Form N-MFP2 STATE STREET MASTER FUND For: Nov 30

  
    N-MFP2
    
      
        
          0001094885
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      2021-11-30
      0001094885
      S000010685
      1
      N
      N
    
    
      
        SSGA Funds Management, Inc.
        801-60103
      
      
        Ernst & Young  LLP
        Boston
        MA
      
      
        SSGA Funds Management, Inc.
      
      
        None
      
      N
      Y
      
        0001107414
        Liquid Reserves Fund
        333-30810
        S000010700
      
      N
      Prime
      N
      48
      59
      
        3670062669.69
        3706128125.32
        3599561005.64
        3992286387.85
      
      
        5261057191.49
        5329620553.50
        5332555819.29
        5711278770.45
        0.00
      
      
        0.2764
        0.2837
        0.2814
        0.3067
      
      
        0.3962
        0.4080
        0.4169
        0.4388
        0.0000
      
      211.56
      12191076890.20
      12191279180.62
      347119047.28
      1038633.19
      12537157515.85
      0.0000
      0.0000
      0.0000
      
        0.0000
        0.0000
        0.0000
        0.0000
        0.0000
      
    
    
      C000029565
      50000000.00
      12537157515.85
      0.0000
      
        0.0000
        0.0000
        0.0000
        0.0000
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0000
      N
    
    
      Alinghi Funding Co. LLC
      Alinghi Funding Co. LLC 0.160000%
      01626GAB2
      549300VRDDZC1N8S3N22
      Asset Backed Commercial Paper
      Y
      2022-01-11
      2022-01-11
      2022-01-11
      N
      Y
      
        Nearwater Liquid Markets LLC
        1.0000
      
      N
      0.0015
      66988431.11
      66988431.11
      0.0053
      N
      N
      N
      N
    
    
      Alinghi Funding Co. LLC
      Alinghi Funding Co. LLC 0.190000%
      01626GDL7
      549300VRDDZC1N8S3N22
      Asset Backed Commercial Paper
      Y
      2022-04-20
      2022-04-20
      2022-04-20
      N
      Y
      
        Nearwater Liquid Markets LLC
        1.0000
      
      N
      0.0022
      39964906.80
      39964906.80
      0.0032
      N
      N
      N
      N
    
    
      Anglesea Funding LLC
      Anglesea Funding LLC 0.080000%
      0347M2Z17
      549300JC7SH8MD7E2Z33
      Asset Backed Commercial Paper
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        Northcross Capital LLP
        1.0000
      
      N
      0.0008
      99999775.00
      99999775.00
      0.0080
      N
      Y
      Y
      N
    
    
      BNP Paribas
      BNP Paribas 0.180000%
      05586FSQ1
      R0MUWSFPU8MPRO8K5P83
      0001272025
      Certificate of Deposit
      Y
      2022-06-15
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0023
      94973474.10
      94973474.10
      0.0076
      N
      N
      N
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.170000%
      06367CAR8
      0000009622
      Certificate of Deposit
      Y
      2022-02-11
      2022-02-11
      2022-02-11
      N
      N
      N
      0.0011
      150018529.50
      150018529.50
      0.0120
      N
      N
      N
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.179000%
      06367CFR3
      NQQ6HPCNCCU6TUTQYE16
      Certificate of Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0018
      42000000.00
      42000000.00
      0.0034
      N
      N
      N
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.200000%
      06367CJ24
      0000009622
      Certificate of Deposit
      Y
      2021-12-01
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0025
      49982322.50
      49982322.50
      0.0040
      N
      N
      N
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.200000%
      06367CM38
      NQQ6HPCNCCU6TUTQYE16
      Certificate of Deposit
      Y
      2021-12-01
      2022-09-29
      2022-09-29
      N
      N
      N
      0.0027
      99939481.00
      99939481.00
      0.0080
      N
      N
      N
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.185000%
      06367CMA2
      0000009622
      Certificate of Deposit
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0029
      99935565.00
      99935565.00
      0.0080
      N
      N
      N
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.080000%
      06367JZ13
      0000009622
      Financial Company Commercial Paper
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      99999806.00
      99999806.00
      0.0080
      N
      N
      N
      N
    
    
      Bank of Nova Scotia
      Bank of Nova Scotia 0.199900%
      06417MRT4
      0001041839
      Certificate of Deposit
      Y
      2022-09-28
      2022-09-28
      2022-09-28
      N
      N
      N
      0.0034
      124849308.75
      124849308.75
      0.0100
      N
      N
      N
      N
    
    
      Barclays Bank PLC
      Barclays Bank PLC 0.160000%
      06742XHB6
      G5GSEF7VJP5I7OUK5573
      0001484219
      Asset Backed Commercial Paper
      Y
      2021-12-09
      2021-12-09
      2021-12-09
      N
      Y
      
        Barclays Bank PLC
        1.0000
      
      N
      0.0007
      49999087.50
      49999087.50
      0.0040
      N
      N
      N
      N
    
    
      Barclays Bank PLC
      Barclays Bank PLC 0.150000%
      06742XMD6
      G5GSEF7VJP5I7OUK5573
      0001484219
      Asset Backed Commercial Paper
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      Y
      
        Barclays Bank PLC
        1.0000
      
      N
      0.0007
      29999825.10
      29999825.10
      0.0024
      N
      N
      N
      N
    
    
      Barclays Bank PLC
      Barclays Bank PLC 0.090000%
      06743LZ39
      G5GSEF7VJP5I7OUK5573
      0001484219
      Financial Company Commercial Paper
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0008
      99999333.00
      99999333.00
      0.0080
      N
      N
      N
      N
    
    
      Barton Capital SA
      Barton Capital SA 0.080000%
      06945LZ19
      Asset Backed Commercial Paper
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        Societe Generale
        1.0000
      
      N
      0.0008
      30999930.25
      30999930.25
      0.0025
      N
      Y
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.208000%
      13606CLF9
      0000800030
      Certificate of Deposit
      Y
      2021-12-16
      2021-12-16
      2021-12-16
      N
      N
      N
      0.0006
      200011590.00
      200011590.00
      0.0160
      N
      N
      N
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.270000%
      13606CLP7
      0000800030
      Certificate of Deposit
      Y
      2022-01-04
      2022-01-04
      2022-01-04
      N
      N
      N
      0.0009
      150026215.50
      150026215.50
      0.0120
      N
      N
      N
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.163000%
      13606CUR3
      0000800030
      Certificate of Deposit
      Y
      2021-12-27
      2022-01-24
      2022-01-24
      N
      N
      N
      0.0016
      22000000.00
      22000000.00
      0.0018
      N
      N
      N
      N
    
    
      Collateralized Commercial Paper V Co. LLC
      Collateralized Commercial Paper V Co. LLC 0.180000%
      19424JC12
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-03-01
      2022-03-01
      2022-03-01
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
      
      N
      0.0017
      69969742.50
      69969742.50
      0.0056
      N
      N
      N
      N
    
    
      Collateralized Commercial Paper V Co. LLC
      Collateralized Commercial Paper V Co. LLC 0.230000%
      19424JE36
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-05-03
      2022-05-03
      2022-05-03
      N
      Y
      
        J.P. Morgan Securities LLC
        1.0000
      
      N
      0.0023
      99902467.00
      99902467.00
      0.0080
      N
      N
      N
      N
    
    
      Commonwealth Bank of Australia
      Commonwealth Bank of Australia 0.151000%
      20272AS49
      MSFSBD3QN1GSN7Q6C537
      Financial Company Commercial Paper
      Y
      2022-02-03
      2022-02-03
      2022-02-03
      N
      N
      N
      0.0015
      182000000.00
      182000000.00
      0.0145
      N
      N
      N
      N
    
    
      Credit Agricole Corporate & Investment Bank
      Credit Agricole Corporate & Investment Bank 0.080000%
      22535C7F2
      Certificate of Deposit
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0009
      154999871.35
      154999871.35
      0.0124
      N
      N
      N
      N
    
    
      Credit Industriel et Commercial
      Credit Industriel et Commercial 0.160000%
      22536MC71
      N4JDFKKH2FTD8RKFXO39
      0001274419
      Financial Company Commercial Paper
      Y
      2022-03-07
      2022-03-07
      2022-03-07
      N
      N
      N
      0.0011
      119964433.20
      119964433.20
      0.0096
      N
      N
      N
      N
    
    
      Credit Industriel et Commercial
      Credit Industriel et Commercial 0.200000%
      22536US76
      N4JDFKKH2FTD8RKFXO39
      0001274419
      Certificate of Deposit
      Y
      2022-01-14
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0007
      125021078.75
      125021078.75
      0.0100
      N
      N
      N
      N
    
    
      Credit Industriel et Commercial
      Credit Industriel et Commercial 0.180000%
      22536UX96
      N4JDFKKH2FTD8RKFXO39
      0001274419
      Certificate of Deposit
      Y
      2022-05-03
      2022-05-03
      2022-05-03
      N
      N
      N
      0.0016
      160012244.80
      160012244.80
      0.0128
      N
      N
      N
      N
    
    
      DBS Bank Ltd.
      DBS Bank Ltd. 0.220000%
      23305EE25
      ATUEL7OJR5057F2PV266
      Financial Company Commercial Paper
      Y
      2022-05-02
      2022-05-02
      2022-05-02
      N
      N
      N
      0.0022
      99908200.00
      99908200.00
      0.0080
      N
      N
      N
      N
    
    
      DnB Bank ASA
      DnB Bank ASA 0.145000%
      2332K1CU2
      0001498632
      Financial Company Commercial Paper
      Y
      2022-03-28
      2022-03-28
      2022-03-28
      N
      N
      N
      0.0009
      124963535.00
      124963535.00
      0.0100
      N
      N
      N
      N
    
    
      DnB Bank ASA
      DnB Bank ASA 0.060000%
      23344NMB9
      549300GKFG0RYRRQ1414
      0001498632
      Certificate of Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      100000000.00
      100000000.00
      0.0080
      N
      Y
      Y
      N
    
    
      Erste Finance LLC
      Erste Finance LLC 0.070000%
      2960E2Z14
      Financial Company Commercial Paper
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      29999941.80
      29999941.80
      0.0024
      N
      Y
      Y
      N
    
    
      Ionic Capital III Trust
      Ionic Capital III Trust 0.180000%
      46220XAT1
      254900X889N3JUSUDE39
      Asset Backed Commercial Paper
      Y
      2022-01-27
      2022-01-27
      2022-01-27
      N
      Y
      
        Capitolis Advisors LLC
        1.0000
      
      N
      0.0015
      39990591.20
      39990591.20
      0.0032
      N
      N
      N
      N
    
    
      Ionic Capital II Trust
      Ionic Capital II Trust 0.150000%
      46221MAU1
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      2022-01-28
      2022-01-28
      2022-01-28
      N
      Y
      
        Capitolis Advisors LLC
        1.0000
      
      N
      0.0015
      121970407.68
      121970407.68
      0.0097
      N
      N
      N
      N
    
    
      Ionic Capital II Trust
      Ionic Capital II Trust 0.180000%
      46221MBG1
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      2022-02-16
      2022-02-16
      2022-02-16
      N
      Y
      
        Capitolis Advisors LLC
        1.0000
      
      N
      0.0016
      74973675.00
      74973675.00
      0.0060
      N
      N
      N
      N
    
    
      Ionic Capital II Trust
      Ionic Capital II Trust 0.220000%
      46221MBH9
      254900ABXGHL7TZDR053
      Asset Backed Commercial Paper
      Y
      2022-02-17
      2022-02-17
      2022-02-17
      N
      Y
      
        Capitolis Advisors LLC
        1.0000
      
      N
      0.0016
      71974246.32
      71974246.32
      0.0057
      N
      N
      N
      N
    
    
      Kreditanstalt fuer Wiederaufbau
      Kreditanstalt fuer Wiederaufbau 0.140000%
      48246UCU8
      549300GDPG70E3MBBU98
      Financial Company Commercial Paper
      Y
      2022-03-28
      2022-03-28
      2022-03-28
      N
      N
      N
      0.0012
      52979326.82
      52979326.82
      0.0042
      N
      N
      N
      N
    
    
      Lexington Parker Capital Co. LLC
      Lexington Parker Capital Co. LLC 0.200000%
      52953BAK9
      5493005MSQJBO8BDMA02
      Asset Backed Commercial Paper
      Y
      2022-01-19
      2022-01-19
      2022-01-19
      N
      Y
      
        Guggenheim Treasury Services LLC
        1.0000
      
      N
      0.0013
      105181005.09
      105181005.09
      0.0084
      N
      N
      N
      N
    
    
      Lexington Parker Capital Co. LLC
      Lexington Parker Capital Co. LLC 0.220000%
      52953BBQ5
      5493005MSQJBO8BDMA02
      Asset Backed Commercial Paper
      Y
      2022-02-24
      2022-02-24
      2022-02-24
      N
      Y
      
        Guggenheim Treasury Services LLC
        1.0000
      
      N
      0.0017
      95173016.52
      95173016.52
      0.0076
      N
      N
      N
      N
    
    
      LMA-Americas LLC
      LMA-Americas LLC 0.080000%
      53944QZ78
      N.A.
      Asset Backed Commercial Paper
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      Y
      
        Credit Agricole Corporate & Investment Bank SA
        1.0000
      
      N
      0.0009
      49999173.50
      49999173.50
      0.0040
      N
      N
      Y
      N
    
    
      MUFG Bank Ltd.
      MUFG Bank Ltd. 0.230000%
      55380TSG6
      C3GTMMZIHMY46P4OIX74
      Certificate of Deposit
      Y
      2022-01-27
      2022-01-27
      2022-01-27
      N
      N
      N
      0.0013
      125020501.25
      125020501.25
      0.0100
      N
      N
      N
      N
    
    
      MUFG Bank Ltd.
      MUFG Bank Ltd. 0.150000%
      55380TUP3
      C3GTMMZIHMY46P4OIX74
      Certificate of Deposit
      Y
      2022-01-21
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0012
      100004034.00
      100004034.00
      0.0080
      N
      N
      N
      N
    
    
      MUFG Bank Ltd.
      MUFG Bank Ltd. 0.319900%
      55380TZC7
      C3GTMMZIHMY46P4OIX74
      Certificate of Deposit
      Y
      2022-08-08
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0034
      124979061.25
      124979061.25
      0.0100
      N
      N
      N
      N
    
    
      Manhattan Asset Funding Co. LLC
      Manhattan Asset Funding Co. LLC 0.220000%
      56274MAS1
      Asset Backed Commercial Paper
      Y
      2022-01-26
      2022-01-26
      2022-01-26
      N
      Y
      
        Sumitomo Mitsui Banking Corp
        1.0000
      
      N
      0.0014
      66984724.00
      66984724.00
      0.0053
      N
      N
      N
      N
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd. 0.169900%
      60710R6J9
      RB0PEZSDGCO3JS6CEU02
      0000812291
      Certificate of Deposit
      Y
      2022-04-01
      2022-04-01
      2022-04-01
      N
      N
      N
      0.0023
      149968981.50
      149968981.50
      0.0120
      N
      N
      N
      N
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd. 0.169900%
      60710R7M1
      RB0PEZSDGCO3JS6CEU02
      0000812291
      Certificate of Deposit
      Y
      2022-04-18
      2022-04-18
      2022-04-18
      N
      N
      N
      0.0024
      74980887.75
      74980887.75
      0.0060
      N
      N
      N
      N
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd. 0.160000%
      60710RWJ0
      RB0PEZSDGCO3JS6CEU02
      0000812291
      Certificate of Deposit
      Y
      2022-01-18
      2022-01-18
      2022-01-18
      N
      N
      N
      0.0011
      150009376.50
      150009376.50
      0.0120
      N
      N
      N
      N
    
    
      Mountcliff Funding LLC
      Mountcliff Funding LLC 0.110000%
      62455AZ18
      Asset Backed Commercial Paper
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        20 Gates Management
        1.0000
      
      N
      0.0008
      109999752.50
      109999752.50
      0.0088
      N
      Y
      Y
      N
    
    
      Mountcliff Funding LLC
      Mountcliff Funding LLC 0.090000%
      62455AZ34
      Asset Backed Commercial Paper
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      Y
      
        20 Gates Management
        1.0000
      
      N
      0.0008
      49999658.50
      49999658.50
      0.0040
      N
      N
      Y
      N
    
    
      Mountcliff Funding LLC
      Mountcliff Funding LLC 0.200000%
      62455BB38
      Asset Backed Commercial Paper
      Y
      2022-02-03
      2022-02-03
      2022-02-03
      N
      Y
      
        20 Gates Management
        1.0000
      
      N
      0.0018
      99967139.00
      99967139.00
      0.0080
      N
      N
      N
      N
    
    
      Mountcliff Funding LLC
      Mountcliff Funding LLC 0.220000%
      62455BDC6
      Asset Backed Commercial Paper
      Y
      2022-04-12
      2022-04-12
      2022-04-12
      N
      Y
      
        20 Gates Management
        1.0000
      
      N
      0.0023
      49957698.50
      49957698.50
      0.0040
      N
      N
      N
      N
    
    
      Norinchukin Bank
      Norinchukin Bank 0.110000%
      65602YPF1
      5493007VSMFZCPV1NB83
      Certificate of Deposit
      Y
      2022-01-05
      2022-01-05
      2022-01-05
      N
      N
      N
      0.0009
      150003297.00
      150003297.00
      0.0120
      N
      N
      N
      N
    
    
      Norinchukin Bank
      Norinchukin Bank 0.150000%
      65602YQF0
      5493007VSMFZCPV1NB83
      Certificate of Deposit
      Y
      2022-02-03
      2022-02-03
      2022-02-03
      N
      N
      N
      0.0014
      150003516.00
      150003516.00
      0.0120
      N
      N
      N
      N
    
    
      Oversea-Chinese Banking Corp. Ltd.
      Oversea-Chinese Banking Corp. Ltd. 0.180000%
      69034BC16
      5493007O3QFXCPOGWK22
      Financial Company Commercial Paper
      Y
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0015
      49980915.50
      49980915.50
      0.0040
      N
      N
      N
      N
    
    
      Oversea-Chinese Banking Corp. Ltd.
      Oversea-Chinese Banking Corp. Ltd. 0.180000%
      69034BC24
      5493007O3QFXCPOGWK22
      Financial Company Commercial Paper
      Y
      2022-03-02
      2022-03-02
      2022-03-02
      N
      N
      N
      0.0015
      99961411.00
      99961411.00
      0.0080
      N
      N
      N
      N
    
    
      Oversea-Chinese Banking Corp. Ltd.
      Oversea-Chinese Banking Corp. Ltd. 0.200000%
      69034BEJ5
      5493007O3QFXCPOGWK22
      Financial Company Commercial Paper
      Y
      2022-05-18
      2022-05-18
      2022-05-18
      N
      N
      N
      0.0022
      99897192.00
      99897192.00
      0.0080
      N
      N
      N
      N
    
    
      Regatta Funding Co. LLC
      Regatta Funding Co. LLC 0.180000%
      75888XB13
      Asset Backed Commercial Paper
      Y
      2022-02-01
      2022-02-01
      2022-02-01
      N
      Y
      
        Nearwater Liquid Markets LLC
        1.0000
      
      N
      0.0018
      149952225.00
      149952225.00
      0.0120
      N
      N
      N
      N
    
    
      Ridgefield Funding Co. LLC
      Ridgefield Funding Co. LLC 0.230000%
      76582JZ23
      Asset Backed Commercial Paper
      Y
      2021-12-02
      2021-12-02
      2021-12-02
      N
      Y
      
        Guggenheim Treasury Services LLC
        1.0000
      
      N
      0.0008
      82999612.39
      82999612.39
      0.0066
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 0.206000%
      78012UB53
      Certificate of Deposit
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0007
      150002880.00
      150002880.00
      0.0120
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 0.240000%
      78015DDE7
      Financial Company Commercial Paper
      Y
      2022-04-14
      2022-04-14
      2022-04-14
      N
      N
      N
      0.0017
      139913375.00
      139913375.00
      0.0112
      N
      N
      N
      N
    
    
      Skandinaviska Enskilda Banken AB
      Skandinaviska Enskilda Banken AB 0.220000%
      83050UED6
      F3JS33DEI6XQ4ZBPTN86
      Financial Company Commercial Paper
      Y
      2022-05-13
      2022-05-13
      2022-05-13
      N
      N
      N
      0.0024
      99891122.00
      99891122.00
      0.0080
      N
      N
      N
      N
    
    
      Skandinaviska Enskilda Banken AB
      Skandinaviska Enskilda Banken AB 0.240000%
      83050UFF0
      0000917311
      Financial Company Commercial Paper
      Y
      2022-06-15
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0027
      65901401.28
      65901401.28
      0.0053
      N
      N
      N
      N
    
    
      Societe Generale
      Societe Generale 0.150000%
      83369CA38
      Financial Company Commercial Paper
      Y
      2022-01-03
      2022-01-03
      2022-01-03
      N
      N
      N
      0.0008
      86993837.79
      86993837.79
      0.0069
      N
      N
      N
      N
    
    
      Societe Generale
      Societe Generale 0.155000%
      83369CAX2
      O2RNE8IBXP4R0TD8PU41
      0001145665
      Financial Company Commercial Paper
      Y
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0011
      149971066.50
      149971066.50
      0.0120
      N
      N
      N
      N
    
    
      Standard Chartered Bank
      Standard Chartered Bank 0.219900%
      85325VS43
      0000861350
      Certificate of Deposit
      Y
      2022-04-25
      2022-04-25
      2022-04-25
      N
      N
      N
      0.0019
      59008119.58
      59008119.58
      0.0047
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp. 0.170000%
      86565C2K4
      5U0XI89JRFVHWIBS4F54
      Certificate of Deposit
      Y
      2022-02-01
      2022-02-01
      2022-02-01
      N
      N
      N
      0.0013
      100007508.00
      100007508.00
      0.0080
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp. 0.200000%
      86565C3T4
      5U0XI89JRFVHWIBS4F54
      0001184915
      Certificate of Deposit
      Y
      2021-12-01
      2022-04-22
      2022-04-22
      N
      N
      N
      0.0023
      108987882.47
      108987882.47
      0.0087
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp. 0.200000%
      86565C3W7
      5U0XI89JRFVHWIBS4F54
      Certificate of Deposit
      Y
      2021-12-01
      2022-04-25
      2022-04-25
      N
      N
      N
      0.0020
      20000000.00
      20000000.00
      0.0016
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp. 0.170000%
      86565CD97
      5U0XI89JRFVHWIBS4F54
      Certificate of Deposit
      Y
      2022-01-04
      2022-01-04
      2022-01-04
      N
      N
      N
      0.0010
      47003282.95
      47003282.95
      0.0037
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp. 0.152000%
      86565CZ85
      5U0XI89JRFVHWIBS4F54
      US86565CZ853
      Certificate of Deposit
      Y
      2021-12-29
      2021-12-29
      2021-12-29
      N
      N
      N
      0.0008
      75003807.00
      75003807.00
      0.0060
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo Mitsui Banking Corp. 0.220000%
      86565FBC5
      5U0XI89JRFVHWIBS4F54
      Certificate of Deposit
      Y
      2022-05-05
      2022-05-05
      2022-05-05
      N
      N
      N
      0.0024
      73992293.64
      73992293.64
      0.0059
      N
      N
      N
      N
    
    
      Svenska Handelsbanken AB
      Svenska Handelsbanken AB 0.212000%
      86959RMD9
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2021-12-29
      2021-12-29
      2021-12-29
      N
      N
      N
      0.0007
      175018361.00
      175018361.00
      0.0140
      N
      N
      N
      N
    
    
      Svenska Handelsbanken AB
      Svenska Handelsbanken AB 0.150000%
      86959RSF8
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-03-03
      2022-03-03
      2022-03-03
      N
      N
      N
      0.0014
      113004064.61
      113004064.61
      0.0090
      N
      N
      N
      N
    
    
      Swedbank AB
      Swedbank AB 0.060000%
      87019RZ17
      0001367624
      Non-Financial Company Commercial Paper
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0004
      89999900.10
      89999900.10
      0.0072
      N
      Y
      Y
      N
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank 0.180000%
      89114WH65
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0029
      124918366.25
      124918366.25
      0.0100
      N
      N
      N
      N
    
    
      UBS AG
      UBS AG 0.240000%
      90276JNA0
      BFM8T61CT2L1QCEMIK50
      Financial Company Commercial Paper
      Y
      2021-12-01
      2022-07-13
      2022-07-13
      N
      N
      N
      0.0022
      125015521.25
      125015521.25
      0.0100
      N
      N
      N
      N
    
    
      United Overseas Bank Ltd.
      United Overseas Bank Ltd. 0.180000%
      91127QBP3
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-02-23
      2022-02-23
      2022-02-23
      N
      N
      N
      0.0015
      99963875.00
      99963875.00
      0.0080
      N
      N
      N
      N
    
    
      United Overseas Bank Ltd.
      United Overseas Bank Ltd. 0.150000%
      91127QCG2
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-03-16
      2022-03-16
      2022-03-16
      N
      N
      N
      0.0017
      99949650.00
      99949650.00
      0.0080
      N
      N
      N
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.065000%
      912796H44
      254900HROIFWPRGM1V77
      US912796H440
      U.S. Treasury Debt
      Y
      2022-05-19
      2022-05-19
      2022-05-19
      N
      N
      N
      0.0009
      124945720.00
      124945720.00
      0.0100
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.100000%
      912796P78
      254900HROIFWPRGM1V77
      US912796P781
      U.S. Treasury Debt
      Y
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0008
      99995833.00
      99995833.00
      0.0080
      N
      Y
      Y
      N
    
    
      Scotia Capital USA, Inc. Tri Party Repo
      Scotia Capital USA, Inc. Tri Party Repo 0.220000%
      549300BLWPABP1VNME36
      926FXC006_0.22_1201
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          WILLIAMS COMPANIES INC
          
            2031-03-15
          
          2.600000
          328000.00
          325142.03
          Corporate Debt Securities
        
        
          CANADIAN NATL RAILWAY
          
            2048-02-03
          
          3.650000
          4112000.00
          4669720.84
          Corporate Debt Securities
        
        
          CANADIAN NATL RAILWAY
          
            2050-05-01
          
          2.450000
          218000.00
          200927.03
          Corporate Debt Securities
        
        
          ATMOS ENERGY CORP
          
            2052-02-15
          
          2.850000
          2674000.00
          2640416.79
          Corporate Debt Securities
        
        
          BURLINGTN NORTH SANTA FE
          
            2046-08-01
          
          3.900000
          754000.00
          891900.32
          Corporate Debt Securities
        
        
          CATERPILLAR INC
          
            2050-04-09
          
          3.250000
          398000.00
          440699.10
          Corporate Debt Securities
        
        
          COMMONWEALTH EDISON CO
          
            2050-03-01
          
          3.000000
          4156000.00
          4216289.71
          Corporate Debt Securities
        
        
          ENTERPRISE PRODUCTS OPER
          
            2053-02-15
          
          3.300000
          1153000.00
          1146191.53
          Corporate Debt Securities
        
        
          FLORIDA POWER & LIGHT CO
          
            2048-03-01
          
          3.950000
          2776000.00
          3343012.65
          Corporate Debt Securities
        
        
          HOME DEPOT INC
          
            2031-03-15
          
          1.375000
          799000.00
          749321.84
          Corporate Debt Securities
        
        
          HONEYWELL INTERNATIONAL
          
            2031-09-01
          
          1.750000
          1591000.00
          1540542.32
          Corporate Debt Securities
        
        
          COMMONWEALTH EDISON CO
          
            2051-09-01
          
          2.750000
          1421000.00
          1403450.65
          Corporate Debt Securities
        
        
          EQT CORP
          
            2025-02-01
          
          6.625000
          6882000.00
          7806936.02
          Corporate Debt Securities
        
        
          ENTERGY ARKANSAS LLC
          
            2051-06-15
          
          2.650000
          7680000.00
          7318854.40
          Corporate Debt Securities
        
        
          ENTERGY ARKANSAS LLC
          
            2052-06-15
          
          3.350000
          2072000.00
          2249452.99
          Corporate Debt Securities
        
        
          INTERNATIONAL GAME TECH
          
            2026-04-15
          
          4.125000
          1522000.00
          1563712.31
          Corporate Debt Securities
        
        
          KENTUCKY UTILITIES CO
          
            2050-06-01
          
          3.300000
          2041000.00
          2200459.93
          Corporate Debt Securities
        
        
          KINDER MORGAN INC
          
            2045-06-01
          
          5.550000
          2880000.00
          3710061.60
          Corporate Debt Securities
        
        
          LOCKHEED MARTIN CORP
          
            2045-03-01
          
          3.800000
          264000.00
          305409.57
          Corporate Debt Securities
        
        
          LOWE'S COS INC
          
            2028-09-15
          
          1.700000
          5794000.00
          5665405.39
          Corporate Debt Securities
        
        
          MCDONALD'S CORP
          
            2050-04-01
          
          4.200000
          1000.00
          1203.67
          Corporate Debt Securities
        
        
          MIDAMERICAN ENERGY CO
          
            2052-08-01
          
          2.700000
          1085000.00
          1070005.30
          Corporate Debt Securities
        
        
          National Bank of Canada
          
            2024-11-15
          
          0.550000
          6799000.00
          6743106.55
          Corporate Debt Securities
        
        
          PECO ENERGY CO
          
            2051-09-15
          
          2.850000
          2506000.00
          2511354.49
          Corporate Debt Securities
        
        
          PACIFICORP
          
            2052-06-15
          
          2.900000
          3720000.00
          3718989.40
          Corporate Debt Securities
        
        
          PEPSICO INC
          
            2031-10-21
          
          1.950000
          4426000.00
          4371748.30
          Corporate Debt Securities
        
        
          PEPSICO INC
          
            2041-10-21
          
          2.625000
          1238000.00
          1252650.18
          Corporate Debt Securities
        
        
          PUBLIC SERVICE OKLAHOMA
          
            2031-08-15
          
          2.200000
          5000000.00
          4927044.44
          Corporate Debt Securities
        
        
          SIERRA PACIFIC POWER CO
          
            2026-05-01
          
          2.600000
          6785000.00
          7071764.26
          Corporate Debt Securities
        
        
          SOUTHWESTERN ELEC POWER
          
            2051-11-01
          
          3.250000
          2686000.00
          2673530.25
          Corporate Debt Securities
        
        
          TRANSCANADA PIPELINES
          
            2043-10-16
          
          5.000000
          5916000.00
          7235688.69
          Corporate Debt Securities
        
        
          VIRGINIA ELEC & POWER CO
          
            2026-11-15
          
          2.950000
          4029000.00
          4256796.30
          Corporate Debt Securities
        
        
          VIRGINIA ELEC & POWER CO
          
            2027-03-15
          
          3.500000
          2543000.00
          2759159.24
          Corporate Debt Securities
        
        
          EVERGY KANSAS CENTRAL
          
            2049-09-01
          
          3.250000
          1909000.00
          1988576.13
          Corporate Debt Securities
        
        
          REPUBLIC SERVICES INC
          
            2033-03-15
          
          2.375000
          1450000.00
          1437329.01
          Corporate Debt Securities
        
        
          Bank of Montreal
          NQQ6HPCNCCU6TUTQYE16
          
            2027-01-22
          
          0.949000
          2296000.00
          2239688.81
          Corporate Debt Securities
        
        
          Royal Bank of Canada Tri Party Repo
          ES7IP3U3RHIGC71XBU11
          
            2026-01-20
          
          0.875000
          1727000.00
          1685275.20
          Corporate Debt Securities
        
        
          Royal Bank of Canada Tri Party Repo
          ES7IP3U3RHIGC71XBU11
          
            2026-11-02
          
          1.400000
          1278000.00
          1259534.32
          Corporate Debt Securities
        
        
          WISCONSIN PUBLIC SERVICE
          
            2051-12-01
          
          2.850000
          698000.00
          697120.52
          Corporate Debt Securities
        
        
          HUNTINGTON INGALLS INDUS
          
            2023-08-16
          
          0.670000
          8000.00
          7973.96
          Corporate Debt Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0022
      100000000.00
      100000000.00
      0.0080
      N
      Y
      Y
      N
    
    
      Barclays Bank PLC Tri Party Repo
      Barclays Bank PLC Tri Party Repo 0.440000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      926SGR004_0.44_0104
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          HUNTSMAN INTERNATIONAL L
          
            2029-05-01
          
          4.500000
          6894000.00
          7637552.37
          Corporate Debt Securities
        
        
          MACY'S RETAIL HLDGS LLC
          
            2043-02-15
          
          4.300000
          8533000.00
          7616058.04
          Corporate Debt Securities
        
        
          MAJORDRIVE HOLDINGS IV L
          
            2029-06-01
          
          6.375000
          8025000.00
          7933819.28
          Corporate Debt Securities
        
        
          QVC INC
          
            2043-03-15
          
          5.950000
          7440000.00
          7495025.00
          Corporate Debt Securities
        
        
          TALEN ENERGY SUPPLY LLC
          
            2028-01-15
          
          6.625000
          7122000.00
          6622347.19
          Corporate Debt Securities
        
        
          TELESAT CANADA/TELESAT L
          
            2027-06-01
          
          4.875000
          8462000.00
          7630520.35
          Corporate Debt Securities
        
        
          TRANSDIGM INC
          
            2025-12-15
          
          8.000000
          7210000.00
          7691708.11
          Corporate Debt Securities
        
        
          KRAFT HEINZ FOODS CO
          
            2031-03-01
          
          4.250000
          6849000.00
          7877835.85
          Corporate Debt Securities
        
        
          MALLINCKRODT FIN/SB
          
            2023-10-15
          
          N/A
          9718000.00
          5587850.00
          Corporate Debt Securities
        
        
          FRESH MARKET INC
          
            2023-05-01
          
          9.750000
          7560000.00
          7817827.50
          Corporate Debt Securities
        
        
          CENTENE CORP
          
            2029-12-15
          
          4.625000
          7292000.00
          7911440.21
          Corporate Debt Securities
        
        
          AMBIENCE MERGER
          
            2028-07-15
          
          4.875000
          7866000.00
          7892252.77
          Corporate Debt Securities
        
        
          CHS/COMMUNITY HEALTH SYS
          
            2026-03-15
          
          8.000000
          7069000.00
          7542033.92
          Corporate Debt Securities
        
        
          GRAFTECH FINANCE INC
          
            2028-12-15
          
          4.625000
          47000.00
          48669.34
          Corporate Debt Securities
        
        
          MCGRAW-HILL EDUCATION
          
            2028-08-01
          
          5.750000
          7840000.00
          7695953.07
          Corporate Debt Securities
        
        
          MILLENNIUM ESCROW CORP
          
            2026-08-01
          
          6.625000
          7600000.00
          7753393.33
          Corporate Debt Securities
        
        
          ENERGY VEN/ENVEN FIN
          
            2026-04-15
          
          11.750000
          7458000.00
          7763311.88
          Corporate Debt Securities
        
        
          EQM MIDSTREAM PARTNERS L
          
            2027-07-01
          
          6.500000
          6866000.00
          7629380.95
          Corporate Debt Securities
        
        
          HERTZ CORP/THE
          
            2026-12-01
          
          4.625000
          8040000.00
          7946730.42
          Corporate Debt Securities
        
        
          STILLWATER MINING CO
          
            2026-11-16
          
          4.000000
          7835000.00
          7657189.03
          Corporate Debt Securities
        
      
      Y
      2021-12-01
      2022-01-04
      2022-01-04
      N
      N
      N
      0.0044
      125000000.00
      125000000.00
      0.0100
      N
      N
      N
      Y
    
    
      BNP Paribas Prime Brokerage International Ltd. Tri Party Repo
      BNP Paribas Prime Brokerage International Ltd. Tri Party Repo 0.220000%
      7VHWWWW4UJS7NUM3PT30
      927NYV005_0.22_1201
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          ELECTROMED INC
          
            2049-01-01
          
          N/A
          57.00
          685.14
          Equities
        
        
          ORION OFFICE REIT INC
          
            2049-01-01
          
          N/A
          47177.00
          877492.20
          Equities
        
        
          LUMENT FINANCE TRUST INC
          
            2049-01-01
          
          N/A
          6330.00
          24307.20
          Equities
        
        
          AIKIDO PHARMA INC
          
            2049-01-01
          
          N/A
          44.00
          32.65
          Equities
        
        
          Federal National Mortgage Assoc.
          
            2049-01-01
          
          8.250000
          1.00
          2.96
          Equities
        
        
          MGM GROWTH PROPERTIES LLC
          
            2049-01-01
          
          N/A
          42276.00
          1601837.64
          Equities
        
        
          NEW YORK CITY REIT INC
          
            2049-01-01
          
          N/A
          400.00
          2720.00
          Equities
        
        
          NEXPOINT REAL ESTATE FINANCE I
          
            2049-01-01
          
          N/A
          11078.00
          237512.32
          Equities
        
        
          SACHEM CAPITAL CORP
          
            2049-01-01
          
          N/A
          36728.00
          214491.52
          Equities
        
        
          SOTHERLY HOTELS INC
          
            2049-01-01
          
          N/A
          51440.00
          110596.00
          Equities
        
        
          SYSOREX INC
          
            2049-01-01
          
          N/A
          2000.00
          519.80
          Equities
        
        
          WESTERN ASSET MORTGAGE CAPITAL
          
            2049-01-01
          
          N/A
          36975.00
          83193.75
          Equities
        
        
          VALARIS LTD
          
            2049-01-01
          
          N/A
          1413690.00
          44149538.70
          Equities
        
        
          BAYTEX ENERGY CORP
          
            2049-01-01
          
          N/A
          62.00
          185.14
          Equities
        
        
          TOUCHSTONE EXPLORATION INC
          
            2049-01-01
          
          N/A
          908999.00
          1669843.78
          Equities
        
        
          AFC GAMMA INC
          
            2049-01-01
          
          N/A
          31586.00
          705947.10
          Equities
        
        
          ACRES COMMERCIAL REALTY CORP
          
            2049-01-01
          
          N/A
          5974.00
          83934.70
          Equities
        
        
          ARLINGTON ASSET INVESTMENT COR
          
            2049-01-01
          
          N/A
          13432.00
          49295.44
          Equities
        
        
          CEDAR REALTY TRUST INC
          
            2049-01-01
          
          N/A
          11877.00
          262125.39
          Equities
        
        
          CHECKMATE PHARMACEUTICALS INC
          
            2049-01-01
          
          N/A
          17.00
          61.20
          Equities
        
        
          CHERRY HILL MORTGAGE INVESTMEN
          
            2049-01-01
          
          N/A
          5933.00
          52151.07
          Equities
        
        
          CONDOR HOSPITALITY TRUST INC
          
            2049-01-01
          
          N/A
          35988.00
          262712.40
          Equities
        
        
          DIVERSIFIED HEALTHCARE T
          
            2042-08-01
          
          5.625000
          1460976.00
          33850813.92
          Equities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0022
      78000000.00
      78000000.00
      0.0062
      N
      Y
      Y
      N
    
    
      Calyon Tri Party Repo
      Calyon Tri Party Repo 0.119900%
      1VUV7VQFKUOQSJ21A208
      938DBZ000_0.12_1201
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          MANHATTAN ASSET FDG C
          
            2022-01-19
          
          N/A
          1.00
          1.00
          Other Instrument
          COMMERCIAL PAPER
        
        
          MANHATTAN ASSET FDG C
          
            2022-03-02
          
          N/A
          20.00
          19.99
          Other Instrument
          COMMERCIAL PAPER
        
        
          CAFCO LLC
          
            2022-04-05
          
          N/A
          20063978.00
          20050173.98
          Other Instrument
          COMMERCIAL PAPER
        
        
          NATIXIS COMMERCIAL MORTGAGE SE
          
            2035-06-15
          
          1.039500
          2836000.00
          2198360.45
          Asset-Backed Securities
        
        
          J.G. WENTWORTH XLIII LLC
          
            2071-08-15
          
          3.820000
          2720000.00
          2595535.35
          Asset-Backed Securities
        
        
          CMFT NET LEASE MASTER ISSUER L
          
            2051-07-20
          
          2.570000
          2500000.00
          2431078.45
          Asset-Backed Securities
        
        
          AFN ABSPROP001 LLC
          
            2051-05-20
          
          3.600000
          3000000.00
          3010947.00
          Asset-Backed Securities
        
        
          JPMDB COMMERCIAL MORTGAGE SECU
          
            2053-05-15
          
          3.849200
          167198.00
          177775.57
          Asset-Backed Securities
        
        
          CITIGROUP COMMERCIAL MORTGAGE
          
            2051-11-10
          
          4.145000
          437000.00
          490645.70
          Asset-Backed Securities
        
        
          UBS COMMERCIAL MORTGAGE TRUST
          
            2050-11-17
          
          4.537400
          529955.00
          568401.69
          Asset-Backed Securities
        
        
          VIKING CRUISES LTD
          
            2025-05-15
          
          13.000000
          2384000.00
          2707333.97
          Corporate Debt Securities
        
        
          MITSUBISHI UFJ FIN GRP
          
            2023-07-26
          
          0.984900
          2357000.00
          2382803.31
          Corporate Debt Securities
        
        
          KOREA EXPRESSWAY CORP
          
            2026-05-17
          
          1.125000
          200000.00
          196817.25
          Corporate Debt Securities
        
        
          EXPORT-IMPORT BANK KOREA
          
            2028-10-19
          
          1.750000
          4327000.00
          4344710.65
          Corporate Debt Securities
        
        
          GOVERNMENT OF JAMAICA
          
            2028-04-28
          
          6.750000
          1076000.00
          1235786.00
          Corporate Debt Securities
        
        
          KFW International Finance, Inc.
          549300GDPG70E3MBBU98
          
            2030-09-30
          
          0.750000
          27000.00
          25269.03
          Corporate Debt Securities
        
        
          TOPAZ SOLAR FARMS LLC
          
            2039-09-30
          
          5.750000
          376.00
          453.62
          Corporate Debt Securities
        
        
          REPUBLIC OF TURKEY
          
            2025-10-14
          
          6.375000
          12621000.00
          12635209.14
          Corporate Debt Securities
        
        
          PROSUS NV
          
            2025-07-21
          
          5.500000
          10805000.00
          12162846.34
          Corporate Debt Securities
        
        
          HONDURAS GOVERNMENT
          
            2027-01-19
          
          6.250000
          223000.00
          238666.43
          Corporate Debt Securities
        
        
          CHINA GOVT INTL BOND
          
            2023-10-21
          
          0.400000
          10614000.00
          10591003.00
          Corporate Debt Securities
        
        
          FORD MOTOR COMPANY
          
            2097-05-15
          
          7.700000
          3985000.00
          5272985.21
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDINGS LLC
          
            2027-06-20
          
          6.500000
          509.00
          552.72
          Corporate Debt Securities
        
        
          TSY INFL IX N/B
          
            2022-07-15
          
          0.125000
          18479400.00
          22792355.26
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2028-08-15
          
          N/A
          0.11
          0.10
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2029-11-15
          
          N/A
          0.39
          0.35
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2030-02-15
          
          N/A
          755.22
          665.99
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0012
      100000000.00
      100000000.00
      0.0080
      N
      Y
      Y
      N
    
    
      Calyon Tri Party Repo
      Calyon Tri Party Repo 0.130000%
      1VUV7VQFKUOQSJ21A208
      938DBZ000_0.13_1206
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          LONGSHIP FDG DAC / LO
          
            2022-01-07
          
          N/A
          2000000.00
          1999478.00
          Other Instrument
          COMMERCIAL PAPER
        
        
          INTER-AMERICAN DEVEL BK
          
            2024-02-21
          
          3.000000
          883000.00
          935503.18
          Other Instrument
          SUPRANATIONAL
        
        
          CAFCO LLC
          
            2022-04-01
          
          N/A
          24579265.00
          24563141.00
          Other Instrument
          COMMERCIAL PAPER
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-11-24
          
          0.320000
          184000.00
          183432.05
          Agency Mortgage-Backed Securities
        
        
          DB MASTER FINANCE LLC
          
            2051-11-20
          
          2.791000
          6000000.00
          6021819.50
          Asset-Backed Securities
        
        
          BLACKBIRD CAPITAL AIRCRAFT
          
            2046-07-15
          
          2.443000
          5837000.00
          5682732.06
          Asset-Backed Securities
        
        
          COMM MORTGAGE TRUST
          
            2046-03-12
          
          3.147000
          1.00
          1.02
          Asset-Backed Securities
        
        
          CREDIT SUISSE MORTGAGE TRUST
          
            2056-11-25
          
          2.500000
          6818095.00
          6758758.63
          Asset-Backed Securities
        
        
          CSAIL COMMERCIAL MORTGAGE TRUS
          
            2052-03-15
          
          5.151800
          8411392.00
          9219996.40
          Asset-Backed Securities
        
        
          OAK STREET INVESTMENT GRADE NE
          
            2051-01-20
          
          3.260000
          8428940.00
          8529822.24
          Asset-Backed Securities
        
        
          MF1 MULTIFAMILY HOUSING MORTGA
          
            2035-12-17
          
          2.262200
          100000.00
          97174.99
          Asset-Backed Securities
        
        
          WELLS FARGO COMMERCIAL MORTGAG
          
            2050-07-15
          
          3.000000
          7500000.00
          6845570.00
          Asset-Backed Securities
        
        
          BANK
          
            2063-03-16
          
          2.344000
          1990000.00
          1964918.48
          Asset-Backed Securities
        
        
          UBS COMMERCIAL MORTGAGE TRUST
          
            2051-12-15
          
          4.922900
          6250000.00
          7121272.93
          Asset-Backed Securities
        
        
          JPN BANK FOR INT'L COOP
          
            2026-11-04
          
          2.250000
          516000.00
          536013.06
          Corporate Debt Securities
        
        
          AMERICAN EXPRESS CO
          
            2026-05-20
          
          3.125000
          168000.00
          178713.03
          Corporate Debt Securities
        
        
          BARCLAYS PLC
          213800LBQA1Y9L22JB70
          
            2024-05-16
          
          1.535000
          20000000.00
          20253138.89
          Corporate Debt Securities
        
        
          BNP Paribas
          R0MUWSFPU8MPRO8K5P83
          
            2025-01-09
          
          3.375000
          288000.00
          307341.72
          Corporate Debt Securities
        
        
          HONG KONG
          
            2024-05-28
          
          2.500000
          5865000.00
          6106279.58
          Corporate Debt Securities
        
        
          KOREA EXPRESSWAY CORP
          
            2026-05-17
          
          1.125000
          220000.00
          216498.98
          Corporate Debt Securities
        
        
          CCO HLDGS LLC/CAP CORP
          
            2032-05-01
          
          4.500000
          19000.00
          19071.15
          Corporate Debt Securities
        
        
          AUTODESK INC
          
            2030-01-15
          
          2.850000
          3000.00
          3149.51
          Corporate Debt Securities
        
        
          CITIGROUP INC
          
            2023-07-24
          
          1.073900
          9000.00
          9048.90
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO
          
            2024-04-23
          
          0.853900
          126000.00
          126688.45
          Corporate Debt Securities
        
        
          ROMANIA
          
            2023-08-22
          
          4.375000
          336000.00
          357154.47
          Corporate Debt Securities
        
        
          TEMASEK FINANCIAL I LTD
          
            2031-08-02
          
          1.625000
          1737000.00
          1692005.43
          Corporate Debt Securities
        
        
          TEMASEK FINANCIAL I LTD
          
            2041-08-02
          
          2.375000
          4730000.00
          4663329.34
          Corporate Debt Securities
        
        
          TEXAS CAPITAL BANCSHARES
          
            2031-05-06
          
          4.000000
          1144000.00
          1200887.31
          Corporate Debt Securities
        
        
          VALE OVERSEAS LIMITED
          
            2036-11-21
          
          6.875000
          2000.00
          2549.96
          Corporate Debt Securities
        
        
          VISTA OUTDOOR INC
          
            2029-03-15
          
          4.500000
          369000.00
          372090.38
          Corporate Debt Securities
        
        
          FORD MOTOR COMPANY
          
            2097-05-15
          
          7.700000
          5005000.00
          6622657.71
          Corporate Debt Securities
        
        
          JPN BANK FOR INT'L COOP
          
            2022-11-16
          
          2.375000
          500000.00
          509596.81
          Corporate Debt Securities
        
        
          JPN BANK FOR INT'L COOP
          
            2028-10-31
          
          3.500000
          1218000.00
          1370477.36
          Corporate Debt Securities
        
        
          JPN BANK FOR INT'L COOP
          
            2029-10-17
          
          2.000000
          1000000.00
          1021598.89
          Corporate Debt Securities
        
        
          KOREA DEVELOPMENT BANK
          
            2025-01-25
          
          0.750000
          1000000.00
          986999.17
          Corporate Debt Securities
        
        
          KOREA DEVELOPMENT BANK
          
            2027-04-25
          
          1.375000
          2000000.00
          1972613.61
          Corporate Debt Securities
        
        
          REPUBLIC OF KOREA
          
            2025-11-03
          
          5.625000
          5000000.00
          5840675.00
          Corporate Debt Securities
        
        
          KOREA NATIONAL OIL CORP
          
            2022-03-27
          
          2.875000
          3119000.00
          3156993.32
          Corporate Debt Securities
        
        
          MCDONALD'S CORP
          
            2025-09-01
          
          1.450000
          722000.00
          727606.13
          Corporate Debt Securities
        
        
          MIZUHO FINANCIAL GROUP
          
            2024-09-11
          
          1.114100
          700000.00
          709921.76
          Corporate Debt Securities
        
        
          NOVARTIS CAPITAL CORP
          
            2022-09-21
          
          2.400000
          24000.00
          24504.72
          Corporate Debt Securities
        
        
          BOC AVIATION LTD
          
            2029-09-11
          
          3.000000
          545000.00
          558370.67
          Corporate Debt Securities
        
        
          OVINTIV INC
          
            2031-11-01
          
          7.375000
          215000.00
          281136.36
          Corporate Debt Securities
        
        
          STRIPS
          
            2022-05-15
          
          N/A
          50.99
          50.96
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2025-05-15
          
          N/A
          586179.38
          566742.26
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2028-08-15
          
          N/A
          38.57
          34.97
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0013
      133000000.00
      133000000.00
      0.0106
      N
      N
      Y
      N
    
    
      Calyon Tri Party Repo
      Calyon Tri Party Repo 0.130000%
      1VUV7VQFKUOQSJ21A208
      938DBZ000_0.13_1207
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          GLENCOVE FDG DAC / GL
          
            2022-03-08
          
          N/A
          1362016.00
          1361356.78
          Other Instrument
          COMMERCIAL PAPER
        
        
          CAFCO LLC
          
            2022-04-05
          
          N/A
          32.00
          31.98
          Other Instrument
          COMMERCIAL PAPER
        
        
          BRITISH AIR 20-1 A PTT
          
            2034-05-15
          
          4.250000
          15000.00
          9273.10
          Asset-Backed Securities
        
        
          EXPORT-IMPORT BANK KOREA
          
            2028-10-19
          
          1.750000
          319000.00
          320305.68
          Corporate Debt Securities
        
        
          MUFG BANK LTD
          
            2024-03-10
          
          3.750000
          20539000.00
          21933666.56
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK AUST
          
            2048-01-10
          
          4.316000
          1693000.00
          2030625.58
          Corporate Debt Securities
        
        
          KOREA EXPRESSWAY CORP
          
            2026-05-17
          
          1.125000
          414000.00
          407411.71
          Corporate Debt Securities
        
        
          TEMASEK FINANCIAL I LTD
          
            2031-08-02
          
          1.625000
          263000.00
          256187.35
          Corporate Debt Securities
        
        
          SINOPEC CAPITAL 2013 LTD
          
            2023-04-24
          
          3.125000
          3000000.00
          3092025.00
          Corporate Debt Securities
        
      
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0013
      28000000.00
      28000000.00
      0.0022
      N
      N
      Y
      N
    
    
      Westpac Banking Corp.
      Westpac Banking Corp. 0.154000%
      9612C4N80
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-02-07
      2022-02-07
      2022-02-07
      N
      N
      N
      0.0012
      75004337.25
      75004337.25
      0.0060
      N
      N
      N
      N
    
    
      Westpac Banking Corp.
      Westpac Banking Corp. 0.180000%
      96130AKF4
      EN5TNI6CI43VEPAMHL14
      0000719245
      Certificate of Deposit
      Y
      2021-12-01
      2022-07-15
      2022-07-15
      N
      N
      N
      0.0021
      30994164.25
      30994164.25
      0.0025
      N
      N
      N
      N
    
    
      JPM Chase Tri Party Repo
      JPM Chase Tri Party Repo 0.380000%
      549300BRNI54SX6NX725
      0001168163
      975LUZ005_0.38_0304
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          GLOBAL X CHINA BIOTECH INNOVAT
          
            2049-01-01
          
          N/A
          4087.00
          64475.29
          Other Instrument
          EQUITY
        
        
          IMPACT SHARES SUSTAINABLE DEVE
          
            2049-01-01
          
          N/A
          5935.00
          170996.85
          Other Instrument
          EQUITY
        
        
          DELTASHARES S&P EM 100 & MANAG
          
            2049-01-01
          
          N/A
          24639.00
          1285167.78
          Other Instrument
          EQUITY
        
        
          CREDIT SUISSE AG/NASSAU
          
            2049-01-01
          
          N/A
          5242.00
          843175.70
          Other Instrument
          EQUITY
        
        
          AAM S&P DEVELOPED MARKETS HIGH
          
            2049-01-01
          
          N/A
          12733.00
          291019.08
          Other Instrument
          EQUITY
        
        
          FRANKLIN LIBERTYQ GLOBAL EQUIT
          
            2049-01-01
          
          N/A
          3744.00
          153303.70
          Other Instrument
          EQUITY
        
        
          IG ACQUISITION CORP A -CW27
          
            2027-10-05
          
          N/A
          828493.00
          704467.60
          Equities
        
        
          COBANK ACB
          
            2049-01-01
          
          6.125000
          1150.00
          116552.50
          Equities
        
        
          DPCM CAPITAL INC -A -CW27
          
            2027-10-14
          
          N/A
          640385.00
          486692.60
          Equities
        
        
          VALARIS LTD
          
            2049-01-01
          
          N/A
          109690.00
          3425618.70
          Equities
        
        
          GLOBAL BLUE GROUP HOLDING AG
          
            2025-08-28
          
          N/A
          101165.00
          85777.80
          Equities
        
        
          ARES ACQUISITION CORP
          
            2049-01-01
          
          N/A
          3017648.00
          29512597.44
          Equities
        
        
          WARBURG PINCUS CAPITAL CORP I-
          
            2049-01-01
          
          N/A
          109353.00
          1073846.46
          Equities
        
        
          TAIYO YUDEN CO LTD
          
            2049-01-01
          
          N/A
          127.00
          28765.50
          Equities
        
        
          TREPONT ACQUISITION COR-CW26
          
            2025-11-24
          
          N/A
          807550.00
          597587.00
          Equities
        
        
          AVEPOINT INC-CW24
          
            2026-09-18
          
          N/A
          2366748.00
          3384449.64
          Equities
        
        
          GENFIT
          
            2049-01-01
          
          N/A
          294715.00
          975506.65
          Equities
        
      
      Y
      2021-12-01
      2022-03-04
      2022-03-04
      N
      N
      N
      0.0038
      40000000.00
      40000000.00
      0.0032
      N
      N
      N
      Y
    
    
      JPM Chase Tri Party Repo
      JPM Chase Tri Party Repo 0.380000%
      549300BRNI54SX6NX725
      0001168163
      975LUZ005_0.38_0325
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          GLOBAL X FUNDS GLOBAL X CHINA
          
            2049-01-01
          
          N/A
          17279.00
          326262.08
          Other Instrument
          EQUITY
        
        
          KRANESHARES MSCI CHINA ESG LEA
          
            2049-01-01
          
          N/A
          7.00
          199.04
          Other Instrument
          EQUITY
        
        
          KRANESHARES MSCI ONE BELT ONE
          
            2049-01-01
          
          N/A
          18468.00
          563153.96
          Other Instrument
          EQUITY
        
        
          KRANESHARES BLOOMBERG CHINA BO
          
            2049-01-01
          
          N/A
          2084.00
          73544.36
          Other Instrument
          EQUITY
        
        
          IQ S&P HIGH YIELD LOW VOLATILI
          
            2049-01-01
          
          N/A
          3121.00
          76963.86
          Other Instrument
          EQUITY
        
        
          ISHARES CORE 5-10 YEAR USD BON
          
            2049-01-01
          
          N/A
          26.00
          1319.76
          Other Instrument
          EQUITY
        
        
          ISHARES CURRENCY HEDGED MSCI U
          
            2049-01-01
          
          N/A
          4891.00
          113918.24
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS DEC 2026 TERM T
          
            2049-01-01
          
          N/A
          1089.00
          27617.04
          Other Instrument
          EQUITY
        
        
          CREDIT SUISSE AG/NASSAU
          
            2049-01-01
          
          N/A
          18.00
          55.80
          Other Instrument
          EQUITY
        
        
          FRANKLIN FTSE SAUDI ARABIA ETF
          
            2049-01-01
          
          N/A
          22359.00
          755526.26
          Other Instrument
          EQUITY
        
        
          INVESCO BULLETSHARES 2021 MUNI
          
            2049-01-01
          
          N/A
          41453.00
          1046273.72
          Other Instrument
          EQUITY
        
        
          IPIC ENTERTAINMENT INC
          
            2049-01-01
          
          N/A
          120.00
          0.01
          Equities
        
        
          GLORI ENERGY INC
          
            2049-01-01
          
          N/A
          80.00
          0.01
          Equities
        
        
          EG ACQUISITION CORP
          
            2049-01-01
          
          N/A
          2655260.00
          25809127.20
          Equities
        
        
          ENCOMPASS HOLDINGS INC
          
            2049-01-01
          
          N/A
          5.00
          0.00
          Equities
        
        
          ENERGY & ENVIRONMENTAL SERVICE
          
            2049-01-01
          
          N/A
          113.00
          11.13
          Equities
        
        
          JOFF FINTECH ACQ -CW27
          
            2028-02-04
          
          N/A
          131463.00
          95981.14
          Equities
        
        
          LANDSEA HOMES CORP-CW23
          
            2026-01-07
          
          N/A
          8317.00
          1825.58
          Equities
        
        
          LONGVIEW ACQUISITION CORP II
          
            2049-01-01
          
          N/A
          2681856.00
          26604011.52
          Equities
        
        
          M3-BRIGADE ACQUISITION II CORP
          
            2049-01-01
          
          N/A
          769784.00
          7667048.64
          Equities
        
        
          MEDALLION BANK UTAH
          
            2049-01-01
          
          8.000000
          9.00
          241.20
          Equities
        
        
          NETLIST INC
          
            2049-01-01
          
          N/A
          27897.00
          198347.67
          Equities
        
        
          ND PAPER
          
            2049-01-01
          
          N/A
          3229.00
          74267.00
          Equities
        
        
          NORTHERN STAR INVESTMENT CORP
          
            2049-01-01
          
          N/A
          3002600.00
          29335402.00
          Equities
        
        
          ONE EQUITY PARTNERS A -CW27
          
            2026-01-14
          
          N/A
          734259.00
          587407.20
          Equities
        
        
          PACIFIC GAS&ELEC
          
            2049-01-01
          
          6.000000
          83089.00
          2401272.10
          Equities
        
        
          PACIFIC GAS&ELEC
          
            2049-01-01
          
          5.500000
          28113.00
          773529.20
          Equities
        
        
          PATRIOT GOLD CORP
          
            2049-01-01
          
          N/A
          40.00
          2.80
          Equities
        
        
          PHASERX INC
          
            2049-01-01
          
          N/A
          30.00
          0.00
          Equities
        
        
          SEMEN INDONESIA PERSERO TBK PT
          
            2049-01-01
          
          N/A
          14359.00
          157087.46
          Equities
        
        
          LIBERATED SYNDICATION INC
          
            2049-01-01
          
          N/A
          600.00
          2100.00
          Equities
        
        
          GLOBAL CORD BLOOD CORP
          
            2049-01-01
          
          N/A
          181525.00
          736991.50
          Equities
        
        
          ENVIRONMENTAL TECTONICS CORP
          
            2049-01-01
          
          N/A
          160.00
          51.20
          Equities
        
        
          CHIBA BANK LTD/THE
          
            2049-01-01
          
          N/A
          24.00
          693.12
          Equities
        
        
          TEL-INSTRUMENT ELECTRONICS COR
          
            2049-01-01
          
          N/A
          505.00
          1616.00
          Equities
        
        
          ADYNXX INC
          
            2049-01-01
          
          N/A
          594.00
          8.91
          Equities
        
        
          EZENIA! INC
          
            2049-01-01
          
          N/A
          50.00
          0.05
          Equities
        
        
          GIGA-TRONICS INC
          
            2049-01-01
          
          N/A
          11.00
          41.69
          Equities
        
        
          HINO MOTORS LTD
          
            2049-01-01
          
          N/A
          731.00
          62135.00
          Equities
        
        
          HYCROFT MINING HOLDING
          
            2025-02-12
          
          N/A
          2.00
          0.16
          Equities
        
        
          K+S AG
          
            2049-01-01
          
          N/A
          56.00
          474.60
          Equities
        
        
          KEPPEL CORP LTD
          
            2049-01-01
          
          N/A
          1683.00
          12866.54
          Equities
        
        
          INDIEPUB ENTERTAINMENT INC
          
            2049-01-01
          
          N/A
          2970.00
          0.30
          Equities
        
        
          HIGHLAND TRANSCEND PARTNERS I
          
            2049-01-01
          
          N/A
          61659.00
          613507.05
          Equities
        
        
          PERIDOT ACQUISITION CORP II
          
            2049-01-01
          
          N/A
          1705076.00
          16675643.28
          Equities
        
        
          YUCAIPA ACQUISITION CORP
          
            2049-01-01
          
          N/A
          325430.00
          3241282.80
          Equities
        
        
          AMERICAN INTERNATIONAL INDUSTR
          
            2049-01-01
          
          N/A
          6.00
          0.30
          Equities
        
        
          ASLAN PHARMACEUTICALS LTD
          
            2049-01-01
          
          N/A
          1010306.00
          1495252.88
          Equities
        
        
          ATHLON ACQUISITION CORP
          
            2049-01-01
          
          N/A
          1039500.00
          10176705.00
          Equities
        
        
          BAGGER DAVE'S BURGER TAVERN IN
          
            2049-01-01
          
          N/A
          708.00
          83.54
          Equities
        
        
          KINS TECH GROUP CL A -CW25
          
            2025-10-14
          
          N/A
          922818.00
          618288.06
          Equities
        
        
          LENDLEASE CORP LTD
          
            2049-01-01
          
          N/A
          2834.00
          21510.06
          Equities
        
        
          LITHIUM & BORON TECHNOLOGY INC
          
            2049-01-01
          
          N/A
          837.00
          1037.88
          Equities
        
        
          MABUCHI MOTOR CO LTD
          
            2049-01-01
          
          N/A
          1500.00
          12030.00
          Equities
        
        
          MISUMI GROUP INC
          
            2049-01-01
          
          N/A
          4747.00
          100019.29
          Equities
        
        
          NEW WORLD DEVELOPMENT CO LTD
          
            2049-01-01
          
          N/A
          16348.00
          33022.96
          Equities
        
        
          NIHON KOHDEN CORP
          
            2049-01-01
          
          N/A
          206.00
          3079.70
          Equities
        
        
          NIPPON SHINYAKU CO LTD
          
            2049-01-01
          
          N/A
          1702.00
          30942.36
          Equities
        
        
          KALBE FARMA TBK PT
          
            2049-01-01
          
          N/A
          3181.00
          69282.18
          Equities
        
        
          WACOAL HOLDINGS CORP
          
            2049-01-01
          
          N/A
          33.00
          2890.80
          Equities
        
        
          EUROSITE POWER INC
          
            2049-01-01
          
          N/A
          2349.00
          92.32
          Equities
        
        
          GRUPO FINANCIERO INBURSA SAB D
          
            2049-01-01
          
          N/A
          2725.00
          1744.00
          Equities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-01-01
          
          8.375000
          6549312.00
          20695825.92
          Equities
        
        
          AISIN CORP
          
            2049-01-01
          
          N/A
          57.00
          2086.77
          Equities
        
        
          NIGHTDRAGON ACQ -CW27
          
            2026-02-26
          
          N/A
          483204.00
          472525.19
          Equities
        
        
          FINTECH ACQUISI CORP -CW25
          
            2025-12-31
          
          N/A
          348457.00
          1052340.14
          Equities
        
        
          GORES GUGGENHEIM CL A -CW27
          
            2028-03-25
          
          N/A
          538372.00
          2681092.56
          Equities
        
        
          INTERPRIVATE III FINANCIAL PAR
          
            2049-01-01
          
          N/A
          519087.00
          5149343.04
          Equities
        
        
          KATAPULT HOLDINGS INC -CW26
          
            2026-06-09
          
          N/A
          1190782.00
          1166966.36
          Equities
        
        
          EXELA TECHNOLOGIES INC-CW23
          
            2022-01-16
          
          N/A
          1614700.00
          126753.95
          Equities
        
        
          FIGURE ACQUISITION CORP I
          
            2049-01-01
          
          N/A
          1245848.00
          12284061.28
          Equities
        
        
          HORIZON ACQUIS CORP II -CW27
          
            2027-10-19
          
          N/A
          713822.00
          799480.64
          Equities
        
        
          SLAM CORP-A -CW27
          
            2026-02-23
          
          N/A
          328936.00
          249991.36
          Equities
        
        
          TREPONT ACQUISITION CORP I
          
            2049-01-01
          
          N/A
          116568.00
          1162182.96
          Equities
        
        
          AST SPACEMOBILE INC-CW24
          
            2026-04-06
          
          N/A
          79473.00
          317892.00
          Equities
        
        
          AEON CO LTD
          
            2049-01-01
          
          N/A
          3754.00
          86830.02
          Equities
        
        
          ARROWROOT ACQUISITION CORP
          
            2049-01-01
          
          N/A
          695040.00
          6748838.40
          Equities
        
      
      Y
      2021-12-01
      2022-03-25
      2022-03-25
      N
      N
      N
      0.0038
      170000000.00
      170000000.00
      0.0136
      N
      N
      N
      Y
    
    
      Citigroup Tri Party Repo
      Citigroup Tri Party Repo 0.520000%
      6SHGI4ZSSLCXXQSBB395
      0000036684
      985TJH009_0.52_0325
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          DIREXION DYNAMIC HEDGE ETF
          
            2049-01-01
          
          N/A
          17800.00
          1078925.64
          Other Instrument
          EQUITY
        
        
          PROSHARES NASDAQ-100 DORSEY WR
          
            2049-01-01
          
          N/A
          29950.00
          1363773.25
          Other Instrument
          EQUITY
        
        
          PROSHARES RUSSELL US DIVIDEND
          
            2049-01-01
          
          N/A
          1.00
          48.58
          Other Instrument
          EQUITY
        
        
          PIMCO MUNICIPAL INCOME OPPORTU
          
            2049-01-01
          
          N/A
          154772.00
          7711514.90
          Other Instrument
          EQUITY
        
        
          VANECK OIL SERVICES ETF
          
            2049-01-01
          
          N/A
          32.00
          5875.84
          Other Instrument
          EQUITY
        
        
          DIREXION FLIGHT TO SAFETY STRA
          
            2049-01-01
          
          N/A
          10.00
          504.16
          Other Instrument
          EQUITY
        
        
          DIREXION LOW PRICED STOCK ETF
          
            2049-01-01
          
          N/A
          123528.00
          1030433.52
          Other Instrument
          EQUITY
        
        
          FIRST TRUST TCW EMERGING MARKE
          
            2049-01-01
          
          N/A
          200000.00
          3725000.00
          Other Instrument
          EQUITY
        
        
          DIREXION HYDROGEN ETF
          
            2049-01-01
          
          N/A
          246800.00
          5696144.00
          Other Instrument
          EQUITY
        
        
          GLOBAL X THEMATIC GROWTH ETF
          
            2049-01-01
          
          N/A
          1659.00
          79897.44
          Other Instrument
          EQUITY
        
        
          FIDELITY INVESTMENT GRADE SECU
          
            2049-01-01
          
          N/A
          50000.00
          2469000.00
          Other Instrument
          EQUITY
        
        
          PROSHARES VIX SHORT-TERM FUTUR
          
            2049-01-01
          
          N/A
          15614.00
          283394.10
          Other Instrument
          EQUITY
        
        
          GLOBAL X DATA CENTER REITS & D
          
            2049-01-01
          
          N/A
          1199900.00
          21686032.68
          Other Instrument
          EQUITY
        
        
          FINANCIAL SELECT SECTOR SPDR F
          
            2049-01-01
          
          N/A
          1049525.00
          40816027.25
          Other Instrument
          EQUITY
        
        
          PROSHARES ULTRAPRO SHORT QQQ
          
            2049-01-01
          
          N/A
          2407571.00
          14565804.55
          Other Instrument
          EQUITY
        
        
          PROSHARES S&P TECHNOLOGY DIVID
          
            2049-01-01
          
          N/A
          1.00
          64.69
          Other Instrument
          EQUITY
        
        
          JANUS HENDERSON U.S. REAL ESTA
          
            2049-01-01
          
          N/A
          99964.00
          2696508.91
          Other Instrument
          EQUITY
        
        
          INVESCO PHLX SEMICONDUCTOR ETF
          
            2049-01-01
          
          N/A
          200000.00
          6206000.00
          Other Instrument
          EQUITY
        
        
          INVESCO NASDAQ BIOTECHNOLOGY E
          
            2049-01-01
          
          N/A
          140199.00
          3415247.64
          Other Instrument
          EQUITY
        
        
          DIREXION DAILY GLOBAL CLEAN EN
          
            2049-01-01
          
          N/A
          28820.00
          772087.80
          Other Instrument
          EQUITY
        
        
          DIREXION DAILY TRAVEL & VACATI
          
            2049-01-01
          
          N/A
          49315.00
          887670.00
          Other Instrument
          EQUITY
        
        
          DIREXION DAILY 5G COMMUNICATIO
          
            2049-01-01
          
          N/A
          49817.00
          1486604.04
          Other Instrument
          EQUITY
        
        
          DIREXION DAILY CLOUD COMPUTING
          
            2049-01-01
          
          N/A
          67200.00
          1855264.32
          Other Instrument
          EQUITY
        
        
          DIREXION DAILY CLOUD COMPUTING
          
            2049-01-01
          
          N/A
          199855.00
          3515369.51
          Other Instrument
          EQUITY
        
        
          DIREXION WORLD WITHOUT WASTE E
          
            2049-01-01
          
          N/A
          49200.00
          1494991.20
          Other Instrument
          EQUITY
        
        
          FIRST TRUST NEW YORK MUNICIPAL
          
            2049-01-01
          
          N/A
          75000.00
          2263492.50
          Other Instrument
          EQUITY
        
        
          FIDELITY INVESTMENT GRADE BOND
          
            2049-01-01
          
          N/A
          25000.00
          1254375.00
          Other Instrument
          EQUITY
        
      
      Y
      2021-12-01
      2022-03-25
      2022-03-25
      N
      N
      N
      0.0052
      117000000.00
      117000000.00
      0.0093
      N
      N
      N
      Y
    
    
      Goldman Sachs & Co Tri Party Repo
      Goldman Sachs & Co Tri Party Repo 0.340000%
      99VDJQ003_0.34_0202
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          PIMCO MUNICIPAL INCOME OPPORTU
          
            2049-01-01
          
          N/A
          3224.00
          160635.80
          Other Instrument
          EQUITY
        
        
          BEARD ENERGY TRANSITION ACQUIS
          
            2049-01-01
          
          N/A
          41273.00
          416444.57
          Other Instrument
          EQUITY
        
        
          BLACKROCK HIGH YIELD MUNI INCO
          
            2049-01-01
          
          N/A
          10840.00
          286121.80
          Other Instrument
          EQUITY
        
        
          APTUS DRAWDOWN MANAGED EQUITY
          
            2049-01-01
          
          N/A
          41278.00
          1739454.92
          Other Instrument
          EQUITY
        
        
          INTERNATIONAL DRAWDOWN MANAGED
          
            2049-01-01
          
          N/A
          6809.00
          164437.35
          Other Instrument
          EQUITY
        
        
          IBET SPORTS BETTING & GAMING E
          
            2049-01-01
          
          N/A
          17239.00
          228742.57
          Other Instrument
          EQUITY
        
        
          INVESCO CALIFORNIA AMT-FREE MU
          
            2049-01-01
          
          N/A
          25842.00
          719570.49
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS 2022 TERM HIGH
          
            2049-01-01
          
          N/A
          105891.00
          2559364.29
          Other Instrument
          EQUITY
        
        
          SWAN HEDGED EQUITY US LARGE CA
          
            2049-01-01
          
          N/A
          16114.00
          310355.64
          Other Instrument
          EQUITY
        
        
          NUVEEN ESG EMERGING MARKETS EQ
          
            2049-01-01
          
          N/A
          3442.00
          113459.33
          Other Instrument
          EQUITY
        
        
          METALS ACQUISITION CORP
          
            2049-01-01
          
          N/A
          6857.00
          68775.71
          Other Instrument
          EQUITY
        
        
          STONEBRIDGE ACQUISITION CORP
          
            2049-01-01
          
          N/A
          13440.00
          139776.00
          Other Instrument
          EQUITY
        
        
          AMERICAN CENTURY DIVERSIFIED C
          
            2049-01-01
          
          N/A
          2552.00
          132070.85
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST GOLD STRATEGY TAR
          
            2049-01-01
          
          N/A
          5617.00
          112205.75
          Other Instrument
          EQUITY
        
        
          ZACKS EARNINGS CONSISTENT PORT
          
            2049-01-01
          
          N/A
          14857.00
          383020.89
          Other Instrument
          EQUITY
        
        
          WISDOMTREE INTERNATIONAL ESG F
          
            2049-01-01
          
          N/A
          2731.00
          82791.63
          Other Instrument
          EQUITY
        
        
          INNOVATOR EQUITY BOND-ALTERNAT
          
            2049-01-01
          
          N/A
          3675.00
          95109.00
          Other Instrument
          EQUITY
        
        
          RAREVIEW TAX ADVANTAGED INCOME
          
            2049-01-01
          
          N/A
          9779.00
          273024.79
          Other Instrument
          EQUITY
        
        
          VANECK RUSSIA SMALL-CAP ETF
          
            2049-01-01
          
          N/A
          17402.00
          616380.58
          Other Instrument
          EQUITY
        
        
          VANGUARD US QUALITY FACTOR ETF
          
            2049-01-01
          
          N/A
          192.00
          24060.12
          Other Instrument
          EQUITY
        
        
          GIGCAPITAL4 INC
          
            2049-01-01
          
          N/A
          7632.00
          77999.04
          Other Instrument
          EQUITY
        
        
          Barclays Bank PLC Tri Party Repo
          G5GSEF7VJP5I7OUK5573
          
            2049-01-01
          
          N/A
          942.00
          31180.20
          Other Instrument
          EQUITY
        
        
          Barclays Bank PLC Tri Party Repo
          G5GSEF7VJP5I7OUK5573
          
            2049-01-01
          
          N/A
          1146.00
          68771.46
          Other Instrument
          EQUITY
        
        
          Barclays Bank PLC Tri Party Repo
          G5GSEF7VJP5I7OUK5573
          
            2049-01-01
          
          N/A
          4660.00
          126379.20
          Other Instrument
          EQUITY
        
        
          Barclays Bank PLC Tri Party Repo
          G5GSEF7VJP5I7OUK5573
          
            2049-01-01
          
          N/A
          530.00
          8453.50
          Other Instrument
          EQUITY
        
        
          Barclays Bank PLC Tri Party Repo
          G5GSEF7VJP5I7OUK5573
          
            2049-01-01
          
          N/A
          809.00
          17636.20
          Other Instrument
          EQUITY
        
        
          PROSHARES S&P MIDCAP 400 DIVID
          
            2049-01-01
          
          N/A
          2932.00
          210048.48
          Other Instrument
          EQUITY
        
        
          PROSHARES MSCI EMERGING MARKET
          
            2049-01-01
          
          N/A
          6115.00
          341040.28
          Other Instrument
          EQUITY
        
        
          SPDR BLACKSTONE SENIOR LOAN ET
          
            2049-01-01
          
          N/A
          219252.00
          9989121.12
          Other Instrument
          EQUITY
        
        
          AFFINITY WORLD LEADERS EQUITY
          
            2049-01-01
          
          N/A
          1954.00
          53578.48
          Other Instrument
          EQUITY
        
        
          INVESCO S&P INTERNATIONAL DEVE
          
            2049-01-01
          
          N/A
          1991.00
          52502.67
          Other Instrument
          EQUITY
        
        
          ISHARES INTERNATIONAL SELECT D
          
            2049-01-01
          
          N/A
          5372.00
          162288.12
          Other Instrument
          EQUITY
        
        
          ISHARES INTERMEDIATE GOVERNMEN
          
            2049-01-01
          
          N/A
          907.00
          103624.75
          Other Instrument
          EQUITY
        
        
          ISHARES MSCI UNITED KINGDOM SM
          
            2049-01-01
          
          N/A
          19012.00
          858962.16
          Other Instrument
          EQUITY
        
        
          ISHARES MSCI FINLAND ETF
          
            2049-01-01
          
          N/A
          7804.00
          361403.24
          Other Instrument
          EQUITY
        
        
          ISHARES MSCI INDIA SMALL-CAP E
          
            2049-01-01
          
          N/A
          3253.00
          189064.36
          Other Instrument
          EQUITY
        
        
          ISHARES MSCI EAFE MIN VOL FACT
          
            2049-01-01
          
          N/A
          3204.00
          241068.96
          Other Instrument
          EQUITY
        
        
          ISHARES HIGH YIELD BOND FACTOR
          
            2049-01-01
          
          N/A
          10779.00
          549621.21
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS DEC 2023 TERM M
          
            2049-01-01
          
          N/A
          98940.00
          2566998.30
          Other Instrument
          EQUITY
        
        
          ISHARES CURRENCY HEDGED JPX-NI
          
            2049-01-01
          
          N/A
          5886.00
          207593.33
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS DEC 2026 TERM M
          
            2049-01-01
          
          N/A
          68438.00
          1837218.11
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS DEC 2028 TERM M
          
            2049-01-01
          
          N/A
          13423.00
          365239.83
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS 2027 TERM HIGH
          
            2049-01-01
          
          N/A
          30484.00
          749296.72
          Other Instrument
          EQUITY
        
        
          ISHARES 25+ YEAR TREASURY STRI
          
            2049-01-01
          
          N/A
          15449.00
          346856.31
          Other Instrument
          EQUITY
        
        
          JPMORGAN BETABUILDERS INTERNAT
          
            2049-01-01
          
          N/A
          16714.00
          975261.90
          Other Instrument
          EQUITY
        
        
          JANUS HENDERSON AAA CLO ETF
          
            2049-01-01
          
          N/A
          8703.00
          439501.50
          Other Instrument
          EQUITY
        
        
          DEUTSCHE BANK AG/LONDON
          
            2049-01-01
          
          N/A
          6108.00
          17652.12
          Other Instrument
          EQUITY
        
        
          APTUS DEFINED RISK ETF
          
            2049-01-01
          
          N/A
          59376.00
          1716560.16
          Other Instrument
          EQUITY
        
        
          LHA MARKET STATE TACTICAL BETA
          
            2049-01-01
          
          N/A
          49978.00
          1608791.82
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY BUFFER E
          
            2049-01-01
          
          N/A
          54572.00
          1858176.60
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          37904.00
          1041598.13
          Other Instrument
          EQUITY
        
        
          INNOVATOR GROWTH ACCELERATED P
          
            2049-01-01
          
          N/A
          11803.00
          329834.83
          Other Instrument
          EQUITY
        
        
          PACER NASDAQ-100 TRENDPILOT ET
          
            2049-01-01
          
          N/A
          4672.00
          276881.88
          Other Instrument
          EQUITY
        
        
          PACER SWAN SOS MODERATE JULY E
          
            2049-01-01
          
          N/A
          3511.00
          73941.66
          Other Instrument
          EQUITY
        
        
          PACER SWAN SOS CONSERVATIVE JU
          
            2049-01-01
          
          N/A
          42458.00
          890344.26
          Other Instrument
          EQUITY
        
        
          PACER TRENDPILOT INTERNATIONAL
          
            2049-01-01
          
          N/A
          686.00
          19674.48
          Other Instrument
          EQUITY
        
        
          PACER GLOBAL CASH COWS DIVIDEN
          
            2049-01-01
          
          N/A
          1189.00
          35672.97
          Other Instrument
          EQUITY
        
        
          PACER DEVELOPED MARKETS INTERN
          
            2049-01-01
          
          N/A
          1875.00
          56381.25
          Other Instrument
          EQUITY
        
        
          TRUESHARES STRUCTURED OUTCOME
          
            2049-01-01
          
          N/A
          35636.00
          1232171.72
          Other Instrument
          EQUITY
        
        
          TRUESHARES STRUCTURED OUTCOME
          
            2049-01-01
          
          N/A
          23145.00
          625509.83
          Other Instrument
          EQUITY
        
        
          NUVEEN ESG INTERNATIONAL DEVEL
          
            2049-01-01
          
          N/A
          5542.00
          173852.54
          Other Instrument
          EQUITY
        
        
          KISMET ACQUISITION THREE CORP
          
            2049-01-01
          
          N/A
          58298.00
          577733.18
          Other Instrument
          EQUITY
        
        
          MAGNUM OPUS ACQUISITION LTD
          
            2049-01-01
          
          N/A
          6300.00
          66468.15
          Other Instrument
          EQUITY
        
        
          PROSHARES HIGH YIELD-INTEREST
          
            2049-01-01
          
          N/A
          13642.00
          846008.63
          Other Instrument
          EQUITY
        
        
          DRIVEWEALTH STEADY SAVER ETF
          
            2049-01-01
          
          N/A
          3759.00
          91418.88
          Other Instrument
          EQUITY
        
        
          DRIVEWEALTH POWER SAVER ETF
          
            2049-01-01
          
          N/A
          8516.00
          203758.93
          Other Instrument
          EQUITY
        
        
          ARK ISRAEL INNOVATIVE TECHNOLO
          
            2049-01-01
          
          N/A
          3861.00
          112470.93
          Other Instrument
          EQUITY
        
        
          FREEDOM 100 EMERGING MARKETS E
          
            2049-01-01
          
          N/A
          25934.00
          838964.90
          Other Instrument
          EQUITY
        
        
          MERLYN AI SECTORSURFER MOMENTU
          
            2049-01-01
          
          N/A
          19719.00
          588576.66
          Other Instrument
          EQUITY
        
        
          ARROW DOW JONES GLOBAL YIELD E
          
            2049-01-01
          
          N/A
          55899.00
          793206.81
          Other Instrument
          EQUITY
        
        
          TREBIA ACQUISITION CORP
          
            2049-01-01
          
          N/A
          15534.00
          161553.60
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST US EQUITY BUFFER
          
            2049-01-01
          
          N/A
          28059.00
          919583.22
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST U.S. EQUITY DEEP
          
            2049-01-01
          
          N/A
          42451.00
          1363084.63
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST U.S. EQUITY BUFFE
          
            2049-01-01
          
          N/A
          28624.00
          1007851.04
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST US EQUITY DEEP BU
          
            2049-01-01
          
          N/A
          14595.00
          487271.59
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST US EQUITY BUFFER
          
            2049-01-01
          
          N/A
          34863.00
          1308704.73
          Other Instrument
          EQUITY
        
        
          FLEXSHARES MORNINGSTAR US MARK
          
            2049-01-01
          
          N/A
          656.00
          117732.32
          Other Instrument
          EQUITY
        
        
          GLOBAL X E-COMMERCE ETF
          
            2049-01-01
          
          N/A
          4095.00
          122972.85
          Other Instrument
          EQUITY
        
        
          INNOVATOR TRIPLE STACKER ETF-J
          
            2049-01-01
          
          N/A
          16987.00
          501286.37
          Other Instrument
          EQUITY
        
        
          INNOVATOR GROWTH 100 POWER BUF
          
            2049-01-01
          
          N/A
          30843.00
          1480605.88
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. SMALL CAP POWER
          
            2049-01-01
          
          N/A
          2791.00
          73517.17
          Other Instrument
          EQUITY
        
        
          INNOVATOR GROWTH 100 POWER BUF
          
            2049-01-01
          
          N/A
          43478.00
          1676076.90
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. SMALL CAP POWER
          
            2049-01-01
          
          N/A
          14831.00
          407926.66
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY BUFFER E
          
            2049-01-01
          
          N/A
          59949.00
          1902451.54
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY POWER BU
          
            2049-01-01
          
          N/A
          34108.00
          1130509.66
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          72365.00
          2156838.82
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY BUFFER E
          
            2049-01-01
          
          N/A
          26632.00
          876991.76
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          12757.00
          370715.87
          Other Instrument
          EQUITY
        
        
          VANGUARD ULTRA SHORT BOND ETF
          
            2049-01-01
          
          N/A
          38193.00
          1910031.93
          Other Instrument
          EQUITY
        
        
          VIRTUS NEWFLEET HIGH YIELD BON
          
            2049-01-01
          
          N/A
          3455.00
          83334.60
          Other Instrument
          EQUITY
        
        
          CAMBRIA TRINITY ETF
          
            2049-01-01
          
          N/A
          31109.00
          848342.43
          Other Instrument
          EQUITY
        
        
          EMLES FEDERAL CONTRACTORS ETF
          
            2049-01-01
          
          N/A
          2527.00
          70108.08
          Other Instrument
          EQUITY
        
        
          EMLES LUXURY GOODS ETF
          
            2049-01-01
          
          N/A
          17964.00
          567060.61
          Other Instrument
          EQUITY
        
        
          ELLIOTT OPPORTUNITY II CORP
          
            2049-01-01
          
          N/A
          562.00
          5704.30
          Other Instrument
          EQUITY
        
        
          INNOVATOR DOUBLE STACKER 9 BUF
          
            2049-01-01
          
          N/A
          41096.00
          1161792.14
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          37221.00
          1038093.69
          Other Instrument
          EQUITY
        
        
          PACER SWAN SOS MODERATE APRIL
          
            2049-01-01
          
          N/A
          40979.00
          901538.00
          Other Instrument
          EQUITY
        
        
          PROSHARES MANAGED FUTURES STRA
          
            2049-01-01
          
          N/A
          192.00
          7726.08
          Other Instrument
          EQUITY
        
        
          VANGUARD U.S. MINIMUM VOLATILI
          
            2049-01-01
          
          N/A
          1118.00
          114717.42
          Other Instrument
          EQUITY
        
        
          WISDOMTREE US SHORT TERM CORPO
          
            2049-01-01
          
          N/A
          5863.00
          297752.45
          Other Instrument
          EQUITY
        
        
          WISDOMTREE US CORPORATE BOND F
          
            2049-01-01
          
          N/A
          9457.00
          509963.05
          Other Instrument
          EQUITY
        
        
          FHLMC-GNMA
          
            2023-05-25
          
          0.780000
          3805987.00
          18435.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-09-25
          
          6.000000
          186992.00
          17840.23
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-05-25
          
          5.000000
          12191000.00
          1499321.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-12-25
          
          3.000000
          36387920.00
          36354067.11
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-03-15
          
          6.560800
          29975700.00
          36527.24
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-04-15
          
          5.500000
          173982.00
          10825.52
          Agency Mortgage-Backed Securities
        
        
          AT&T INC
          
            2066-11-01
          
          5.350000
          1125.00
          29002.50
          Equities
        
        
          ASSURANT INC
          
            2061-01-15
          
          5.250000
          599.00
          15855.53
          Equities
        
        
          ENTERGY MISSISSIPPI LLC
          
            2066-10-01
          
          4.900000
          261.00
          6618.96
          Equities
        
        
          EXECUTIVE NETWORK PARTNERING C
          
            2049-01-01
          
          N/A
          43492.00
          427526.36
          Equities
        
        
          IHEARTMEDIA INC
          
            2049-01-01
          
          N/A
          3472.00
          52218.88
          Equities
        
        
          GEELY AUTOMOBILE HOLDINGS LTD
          
            2049-01-01
          
          N/A
          186710.00
          11419183.60
          Equities
        
        
          HUMBL INC
          
            2049-01-01
          
          N/A
          735299.00
          349414.08
          Equities
        
        
          VORNADO REALTY TRUST
          
            2049-01-01
          
          4.450000
          852.00
          21052.92
          Equities
        
        
          WESTBURY BANCORP INC
          
            2049-01-01
          
          N/A
          951.00
          28587.06
          Equities
        
        
          WISC ELEC POWER
          
            2049-01-01
          
          3.600000
          3435.00
          311279.70
          Equities
        
        
          AXIS CAPITAL HLDGS LTD
          
            2049-01-01
          
          5.500000
          200.00
          5042.00
          Equities
        
        
          BUDWEISER BREWING CO APAC LTD
          
            2049-01-01
          
          N/A
          3533.00
          35930.61
          Equities
        
        
          TEMPLETON EMERGING MARKETS FUN
          
            2049-01-01
          
          N/A
          748.00
          12514.04
          Equities
        
        
          CONN LT & PWR
          
            2049-01-01
          
          5.280000
          100.00
          5360.00
          Equities
        
        
          AMEREN ILLINOIS CO
          
            2049-01-01
          
          4.000000
          100.00
          9475.00
          Equities
        
        
          XINYI SOLAR HOLDINGS LTD
          
            2049-01-01
          
          N/A
          7836.00
          270733.80
          Equities
        
        
          LIBERTY LATIN AMERICA LTD
          
            2049-01-01
          
          N/A
          938.00
          10318.00
          Equities
        
        
          TRITON INTERNATIONAL LTD
          
            2049-01-01
          
          5.750000
          435.00
          11237.14
          Equities
        
        
          GREAT-WEST LIFECO INC
          
            2049-01-01
          
          N/A
          969717.00
          28490285.46
          Equities
        
        
          READY CAPITAL CORP
          
            2026-07-30
          
          6.200000
          875.00
          22356.25
          Equities
        
        
          ROTH CH ACQUISITION IV CO
          
            2049-01-01
          
          N/A
          17971.00
          177373.77
          Equities
        
        
          7GC & CO HOLDINGS INC
          
            2049-01-01
          
          N/A
          25374.00
          248665.20
          Equities
        
        
          INTEGRYS HOLDING INC
          
            2073-08-01
          
          6.000000
          200.00
          5250.00
          Equities
        
        
          BRIGHTSPHERE INVESTMENT
          
            2031-08-01
          
          5.125000
          400.00
          10020.00
          Equities
        
        
          Federal National Mortgage Assoc.
          
            2049-01-01
          
          N/A
          25620.00
          22386.76
          Equities
        
        
          BROOKFIELD FIN I UK PLC
          
            2049-01-01
          
          4.500000
          425.00
          10404.00
          Equities
        
        
          CK INFRASTRUCTURE HOLDINGS LTD
          
            2049-01-01
          
          N/A
          1484.00
          43614.76
          Equities
        
        
          WESTERN ASSET GLOBAL CORPORATE
          
            2049-01-01
          
          N/A
          388.00
          6638.68
          Equities
        
        
          AERSALE CORP -CW25
          
            2025-11-04
          
          N/A
          1998.00
          13666.32
          Equities
        
        
          FLAME ACQUISITION CORP
          
            2049-01-01
          
          N/A
          594679.00
          5796276.75
          Equities
        
        
          FRANKLIN BSP REALTY TRST
          
            2049-01-01
          
          7.500000
          654.00
          16415.40
          Equities
        
        
          AVEPOINT INC-CW24
          
            2026-09-18
          
          N/A
          76494.00
          109386.42
          Equities
        
        
          AECON GROUP INC
          
            2049-01-01
          
          N/A
          1279.00
          16614.21
          Equities
        
        
          BLACKSTONE SECURED LENDING FUN
          
            2049-01-01
          
          N/A
          931.00
          29186.85
          Equities
        
        
          DWS STRATEGIC MUNICIPAL INCOME
          
            2049-01-01
          
          N/A
          707.00
          8809.22
          Equities
        
        
          OTC MARKETS GROUP INC
          
            2049-01-01
          
          N/A
          3075.00
          181425.00
          Equities
        
        
          VSBLTY GROUPE TECHNOLOGIES COR
          
            2049-01-01
          
          N/A
          9575.00
          10053.75
          Equities
        
        
          WESTERN COPPER & GOLD CORP
          
            2049-01-01
          
          N/A
          5763.00
          8068.20
          Equities
        
        
          AGRICO ACQUISITION A -CW28
          
            2026-03-31
          
          N/A
          75966.00
          39494.72
          Equities
        
        
          RAZER INC
          
            2049-01-01
          
          N/A
          1280.00
          8448.00
          Equities
        
        
          NEXPOINT DIVERSIFIED REAL ESTA
          
            2049-01-01
          
          N/A
          3034.00
          42324.30
          Equities
        
        
          PACIFICORP
          
            2049-01-01
          
          6.000000
          100.00
          13220.00
          Equities
        
        
          ALABAMA POWER CO
          
            2049-01-01
          
          4.200000
          81.00
          7979.31
          Equities
        
        
          ALABAMA POWER CO
          
            2049-01-01
          
          4.640000
          92.00
          9420.80
          Equities
        
        
          ALLIANCEBERNSTEIN NATIONAL MUN
          
            2049-01-01
          
          N/A
          864.00
          12839.04
          Equities
        
        
          ROCKET INTERNET GROWTH OPPORTU
          
            2049-01-01
          
          N/A
          951.00
          9300.78
          Equities
        
        
          TREBIA ACQUISITION -CW
          
            2049-01-01
          
          N/A
          8752.00
          13215.52
          Equities
        
        
          LDH GROWTH CORP I
          
            2049-01-01
          
          N/A
          8390.00
          82389.80
          Equities
        
        
          OTR ACQUISITION CORP
          
            2049-01-01
          
          N/A
          68003.00
          686830.30
          Equities
        
        
          MFS HIGH INCOME MUNICIPAL TRUS
          
            2049-01-01
          
          N/A
          1110.00
          5594.40
          Equities
        
        
          MORGAN STANLEY EMERGING MARKET
          
            2049-01-01
          
          N/A
          16477.00
          150764.55
          Equities
        
        
          NUVEEN SELECT MATURITIES MUNIC
          
            2049-01-01
          
          N/A
          520.00
          5746.00
          Equities
        
        
          NUVEEN MINNESOTA QUALITY MUNIC
          
            2049-01-01
          
          N/A
          768.00
          11566.08
          Equities
        
        
          CROWN PROPTECH ACQUISITIONS
          
            2049-01-01
          
          N/A
          370488.00
          3664126.32
          Equities
        
        
          GOLDEN PATH ACQUISITION CORP
          
            2049-01-01
          
          N/A
          25029.00
          250290.00
          Equities
        
        
          INTEVAC INC
          
            2049-01-01
          
          N/A
          1520.00
          6992.00
          Equities
        
        
          EAGLE POINT CREDIT CO
          
            2026-10-30
          
          7.750000
          300.00
          7548.00
          Equities
        
        
          EATON VANCE MUNICIPAL INCOME 2
          
            2049-01-01
          
          N/A
          2367.00
          52192.35
          Equities
        
        
          EDTECHX HOLDINGS ACQUISITION C
          
            2049-01-01
          
          N/A
          22580.00
          225348.40
          Equities
        
        
          KAYNE ANDERSON NEXTGEN ENERGY
          
            2049-01-01
          
          N/A
          1182.00
          8628.60
          Equities
        
        
          LIBERTY MEDIA CORP-LIBERTY BRA
          
            2049-01-01
          
          N/A
          1119.00
          29094.00
          Equities
        
        
          UNION ELECTRIC CO
          
            2049-01-01
          
          4.000000
          253.00
          24444.86
          Equities
        
        
          UNION ELECTRIC CO
          
            2049-01-01
          
          4.500000
          96.00
          9744.00
          Equities
        
        
          BERKLEY (WR) CORPORATION
          
            2060-09-30
          
          4.250000
          750.00
          19597.50
          Equities
        
        
          BLACKROCK MUNIYIELD CALIFORNIA
          
            2049-01-01
          
          N/A
          344.00
          5352.64
          Equities
        
        
          BLACKROCK RESOURCES & COMMODIT
          
            2049-01-01
          
          N/A
          26275.00
          245671.25
          Equities
        
        
          BLUEGREEN VACATIONS HOLDING CO
          
            2049-01-01
          
          N/A
          2820.00
          88971.00
          Equities
        
        
          CONN LT & PWR
          
            2049-01-01
          
          2.060000
          199.00
          9850.50
          Equities
        
        
          CONN LT & PWR
          
            2049-01-01
          
          3.900000
          207.00
          9782.82
          Equities
        
        
          DTE ENERGY CO
          
            2080-10-15
          
          4.375000
          500.00
          12700.00
          Equities
        
        
          DTE ENERGY CO
          
            2077-12-01
          
          5.250000
          250.00
          6407.50
          Equities
        
        
          SHANGRI-LA ASIA LTD
          
            2049-01-01
          
          N/A
          509.00
          8067.65
          Equities
        
        
          SHENZHOU INTL
          
            2049-01-01
          
          N/A
          27337.00
          527057.36
          Equities
        
        
          SPORTSQUEST INC
          
            2049-01-01
          
          N/A
          5084408.00
          54403.17
          Equities
        
        
          STIFEL FINANCIAL CORP
          
            2047-10-15
          
          5.200000
          1100.00
          28171.00
          Equities
        
        
          TAIWAN FUND INC/THE/MD
          
            2049-01-01
          
          N/A
          546.00
          20442.24
          Equities
        
        
          TORTOISE POWER AND ENERGY INFR
          
            2049-01-01
          
          N/A
          611.00
          8083.53
          Equities
        
        
          TRI-CONTINENTAL CORP
          
            2049-01-01
          
          N/A
          9109.00
          320727.89
          Equities
        
        
          TRUETT-HURST INC
          
            2049-01-01
          
          N/A
          19064.00
          11438.40
          Equities
        
        
          TRUIST FINANCIAL CORP
          
            2049-01-01
          
          4.000000
          190.00
          4864.00
          Equities
        
      
      Y
      2021-12-01
      2022-02-02
      2022-02-02
      N
      N
      N
      0.0034
      150000000.00
      150000000.00
      0.0120
      N
      N
      N
      Y
    
    
      Bank of America Tri Party Repo
      Bank of America Tri Party Repo 0.100000%
      DWW559HN8WVTCCS4VJ94
      0000065100
      99VDND007_0.10_1201
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          EBURY FIN LTD / EBURY
          
            2021-12-01
          
          N/A
          29899960.00
          29899840.40
          Other Instrument
          COMMERCIAL PAPER
        
        
          ATLANTIC ASSET SECURI
          
            2022-04-19
          
          N/A
          27011925.00
          26990342.47
          Other Instrument
          COMMERCIAL PAPER
        
        
          KOCH INDS INC DISC CO
          
            2022-02-07
          
          N/A
          19946000.00
          19941352.58
          Other Instrument
          COMMERCIAL PAPER
        
        
          PURE GROVE FDG SR1 DI
          
            2022-02-16
          
          N/A
          25000000.00
          24991050.00
          Other Instrument
          COMMERCIAL PAPER
        
        
          NATIONAL AUSTRALIA BK
          
            2022-04-22
          
          N/A
          23177433.00
          23184618.00
          Other Instrument
          COMMERCIAL PAPER
        
        
          Unilever Capital Corp.
          
            2022-03-01
          
          N/A
          27397132.00
          27389351.21
          Other Instrument
          COMMERCIAL PAPER
        
        
          TOTAL CAP CDA LTD U S
          
            2022-02-28
          
          N/A
          2665749.00
          2664738.68
          Other Instrument
          COMMERCIAL PAPER
        
        
          SOCIETE GENERALE NORT
          
            2022-06-01
          
          N/A
          24000000.00
          23973624.00
          Other Instrument
          COMMERCIAL PAPER
        
        
          METLIFE SHORT TERM FD
          
            2022-02-28
          
          N/A
          24935000.00
          24925474.83
          Other Instrument
          COMMERCIAL PAPER
        
        
          BARTON CAP S.A.
          
            2022-02-28
          
          N/A
          25000000.00
          24987925.00
          Other Instrument
          COMMERCIAL PAPER
        
        
          BOSCH ROBERT FIN CORP
          
            2021-12-17
          
          N/A
          3479378.00
          3479263.18
          Other Instrument
          COMMERCIAL PAPER
        
        
          DCAT LLC
          
            2022-01-31
          
          N/A
          18447966.00
          18443021.95
          Other Instrument
          COMMERCIAL PAPER
        
        
          MACQUARIE BK LTD
          
            2022-03-08
          
          N/A
          19000000.00
          18989398.00
          Other Instrument
          COMMERCIAL PAPER
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0010
      262000000.00
      262000000.00
      0.0209
      N
      Y
      Y
      N
    
    
      Bank of America Tri Party Repo
      Bank of America Tri Party Repo 0.189900%
      99VDNF002_0.19_1201
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          DIRECT SELLING ACQUISITION COR
          
            2049-01-01
          
          N/A
          89641.00
          915234.61
          Other Instrument
          EQUITY
        
        
          LF CAPITAL ACQUISITION CORP II
          
            2049-01-01
          
          N/A
          211082.00
          2146703.94
          Other Instrument
          EQUITY
        
        
          NABORS ENERGY TRANSITION CORP
          
            2049-01-01
          
          N/A
          324936.00
          3298100.40
          Other Instrument
          EQUITY
        
        
          INTEGRATED RAIL AND RESOURCES
          
            2049-01-01
          
          N/A
          189000.00
          1906065.00
          Other Instrument
          EQUITY
        
        
          VAHANNA TECH EDGE ACQUISITIO
          
            2049-01-01
          
          N/A
          138406.00
          1392364.36
          Other Instrument
          EQUITY
        
        
          ARTEMIS STRATEGIC INVESTMENT C
          
            2049-01-01
          
          N/A
          322397.00
          3265881.61
          Other Instrument
          EQUITY
        
        
          FOCUS IMPACT ACQUISITION CORP
          
            2049-01-01
          
          N/A
          259783.00
          2626406.13
          Other Instrument
          EQUITY
        
        
          EXCELFIN ACQUISITION CORP
          
            2049-01-01
          
          N/A
          344495.00
          3479399.50
          Other Instrument
          EQUITY
        
        
          BLOCKCHAIN MOON ACQUISITION CO
          
            2049-01-01
          
          N/A
          77384.00
          820270.40
          Other Instrument
          EQUITY
        
        
          FORTUNE RISE ACQUISITION CORP
          
            2049-01-01
          
          N/A
          243938.00
          2463773.80
          Other Instrument
          EQUITY
        
        
          FTAC ZEUS ACQUISITION CORP
          
            2049-01-01
          
          N/A
          292773.00
          2959935.03
          Other Instrument
          EQUITY
        
        
          LAMF GLOBAL VENTURES CORP I
          
            2049-01-01
          
          N/A
          714078.00
          7190765.46
          Other Instrument
          EQUITY
        
        
          MORINGA ACQUISITION CORP
          
            2049-01-01
          
          N/A
          130.00
          1289.60
          Other Instrument
          EQUITY
        
        
          PYROPHYTE ACQUISITION CORP
          
            2049-01-01
          
          N/A
          394500.00
          4016010.00
          Other Instrument
          EQUITY
        
        
          ARBOR RAPHA CAPITAL BIOHOLDING
          
            2049-01-01
          
          N/A
          355584.00
          3609177.60
          Other Instrument
          EQUITY
        
        
          ARMADA ACQUISITION CORP I
          
            2049-01-01
          
          N/A
          89000.00
          890890.00
          Other Instrument
          EQUITY
        
        
          BEARD ENERGY TRANSITION ACQUIS
          
            2049-01-01
          
          N/A
          20014.00
          201941.26
          Other Instrument
          EQUITY
        
        
          HENNESSY CAPITAL INVESTMENT CO
          
            2049-01-01
          
          N/A
          240.00
          2412.00
          Other Instrument
          EQUITY
        
        
          AESTHER HEALTHCARE ACQUISITION
          
            2049-01-01
          
          N/A
          237000.00
          2424510.00
          Other Instrument
          EQUITY
        
        
          FRONTIER INVESTMENT CORP
          
            2049-01-01
          
          N/A
          29648.00
          293218.72
          Other Instrument
          EQUITY
        
        
          FORUM MERGER IV CORP
          
            2049-01-01
          
          N/A
          2908.00
          29021.84
          Other Instrument
          EQUITY
        
        
          ACKRELL SPAC PARTNERS I CO
          
            2049-01-01
          
          N/A
          22509.00
          227115.81
          Other Instrument
          EQUITY
        
        
          ADARA ACQUISITION CORP
          
            2049-01-01
          
          N/A
          553.00
          5592.77
          Other Instrument
          EQUITY
        
        
          DTRT HEALTH ACQUISITION CORP
          
            2049-01-01
          
          N/A
          9873.00
          100704.60
          Other Instrument
          EQUITY
        
        
          BIG SKY GROWTH PARTNERS INC
          
            2049-01-01
          
          N/A
          195416.00
          1936572.56
          Other Instrument
          EQUITY
        
        
          REDBALL ACQUISITION -CW22
          
            2022-08-17
          
          N/A
          19000.00
          32300.00
          Equities
        
        
          10X CAPITAL VENTURE AC -CW27
          
            2028-04-19
          
          N/A
          18500.00
          51800.00
          Equities
        
        
          ARDAGH METAL PACKAGING -CW26
          
            2025-08-05
          
          N/A
          1327.00
          2839.78
          Equities
        
        
          IMMATICS NV -CW
          
            2025-07-01
          
          N/A
          7500.00
          23175.00
          Equities
        
        
          ADIT EDTECH ACQ -CW27
          
            2049-01-01
          
          N/A
          109071.00
          123250.23
          Equities
        
        
          METALS ACQUISITION CORP
          
            2049-01-01
          
          N/A
          5257.00
          51098.04
          Equities
        
        
          NOBLE ROCK ACQ CL A -CW27
          
            2028-01-31
          
          N/A
          98726.00
          65159.16
          Equities
        
        
          AMMPOWER CORP
          
            2049-01-01
          
          N/A
          74900.00
          30072.35
          Equities
        
        
          MICROVAST HOLD INC-CW26
          
            2026-04-01
          
          N/A
          114200.00
          221548.00
          Equities
        
        
          BERKSHIRE GREY         -CW26
          
            2026-07-21
          
          N/A
          86134.00
          109390.18
          Equities
        
        
          COLOMBIER ACQ CL A -CW28
          
            2049-01-01
          
          N/A
          25600.00
          16023.04
          Equities
        
        
          B RILEY PRINCIPAL 250 -CW27
          
            2028-04-01
          
          N/A
          18922.00
          21571.08
          Equities
        
        
          ARCHER AVIATION INC    -CW26
          
            2026-09-16
          
          N/A
          202144.00
          252680.00
          Equities
        
        
          ARIS WATER SOLUTION INC
          
            2049-01-01
          
          N/A
          29915.00
          425690.45
          Equities
        
        
          GX ACQUISITION II A -CW28
          
            2026-03-17
          
          N/A
          17260.00
          10877.25
          Equities
        
        
          GORES GUGGENHEIM CL A -CW27
          
            2028-03-25
          
          N/A
          216642.00
          1078877.16
          Equities
        
        
          GORES TECH PARTN II A -CW27
          
            2028-03-16
          
          N/A
          35600.00
          46280.00
          Equities
        
        
          JATT ACQUISITION CORP
          
            2049-01-01
          
          N/A
          111266.00
          1101533.40
          Equities
        
        
          TOKENS.COM CORP
          
            2049-01-01
          
          N/A
          6298.00
          18012.28
          Equities
        
        
          ALTIMAR ACQUISITION A -CW28
          
            2026-08-03
          
          N/A
          6613.00
          6943.65
          Equities
        
        
          CC NEUBERGER PRINCIPAL -CW27
          
            2049-01-01
          
          N/A
          16959.00
          20350.80
          Equities
        
        
          COHN ROBBINS HOLDINGS -CW25
          
            2025-08-28
          
          N/A
          1162.00
          1173.62
          Equities
        
        
          EJF ACQUISITION CORP-A -CW27
          
            2026-03-10
          
          N/A
          7610.00
          12632.60
          Equities
        
        
          FORTRESS CAP ACQ CL A -CW27
          
            2049-01-01
          
          N/A
          34732.00
          31258.80
          Equities
        
        
          26 CAPITAL ACQ CL A -CW27
          
            2027-12-31
          
          N/A
          66447.00
          54998.18
          Equities
        
        
          WHITING PETROLEUM CORP - A
          
            2024-09-01
          
          N/A
          7519.00
          89626.48
          Equities
        
        
          AWAKN LIFE SCIENCES CORP
          
            2049-01-01
          
          N/A
          700.00
          1645.00
          Equities
        
        
          CYBIN INC
          
            2049-01-01
          
          N/A
          125363.00
          184283.61
          Equities
        
        
          PLANT VEDA FOODS LTD
          
            2049-01-01
          
          N/A
          8096.00
          9958.08
          Equities
        
        
          GALATA ACQ CORP CL A -CW28
          
            2049-01-01
          
          N/A
          44653.00
          23237.42
          Equities
        
        
          NAVIDEA BIOPHARMACEUTICALS INC
          
            2049-01-01
          
          N/A
          19761.00
          24898.86
          Equities
        
        
          PARABELLUM ACQUISITION CORP
          
            2049-01-01
          
          N/A
          322329.00
          3162047.49
          Equities
        
        
          PEDEVCO CORP
          
            2049-01-01
          
          N/A
          15900.00
          16695.00
          Equities
        
        
          PERIPHAS CAPITAL CL A -CW28
          
            2028-12-10
          
          N/A
          63750.00
          111562.50
          Equities
        
        
          PLANET GREEN HOLDINGS CORP
          
            2049-01-01
          
          N/A
          8600.00
          10320.00
          Equities
        
        
          SCP & CO HEALTHCARE A -CW28
          
            2028-01-27
          
          N/A
          107212.00
          64327.20
          Equities
        
        
          GRAN TIERRA ENERGY INC
          
            2049-01-01
          
          N/A
          23660.00
          17411.39
          Equities
        
        
          GRAYSCALE BITCOIN CASH TRUST
          
            2049-01-01
          
          N/A
          22400.00
          99456.00
          Equities
        
        
          HEARTBEAM INC
          
            2049-01-01
          
          N/A
          617.00
          2289.07
          Equities
        
        
          CHURCHILL CAPITAL VII -CW28
          
            2028-02-29
          
          N/A
          51234.00
          58924.22
          Equities
        
        
          THUNDER BRIDGE CAP A -CW28
          
            2028-02-15
          
          N/A
          158402.00
          141753.95
          Equities
        
        
          WEWORK INC -CW26
          
            2025-08-03
          
          N/A
          25000.00
          58000.00
          Equities
        
        
          TB SA ACQUISITION A -CW28
          
            2028-03-25
          
          N/A
          30531.00
          20153.51
          Equities
        
        
          LIBERTY MEDIA ACQ CL A -CW27
          
            2026-01-22
          
          N/A
          9377.00
          19785.47
          Equities
        
        
          DIRECT SELLING ACQUISITION COR
          
            2049-01-01
          
          N/A
          96808.00
          963239.60
          Equities
        
        
          LOCUST WALK ACQUI CL A -CW27
          
            2025-12-31
          
          N/A
          110314.00
          107048.71
          Equities
        
        
          NEWHOLD INVESTMENT A -CW26
          
            2025-03-10
          
          N/A
          1714.00
          2416.74
          Equities
        
        
          EVOLVE TRANSITION INFRASTRUCTU
          
            2049-01-01
          
          N/A
          12100.00
          10527.00
          Equities
        
        
          INPOINT COMM REAL ESTATE
          
            2049-01-01
          
          6.750000
          23013.00
          575325.00
          Equities
        
        
          INSIGHT ACQUISITION CORP/DE
          
            2049-01-01
          
          N/A
          163992.00
          1603841.76
          Equities
        
        
          KKR ACQ HOLDING I CL A -CW27
          
            2049-01-01
          
          N/A
          63214.00
          68271.12
          Equities
        
        
          KYNDRYL HOLDINGS INC
          
            2049-01-01
          
          N/A
          290782.00
          4739746.60
          Equities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-01-01
          
          5.900000
          10138.00
          23824.30
          Equities
        
        
          Federal National Mortgage Assoc.
          
            2049-01-01
          
          8.250000
          301868.00
          892019.94
          Equities
        
        
          Federal National Mortgage Assoc.
          
            2049-01-01
          
          7.625000
          12697.00
          31615.53
          Equities
        
        
          DIAMONDHEAD HOLDINGS A -CW28
          
            2028-01-28
          
          N/A
          30922.00
          21651.58
          Equities
        
        
          EDTECHX HOLDINGS ACQUISITION C
          
            2049-01-01
          
          N/A
          666343.00
          6650103.14
          Equities
        
        
          EMPOWERMENT & INC CL A -CW27
          
            2028-01-12
          
          N/A
          58329.00
          34734.92
          Equities
        
        
          FINSERV ACQUISITION CO-CW26
          
            2026-02-17
          
          N/A
          48856.00
          39094.57
          Equities
        
        
          FIRST RESERVE SUST A -CW27
          
            2026-03-05
          
          N/A
          26291.00
          33915.39
          Equities
        
        
          FORESIGHT ACQ CORP -A -CW27
          
            2026-01-29
          
          N/A
          969.00
          1298.46
          Equities
        
        
          FOREST ROAD ACQ CL A -CW26
          
            2026-01-15
          
          N/A
          28490.00
          25641.00
          Equities
        
        
          FORTISTAR SUSTAIN A -CW27
          
            2026-01-14
          
          N/A
          100145.00
          75108.75
          Equities
        
        
          FORUM MERGER IV CL A -CW27
          
            2028-03-15
          
          N/A
          19735.00
          24076.70
          Equities
        
        
          APOLLO SENIOR FLOATING RATE FU
          
            2049-01-01
          
          N/A
          3800.00
          62586.00
          Equities
        
        
          ASTELLAS PHARMA INC
          
            2049-01-01
          
          N/A
          13100.00
          211565.00
          Equities
        
        
          BAIN CAPITAL SPECIALTY FINANCE
          
            2049-01-01
          
          N/A
          14806.00
          226235.68
          Equities
        
        
          G&P ACQUISITION CL A -CW27
          
            2028-02-28
          
          N/A
          73178.00
          45363.04
          Equities
        
        
          GIGCAPITAL5 INC
          
            2049-01-01
          
          N/A
          402999.00
          3993720.09
          Equities
        
        
          GLASS HOUSES ACQ -CW27
          
            2028-03-25
          
          N/A
          8250.00
          5280.82
          Equities
        
        
          GOLD RESOURCE CORP
          
            2049-01-01
          
          N/A
          78196.00
          150918.28
          Equities
        
        
          TEEKAY LNG PARTNERS
          
            2049-01-01
          
          9.000000
          196.00
          5003.86
          Equities
        
        
          CRIMSON WINE GROUP LTD
          
            2049-01-01
          
          N/A
          136.00
          1213.12
          Equities
        
        
          FLAME ACQUISITION CL A -CW28
          
            2026-02-26
          
          N/A
          137065.00
          104141.99
          Equities
        
        
          KADEM SUSTAINABLE IMPACT CORP
          
            2049-01-01
          
          N/A
          19753.00
          192591.75
          Equities
        
        
          GOLDHAVEN RESOURCES CORP
          
            2049-01-01
          
          N/A
          18799.00
          6072.08
          Equities
        
        
          GRAN COLOMBIA GOLD CORP
          
            2049-01-01
          
          N/A
          600.00
          2424.00
          Equities
        
        
          FS KKR CAPITAL CORP
          
            2049-01-01
          
          N/A
          74788.00
          1597471.68
          Equities
        
        
          BARINGS BDC INC
          
            2049-01-01
          
          N/A
          1639.00
          17750.37
          Equities
        
        
          WESDOME GOLD MINES LTD
          
            2049-01-01
          
          N/A
          4691.00
          45361.97
          Equities
        
        
          CARTESIAN GROWTH CL A -CW27
          
            2028-02-26
          
          N/A
          119864.00
          143836.80
          Equities
        
        
          CHAVANT CAPITAL ACQUISITION CO
          
            2049-01-01
          
          N/A
          242651.00
          2382832.82
          Equities
        
        
          HERSHA HOSPITALITY TRUST
          
            2049-01-01
          
          6.500000
          661.00
          15577.92
          Equities
        
        
          ITV PLC
          
            2049-01-01
          
          N/A
          82.00
          1222.62
          Equities
        
        
          INTERPRIVATE III FIN A -CW27
          
            2049-01-01
          
          N/A
          42900.00
          81510.00
          Equities
        
        
          JAWS HURRICANE ACQUISITI-CW
          
            2026-03-26
          
          N/A
          8599.00
          10060.83
          Equities
        
        
          KIMBERLY-CLARK DE MEXICO SAB D
          
            2049-01-01
          
          N/A
          33700.00
          256797.37
          Equities
        
        
          MCAP ACQUISITION     -CW27
          
            2026-03-02
          
          N/A
          78332.00
          93998.40
          Equities
        
        
          COLONNADE ACQUISITION -CW25
          
            2026-03-11
          
          N/A
          12635.00
          20595.05
          Equities
        
        
          ROADRUNNER TRANSPORTATION SYST
          
            2049-01-01
          
          N/A
          1999.00
          4017.99
          Equities
        
        
          ROTOR ACQUSIITION CL A-CW27
          
            2027-06-15
          
          N/A
          77424.00
          77424.00
          Equities
        
        
          SOCIAL LEVERAGE ACQ A -CW27
          
            2028-02-17
          
          N/A
          24051.00
          20443.35
          Equities
        
        
          BLACKROCK CAPITAL INVESTMENT C
          
            2049-01-01
          
          N/A
          108240.00
          462184.80
          Equities
        
        
          BLACKROCK MUNIHOLDINGS QUALITY
          
            2049-01-01
          
          N/A
          38765.00
          526816.35
          Equities
        
        
          BRIGHT LIGHTS ACQ CL A -CW27
          
            2028-01-01
          
          N/A
          63004.00
          56703.60
          Equities
        
        
          CALIFORNIA FIRST LEASING CORP
          
            2049-01-01
          
          N/A
          57.00
          1020.30
          Equities
        
        
          CYTODYN INC
          
            2049-01-01
          
          N/A
          105500.00
          124490.00
          Equities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0019
      75000000.00
      75000000.00
      0.0060
      N
      Y
      Y
      N
    
    
      Bank of America Tri Party Repo
      Bank of America Tri Party Repo 0.210000%
      99VDNF002_0.21_1201
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      Y
      
        N
        
          COMPASS DIGITAL ACQUISITION CO
          
            2049-01-01
          
          N/A
          75050.00
          748999.00
          Other Instrument
          EQUITY
        
        
          DONOGHUE FORLINES TACTICAL HIG
          
            2049-01-01
          
          N/A
          19609.00
          482773.58
          Other Instrument
          EQUITY
        
        
          ANFIELD DYNAMIC FIXED INCOME E
          
            2049-01-01
          
          N/A
          10640.00
          102144.00
          Other Instrument
          EQUITY
        
        
          VANECK MORNINGSTAR ESG MOAT ET
          
            2049-01-01
          
          N/A
          60315.00
          1619783.45
          Other Instrument
          EQUITY
        
        
          ROSE HILL ACQUISITION CORP
          
            2049-01-01
          
          N/A
          422179.00
          4276673.27
          Other Instrument
          EQUITY
        
        
          SILVERSPAC INC
          
            2049-01-01
          
          N/A
          101000.00
          999900.00
          Other Instrument
          EQUITY
        
        
          TREPONT ACQUISITION CORP I
          
            2049-01-01
          
          N/A
          1454.00
          14394.60
          Other Instrument
          EQUITY
        
        
          METALS ACQUISITION CORP
          
            2049-01-01
          
          N/A
          98820.00
          991164.60
          Other Instrument
          EQUITY
        
        
          ALPHA PARTNERS TECHNOLOGY MERG
          
            2049-01-01
          
          N/A
          200.00
          1972.00
          Other Instrument
          EQUITY
        
        
          OXUS ACQUISITION CORP
          
            2049-01-01
          
          N/A
          390.00
          4091.10
          Other Instrument
          EQUITY
        
        
          VISION SENSING ACQUISITION COR
          
            2049-01-01
          
          N/A
          330667.00
          3356270.05
          Other Instrument
          EQUITY
        
        
          PEGASUS DIGITAL MOBILITY ACQUI
          
            2049-01-01
          
          N/A
          43589.00
          439377.12
          Other Instrument
          EQUITY
        
        
          RCF ACQUISITION CORP
          
            2049-01-01
          
          N/A
          19000.00
          191710.00
          Other Instrument
          EQUITY
        
        
          DIMENSIONAL NATIONAL MUNICIPAL
          
            2049-01-01
          
          N/A
          36914.00
          1858804.47
          Other Instrument
          EQUITY
        
        
          DIMENSIONAL SHORT-DURATION FIX
          
            2049-01-01
          
          N/A
          932.00
          46688.54
          Other Instrument
          EQUITY
        
        
          FORMIDABLE ETF
          
            2049-01-01
          
          N/A
          4428.00
          108570.57
          Other Instrument
          EQUITY
        
        
          FIDELITY PREFERRED SECURITIES
          
            2049-01-01
          
          N/A
          23288.00
          576610.88
          Other Instrument
          EQUITY
        
        
          FIDELITY MAGELLAN ETF
          
            2049-01-01
          
          N/A
          10159.00
          257327.47
          Other Instrument
          EQUITY
        
        
          FIRST TRUST LONG DURATION OPPO
          
            2049-01-01
          
          N/A
          7536.00
          209538.48
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST NASDAQ-100 BUFFER
          
            2049-01-01
          
          N/A
          784.00
          16680.23
          Other Instrument
          EQUITY
        
        
          MCELHENNY SHEFFIELD MANAGED RI
          
            2049-01-01
          
          N/A
          6882.00
          170637.13
          Other Instrument
          EQUITY
        
        
          ENPHYS ACQUISITION CORP
          
            2049-01-01
          
          N/A
          89000.00
          884660.00
          Other Instrument
          EQUITY
        
        
          INNOVATOR ETFS TRUST - INNOVAT
          
            2049-01-01
          
          N/A
          1156.00
          34454.46
          Other Instrument
          EQUITY
        
        
          INVESCO SELECT GROWTH ETF
          
            2049-01-01
          
          N/A
          133.00
          1915.20
          Other Instrument
          EQUITY
        
        
          INVESCO US LARGE CAP CORE ESG
          
            2049-01-01
          
          N/A
          8675.00
          129864.75
          Other Instrument
          EQUITY
        
        
          INVESCO ESG NASDAQ 100 ETF
          
            2049-01-01
          
          N/A
          8830.00
          235467.84
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS DEC 2031 TERM T
          
            2049-01-01
          
          N/A
          2336.00
          57909.44
          Other Instrument
          EQUITY
        
        
          ISHARES ESG SCREENED S&P MID-C
          
            2049-01-01
          
          N/A
          10454.00
          399083.54
          Other Instrument
          EQUITY
        
        
          FORMULA FOLIOS HEDGED GROWTH E
          
            2049-01-01
          
          N/A
          22436.00
          822503.76
          Other Instrument
          EQUITY
        
        
          PACER SALT LOW TRUBETA US MARK
          
            2049-01-01
          
          N/A
          351.00
          11245.34
          Other Instrument
          EQUITY
        
        
          RH TACTICAL ROTATION ETF
          
            2049-01-01
          
          N/A
          76.00
          1088.59
          Other Instrument
          EQUITY
        
        
          AI QUALITY GROWTH ETF
          
            2049-01-01
          
          N/A
          4839.00
          84869.77
          Other Instrument
          EQUITY
        
        
          WORLDWIDE WEBB ACQUISITION COR
          
            2049-01-01
          
          N/A
          79967.00
          799670.00
          Other Instrument
          EQUITY
        
        
          Barclays Bank PLC Tri Party Repo
          G5GSEF7VJP5I7OUK5573
          
            2049-01-01
          
          N/A
          3640.00
          72108.40
          Other Instrument
          EQUITY
        
        
          INNOVATOR DOUBLE STACKER ETF-J
          
            2049-01-01
          
          N/A
          14493.00
          435298.70
          Other Instrument
          EQUITY
        
        
          INNOVATOR DOUBLE STACKER ETF -
          
            2049-01-01
          
          N/A
          497.00
          16338.33
          Other Instrument
          EQUITY
        
        
          INNOVATOR 20+ YEAR TREASURY BO
          
            2049-01-01
          
          N/A
          6800.00
          166740.08
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          37568.00
          1072942.08
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          10904.00
          343366.96
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY POWER BU
          
            2049-01-01
          
          N/A
          120614.00
          3654978.10
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. SMALL CAP POWER
          
            2049-01-01
          
          N/A
          1146.00
          31520.73
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          25729.00
          760773.08
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY POWER BU
          
            2049-01-01
          
          N/A
          27644.00
          864151.44
          Other Instrument
          EQUITY
        
        
          LEAD EDGE GROWTH OPPORTUNITIES
          
            2049-01-01
          
          N/A
          14900.00
          147808.00
          Other Instrument
          EQUITY
        
        
          ANFIELD UNIVERSAL FIXED INCOME
          
            2049-01-01
          
          N/A
          214151.00
          2046212.80
          Other Instrument
          EQUITY
        
        
          RMG ACQUISITION CORP III
          
            2049-01-01
          
          N/A
          395520.00
          3923558.40
          Other Instrument
          EQUITY
        
        
          CAMBRIA GLOBAL TAIL RISK ETF
          
            2049-01-01
          
          N/A
          11038.00
          249182.85
          Other Instrument
          EQUITY
        
        
          XTRACKERS J.P. MORGAN ESG USD
          
            2049-01-01
          
          N/A
          45059.00
          942183.69
          Other Instrument
          EQUITY
        
        
          DIREXION DAILY 5G COMMUNICATIO
          
            2049-01-01
          
          N/A
          42597.00
          1271149.86
          Other Instrument
          EQUITY
        
        
          DEFIANCE NEXTGEN SPAC DERIVED
          
            2049-01-01
          
          N/A
          52.00
          1249.04
          Other Instrument
          EQUITY
        
        
          FIDELITY REAL ESTATE INVESTMEN
          
            2049-01-01
          
          N/A
          16760.00
          429515.22
          Other Instrument
          EQUITY
        
        
          FIDELITY STOCKS FOR INFLATION
          
            2049-01-01
          
          N/A
          14723.00
          483650.55
          Other Instrument
          EQUITY
        
        
          FIDELITY LOW DURATION BOND FAC
          
            2049-01-01
          
          N/A
          896.00
          45463.04
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST US EQUITY BUFFER
          
            2049-01-01
          
          N/A
          2893.00
          94812.87
          Other Instrument
          EQUITY
        
        
          FIRST TRUST EXCHANGE-TRADED FU
          
            2049-01-01
          
          N/A
          20026.00
          507572.99
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST U.S. EQUITY DEEP
          
            2049-01-01
          
          N/A
          49551.00
          1591062.79
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST U.S. EQUITY DEEP
          
            2049-01-01
          
          N/A
          754.00
          24730.75
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST U.S. EQUITY DEEP
          
            2049-01-01
          
          N/A
          47038.00
          1523560.82
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST U.S. EQUITY DEEP
          
            2049-01-01
          
          N/A
          26939.00
          843050.62
          Other Instrument
          EQUITY
        
        
          FLEXSHARES CREDIT-SCORED US LO
          
            2049-01-01
          
          N/A
          1103.00
          66599.14
          Other Instrument
          EQUITY
        
        
          GS FINANCE CORP
          
            2049-01-01
          
          N/A
          100.00
          2650.00
          Other Instrument
          EQUITY
        
        
          EMLES FEDERAL CONTRACTORS ETF
          
            2049-01-01
          
          N/A
          2704.00
          75018.69
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY POWER BU
          
            2049-01-01
          
          N/A
          141205.00
          4100593.20
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          14829.00
          413580.81
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          21600.00
          643788.00
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY POWER BU
          
            2049-01-01
          
          N/A
          11803.00
          354772.21
          Other Instrument
          EQUITY
        
        
          FT CBOE VEST U.S. EQUITY DEEP
          
            2049-01-01
          
          N/A
          3944.00
          129569.47
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY BUFFER E
          
            2049-01-01
          
          N/A
          13399.00
          439755.18
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          1085.00
          31703.70
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ULTRA BU
          
            2049-01-01
          
          N/A
          5614.00
          146454.66
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY POWER BU
          
            2049-01-01
          
          N/A
          19242.00
          559942.20
          Other Instrument
          EQUITY
        
        
          INNOVATOR US EQUITY ACCELERATE
          
            2049-01-01
          
          N/A
          157223.00
          4477365.15
          Other Instrument
          EQUITY
        
        
          INNOVATOR US EQUITY ACCELERATE
          
            2049-01-01
          
          N/A
          18610.00
          505890.52
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ACCELERA
          
            2049-01-01
          
          N/A
          8096.00
          220977.08
          Other Instrument
          EQUITY
        
        
          INNOVATOR U.S. EQUITY ACCELERA
          
            2049-01-01
          
          N/A
          1100.00
          29284.75
          Other Instrument
          EQUITY
        
        
          INVESCO BALANCED MULTI-ASSET A
          
            2049-01-01
          
          N/A
          482.00
          8191.49
          Other Instrument
          EQUITY
        
        
          INVESCO CONSERVATIVE MULTI-ASS
          
            2049-01-01
          
          N/A
          3566.00
          49175.14
          Other Instrument
          EQUITY
        
        
          INVESCO EXCHANGE-TRADED FUND T
          
            2049-01-01
          
          N/A
          1514.00
          40597.91
          Other Instrument
          EQUITY
        
        
          ISHARES IBONDS DEC 2028 TERM M
          
            2049-01-01
          
          N/A
          6574.00
          178878.54
          Other Instrument
          EQUITY
        
        
          DIREXION WORLD WITHOUT WASTE E
          
            2049-01-01
          
          N/A
          18313.00
          556458.82
          Other Instrument
          EQUITY
        
        
          JPMORGAN BETABUILDERS 1-5 YEAR
          
            2049-01-01
          
          N/A
          3980.00
          203672.92
          Other Instrument
          EQUITY
        
        
          PACER SWAN SOS MODERATE JULY E
          
            2049-01-01
          
          N/A
          19627.00
          413344.62
          Other Instrument
          EQUITY
        
        
          PACER SWAN SOS CONSERVATIVE DE
          
            2049-01-01
          
          N/A
          621.00
          13823.46
          Other Instrument
          EQUITY
        
        
          PROSHARES MANAGED FUTURES STRA
          
            2049-01-01
          
          N/A
          297.00
          11951.28
          Other Instrument
          EQUITY
        
        
          SIREN DIVCON LEADERS DIVIDEND
          
            2049-01-01
          
          N/A
          5567.00
          332843.69
          Other Instrument
          EQUITY
        
        
          SIREN DIVCON DIVIDEND DEFENDER
          
            2049-01-01
          
          N/A
          21685.00
          908493.07
          Other Instrument
          EQUITY
        
        
          SPLUNK INC
          
            2023-09-15
          
          0.500000
          18935000.00
          20878709.31
          Other Instrument
          CONVERTIBLES
        
        
          AMERICAN CUSTOMER SATISFACTION
          
            2049-01-01
          
          N/A
          1289.00
          67240.04
          Other Instrument
          EQUITY
        
        
          WISDOMTREE US CORPORATE BOND F
          
            2049-01-01
          
          N/A
          71.00
          3828.63
          Other Instrument
          EQUITY
        
        
          ZYNGA INC
          
            2026-12-15
          
          N/A
          3180000.00
          2922165.60
          Other Instrument
          CONVERTIBLES
        
        
          NEW YORK NY
          
            2025-08-01
          
          0.982000
          965000.00
          961097.59
          Agency Mortgage-Backed Securities
        
        
          NEW YORK CITY NY TRANSITIONAL
          
            2025-02-01
          
          3.600000
          55000.00
          58810.40
          Agency Mortgage-Backed Securities
        
        
          PORT AUTH OF NEW YORK & NEW JE
          
            2057-10-15
          
          4.229000
          60000.00
          78498.98
          Agency Mortgage-Backed Securities
        
        
          PORT AUTH OF NEW YORK & NEW JE
          
            2048-09-01
          
          4.031000
          50000.00
          62082.28
          Agency Mortgage-Backed Securities
        
        
          PORT AUTH OF NEW YORK & NEW JE
          
            2065-10-15
          
          4.810000
          25000.00
          35784.81
          Agency Mortgage-Backed Securities
        
        
          PUERTO RICO CMWLTH
          
            2023-07-01
          
          N/A
          90000.00
          85387.50
          Agency Mortgage-Backed Securities
        
        
          MISSISSIPPI ST
          
            2030-11-01
          
          1.482000
          140000.00
          135899.94
          Agency Mortgage-Backed Securities
        
        
          MISSOURI ST HLTH & EDUCTNL FAC
          
            2047-02-15
          
          3.685000
          175000.00
          211480.14
          Agency Mortgage-Backed Securities
        
        
          REPUBLICA ORIENT URUGUAY
          
            2045-11-20
          
          4.125000
          539.00
          624.33
          Corporate Debt Securities
        
        
          ROMANIA
          
            2024-01-22
          
          4.875000
          30000.00
          32500.00
          Corporate Debt Securities
        
        
          ROMANIA
          
            2044-01-22
          
          6.125000
          112000.00
          144399.11
          Corporate Debt Securities
        
        
          REPUBLIC OF INDONESIA
          
            2025-01-15
          
          4.125000
          400000.00
          438943.50
          Corporate Debt Securities
        
        
          DOMINICAN REPUBLIC
          
            2027-01-25
          
          5.950000
          147000.00
          164885.45
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          
            2050-01-23
          
          7.690000
          19000.00
          17406.44
          Corporate Debt Securities
        
        
          REPUBLIC OF KOREA
          
            2025-11-03
          
          5.625000
          200000.00
          233627.00
          Corporate Debt Securities
        
        
          KFW International Finance, Inc.
          549300GDPG70E3MBBU98
          
            2024-09-20
          
          0.500000
          620000.00
          615467.11
          Corporate Debt Securities
        
        
          EQUINOR ASA
          
            2024-03-01
          
          3.700000
          1000.00
          1069.27
          Corporate Debt Securities
        
        
          EXPORT-IMPORT BANK KOREA
          
            2025-01-21
          
          2.875000
          344000.00
          364200.40
          Corporate Debt Securities
        
        
          EXPORT-IMPORT BANK KOREA
          
            2026-05-26
          
          2.625000
          358000.00
          376380.32
          Corporate Debt Securities
        
        
          ARAB REPUBLIC OF EGYPT
          
            2031-02-16
          
          5.875000
          557000.00
          482335.39
          Corporate Debt Securities
        
        
          UNITED MEXICAN STATES
          
            2040-01-11
          
          6.050000
          112000.00
          139276.45
          Corporate Debt Securities
        
        
          REPUBLICA ORIENT URUGUAY
          
            2033-01-15
          
          7.875000
          537.00
          800.57
          Corporate Debt Securities
        
        
          ALTITUDE ACQ CL A -CW27
          
            2027-11-30
          
          N/A
          6036.00
          4767.84
          Equities
        
        
          TOUGHBUILT INDUSTRIES-CW23
          
            2023-05-15
          
          N/A
          104000.00
          17888.00
          Equities
        
        
          NOVA VISION ACQUISIT -CW28
          
            2028-12-31
          
          N/A
          71161.00
          21348.30
          Equities
        
        
          TUATARA CAP ACQ CL A -CW27
          
            2026-02-11
          
          N/A
          22999.00
          16561.58
          Equities
        
        
          WARBURG PINCUS CAPITAL-CW
          
            2049-01-01
          
          N/A
          1483.00
          1483.00
          Equities
        
        
          VALOR LATITUDE ACQ A -CW28
          
            2026-04-02
          
          N/A
          2728.00
          1719.19
          Equities
        
        
          INSIGHT ACQUISITION CO -CW23
          
            2026-08-26
          
          N/A
          27750.00
          14973.90
          Equities
        
        
          ALPHA METALLURGICAL -CW23
          
            2023-07-26
          
          N/A
          10097.00
          146406.50
          Equities
        
        
          ABERDEEN GLOBAL PREMIER PROPER
          
            2049-01-01
          
          N/A
          50142.00
          318401.70
          Equities
        
        
          ROIVANT SCIENCES LTD -CW26
          
            2026-09-30
          
          N/A
          25100.00
          34136.00
          Equities
        
        
          ALGOMA STEEL GROUP INC -CW26
          
            2026-10-19
          
          N/A
          19163.00
          61704.86
          Equities
        
        
          REE AUTOMOTIVE LTD -A -CW26
          
            2026-07-22
          
          N/A
          1887.00
          1603.95
          Equities
        
        
          CELLEBRITE DI LTD -CW23
          
            2026-08-30
          
          N/A
          25000.00
          40750.00
          Equities
        
        
          VALENS SEMICONDUCTOR -CW26
          
            2026-09-30
          
          N/A
          100491.00
          71348.61
          Equities
        
        
          IGNYTE ACQUISITION -CW27
          
            2026-01-05
          
          N/A
          11153.00
          9926.17
          Equities
        
        
          NABORS INDUSTRIES LTD -CW26
          
            2026-06-11
          
          N/A
          17483.00
          79547.65
          Equities
        
        
          DHC ACQUISITION CORP A -CW27
          
            2026-02-25
          
          N/A
          100915.00
          79722.85
          Equities
        
        
          EATON VANCE MUNICIPAL BOND FUN
          
            2049-01-01
          
          N/A
          167.00
          2242.81
          Equities
        
        
          EDIFY ACQ CL A -CW27
          
            2025-11-25
          
          N/A
          89725.00
          45571.33
          Equities
        
        
          BELONG ACQUISITION A -CW27
          
            2026-03-23
          
          N/A
          150281.00
          81918.17
          Equities
        
        
          CENAQ ENERGY CORP CL A -CW27
          
            2026-02-04
          
          N/A
          237296.00
          123346.46
          Equities
        
        
          COMSOVEREIGN HOLDING
          
            2049-01-01
          
          9.250000
          183.00
          3019.50
          Equities
        
        
          PONTEM CORP-CLASS A -CW27
          
            2026-01-05
          
          N/A
          26285.00
          22883.72
          Equities
        
        
          RMG ACQUISITION CL A -CW27
          
            2026-02-08
          
          N/A
          36495.00
          33575.40
          Equities
        
        
          OXUS ACQUISITION CORP -CW23
          
            2049-01-01
          
          N/A
          135444.00
          93171.93
          Equities
        
        
          MACONDRAY CAPITAL AC A -CW23
          
            2028-05-31
          
          N/A
          28500.00
          19950.00
          Equities
        
        
          VELOCITY ACQUISITION-CW27
          
            2028-02-24
          
          N/A
          34200.00
          19494.00
          Equities
        
        
          BIOTECH ACQUISITION A -CW27
          
            2027-11-30
          
          N/A
          66489.00
          49866.75
          Equities
        
        
          CATALYST PARTNERS AC A -CW27
          
            2026-05-12
          
          N/A
          4712.00
          5136.08
          Equities
        
        
          CATCHA INVESTMENT -CW27
          
            2049-01-01
          
          N/A
          48909.00
          34725.39
          Equities
        
        
          DECARBONIZATION PLUS A -CW28
          
            2026-07-15
          
          N/A
          230750.00
          253825.00
          Equities
        
        
          SCION TECH GROWTH II -CW27
          
            2026-01-28
          
          N/A
          66717.00
          50704.92
          Equities
        
        
          FRONTIER ACQUISITON - CW28
          
            2026-03-04
          
          N/A
          5202.00
          4619.90
          Equities
        
        
          HH&L ACQUISITION -A -CW26
          
            2026-02-04
          
          N/A
          101731.00
          52900.12
          Equities
        
        
          G SQUARED ASCEND I -CW27
          
            2026-02-01
          
          N/A
          3027.00
          3935.10
          Equities
        
        
          IBERE PHARMACEUTICALS
          
            2049-01-01
          
          N/A
          29845.00
          290988.75
          Equities
        
        
          ITIQUIRA ACQ CL A -CW27
          
            2026-02-03
          
          N/A
          91743.00
          49541.22
          Equities
        
        
          ITHAX ACQU CL A -CW27
          
            2028-02-01
          
          N/A
          34325.00
          18542.37
          Equities
        
        
          KENSINGTON CAPITAL ACQ -CW23
          
            2049-01-01
          
          N/A
          72359.00
          75976.95
          Equities
        
        
          KERNEL GROUP HLDG -A -CW27
          
            2026-02-02
          
          N/A
          226033.00
          135167.73
          Equities
        
        
          KISMET ACQ THREE A -CW27
          
            2026-06-30
          
          N/A
          45067.00
          27035.69
          Equities
        
        
          LAZARD GROWTH ACQ A -CW27
          
            2049-01-01
          
          N/A
          27097.00
          24387.30
          Equities
        
        
          LEAD EDGE GROWTH OPP A -CW28
          
            2026-04-01
          
          N/A
          17113.00
          12153.65
          Equities
        
        
          WORLD QUANTUM GROWTH -CW28
          
            2026-08-04
          
          N/A
          155150.00
          94688.04
          Equities
        
        
          VENTOUX CCM ACQ -CW25
          
            2025-09-30
          
          N/A
          6802.00
          3332.98
          Equities
        
        
          VORNADO REALTY TRUST
          
            2049-01-01
          
          4.450000
          73520.00
          1816679.20
          Equities
        
        
          INSU ACQUISITION III -CW26
          
            2026-12-31
          
          N/A
          32062.00
          23405.26
          Equities
        
        
          AMTRUST FINANCIAL SERVIC
          
            2055-09-15
          
          7.500000
          75.00
          1518.75
          Equities
        
        
          BLACKROCK TCP CAPITAL CORP
          
            2049-01-01
          
          N/A
          102647.00
          1380602.15
          Equities
        
        
          CHIMERA INVESTMENT CORP
          
            2049-01-01
          
          8.000000
          14246.00
          365552.36
          Equities
        
        
          EMAGIN CORP
          
            2049-01-01
          
          N/A
          404300.00
          747955.00
          Equities
        
        
          DATCHAT INC
          
            2049-01-01
          
          N/A
          6488.00
          26860.32
          Equities
        
        
          DILA CAPITAL ACQ CL A -CW28
          
            2026-06-09
          
          N/A
          72153.00
          39106.93
          Equities
        
        
          FED HOME LOAN MORTGAGE
          
            2049-01-01
          
          5.810000
          250000.00
          1025000.00
          Equities
        
        
          MALLINCKRODT PLC
          
            2049-01-01
          
          N/A
          33647.00
          5921.87
          Equities
        
        
          GRAYSCALE ETHEREUM TRUST
          
            2049-01-01
          
          N/A
          158400.00
          6892776.00
          Equities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-01-01
          
          8.375000
          3101000.00
          9799160.00
          Equities
        
        
          MARLIN TECHNOLOGY -CW26
          
            2026-01-12
          
          N/A
          8592.00
          6873.60
          Equities
        
        
          CITIC CAPITAL ACQUISIT-CW27
          
            2027-01-17
          
          N/A
          85000.00
          80996.50
          Equities
        
        
          GOLDEN PATH ACQUISITION CORP
          
            2049-01-01
          
          N/A
          28100.00
          281000.00
          Equities
        
        
          ISOS ACQUISITION CORP -CW26
          
            2026-03-01
          
          N/A
          9769.00
          16021.16
          Equities
        
        
          HUDSON EXECUTIVE INV A -CW28
          
            2026-02-22
          
          N/A
          67641.00
          53436.39
          Equities
        
        
          JOFF FINTECH ACQ -CW27
          
            2028-02-04
          
          N/A
          22421.00
          16369.57
          Equities
        
        
          JPMORGAN CHASE & CO
          
            2099-12-31
          
          3.931600
          20000.00
          20050.00
          Equities
        
        
          INTERPACE BIOSCIENCES INC
          
            2049-01-01
          
          N/A
          900.00
          6750.00
          Equities
        
        
          PUBLIC STORAGE
          
            2049-01-01
          
          3.950000
          327.00
          8073.63
          Equities
        
        
          TISHMAN SPEYER IN CL A -CW27
          
            2026-02-11
          
          N/A
          35000.00
          27650.00
          Equities
        
        
          VY GLOBAL GROWTH-CL A -CW30
          
            2030-01-30
          
          N/A
          111194.00
          170126.82
          Equities
        
        
          VIRGIN GROUP ACQUISITION CORP
          
            2049-01-01
          
          N/A
          459867.00
          4488301.92
          Equities
        
        
          AT&T INC
          
            2066-11-01
          
          5.350000
          856.00
          22067.68
          Equities
        
        
          WHITEHORSE FINANCE INC
          
            2049-01-01
          
          N/A
          3382.00
          51744.60
          Equities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0021
      106000000.00
      106000000.00
      0.0085
      N
      Y
      Y
      N
    
    
      Toronto Dominion Bank
      Toronto Dominion Bank 0.069900%
      PT3QB789TSUIDF371261
      0000947263
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      135000000.00
      135000000.00
      0.0108
      N
      Y
      Y
      N
    
    
      ABN Amro Bank NV
      ABN Amro Bank NV 0.080000%
      0001245022
      Non-Negotiable Time Deposit
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0008
      300000000.00
      300000000.00
      0.0239
      N
      N
      Y
      N
    
    
      ING Bank NV
      ING Bank NV 0.080000%
      Non-Negotiable Time Deposit
      Y
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0008
      150000000.00
      150000000.00
      0.0120
      N
      N
      Y
      N
    
    
      ABN Amro Bank NV
      ABN Amro Bank NV 0.069900%
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      100000000.00
      100000000.00
      0.0080
      N
      Y
      Y
      N
    
    
      KBC Bank NV
      KBC Bank NV 0.080000%
      0001411306
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0008
      325000000.00
      325000000.00
      0.0259
      N
      Y
      Y
      N
    
    
      Skandinaviska Enskilda Banken AB
      Skandinaviska Enskilda Banken AB 0.049900%
      0000917311
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      400000000.00
      400000000.00
      0.0319
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 0.060000%
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      175000000.00
      175000000.00
      0.0140
      N
      Y
      Y
      N
    
    
      Citibank NA
      Citibank NA 0.140000%
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0014
      200000000.00
      200000000.00
      0.0160
      N
      Y
      Y
      N
    
    
      DnB Bank ASA
      DnB Bank ASA 0.049900%
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      226250000.00
      226250000.00
      0.0180
      N
      Y
      Y
      N
    
    
      Credit Agricole Corporate & Investment Bank
      Credit Agricole Corporate & Investment Bank 0.069900%
      0001330437
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      75000000.00
      75000000.00
      0.0060
      N
      Y
      Y
      N
    
    
      National Australia Bank Repo
      National Australia Bank Ltd 0.060000%
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      250000000.00
      250000000.00
      0.0199
      N
      Y
      Y
      N
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd. 0.069900%
      RB0PEZSDGCO3JS6CEU02
      0000812291
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      200000000.00
      200000000.00
      0.0160
      N
      Y
      Y
      N
    
    
      Australia & New Zealand Banking Group Ltd.
      Australia & New Zealand Banking Group Ltd. 0.069900%
      0000859994
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      345000000.00
      345000000.00
      0.0275
      N
      Y
      Y
      N
    
    
      Svenska Handelsbanken AB
      Svenska Handelsbanken AB 0.049900%
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      100000000.00
      100000000.00
      0.0080
      N
      Y
      Y
      N
    
    
      First Abu Dhabi Bank USA
      First Abu Dhabi Bank USA 0.069900%
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      25000000.00
      25000000.00
      0.0020
      N
      Y
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.060000%
      Non-Negotiable Time Deposit
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      50000000.00
      50000000.00
      0.0040
      N
      Y
      Y
      N
    
    
      STATE STREET MASTER FUNDS
      2021-12-07
      /s/ Chad Hallett
      Chad Hallett
      Deputy Treasurer