007663.49
          10.08
          Other Instrument
          Commercial MBS
        
        
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            2029-05-25
          
          .4532
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          219533.09
          Other Instrument
          Commercial MBS
        
        
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            2045-07-16
          
          0
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          2.40
          Other Instrument
          Commercial MBS
        
        
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            2052-02-16
          
          0
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          6.75
          Other Instrument
          Commercial MBS
        
        
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            2050-03-16
          
          0
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          5.44
          Other Instrument
          Commercial MBS
        
        
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            2053-04-16
          
          0
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          Other Instrument
          Commercial MBS
        
        
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            2062-12-16
          
          .25
          4963200.15
          55842.89
          Other Instrument
          Commercial MBS
        
        
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            2026-09-30
          
          .875
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          U.S. Treasuries (including strips)
          
        
        
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            2028-07-15
          
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          831359.34
          958613.44
          U.S. Treasuries (including strips)
          
        
        
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            2022-04-30
          
          1.875
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          201293.88
          U.S. Treasuries (including strips)
          
        
        
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          1.25
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          608336.23
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          2.625
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          Sovereign
        
        
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            2025-10-31
          
          .25
          91000.00
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            2032-02-25
          
          4.674
          58.98
          68.10
          Other Instrument
          Mortgages
        
        
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            2022-06-29
          
          2.45
          980.00
          1003.10
          Other Instrument
          Asset Backed Tranches
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0020
      14000000.00
      14000000.00
      .0011
      N
      Y
      Y
      N
      
    
    
      MUFG Securities Americas Inc.
      MUFG Securities Americas Inc.,  0.220%, 12/1/2021
      933DPF004
      K5HU16E3LMSVCCJJJ255
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
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            2026-01-15
          
          1.12
          1601803.64
          1608473.01
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            2027-03-01
          
          6
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          132378.92
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            2026-03-01
          
          9.75
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          468458.10
          Corporate Debt Securities
          
        
        
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            2024-09-15
          
          .125
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          3148440.25
          Corporate Debt Securities
          
        
        
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            2031-09-15
          
          4.5
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          02D0ZPOST HLDGS INC
          
          
            2029-12-15
          
          5.5
          295156.36
          313006.93
          Corporate Debt Securities
          
        
        
          03RNQPETIQ INC
          
          
            2026-06-01
          
          4
          73512.73
          83317.77
          Corporate Debt Securities
          
        
        
          03Y99PAR PETROLEUM LLC / P
          
          
            2025-12-15
          
          7.75
          535592.73
          555286.92
          Corporate Debt Securities
          
        
        
          02LPJNOVELIS CORP
          
          
            2031-08-15
          
          3.875
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          53917.58
          Corporate Debt Securities
          
        
        
          02FTPNCL CORP LTD
          
          
            2025-08-01
          
          5.375
          243200.00
          342811.65
          Corporate Debt Securities
          
        
        
          01F6TMICROCHIP TECHNOLOGY
          
          
            2037-02-15
          
          2.25
          3228480.00
          8100199.82
          Corporate Debt Securities
          
        
        
          01F6TMICROCHIP TECHNOLOGY
          
          
            2025-02-15
          
          1.625
          28189.09
          112603.85
          Corporate Debt Securities
          
        
        
          01BMCMATTEL INC
          
          
            2027-12-15
          
          5.875
          2266181.82
          2488668.94
          Corporate Debt Securities
          
        
        
          01BMVMGM RESORTS INTERNATI
          
          
            2022-03-15
          
          7.75
          2277236.36
          2348162.79
          Corporate Debt Securities
          
        
        
          01QMEETSY INC
          
          
            2026-10-01
          
          .125
          3861905.45
          12433462.00
          Corporate Debt Securities
          
        
        
          04TH7MILLENNIUM ESCROW COR
          
          
            2026-08-01
          
          6.625
          1105454.55
          1127766.30
          Corporate Debt Securities
          
        
        
          01BP4PITNEY BOWES INC
          
          
            2024-03-15
          
          4.625
          1377396.36
          1413312.55
          Corporate Debt Securities
          
        
        
          03NNSTALLGRASS ENERGY PART
          
          
            2031-09-01
          
          6
          638400.00
          630100.80
          Corporate Debt Securities
          
        
        
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            2024-03-15
          
          2.375
          2531490.91
          2396886.26
          Corporate Debt Securities
          
        
        
          026RIDISH DBS CORPORATION
          
          
            2028-07-01
          
          7.375
          1474676.36
          1492408.32
          Corporate Debt Securities
          
        
        
          0246XT MOBILE USA INC
          
          
            2029-04-15
          
          3.375
          60247.27
          60873.16
          Corporate Debt Securities
          
        
        
          01C8TGRAY TELEVISION INC
          
          
            2030-10-15
          
          4.75
          992698.18
          968841.16
          Corporate Debt Securities
          
        
        
          02MAVENVESTNET INC
          
          
            2023-06-01
          
          1.75
          119941.82
          149345.72
          Corporate Debt Securities
          
        
        
          026RIDISH DBS CORPORATION
          
          
            2029-06-01
          
          5.125
          1105454.55
          1003733.54
          Corporate Debt Securities
          
        
        
          01RBYDISH NETWORK CORPORAT
          
          
            2026-08-15
          
          3.375
          3513687.27
          3313666.23
          Corporate Debt Securities
          
        
        
          02I0OCYTOKINETICS INC
          
          
            2026-11-15
          
          4
          1105454.55
          4225684.75
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2028-02-15
          
          3.75
          1658181.82
          1797862.91
          Corporate Debt Securities
          
        
        
          01BQ6CATALENT PHARMA SOLUT
          
          
            2030-04-01
          
          3.5
          289076.36
          280673.07
          Corporate Debt Securities
          
        
        
          01BF5CARNIVAL CORP
          
          
            2026-03-01
          
          7.625
          331636.36
          348666.12
          Corporate Debt Securities
          
        
        
          01BF5CARNIVAL CORP
          
          
            2026-02-01
          
          10.5
          2027403.64
          2376965.19
          Corporate Debt Securities
          
        
        
          02JK6CCO HLDGS LLC / CCO H
          
          
            2028-02-01
          
          5
          436654.55
          457233.10
          Corporate Debt Securities
          
        
        
          01DDGBOMBARDIER INC
          
          
            2026-06-15
          
          7.125
          6666996.36
          7079161.19
          Corporate Debt Securities
          
        
        
          01DDGBOMBARDIER INC
          
          
            2027-04-15
          
          7.875
          2775243.64
          2883793.82
          Corporate Debt Securities
          
        
        
          01PR0ALLY FINL INC
          
          
            2500-12-31
          
          4.7
          4575476.36
          4697679.71
          Corporate Debt Securities
          
        
        
          02GHSAKAMAI TECHNOLOGIES I
          
          
            2027-09-01
          
          .375
          3785629.09
          4346156.15
          Corporate Debt Securities
          
        
        
          03QKZCARVANA CO
          
          
            2025-10-01
          
          5.625
          2666909.09
          2711496.48
          Corporate Debt Securities
          
        
        
          01P8WBAUSCH HEALTH COS INC
          
          
            2026-04-01
          
          9.25
          2763.64
          2939.32
          Corporate Debt Securities
          
        
        
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            2023-06-15
          
          6.75
          27636.36
          30383.08
          Corporate Debt Securities
          
        
        
          04PQPSUSTAINABLE DEVELP AC
          
          
            2500-12-31
          
          0
          5527272.73
          553280.00
          Other Instrument
          UIT
        
        
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            2500-12-31
          
          0
          138181818.18
          9120000.00
          Equities
          
        
        
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            2500-12-31
          
          0
          1105344.00
          53056.51
          Equities
          
        
        
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            2500-12-31
          
          0
          16581818.18
          1651549.09
          Other Instrument
          UIT
        
        
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            2027-07-15
          
          .375
          1797.15
          2010.04
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 BOND 50
          
          
            2050-08-15
          
          1.375
          358277.82
          317892.01
          U.S. Treasuries (including strips)
          
        
        
          04I7DSIBANYE STILLWATER LT
          
          
            2500-12-31
          
          0
          2210909.09
          276363.64
          Equities
          
        
        
          04OZO7GC & CO HOLDINGS INC
          
          
            2500-12-31
          
          0
          60800.00
          6146.88
          Other Instrument
          UIT
        
        
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            2500-12-31
          
          0
          193454.55
          679393.02
          Other Instrument
          ETF
        
        
          02ITJSPDR GOLD TR
          
          
            2500-12-31
          
          0
          453236.36
          755182.43
          Other Instrument
          ETF
        
        
          02L91ROYAL DUTCH SHELL PLC
          
          
            2500-12-31
          
          0
          8401454.55
          3567257.60
          Equities
          
        
        
          04RDFRIVERVIEW ACQUISITION
          
          
            2500-12-31
          
          0
          21589527.27
          2152475.87
          Other Instrument
          UIT
        
        
          04PO4PIVOTAL INVESTMENT CO
          
          
            2500-12-31
          
          0
          5527272.73
          548305.45
          Other Instrument
          UIT
        
        
          01RVLPIMCO ETF TR
          
          
            2500-12-31
          
          0
          1348654.55
          1371581.67
          Other Instrument
          ETF
        
        
          02G3EPEABODY ENGR CORP
          
          
            2500-12-31
          
          0
          315054.55
          33521.80
          Equities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2500-12-31
          
          0
          2003249.45
          602176.79
          Equities
          
        
        
          02FU1NVIDIA CORPORATION
          
          
            2500-12-31
          
          0
          174219.64
          581475.46
          Equities
          
        
        
          01SP3NOVARTIS AG
          
          
            2500-12-31
          
          0
          49690.18
          39886.31
          Equities
          
        
        
          USTR 4 3/4 BOND 41
          
          
            2041-02-15
          
          4.75
          110.55
          163.78
          U.S. Treasuries (including strips)
          
        
        
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            2031-02-15
          
          5.375
          55.27
          74.86
          U.S. Treasuries (including strips)
          
        
        
          04Q3KNORTHERN STAR INVEST
          
          
            2500-12-31
          
          0
          16581818.18
          1639941.82
          Other Instrument
          UIT
        
        
          01FIYNORTHERN OIL AND GAS
          
          
            2500-12-31
          
          0
          4460509.09
          935368.76
          Equities
          
        
        
          02LVPNASDAQ INC
          
          
            2500-12-31
          
          0
          8456672.00
          17681209.82
          Equities
          
        
        
          03GB8MONSTER BEVERAGE CORP
          
          
            2500-12-31
          
          0
          60800.00
          52804.80
          Equities
          
        
        
          01BVGMICROSOFT CORP
          
          
            2500-12-31
          
          0
          1420509.09
          4781859.75
          Equities
          
        
        
          04UIFMARBLEGATE ACQUISITIO
          
          
            2500-12-31
          
          0
          16581818.18
          1669789.09
          Other Instrument
          UIT
        
        
          04PPSMDH ACQUISITION CORP
          
          
            2500-12-31
          
          0
          5930763.64
          603158.66
          Other Instrument
          UIT
        
        
          01BLWLOWES COS INC
          
          
            2500-12-31
          
          0
          1199418.18
          2981513.72
          Equities
          
        
        
          04NSOLEFTERIS ACQUISITION
          
          
            2500-12-31
          
          0
          15675345.45
          1586344.96
          Other Instrument
          UIT
        
        
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            2500-12-31
          
          0
          716002.91
          75466.71
          Equities
          
        
        
          0344JKRANESHARES TR
          
          
            2500-12-31
          
          0
          2365672.73
          1062660.19
          Other Instrument
          ETF
        
        
          04P7XKL ACQUISITION CORP
          
          
            2500-12-31
          
          0
          8180363.64
          813946.18
          Other Instrument
          UIT
        
        
          01BFHJPMORGAN CHASE & CO
          
          
            2500-12-31
          
          0
          309527.27
          499050.82
          Equities
          
        
        
          03F4RISHARES TR
          
          
            2500-12-31
          
          0
          5029818.18
          2173887.42
          Other Instrument
          ETF
        
        
          03GNIISHARES TR
          
          
            2500-12-31
          
          0
          3869090.91
          2545088.00
          Other Instrument
          ETF
        
        
          01EINISHARES TR
          
          
            2500-12-31
          
          0
          1995787.64
          2204147.87
          Other Instrument
          ETF
        
        
          01EINISHARES TR
          
          
            2500-12-31
          
          0
          939304.73
          1010691.89
          Other Instrument
          ETF
        
        
          02I8BISHARES TR
          
          
            2500-12-31
          
          0
          713018.18
          820755.23
          Other Instrument
          ETF
        
        
          04QFEFORTRESS VALUE ACQUIS
          
          
            2500-12-31
          
          0
          17714909.09
          1753776.00
          Other Instrument
          UIT
        
        
          04MH1E MERGE TECHNOLOGY AC
          
          
            2500-12-31
          
          0
          2067200.00
          207960.32
          Other Instrument
          UIT
        
        
          0360CAUTOHOME INC
          
          
            2500-12-31
          
          0
          237672.73
          83304.29
          Equities
          
        
        
          04Q6LANZU SPECIAL ACQUISIT
          
          
            2500-12-31
          
          0
          22109090.91
          2206487.27
          Other Instrument
          UIT
        
        
          04Q1DADVANCED MERGER PARTN
          
          
            2500-12-31
          
          0
          22109090.91
          2177745.45
          Other Instrument
          UIT
        
        
          01CRDUNITED STS OIL FD LP
          
          
            2500-12-31
          
          0
          2487272.73
          1247864.73
          Other Instrument
          ETF
        
        
          02APDRENREN INC
          
          
            2500-12-31
          
          0
          12149885.09
          3120090.49
          Equities
          
        
        
          01PS6PAMPA ENERGIA S A
          
          
            2500-12-31
          
          0
          11054545.45
          1850530.91
          Equities
          
        
        
          04QP5LIVE OAK CRESTVIEW CL
          
          
            2500-12-31
          
          0
          18499781.82
          1886977.75
          Other Instrument
          UIT
        
        
          02Y5OISHARES INC
          
          
            2500-12-31
          
          0
          994909.09
          597940.36
          Other Instrument
          ETF
        
        
          01NL4ISHARES TR
          
          
            2500-12-31
          
          0
          480872.73
          1427711.13
          Other Instrument
          ETF
        
        
          02HGGISHARES TR
          
          
            2500-12-31
          
          0
          425600.00
          329925.12
          Other Instrument
          ETF
        
        
          02I8DISHARES TR
          
          
            2500-12-31
          
          0
          320581.82
          275251.55
          Other Instrument
          ETF
        
        
          02I8BISHARES TR
          
          
            2500-12-31
          
          0
          2382254.55
          3557182.49
          Other Instrument
          ETF
        
        
          02JGFISHARES TR
          
          
            2500-12-31
          
          0
          77381.82
          100240.41
          Other Instrument
          ETF
        
        
          028EBINVESCO EXCH TRADED F
          
          
            2500-12-31
          
          0
          73186618.18
          15998594.73
          Other Instrument
          ETF
        
        
          02GHQILLUMINA INC
          
          
            2500-12-31
          
          0
          663272.73
          2459481.60
          Equities
          
        
        
          01BK5IDEX CORP
          
          
            2500-12-31
          
          0
          514036.36
          1205004.04
          Equities
          
        
        
          04TQHHAWKS ACQUISITION COR
          
          
            2500-12-31
          
          0
          26254545.45
          2612327.27
          Other Instrument
          UIT
        
        
          01RD0FLORIDA PWR & LT CO
          
          
            2021-12-17
          
          0
          386.91
          386.89
          Other Instrument
          CP
        
        
          01EO0FIRST BANCSHARES INC
          
          
            2500-12-31
          
          0
          2874900.36
          1124373.53
          Equities
          
        
        
          01KMJFANHUA INC
          
          
            2500-12-31
          
          0
          5527272.73
          736232.73
          Equities
          
        
        
          04PSLEVO ACQUISITION CORP
          
          
            2500-12-31
          
          0
          4300218.18
          430021.82
          Other Instrument
          UIT
        
        
          01SUPEQUINOR ASA
          
          
            2500-12-31
          
          0
          989381.82
          247246.52
          Equities
          
        
        
          04PD4EMPOWERMENT & INCLUSI
          
          
            2500-12-31
          
          0
          1337600.00
          134295.04
          Other Instrument
          UIT
        
        
          01BGXEOG RES INC
          
          
            2500-12-31
          
          0
          464290.91
          410386.73
          Equities
          
        
        
          04N5RDIREXION SHS ETF TR
          
          
            2500-12-31
          
          0
          11236945.45
          3432886.84
          Other Instrument
          ETF
        
        
          04U0BDTRT HEALTH ACQUISITI
          
          
            2500-12-31
          
          0
          6527709.09
          665826.33
          Other Instrument
          UIT
        
        
          04OOMDD3 ACQUISITION CORP
          
          
            2500-12-31
          
          0
          49745.45
          5123.78
          Other Instrument
          UIT
        
        
          01BPCCITIGROUP INC
          
          
            2500-12-31
          
          0
          10084453.82
          6558928.76
          Equities
          
        
        
          04PLMCHURCHILL CAPITAL COR
          
          
            2500-12-31
          
          0
          10125963.64
          1013608.96
          Other Instrument
          UIT
        
        
          04QLBCENAQ ENERGY CORP
          
          
            2500-12-31
          
          0
          10512872.73
          1079672.03
          Other Instrument
          UIT
        
        
          02LT4EAGLE BULK SHIPPING I
          
          
            2500-12-31
          
          0
          862807.27
          356684.53
          Equities
          
        
        
          02IZLLUXFER HOLDINGS PLC
          
          
            2500-12-31
          
          0
          663.27
          128.21
          Equities
          
        
        
          01BUCWESTERN DIGITAL CORP.
          
          
            2500-12-31
          
          0
          110545.45
          65210.76
          Equities
          
        
        
          04QRMCIIG CAPITAL PARTNERS
          
          
            2500-12-31
          
          0
          27636363.64
          2846545.45
          Other Instrument
          UIT
        
        
          01EIBBRAINSWAY LTD
          
          
            2500-12-31
          
          0
          2400715.64
          181734.17
          Equities
          
        
        
          02GFPBOOKING HOLDINGS INC
          
          
            2500-12-31
          
          0
          22109.09
          482422.57
          Equities
          
        
        
          01BEOBHP GROUP LTD
          
          
            2500-12-31
          
          0
          99490.91
          55675.11
          Equities
          
        
        
          01CBAWELLTOWER INC
          
          
            2500-12-31
          
          0
          3640482.91
          2986652.18
          Equities
          
        
        
          04UJ5BERENSON ACQUISITION
          
          
            2500-12-31
          
          0
          55272727.27
          5516218.18
          Other Instrument
          UIT
        
        
          04TGTBANNER ACQUISITION CO
          
          
            2500-12-31
          
          0
          17985745.45
          1811164.57
          Other Instrument
          UIT
        
        
          01BV2AUTODESK INC
          
          
            2500-12-31
          
          0
          221035.64
          577234.56
          Equities
          
        
        
          04PIWATLAS CREST INVESTMEN
          
          
            2500-12-31
          
          0
          5499636.36
          554363.35
          Other Instrument
          UIT
        
        
          04NFBATLANTIC AVE ACQUISIT
          
          
            2500-12-31
          
          0
          403490.91
          40349.09
          Other Instrument
          UIT
        
        
          0237IARCH RESOURCES INC
          
          
            2500-12-31
          
          0
          11607272.73
          9239389.09
          Equities
          
        
        
          04ULAARBOR RAPHA CAP BIOHL
          
          
            2500-12-31
          
          0
          30399944.73
          3085594.39
          Other Instrument
          UIT
        
        
          01BXAAPYX MEDICAL CORPORAT
          
          
            2500-12-31
          
          0
          3133466.18
          417691.04
          Equities
          
        
        
          01BV1APPLE INC
          
          
            2500-12-31
          
          0
          24456357.82
          39188867.77
          Equities
          
        
        
          03MBYAMPLIFY ETF TR
          
          
            2500-12-31
          
          0
          276363.64
          280785.45
          Other Instrument
          ETF
        
        
          02GEYAMERICAN TRANSMISSION
          
          
            2022-01-05
          
          0
          44.22
          44.21
          Other Instrument
          CP
        
        
          01YQ8AMAZON COM INC
          
          
            2500-12-31
          
          0
          439584.00
          15656091.87
          Equities
          
        
        
          01BP1ALTRIA GROUP INC
          
          
            2500-12-31
          
          0
          3625890.91
          1576537.37
          Equities
          
        
        
          03IZSALPHABET INC
          
          
            2500-12-31
          
          0
          66382.55
          1932137.01
          Equities
          
        
        
          01QZEALIBABA GROUP HLDG LT
          
          
            2500-12-31
          
          0
          1497890.91
          1971374.23
          Equities
          
        
        
          04OWEACKRELL SPAC PARTNERS
          
          
            2500-12-31
          
          0
          16581818.18
          1673105.45
          Other Instrument
          UIT
        
        
          04NBKACADEMY SPORTS & OUTD
          
          
            2500-12-31
          
          0
          668800.00
          308784.96
          Equities
          
        
        
          01BR3AT&T INC
          
          
            2500-12-31
          
          0
          2542379.64
          607374.50
          Equities
          
        
        
          01RXCAMN HEALTHCARE SVCS I
          
          
            2500-12-31
          
          0
          2923927.27
          3378890.36
          Equities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2500-12-31
          
          0
          7115037.09
          3675628.16
          Equities
          
        
        
          04Q5BVELOCITY ACQUISITION
          
          
            2500-12-31
          
          0
          6452759.27
          642049.55
          Other Instrument
          UIT
        
        
          01RU2VANECK ETF TRUST
          
          
            2500-12-31
          
          0
          619054.55
          266750.60
          Other Instrument
          ETF
        
        
          01BT3UNITEDHEALTH GROUP IN
          
          
            2500-12-31
          
          0
          254254.55
          1149230.55
          Equities
          
        
        
          04MJTMAGNETITE XXVII LTD 2
          
          
            2034-10-20
          
          6.1315
          1381812.65
          1379315.85
          Other Instrument
          Collateralized Debt Obligation
        
        
          01FWDTESLA INC
          
          
            2500-12-31
          
          0
          641163.64
          7289966.43
          Equities
          
        
        
          04INXTARSUS PHARMACEUTICAL
          
          
            2500-12-31
          
          0
          1151165.09
          317491.33
          Equities
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-2
      
      
        FITCH
        F1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0022
      304000000.00
      304000000.00
      .0238
      N
      Y
      Y
      N
      
    
    
      MUFG Securities Americas Inc.
      MUFG Securities Americas Inc., REPO,  0.055%, 12/1/2021
      933DPF004
      K5HU16E3LMSVCCJJJ255
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FMAC FERM 5131EM 02/25/51
          
          
            2051-02-25
          
          2
          3432619.39
          3365656.23
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5083ML 03/25/51
          
          
            2051-03-25
          
          2
          1258485.35
          1179548.26
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4795CE 06/15/48
          
          
            2048-06-15
          
          3.5
          592899.61
          650305.01
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4662VB 08/15/35
          
          
            2035-08-15
          
          3.5
          946440.00
          974738.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4626UB 01/15/55
          
          
            2055-01-15
          
          3.5
          3061132.86
          3253621.31
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4479LB 06/15/45
          
          
            2045-06-15
          
          3
          298917.44
          316270.10
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3964QY 11/15/26
          
          
            2026-11-15
          
          3
          359017.93
          371987.33
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL048MA R19F048
          
          
            2049-09-25
          
          3
          3509039.39
          3637139.21
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-140 YF
          
          
            2051-08-20
          
          .7911
          2866543.58
          2866978.60
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-091 FA
          
          
            2051-05-20
          
          .7911
          2756162.77
          2719138.57
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-077 FA
          
          
            2051-05-20
          
          .4911
          14085716.89
          14080201.28
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2020-036 FA
          
          
            2050-03-20
          
          .6911
          5013671.31
          5048395.90
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2019-138 FW
          
          
            2049-10-20
          
          .5411
          6749415.64
          6783495.56
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2019-97 MF
          
          
            2049-08-20
          
          .7611
          8586884.27
          8701290.98
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2019-57 FL
          
          
            2049-05-20
          
          .8111
          13076892.24
          13124339.31
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2019-49 FA
          
          
            2049-04-20
          
          .5411
          2253129.94
          2268645.70
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2018-48 DF
          
          
            2048-10-20
          
          .7511
          10651401.47
          10700458.06
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2018-38 DL
          
          
            2048-10-20
          
          3.5
          416803.25
          479908.29
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2018-72 YF
          
          
            2048-12-20
          
          .7911
          9292949.51
          9343370.81
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2018-21 KF
          
          
            2048-09-20
          
          .7311
          2097444.31
          2104376.55
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2018-042 FD
          
          
            2048-03-20
          
          .7711
          581396.75
          584519.55
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2018-32 AF
          
          
            2048-02-20
          
          .3911
          4745150.21
          4713479.41
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-131 KF
          
          
            2044-09-16
          
          .3891
          4674206.36
          4684364.95
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5138HM 04/25/51
          
          
            2051-04-25
          
          2
          12226950.30
          11981996.94
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL030BF R17F030
          
          
            2047-05-25
          
          .4024
          78797.58
          78155.94
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL007TB R16F007
          
          
            2046-03-25
          
          3.5
          600974.05
          638854.91
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL084B R13F084
          
          
            2043-08-25
          
          4
          289696.97
          304382.06
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL044DV R16F044
          
          
            2034-12-25
          
          3
          76045.45
          79768.46
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL152DE R10F152
          
          
            2041-01-25
          
          4.5
          6120398.91
          6774014.67
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC002HY R18F002
          
          
            2048-02-25
          
          3.5
          807379.66
          858343.44
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL001NQ R19F001
          
          
            2049-02-25
          
          3.5
          851709.09
          923167.01
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4014EL 03/15/27
          
          
            2027-03-15
          
          3
          389854.96
          403637.37
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4654AP 02/15/47
          
          
            2047-02-15
          
          3.5
          576786.67
          618455.15
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-013 WF
          
          
            2045-01-20
          
          .3864
          463239.74
          465391.15
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5099CM 07/25/47
          
          
            2047-07-25
          
          2
          1086363.64
          1041908.67
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2018-042 FB
          
          
            2048-03-20
          
          .7911
          2079923.38
          2090459.77
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2018-05 LW
          
          
            2046-09-20
          
          3.5
          613578.18
          635597.32
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2019-20 EF
          
          
            2049-02-20
          
          .8011
          21994106.81
          22268759.02
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2019-70 FM
          
          
            2049-06-20
          
          .4911
          2839598.09
          2854901.89
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2019-20 FA
          
          
            2049-09-20
          
          .6911
          8648655.34
          8673831.41
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2021-114 FA
          
          
            2051-06-20
          
          .8411
          14049251.86
          13871748.66
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2020-055 FC
          
          
            2050-04-20
          
          .7911
          4163694.61
          4176984.12
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2021-108 DJ
          
          
            2056-12-16
          
          1.55
          5748524.06
          5672112.45
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FRESB MTG TR 2015-SB6
          
          
            2035-08-25
          
          3.22
          0.11
          0.12
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA5329 M
          
          
            2048-07-20
          
          3.5
          2207381.77
          2326755.75
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SP 784131 M
          
          
            2046-02-20
          
          3.5
          11544798.78
          12332528.62
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF CH5712 C
          
          
            2051-09-20
          
          2.5
          164686.16
          168954.32
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7472 M
          
          
            2051-07-20
          
          2.5
          198859218.52
          204911277.88
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7417 M
          
          
            2051-06-20
          
          2
          2336167.24
          2367661.37
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7369 M
          
          
            2051-05-20
          
          3.5
          14715313.44
          15429292.27
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA7385 M
          
          
            2036-06-20
          
          2
          646590.72
          657311.91
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7313 M
          
          
            2051-04-20
          
          3
          14196235.68
          14744305.02
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7053 M
          
          
            2050-12-20
          
          3
          6178106.55
          6423418.56
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA7043 M
          
          
            2050-12-20
          
          2.5
          527821.00
          539377.05
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6999 M
          
          
            2050-11-20
          
          4.5
          61618.44
          65594.06
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6933 M
          
          
            2050-10-20
          
          3.5
          7581454.87
          7950803.97
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6908 M
          
          
            2035-10-20
          
          3.5
          19088.24
          20326.77
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6820 M
          
          
            2050-08-20
          
          3
          8471775.64
          8807992.18
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6794 M
          
          
            2035-08-20
          
          3
          63199.42
          66479.19
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6768 M
          
          
            2050-07-20
          
          4
          9409.27
          10004.31
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA6736 M
          
          
            2035-07-20
          
          2.5
          99234.93
          101527.74
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6713 M
          
          
            2050-06-20
          
          4.5
          9425.13
          10045.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6660 M
          
          
            2050-05-20
          
          5
          50958.85
          55363.62
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6570 M
          
          
            2035-04-20
          
          2
          228329.83
          233868.68
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6515 M
          
          
            2035-03-20
          
          4
          5660.92
          6024.31
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA6378 M
          
          
            2034-12-20
          
          3.5
          81387.52
          85198.77
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7195 M
          
          
            2051-02-20
          
          3.5
          43118.90
          45186.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7166 M
          
          
            2036-02-20
          
          3
          113010.55
          118823.21
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7138 M
          
          
            2051-01-20
          
          3.5
          122746.12
          128599.69
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA5793 M
          
          
            2034-03-20
          
          4.5
          74969.62
          79775.33
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA5753 M
          
          
            2049-02-20
          
          4
          29067.79
          30313.18
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA5652 M
          
          
            2048-12-20
          
          4.5
          145.98
          155.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA4962 M
          
          
            2048-01-20
          
          3.5
          1401065.22
          1481387.51
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA6398 M
          
          
            2050-01-20
          
          2.5
          295805.57
          302266.52
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA6923 M
          
          
            2050-10-20
          
          3
          296137.98
          301046.96
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA7247 M
          
          
            2051-03-20
          
          2.5
          140174.09
          143244.45
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6932 M
          
          
            2050-10-20
          
          3
          9708966.67
          10092147.22
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA6328 M
          
          
            2049-12-20
          
          2.5
          268360.00
          274234.10
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF CI0604 C
          
          
            2051-11-20
          
          2.5
          972949.59
          1002421.10
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6712 M
          
          
            2050-06-20
          
          4
          21728.31
          23089.39
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7218 M
          
          
            2036-01-20
          
          1.5
          21738.36
          22286.74
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA6856 M
          
          
            2050-09-20
          
          3
          224501.48
          229483.54
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7470 M
          
          
            2051-07-20
          
          1.5
          12490.07
          12224.96
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA6632 M
          
          
            2035-05-20
          
          4
          20676.72
          22004.31
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA7366 M
          
          
            2051-05-20
          
          2
          11195052.71
          11345974.46
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA5048 M
          
          
            2033-03-20
          
          3.5
          34992.55
          36633.92
          Agency Mortgage-Backed Securities
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-2
      
      
        FITCH
        F1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0006
      478000000.00
      478000000.00
      .0375
      N
      Y
      Y
      N
      
    
    
      BofA Securities, Inc.
      BofA Securities, Inc.,  0.690%, 2/28/2022
      933FJJ008
      549300HN4UKV1E2R3U73
      US5909930027
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          01HZNVIAVI SOLUTIONS INC
          
          
            2024-03-01
          
          1
          116000.00
          147510.50
          Corporate Debt Securities
          
        
        
          01CEMII-VI INC
          
          
            2022-09-01
          
          .25
          11065000.00
          15167880.48
          Corporate Debt Securities
          
        
        
          0326VTHE REALREAL INC
          
          
            2028-03-01
          
          1
          307000.00
          275800.27
          Corporate Debt Securities
          
        
        
          02JBJINNOVIVA INC
          
          
            2023-01-15
          
          2.125
          13579000.00
          14739580.16
          Corporate Debt Securities
          
        
        
          04F6GSUNNOVA ENERGY INTL I
          
          
            2026-12-01
          
          .25
          119000.00
          151214.85
          Corporate Debt Securities
          
        
        
          03UMESAILPOINT TECHNOLOGIE
          
          
            2024-09-15
          
          .125
          6656000.00
          12637949.65
          Corporate Debt Securities
          
        
        
          02IC8PRA GROUP INC
          
          
            2023-06-01
          
          3.5
          2470000.00
          2750870.56
          Corporate Debt Securities
          
        
        
          01D0JNORTONLIFELOCK INC
          
          
            2022-08-15
          
          2
          26048000.00
          33114648.75
          Corporate Debt Securities
          
        
        
          02JNDNRG ENERGY INC
          
          
            2048-06-01
          
          2.75
          8093000.00
          9105301.66
          Corporate Debt Securities
          
        
        
          01F6TMICROCHIP TECHNOLOGY
          
          
            2025-02-15
          
          1.625
          1505000.00
          6011857.32
          Corporate Debt Securities
          
        
        
          02FU6MFA FINL INC
          
          
            2024-06-15
          
          6.25
          34000.00
          35949.76
          Corporate Debt Securities
          
        
        
          01BTQLIVE NATION ENTERTAIN
          
          
            2023-03-15
          
          2.5
          1606000.00
          2647038.64
          Corporate Debt Securities
          
        
        
          01R7BQURATE RETAIL INC
          
          
            2046-09-30
          
          1.75
          6296000.00
          12393843.89
          Corporate Debt Securities
          
        
        
          01FF4INSMED INC
          
          
            2025-01-15
          
          1.75
          7258000.00
          7419581.22
          Corporate Debt Securities
          
        
        
          03T8MIAC FINANCECO INC
          
          
            2022-10-01
          
          .875
          3150000.00
          9600771.69
          Corporate Debt Securities
          
        
        
          03RA0GRANITE PT MTG TR INC
          
          
            2023-10-01
          
          6.375
          27000.00
          27282.09
          Corporate Debt Securities
          
        
        
          041HXGOSSAMER BIO INC
          
          
            2027-06-01
          
          5
          174000.00
          173297.23
          Corporate Debt Securities
          
        
        
          02MAVENVESTNET INC
          
          
            2025-08-15
          
          .75
          7069000.00
          6988749.18
          Corporate Debt Securities
          
        
        
          02MAVENVESTNET INC
          
          
            2023-06-01
          
          1.75
          67000.00
          83425.14
          Corporate Debt Securities
          
        
        
          02HRYDEXCOM INC
          
          
            2023-12-01
          
          .75
          14073000.00
          48920973.06
          Corporate Debt Securities
          
        
        
          02KPAATLAS AIR WORLDWIDE H
          
          
            2024-06-01
          
          1.875
          11750000.00
          18703919.27
          Corporate Debt Securities
          
        
        
          02GHSAKAMAI TECHNOLOGIES I
          
          
            2025-05-01
          
          .125
          8383000.00
          10803848.56
          Corporate Debt Securities
          
        
        
          02YMELIBERTY MEDIA CORP DE
          
          
            2050-12-01
          
          .5
          2243000.00
          2980826.13
          Corporate Debt Securities
          
        
        
          01RDXCSG SYS INTL INC
          
          
            2036-03-15
          
          4.25
          4091000.00
          4237433.94
          Corporate Debt Securities
          
        
        
          01QMEETSY INC
          
          
            2027-09-01
          
          .125
          4000.00
          6297.00
          Corporate Debt Securities
          
        
        
          01HZNVIAVI SOLUTIONS INC
          
          
            2023-06-01
          
          1.75
          387000.00
          475039.17
          Corporate Debt Securities
          
        
        
          039XTREALOGY GRP LLC/REALO
          
          
            2026-06-15
          
          .25
          3792000.00
          3647775.49
          Corporate Debt Securities
          
        
        
          01C6AWISDOMTREE INVTS INC
          
          
            2023-06-15
          
          4.25
          9000000.00
          11141902.50
          Corporate Debt Securities
          
        
        
          01FF7PACIRA BIOSCIENCES IN
          
          
            2025-08-01
          
          .75
          470000.00
          489452.91
          Corporate Debt Securities
          
        
        
          01PB1INSIGHT ENTERPRISES I
          
          
            2025-02-15
          
          .75
          3047000.00
          4659952.30
          Corporate Debt Securities
          
        
        
          01M07MERITOR INC
          
          
            2037-10-15
          
          3.25
          3297000.00
          3625620.23
          Corporate Debt Securities
          
        
        
          01BCYAMERICAN AIRLINES GRO
          
          
            2025-07-01
          
          6.5
          5259000.00
          7401373.44
          Corporate Debt Securities
          
        
        
          02BYGAVAYA HLDGS CORP
          
          
            2023-06-15
          
          2.25
          1436000.00
          1548069.03
          Corporate Debt Securities
          
        
        
          03PQSDIGITALOCEAN HLDGS IN
          
          
            2026-12-01
          
          0
          3100000.00
          3031552.00
          Corporate Debt Securities
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-01
      2022-02-28
      2022-02-28
      Y
      
        BofA Securities, Inc.
        1.0000
        90
        N
        
          STANDARD AND POORS
          A-1
        
        
          FITCH
          F1+
        
      
      N
      N
      .0070
      250000000.00
      250000000.00
      .0196
      N
      N
      N
      Y
      
    
    
      BofA Securities, Inc.
      BofA Securities, Inc.,  0.120%, 12/1/2021
      933FJJ008
      549300HN4UKV1E2R3U73
      US5909930027
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          01BSZUNION PAC CORP
          
          
            2071-04-06
          
          3.799
          2958425.53
          3407598.84
          Corporate Debt Securities
          
        
        
          0246XT MOBILE USA INC
          
          
            2060-11-15
          
          3.6
          3068638.30
          3005086.80
          Corporate Debt Securities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2036-09-16
          
          2.484
          1776000.00
          1715839.78
          Corporate Debt Securities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2023-10-24
          
          1.5239
          2842702.13
          2878502.78
          Corporate Debt Securities
          
        
        
          01TGMHCA INC.
          
          
            2029-06-15
          
          4.125
          3141851.06
          3499884.63
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2023-02-23
          
          .914
          5950702.13
          5988237.50
          Corporate Debt Securities
          
        
        
          02KA5GLENCORE FDG LLC
          
          
            2024-03-12
          
          4.125
          2914340.43
          3105484.72
          Corporate Debt Securities
          
        
        
          01BTDGENERAL MTRS FINL CO
          
          
            2028-10-15
          
          2.4
          3233170.21
          3203198.72
          Corporate Debt Securities
          
        
        
          01F7JGAS NATURAL DE LIMA Y
          
          
            2023-04-01
          
          4.375
          8441510.64
          8776470.95
          Corporate Debt Securities
          
        
        
          01NN2DISCOVERY COMMUNICATI
          
          
            2025-06-15
          
          3.95
          2725404.26
          2976670.63
          Corporate Debt Securities
          
        
        
          01FD0DANSKE BK A/S
          
          
            2024-01-12
          
          5.375
          2146787.23
          2366906.27
          Corporate Debt Securities
          
        
        
          02FO9CONSOLIDATED EDISON C
          
          
            2054-12-01
          
          4.625
          2275106.38
          2919522.37
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2030-03-20
          
          3.98
          3494531.91
          3874977.72
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2026-10-21
          
          3.2
          4178638.30
          4437574.59
          Corporate Debt Securities
          
        
        
          03N4VCRH AMERICA FINANCE I
          
          
            2047-05-09
          
          4.4
          2482936.17
          3018596.55
          Corporate Debt Securities
          
        
        
          01EU0BNP PARIBAS
          
          
            2024-01-10
          
          3.8
          8804425.53
          9404251.48
          Corporate Debt Securities
          
        
        
          030CBANHEUSER BUSCH INBEV
          
          
            2026-02-01
          
          3.65
          3150510.64
          3424149.11
          Corporate Debt Securities
          
        
        
          03PYPBAIN CAP SPECIALTY FI
          
          
            2026-03-10
          
          2.95
          3303234.04
          3342593.91
          Corporate Debt Securities
          
        
        
          01EU0BNP PARIBAS
          
          
            2031-01-13
          
          3.052
          2974957.45
          3099443.22
          Corporate Debt Securities
          
        
        
          02KDUARES CAPITAL CORP
          
          
            2028-06-15
          
          2.875
          2848212.77
          2867057.65
          Corporate Debt Securities
          
        
        
          01P82COOPERATIEVE RABOBANK
          
          
            2045-08-04
          
          5.25
          3489808.51
          4744068.95
          Corporate Debt Securities
          
        
        
          02HFTTRANSCANADA PIPELINE
          
          
            2048-05-15
          
          4.875
          2286914.89
          2880074.87
          Corporate Debt Securities
          
        
        
          04ESDNXP B V / NXP FDG LLC
          
          
            2051-11-30
          
          3.25
          3542553.19
          3542128.09
          Corporate Debt Securities
          
        
        
          01PQRCAPITAL ONE FINL CORP
          
          
            2025-10-29
          
          4.2
          2978893.62
          3246477.70
          Corporate Debt Securities
          
        
        
          04DK8FRESENIUS MED CARE US
          
          
            2031-02-16
          
          2.375
          3148936.17
          2999837.54
          Other Instrument
          CBND
        
        
          03804TRUST F/1401
          
          
            2024-12-15
          
          5.25
          3217425.53
          3568358.18
          Other Instrument
          CBND
        
        
          02L0QEMPRESAS PUBLICAS DE
          
          
            2029-07-18
          
          4.25
          4010170.21
          3864173.28
          Other Instrument
          CBND
        
        
          02KU6TRANSPORTADORA DE GAS
          
          
            2028-04-30
          
          4.25
          3966872.34
          4184660.24
          Other Instrument
          CBND
        
        
          01PQOSIGMA ALIMENTOS S A
          
          
            2026-05-02
          
          4.125
          4310106.38
          4571765.75
          Other Instrument
          CBND
        
        
          01Q9CENGIE ENERGIA CHILE S
          
          
            2030-01-28
          
          3.4
          2923787.23
          2964814.46
          Other Instrument
          CBND
        
        
          02KA7CONTROLADORA MABE S A
          
          
            2028-10-23
          
          5.6
          2723829.79
          3117465.56
          Other Instrument
          CBND
        
        
          02H3CCONSORICO TRANSMANTAR
          
          
            2034-04-16
          
          4.7
          4728914.89
          5217196.38
          Other Instrument
          CBND
        
        
          02H3CCONSORICO TRANSMANTAR
          
          
            2023-05-07
          
          4.375
          4897382.98
          5057993.33
          Other Instrument
          CBND
        
        
          01QW7BPCE S A
          
          
            2025-03-15
          
          4.5
          3416595.74
          3726053.90
          Other Instrument
          MTN
        
        
          XXXX TRUST F/1401
          
          
            2030-01-15
          
          4.869
          3265446.81
          3527037.67
          Other Instrument
          CBND
        
        
          04ON5FEL ENERGY VI S A R L
          
          
            2040-12-01
          
          5.75
          3313844.42
          3288494.43
          Other Instrument
          CBND
        
        
          02MEXSMALL BUSINESS ADMIN
          
          
            2038-11-01
          
          3.87
          8566650.09
          9469382.27
          Other Instrument
          Small Business Administration
        
        
          02MEXSMALL BUSINESS ADMIN
          
          
            2038-06-01
          
          3.6
          13636898.79
          16903033.91
          Other Instrument
          Small Business Administration
        
        
          02MEXSMALL BUSINESS ADMIN
          
          
            2038-12-01
          
          3.54
          18955464.95
          24515856.71
          Other Instrument
          Small Business Administration
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0012
      185000000.00
      185000000.00
      .0145
      N
      Y
      Y
      N
      
    
    
      BofA Securities, Inc.
      BofA Securities, Inc.,  0.690%, 2/28/2022
      933FJJ008
      549300HN4UKV1E2R3U73
      US5909930027
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          01SD9NANOSTRING TECHNOLOGI
          
          
            2025-03-01
          
          2.625
          524000.00
          619923.22
          Corporate Debt Securities
          
        
        
          02HEUMANNKIND CORP
          
          
            2026-03-01
          
          2.5
          9500000.00
          11205825.28
          Corporate Debt Securities
          
        
        
          04JTEMP MATERIALS CORP
          
          
            2026-04-01
          
          .25
          7475000.00
          9218541.67
          Corporate Debt Securities
          
        
        
          03ZALLIBERTY LATIN AMERICA
          
          
            2024-07-15
          
          2
          675000.00
          669937.50
          Corporate Debt Securities
          
        
        
          03AWVLIBERTY BROADBAND COR
          
          
            2050-09-30
          
          1.25
          266000.00
          266062.07
          Corporate Debt Securities
          
        
        
          04EC4IAC FINANCECO 2 INC /
          
          
            2026-06-15
          
          .875
          11310000.00
          18482467.41
          Corporate Debt Securities
          
        
        
          01RYAHALOZYME THERAPEUTICS
          
          
            2027-03-01
          
          .25
          4158000.00
          3503148.49
          Corporate Debt Securities
          
        
        
          01T8QGROUPON INC
          
          
            2026-03-15
          
          1.125
          6000000.00
          4755142.50
          Corporate Debt Securities
          
        
        
          02QFQBLOOMIN BRANDS INC
          
          
            2025-05-01
          
          5
          13004000.00
          22740195.94
          Corporate Debt Securities
          
        
        
          02ETCBLACKLINE INC
          
          
            2024-08-01
          
          .125
          9752000.00
          15588993.23
          Corporate Debt Securities
          
        
        
          01KUXAMERICAN EAGLE OUTFIT
          
          
            2025-04-15
          
          3.75
          4685000.00
          15008994.84
          Corporate Debt Securities
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      2021-12-01
      2022-02-28
      2022-02-28
      Y
      
        BofA Securities, Inc.
        1.0000
        90
        N
        
          STANDARD AND POORS
          A-1
        
        
          FITCH
          F1+
        
      
      N
      N
      .0070
      100000000.00
      100000000.00
      .0078
      N
      N
      N
      Y
      
    
    
      Westpac Banking Corp. Ltd., Sydney
      Westpac Banking Corp. Ltd., Sydney,  0.230%, 3/11/2022
      9612C1CB1
      EN5TNI6CI43VEPAMHL14
      US9612C00014
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 H
      
      2022-03-11
      2022-03-11
      2022-03-11
      N
      N
      N
      .0023
      29989563.30
      29989563.30
      .0024
      N
      N
      N
      N
      
    
    
      Westpac Banking Corp. Ltd., Sydney
      Westpac Banking Corp. Ltd., Sydney,  0.240%, 3/24/2022
      9612C1CQ8
      EN5TNI6CI43VEPAMHL14
      US9612C00014
      Financial Company Commercial Paper
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 H
      
      2022-03-24
      2022-03-24
      2022-03-24
      N
      N
      N
      .0024
      99959467.00
      99959467.00
      .0078
      N
      N
      N
      N
      
    
    
      Pershing LLC
      Pershing LLC,  0.320%, 12/7/2021
      963FRD005
      ZI8Q1A8EI8LQFJNM0D94
      US988LWT0024
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          04UN2BREAN ABS TR 2021-RM2
          
          
            2061-10-25
          
          1.75
          479795.00
          456699.57
          Private Label Collateralized Mortgage Obligations
          
        
        
          04SY4MERCEDES-BENZ AT LS T
          
          
            2024-01-16
          
          .22
          605000.00
          604518.83
          Asset-Backed Securities
          
        
        
          03STPFORD CR AUTO OWN TR 2
          
          
            2028-08-15
          
          2.62
          1748000.00
          1758095.87
          Asset-Backed Securities
          
        
        
          04NSCWESTLAKE AUTO RECE TR
          
          
            2024-05-15
          
          .56
          3742303.92
          3744857.42
          Asset-Backed Securities
          
        
        
          04NJCHYUNDAI AUTO LEASE TR
          
          
            2023-09-15
          
          .51
          4850000.00
          4854406.23
          Asset-Backed Securities
          
        
        
          04GQYVERIZON OWNER TR 2019
          
          
            2024-04-22
          
          1.94
          6661823.15
          6717262.10
          Asset-Backed Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2099-12-31
          
          5.3
          193000.00
          210938.28
          Corporate Debt Securities
          
        
        
          0321SGENWORTH HLDGS INC
          
          
            2023-08-15
          
          4.9
          11500.00
          12308.36
          Corporate Debt Securities
          
        
        
          02PDUCONTINENTAL AIRLN PT
          
          
            2025-10-11
          
          4.15
          626500.00
          383056.89
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2500-12-31
          
          6.25
          234000.00
          267515.63
          Corporate Debt Securities
          
        
        
          01BFGLUMEN TECHNOLOGIES IN
          
          
            2022-03-15
          
          5.8
          123000.00
          125716.25
          Corporate Debt Securities
          
        
        
          01BV1APPLE INC
          
          
            2026-09-11
          
          2.05
          288000.00
          296167.28
          Corporate Debt Securities
          
        
        
          02JMIUNITED RENTALS NORTH
          
          
            2027-05-15
          
          5.5
          926000.00
          975579.59
          Corporate Debt Securities
          
        
        
          01W05ITAU UNIBANCO HLDG S
          
          
            2021-12-21
          
          6.2
          106500.00
          109417.39
          Corporate Debt Securities
          
        
        
          01BP4PITNEY BOWES INC
          
          
            2023-04-01
          
          6.2
          241500.00
          253613.91
          Corporate Debt Securities
          
        
        
          02GD2METROPOLITAN TRANSN A
          
          
            2023-02-01
          
          5
          900000.00
          949899.00
          Other Instrument
          MUBD
        
        
          02GD2METROPOLITAN TRANSN A
          
          
            2022-03-01
          
          5
          45000.00
          45623.85
          Other Instrument
          MUBD
        
        
          01BI9MARYLAND ST ECONOMIC
          
          
            2050-09-01
          
          4
          750000.00
          852854.17
          Other Instrument
          MUBD
        
        
          03NMVJ P MORGAN EXCHANGE-T
          
          
            2500-12-31
          
          0
          18384850.00
          9300895.62
          Other Instrument
          ETF
        
        
          02Y5OISHARES INC
          
          
            2500-12-31
          
          0
          1389750.00
          835239.75
          Other Instrument
          ETF
        
        
          02Y5BISHARES TR
          
          
            2500-12-31
          
          0
          225550.00
          158674.43
          Other Instrument
          ETF
        
        
          01M2LISHARES TR
          
          
            2500-12-31
          
          0
          170900.00
          474179.14
          Other Instrument
          ETF
        
        
          02LAAISHARES GOLD TR
          
          
            2500-12-31
          
          0
          5558800.00
          1886656.72
          Other Instrument
          ETF
        
        
          01BHBFEDEX CORP
          
          
            2500-12-31
          
          0
          8210000.00
          19750797.00
          Equities
          
        
        
          01BV9COMCAST CORP NEW
          
          
            2500-12-31
          
          0
          23405750.00
          12060982.98
          Equities
          
        
        
          01BV1APPLE INC
          
          
            2500-12-31
          
          0
          38098050.00
          61048315.32
          Equities
          
        
        
          01BUUILFC E-CAPITAL TR I
          
          
            2065-12-21
          
          3.46
          355000.00
          294294.21
          Other Instrument
          CBND
        
        
          02JTJBANCO MERCANTILE DEL
          
          
            2031-10-04
          
          5.75
          548000.00
          581677.04
          Other Instrument
          CBND
        
        
          01D2XWAPPINGERS CENT SCH D
          
          
            2022-08-11
          
          2
          267500.00
          272455.59
          Other Instrument
          MUBD
        
        
          02JVVVANGUARD INTL EQUITY
          
          
            2500-12-31
          
          0
          4567800.00
          2243246.58
          Other Instrument
          ETF
        
        
          04R79ROCKY MTN RAIL PK MET
          
          
            2051-12-01
          
          5
          500000.00
          532420.56
          Other Instrument
          MUBD
        
        
          01D29OYSTER BAY N Y
          
          
            2022-08-26
          
          2
          2655000.00
          2702955.20
          Other Instrument
          MUBD
        
        
          01CSMNORTHERN ILL UNIV REV
          
          
            2036-04-01
          
          4
          300000.00
          352873.67
          Other Instrument
          MUBD
        
        
          01CSMNORTHERN ILL UNIV REV
          
          
            2035-04-01
          
          4
          262500.00
          309504.71
          Other Instrument
          MUBD
        
        
          03KS1NEW YORK TRANSN DEV C
          
          
            2029-01-01
          
          5
          52500.00
          64845.09
          Other Instrument
          MUBD
        
        
          01BVGMICROSOFT CORP
          
          
            2500-12-31
          
          0
          2300.00
          7742.49
          Equities
          
        
        
          01BFHJPMORGAN CHASE & CO
          
          
            2500-12-31
          
          0
          8222250.00
          13256733.68
          Equities
          
        
        
          01BFNCOCA COLA CO
          
          
            2500-12-31
          
          0
          7703550.00
          4204597.59
          Equities
          
        
        
          01D2ERIDGE RD FIRE DIST N
          
          
            2026-04-01
          
          5
          37500.00
          43829.79
          Other Instrument
          MUBD
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-07
      2021-12-07
      Y
      
        Pershing LLC
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      N
      .0032
      150000000.00
      150000000.00
      .0118
      N
      N
      Y
      N
      
    
    
      BNP Paribas SA
      BNP Paribas SA,  0.150%, 12/1/2021
      963FTR002
      R0MUWSFPU8MPRO8K5P83
      US928WJB0054
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          04GMLRESIDENTIAL MTG LN TR
          
          
            2059-09-25
          
          3.257
          5705378.16
          5702306.93
          Asset-Backed Securities
          
        
        
          04W0VUWM MORTGAGE TRUST 20
          
          
            2051-12-25
          
          4
          46995716.64
          8523874.22
          Private Label Collateralized Mortgage Obligations
          
        
        
          04PQFSTATION PL SEC TR 202
          
          
            2054-01-26
          
          2.5916
          3325200.00
          3325682.01
          Private Label Collateralized Mortgage Obligations
          
        
        
          04J36RCKT MORTGAGE TRUST 2
          
          
            2050-02-25
          
          3
          1211812.76
          1222597.49
          Private Label Collateralized Mortgage Obligations
          
        
        
          03WBVJP MORGAN MTG TR 2017
          
          
            2048-10-26
          
          3.0882
          500974.36
          514647.80
          Private Label Collateralized Mortgage Obligations
          
        
        
          033OZFHLMC STACR 2017-HRP1
          
          
            2042-12-26
          
          2.542
          12761587.23
          12844747.40
          Agency Collateralized Mortgage Obligation
          
        
        
          034ODFNMA CONN AVE SECS 20
          
          
            2029-01-25
          
          4.542
          10938496.65
          11340701.53
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA CONN AVE SECS 20
          
          
            2023-10-25
          
          5.342
          15765181.18
          16394078.79
          Agency Collateralized Mortgage Obligation
          
        
        
          04W6JOBX 2021-INV3 TR
          
          
            2051-10-25
          
          .9977
          15083467.65
          15085135.36
          Private Label Collateralized Mortgage Obligations
          
        
        
          04JBLWELLS FARGO MTG SEC 2
          
          
            2049-12-27
          
          3
          840477.29
          851887.33
          Private Label Collateralized Mortgage Obligations
          
        
        
          033OZFHLMC STACR 2014-HQ2
          
          
            2024-09-25
          
          3.842
          2443327.06
          2499344.95
          Agency Collateralized Mortgage Obligation
          
        
        
          01EU0BNP PARIBAS
          
          
            2028-09-30
          
          1.904
          5892254.40
          5809841.40
          Corporate Debt Securities
          
        
        
          01EU0BNP PARIBAS
          
          
            2023-03-03
          
          3.25
          142318.56
          148182.68
          Corporate Debt Securities
          
        
        
          03IW0CITIGRP COML MTG TR 2
          
          
            2048-09-17
          
          4.4612
          399024.00
          427761.60
          Other Instrument
          Commercial MBS
        
        
          IADB 2.25 IABD 06/18/29
          
          
            2029-06-18
          
          2.25
          33252.00
          35290.18
          Other Instrument
          Asset Backed Tranches
        
        
          IADB 2.500 IABD 01/18/23
          
          
            2023-01-18
          
          2.5
          36577.20
          37806.81
          Other Instrument
          Asset Backed Tranches
        
        
          IADB 2.375 IABD 07/07/27
          
          
            2027-07-07
          
          2.375
          15295.92
          16271.25
          Other Instrument
          Asset Backed Tranches
        
        
          WLDB 2.00 WBGB 01/26/22
          
          
            2022-01-26
          
          2
          13300.80
          13427.68
          Other Instrument
          Asset Backed Tranches
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0015
      83130000.00
      83130000.00
      .0065
      N
      Y
      Y
      N
      
    
    
      Societe Generale, Paris
      Societe Generale, Paris,  0.130%, 12/1/2021
      963FVT005
      O2RNE8IBXP4R0TD8PU41
      US8329940089
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          01Q44EDF S A
          
          
            2028-09-21
          
          4.5
          284039.49
          324079.11
          Agency Debentures and Agency Strips
          
        
        
          01Q44EDF S A
          
          
            2025-10-13
          
          3.625
          3838.37
          4138.70
          Agency Debentures and Agency Strips
          
        
        
          FCSB 2.04 FCOR 22-31 CG
          
          
            2031-04-14
          
          2.04
          1395.77
          1399.01
          Agency Debentures and Agency Strips
          
        
        
          04GWQFHLMC STACR 2019-DNA4
          
          
            2049-10-25
          
          2.042
          672594.97
          674438.48
          Agency Collateralized Mortgage Obligation
          
        
        
          04ECYFHLMC STACR 2019-DNA3
          
          
            2049-07-26
          
          2.142
          2104662.72
          2118250.42
          Agency Collateralized Mortgage Obligation
          
        
        
          04H6DFLAGSTAR MTG TR 2019-
          
          
            2049-10-25
          
          4.572
          89816.68
          94309.84
          Private Label Collateralized Mortgage Obligations
          
        
        
          03VGMBYVW OPP MST FD TR 20
          
          
            2069-05-28
          
          4.5
          801288.65
          807558.73
          Private Label Collateralized Mortgage Obligations
          
        
        
          02KN4ANTHEM INC
          
          
            2030-05-15
          
          2.25
          697.89
          691.60
          Corporate Debt Securities
          
        
        
          01PQRCATERPILLAR FINL SVCS
          
          
            2027-09-14
          
          1.1
          697.89
          677.04
          Corporate Debt Securities
          
        
        
          02G3FREPUBLIC SVCS INC
          
          
            2024-08-15
          
          2.5
          94912.46
          98673.05
          Corporate Debt Securities
          
        
        
          01ND3VMWARE INC
          
          
            2028-08-15
          
          1.8
          1149068.83
          1122042.73
          Corporate Debt Securities
          
        
        
          01BH6EXXON MOBIL CORP
          
          
            2026-03-01
          
          3.043
          2093.66
          2229.17
          Corporate Debt Securities
          
        
        
          01BO2WELLS FARGO & CO
          
          
            2028-05-22
          
          3.584
          348.94
          375.06
          Corporate Debt Securities
          
        
        
          04FT8AMERICAN AIRLN PSTHRU
          
          
            2033-08-15
          
          3.15
          325214.74
          307062.12
          Corporate Debt Securities
          
        
        
          02TA0ADVOCATE HEALTH & HOS
          
          
            2030-06-15
          
          2.211
          348.94
          353.41
          Corporate Debt Securities
          
        
        
          01RCQERAC USA FINANCE COMP
          
          
            2024-11-15
          
          3.85
          348.94
          372.75
          Corporate Debt Securities
          
        
        
          04MXNJETBLUE AIRWAYS 2019-
          
          
            2029-05-15
          
          8
          488520.00
          471672.90
          Corporate Debt Securities
          
        
        
          02G0OBANK CHINA HONG KONG
          
          
            2500-12-31
          
          5.9
          204131.57
          220436.69
          Corporate Debt Securities
          
        
        
          01BDWBANK NEW YORK MELLON
          
          
            2023-12-07
          
          .35
          697.89
          694.31
          Corporate Debt Securities
          
        
        
          01BDWBANK NEW YORK MELLON
          
          
            2500-12-31
          
          3.75
          1923024.09
          1894563.33
          Corporate Debt Securities
          
        
        
          01BNABK OF AMERICA CORP
          
          
            2027-03-11
          
          1.658
          697.89
          693.29
          Corporate Debt Securities
          
        
        
          01BNABK OF AMERICA CORP
          
          
            2025-10-01
          
          3.093
          697.89
          732.42
          Corporate Debt Securities
          
        
        
          01QW7BPCE S A
          
          
            2024-04-15
          
          4
          844790.66
          906105.56
          Corporate Debt Securities
          
        
        
          01I8HAVALONBAY CMNTYS INC
          
          
            2027-05-15
          
          3.35
          348.94
          377.46
          Corporate Debt Securities
          
        
        
          01BD6ARCHER DANIELS MIDLAN
          
          
            2032-10-01
          
          5.935
          210761.49
          283448.23
          Corporate Debt Securities
          
        
        
          01BV1APPLE INC
          
          
            2031-08-05
          
          1.7
          1111731.94
          1080426.19
          Corporate Debt Securities
          
        
        
          01BV1APPLE INC
          
          
            2027-05-11
          
          3.2
          184939.71
          199653.31
          Corporate Debt Securities
          
        
        
          01N2ZAMERICAN WTR CAP CORP
          
          
            2045-09-01
          
          4.3
          511550.23
          624521.26
          Corporate Debt Securities
          
        
        
          03JBHAMER AIRLINES PT TR 2
          
          
            2029-03-22
          
          3.6
          646242.17
          497518.71
          Corporate Debt Securities
          
        
        
          03NZUAMER AIRLINES PT TR 2
          
          
            2030-04-15
          
          3
          345104.49
          270785.68
          Corporate Debt Securities
          
        
        
          03L79AMER AIRLINES PT TR 2
          
          
            2029-07-15
          
          3.575
          513992.83
          413747.93
          Corporate Debt Securities
          
        
        
          03S45AMER AIRLINES PT TR 2
          
          
            2031-04-15
          
          3.35
          525159.00
          434837.96
          Corporate Debt Securities
          
        
        
          03MGLAMER AIRLINES PT TR 2
          
          
            2029-12-15
          
          3.2
          2132389.80
          1725689.73
          Corporate Debt Securities
          
        
        
          01PR0ALLY FINL INC
          
          
            2022-12-15
          
          2.35
          697.89
          684.44
          Corporate Debt Securities
          
        
        
          04NBHAIR CANADA 2020-2
          
          
            2030-10-01
          
          5.25
          348942.86
          333034.41
          Corporate Debt Securities
          
        
        
          03GH8AIR CANADA 2015-1
          
          
            2028-09-15
          
          3.6
          713239.20
          525558.25
          Corporate Debt Securities
          
        
        
          03YI5AIR CANADA 2017-1
          
          
            2031-07-15
          
          3.3
          527252.66
          463812.51
          Corporate Debt Securities
          
        
        
          03KLFAIR CANADA 2015-2
          
          
            2029-06-15
          
          3.75
          704515.63
          565506.69
          Corporate Debt Securities
          
        
        
          01BBXADVANCED MICRO DEVICE
          
          
            2022-08-15
          
          7.5
          1182916.29
          1260545.17
          Corporate Debt Securities
          
        
        
          01D5BVIACOMCBS INC
          
          
            2032-05-19
          
          4.2
          3489.43
          3935.18
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2061-03-22
          
          3.7
          313699.63
          342660.03
          Corporate Debt Securities
          
        
        
          0239BVALERO ENERGY CORP
          
          
            2032-04-15
          
          7.5
          536325.17
          740796.46
          Corporate Debt Securities
          
        
        
          02HXKVALE OVERSEAS LTD
          
          
            2030-07-08
          
          3.75
          99797.66
          101074.24
          Corporate Debt Securities
          
        
        
          039TKUNITED AIRLINES PT CE
          
          
            2027-10-11
          
          4
          34545.34
          23486.29
          Corporate Debt Securities
          
        
        
          04GBDUNITED AIR PASS THRU
          
          
            2033-11-01
          
          2.7
          383837.14
          362157.11
          Corporate Debt Securities
          
        
        
          01BN03M CO
          
          
            2029-08-26
          
          2.375
          24774.94
          25512.53
          Corporate Debt Securities
          
        
        
          01D7KSWISS RE FIN LUXEMBOU
          
          
            2049-04-02
          
          5
          628097.14
          704954.60
          Corporate Debt Securities
          
        
        
          01CXUSTARBUCKS CORP
          
          
            2029-08-15
          
          3.55
          1046.83
          1159.04
          Corporate Debt Securities
          
        
        
          01E1TSTANDARD CHARTERED PL
          
          
            2043-01-09
          
          5.3
          497243.57
          612757.40
          Corporate Debt Securities
          
        
        
          03WBUSPIRIT AIRLINES 2017-
          
          
            2031-08-15
          
          3.375
          360457.97
          298854.60
          Corporate Debt Securities
          
        
        
          01RD2SOUTHERN CALIF EDISON
          
          
            2043-10-01
          
          4.65
          348.94
          410.31
          Corporate Debt Securities
          
        
        
          01BQVSMUCKER J M CO
          
          
            2032-03-15
          
          2.125
          106776.51
          102954.54
          Corporate Debt Securities
          
        
        
          0238TPIONEER NAT RES CO
          
          
            2030-08-15
          
          1.9
          348.94
          329.10
          Corporate Debt Securities
          
        
        
          01BOZPFIZER INC
          
          
            2039-03-15
          
          7.2
          4887991.54
          7910383.35
          Corporate Debt Securities
          
        
        
          01BOXPEPSICO INC
          
          
            2030-03-19
          
          2.75
          161560.54
          170230.46
          Corporate Debt Securities
          
        
        
          01BOXPEPSICO INC
          
          
            2029-07-29
          
          2.625
          12910.89
          13637.29
          Corporate Debt Securities
          
        
        
          01BVHORACLE CORP
          
          
            2047-11-15
          
          4
          135389.83
          144193.78
          Corporate Debt Securities
          
        
        
          01REDNATIONWIDE BLDG SOC G
          
          
            2032-10-18
          
          4.125
          1935237.09
          2090834.98
          Corporate Debt Securities
          
        
        
          01PUONATIONAL RURAL UTILS
          
          
            2043-04-30
          
          4.75
          2442.60
          2517.63
          Corporate Debt Securities
          
        
        
          02LVPNASDAQ INC
          
          
            2026-06-30
          
          3.85
          17447.14
          19363.39
          Corporate Debt Securities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2026-07-27
          
          3.125
          348.94
          372.83
          Corporate Debt Securities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2052-01-25
          
          2.802
          290320.46
          287597.01
          Corporate Debt Securities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2051-03-24
          
          5.597
          1579664.31
          2368929.63
          Corporate Debt Securities
          
        
        
          01BLLLENNAR CORP
          
          
            2026-06-01
          
          5.25
          564589.54
          649901.37
          Corporate Debt Securities
          
        
        
          01BFHJPMORGAN CHASE & CO
          
          
            2049-01-23
          
          3.897
          8374628.57
          9821913.04
          Corporate Debt Securities
          
        
        
          01BIUHALLIBURTON CO
          
          
            2035-11-15
          
          4.85
          67694.91
          79244.40
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2039-06-15
          
          4.2
          1744.71
          1940.56
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2038-12-15
          
          4.75
          1744.71
          2016.24
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2030-02-07
          
          2.6
          364994.23
          371349.18
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2029-04-23
          
          3.814
          322423.20
          350822.22
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2027-06-15
          
          5.25
          348.94
          402.68
          Corporate Debt Securities
          
        
        
          01BIDGENUINE PARTS CO
          
          
            2030-11-01
          
          1.875
          3489.43
          3253.37
          Corporate Debt Securities
          
        
        
          01QOMGENERAL MTRS CO
          
          
            2025-10-01
          
          6.125
          121432.11
          141148.83
          Corporate Debt Securities
          
        
        
          01QOMGENERAL MTRS CO
          
          
            2023-10-02
          
          4.875
          697.89
          750.24
          Corporate Debt Securities
          
        
        
          01BI8GENERAL ELECTRIC CO
          
          
            2034-06-15
          
          5.25
          10817.23
          12944.36
          Corporate Debt Securities
          
        
        
          01BI8GENERAL ELECTRIC CO
          
          
            2030-05-15
          
          5
          3489.43
          3971.82
          Corporate Debt Securities
          
        
        
          01BI8GATX CORP
          
          
            2030-06-30
          
          4
          785819.31
          880782.96
          Corporate Debt Securities
          
        
        
          02IK2EQUINIX INC
          
          
            2024-11-18
          
          2.625
          1046.83
          1079.38
          Corporate Debt Securities
          
        
        
          02J0UENTERPRISE PRODS OPER
          
          
            2049-02-01
          
          4.8
          21285.51
          25834.37
          Corporate Debt Securities
          
        
        
          02J0UENTERPRISE PRODS OPER
          
          
            2023-03-15
          
          3.35
          3838.37
          3966.61
          Corporate Debt Securities
          
        
        
          01RCQERAC USA FINANCE COMP
          
          
            2025-11-01
          
          3.8
          190522.80
          206178.27
          Corporate Debt Securities
          
        
        
          01BGCDUKE ENERGY CORP NEW
          
          
            2026-09-01
          
          2.65
          504920.31
          526476.06
          Corporate Debt Securities
          
        
        
          01PR6DEERE JOHN CAPITAL CO
          
          
            2024-06-07
          
          .45
          122130.00
          120859.24
          Corporate Debt Securities
          
        
        
          02FO9CONSOLIDATED EDISON C
          
          
            2046-06-15
          
          3.85
          128759.91
          145247.08
          Corporate Debt Securities
          
        
        
          02FO9CONSOLIDATED EDISON C
          
          
            2043-03-01
          
          3.95
          70137.51
          77269.47
          Corporate Debt Securities
          
        
        
          01BFRCONAGRA BRANDS INC
          
          
            2028-11-01
          
          4.85
          165398.91
          192078.91
          Corporate Debt Securities
          
        
        
          01BFNCOCA COLA CO
          
          
            2031-03-15
          
          1.375
          1355991.94
          1269784.19
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2034-08-28
          
          2.772
          30358.03
          19942.86
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2033-07-30
          
          3.468
          348.94
          306.69
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2028-07-09
          
          3.104
          348.94
          326.79
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2030-03-20
          
          3.98
          132947.23
          147421.05
          Corporate Debt Securities
          
        
        
          01BMPCVS HEALTH CORP
          
          
            2050-04-01
          
          4.25
          1812758.14
          2187138.52
          Corporate Debt Securities
          
        
        
          01BEKBOEING CO
          
          
            2028-02-01
          
          3.25
          604369.03
          633277.85
          Corporate Debt Securities
          
        
        
          01EU0BNP PARIBAS
          
          
            2041-01-26
          
          2.824
          172028.83
          163335.72
          Corporate Debt Securities
          
        
        
          01BUPWEC ENERGY GROUP INC
          
          
            2067-05-15
          
          2.2685
          258915.60
          241036.24
          Corporate Debt Securities
          
        
        
          01BO2WELLS FARGO & CO
          
          
            2030-10-30
          
          2.879
          348.94
          360.79
          Corporate Debt Securities
          
        
        
          01BCKAMERICAN EXPRESS CO
          
          
            2024-02-22
          
          3.4
          1395.77
          1480.08
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2039-03-15
          
          4.5
          348.94
          395.67
          Corporate Debt Securities
          
        
        
          01BDTBANCO SANTANDER S.A.
          
          
            2022-04-11
          
          3.5
          279154.29
          283342.69
          Corporate Debt Securities
          
        
        
          01BNABK OF AMERICA CORP
          
          
            2027-10-21
          
          3.248
          697.89
          739.95
          Corporate Debt Securities
          
        
        
          04CBQUNITED AIRLINES PTC 2
          
          
            2033-02-25
          
          4.15
          209365.71
          190524.47
          Corporate Debt Securities
          
        
        
          01ULIDEUTSCHE BK AG N Y
          
          
            2024-05-30
          
          3.7
          199595.31
          209481.27
          Corporate Debt Securities
          
        
        
          01TAECELULOSA ARAUCO Y CON
          
          
            2047-11-02
          
          5.5
          442110.60
          509217.58
          Corporate Debt Securities
          
        
        
          02IPOCREDIT AGRICOLE SA LO
          
          
            2026-06-16
          
          1.907
          276013.80
          280280.27
          Corporate Debt Securities
          
        
        
          02HXWBUNGE LTD FIN CORP
          
          
            2026-08-15
          
          3.25
          10119.34
          10856.23
          Corporate Debt Securities
          
        
        
          04O21UNITED AIRLINES PTC 2
          
          
            2027-10-15
          
          5.875
          385930.80
          389462.17
          Corporate Debt Securities
          
        
        
          01BT7RAYTHEON TECHNOLOGIES
          
          
            2027-03-15
          
          3.5
          697.89
          759.43
          Corporate Debt Securities
          
        
        
          01BNABK OF AMERICA CORP
          
          
            2036-09-21
          
          2.482
          518529.09
          500985.78
          Corporate Debt Securities
          
        
        
          01S1BBP CAP MKTS AMER INC
          
          
            2052-03-17
          
          3.001
          348.94
          339.54
          Corporate Debt Securities
          
        
        
          01R7DCLEVELAND ELEC ILLUM
          
          
            2036-12-15
          
          5.95
          14655.60
          19823.91
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2025-09-29
          
          3.272
          1390188.34
          1467280.16
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2028-03-06
          
          2.344
          348.94
          307.72
          Corporate Debt Securities
          
        
        
          04M4KALASKA AIRLINES EQ TR
          
          
            2029-02-15
          
          4.8
          227510.74
          234425.11
          Corporate Debt Securities
          
        
        
          01ULKDUKE UNIVERSITY
          
          
            2038-10-01
          
          3.199
          1878010.46
          2061140.53
          Corporate Debt Securities
          
        
        
          01BVHORACLE CORP
          
          
            2040-07-15
          
          5.375
          697.89
          886.81
          Corporate Debt Securities
          
        
        
          03PD3AMER AIRLINES PT TR 2
          
          
            2030-08-15
          
          3.65
          3265407.26
          2716076.04
          Corporate Debt Securities
          
        
        
          01BENBRISTOL-MYERS SQUIBB
          
          
            2028-02-20
          
          3.9
          4187.31
          4698.81
          Corporate Debt Securities
          
        
        
          01BJHHOME DEPOT INC
          
          
            2048-12-06
          
          4.5
          1744.71
          2284.70
          Corporate Debt Securities
          
        
        
          01BGWKINDER MORGAN ENERGY
          
          
            2024-05-01
          
          4.3
          562146.94
          599054.07
          Corporate Debt Securities
          
        
        
          01T0PFS KKR CAP CORP II
          
          
            2025-02-14
          
          4.25
          746388.77
          794481.50
          Corporate Debt Securities
          
        
        
          03IVGSPIRIT AIRLINES INC 2
          
          
            2029-10-01
          
          4.1
          550980.77
          378341.89
          Corporate Debt Securities
          
        
        
          03RJFLCCM MORTGAGE TR 2017
          
          
            2050-07-12
          
          3.327
          673827.85
          567646.79
          Other Instrument
          Commercial MBS
        
        
          04HMFJPMDB COML MT SEC TR
          
          
            2052-11-18
          
          2.5
          1046828.57
          916375.82
          Other Instrument
          Commercial MBS
        
        
          04BCWWELLS FARGO COM MTG 2
          
          
            2052-01-17
          
          3
          1792382.32
          1611799.21
          Other Instrument
          Commercial MBS
        
        
          03LIGJPMBB COML MTG SEC TR
          
          
            2049-03-17
          
          4.3021
          972357.54
          994427.66
          Other Instrument
          Commercial MBS
        
        
          03T36UBS COML MTG TR 2017-
          
          
            2050-10-17
          
          2.9
          3731483.60
          3198072.17
          Other Instrument
          Commercial MBS
        
        
          03O0KWELLS FARGO COML TR 2
          
          
            2049-11-18
          
          3.059
          1046828.57
          885340.81
          Other Instrument
          Commercial MBS
        
        
          02LJVPEPPERDINE UNIVERSITY
          
          
            2059-12-01
          
          3.301
          348.94
          378.32
          Other Instrument
          CBND
        
        
          02IPOCREDIT AGRICOLE SA LO
          
          
            2024-10-04
          
          3.25
          4016332.29
          4255647.67
          Other Instrument
          MTN
        
        
          02IPOCREDIT AGRICOLE SA LO
          
          
            2027-01-10
          
          4.125
          611347.89
          680406.76
          Other Instrument
          MTN
        
        
          01SMBBARCLAYS BANK PLC
          
          
            2022-06-28
          
          .2
          17883321.43
          17878830.73
          Other Instrument
          MTN
        
        
          01SMBBARCLAYS BANK PLC
          
          
            2022-06-27
          
          .2
          6522439.89
          6520903.49
          Other Instrument
          MTN
        
        
          01SMBBARCLAYS BANK PLC
          
          
            2022-03-08
          
          .25
          610650.00
          611813.80
          Other Instrument
          MTN
        
        
          02K1VPT INDONESIA ASAHAN A
          
          
            2025-05-15
          
          4.75
          438970.11
          467871.54
          Other Instrument
          CBND
        
        
          02K1PHYUNDAI CAP SVCS INC
          
          
            2027-08-29
          
          3.625
          87235.71
          95720.54
          Other Instrument
          MTN
        
        
          02FSVPEOPLE REP OF CHINA
          
          
            2030-10-21
          
          1.2
          135389.83
          131102.03
          Other Instrument
          SVRN
        
        
          01E4ICOMMONWEALTH BANK OF
          
          
            2034-09-12
          
          3.61
          473515.46
          499962.08
          Other Instrument
          MTN
        
        
          01PLIORBIA ADVANCE CORP S
          
          
            2042-09-19
          
          6.75
          71184.34
          94199.84
          Other Instrument
          CBND
        
        
          01FDYGRUPO BIMBO SAB DE CV
          
          
            2049-09-06
          
          4
          355223.83
          394214.38
          Other Instrument
          CBND
        
        
          02H08BANCO NACIONAL DE PAN
          
          
            2030-08-11
          
          2.5
          697885.71
          661295.18
          Other Instrument
          SVRN
        
        
          01TSZNIPPON LIFE INSURANCE
          
          
            2046-01-20
          
          4.7
          104682.86
          114703.33
          Other Instrument
          CBND
        
        
          03N5LSUZANO AUSTRIA GMBH
          
          
            2026-07-14
          
          5.75
          1397516.14
          1606070.58
          Other Instrument
          CBND
        
        
          04GZEPROMIGAS S A E S P/GA
          
          
            2029-10-16
          
          3.75
          604717.97
          592371.65
          Other Instrument
          CBND
        
        
          01SMBBARCLAYS BANK PLC
          
          
            2022-02-22
          
          .25
          7715824.46
          7731380.42
          Other Instrument
          MTN
        
        
          02I1MROMANIA
          
          
            2022-02-07
          
          6.75
          10443859.71
          10772397.43
          Other Instrument
          Sovereign
        
        
          02FSZPERU REP
          
          
            2031-01-23
          
          2.783
          215297.74
          213889.22
          Other Instrument
          Sovereign
        
        
          02FSXISRAEL ST
          
          
            2028-01-17
          
          3.25
          69788.57
          76401.52
          Other Instrument
          Sovereign
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0013
      122130000.00
      122130000.00
      .0096
      N
      Y
      Y
      N
      
    
    
      Societe Generale, Paris
      Societe Generale, Paris,  0.220%, 12/1/2021
      963FVT005
      O2RNE8IBXP4R0TD8PU41
      US8329940089
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          030N5SECURITY NATL MTG 200
          
          
            2036-10-25
          
          6.6
          2335545.59
          2303839.78
          Asset-Backed Securities
          
        
        
          030MLSECURITIZED ASSET REC
          
          
            2036-07-25
          
          .3716
          3074540.95
          2818045.19
          Asset-Backed Securities
          
        
        
          030LINOMURA HEQ LOAN 2005-
          
          
            2035-09-25
          
          1.1716
          52843.38
          48899.42
          Asset-Backed Securities
          
        
        
          030M2RALI SERIES TRUST 200
          
          
            2037-05-26
          
          .2816
          9693.21
          9338.88
          Asset-Backed Securities
          
        
        
          030LAMS HEQ LN TR 2007-2
          
          
            2037-04-25
          
          .3216
          5291189.15
          3472791.24
          Asset-Backed Securities
          
        
        
          030L6MORGAN STANLEY CAP 20
          
          
            2034-03-25
          
          .9466
          2393878.12
          2381406.44
          Asset-Backed Securities
          
        
        
          030KQMASTR ABS TRUST 2006-
          
          
            2036-03-25
          
          .3916
          2224229.21
          1752142.15
          Asset-Backed Securities
          
        
        
          02KPVMASTR SPEC LN TR 2007
          
          
            2037-05-26
          
          .4393
          1475499.80
          1389926.43
          Asset-Backed Securities
          
        
        
          030MRSTRUCTURED ASSET SEC
          
          
            2037-01-25
          
          .3316
          2640751.75
          2073356.79
          Asset-Backed Securities
          
        
        
          030GDACE SECS HEQ 2004-OP1
          
          
            2034-04-25
          
          .8716
          509595.36
          502501.71
          Asset-Backed Securities
          
        
        
          02XSCCITIGROUP MTG LN TR 2
          
          
            2036-12-25
          
          .2416
          5617122.12
          2853485.94
          Asset-Backed Securities
          
        
        
          035NRCWABS INC 2007-12
          
          
            2037-05-25
          
          1.4416
          4299726.52
          4337268.21
          Asset-Backed Securities
          
        
        
          02GK4CWABS INC 2006-3
          
          
            2036-04-25
          
          .722
          1798243.03
          1910313.53
          Asset-Backed Securities
          
        
        
          030H4BEAR STEARNS ABS TR 2
          
          
            2037-05-26
          
          .3916
          3777334.14
          3657129.98
          Asset-Backed Securities
          
        
        
          030G9ABS CORP HEQ MO 2006-
          
          
            2036-11-25
          
          .2516
          709464.06
          707482.50
          Asset-Backed Securities
          
        
        
          030JYHOME EQUITY ASSET TR
          
          
            2036-07-25
          
          .6916
          1410838.89
          1358442.94
          Asset-Backed Securities
          
        
        
          030KQMASTR ASSET BKD SECS
          
          
            2036-02-25
          
          .4516
          2478471.16
          1245409.90
          Asset-Backed Securities
          
        
        
          030M7RASC TRUST 2005-EMX5
          
          
            2035-12-26
          
          .7516
          3927491.40
          3652203.76
          Asset-Backed Securities
          
        
        
          030MLSECURITIZED ASSET REC
          
          
            2037-02-25
          
          .3616
          109147.96
          84534.35
          Asset-Backed Securities
          
        
        
          04NSCWESTLAKE AUTO RECE TR
          
          
            2027-05-17
          
          5.11
          4480310.77
          4634013.06
          Asset-Backed Securities
          
        
        
          030GJAMERIQUEST MTG SECS 2
          
          
            2036-03-25
          
          .7516
          947658.46
          902926.63
          Asset-Backed Securities
          
        
        
          030H4BEAR STEARNS ABS TR 2
          
          
            2037-05-26
          
          .3116
          3440260.05
          3397922.92
          Asset-Backed Securities
          
        
        
          02GK4CWABS INC 2006-BC5
          
          
            2037-03-25
          
          .3716
          7651044.30
          7835513.22
          Asset-Backed Securities
          
        
        
          02GK4CWABS INC 2004-BC5
          
          
            2034-07-25
          
          1.7416
          1373501.91
          1411467.58
          Asset-Backed Securities
          
        
        
          02GK4CWABS INC 2007-BC2
          
          
            2037-06-25
          
          .2916
          2093978.22
          2219837.62
          Asset-Backed Securities
          
        
        
          FMAC FHLMC REMIC 2020-HQA4
          
          
            2050-09-26
          
          3.242
          848871.04
          852779.43
          Agency Collateralized Mortgage Obligation
          
        
        
          04JNPFHLMC STACR 2020-HQA2
          
          
            2050-03-25
          
          3.192
          8016369.58
          8096201.93
          Agency Collateralized Mortgage Obligation
          
        
        
          033OZFHLMC STACR 2021-DNA2
          
          
            2033-08-25
          
          3.4497
          4359876.70
          4477232.80
          Agency Collateralized Mortgage Obligation
          
        
        
          04Q74FHLMC STACR REMIC TR
          
          
            2033-08-25
          
          2.2997
          1480220.39
          1491601.09
          Agency Collateralized Mortgage Obligation
          
        
        
          030M2RALI SERIES TRUST 200
          
          
            2046-02-25
          
          .6316
          1883599.48
          1182284.87
          Private Label Collateralized Mortgage Obligations
          
        
        
          03487WAMU MTG CERT 2005-AR
          
          
            2045-10-25
          
          .992
          624736.23
          535474.40
          Private Label Collateralized Mortgage Obligations
          
        
        
          030K2HARBORVIEW MTG LN TR
          
          
            2035-06-20
          
          1.0661
          293105.71
          290377.17
          Private Label Collateralized Mortgage Obligations
          
        
        
          034ODFNMA CONN AVE SECS 20
          
          
            2030-02-25
          
          2.892
          882201.77
          897679.41
          Agency Collateralized Mortgage Obligation
          
        
        
          030ITDEUTSCHE MTG SECS 200
          
          
            2036-04-15
          
          .4295
          3393382.95
          2607431.21
          Private Label Collateralized Mortgage Obligations
          
        
        
          030ITDEUTSCHE MTG RE-REMIC
          
          
            2036-09-30
          
          3.2211
          2635000.27
          2292138.95
          Private Label Collateralized Mortgage Obligations
          
        
        
          04GMSCONN AVE SECS 2019-R0
          
          
            2039-09-25
          
          2.1916
          72494.56
          72634.22
          Agency Collateralized Mortgage Obligation
          
        
        
          04IONCONN AVE SECS 2020-R0
          
          
            2040-01-25
          
          2.142
          2197966.05
          2205601.78
          Agency Collateralized Mortgage Obligation
          
        
        
          02XSCCITIGROUP MTG LN TR 2
          
          
            2037-10-25
          
          1.092
          1437367.07
          1352820.18
          Private Label Collateralized Mortgage Obligations
          
        
        
          02XSDCITIGROUP MTG LN TR 2
          
          
            2046-11-25
          
          .4916
          3065988.40
          3035526.66
          Private Label Collateralized Mortgage Obligations
          
        
        
          030IBCWALT INC 2005-56
          
          
            2035-11-25
          
          1.5516
          3183143.80
          3127236.34
          Private Label Collateralized Mortgage Obligations
          
        
        
          04715FHLMC STACR 2018-DNA2
          
          
            2030-12-26
          
          2.242
          2859403.82
          2879777.39
          Agency Collateralized Mortgage Obligation
          
        
        
          033OZFHLMC STACR 2018-DNA1
          
          
            2030-07-25
          
          1.892
          1955730.27
          1959567.85
          Agency Collateralized Mortgage Obligation
          
        
        
          04JTBVISTA POINT SEC TR 20
          
          
            2065-03-25
          
          5.375
          57831.65
          59506.56
          Private Label Collateralized Mortgage Obligations
          
        
        
          04AWPFHLMC STACR 2018-HRP2
          
          
            2047-02-25
          
          4.292
          1772213.12
          1871327.49
          Agency Collateralized Mortgage Obligation
          
        
        
          04F5QFHLMC STACR 2019-FTR2
          
          
            2048-11-25
          
          2.2416
          4832408.49
          4817070.76
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FHLMC STACR 2020-DNA4
          
          
            2050-08-25
          
          3.842
          1262168.60
          1268873.10
          Agency Collateralized Mortgage Obligation
          
        
        
          033OZFHLMC STACR 2017-HQA2
          
          
            2029-12-26
          
          .742
          171351.07
          168285.67
          Agency Collateralized Mortgage Obligation
          
        
        
          04HS3CONN AVE SECS 2019-HR
          
          
            2039-11-25
          
          2.242
          13980920.72
          14014308.71
          Agency Collateralized Mortgage Obligation
          
        
        
          034ODFNMA CONN AVE SECS 20
          
          
            2029-11-26
          
          2.942
          1711513.08
          1776172.14
          Agency Collateralized Mortgage Obligation
          
        
        
          01TAEECOPETROL S A
          
          
            2031-11-02
          
          4.625
          1154326.15
          1101339.38
          Corporate Debt Securities
          
        
        
          026RIDISH DBS CORPORATION
          
          
            2023-03-15
          
          5
          1131729.23
          1163843.94
          Corporate Debt Securities
          
        
        
          01ERLDEUTSCHE BK AG
          
          
            2028-05-24
          
          4.296
          94153.85
          97130.61
          Corporate Debt Securities
          
        
        
          01BG0DELUXE CORP MEDIUM TE
          
          
            2029-06-01
          
          8
          903406.15
          976516.81
          Corporate Debt Securities
          
        
        
          03EOSDNA ALPHA LTD 2013-1
          
          
            2025-05-30
          
          5.25
          1110544.62
          207519.70
          Corporate Debt Securities
          
        
        
          01TN1CROWNROCK LP
          
          
            2029-05-01
          
          5
          470769.23
          476469.20
          Corporate Debt Securities
          
        
        
          01TGMHCA INC.
          
          
            2023-12-15
          
          7.5
          269280.00
          307820.70
          Corporate Debt Securities
          
        
        
          01TGMHCA INC.
          
          
            2025-06-15
          
          7.69
          5178.46
          6234.84
          Corporate Debt Securities
          
        
        
          03420AMER AIRLINES PT TR 2
          
          
            2024-07-15
          
          4.95
          298938.46
          56876.05
          Corporate Debt Securities
          
        
        
          03JBHAMER AIRLINES PT TR 2
          
          
            2029-03-22
          
          3.6
          394033.85
          303352.55
          Corporate Debt Securities
          
        
        
          03D6YAMER AIRLINES PT TR 2
          
          
            2028-04-01
          
          3.7
          470769.23
          302848.74
          Corporate Debt Securities
          
        
        
          031RVAMER AIRLINES PT TR 2
          
          
            2027-01-15
          
          4
          3003978.46
          1400840.30
          Corporate Debt Securities
          
        
        
          03GAPAMER AIRLINES PT TR 2
          
          
            2028-11-01
          
          3.375
          445818.46
          305953.17
          Corporate Debt Securities
          
        
        
          02YPCALTICE FINANCING S.A.
          
          
            2029-08-15
          
          5.75
          2073738.46
          2021376.57
          Corporate Debt Securities
          
        
        
          02XPEALGECO SCOTSMAN GLOBA
          
          
            2023-02-15
          
          8
          748523.08
          775345.15
          Corporate Debt Securities
          
        
        
          04TMMAKUMIN INC
          
          
            2028-08-01
          
          7.5
          252332.31
          241135.06
          Corporate Debt Securities
          
        
        
          01DWMAIR CDA INC
          
          
            2026-08-15
          
          3.875
          40015.38
          40481.27
          Corporate Debt Securities
          
        
        
          04QPYAADVANTAGE LOYALTY IP
          
          
            2026-04-20
          
          5.5
          567110.27
          586171.48
          Corporate Debt Securities
          
        
        
          01GB9AMC ENTMT HLDGS INC
          
          
            2026-04-24
          
          10.5
          17418.46
          19171.20
          Corporate Debt Securities
          
        
        
          01BFLCLEVELAND-CLIFFS INC
          
          
            2031-03-01
          
          4.875
          1308738.46
          1335400.19
          Corporate Debt Securities
          
        
        
          01EMFCLEAR CHANNEL OUTDOOR
          
          
            2028-04-15
          
          7.75
          241975.38
          255232.61
          Corporate Debt Securities
          
        
        
          01U0ACITGO PETE CORP
          
          
            2025-06-15
          
          7
          1980526.15
          2094234.76
          Corporate Debt Securities
          
        
        
          01RPHCITGO HOLDING INC
          
          
            2024-08-01
          
          9.25
          606350.77
          615795.53
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2500-12-31
          
          4.15
          1412.31
          1400.03
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2500-12-31
          
          6.25
          159120.00
          181910.63
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2500-12-31
          
          5.9
          8003.08
          8350.88
          Corporate Debt Securities
          
        
        
          01F7TCHESAPEAKE ENERGY COR
          
          
            2026-02-01
          
          5.5
          455233.85
          481150.56
          Corporate Debt Securities
          
        
        
          035TRCHEMOURS CO
          
          
            2028-11-15
          
          5.75
          161003.08
          165816.40
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2061-04-01
          
          3.85
          583283.08
          542616.42
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2051-04-01
          
          3.7
          2727636.92
          2652910.28
          Corporate Debt Securities
          
        
        
          02LUPCHARLES RIV LABS INTL
          
          
            2029-03-15
          
          3.75
          301292.31
          301633.52
          Corporate Debt Securities
          
        
        
          01BFGLUMEN TECHNOLOGIES IN
          
          
            2022-03-15
          
          5.8
          622356.92
          636100.64
          Corporate Debt Securities
          
        
        
          02GA4CENTENE CORP DEL
          
          
            2031-08-01
          
          2.625
          282461.54
          274441.04
          Corporate Debt Securities
          
        
        
          02GA4CENTENE CORP DEL
          
          
            2031-03-01
          
          2.5
          1490455.38
          1430897.62
          Corporate Debt Securities
          
        
        
          04OJJCELLNEX FIN CO SA
          
          
            2041-07-07
          
          3.875
          353076.92
          343950.72
          Corporate Debt Securities
          
        
        
          01BF5CARLISLE COS INC
          
          
            2023-09-01
          
          .55
          191132.31
          190317.55
          Corporate Debt Securities
          
        
        
          03DL3CAESARS ENTERTAINMENT
          
          
            2029-10-15
          
          4.625
          80501.54
          79597.44
          Corporate Debt Securities
          
        
        
          03CNQCSI COMPRESSCO LP
          
          
            2025-04-01
          
          7.5
          6120.00
          6271.72
          Corporate Debt Securities
          
        
        
          01S2QCIT GROUP INC
          
          
            2024-02-16
          
          4.75
          215141.54
          230916.20
          Corporate Debt Securities
          
        
        
          02I6OCOMMUNITY HEALTH SYS
          
          
            2025-02-15
          
          6.625
          1830350.77
          1930128.53
          Corporate Debt Securities
          
        
        
          02I6OCOMMUNITY HEALTH SYS
          
          
            2026-03-15
          
          8
          7227249.23
          7710872.66
          Corporate Debt Securities
          
        
        
          01M39CF INDS INC
          
          
            2043-06-01
          
          4.95
          882692.31
          1074274.05
          Corporate Debt Securities
          
        
        
          033H4BROOKFIELD RESIDENTIA
          
          
            2030-02-15
          
          4.875
          167123.08
          168199.14
          Corporate Debt Securities
          
        
        
          02HLTBOSTON PPTYS LTD PART
          
          
            2029-06-21
          
          3.4
          4707.69
          5053.65
          Corporate Debt Securities
          
        
        
          02BXUCIVITAS RESOURCES INC
          
          
            2026-10-15
          
          5
          44723.08
          44667.52
          Corporate Debt Securities
          
        
        
          02KYFBLUELINX HLDGS INC
          
          
            2029-11-15
          
          6
          1100658.46
          1087817.44
          Corporate Debt Securities
          
        
        
          01DGUBCPE CYCLE MERGER SUB
          
          
            2027-07-15
          
          10.625
          358255.38
          382593.01
          Corporate Debt Securities
          
        
        
          01SMBBARCLAYS BANK PLC
          
          
            2031-01-27
          
          4.0275
          941.54
          805.04
          Corporate Debt Securities
          
        
        
          02GEFBALTIMORE GAS & ELEC
          
          
            2026-08-15
          
          2.4
          590344.62
          612883.97
          Corporate Debt Securities
          
        
        
          01BDMAVON PRODS INC
          
          
            2043-03-15
          
          8.45
          1935332.31
          2424205.31
          Corporate Debt Securities
          
        
        
          01NWFATHABASCA OIL CORP
          
          
            2026-11-01
          
          9.75
          135581.54
          135282.13
          Corporate Debt Securities
          
        
        
          01BDDASHLAND INC
          
          
            2043-05-15
          
          6.875
          941.54
          1191.39
          Corporate Debt Securities
          
        
        
          03NP4ASCENT RES UTICA HLDG
          
          
            2026-11-01
          
          7
          941.54
          960.97
          Corporate Debt Securities
          
        
        
          01BV1APPLE INC
          
          
            2031-08-05
          
          1.7
          2223913.85
          2161289.67
          Corporate Debt Securities
          
        
        
          030CBANHEUSER BUSCH INBEV
          
          
            2026-02-01
          
          3.65
          470.77
          511.66
          Corporate Debt Securities
          
        
        
          01R7GFORD MOTOR CREDIT COM
          
          
            2022-03-28
          
          3.339
          1170803.08
          1181048.19
          Corporate Debt Securities
          
        
        
          01R7GFORD MOTOR CREDIT COM
          
          
            2025-06-16
          
          5.125
          317298.46
          349842.88
          Corporate Debt Securities
          
        
        
          01BHXFORD MTR CO DEL
          
          
            2097-05-15
          
          7.7
          4707.69
          6229.26
          Corporate Debt Securities
          
        
        
          02FPDFIRSTENERGY CORP
          
          
            2030-09-01
          
          2.25
          2391036.92
          2278807.63
          Corporate Debt Securities
          
        
        
          01DT5FIRST QUANTUM MINERAL
          
          
            2023-04-01
          
          7.25
          391209.23
          399769.65
          Corporate Debt Securities
          
        
        
          04O61FINANCE OF AMERICA FU
          
          
            2025-11-15
          
          7.875
          1480098.46
          1440552.08
          Corporate Debt Securities
          
        
        
          02APCCALUMET SPECIALTY PRO
          
          
            2024-07-15
          
          9.25
          2288409.23
          2550861.17
          Corporate Debt Securities
          
        
        
          03GOFBOSPHORUS LLC 2015-1
          
          
            2028-09-15
          
          4.2
          602113.85
          343986.31
          Corporate Debt Securities
          
        
        
          02FTPNCL CORP LTD
          
          
            2026-02-01
          
          10.25
          2660316.92
          3149501.17
          Corporate Debt Securities
          
        
        
          04LHIPARK INTER HLDGS LLC
          
          
            2028-10-01
          
          5.875
          314944.62
          328212.75
          Corporate Debt Securities
          
        
        
          01FJ4DELTA AIR LINES INC
          
          
            2026-01-15
          
          7.375
          1627449.23
          1921067.52
          Corporate Debt Securities
          
        
        
          04HPIXP INC
          
          
            2026-07-01
          
          3.25
          94153.85
          90342.63
          Corporate Debt Securities
          
        
        
          01F0OING GROEP N.V.
          
          
            2500-12-31
          
          3.875
          94153.85
          88646.50
          Corporate Debt Securities
          
        
        
          01R7GFORD MOTOR CREDIT COM
          
          
            2023-02-15
          
          4.14
          258452.31
          267065.23
          Corporate Debt Securities
          
        
        
          04607RIO OIL FIN TR
          
          
            2028-04-06
          
          8.2
          346956.92
          369323.48
          Corporate Debt Securities
          
        
        
          026RGSEAWORLD PKS & ENTMT
          
          
            2025-05-01
          
          8.75
          941.54
          1004.67
          Corporate Debt Securities
          
        
        
          02L76DIRECTV FING LLC / DI
          
          
            2027-08-15
          
          5.875
          941.54
          976.34
          Corporate Debt Securities
          
        
        
          01BZTBAUSCH HEALTH COS INC
          
          
            2029-02-15
          
          5
          186424.62
          160890.66
          Corporate Debt Securities
          
        
        
          039D2MPH ACQUISITION HLDGS
          
          
            2028-09-01
          
          5.5
          881280.00
          865414.02
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2052-06-01
          
          3.9
          3530769.23
          3589597.73
          Corporate Debt Securities
          
        
        
          03QKZCARVANA CO
          
          
            2028-10-01
          
          5.875
          1564836.92
          1579903.91
          Corporate Debt Securities
          
        
        
          02WOYTHE ADT CORPORATION
          
          
            2032-07-15
          
          4.875
          229264.62
          230784.93
          Corporate Debt Securities
          
        
        
          01FB0ROYAL CARIBBEAN GROUP
          
          
            2025-06-01
          
          11.5
          1745141.54
          2022976.80
          Corporate Debt Securities
          
        
        
          02XR9PETROBRAS GLOBAL FINA
          
          
            2050-06-03
          
          6.75
          45664.62
          47842.70
          Corporate Debt Securities
          
        
        
          01BNABK OF AMERICA CORP
          
          
            2027-10-21
          
          3.248
          200076.92
          212137.29
          Corporate Debt Securities
          
        
        
          02KDSCHARTER COMMUNICATION
          
          
            2062-06-30
          
          3.95
          388384.62
          377042.49
          Corporate Debt Securities
          
        
        
          01R3XCOTY INC
          
          
            2026-04-15
          
          5
          3873960.00
          3980493.90
          Corporate Debt Securities
          
        
        
          04N6WSPIRIT IP CAYMAN LTD
          
          
            2025-09-20
          
          8
          318767.73
          352681.08
          Corporate Debt Securities
          
        
        
          01EUFCGG
          
          
            2027-04-01
          
          8.75
          409569.23
          403809.67
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2500-12-31
          
          4.7
          80501.54
          82567.74
          Corporate Debt Securities
          
        
        
          01U0ACITGO PETE CORP
          
          
            2026-06-15
          
          6.375
          389326.15
          409250.73
          Corporate Debt Securities
          
        
        
          02H7KFREEDOM MORTGAGE CORP
          
          
            2025-04-15
          
          8.25
          2045963.08
          2051717.35
          Corporate Debt Securities
          
        
        
          03OP0TRANSOCEAN PROTEUS LI
          
          
            2024-12-01
          
          6.25
          862920.00
          438396.32
          Corporate Debt Securities
          
        
        
          01C2TUNITED AIR LINES INC
          
          
            2026-04-15
          
          4.375
          252803.08
          255869.26
          Corporate Debt Securities
          
        
        
          02NDTTOPAZ SOLAR FARMS LLC
          
          
            2039-09-30
          
          4.875
          1214.11
          1382.45
          Corporate Debt Securities
          
        
        
          046P5UNIGEL LUXEMBOURG SA
          
          
            2026-10-01
          
          8.75
          416160.00
          441275.37
          Corporate Debt Securities
          
        
        
          02ND2UBER TECHNOLOGIES INC
          
          
            2026-11-01
          
          8
          1026276.92
          1096704.61
          Corporate Debt Securities
          
        
        
          01XDFGENESIS ENERGY LP
          
          
            2027-01-15
          
          8
          151116.92
          155189.52
          Corporate Debt Securities
          
        
        
          02FOPSONIC AUTOMOTIVE INC
          
          
            2031-11-15
          
          4.875
          55080.00
          53949.14
          Corporate Debt Securities
          
        
        
          01BJCKRAFT HEINZ FOODS CO
          
          
            2049-10-01
          
          4.875
          788067.69
          980883.89
          Corporate Debt Securities
          
        
        
          01CB0HUNTINGTON BANCSHARES
          
          
            2500-12-31
          
          5.7
          8473.85
          8521.09
          Corporate Debt Securities
          
        
        
          01R7GFORD MOTOR CREDIT COM
          
          
            2030-11-13
          
          4
          941538.46
          989254.59
          Corporate Debt Securities
          
        
        
          03HA5WASH MULTIFAMILY ACQU
          
          
            2026-04-15
          
          5.75
          941.54
          975.38
          Corporate Debt Securities
          
        
        
          04J25ALLEN MEDIA LLC / ALL
          
          
            2028-02-15
          
          10.5
          193015.38
          213402.63
          Corporate Debt Securities
          
        
        
          0484FTRANSOCEAN PONTUS LTD
          
          
            2025-08-01
          
          6.125
          1005563.08
          685191.76
          Corporate Debt Securities
          
        
        
          01BJ9ENCOMPASS HEALTH CORP
          
          
            2031-04-01
          
          4.625
          940596.92
          941734.91
          Corporate Debt Securities
          
        
        
          01QP0APOLLO COML REAL ESTA
          
          
            2029-06-15
          
          4.625
          1973464.62
          1927876.21
          Corporate Debt Securities
          
        
        
          02LW4TENNECO PACKAGING INC
          
          
            2025-12-15
          
          7.95
          986732.31
          1126293.26
          Corporate Debt Securities
          
        
        
          01C0HIHEARTCOMMUNICATIONS
          
          
            2027-05-01
          
          8.375
          384.15
          407.11
          Corporate Debt Securities
          
        
        
          01XN0SQUARE INC
          
          
            2031-06-01
          
          3.5
          45193.85
          46535.78
          Corporate Debt Securities
          
        
        
          02H7KFREEDOM MORTGAGE CORP
          
          
            2024-11-15
          
          8.125
          2163184.62
          2170507.90
          Corporate Debt Securities
          
        
        
          03O7ATRANSOCEAN PHOENIX 2
          
          
            2024-10-15
          
          7.75
          941.54
          478.86
          Corporate Debt Securities
          
        
        
          02TA0ADVOCATE HEALTH & HOS
          
          
            2030-06-15
          
          2.211
          470.77
          476.80
          Corporate Debt Securities
          
        
        
          04RUKMETIS MERGER SUB LLC
          
          
            2029-05-15
          
          6.5
          1767738.46
          1732751.97
          Corporate Debt Securities
          
        
        
          01RQ4SPANISH BROADCASTING
          
          
            2026-03-01
          
          9.75
          941538.46
          997488.60
          Corporate Debt Securities
          
        
        
          01BVKSONOCO PRODS CO
          
          
            2040-11-01
          
          5.75
          941.54
          1295.74
          Corporate Debt Securities
          
        
        
          02S2KSIZZLING PLATTER LLC
          
          
            2025-11-28
          
          8.5
          94153.85
          95375.23
          Corporate Debt Securities
          
        
        
          01R4LSERVICE PPTYS TR
          
          
            2027-12-15
          
          5.5
          524907.69
          545404.46
          Corporate Debt Securities
          
        
        
          01R4LSERVICE PPTYS TR
          
          
            2025-09-15
          
          7.5
          2029486.15
          2201515.55
          Corporate Debt Securities
          
        
        
          02GFQDIVERSIFIED HEALTHCAR
          
          
            2028-02-15
          
          4.75
          692030.77
          666151.70
          Corporate Debt Securities
          
        
        
          02GFQDIVERSIFIED HEALTHCAR
          
          
            2028-02-15
          
          4.75
          609175.38
          586394.76
          Corporate Debt Securities
          
        
        
          01TDNSEAGATE HDD CAYMAN
          
          
            2029-06-01
          
          4.091
          280578.46
          291195.93
          Corporate Debt Securities
          
        
        
          01FB0ROYAL CARIBBEAN GROUP
          
          
            2023-06-01
          
          10.875
          104981.54
          118055.02
          Corporate Debt Securities
          
        
        
          03K5BROCKCLIFF ENERGY II L
          
          
            2029-10-15
          
          5.5
          730163.08
          741886.25
          Corporate Debt Securities
          
        
        
          01BPORITE AID CORP
          
          
            2026-11-15
          
          8
          1159975.38
          1195760.63
          Corporate Debt Securities
          
        
        
          03BN1RIO OIL FIN TR
          
          
            2024-07-06
          
          9.25
          4415344.62
          1850998.23
          Corporate Debt Securities
          
        
        
          02TTR180 MED INC
          
          
            2029-10-15
          
          3.875
          94153.85
          92960.43
          Corporate Debt Securities
          
        
        
          04UFMOLYMPUS WTR US HLDG C
          
          
            2028-10-01
          
          4.25
          224556.92
          218822.93
          Corporate Debt Securities
          
        
        
          02LISNOVANT HEALTH INC
          
          
            2061-11-01
          
          3.318
          470.77
          519.85
          Corporate Debt Securities
          
        
        
          04P5K99 ESCROW ISSUER INCO
          
          
            2026-01-15
          
          7.5
          147350.77
          132722.52
          Corporate Debt Securities
          
        
        
          01U01RENEWABLE ENERGY GROU
          
          
            2028-06-01
          
          5.875
          158649.23
          166840.58
          Corporate Debt Securities
          
        
        
          01CIPRANGE RES CORP
          
          
            2022-08-15
          
          5
          498073.85
          509072.98
          Corporate Debt Securities
          
        
        
          04OXMRP ESCROW ISSUER LLC
          
          
            2025-12-15
          
          5.25
          474535.38
          480022.20
          Corporate Debt Securities
          
        
        
          031ZLRHP HOTEL PPTY/ RHP F
          
          
            2029-02-15
          
          4.5
          4574464.62
          4525952.42
          Corporate Debt Securities
          
        
        
          03FJ4QORVO INC
          
          
            2029-10-15
          
          4.375
          633184.62
          674638.42
          Corporate Debt Securities
          
        
        
          01CUUQVC INC
          
          
            2043-03-15
          
          5.95
          926003.08
          932851.64
          Corporate Debt Securities
          
        
        
          02D0ZPOST HLDGS INC
          
          
            2028-01-15
          
          5.625
          1391593.85
          1462278.12
          Corporate Debt Securities
          
        
        
          01POZPENN VA ESCROW LLC
          
          
            2026-08-15
          
          9.25
          982495.38
          1049564.34
          Corporate Debt Securities
          
        
        
          02IC8PRA GROUP INC
          
          
            2025-09-01
          
          7.375
          517846.15
          558358.62
          Corporate Debt Securities
          
        
        
          01BUVXEROX CORP
          
          
            2022-03-17
          
          4.07
          941.54
          954.23
          Corporate Debt Securities
          
        
        
          02IFTWYNN LAS VEGAS LLC /
          
          
            2027-05-15
          
          5.25
          2353.85
          2352.88
          Corporate Debt Securities
          
        
        
          02IFTWYNN LAS VEGAS LLC /
          
          
            2025-03-01
          
          5.5
          452880.00
          462434.51
          Corporate Debt Securities
          
        
        
          04H7DWOLVERINE ESCROW LLC
          
          
            2024-11-15
          
          8.5
          2286055.38
          2134127.95
          Corporate Debt Securities
          
        
        
          04MTLWINDSTREAM ESCROW LLC
          
          
            2028-08-15
          
          7.75
          718393.85
          769862.58
          Corporate Debt Securities
          
        
        
          02KKMW & T OFFSHORE INC
          
          
            2023-11-01
          
          9.75
          349781.54
          331541.89
          Corporate Debt Securities
          
        
        
          01BTUVODAFONE GROUP PLC
          
          
            2081-06-04
          
          4.125
          180775.38
          181432.80
          Corporate Debt Securities
          
        
        
          04QTLVINE ENERGY HOLDINGS
          
          
            2029-04-15
          
          6.75
          1450440.00
          1562613.40
          Corporate Debt Securities
          
        
        
          02Y0HVIKING CRUISES LTD
          
          
            2025-05-15
          
          13
          5453390.77
          6193015.98
          Corporate Debt Securities
          
        
        
          03LC8VERITAS US INC/VERITA
          
          
            2025-09-01
          
          7.5
          528673.85
          556705.01
          Corporate Debt Securities
          
        
        
          01BEPVECTOR GROUP LTD
          
          
            2026-11-01
          
          10.5
          539501.54
          562947.38
          Corporate Debt Securities
          
        
        
          02K4DNETFLIX INC.
          
          
            2029-11-15
          
          5.375
          72969.23
          87771.43
          Corporate Debt Securities
          
        
        
          02K4DNETFLIX INC.
          
          
            2028-11-15
          
          5.875
          233030.77
          278799.86
          Corporate Debt Securities
          
        
        
          032ZMNAVIENT CORPORATION
          
          
            2022-06-15
          
          6.5
          941.54
          994.30
          Corporate Debt Securities
          
        
        
          02IQLNABORS INDS INC
          
          
            2027-05-15
          
          7.375
          942950.77
          939588.23
          Corporate Debt Securities
          
        
        
          04PTLNGL ENERGY OPERATING
          
          
            2026-02-01
          
          7.5
          271633.85
          279726.27
          Corporate Debt Securities
          
        
        
          02FTPNCL CORP LTD
          
          
            2024-05-15
          
          12.25
          1150089.23
          1362975.54
          Corporate Debt Securities
          
        
        
          041T5MOSS CREEK RES HLDGS
          
          
            2026-01-15
          
          7.5
          210904.62
          192679.29
          Corporate Debt Securities
          
        
        
          02GN3MAV ACQUISITION CORP
          
          
            2029-08-01
          
          8
          2824.62
          2813.79
          Corporate Debt Securities
          
        
        
          034FMMAGIC MERGECO INC
          
          
            2029-05-01
          
          7.875
          2572753.85
          2556503.69
          Corporate Debt Securities
          
        
        
          0289OMGM CHINA HOLDINGS LI
          
          
            2025-06-18
          
          5.25
          470769.23
          487290.88
          Corporate Debt Securities
          
        
        
          02LTUMEG ENERGY CORP
          
          
            2025-01-15
          
          6.5
          1170332.31
          1218029.20
          Corporate Debt Securities
          
        
        
          01BMKM D C HLDGS INC
          
          
            2030-01-15
          
          3.85
          2026190.77
          2151687.96
          Corporate Debt Securities
          
        
        
          04O3ULD HOLDINGS GROUP LLC
          
          
            2028-04-01
          
          6.125
          2353.85
          2189.17
          Corporate Debt Securities
          
        
        
          04P5LKRONOS ACQUISITION HL
          
          
            2027-12-31
          
          7
          967430.77
          962745.18
          Corporate Debt Securities
          
        
        
          01W6WPBF HLDG CO LLC / PBF
          
          
            2025-05-15
          
          9.25
          240563.08
          227357.17
          Corporate Debt Securities
          
        
        
          01IXTINTESA SANPAOLO S P A
          
          
            2042-06-01
          
          4.95
          376615.38
          393451.03
          Corporate Debt Securities
          
        
        
          01IXTINTESA SANPAOLO S P A
          
          
            2042-06-01
          
          4.95
          109218.46
          114100.80
          Corporate Debt Securities
          
        
        
          02L8GHOWARD HUGHES CORP
          
          
            2029-02-01
          
          4.125
          1880723.08
          1885303.42
          Corporate Debt Securities
          
        
        
          01R4LSERVICE PPTYS TR
          
          
            2029-10-01
          
          4.95
          2082683.08
          1968473.94
          Corporate Debt Securities
          
        
        
          01R4LSERVICE PPTYS TR
          
          
            2026-10-01
          
          4.75
          5420907.69
          5273376.19
          Corporate Debt Securities
          
        
        
          01R4LSERVICE PPTYS TR
          
          
            2028-01-15
          
          3.95
          1530470.77
          1408572.60
          Corporate Debt Securities
          
        
        
          01BJFHP INC
          
          
            2022-09-15
          
          4.05
          1873190.77
          1941182.91
          Corporate Debt Securities
          
        
        
          04PYCHAWAIIAN BRAND INTELL
          
          
            2026-01-20
          
          5.75
          2.35
          2.45
          Corporate Debt Securities
          
        
        
          02FRJGRAHAM PACKAGING CO I
          
          
            2028-08-15
          
          7.125
          753230.77
          783948.46
          Corporate Debt Securities
          
        
        
          01BIGGOODYEAR TIRE & RUBR
          
          
            2033-04-30
          
          5.625
          1020156.92
          1082251.32
          Corporate Debt Securities
          
        
        
          02G54GOLDMAN SACHS GROUP I
          
          
            2029-04-23
          
          3.814
          3295.38
          3585.64
          Corporate Debt Securities
          
        
        
          04EINGO DADDY OPER CO LLC
          
          
            2029-03-01
          
          3.5
          779593.85
          747671.64
          Corporate Debt Securities
          
        
        
          0321SGENWORTH HLDGS INC
          
          
            2024-02-15
          
          4.8
          109218.46
          115116.26
          Corporate Debt Securities
          
        
        
          01FZBFULL HSE RESORTS INC
          
          
            2028-02-15
          
          8.25
          329538.46
          350649.52
          Corporate Debt Securities
          
        
        
          02H7KFREEDOM MORTGAGE CORP
          
          
            2026-05-01
          
          7.625
          941.54
          907.30
          Corporate Debt Securities
          
        
        
          03IYIUNITI GROUP LP / UNIT
          
          
            2029-02-15
          
          6.5
          941.54
          925.26
          Corporate Debt Securities
          
        
        
          03SCWUNITI GROUP LP / UNIT
          
          
            2025-02-15
          
          7.875
          2782716.92
          2977921.04
          Corporate Debt Securities
          
        
        
          01C2TUNITED AIR LINES INC
          
          
            2029-04-15
          
          4.625
          54138.46
          54302.57
          Corporate Debt Securities
          
        
        
          01MWCUNITED AIRLINES PT CE
          
          
            2024-01-02
          
          6.636
          330009.23
          96770.41
          Corporate Debt Securities
          
        
        
          03H2TU S ACUTE CARE SOLUTI
          
          
            2026-03-01
          
          6.375
          63553.85
          66462.10
          Corporate Debt Securities
          
        
        
          02C0NUS AIRWAYS PT TRUST 2
          
          
            2025-04-22
          
          7.125
          46606.15
          18601.78
          Corporate Debt Securities
          
        
        
          01FSITYCO INTL FINANCE S A
          
          
            2045-09-14
          
          5.125
          227381.54
          301478.23
          Corporate Debt Securities
          
        
        
          02NCZTWILIO INC
          
          
            2031-03-15
          
          3.875
          941538.46
          940787.98
          Corporate Debt Securities
          
        
        
          04C8LTRANSOCEAN POSEIDON L
          
          
            2027-02-01
          
          6.875
          395446.15
          391580.94
          Corporate Debt Securities
          
        
        
          047OOTRANSOCEAN GUARDIAN L
          
          
            2024-01-15
          
          5.875
          525849.23
          338941.87
          Corporate Debt Securities
          
        
        
          02NDTTOPAZ SOLAR FARMS LLC
          
          
            2039-09-30
          
          5.75
          22468.87
          27107.42
          Corporate Debt Securities
          
        
        
          01BNFTENET HEALTHCARE CORP
          
          
            2028-10-01
          
          6.125
          410510.77
          425920.60
          Corporate Debt Securities
          
        
        
          02OYPTEINE ENERGY LTD
          
          
            2029-04-15
          
          6.875
          1789864.62
          1843280.89
          Corporate Debt Securities
          
        
        
          01DQQTASEKO MINES LTD
          
          
            2026-02-15
          
          7
          108276.92
          111164.31
          Corporate Debt Securities
          
        
        
          02HBOTALEN ENERGY SUPPLY L
          
          
            2028-06-01
          
          7.625
          392621.54
          376097.35
          Corporate Debt Securities
          
        
        
          03PGZTKC HOLDINGS INCORPOR
          
          
            2029-05-15
          
          10.5
          410981.54
          432025.85
          Corporate Debt Securities
          
        
        
          01D0JNORTONLIFELOCK INC
          
          
            2025-04-15
          
          5
          375203.08
          382249.39
          Corporate Debt Securities
          
        
        
          04TU9STRATHCONA RESOURCES
          
          
            2026-08-01
          
          6.875
          632713.85
          642094.71
          Corporate Debt Securities
          
        
        
          033XJT-MOBILE US INC
          
          
            2024-06-15
          
          7.125
          751818.46
          867768.60
          Corporate Debt Securities
          
        
        
          01BR6SPRINT NEXTEL CORP
          
          
            2022-11-15
          
          6
          743344.62
          775895.68
          Corporate Debt Securities
          
        
        
          02M6FSPIRIT AEROSYSTEMS IN
          
          
            2023-06-15
          
          3.95
          18830.77
          19171.69
          Corporate Debt Securities
          
        
        
          01PQPONEMAIN FINANCIAL COR
          
          
            2023-03-15
          
          5.625
          811606.15
          853581.41
          Corporate Debt Securities
          
        
        
          02FMCENOVA INTL INC
          
          
            2024-09-01
          
          8.5
          295172.31
          305064.68
          Corporate Debt Securities
          
        
        
          03459ENDEAVOR ENERGY RESOU
          
          
            2025-07-15
          
          6.625
          909055.38
          980501.46
          Corporate Debt Securities
          
        
        
          04HEXJACKCON PK TR 2019-LI
          
          
            2039-10-14
          
          3.3505
          1132670.77
          989170.44
          Other Instrument
          Commercial MBS
        
        
          03GLAWELLS FARGO COML TR 2
          
          
            2050-04-15
          
          4.5135
          892399.57
          842624.10
          Other Instrument
          Commercial MBS
        
        
          03CULJPMBB COML MTG SEC 20
          
          
            2047-08-16
          
          4.7967
          2770760.33
          2681306.32
          Other Instrument
          Commercial MBS
        
        
          03NYIJPMCC COML MTG SEC TR
          
          
            2049-08-17
          
          4.3365
          95069.02
          69819.00
          Other Instrument
          Commercial MBS
        
        
          04I3SCITIGROUP COML MTG TR
          
          
            2072-12-16
          
          3.9166
          445217.29
          394307.60
          Other Instrument
          Commercial MBS
        
        
          03KEACOMM MTG TR 2015-CCRE
          
          
            2048-10-13
          
          3.25
          168781.60
          143140.31
          Other Instrument
          Commercial MBS
        
        
          04UR4BX TR 2021-SDMF
          
          
            2023-09-15
          
          4.123
          5707583.56
          5692960.25
          Other Instrument
          Commercial MBS
        
        
          030H8BEAR STEARNS CMBS 200
          
          
            2045-01-12
          
          5.5396
          4571213.95
          3444238.10
          Other Instrument
          Commercial MBS
        
        
          03S0BMAD MTG TR 2017-330M
          
          
            2034-08-17
          
          4.1665
          3158861.54
          3162580.65
          Other Instrument
          Commercial MBS
        
        
          03LZSCOMM MTG TR 2016-DC2
          
          
            2049-02-12
          
          4.0771
          1774348.06
          1622904.45
          Other Instrument
          Commercial MBS
        
        
          03GZNCITGRP COML MTG TR 20
          
          
            2048-04-10
          
          4.2873
          1613938.62
          1312743.28
          Other Instrument
          Commercial MBS
        
        
          04EOKCOMM MORTGAGE TRUST 2
          
          
            2034-06-15
          
          2.483
          1060112.05
          997078.39
          Other Instrument
          Commercial MBS
        
        
          02JK6CCO HLDGS LLC / CCO H
          
          
            2026-05-01
          
          5.5
          3295.38
          3400.61
          Other Instrument
          CBND
        
        
          04BJVTRINIDAD PETE HLDGS L
          
          
            2026-06-15
          
          9.75
          69203.08
          76868.18
          Other Instrument
          CBND
        
        
          01O9HPERU LNG S.R.L.
          
          
            2030-03-22
          
          5.375
          3044464.62
          2603482.37
          Other Instrument
          CBND
        
        
          03OO6INVERSIONES ATLANTIDA
          
          
            2026-05-19
          
          7.5
          1582255.38
          1608555.11
          Other Instrument
          CBND
        
        
          01PLIORBIA ADVANCE CORP S
          
          
            2042-09-19
          
          6.75
          1097833.85
          1452788.23
          Other Instrument
          CBND
        
        
          01KUWCENTRAIS ELETRICAS BR
          
          
            2025-02-04
          
          3.625
          2824615.38
          2847016.15
          Other Instrument
          CBND
        
        
          02QD3BRASKEM IDESA S A P I
          
          
            2029-11-15
          
          7.45
          187836.92
          190957.68
          Other Instrument
          CBND
        
        
          01PSYAKBANK TURK ANONIM SI
          
          
            2022-10-24
          
          5
          1686766.15
          1708694.11
          Other Instrument
          CBND
        
        
          01JU3MILLICOM INTL CELLULA
          
          
            2029-03-25
          
          6.25
          294466.15
          318401.75
          Other Instrument
          CBND
        
        
          03429ODEBRECHT OFFSHORE DR
          
          
            2022-12-01
          
          6.72
          2414138.24
          2430127.88
          Other Instrument
          MTN
        
        
          01CJ6AUTOPISTAS DEL NORDES
          
          
            2026-01-15
          
          9.39
          55704.42
          58029.38
          Other Instrument
          CBND
        
        
          01KUWCENTRAIS ELETRICAS BR
          
          
            2030-02-04
          
          4.625
          183129.23
          180575.09
          Other Instrument
          CBND
        
        
          03KO7MAGNETITE XVI LTD 201
          
          
            2028-01-18
          
          5.1223
          907643.08
          900652.63
          Other Instrument
          Collateralized Debt Obligation
        
        
          03R6QMAGNETITE XX LTD 2018
          
          
            2031-04-20
          
          5.4815
          308584.52
          303860.97
          Other Instrument
          Collateralized Debt Obligation
        
        
          03PQONEWSTAR COML LN FDG 2
          
          
            2027-03-22
          
          7.872
          542326.15
          527442.19
          Other Instrument
          Collateralized Debt Obligation
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0022
      306000000.00
      306000000.00
      .0240
      N
      Y
      Y
      N
      
    
    
      Yeshivas Novominsk
      Yeshivas Novominsk, Series 2008,  0.140%, 6/1/2038
      98584EAA5
      
      US98584EAA55
      Variable Rate Demand Note
      
      Y
      
        STANDARD AND POORS
        A-1+
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1+
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2038-06-01
      Y
      
        TD Bank, N.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      Y
      
        TD Bank, N.A.
        1.0000
        
          STANDARD AND POORS
          A-1+
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1+
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      .0014
      6085000.00
      6085000.00
      .0005
      N
      N
      Y
      N
      
    
    
      MUFG Bank Ltd.
      MUFG Bank Ltd.,  0.140%, 1/10/2022
      XS2393999086
      Certificate of Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2022-01-10
      2022-01-10
      2022-01-10
      N
      N
      N
      .0014
      124998713.75
      124998713.75
      .0098
      N
      N
      N
      N
      
    
    
      Credit Agricole S.A.
      Credit Agricole S.A.,  0.130%, 12/7/2021
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          03KKOTOWD POINT MTG TR 201
          
          
            2055-04-26
          
          3.5
          12639.48
          12684.57
          Private Label Collateralized Mortgage Obligations
          
        
        
          02XU5MS MTG LN TR 2004-4
          
          
            2034-09-25
          
          6.3734
          7450.27
          7839.33
          Private Label Collateralized Mortgage Obligations
          
        
        
          04JBLWELLS FARGO MTG SEC 2
          
          
            2049-12-27
          
          3
          32171.39
          32762.01
          Private Label Collateralized Mortgage Obligations
          
        
        
          030IFCWMBS INC 2004-HYB7
          
          
            2034-11-20
          
          2.76
          5817.27
          5841.04
          Private Label Collateralized Mortgage Obligations
          
        
        
          04B7LTOWD PT MTG TR 2018-S
          
          
            2058-10-25
          
          5.25
          1321918.96
          1328786.55
          Asset-Backed Securities
          
        
        
          04Q7VSMB PRIVATE ED LN TR
          
          
            2053-01-15
          
          0
          3200574.16
          3201483.13
          Asset-Backed Securities
          
        
        
          04PNBOAK ST INV GD NT LS F
          
          
            2051-01-20
          
          3.26
          214887.83
          217459.72
          Asset-Backed Securities
          
        
        
          04MJOFORD CREDIT AUTO LS T
          
          
            2023-08-15
          
          .62
          30130.43
          30174.95
          Asset-Backed Securities
          
        
        
          01RXEFORD CREDIT FLRPLN  T
          
          
            2024-09-15
          
          2.23
          86130.43
          87480.98
          Asset-Backed Securities
          
        
        
          04MNOTESLA AUTO LEASE TR 2
          
          
            2023-05-22
          
          .55
          814231.13
          953260.50
          Asset-Backed Securities
          
        
        
          04S9MEXETER AUTO RECV TR 2
          
          
            2025-09-15
          
          .57
          7608.70
          7590.42
          Asset-Backed Securities
          
        
        
          02GEMJAPAN BK FOR INTL COO
          
          
            2027-06-01
          
          2.875
          669565.22
          727553.01
          Agency Debentures and Agency Strips
          
        
        
          01Q44EDF S A
          
          
            2039-01-26
          
          6.95
          340565.22
          509682.72
          Agency Debentures and Agency Strips
          
        
        
          02IG7SUMITOMO MITSUI FIN G
          
          
            2023-10-16
          
          .9223
          1236565.22
          1252048.96
          Corporate Debt Securities
          
        
        
          02LVXSAN DIEGO GAS & ELEC
          
          
            2051-08-15
          
          2.95
          4049043.48
          4108516.05
          Corporate Debt Securities
          
        
        
          01CYXSVB FINANCIAL GROUP
          
          
            2025-01-29
          
          3.5
          509782.61
          547488.11
          Corporate Debt Securities
          
        
        
          01DP2ROYAL BK CDA
          
          
            2026-11-02
          
          1.4
          1175695.65
          1158708.16
          Corporate Debt Securities
          
        
        
          02MD4NATWEST GROUP PLC
          
          
            2024-06-25
          
          1.6823
          638826.09
          652037.44
          Corporate Debt Securities
          
        
        
          02LVSPACIFIC GAS & ELEC CO
          
          
            2044-02-15
          
          4.75
          9255217.39
          9721904.02
          Corporate Debt Securities
          
        
        
          01BVHORACLE CORP
          
          
            2027-11-15
          
          3.25
          1820000.00
          1925676.78
          Corporate Debt Securities
          
        
        
          0491SNORDEA BK ABP MED TER
          
          
            2026-09-30
          
          1.5
          523478.26
          515327.70
          Corporate Debt Securities
          
        
        
          01F6JMORGAN STANLEY
          
          
            2027-01-20
          
          3.625
          5021434.78
          5491593.12
          Corporate Debt Securities
          
        
        
          01FC9WOORI BK KOREA
          
          
            2026-02-01
          
          .75
          361565.22
          349553.72
          Corporate Debt Securities
          
        
        
          01FENMONDELEZ INTL INC
          
          
            2030-04-13
          
          2.75
          628782.61
          655612.94
          Corporate Debt Securities
          
        
        
          02IMWMIZUHO FINANCIAL GROU
          
          
            2024-09-11
          
          1.1141
          762086.96
          772888.74
          Corporate Debt Securities
          
        
        
          01MP1MITSUBISHI UFJ FINANC
          
          
            2022-02-22
          
          2.998
          98608.70
          100009.06
          Corporate Debt Securities
          
        
        
          01BMIMCDONALDS CORP
          
          
            2023-04-01
          
          3.35
          32260.87
          33530.67
          Corporate Debt Securities
          
        
        
          01PDFLOCKHEED MARTIN CORP
          
          
            2045-03-01
          
          3.8
          487869.57
          564394.07
          Corporate Debt Securities
          
        
        
          02HNCKOOKMIN BANK
          
          
            2026-05-06
          
          1.375
          208478.26
          206580.41
          Corporate Debt Securities
          
        
        
          01BFHJPMORGAN CHASE & CO
          
          
            2026-04-22
          
          2.083
          481478.26
          490755.73
          Corporate Debt Securities
          
        
        
          01BKEINTERNATIONAL BUSINES
          
          
            2046-02-19
          
          4.7
          4322347.83
          5681968.75
          Corporate Debt Securities
          
        
        
          01BCEHONEYWELL INTL INC
          
          
            2027-03-01
          
          1.1
          568217.39
          554141.38
          Corporate Debt Securities
          
        
        
          01DKCENBRIDGE INC MTN CDS-
          
          
            2022-07-15
          
          2.9
          115043.48
          117791.29
          Corporate Debt Securities
          
        
        
          02FR8CROWN CASTLE INTL COR
          
          
            2031-04-01
          
          2.1
          552391.30
          526540.31
          Corporate Debt Securities
          
        
        
          01D6TCONSTELLATION BRANDS
          
          
            2031-08-01
          
          2.25
          608695.65
          596466.96
          Corporate Debt Securities
          
        
        
          01BPCCITIGROUP INC
          
          
            2028-01-10
          
          3.887
          2930869.57
          3218845.41
          Corporate Debt Securities
          
        
        
          01PQRCATERPILLAR FINL SVCS
          
          
            2022-06-06
          
          2.4
          6695.65
          6843.02
          Corporate Debt Securities
          
        
        
          01BF1CAMPBELL SOUP CO
          
          
            2030-04-24
          
          2.375
          529565.22
          525230.73
          Corporate Debt Securities
          
        
        
          045S6BROADCOM INC
          
          
            2033-04-15
          
          3.419
          492130.43
          505316.45
          Corporate Debt Securities
          
        
        
          04OM4BRITISH AWYS PTC SER
          
          
            2034-05-15
          
          4.25
          459869.57
          284294.31
          Corporate Debt Securities
          
        
        
          01BENBRISTOL-MYERS SQUIBB
          
          
            2048-02-20
          
          4.55
          380130.43
          490337.43
          Corporate Debt Securities
          
        
        
          01BEKBOEING CO
          
          
            2031-02-01
          
          3.625
          608695.65
          650532.91
          Corporate Debt Securities
          
        
        
          01BEKBOEING CO
          
          
            2050-05-01
          
          5.805
          48695.65
          65494.98
          Corporate Debt Securities
          
        
        
          01BDYBARCLAYS PLC
          
          
            2027-11-24
          
          2.279
          1169304.35
          1168988.44
          Corporate Debt Securities
          
        
        
          01UERBMW US CAP LLC EXTND
          
          
            2023-04-12
          
          3.45
          162521.74
          169126.62
          Corporate Debt Securities
          
        
        
          02KN4ANTHEM INC
          
          
            2027-12-01
          
          3.65
          1556130.43
          1723910.26
          Corporate Debt Securities
          
        
        
          01BD2ANALOG DEVICES INC
          
          
            2051-10-01
          
          2.95
          401130.43
          415698.27
          Corporate Debt Securities
          
        
        
          04FT8AMERICAN AIRLN PSTHRU
          
          
            2033-08-15
          
          3.15
          10347.83
          9770.24
          Corporate Debt Securities
          
        
        
          01BUYADOBE INC
          
          
            2027-02-01
          
          2.15
          639130.43
          662552.61
          Corporate Debt Securities
          
        
        
          01BTYWALMART INC
          
          
            2025-06-26
          
          3.55
          440695.65
          486054.74
          Corporate Debt Securities
          
        
        
          01ND3VMWARE INC
          
          
            2023-08-15
          
          .6
          515869.57
          514186.11
          Corporate Debt Securities
          
        
        
          01KUDVISA INC
          
          
            2030-04-15
          
          2.05
          608695.65
          612087.61
          Corporate Debt Securities
          
        
        
          01BE7VERIZON COMMUNICATION
          
          
            2032-03-15
          
          2.355
          545391.30
          537968.08
          Corporate Debt Securities
          
        
        
          01BT9UNIVERSAL HLTH SVCS I
          
          
            2032-01-15
          
          2.65
          578260.87
          571869.16
          Corporate Debt Securities
          
        
        
          01BSZUNION PAC CORP
          
          
            2022-07-15
          
          4.163
          42608.70
          43840.99
          Corporate Debt Securities
          
        
        
          01Y9PNEXTERA ENERGY CAP HL
          
          
            2029-04-01
          
          3.5
          7000.00
          7576.07
          Corporate Debt Securities
          
        
        
          01SYXAMERICAN HONDA FIN CO
          
          
            2025-09-10
          
          1
          1820000.00
          1796089.24
          Corporate Debt Securities
          
        
        
          01PR6DEERE JOHN CAPITAL CO
          
          
            2027-09-08
          
          2.8
          9130.43
          9741.42
          Corporate Debt Securities
          
        
        
          04V7YKYNDRYL HLDGS INC
          
          
            2028-10-15
          
          2.7
          636086.96
          617637.25
          Corporate Debt Securities
          
        
        
          02LVSPACIFIC GAS & ELEC CO
          
          
            2030-07-01
          
          4.55
          2039274.09
          2253218.30
          Corporate Debt Securities
          
        
        
          01DCJBANK NOVA SCOTIA B C
          
          
            2024-04-15
          
          .4942
          552391.30
          554054.85
          Corporate Debt Securities
          
        
        
          01BMIMCDONALDS CORP
          
          
            2025-09-01
          
          1.45
          190521.74
          192001.09
          Corporate Debt Securities
          
        
        
          01BFZDEERE & CO
          
          
            2022-06-08
          
          2.6
          2251869.57
          2292205.55
          Corporate Debt Securities
          
        
        
          01BTDGENERAL MTRS FINL CO
          
          
            2024-10-15
          
          1.2
          1524782.61
          1515755.90
          Corporate Debt Securities
          
        
        
          02LVTPHILIP MORRIS INTL IN
          
          
            2044-11-10
          
          4.25
          1741478.26
          1997982.53
          Corporate Debt Securities
          
        
        
          02LVSPACIFIC GAS & ELEC CO
          
          
            2042-04-15
          
          4.45
          109260.87
          111502.08
          Corporate Debt Securities
          
        
        
          01BT7RAYTHEON TECHNOLOGIES
          
          
            2036-06-01
          
          6.05
          3956521.74
          5630059.00
          Corporate Debt Securities
          
        
        
          02LVSPACIFIC GAS & ELEC CO
          
          
            2040-07-01
          
          4.5
          5475397.57
          5813914.02
          Corporate Debt Securities
          
        
        
          01IXTINTESA SANPAOLO S P A
          
          
            2027-07-14
          
          3.875
          527739.13
          576411.92
          Corporate Debt Securities
          
        
        
          01ND3VMWARE INC
          
          
            2031-08-15
          
          2.2
          509782.61
          496258.64
          Corporate Debt Securities
          
        
        
          01SS2AIA GROUP LTD HONG KO
          
          
            2030-04-07
          
          3.375
          1783782.61
          1934367.31
          Corporate Debt Securities
          
        
        
          01BR9TRAVELERS COMPANIES I
          
          
            2051-06-08
          
          3.05
          2369956.52
          2522586.99
          Corporate Debt Securities
          
        
        
          01DRJTORONTO DOMINION BANK
          
          
            2023-07-19
          
          .7636
          496391.30
          500506.84
          Corporate Debt Securities
          
        
        
          01BCJSUNOCO LOGISTICS PART
          
          
            2025-12-01
          
          5.95
          456521.74
          533561.94
          Corporate Debt Securities
          
        
        
          02IG7SUMITOMO MITSUI FIN G
          
          
            2030-01-15
          
          2.75
          516782.61
          535238.21
          Corporate Debt Securities
          
        
        
          01TSZSUMITOMO LIFE INS CO
          
          
            2081-04-15
          
          3.375
          152173.91
          156527.42
          Other Instrument
          CBND
        
        
          03O5WDAI-ICHI LIFE HOLDING
          
          
            2500-12-31
          
          4
          297652.17
          319678.43
          Other Instrument
          CBND
        
        
          01E4ICOMMONWEALTH BANK OF
          
          
            2027-09-19
          
          3.15
          63304.35
          68709.43
          Other Instrument
          MTN
        
        
          024IUCAFCO LLC
          
          
            2022-04-01
          
          0
          835209.87
          834661.97
          Other Instrument
          CP
        
        
          01EU0BNP PARIBAS
          
          
            2025-01-09
          
          3.375
          2792086.96
          2979600.03
          Other Instrument
          MTN
        
        
          01DMTNATIONAL BK CDA
          
          
            2024-10-04
          
          .7
          1830652.17
          1826106.46
          Other Instrument
          MTN
        
        
          01EJ2MITSUI SUMITOMO INSUR
          
          
            2500-12-31
          
          4.95
          60869.57
          69790.00
          Other Instrument
          CBND
        
        
          02FSZPERU REP
          
          
            2050-11-18
          
          5.625
          859478.26
          1157248.80
          Other Instrument
          Sovereign
        
        
          02FSVBRAZIL FEDERATIVE REP
          
          
            2047-02-21
          
          5.625
          735304.35
          718869.38
          Other Instrument
          Sovereign
        
        
          USTR 4 1/2 TPRN 39
          
          
            2039-08-15
          
          0
          813430.43
          591477.81
          U.S. Treasuries (including strips)
          
        
        
          02FSYUNITED MEXICAN STATES
          
          
            2023-10-02
          
          4
          913043.48
          969564.93
          Other Instrument
          Sovereign
        
        
          02FT1REPUBLIC OF TURKEY
          
          
            2031-06-26
          
          5.875
          7170739.13
          6630653.00
          Other Instrument
          Sovereign
        
        
          02FT1REPUBLIC OF TURKEY
          
          
            2027-03-25
          
          6
          7608695.65
          7372318.84
          Other Instrument
          Sovereign
        
        
          02FT1REPUBLIC OF TURKEY
          
          
            2026-10-09
          
          4.875
          6706608.70
          6229140.07
          Other Instrument
          Sovereign
        
        
          02FSVBRAZIL FEDERATIVE REP
          
          
            2028-01-13
          
          4.625
          7608695.65
          7887863.98
          Other Instrument
          Sovereign
        
        
          02FT1REPUBLIC OF TURKEY
          
          
            2025-10-14
          
          6.375
          125391.30
          125532.47
          Other Instrument
          Sovereign
        
        
          02FSVBRAZIL FEDERATIVE REP
          
          
            2025-06-06
          
          2.875
          7608391.30
          7712442.40
          Other Instrument
          Sovereign
        
        
          03OBPWELLS FARGO COML TR 2
          
          
            2059-11-18
          
          3.065
          9130.13
          9612.63
          Other Instrument
          Commercial MBS
        
        
          03RVQJPMCC COML MTG SEC TR
          
          
            2050-09-15
          
          4.5429
          304347.83
          306406.92
          Other Instrument
          Commercial MBS
        
        
          03N68CITIGRP COML MTG TR 2
          
          
            2049-07-12
          
          2.646
          3043.48
          3127.88
          Other Instrument
          Commercial MBS
        
        
          044GYCITIGROUP COML MTG TR
          
          
            2051-03-10
          
          3.744
          3378230.43
          3669612.94
          Other Instrument
          Commercial MBS
        
        
          04I1ACF MORTGAGE TR 2019-C
          
          
            2053-01-17
          
          2.5
          186508.00
          155577.49
          Other Instrument
          Commercial MBS
        
        
          046GSBX TRUST 2018-BILT
          
          
            2030-05-15
          
          1.11
          548739.13
          546232.77
          Other Instrument
          Commercial MBS
        
        
          04OCPGRACE TR 2020-GRCE
          
          
            2042-11-04
          
          2.347
          1113981.22
          1117200.22
          Other Instrument
          Commercial MBS
        
        
          02XU5MORGAN STANLEY CAP I
          
          
            2045-03-17
          
          3.244
          6673.58
          6717.47
          Other Instrument
          Commercial MBS
        
        
          048KCUBS COML MTG TR 2018-
          
          
            2051-08-17
          
          5.1256
          228260.26
          241423.10
          Other Instrument
          Commercial MBS
        
        
          03PXKWELLS FARGO COML TR 2
          
          
            2060-01-16
          
          3.118
          5236.46
          5263.34
          Other Instrument
          Commercial MBS
        
        
          04NWNBENCHMARK MTG TR 2020
          
          
            2053-10-15
          
          .5563
          12568.89
          12497.47
          Other Instrument
          Commercial MBS
        
        
          03MF8CFCRE COML MTG TR 201
          
          
            2058-05-10
          
          5.0129
          571562.17
          614516.89
          Other Instrument
          Commercial MBS
        
        
          044GYCITIGROUP COML MTG TR
          
          
            2051-03-10
          
          4.8265
          1573472.17
          1683896.88
          Other Instrument
          Commercial MBS
        
        
          01EWBSOCIETE GENERALE
          
          
            2027-01-12
          
          4
          2418043.48
          2641793.10
          Other Instrument
          MTN
        
        
          031UDHONDURAS REP
          
          
            2030-06-24
          
          5.625
          315000.00
          320318.78
          Other Instrument
          SVRN
        
        
          01U9EISRAEL ELEC CORP LTD
          
          
            2096-12-15
          
          8.1
          77304.35
          116406.28
          Other Instrument
          CBND
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-07
      2021-12-07
      Y
      
        Credit Agricole S.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      N
      .0013
      140000000.00
      140000000.00
      .0110
      N
      N
      Y
      N
      
    
    
      ABN Amro Bank NV
      ABN Amro Bank NV,  0.080%, 12/2/2021
      
      Non-Negotiable Time Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      .0008
      100000000.00
      100000000.00
      .0078
      N
      N
      Y
      N
      
    
    
      Credit Agricole S.A.
      Credit Agricole S.A.,  0.220%, 12/1/2021
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          04VV7EXETER ATMOBILE REC T
          
          
            2028-01-17
          
          1.96
          312000.00
          311769.99
          Asset-Backed Securities
          
        
        
          04JB5RESIDENTIAL MTG LN TR
          
          
            2060-01-26
          
          2.376
          47310.27
          47674.36
          Asset-Backed Securities
          
        
        
          04KI2ANGEL OAK MTG TR 2020
          
          
            2065-01-26
          
          3.86
          11943.13
          12262.41
          Private Label Collateralized Mortgage Obligations
          
        
        
          04W2JVERUS SEC TR 2021-7
          
          
            2066-10-25
          
          2.24
          52000.00
          52062.99
          Private Label Collateralized Mortgage Obligations
          
        
        
          04PL7VERUS SECUR TR 2021-R
          
          
            2063-10-25
          
          1.057
          27939.08
          27883.97
          Private Label Collateralized Mortgage Obligations
          
        
        
          04Q7LVERUS SEC TR 2021-1
          
          
            2066-01-25
          
          .815
          146620.84
          145411.00
          Private Label Collateralized Mortgage Obligations
          
        
        
          FCSB FCFR 03SF BX 22/06
          
          
            2022-06-17
          
          .135
          520.00
          520.35
          Agency Debentures and Agency Strips
          
        
        
          01T8CEXPORT IMPORT BANK KO
          
          
            2028-10-19
          
          1.75
          184080.00
          184833.45
          Agency Debentures and Agency Strips
          
        
        
          02MESKREDITANSTALT FUR WIE
          
          
            2030-09-30
          
          .75
          520.00
          486.66
          Agency Debentures and Agency Strips
          
        
        
          01RDMOPEN TEXT CORP
          
          
            2028-02-15
          
          3.875
          497640.00
          498292.94
          Corporate Debt Securities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2031-01-01
          
          6.125
          338000.00
          407831.03
          Corporate Debt Securities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2030-07-15
          
          8.875
          166400.00
          225602.00
          Corporate Debt Securities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2024-07-01
          
          6.95
          7800.00
          8823.87
          Corporate Debt Securities
          
        
        
          02K4DNETFLIX INC.
          
          
            2025-06-15
          
          3.625
          367120.00
          392970.60
          Corporate Debt Securities
          
        
        
          02FTPNCL CORP LTD
          
          
            2026-02-01
          
          10.25
          34840.00
          41246.45
          Corporate Debt Securities
          
        
        
          01RDKDAVITA INC
          
          
            2031-02-15
          
          3.75
          390000.00
          366404.03
          Corporate Debt Securities
          
        
        
          02G8TCONTINENTAL RES INC
          
          
            2026-11-15
          
          2.268
          133640.00
          131615.89
          Corporate Debt Securities
          
        
        
          02G8TCONTINENTAL RES INC
          
          
            2031-01-15
          
          5.75
          26000.00
          30805.91
          Corporate Debt Securities
          
        
        
          01EHLCHENIERE ENERGY PARTN
          
          
            2029-10-01
          
          4.5
          2617160.00
          2770591.01
          Corporate Debt Securities
          
        
        
          01BFGLUMEN TECHNOLOGIES IN
          
          
            2029-01-15
          
          4.5
          106600.00
          101869.63
          Corporate Debt Securities
          
        
        
          01GAFCVR ENERGY INC
          
          
            2028-02-15
          
          5.75
          446160.00
          432217.87
          Corporate Debt Securities
          
        
        
          02DNSBRISTOW GROUP INC
          
          
            2028-03-01
          
          6.875
          408200.00
          418199.48
          Corporate Debt Securities
          
        
        
          01BZTBAUSCH HEALTH COS INC
          
          
            2028-01-30
          
          5
          661440.00
          598052.00
          Corporate Debt Securities
          
        
        
          01BDYBARCLAYS PLC
          
          
            2500-12-31
          
          7.75
          104000.00
          113219.17
          Corporate Debt Securities
          
        
        
          01BD5APA CORPORATION
          
          
            2025-11-15
          
          4.625
          468000.00
          496949.11
          Corporate Debt Securities
          
        
        
          01RO9ANTERO RESOURCES CORP
          
          
            2029-02-01
          
          7.625
          64480.00
          72399.75
          Corporate Debt Securities
          
        
        
          01UKLNCR CORP NEW
          
          
            2029-09-01
          
          6.125
          124800.00
          134177.77
          Corporate Debt Securities
          
        
        
          01MP1MITSUBISHI UFJ FINANC
          
          
            2023-07-26
          
          .9849
          13520.00
          13668.01
          Corporate Debt Securities
          
        
        
          01CNIALTICE FRANCE S A
          
          
            2029-07-15
          
          5.125
          170560.00
          163962.10
          Corporate Debt Securities
          
        
        
          01BC0AFLAC INC
          
          
            2030-04-01
          
          3.6
          31720.00
          35272.64
          Corporate Debt Securities
          
        
        
          034FMMAGIC MERGECO INC
          
          
            2028-05-01
          
          5.25
          18720.00
          18611.97
          Corporate Debt Securities
          
        
        
          01BFGLUMEN TECHNOLOGIES IN
          
          
            2029-06-15
          
          5.375
          900640.00
          902914.49
          Corporate Debt Securities
          
        
        
          01BLOBATH & BODY WORKS INC
          
          
            2025-07-01
          
          9.375
          189280.00
          236874.85
          Corporate Debt Securities
          
        
        
          02FWSCNX RES CORP
          
          
            2029-01-15
          
          6
          265200.00
          277282.51
          Corporate Debt Securities
          
        
        
          01BJHHOME DEPOT INC
          
          
            2028-09-15
          
          1.5
          50960.00
          49934.43
          Corporate Debt Securities
          
        
        
          01DXQHSBC HLDGS PLC
          
          
            2026-09-12
          
          4.292
          107640.00
          117214.51
          Corporate Debt Securities
          
        
        
          01BIGGOODYEAR TIRE & RUBR
          
          
            2031-07-15
          
          5.25
          501800.00
          537859.35
          Corporate Debt Securities
          
        
        
          01BIGGOODYEAR TIRE & RUBR
          
          
            2026-05-31
          
          5
          910000.00
          929082.70
          Corporate Debt Securities
          
        
        
          02XQUGFL ENVIRONMENTAL INC
          
          
            2029-08-15
          
          4.375
          952640.00
          941320.79
          Corporate Debt Securities
          
        
        
          02XQUGFL ENVIRONMENTAL INC
          
          
            2029-06-15
          
          4.75
          68120.00
          69495.64
          Corporate Debt Securities
          
        
        
          03ZACFOX CORP
          
          
            2022-01-25
          
          3.666
          104000.00
          105852.15
          Corporate Debt Securities
          
        
        
          02GHZGLOBAL CASH ACCESS IN
          
          
            2029-07-15
          
          5
          113880.00
          116015.25
          Corporate Debt Securities
          
        
        
          04DLBEG GLOBAL FIN PLC
          
          
            2025-02-07
          
          6.75
          205920.00
          207804.68
          Corporate Debt Securities
          
        
        
          02NDTTOPAZ SOLAR FARMS LLC
          
          
            2039-09-30
          
          5.75
          1242607.08
          1499135.03
          Corporate Debt Securities
          
        
        
          01UKNTENNECO INC
          
          
            2029-04-15
          
          5.125
          147680.00
          143706.86
          Corporate Debt Securities
          
        
        
          02YBYSTUDIO CITY FIN LTD
          
          
            2028-01-15
          
          6.5
          260000.00
          265731.70
          Corporate Debt Securities
          
        
        
          01BR4SOUTHWESTERN ENERGY C
          
          
            2029-02-01
          
          5.375
          260000.00
          273719.51
          Corporate Debt Securities
          
        
        
          04TQUSOTHEBYS / BIDFAIR HL
          
          
            2029-06-01
          
          5.875
          211640.00
          217822.38
          Corporate Debt Securities
          
        
        
          01BWFSKYWORKS SOLUTIONS IN
          
          
            2023-06-01
          
          .9
          52000.00
          52092.30
          Corporate Debt Securities
          
        
        
          01F1KSM ENERGY COMPANY
          
          
            2028-07-15
          
          6.5
          202800.00
          213166.57
          Corporate Debt Securities
          
        
        
          01F1KSM ENERGY COMPANY
          
          
            2027-01-15
          
          6.625
          26000.00
          26955.86
          Corporate Debt Securities
          
        
        
          01CIPRANGE RES CORP
          
          
            2025-05-15
          
          4.875
          355160.00
          365154.64
          Corporate Debt Securities
          
        
        
          01JU1PLANTRONICS INC NEW
          
          
            2029-03-01
          
          4.75
          50440.00
          46253.13
          Corporate Debt Securities
          
        
        
          048PVPENNYMAC FINL SVCS IN
          
          
            2031-09-15
          
          5.75
          889720.00
          873544.40
          Corporate Debt Securities
          
        
        
          01RE2IRON MTN INC DEL
          
          
            2028-07-15
          
          5
          44200.00
          45664.79
          Corporate Debt Securities
          
        
        
          04SVVPARKLAND CORP
          
          
            2029-10-01
          
          4.5
          260000.00
          259502.10
          Corporate Debt Securities
          
        
        
          01BUVXEROX CORP
          
          
            2023-03-15
          
          4.375
          2671240.00
          2752351.09
          Corporate Debt Securities
          
        
        
          01RBHWYNN MACAU LTD
          
          
            2028-08-26
          
          5.625
          104000.00
          97467.50
          Corporate Debt Securities
          
        
        
          01BURWOLVERINE WORLD WIDE
          
          
            2029-08-15
          
          4
          260000.00
          255175.55
          Corporate Debt Securities
          
        
        
          04MTLWINDSTREAM ESCROW LLC
          
          
            2028-08-15
          
          7.75
          11155040.00
          11954233.54
          Corporate Debt Securities
          
        
        
          0488MNEW FORTRESS ENERGY I
          
          
            2026-09-30
          
          6.5
          130000.00
          124258.33
          Corporate Debt Securities
          
        
        
          01BDYBARCLAYS PLC
          
          
            2027-11-24
          
          2.279
          19656000.00
          19650689.60
          Corporate Debt Securities
          
        
        
          01F1KSM ENERGY COMPANY
          
          
            2025-01-15
          
          10
          234000.00
          265005.00
          Corporate Debt Securities
          
        
        
          04GUGLCPR SR SECD FING DES
          
          
            2029-07-15
          
          5.125
          190840.00
          195095.49
          Corporate Debt Securities
          
        
        
          01FJ4DELTA AIR LINES INC
          
          
            2029-10-28
          
          3.75
          663000.00
          655623.02
          Corporate Debt Securities
          
        
        
          01EHLCHENIERE ENERGY PARTN
          
          
            2032-01-31
          
          3.25
          106600.00
          103741.79
          Corporate Debt Securities
          
        
        
          01CD9UNITED AIRLS HLDGS IN
          
          
            2025-01-15
          
          4.875
          188760.00
          196399.35
          Corporate Debt Securities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2031-05-01
          
          7.5
          38480.00
          48644.55
          Corporate Debt Securities
          
        
        
          01UKNTENNECO INC
          
          
            2029-01-15
          
          7.875
          260000.00
          286182.33
          Corporate Debt Securities
          
        
        
          01MISPETROLEOS MEXICANOS
          
          
            2031-01-28
          
          5.95
          270400.00
          258898.23
          Corporate Debt Securities
          
        
        
          01F6GUNITED OVERSEAS BK LT
          
          
            2029-04-15
          
          3.75
          8424000.00
          8910464.94
          Corporate Debt Securities
          
        
        
          01BTQLIVE NATION ENTERTAIN
          
          
            2028-01-15
          
          3.75
          520000.00
          510412.50
          Corporate Debt Securities
          
        
        
          035TRCHEMOURS CO
          
          
            2027-05-15
          
          5.375
          260000.00
          272646.29
          Corporate Debt Securities
          
        
        
          01RE2IRON MTN INC DEL
          
          
            2032-07-15
          
          5.625
          17680.00
          18892.74
          Corporate Debt Securities
          
        
        
          01C1LCOMSTOCK RES INC
          
          
            2030-01-15
          
          5.875
          770640.00
          792360.91
          Corporate Debt Securities
          
        
        
          01TDNSEAGATE HDD CAYMAN
          
          
            2029-06-01
          
          4.091
          668200.00
          693485.60
          Corporate Debt Securities
          
        
        
          04THMJEFFERSON CAPITAL HOL
          
          
            2026-08-15
          
          6
          4948840.00
          5032145.47
          Corporate Debt Securities
          
        
        
          01NE9LAREDO PETROLEUM INC
          
          
            2025-01-15
          
          9.5
          916240.00
          953462.25
          Corporate Debt Securities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2025-07-15
          
          8
          418600.00
          490682.92
          Corporate Debt Securities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2025-09-01
          
          5.875
          104000.00
          113141.01
          Corporate Debt Securities
          
        
        
          01BDYBARCLAYS PLC
          
          
            2042-11-24
          
          3.33
          7800000.00
          7824375.00
          Corporate Debt Securities
          
        
        
          01BOAOCCIDENTAL PETE CORP
          
          
            2026-03-15
          
          5.55
          2442960.00
          2645267.63
          Corporate Debt Securities
          
        
        
          03K39JPMBB COML MTG SEC TR
          
          
            2048-11-18
          
          3.5982
          5200.00
          5470.32
          Other Instrument
          Commercial MBS
        
        
          03QIIJPMCC COML MTG SEC TR
          
          
            2050-03-17
          
          3.7232
          5200.00
          5662.06
          Other Instrument
          Commercial MBS
        
        
          036ABMS BOFA ML TRUST 2013
          
          
            2046-10-17
          
          3.824
          1743.96
          1788.58
          Other Instrument
          Commercial MBS
        
        
          03LXGWELLS FARGO COML TR 2
          
          
            2059-03-17
          
          3.162
          4263.15
          4444.24
          Other Instrument
          Commercial MBS
        
        
          04VWOBNK 2021-BNK37
          
          
            2064-11-18
          
          2.618
          5200.00
          5367.39
          Other Instrument
          Commercial MBS
        
        
          03STKCSAIL COML MTG TR 201
          
          
            2050-09-16
          
          3.4456
          5200.00
          5586.23
          Other Instrument
          Commercial MBS
        
        
          03L83CSAIL COML MTG TR 201
          
          
            2048-11-18
          
          3.5325
          26241.95
          27463.89
          Other Instrument
          Commercial MBS
        
        
          01ZZ2OLD LINE FUNDING LLC
          
          
            2022-03-17
          
          0
          1.04
          1.04
          Other Instrument
          CP
        
        
          024IUCAFCO LLC
          
          
            2022-04-01
          
          0
          7685832.44
          7680790.54
          Other Instrument
          CP
        
        
          02HY0NETWORK I2I LIMITED
          
          
            2500-12-31
          
          5.65
          166400.00
          176519.20
          Other Instrument
          CBND
        
        
          03EPDRIO OIL FIN TR
          
          
            2027-01-06
          
          9.75
          213132.56
          249287.30
          Other Instrument
          CBND
        
        
          02G8TCONTINENTAL RES INC
          
          
            2031-01-15
          
          5.75
          217360.00
          257537.36
          Other Instrument
          CBND
        
        
          02038GUATEMALA REP
          
          
            2032-04-24
          
          5.375
          390000.00
          431096.25
          Other Instrument
          SVRN
        
        
          02JBNKOREA NATIONAL OIL CO
          
          
            2022-03-27
          
          2.875
          2188680.00
          2215340.86
          Other Instrument
          SVRN
        
        
          02FSVREPUBLIC OF COLOMBIA
          
          
            2023-03-15
          
          2.625
          520000.00
          526020.95
          Other Instrument
          SVRN
        
        
          01U9EISRAEL ELEC CORP LTD
          
          
            2096-12-15
          
          8.1
          1040.00
          1566.05
          Other Instrument
          CBND
        
        
          01PQGGOVERNMENT OF BERMUDA
          
          
            2027-01-25
          
          3.717
          148720.00
          160678.02
          Other Instrument
          SVRN
        
        
          01EWBSOCIETE GENERALE
          
          
            2500-12-31
          
          4.75
          1040000.00
          1045852.89
          Other Instrument
          CBND
        
        
          02038GUATEMALA REP
          
          
            2028-02-13
          
          4.875
          208000.00
          225575.91
          Other Instrument
          SVRN
        
        
          02FSVREPUBLIC OF COLOMBIA
          
          
            2029-03-15
          
          4.5
          108680.00
          111608.39
          Other Instrument
          Sovereign
        
        
          02FSVREPUBLIC OF COLOMBIA
          
          
            2044-02-26
          
          5.625
          345280.00
          341052.91
          Other Instrument
          Sovereign
        
        
          02IB9CHILE REP
          
          
            2033-07-27
          
          2.55
          601120.00
          589057.02
          Other Instrument
          Sovereign
        
        
          USTR TINT 05/15/32
          
          
            2032-05-15
          
          0
          74.36
          62.18
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 11/15/31
          
          
            2031-11-15
          
          0
          637985.40
          539616.82
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN D 22
          
          
            2022-07-15
          
          .125
          33856065.59
          35019317.68
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 02/15/30
          
          
            2030-02-15
          
          0
          355520.88
          311642.38
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 05/15/25
          
          
            2025-05-15
          
          0
          32.24
          31.43
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 08/15/22
          
          
            2022-08-15
          
          0
          0.00
          0.01
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 05/15/22
          
          
            2022-05-15
          
          0
          97.76
          97.59
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 02/15/29
          
          
            2029-02-15
          
          0
          0.00
          0.06
          U.S. Treasuries (including strips)
          
        
        
          04OAIMF1 2020-FL4 LTD
          
          
            2035-12-17
          
          2.2622
          52000.00
          50530.99
          Other Instrument
          Collateralized Debt Obligation
        
        
          03IVZCSAIL COML MTG TR 201
          
          
            2048-08-17
          
          3.7182
          5200.00
          5567.81
          Other Instrument
          Commercial MBS
        
        
          04JU8CSAIL COML MTG TR 202
          
          
            2053-03-17
          
          2.5608
          5200.00
          5324.59
          Other Instrument
          Commercial MBS
        
        
          04JLYBENCHMARK MTG TR 2020
          
          
            2053-03-17
          
          2.2108
          5200.00
          5223.11
          Other Instrument
          Commercial MBS
        
        
          03Y9BBANK 2017-BNK9
          
          
            2054-11-18
          
          3.279
          5200.00
          5520.33
          Other Instrument
          Commercial MBS
        
        
          03NNUMORGAN STAN CAP I  20
          
          
            2049-08-17
          
          2.782
          5200.00
          5430.31
          Other Instrument
          Commercial MBS
        
        
          04TF9MORGAN STANLEY CAP 20
          
          
            2054-06-17
          
          2.444
          5204.16
          5262.29
          Other Instrument
          Commercial MBS
        
        
          04CLFJPMCC COMM MTG SEC  2
          
          
            2052-03-12
          
          3.9381
          5200.00
          5685.88
          Other Instrument
          Commercial MBS
        
        
          030KDJP MORGAN CHASE CMBS
          
          
            2045-10-17
          
          2.8291
          18874.01
          19106.95
          Other Instrument
          Commercial MBS
        
        
          03N7HJPMCC COML MTG SEC TR
          
          
            2049-08-17
          
          3.9243
          580496.80
          572915.08
          Other Instrument
          Commercial MBS
        
        
          03N68CITIGRP COML MTG TR 2
          
          
            2049-07-12
          
          2.779
          4856.55
          5022.73
          Other Instrument
          Commercial MBS
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      Y
      
        Credit Agricole S.A.
        1.0000
        1
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      N
      .0022
      130000000.00
      130000000.00
      .0102
      N
      Y
      Y
      N
      
    
    
      Credit Agricole S.A.
      Credit Agricole S.A.,  0.220%, 12/7/2021
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          FMAC FERM 04948E 10/25/48
          
          
            2048-10-25
          
          2.5
          32713.90
          33452.57
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5039JY 11/25/50
          
          
            2050-11-25
          
          1.25
          610993.00
          495850.11
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 2410PF 02/15/32
          
          
            2032-02-15
          
          1.0693
          0.03
          0.03
          Agency Collateralized Mortgage Obligation
          
        
        
          04Q7VSMB PRIVATE ED LN TR
          
          
            2053-01-15
          
          0
          1536782.44
          1537218.89
          Asset-Backed Securities
          
        
        
          030JKGMACM HEQ LN TR 2005-
          
          
            2035-08-25
          
          .5893
          32514.34
          30881.45
          Asset-Backed Securities
          
        
        
          04S9MEXETER AUTO RECV TR 2
          
          
            2026-06-15
          
          .98
          2000.00
          1998.86
          Asset-Backed Securities
          
        
        
          02NDTTOPAZ SOLAR FARMS LLC
          
          
            2039-09-30
          
          5.75
          353534.00
          426518.74
          Corporate Debt Securities
          
        
        
          01BN03M CO
          
          
            2029-08-26
          
          2.375
          123000.00
          126661.88
          Corporate Debt Securities
          
        
        
          04TU9STRATHCONA RESOURCES
          
          
            2026-08-01
          
          6.875
          11000.00
          11163.09
          Corporate Debt Securities
          
        
        
          04O61SRM ESCROW ISSUER LLC
          
          
            2028-11-01
          
          6
          114000.00
          117971.00
          Corporate Debt Securities
          
        
        
          032ZMNAVIENT CORPORATION
          
          
            2033-08-01
          
          5.625
          1580000.00
          1482978.13
          Corporate Debt Securities
          
        
        
          01OL3NOVARTIS CAPITAL CORP
          
          
            2022-09-21
          
          2.4
          28000.00
          28588.84
          Corporate Debt Securities
          
        
        
          032ZMNAVIENT CORPORATION
          
          
            2029-03-15
          
          5.5
          2000.00
          1988.74
          Corporate Debt Securities
          
        
        
          01MP1MITSUBISHI UFJ FINANC
          
          
            2023-07-26
          
          .9849
          24000.00
          24262.74
          Corporate Debt Securities
          
        
        
          04M4KMILEAGE PLUS HLDGS/ M
          
          
            2027-06-20
          
          6.5
          1.00
          1.09
          Corporate Debt Securities
          
        
        
          04OM4BRITISH AWYS PTC SER
          
          
            2034-05-15
          
          4.25
          8000.00
          4945.65
          Corporate Debt Securities
          
        
        
          01DGUBCPE CYCLE MERGER SUB
          
          
            2027-07-15
          
          10.625
          3300000.00
          3524181.38
          Corporate Debt Securities
          
        
        
          04S7DDT MIDSTREAM INC
          
          
            2031-06-15
          
          4.375
          281000.00
          287682.53
          Corporate Debt Securities
          
        
        
          02Y0HVIKING CRUISES LTD
          
          
            2025-05-15
          
          13
          299000.00
          339552.37
          Corporate Debt Securities
          
        
        
          026RIDISH DBS CORPORATION
          
          
            2029-06-01
          
          5.125
          132000.00
          119853.71
          Corporate Debt Securities
          
        
        
          01M2CSABRE GLBL INC
          
          
            2025-09-01
          
          7.375
          216000.00
          228550.17
          Corporate Debt Securities
          
        
        
          02LVSPACIFIC GAS & ELEC CO
          
          
            2030-07-01
          
          4.55
          11163.00
          12334.13
          Corporate Debt Securities
          
        
        
          01BR0SOUTHERN CO
          
          
            2036-07-01
          
          4.25
          10000.00
          11425.60
          Corporate Debt Securities
          
        
        
          04DR2AXIS BANK LTD 144A
          
          
            2500-12-31
          
          4.1
          2179000.00
          2146726.59
          Other Instrument
          MTN
        
        
          01K9FHCL AMERICA INC
          
          
            2026-03-10
          
          1.375
          200000.00
          196137.11
          Other Instrument
          CBND
        
        
          01CSZFINANCIERA INDEPENDEN
          
          
            2024-07-19
          
          8
          700000.00
          594384.78
          Other Instrument
          CBND
        
        
          01UE4BANCO DO BRASIL S A G
          
          
            2025-01-15
          
          4.625
          4164000.00
          4402779.38
          Other Instrument
          MTN
        
        
          03O5WDAI-ICHI LIFE HOLDING
          
          
            2500-12-31
          
          4
          22670000.00
          24347580.00
          Other Instrument
          CBND
        
        
          01EWBSOCIETE GENERALE
          
          
            2500-12-31
          
          4.75
          298000.00
          299677.08
          Other Instrument
          CBND
        
        
          01XZHHARVEST OPERATIONS CO
          
          
            2023-06-01
          
          4.2
          1000000.00
          1067823.33
          Other Instrument
          CBND
        
        
          01ZZ2OLD LINE FUNDING LLC
          
          
            2022-03-17
          
          0
          48.00
          47.97
          Other Instrument
          CP
        
        
          024IUCAFCO LLC
          
          
            2022-04-01
          
          0
          365449.00
          365209.27
          Other Instrument
          CP
        
        
          01EASDAIWA SECS GROUP INC
          
          
            2022-04-19
          
          3.129
          8000.00
          8106.11
          Other Instrument
          CBND
        
        
          030HJCFCRE COML MTG TR 201
          
          
            2047-12-17
          
          5.3593
          16521.09
          16584.04
          Other Instrument
          Commercial MBS
        
        
          045OHBENCHMARK MTG TR 2018
          
          
            2051-04-12
          
          3.2067
          429327.00
          398331.39
          Other Instrument
          Commercial MBS
        
        
          04S2KBANK 2021-BNK33
          
          
            2064-05-16
          
          2.5
          1749960.00
          1551673.59
          Other Instrument
          Commercial MBS
        
        
          044GYCITIGROUP COML MTG TR
          
          
            2051-03-10
          
          4.28
          321614.00
          351415.00
          Other Instrument
          Commercial MBS
        
        
          USTR 0 1/8 TRIN D 22
          
          
            2022-07-15
          
          .125
          2623786.00
          2713936.01
          U.S. Treasuries (including strips)
          
        
        
          02FSVBRAZIL FEDERATIVE REP
          
          
            2026-04-07
          
          6
          2718000.00
          3061129.38
          Other Instrument
          Sovereign
        
        
          02FSVBRAZIL FEDERATIVE REP
          
          
            2025-01-07
          
          4.25
          594000.00
          635848.45
          Other Instrument
          Sovereign
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-07
      2021-12-07
      2021-12-07
      Y
      
        Credit Agricole S.A.
        1.0000
        7
        N
        
          STANDARD AND POORS
          A-1
        
        
          MOODYS
          P-1
        
        
          FITCH
          F1
        
        
          DOMINION BOND
          R-1 M
        
      
      N
      N
      .0022
      50000000.00
      50000000.00
      .0039
      N
      N
      Y
      N
      
    
    
      ABN Amro Bank NV
      ABN Amro Bank NV,  0.080%, 12/1/2021
      
      Non-Negotiable Time Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0008
      540000000.00
      540000000.00
      .0423
      N
      Y
      Y
      N
      
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd.,  0.070%, 12/1/2021
      
      Non-Negotiable Time Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      
        DOMINION BOND
        R-1 M
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0007
      120000000.00
      120000000.00
      .0094
      N
      Y
      Y
      N
      
    
    
      Standard Chartered Bank
      Standard Chartered Bank,  0.160%, 12/1/2021
      
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      
      N
      
        N
        
          FMAC FGRA 3070FT 11/15/35
          
          
            2035-11-15
          
          .4393
          4028.40
          4053.51
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3030FL 09/15/35
          
          
            2035-09-15
          
          .4893
          9833.17
          9918.55
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3001FJ 07/15/35
          
          
            2035-07-15
          
          .4593
          4910.04
          4947.99
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA RC020IB R06F020
          
          
            2036-04-25
          
          6.498
          13847.38
          2433.34
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL093SI R05F093
          
          
            2035-10-25
          
          6.008
          11968.54
          2070.06
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 2481FB 02/15/32
          
          
            2032-02-15
          
          1.0893
          9543.94
          9626.48
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 2470AS 03/15/32
          
          
            2032-03-15
          
          7.9108
          123601.79
          20935.82
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3735DW 10/15/30
          
          
            2030-10-15
          
          4
          13854.21
          14724.63
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5005EI 08/25/40
          
          
            2040-08-25
          
          4
          9234275.02
          1155357.61
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 04897F 07/15/49
          
          
            2049-07-15
          
          .4893
          11090.18
          11196.24
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3977FB 12/15/41
          
          
            2041-12-15
          
          .6093
          7681.66
          7801.05
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3795PD 01/15/40
          
          
            2040-01-15
          
          4.5
          26874.51
          27626.11
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3767SA 11/15/40
          
          
            2040-11-15
          
          6.4608
          234597.05
          36429.87
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL058SA R19F058
          
          
            2049-10-25
          
          5.958
          208054.44
          38931.04
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL085SG R16F085
          
          
            2046-11-25
          
          5.908
          3238891.18
          710870.40
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL032SB R16F032
          
          
            2046-06-25
          
          5.908
          3669559.97
          722758.57
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL027SA R15F027
          
          
            2045-05-25
          
          6.358
          1349247.15
          280805.39
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3331FC 06/15/37
          
          
            2037-06-15
          
          .5193
          8403.94
          8486.85
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3206FE 08/15/36
          
          
            2036-08-15
          
          .4893
          5505.00
          5555.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL027FA R07F027
          
          
            2037-04-25
          
          .402
          4089.31
          4103.97
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3153UG 05/15/36
          
          
            2036-05-15
          
          .5393
          10055.87
          10136.53
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA RC069JI R09F069
          
          
            2037-04-25
          
          1
          282849.59
          10426.65
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3147PF 04/15/36
          
          
            2036-04-15
          
          .3893
          5442.78
          5463.82
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2011-148 SN
          
          
            2041-11-16
          
          6.6009
          103364.19
          22843.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3621SB 01/15/40
          
          
            2040-01-15
          
          6.1408
          146871.83
          28155.13
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA RC064AS R10F064
          
          
            2040-06-25
          
          6.408
          361656.64
          64957.51
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL112SM R09F112
          
          
            2040-01-25
          
          6.158
          487669.66
          88129.36
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL094SA R09F094
          
          
            2039-11-25
          
          6.058
          274241.84
          45963.31
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 2937FY 02/15/35
          
          
            2035-02-15
          
          .4893
          7190.17
          7251.25
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3049XF 05/15/33
          
          
            2033-05-15
          
          .4393
          10541.41
          10582.58
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3117FE 02/15/36
          
          
            2036-02-15
          
          .3893
          13584.69
          13615.69
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3156PF 05/15/36
          
          
            2036-05-15
          
          .3393
          9982.65
          10000.45
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL050XS R07F050
          
          
            2037-06-25
          
          5.558
          367533.06
          60001.22
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3307FA 07/15/34
          
          
            2034-07-15
          
          .5193
          8208.15
          8266.91
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL123AI R13F123
          
          
            2033-02-25
          
          3.5
          436907.45
          25039.80
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL015SL R10F015
          
          
            2040-03-25
          
          4.858
          138374.21
          18643.26
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL064SA R16F064
          
          
            2046-09-25
          
          5.908
          172293.81
          36839.79
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC081MI R19F081
          
          
            2049-04-25
          
          4
          178840.11
          25517.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3758FA 11/15/40
          
          
            2040-11-15
          
          .5593
          6578.78
          6664.46
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2009-106 LS
          
          
            2037-05-20
          
          6.4089
          290763.54
          49940.74
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 4643SA 01/15/47
          
          
            2047-01-15
          
          5.9108
          1907861.48
          407961.48
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERA 5009ES 06/25/50
          
          
            2050-06-25
          
          6.058
          12775441.72
          2465792.98
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-167 SA
          
          
            2045-11-20
          
          6.1589
          337330.40
          64692.14
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FERM 5124HI 07/25/51
          
          
            2051-07-25
          
          3
          15117330.75
          1809418.51
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 2610FD 12/15/32
          
          
            2032-12-15
          
          .5893
          8269.67
          8329.88
          Agency Collateralized Mortgage Obligation
          
        
        
          USTR 1 1/2 NOTE S 28
          
          
            2028-11-30
          
          1.5
          9796865.97
          9878757.97
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 NOTE AV 23
          
          
            2023-01-31
          
          .125
          7964.97
          7953.55
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN A 31
          
          
            2031-01-15
          
          .125
          715028.46
          798386.30
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/4 NOTE AF 25
          
          
            2025-10-31
          
          .25
          188.52
          182.78
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN AE 25
          
          
            2025-10-15
          
          .125
          697429.74
          754903.51
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE C 30
          
          
            2030-05-15
          
          .625
          7527556.47
          7064114.76
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 TRIN A 29
          
          
            2029-01-15
          
          .875
          2226816.86
          2592638.88
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/2 TRIN A 28
          
          
            2028-01-15
          
          .5
          2090857.08
          2351798.14
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/4 TRIB 50
          
          
            2050-02-15
          
          .25
          945205.16
          1148750.27
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 TRIB 48
          
          
            2048-02-15
          
          1
          52.42
          74.32
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 BOND 43
          
          
            2043-08-15
          
          3.625
          11311.20
          15006.47
          U.S. Treasuries (including strips)
          
        
        
          GNMA GNII SF MA7591 M
          
          
            2051-09-20
          
          3.5
          1490632.70
          1570827.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLMA4357
          
          
            2051-06-01
          
          3
          3801813.68
          3961781.33
          Agency Mortgage-Backed Securities
          
        
        
          USTR 2 TRIB 26
          
          
            2026-01-15
          
          2
          978961.65
          1146702.82
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 7/8 TRIB 29
          
          
            2029-04-15
          
          3.875
          151909.14
          213813.48
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 09/08/22
          
          
            2022-09-08
          
          0
          133849.20
          133659.27
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 TRIB 47
          
          
            2047-02-15
          
          .875
          2779100.76
          3799356.33
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE J 24
          
          
            2024-03-31
          
          2.125
          4100027.22
          4252667.65
          U.S. Treasuries (including strips)
          
        
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0016
      47130000.00
      47130000.00
      .0037
      N
      Y
      Y
      N
      
    
    
      Credit Agricole Corporate and Investment Bank
      Credit Agricole Corporate and Investment Bank,  0.070%, 12/1/2021
      
      Non-Negotiable Time Deposit
      
      Y
      
        STANDARD AND POORS
        A-1
      
      
        MOODYS
        P-1
      
      
        FITCH
        F1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      .0007
      200000000.00
      200000000.00
      .0157
      N
      Y
      Y
      N
      
    
    
      FEDERATED HERMES MM OBLIG TR
      2021-12-07
      Stephen Van Meter
      Stephen Van Meter
      Chief Compliance Officer

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