Form N-MFP2 CHARLES SCHWAB FAMILY For: Jul 31

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August 5, 2022 3:41 PM EDT
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    N-MFP2
    
      
        
          0000857156
          XXXXXXXX
        
      
      
      
      
      
      
      
    
  
  
    
      2022-07-31
      0000857156
      549300I77JNLD629OV19
      S000004508
      2
      N
      N
    
    
      033-31894
      
        Charles Schwab Investment Management, Inc.
        801-35905
      
      
        Deloitte & Touche LLP
        Denver
        CO
      
      
        Charles Schwab Investment Management, Inc.
      
      
        BNY Mellon Investment Servicing (US) Inc.
        0000849542
        084-01761
      
      N
      N
      N
      Prime
      Y
      18
      55
      
        23958192131.39
        18776902837.08
        21250484051.31
        23019570130.29
        24382771959.50
      
      
        37941871152.05
        38766982032.35
        40718850011.90
        41845818432.54
        42306400608.28
      
      
        0.3004
        0.2278
        0.2510
        0.2598
        0.2695
      
      
        0.4758
        0.4703
        0.4809
        0.4724
        0.4675
      
      0.26
      90387845954.66
      90412048585.03
      74274634.71
      313498522.14
      90172824697.86
      90169923928.7300
      1.0000
      0.0209
      
        0.9997
        0.9998
        0.9997
        0.9997
        0.9998
      
    
    
      C000012383
      0.00
      51588322413.09
      51586615286.9990
      
        0.9997
        0.9998
        0.9997
        0.9997
        0.9998
      
      
        2274652781.46
        719841947.37
      
      
        1473870679.10
        494798461.84
      
      
        1882474255.30
        634226492.18
      
      
        2031375758.64
        759157300.94
      
      
        1940300343.78
        1040512346.11
      
      
        7783469827.49
        3055234840.96
      
      0.0175
      Y
      Investment Advisor and its affiliates Contractual 245,477
    
    
      C000038267
      1000000.00
      38584502284.77
      38583308641.7310
      
        0.9997
        0.9998
        0.9997
        0.9997
        0.9998
      
      
        1793276091.91
        708183915.83
      
      
        1577557515.99
        467774210.42
      
      
        2044974136.00
        663446845.55
      
      
        2896107698.51
        586282207.01
      
      
        2283364707.80
        989873276.97
      
      
        9259924338.39
        2804073391.67
      
      0.0189
      Y
      Investment Advisor and its affiliates Contractual 176,083
    
    
      ABAG Finance Auth
      TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 1.800000%
      00037CEK2
      549300EWVCCTI6O2KU84
      US00037CEK27
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2031-11-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0180
      17550000.00
      17550000.00
      0.0002
      N
      N
      Y
      N
    
    
      ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)
      ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) 0.000000%
      0018A3JE5
      213800VD256NU2D97H12
      Financial Company Commercial Paper
      Y
      2022-09-14
      2022-09-14
      2022-09-14
      N
      Y
      
        ANZ BANK NEW ZEALAND LTD
        1.0000
      
      N
      0.0242
      87721509.04
      87721509.04
      0.0010
      N
      N
      N
      N
    
    
      ANTALIS SA
      ANTALIS SA 0.000000%
      03664BH25
      549300G2LM2ZKZ0X4Y50
      Asset Backed Commercial Paper
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      Y
      
        Societe Generale SA
        1.0000
      
      N
      0.0231
      35140986.13
      35140986.13
      0.0004
      N
      N
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
      05253CJK3
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-09-19
      2022-09-19
      2022-09-19
      N
      N
      N
      0.0246
      293952192.45
      293952192.45
      0.0033
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
      05253CKB1
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-10-11
      2022-10-11
      2022-10-11
      N
      N
      N
      0.0260
      52716308.49
      52716308.49
      0.0006
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 2.430000%
      05253MPT5
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0244
      99999191.00
      99999191.00
      0.0011
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 2.670000%
      05253MQG2
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-04
      2022-11-04
      N
      N
      N
      0.0263
      150016798.50
      150016798.50
      0.0017
      N
      N
      N
      N
    
    
      BPCE SA
      BPCE SA 0.000000%
      05571CH46
      9695005MSX1OYEMGDF46
      Financial Company Commercial Paper
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0223
      37985857.54
      37985857.54
      0.0004
      N
      N
      Y
      N
    
    
      BPCE SA
      BPCE SA 0.000000%
      05571CJ85
      9695005MSX1OYEMGDF46
      Financial Company Commercial Paper
      Y
      2022-09-08
      2022-09-08
      2022-09-08
      N
      N
      N
      0.0243
      183490989.76
      183490989.76
      0.0020
      N
      N
      N
      N
    
    
      BPCE SA
      BPCE SA 2.580000%
      05571EAE7
      9695005MSX1OYEMGDF46
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0228
      350008799.00
      350008799.00
      0.0039
      N
      Y
      Y
      N
    
    
      BNP PARIBAS (NEW YORK BRANCH)
      BNP PARIBAS (NEW YORK BRANCH) 2.430000%
      05586FXQ5
      R0MUWSFPU8MPRO8K5P83
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0228
      199002521.33
      199002521.33
      0.0022
      N
      Y
      Y
      N
    
    
      BNP PARIBAS (NEW YORK BRANCH)
      BNP PARIBAS (NEW YORK BRANCH) 2.430000%
      05586FZL4
      R0MUWSFPU8MPRO8K5P83
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0234
      100002417.00
      100002417.00
      0.0011
      N
      N
      N
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 2.680000%
      06054CAS4
      549300HN4UKV1E2R3U73
      0001675365
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-16
      2022-11-16
      N
      N
      N
      0.0274
      239956003.20
      239956003.20
      0.0027
      N
      N
      N
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 2.740000%
      06054CAX3
      549300HN4UKV1E2R3U73
      0001675365
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-02-10
      2023-02-10
      N
      N
      N
      0.0293
      289710266.80
      289710266.80
      0.0032
      N
      N
      N
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 2.740000%
      06054CAZ8
      549300HN4UKV1E2R3U73
      0001675365
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0292
      195797020.44
      195797020.44
      0.0022
      N
      N
      N
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 0.000000%
      06054PJM9
      549300HN4UKV1E2R3U73
      0001675365
      Financial Company Commercial Paper
      Y
      2022-09-21
      2022-09-21
      2022-09-21
      N
      N
      N
      0.0249
      139476470.00
      139476470.00
      0.0015
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      BANK OF AMERICA NA 2.430000%
      06054R3S9
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      Y
      2022-08-01
      2022-08-16
      2022-08-16
      N
      N
      N
      0.0257
      199989578.00
      199989578.00
      0.0022
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      BANK OF AMERICA NA 2.680000%
      06054R3U4
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      Y
      2022-08-01
      2022-12-05
      2022-12-05
      N
      N
      N
      0.0274
      245955788.88
      245955788.88
      0.0027
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      BANK OF AMERICA NA 2.780000%
      06054R4A7
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      Y
      2022-08-01
      2023-01-05
      2023-01-05
      N
      N
      N
      0.0282
      177975669.18
      177975669.18
      0.0020
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      BANK OF MONTREAL (CHICAGO BRANCH) 2.460000%
      06367CSE8
      NQQ6HPCNCCU6TUTQYE16
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0245
      298001096.64
      298001096.64
      0.0033
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 2.640000%
      06373L2K4
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0264
      178999189.13
      178999189.13
      0.0020
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 2.450000%
      06373LAY5
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-17
      2022-08-17
      N
      N
      N
      0.0243
      246002804.40
      246002804.40
      0.0027
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.480000%
      06417MVV4
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-22
      2022-11-22
      N
      N
      N
      0.0272
      295769421.92
      295769421.92
      0.0033
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.830000%
      06417MWV3
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-23
      2022-12-23
      N
      N
      N
      0.0276
      199057055.29
      199057055.29
      0.0022
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.680000%
      06417MXF7
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-09
      2023-01-09
      N
      N
      N
      0.0278
      110447985.44
      110447985.44
      0.0012
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.680000%
      06417MXJ9
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-09
      2023-01-09
      N
      N
      N
      0.0278
      248882790.72
      248882790.72
      0.0028
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.740000%
      06417MYC3
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-08-01
      2023-02-13
      2023-02-13
      N
      N
      N
      0.0283
      113944068.18
      113944068.18
      0.0013
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.790000%
      06417MZF5
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-08-01
      2023-03-16
      2023-03-16
      N
      N
      N
      0.0287
      94949404.90
      94949404.90
      0.0011
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.780000%
      06417MZH1
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-08-01
      2023-03-13
      2023-03-13
      N
      N
      N
      0.0287
      296834514.57
      296834514.57
      0.0033
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.790000%
      06417MZL2
      L3I9ZG2KFGXZ61BMYR72
      US06417MZL26
      Certificate of Deposit
      Y
      2022-08-01
      2023-03-24
      2023-03-24
      N
      N
      N
      0.0289
      276822138.30
      276822138.30
      0.0031
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 1.720000%
      06742TH74
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-17
      2022-08-17
      N
      N
      N
      0.0246
      57000348.27
      57000348.27
      0.0006
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 1.980000%
      06742TN28
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-08-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0265
      253037653.99
      253037653.99
      0.0028
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 1.930000%
      06742TP26
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-08-01
      2022-10-13
      2022-10-13
      N
      N
      N
      0.0264
      109005881.64
      109005881.64
      0.0012
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 1.970000%
      06742TQ82
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-01
      2022-12-01
      N
      N
      N
      0.0278
      66985638.55
      66985638.55
      0.0007
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 2.750000%
      06742TU38
      G5GSEF7VJP5I7OUK5573
      US06742TU389
      Certificate of Deposit
      Y
      2022-10-18
      2022-10-18
      2022-10-18
      N
      N
      N
      0.0276
      399986296.00
      399986296.00
      0.0044
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 2.850000%
      06742TU46
      G5GSEF7VJP5I7OUK5573
      US06742TU462
      Certificate of Deposit
      Y
      2022-10-20
      2022-10-20
      2022-10-20
      N
      N
      N
      0.0279
      244034665.08
      244034665.08
      0.0027
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 2.870000%
      06742TU95
      G5GSEF7VJP5I7OUK5573
      US06742TU959
      Certificate of Deposit
      Y
      2022-10-25
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0284
      345022690.65
      345022690.65
      0.0038
      N
      N
      N
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744RH19
      213800UUGANOMFJ9X769
      US06744RH196
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0231
      95981488.32
      95981488.32
      0.0011
      N
      Y
      Y
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744RH27
      213800UUGANOMFJ9X769
      US06744RH279
      Financial Company Commercial Paper
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0232
      144962687.15
      144962687.15
      0.0016
      N
      N
      Y
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744RH50
      213800UUGANOMFJ9X769
      US06744RH501
      Financial Company Commercial Paper
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0233
      47978300.16
      47978300.16
      0.0005
      N
      N
      Y
      N
    
    
      BARTON CAPITAL SA
      BARTON CAPITAL SA 0.000000%
      06945MJN7
      549300KOFKIMD0C37W24
      US06945MJN74
      Asset Backed Commercial Paper
      Y
      2022-09-22
      2022-09-22
      2022-09-22
      N
      Y
      
        Societe Generale SA
        1.0000
      
      N
      0.0254
      20918508.24
      20918508.24
      0.0002
      N
      N
      N
      N
    
    
      BARTON CAPITAL SA
      BARTON CAPITAL SA 0.000000%
      06945MK47
      549300KOFKIMD0C37W24
      US06945MK475
      Asset Backed Commercial Paper
      Y
      2022-10-04
      2022-10-04
      2022-10-04
      N
      Y
      
        Societe Generale SA
        1.0000
      
      N
      0.0267
      51741893.84
      51741893.84
      0.0006
      N
      N
      N
      N
    
    
      BAYERISCHE LANDESBANK (NEW YORK BRANCH)
      BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
      07274MH40
      VDYMYTQGZZ6DU0912C88
      US07274MH400
      Financial Company Commercial Paper
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0231
      397847100.34
      397847100.34
      0.0044
      N
      N
      Y
      N
    
    
      BAYERISCHE LANDESBANK (NEW YORK BRANCH)
      BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
      07274MH57
      VDYMYTQGZZ6DU0912C88
      US07274MH574
      Financial Company Commercial Paper
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0231
      502774560.43
      502774560.43
      0.0056
      N
      N
      Y
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 0.000000%
      07644BH21
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0228
      49987328.00
      49987328.00
      0.0006
      N
      N
      Y
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 0.000000%
      07644BJC7
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-09-12
      2022-09-12
      2022-09-12
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0250
      59812500.00
      59812500.00
      0.0007
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.730000%
      07644CHZ6
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2023-02-02
      2023-02-02
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0277
      89006755.10
      89006755.10
      0.0010
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.700000%
      07644CJB7
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-11-28
      2022-11-28
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0275
      95982845.76
      95982845.76
      0.0011
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.490000%
      07644DLM8
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-08-25
      2022-08-25
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0257
      99995143.00
      99995143.00
      0.0011
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.520000%
      07644DLQ9
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-11-22
      2022-11-22
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0267
      99955308.00
      99955308.00
      0.0011
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.760000%
      07644DLT3
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2023-02-15
      2023-02-15
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0290
      249811647.50
      249811647.50
      0.0028
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.820000%
      07644DLV8
      5493000JWH1Z48FX0180
      US07644DLV81
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2023-03-24
      2023-03-24
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0287
      190936169.71
      190936169.71
      0.0021
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 1.700000%
      07645RCX2
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-09-01
      2022-09-01
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0258
      5999375.46
      5999375.46
      0.0001
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.520000%
      07645RCZ7
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-11-09
      2022-11-09
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0267
      144942758.35
      144942758.35
      0.0016
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 2.730000%
      07645RDA1
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2023-02-01
      2023-02-01
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0291
      127884609.28
      127884609.28
      0.0014
      N
      N
      N
      N
    
    
      BLUE MOUNTAIN ENTERPRISES, LLC
      VARIABLE RATE DEMAND BONDS SERIES 2013 2.360000%
      095770AA1
      5493002IBX1P8Z363V65
      US095770AA14
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2043-09-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0236
      2610000.00
      2610000.00
      0.0000
      N
      N
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 2.690000%
      09660YGS0
      R0MUWSFPU8MPRO8K5P83
      0000872786
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-28
      2022-11-28
      N
      N
      N
      0.0264
      57009383.34
      57009383.34
      0.0006
      N
      N
      N
      N
    
    
      CAFCO LLC
      CAFCO LLC 0.000000%
      1247P3H13
      8O46YQAGJ63WE5QHIG35
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0229
      27294792.53
      27294792.53
      0.0003
      N
      Y
      Y
      N
    
    
      CAFCO LLC
      CAFCO LLC 0.000000%
      1247P3LF7
      8O46YQAGJ63WE5QHIG35
      US1247P3LF71
      Asset Backed Commercial Paper
      Y
      2022-11-15
      2022-11-15
      2022-11-15
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0294
      49554614.00
      49554614.00
      0.0005
      N
      N
      N
      N
    
    
      CRC FUNDING LLC
      CRC FUNDING LLC 0.000000%
      12619UH12
      549300HKCCNTZDBBEN75
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0229
      28294601.78
      28294601.78
      0.0003
      N
      Y
      Y
      N
    
    
      CRC FUNDING LLC
      CRC FUNDING LLC 0.000000%
      12619UL25
      549300HKCCNTZDBBEN75
      US12619UL255
      Asset Backed Commercial Paper
      Y
      2022-11-02
      2022-11-02
      2022-11-02
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0292
      74417000.25
      74417000.25
      0.0008
      N
      N
      N
      N
    
    
      CRC FUNDING LLC
      CRC FUNDING LLC 0.000000%
      12619ULA7
      549300HKCCNTZDBBEN75
      US12619ULA78
      Asset Backed Commercial Paper
      Y
      2022-11-10
      2022-11-10
      2022-11-10
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0297
      74356933.50
      74356933.50
      0.0008
      N
      N
      N
      N
    
    
      CRC FUNDING LLC
      CRC FUNDING LLC 0.000000%
      12619ULE9
      549300HKCCNTZDBBEN75
      US12619ULE90
      Asset Backed Commercial Paper
      Y
      2022-11-14
      2022-11-14
      2022-11-14
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0300
      74326125.00
      74326125.00
      0.0008
      N
      N
      N
      N
    
    
      CRC FUNDING LLC
      CRC FUNDING LLC 0.000000%
      12619ULF6
      549300HKCCNTZDBBEN75
      US12619ULF65
      Asset Backed Commercial Paper
      Y
      2022-11-15
      2022-11-15
      2022-11-15
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0300
      74318295.75
      74318295.75
      0.0008
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.350000%
      13606CYE8
      549300H8L46OOZOFHU82
      0000800030
      Certificate of Deposit
      Y
      2022-11-04
      2022-11-04
      2022-11-04
      N
      N
      N
      0.0259
      238541124.00
      238541124.00
      0.0026
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.450000%
      13606KDB9
      549300H8L46OOZOFHU82
      0000800030
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0245
      460998003.87
      460998003.87
      0.0051
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.920000%
      13606KJM9
      549300H8L46OOZOFHU82
      US13606KJM99
      0000800030
      Certificate of Deposit
      Y
      2022-12-20
      2022-12-20
      2022-12-20
      N
      N
      N
      0.0291
      287996670.72
      287996670.72
      0.0032
      N
      N
      N
      N
    
    
      CAROL ALLEN LIQUIDITY TRUST II
      TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2021 2.480000%
      14372RAA9
      US14372RAA95
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2071-12-01
      Y
      
        Comerica Bank
        1.0000
        7
        N
      
      N
      N
      0.0248
      26110000.00
      26110000.00
      0.0003
      N
      N
      Y
      N
    
    
      CELLMARK, INC
      TAXABLE NOTES SERIES 2018A 2.450000%
      15118CAA8
      549300JWG1LWHVNYN325
      US15118CAA80
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2038-06-01
      Y
      
        Swedbank AB
        1.0000
        7
        N
      
      N
      N
      0.0245
      48000000.00
      48000000.00
      0.0005
      N
      N
      Y
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 1.930000%
      15963RCK7
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-11-07
      2022-11-07
      N
      Y
      
        JPMorgan Chase Bank NA
        1.0000
      
      N
      0.0270
      99993778.00
      99993778.00
      0.0011
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963UH25
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      Y
      
        JPMorgan Chase Bank NA
        1.0000
      
      N
      0.0229
      120969198.24
      120969198.24
      0.0013
      N
      N
      Y
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963UJ23
      549300EEWRNP448AMT79
      US15963UJ233
      Asset Backed Commercial Paper
      Y
      2022-09-02
      2022-09-02
      2022-09-02
      N
      Y
      
        JPMorgan Chase Bank NA
        1.0000
      
      N
      0.0239
      179581224.60
      179581224.60
      0.0020
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963UL87
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      2022-11-08
      2022-11-08
      2022-11-08
      N
      Y
      
        JPMorgan Chase Bank NA
        1.0000
      
      N
      0.0291
      148765375.50
      148765375.50
      0.0016
      N
      N
      N
      N
    
    
      CHARTA LLC
      CHARTA LLC 0.000000%
      16115WH18
      5493000FNFK79LCM6M65
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0229
      8498378.63
      8498378.63
      0.0001
      N
      Y
      Y
      N
    
    
      CHARTA LLC
      CHARTA LLC 0.000000%
      16115WLF2
      5493000FNFK79LCM6M65
      US16115WLF22
      Asset Backed Commercial Paper
      Y
      2022-11-15
      2022-11-15
      2022-11-15
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0295
      99106200.00
      99106200.00
      0.0011
      N
      N
      N
      N
    
    
      CITIBANK NA
      CITIBANK NA 3.020000%
      17305T3H3
      E57ODZWZ7FF32TWEFA76
      US17305T3H37
      0000036684
      Certificate of Deposit
      Y
      2023-01-03
      2023-01-03
      2023-01-03
      N
      N
      N
      0.0330
      394504670.00
      394504670.00
      0.0044
      N
      N
      N
      N
    
    
      CITIBANK NA
      CITIBANK NA 2.300000%
      17305T3M2
      E57ODZWZ7FF32TWEFA76
      US17305T3M22
      0000036684
      Certificate of Deposit
      Y
      2022-09-27
      2022-09-27
      2022-09-27
      N
      N
      N
      0.0256
      481791838.66
      481791838.66
      0.0053
      N
      N
      N
      N
    
    
      CITIBANK NA
      CITIBANK NA 2.300000%
      17305T3N0
      E57ODZWZ7FF32TWEFA76
      US17305T3N05
      0000036684
      Certificate of Deposit
      Y
      2022-09-28
      2022-09-28
      2022-09-28
      N
      N
      N
      0.0257
      499771190.00
      499771190.00
      0.0055
      N
      N
      N
      N
    
    
      CITIBANK NA
      CITIBANK NA 3.550000%
      17305T4X7
      E57ODZWZ7FF32TWEFA76
      US17305T4X77
      0000036684
      Certificate of Deposit
      Y
      2023-02-01
      2023-02-01
      2023-02-01
      N
      N
      N
      0.0349
      300091260.00
      300091260.00
      0.0033
      N
      N
      N
      N
    
    
      CITIBANK NA
      CITIBANK NA 3.600000%
      17305T5J7
      E57ODZWZ7FF32TWEFA76
      US17305T5J74
      0000036684
      Certificate of Deposit
      Y
      2023-02-07
      2023-02-07
      2023-02-07
      N
      N
      N
      0.0352
      560236605.60
      560236605.60
      0.0062
      N
      N
      N
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      CITIGROUP GLOBAL MARKETS INC 0.000000%
      17327BJ14
      MBNUM2BPBDO7JBLYG310
      0000315030
      Financial Company Commercial Paper
      Y
      2022-09-01
      2022-09-01
      2022-09-01
      N
      N
      N
      0.0250
      94775604.30
      94775604.30
      0.0011
      N
      N
      N
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      CITIGROUP GLOBAL MARKETS INC 0.000000%
      17327BK38
      MBNUM2BPBDO7JBLYG310
      0000315030
      Financial Company Commercial Paper
      Y
      2022-10-03
      2022-10-03
      2022-10-03
      N
      N
      N
      0.0262
      149280325.50
      149280325.50
      0.0017
      N
      N
      N
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      CITIGROUP GLOBAL MARKETS INC 0.000000%
      17327BK46
      MBNUM2BPBDO7JBLYG310
      0000315030
      Financial Company Commercial Paper
      Y
      2022-10-04
      2022-10-04
      2022-10-04
      N
      N
      N
      0.0262
      125384671.44
      125384671.44
      0.0014
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 2.770000%
      19424G4L3
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-10-05
      2022-10-05
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0262
      248070317.92
      248070317.92
      0.0028
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 2.630000%
      19424G4T6
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-10-19
      2022-10-19
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0265
      91995542.60
      91995542.60
      0.0010
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 2.720000%
      19424G5J7
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-12-12
      2022-12-12
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0279
      76979111.44
      76979111.44
      0.0009
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 2.730000%
      19424G5M0
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-12-06
      2022-12-06
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0278
      193965035.38
      193965035.38
      0.0022
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 2.720000%
      19424G5P3
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-12-14
      2022-12-14
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0280
      214937548.95
      214937548.95
      0.0024
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 2.820000%
      19424G5U2
      549300ZLXI3T111CH173
      US19424G5U24
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2023-01-17
      2023-01-17
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0287
      84979350.10
      84979350.10
      0.0009
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
      19424JJ15
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-09-01
      2022-09-01
      2022-09-01
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0242
      147661458.88
      147661458.88
      0.0016
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
      19424JJS6
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-09-26
      2022-09-26
      2022-09-26
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0254
      90621485.50
      90621485.50
      0.0010
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
      COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.720000%
      20271EZC6
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Certificate of Deposit
      Y
      2022-09-22
      2022-09-22
      2022-09-22
      N
      N
      N
      0.0250
      149821024.50
      149821024.50
      0.0017
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.440000%
      21684LCP5
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-22
      2022-08-22
      N
      N
      N
      0.0245
      254997638.70
      254997638.70
      0.0028
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.440000%
      21684LCR1
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0246
      299996079.00
      299996079.00
      0.0033
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.450000%
      21684LCS9
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-08-01
      2022-09-23
      2022-09-23
      N
      N
      N
      0.0259
      131971477.44
      131971477.44
      0.0015
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.440000%
      21684LD33
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-08-01
      2022-09-09
      2022-09-09
      N
      N
      N
      0.0254
      157981495.04
      157981495.04
      0.0018
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.630000%
      21684LDJ8
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-21
      2022-11-21
      N
      N
      N
      0.0269
      249952160.00
      249952160.00
      0.0028
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.630000%
      21684LDK5
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-21
      2022-11-21
      N
      N
      N
      0.0269
      99980865.00
      99980865.00
      0.0011
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.600000%
      22536AQH0
      254900BN8XS34XZDJ223
      0001330437
      Certificate of Deposit
      Y
      2022-09-01
      2022-09-01
      2022-09-01
      N
      N
      N
      0.0236
      29778336.00
      29778336.00
      0.0003
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 2.410000%
      22536AVB7
      254900BN8XS34XZDJ223
      US22536AVB78
      0001330437
      Certificate of Deposit
      Y
      2022-09-28
      2022-09-28
      2022-09-28
      N
      N
      N
      0.0256
      63983090.56
      63983090.56
      0.0007
      N
      N
      N
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305EJW4
      ATUEL7OJR5057F2PV266
      US23305EJW49
      0001501323
      Financial Company Commercial Paper
      Y
      2022-09-30
      2022-09-30
      2022-09-30
      N
      N
      N
      0.0253
      484846364.25
      484846364.25
      0.0054
      N
      N
      N
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305EKK8
      ATUEL7OJR5057F2PV266
      US23305EKK81
      0001501323
      Financial Company Commercial Paper
      Y
      2022-10-19
      2022-10-19
      2022-10-19
      N
      N
      N
      0.0273
      245464072.49
      245464072.49
      0.0027
      N
      N
      N
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305EKL6
      ATUEL7OJR5057F2PV266
      US23305EKL64
      0001501323
      Financial Company Commercial Paper
      Y
      2022-10-20
      2022-10-20
      2022-10-20
      N
      N
      N
      0.0274
      90425132.98
      90425132.98
      0.0010
      N
      N
      N
      N
    
    
      DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
      DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 2.310000%
      23344J4Z5
      5493005PGG4HB3CD7345
      US23344J4Z51
      0001694217
      Certificate of Deposit
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0229
      677002687.69
      677002687.69
      0.0075
      N
      N
      Y
      N
    
    
      EAGLE CNTY
      RB (BC HOUSING) SERIES 1997B 2.450000%
      269476AB3
      US269476AB37
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2027-06-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0245
      1500000.00
      1500000.00
      0.0000
      N
      N
      Y
      N
    
    
      EAGLE CNTY
      RB (TARNES AT BC) SERIES 1999B 2.450000%
      269476AD9
      US269476AD92
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2039-05-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0245
      2410000.00
      2410000.00
      0.0000
      N
      N
      Y
      N
    
    
      ERSTE FINANCE (DELAWARE) LLC
      ERSTE FINANCE (DELAWARE) LLC 0.000000%
      2960E3H12
      US2960E3H123
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      Y
      
        ERSTE GROUP BANK AG
        1.0000
      
      N
      0.0235
      289943328.20
      289943328.20
      0.0032
      N
      Y
      Y
      N
    
    
      ERSTE FINANCE (DELAWARE) LLC
      ERSTE FINANCE (DELAWARE) LLC 0.000000%
      2960E3H38
      US2960E3H388
      Financial Company Commercial Paper
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      Y
      
        ERSTE GROUP BANK AG
        1.0000
      
      N
      0.0235
      197935513.38
      197935513.38
      0.0022
      N
      N
      Y
      N
    
    
      ERSTE FINANCE (DELAWARE) LLC
      ERSTE FINANCE (DELAWARE) LLC 0.000000%
      2960E3H53
      Financial Company Commercial Paper
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      Y
      
        ERSTE GROUP BANK AG
        1.0000
      
      N
      0.0235
      406814420.21
      406814420.21
      0.0045
      N
      N
      Y
      N
    
    
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC
      FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
      31428GJM6
      549300B2Q47IR0CR5B54
      US31428GJM69
      Financial Company Commercial Paper
      Y
      2022-09-21
      2022-09-21
      2022-09-21
      N
      N
      N
      0.0249
      199252700.00
      199252700.00
      0.0022
      N
      N
      N
      N
    
    
      GOTHAM FUNDING CORP
      GOTHAM FUNDING CORP 0.000000%
      38346MH31
      549300Z2ZR7VTUMRPR17
      Asset Backed Commercial Paper
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      Y
      
        MUFG BANK LTD
        1.0000
      
      N
      0.0229
      399872668.00
      399872668.00
      0.0044
      N
      N
      Y
      N
    
    
      GOTHAM FUNDING CORP
      GOTHAM FUNDING CORP 0.000000%
      38346MKR4
      549300Z2ZR7VTUMRPR17
      US38346MKR42
      Asset Backed Commercial Paper
      Y
      2022-10-25
      2022-10-25
      2022-10-25
      N
      Y
      
        MUFG BANK LTD
        1.0000
      
      N
      0.0284
      99306511.00
      99306511.00
      0.0011
      N
      N
      N
      N
    
    
      GOTHAM FUNDING CORP
      GOTHAM FUNDING CORP 0.000000%
      38346MKU7
      549300Z2ZR7VTUMRPR17
      US38346MKU70
      Asset Backed Commercial Paper
      Y
      2022-10-28
      2022-10-28
      2022-10-28
      N
      Y
      
        MUFG BANK LTD
        1.0000
      
      N
      0.0286
      198553606.00
      198553606.00
      0.0022
      N
      N
      N
      N
    
    
      GOTHAM FUNDING CORP
      GOTHAM FUNDING CORP 0.000000%
      38346ML36
      549300Z2ZR7VTUMRPR17
      US38346ML369
      Asset Backed Commercial Paper
      Y
      2022-11-03
      2022-11-03
      2022-11-03
      N
      Y
      
        MUFG BANK LTD
        1.0000
      
      N
      0.0290
      89297962.20
      89297962.20
      0.0010
      N
      N
      N
      N
    
    
      HARTFORD HEALTHCARE CORP
      TAXABLE BONDS SERIES C 2.340000%
      41652PAA7
      549300W3L482NUDOFF24
      US41652PAA75
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2049-07-01
      Y
      
        JPMorgan Chase Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0234
      49000000.00
      49000000.00
      0.0005
      N
      N
      Y
      N
    
    
      Illinois Housing Development Auth
      HOUSING BONDS SERIES 2017A2 2.320000%
      45201LA21
      54930053Z6M9JVHBQZ16
      US45201LA214
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2048-07-01
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        Y
      
      N
      N
      0.0232
      23800000.00
      23800000.00
      0.0003
      N
      N
      Y
      N
    
    
      ILLINOIS HSG DEV AUTH 2016
      M/F RB SERIES 2022C 2.350000%
      45202BLE4
      54930053Z6M9JVHBQZ16
      US45202BLE47
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2052-01-01
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        Y
      
      N
      N
      0.0235
      11760000.00
      11760000.00
      0.0001
      N
      N
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 1.940000%
      46650WAW5
      ZBUT11V806EZRVTWT807
      0000782124
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-28
      2022-11-28
      N
      N
      N
      0.0276
      191949409.92
      191949409.92
      0.0021
      N
      N
      N
      N
    
    
      KNOX INDIANA
      ECONOMIC DEVELOPMENT RB (TOLL IN) SERIES 2014 2.150000%
      499588AP6
      US499588AP62
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2046-02-01
      Y
      
        TRUIST BANK
        1.0000
        7
        N
      
      N
      N
      0.0215
      11300000.00
      11300000.00
      0.0001
      N
      N
      Y
      N
    
    
      LABCON NORTH AMERICA
      TAXABLE BONDS SERIES 2010 2.300000%
      50537AAA2
      US50537AAA25
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2040-01-01
      Y
      
        Bank of the West
        1.0000
        7
        N
      
      N
      N
      0.0230
      995000.00
      995000.00
      0.0000
      N
      N
      Y
      N
    
    
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.120000%
      51501H4G1
      B81CK4ESI35472RHJ606
      US51501H4G17
      Certificate of Deposit
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0233
      519988133.60
      519988133.60
      0.0058
      N
      N
      Y
      N
    
    
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.220000%
      51501H4J5
      B81CK4ESI35472RHJ606
      US51501H4J55
      Certificate of Deposit
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0233
      350994868.38
      350994868.38
      0.0039
      N
      N
      Y
      N
    
    
      LEGACY CAPITAL COMPANY LLC
      LEGACY CAPITAL COMPANY LLC 0.000000%
      52468KKK6
      549300R17K287CL1GQ68
      US52468KKK69
      Asset Backed Commercial Paper
      Y
      2022-10-19
      2022-10-19
      2022-10-19
      N
      Y
      
        MACQUARIE BANK LTD
        1.0000
      
      N
      0.0287
      117228608.04
      117228608.04
      0.0013
      N
      N
      N
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RH84
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-08-08
      2022-08-08
      2022-08-08
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0235
      149902083.00
      149902083.00
      0.0017
      N
      N
      N
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RH92
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-08-09
      2022-08-09
      2022-08-09
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0235
      103425617.66
      103425617.66
      0.0011
      N
      N
      N
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RHK7
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-08-19
      2022-08-19
      2022-08-19
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0238
      65908485.72
      65908485.72
      0.0007
      N
      N
      N
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RHN1
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-08-22
      2022-08-22
      2022-08-22
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0237
      49920900.00
      49920900.00
      0.0006
      N
      N
      N
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RJF6
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-09-15
      2022-09-15
      2022-09-15
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0246
      65783432.22
      65783432.22
      0.0007
      N
      N
      N
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RK49
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-10-04
      2022-10-04
      2022-10-04
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0260
      26869551.12
      26869551.12
      0.0003
      N
      N
      N
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RKR8
      969500DWS97CYSHCPT49
      US53944RKR83
      Asset Backed Commercial Paper
      Y
      2022-10-25
      2022-10-25
      2022-10-25
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0287
      49550045.81
      49550045.81
      0.0005
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.980000%
      55380T2K5
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-30
      2022-11-30
      N
      N
      N
      0.0268
      74011494.42
      74011494.42
      0.0008
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.860000%
      55380T4M9
      C3GTMMZIHMY46P4OIX74
      US55380T4M92
      0000852743
      Certificate of Deposit
      Y
      2022-08-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0256
      300022854.00
      300022854.00
      0.0033
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 2.830000%
      55380T4S6
      C3GTMMZIHMY46P4OIX74
      US55380T4S62
      0000852743
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-11
      2023-01-11
      N
      N
      N
      0.0282
      485012590.60
      485012590.60
      0.0054
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 2.090000%
      55380T4Z0
      C3GTMMZIHMY46P4OIX74
      US55380T4Z06
      0000852743
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-17
      2023-01-17
      N
      N
      N
      0.0284
      200996090.55
      200996090.55
      0.0022
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.720000%
      55380TM64
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-24
      2022-08-24
      N
      N
      N
      0.0248
      262992173.12
      262992173.12
      0.0029
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.950000%
      55380TY87
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0265
      147018660.18
      147018660.18
      0.0016
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.950000%
      55380TZ29
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0265
      166018613.58
      166018613.58
      0.0018
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 0.340000%
      55380TZZ6
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-08-23
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0232
      204718516.55
      204718516.55
      0.0023
      N
      N
      N
      N
    
    
      MACON-BIBB CNTY INDUSTRIAL AUTH
      IDRB SERIES 2015 2.380000%
      55553PAJ8
      US55553PAJ84
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2025-07-01
      Y
      
        Bank of America NA
        1.0000
        7
        N
      
      N
      N
      0.0238
      6840000.00
      6840000.00
      0.0001
      N
      N
      Y
      N
    
    
      MACQUARIE BANK LTD
      MACQUARIE BANK LTD 0.000000%
      55607LHH0
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      Y
      2022-08-17
      2022-08-17
      2022-08-17
      N
      N
      N
      0.0236
      182772062.52
      182772062.52
      0.0020
      N
      N
      N
      N
    
    
      MACQUARIE BANK LTD
      MACQUARIE BANK LTD 1.830000%
      55607NLZ1
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-22
      2022-08-22
      N
      N
      N
      0.0245
      331020902.65
      331020902.65
      0.0037
      N
      N
      N
      N
    
    
      MACQUARIE BANK LTD
      MACQUARIE BANK LTD 1.880000%
      55607NMQ0
      4ZHCHI4KYZG2WVRT8631
      US55607NMQ06
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-12
      2022-10-12
      N
      N
      N
      0.0262
      270902551.88
      270902551.88
      0.0030
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 2.460000%
      56274WAG5
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-08-17
      2022-08-17
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
      
      N
      0.0245
      99000605.88
      99000605.88
      0.0011
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 2.710000%
      56274WAV2
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-12-01
      2022-12-01
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
      
      N
      0.0278
      26993467.08
      26993467.08
      0.0003
      N
      N
      N
      N
    
    
      Southern California Metropolitan Water District
      SUB WATER REFUNDING RB SERIES 2021A 2.340000%
      59266TTK7
      5493003GD0S0P56RLT45
      US59266TTK78
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2042-07-01
      Y
      
        Bank of America NA
        1.0000
        7
        Y
      
      N
      N
      0.0234
      70995000.00
      70995000.00
      0.0008
      N
      N
      Y
      N
    
    
      Southern California Metropolitan Water District
      TAXABLE WATER REFUNDING RB SERIES 2022C2 2.250000%
      59266TUV1
      5493003GD0S0P56RLT45
      US59266TUV15
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2046-07-01
      Y
      
        PNC BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
      
      N
      N
      0.0225
      42000000.00
      42000000.00
      0.0005
      N
      N
      Y
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.470000%
      60683B4J9
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0239
      200005592.00
      200005592.00
      0.0022
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.650000%
      60683B5Y5
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-08-01
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0263
      174008640.84
      174008640.84
      0.0019
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.450000%
      60683B6G3
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-08-24
      2022-08-24
      2022-08-24
      N
      N
      N
      0.0233
      265829419.52
      265829419.52
      0.0029
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.610000%
      60683B6M0
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-08-01
      2022-09-06
      2022-09-06
      N
      N
      N
      0.0255
      7000417.06
      7000417.06
      0.0001
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.760000%
      60683B6V0
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0275
      200005782.00
      200005782.00
      0.0022
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
      60683CHC8
      JBONEPAGQXF4QP29B387
      0001462160
      Financial Company Commercial Paper
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0231
      34968544.80
      34968544.80
      0.0004
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
      60683CHK0
      JBONEPAGQXF4QP29B387
      0001462160
      Financial Company Commercial Paper
      Y
      2022-08-19
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0232
      40545125.85
      40545125.85
      0.0004
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.880000%
      60683DAC3
      JBONEPAGQXF4QP29B387
      US60683DAC39
      0001462160
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0287
      215005914.65
      215005914.65
      0.0024
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.910000%
      60683DAD1
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-11-01
      2022-11-01
      2022-11-01
      N
      N
      N
      0.0281
      110028683.60
      110028683.60
      0.0012
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (SINGAPORE BRANCH)
      MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
      60689QH31
      RB0PEZSDGCO3JS6CEU02
      Financial Company Commercial Paper
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0233
      97968353.84
      97968353.84
      0.0011
      N
      N
      Y
      N
    
    
      MIZUHO BANK LTD (SINGAPORE BRANCH)
      MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
      60689QH49
      RB0PEZSDGCO3JS6CEU02
      Financial Company Commercial Paper
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0233
      143944200.00
      143944200.00
      0.0016
      N
      N
      Y
      N
    
    
      MIZUHO BANK LTD (SINGAPORE BRANCH)
      MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
      60689QHJ6
      RB0PEZSDGCO3JS6CEU02
      Financial Company Commercial Paper
      Y
      2022-08-18
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0234
      99869889.00
      99869889.00
      0.0011
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (SINGAPORE BRANCH)
      MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
      60689QHK3
      RB0PEZSDGCO3JS6CEU02
      Financial Company Commercial Paper
      Y
      2022-08-19
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0234
      297592708.50
      297592708.50
      0.0033
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (SINGAPORE BRANCH)
      MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
      60689QHP2
      RB0PEZSDGCO3JS6CEU02
      Financial Company Commercial Paper
      Y
      2022-08-23
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0235
      24959149.25
      24959149.25
      0.0003
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (SINGAPORE BRANCH)
      MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
      60689QJ62
      RB0PEZSDGCO3JS6CEU02
      Financial Company Commercial Paper
      Y
      2022-09-06
      2022-09-06
      2022-09-06
      N
      N
      N
      0.0241
      14960886.30
      14960886.30
      0.0002
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 1.840000%
      60710R3T0
      RB0PEZSDGCO3JS6CEU02
      0001512734
      Certificate of Deposit
      Y
      2022-08-01
      2022-09-21
      2022-09-21
      N
      N
      N
      0.0261
      99994861.00
      99994861.00
      0.0011
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 2.350000%
      60710R4T9
      RB0PEZSDGCO3JS6CEU02
      US60710R4T90
      0001512734
      Certificate of Deposit
      Y
      2022-10-05
      2022-10-05
      2022-10-05
      N
      N
      N
      0.0266
      199879930.00
      199879930.00
      0.0022
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 2.350000%
      60710R5P6
      RB0PEZSDGCO3JS6CEU02
      US60710R5P69
      0001512734
      Certificate of Deposit
      Y
      2022-10-03
      2022-10-03
      2022-10-03
      N
      N
      N
      0.0265
      270848096.37
      270848096.37
      0.0030
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 2.400000%
      60710R6T7
      RB0PEZSDGCO3JS6CEU02
      US60710R6T72
      0001512734
      Certificate of Deposit
      Y
      2022-10-07
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0268
      223878370.24
      223878370.24
      0.0025
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 2.450000%
      60710RBG9
      RB0PEZSDGCO3JS6CEU02
      US60710RBG92
      0001512734
      Certificate of Deposit
      Y
      2022-10-13
      2022-10-13
      2022-10-13
      N
      N
      N
      0.0271
      78955831.10
      78955831.10
      0.0009
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 2.740000%
      60710RFU4
      RB0PEZSDGCO3JS6CEU02
      US60710RFU41
      0001512734
      Certificate of Deposit
      Y
      2022-10-18
      2022-10-18
      2022-10-18
      N
      N
      N
      0.0274
      99999263.00
      99999263.00
      0.0011
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 1.870000%
      60710RHG3
      RB0PEZSDGCO3JS6CEU02
      US60710RHG39
      0001512734
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0259
      93006448.62
      93006448.62
      0.0010
      N
      N
      N
      N
    
    
      MUFG UNION BANK NA
      MUFG UNION BANK NA 2.800000%
      62478UFQ4
      OX3PU53ZLPQKJ4700D47
      0000016287
      Certificate of Deposit
      Y
      2022-10-17
      2022-10-17
      2022-10-17
      N
      N
      N
      0.0280
      200000000.00
      200000000.00
      0.0022
      N
      N
      N
      N
    
    
      MUFG UNION BANK NA
      MUFG UNION BANK NA 2.960000%
      62478UFR2
      OX3PU53ZLPQKJ4700D47
      US62478UFR23
      0000016287
      Certificate of Deposit
      Y
      2022-11-21
      2022-11-21
      2022-11-21
      N
      N
      N
      0.0293
      300033003.00
      300033003.00
      0.0033
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 2.440000%
      63254GST3
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-09-01
      2022-09-01
      N
      N
      N
      0.0248
      199991562.00
      199991562.00
      0.0022
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 2.610000%
      63254GTP0
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0260
      200006414.00
      200006414.00
      0.0022
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 2.640000%
      63254GTV7
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-27
      2022-10-27
      N
      N
      N
      0.0267
      299977533.00
      299977533.00
      0.0033
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 2.660000%
      63254GTY1
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-07
      2022-11-07
      N
      N
      N
      0.0269
      194982424.65
      194982424.65
      0.0022
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 2.660000%
      63254GTZ8
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-04
      2022-11-04
      N
      N
      N
      0.0269
      295978972.16
      295978972.16
      0.0033
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 2.830000%
      63254GUR4
      F8SB4JFBSYQFRQEH3Z21
      US63254GUR46
      0000833029
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-02-01
      2023-02-01
      N
      N
      N
      0.0285
      87989989.12
      87989989.12
      0.0010
      N
      N
      N
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 2.440000%
      63307NFP7
      BSGEFEIOM18Y80CKCV46
      0000926171
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0230
      52001180.92
      52001180.92
      0.0006
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 2.450000%
      63307NFY8
      BSGEFEIOM18Y80CKCV46
      0000926171
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-30
      2022-08-30
      N
      N
      N
      0.0247
      164996617.50
      164996617.50
      0.0018
      N
      N
      N
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 2.830000%
      63307NGX9
      BSGEFEIOM18Y80CKCV46
      US63307NGX93
      0000926171
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-01-19
      2023-01-19
      N
      N
      N
      0.0283
      336996448.02
      336996448.02
      0.0037
      N
      N
      N
      N
    
    
      NATIXIS (NEW YORK BRANCH)
      NATIXIS (NEW YORK BRANCH) 1.430000%
      63873QTQ7
      2549003L5ZG5M2ZSE107
      0001503859
      Certificate of Deposit
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0229
      149985469.50
      149985469.50
      0.0017
      N
      N
      Y
      N
    
    
      NATIXIS (NEW YORK BRANCH)
      NATIXIS (NEW YORK BRANCH) 2.950000%
      63873QVD3
      2549003L5ZG5M2ZSE107
      US63873QVD32
      0001503859
      Certificate of Deposit
      Y
      2022-11-01
      2022-11-01
      2022-11-01
      N
      N
      N
      0.0282
      147051183.93
      147051183.93
      0.0016
      N
      N
      N
      N
    
    
      NEW VIRIDIAN EDGE
      M/F HOUSING RB (VIRIDIAN EDGE APTS) SERIES 2022 2.450000%
      64909NAA5
      US64909NAA54
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2062-05-01
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        N
      
      N
      N
      0.0245
      29000000.00
      29000000.00
      0.0003
      N
      N
      Y
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 1.680000%
      65558UNH1
      529900ODI3047E2LIV03
      0001002614
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0245
      137994768.42
      137994768.42
      0.0015
      N
      N
      N
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 1.690000%
      65558UNW8
      529900ODI3047E2LIV03
      US65558UNW89
      0001002614
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-29
      2022-08-29
      N
      N
      N
      0.0247
      349992181.00
      349992181.00
      0.0039
      N
      N
      N
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 1.900000%
      65558USM5
      529900ODI3047E2LIV03
      0001002614
      Certificate of Deposit
      Y
      2022-08-01
      2022-10-28
      2022-10-28
      N
      N
      N
      0.0262
      194013572.24
      194013572.24
      0.0022
      N
      N
      N
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 2.680000%
      65558UTK8
      529900ODI3047E2LIV03
      0001002614
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0267
      38800729.44
      38800729.44
      0.0004
      N
      N
      N
      N
    
    
      NORINCHUKIN BANK (NEW YORK BRANCH)
      NORINCHUKIN BANK (NEW YORK BRANCH) 2.310000%
      65602YJ92
      549300KQZJBM38M51L16
      Certificate of Deposit
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0231
      89000000.00
      89000000.00
      0.0010
      N
      N
      Y
      N
    
    
      NUVEEN PREFERRED & INCOME SECURITIES FUND
      TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 2.470000%
      67072C881
      1V4KW82TOLZ6S7J7N128
      US67072C8819
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2032-07-01
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
      
      N
      N
      0.0247
      72000000.00
      72000000.00
      0.0008
      N
      N
      Y
      N
    
    
      NUVEEN FLOATING RATE INCOME FUND
      VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 2.470000%
      67072T850
      HJXCPP3KYE3BVU373P27
      US67072T8505
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2031-01-01
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
        7
        N
      
      N
      N
      0.0247
      31000000.00
      31000000.00
      0.0003
      N
      N
      Y
      N
    
    
      NUVEEN CREDIT STRATEGIES INCOME FUND
      TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 2.470000%
      67073D854
      W4CSTD4RDGQSJ4FOVO30
      US67073D8544
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2032-07-01
      Y
      
        Societe Generale SA
        1.0000
        7
        N
      
      N
      N
      0.0247
      30000000.00
      30000000.00
      0.0003
      N
      N
      Y
      N
    
    
      NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
      VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 2.470000%
      67074X305
      N0WOEFO1WOMLJYH1PV29
      US67074X3052
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2029-11-01
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
      
      N
      N
      0.0247
      19000000.00
      19000000.00
      0.0002
      N
      N
      Y
      N
    
    
      OLD LINE FUNDING LLC
      OLD LINE FUNDING LLC 0.000000%
      67983UJC8
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      Y
      2022-09-12
      2022-09-12
      2022-09-12
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0255
      59808750.00
      59808750.00
      0.0007
      N
      N
      N
      N
    
    
      OLD LINE FUNDING LLC
      OLD LINE FUNDING LLC 0.000000%
      67983UJD6
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      Y
      2022-09-13
      2022-09-13
      2022-09-13
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0256
      91699410.24
      91699410.24
      0.0010
      N
      N
      N
      N
    
    
      OLD LINE FUNDING LLC
      OLD LINE FUNDING LLC 0.000000%
      67983UJG9
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      Y
      2022-09-16
      2022-09-16
      2022-09-16
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0258
      48828061.94
      48828061.94
      0.0005
      N
      N
      N
      N
    
    
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.680000%
      69033MJ65
      5493007O3QFXCPOGWK22
      US69033MJ658
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-10
      2022-08-10
      N
      N
      N
      0.0235
      190004375.70
      190004375.70
      0.0021
      N
      N
      N
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION LTD
      OVERSEA-CHINESE BANKING CORPORATION LTD 2.010000%
      69033ML47
      5493007O3QFXCPOGWK22
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-12-23
      2022-12-23
      N
      N
      N
      0.0278
      54994156.80
      54994156.80
      0.0006
      N
      N
      N
      N
    
    
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.010000%
      69033MN52
      5493007O3QFXCPOGWK22
      Certificate of Deposit
      Y
      2022-08-01
      2023-02-27
      2023-02-27
      N
      N
      N
      0.0289
      83036278.09
      83036278.09
      0.0009
      N
      N
      N
      N
    
    
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.710000%
      69033MP35
      5493007O3QFXCPOGWK22
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-06
      2022-12-06
      N
      N
      N
      0.0277
      98976877.56
      98976877.56
      0.0011
      N
      N
      N
      N
    
    
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.060000%
      69033MQ42
      5493007O3QFXCPOGWK22
      US69033MQ422
      Certificate of Deposit
      Y
      2022-08-01
      2023-03-22
      2023-03-22
      N
      N
      N
      0.0289
      199894588.00
      199894588.00
      0.0022
      N
      N
      N
      N
    
    
      PHILIP MORRIS INTERNATIONAL INC
      PHILIP MORRIS INTERNATIONAL INC 0.000000%
      71838MH11
      HL3H1H2BGXWVG3BSWR90
      US71838MH114
      Non-Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0229
      47990823.84
      47990823.84
      0.0005
      N
      Y
      Y
      N
    
    
      PHILIP MORRIS INTERNATIONAL INC
      PHILIP MORRIS INTERNATIONAL INC 0.000000%
      71838MH29
      HL3H1H2BGXWVG3BSWR90
      Non-Financial Company Commercial Paper
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0230
      35990816.04
      35990816.04
      0.0004
      N
      N
      Y
      N
    
    
      PHILIP MORRIS INTERNATIONAL INC
      PHILIP MORRIS INTERNATIONAL INC 0.000000%
      71838MH37
      HL3H1H2BGXWVG3BSWR90
      US71838MH379
      Non-Financial Company Commercial Paper
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0230
      59980841.40
      59980841.40
      0.0007
      N
      N
      Y
      N
    
    
      PRICOA SHORT TERM FUNDING LLC
      PRICOA SHORT TERM FUNDING LLC 0.000000%
      74154GH55
      Asset Backed Commercial Paper
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      Y
      
        PRUDENTIAL INSURANCE COMPANY OF AMERICA
        1.0000
      
      N
      0.0229
      47978673.12
      47978673.12
      0.0005
      N
      N
      Y
      N
    
    
      PRICOA SHORT TERM FUNDING LLC
      PRICOA SHORT TERM FUNDING LLC 0.000000%
      74154GK77
      Asset Backed Commercial Paper
      Y
      2022-10-07
      2022-10-07
      2022-10-07
      N
      Y
      
        PRUDENTIAL INSURANCE COMPANY OF AMERICA
        1.0000
      
      N
      0.0265
      24871423.50
      24871423.50
      0.0003
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KH38
      Asset Backed Commercial Paper
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0231
      98968182.39
      98968182.39
      0.0011
      N
      N
      Y
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KJN2
      Asset Backed Commercial Paper
      Y
      2022-09-22
      2022-09-22
      2022-09-22
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0251
      249042465.00
      249042465.00
      0.0028
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KKB6
      Asset Backed Commercial Paper
      Y
      2022-10-11
      2022-10-11
      2022-10-11
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0273
      207828881.04
      207828881.04
      0.0023
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KKC4
      Asset Backed Commercial Paper
      Y
      2022-10-12
      2022-10-12
      2022-10-12
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0274
      74571875.25
      74571875.25
      0.0008
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KKK6
      US76582KKK69
      Asset Backed Commercial Paper
      Y
      2022-10-19
      2022-10-19
      2022-10-19
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0284
      191753262.46
      191753262.46
      0.0021
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KKM2
      US76582KKM26
      Asset Backed Commercial Paper
      Y
      2022-10-21
      2022-10-21
      2022-10-21
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0286
      33772868.78
      33772868.78
      0.0004
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA (NEW YORK BRANCH)
      ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.780000%
      78012U6G5
      549300HXQQQCCUBS2Z23
      Certificate of Deposit
      Y
      2022-08-01
      2023-03-06
      2023-03-06
      N
      N
      N
      0.0287
      237868647.80
      237868647.80
      0.0026
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA (NEW YORK BRANCH)
      ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.780000%
      78012U6T7
      549300HXQQQCCUBS2Z23
      Certificate of Deposit
      Y
      2022-08-01
      2023-03-16
      2023-03-16
      N
      N
      N
      0.0288
      344279423.54
      344279423.54
      0.0038
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA (NEW YORK BRANCH)
      ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.790000%
      78012U7J8
      549300HXQQQCCUBS2Z23
      US78012U7J86
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-05
      2023-01-05
      N
      N
      N
      0.0282
      494923621.50
      494923621.50
      0.0055
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA (NEW YORK BRANCH)
      ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.790000%
      78012U7M1
      549300HXQQQCCUBS2Z23
      US78012U7M16
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-29
      2022-12-29
      N
      N
      N
      0.0281
      262971333.00
      262971333.00
      0.0029
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA (NEW YORK BRANCH)
      ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.790000%
      78015J2J5
      549300HXQQQCCUBS2Z23
      Certificate of Deposit
      Y
      2022-08-01
      2023-02-06
      2023-02-06
      N
      N
      N
      0.0285
      175949906.88
      175949906.88
      0.0020
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA (NEW YORK BRANCH)
      ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.080000%
      78015J4N4
      549300HXQQQCCUBS2Z23
      Certificate of Deposit
      Y
      2023-07-14
      2023-07-14
      2023-07-14
      N
      N
      N
      0.0369
      149535213.96
      149535213.96
      0.0017
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 2.460000%
      78015M5H9
      ES7IP3U3RHIGC71XBU11
      0000352613
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0245
      58999981.71
      58999981.71
      0.0007
      N
      N
      N
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285QHJ2
      PTCQB104N23FMNK2RZ28
      0000891478
      Financial Company Commercial Paper
      Y
      2022-08-18
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0234
      282632886.74
      282632886.74
      0.0031
      N
      N
      N
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285QJ76
      PTCQB104N23FMNK2RZ28
      0000891478
      Financial Company Commercial Paper
      Y
      2022-09-07
      2022-09-07
      2022-09-07
      N
      N
      N
      0.0246
      387938893.58
      387938893.58
      0.0043
      N
      N
      N
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285QK41
      PTCQB104N23FMNK2RZ28
      0000891478
      Financial Company Commercial Paper
      Y
      2022-10-04
      2022-10-04
      2022-10-04
      N
      N
      N
      0.0262
      77620098.66
      77620098.66
      0.0009
      N
      N
      N
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285QK74
      PTCQB104N23FMNK2RZ28
      US80285QK740
      0000891478
      Financial Company Commercial Paper
      Y
      2022-10-07
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0264
      61682336.18
      61682336.18
      0.0007
      N
      N
      N
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285QL73
      PTCQB104N23FMNK2RZ28
      US80285QL730
      0000891478
      Financial Company Commercial Paper
      Y
      2022-11-07
      2022-11-07
      2022-11-07
      N
      N
      N
      0.0282
      71430158.16
      71430158.16
      0.0008
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124MJP6
      549300MYF6MOTU9T3G29
      US82124MJP68
      Asset Backed Commercial Paper
      Y
      2022-09-23
      2022-09-23
      2022-09-23
      N
      Y
      
        Barclays Bank Plc
        1.0000
      
      N
      0.0258
      96610405.32
      96610405.32
      0.0011
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124MJS0
      549300MYF6MOTU9T3G29
      US82124MJS08
      Asset Backed Commercial Paper
      Y
      2022-09-26
      2022-09-26
      2022-09-26
      N
      Y
      
        Barclays Bank Plc
        1.0000
      
      N
      0.0260
      97582571.94
      97582571.94
      0.0011
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124MJU5
      549300MYF6MOTU9T3G29
      US82124MJU53
      Asset Backed Commercial Paper
      Y
      2022-09-28
      2022-09-28
      2022-09-28
      N
      Y
      
        Barclays Bank Plc
        1.0000
      
      N
      0.0262
      23395832.26
      23395832.26
      0.0003
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124MKL3
      549300MYF6MOTU9T3G29
      US82124MKL36
      Asset Backed Commercial Paper
      Y
      2022-10-20
      2022-10-20
      2022-10-20
      N
      Y
      
        Barclays Bank Plc
        1.0000
      
      N
      0.0285
      241403288.31
      241403288.31
      0.0027
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124MKS8
      549300MYF6MOTU9T3G29
      US82124MKS88
      Asset Backed Commercial Paper
      Y
      2022-10-26
      2022-10-26
      2022-10-26
      N
      Y
      
        Barclays Bank Plc
        1.0000
      
      N
      0.0291
      198559188.00
      198559188.00
      0.0022
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
      83050UH84
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-08
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0231
      289814078.10
      289814078.10
      0.0032
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
      83050UHC5
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0231
      205814863.68
      205814863.68
      0.0023
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.690000%
      83050WBE3
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-15
      2022-08-15
      N
      N
      N
      0.0240
      97001620.87
      97001620.87
      0.0011
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.890000%
      83050WBU7
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-26
      2022-10-26
      N
      N
      N
      0.0267
      60994357.50
      60994357.50
      0.0007
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.920000%
      83050WBZ6
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0271
      336956833.67
      336956833.67
      0.0037
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.930000%
      83050WCC6
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-17
      2022-11-17
      N
      N
      N
      0.0273
      90985184.29
      90985184.29
      0.0010
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.940000%
      83050WCF9
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0274
      26994884.31
      26994884.31
      0.0003
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.970000%
      83050WCR3
      F3JS33DEI6XQ4ZBPTN86
      US83050WCR34
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-12-27
      2022-12-27
      N
      N
      N
      0.0279
      111964522.88
      111964522.88
      0.0012
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 2.130000%
      83050WCS1
      F3JS33DEI6XQ4ZBPTN86
      US83050WCS17
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-04-06
      2023-04-06
      N
      N
      N
      0.0290
      171976109.20
      171976109.20
      0.0019
      N
      N
      N
      N
    
    
      SOCIETE GENERALE SA
      SOCIETE GENERALE SA 0.000000%
      83369CHX5
      O2RNE8IBXP4R0TD8PU41
      0001145665
      Financial Company Commercial Paper
      Y
      2022-08-31
      2022-08-31
      2022-08-31
      N
      N
      N
      0.0234
      301352487.84
      301352487.84
      0.0033
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORP
      STARBIRD FUNDING CORP 0.000000%
      85520MMK6
      549300A8DDPP6QJBB522
      US85520MMK61
      Asset Backed Commercial Paper
      Y
      2022-12-19
      2022-12-19
      2022-12-19
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0322
      94770581.76
      94770581.76
      0.0011
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORP
      STARBIRD FUNDING CORP 2.450000%
      85520PCE4
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      2022-08-01
      2022-08-10
      2022-08-10
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0236
      93002598.42
      93002598.42
      0.0010
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.460000%
      86564MCT3
      254900S1KUTSTBKJ6286
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0246
      206000391.40
      206000391.40
      0.0023
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.600000%
      86564MGW2
      254900S1KUTSTBKJ6286
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0228
      338009061.78
      338009061.78
      0.0037
      N
      Y
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.590000%
      86564MHS0
      254900S1KUTSTBKJ6286
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-10
      2022-08-10
      N
      N
      N
      0.0235
      285022389.60
      285022389.60
      0.0032
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.540000%
      86564MNG9
      254900S1KUTSTBKJ6286
      US86564MNG95
      Certificate of Deposit
      Y
      2022-10-19
      2022-10-19
      2022-10-19
      N
      N
      N
      0.0276
      151923799.36
      151923799.36
      0.0017
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
      86564XH49
      5493006GGLR4BTEL8O61
      Financial Company Commercial Paper
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0230
      64975137.50
      64975137.50
      0.0007
      N
      N
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
      86564XH80
      5493006GGLR4BTEL8O61
      Financial Company Commercial Paper
      Y
      2022-08-08
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0231
      205867931.34
      205867931.34
      0.0023
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
      86564XJL9
      5493006GGLR4BTEL8O61
      Financial Company Commercial Paper
      Y
      2022-09-20
      2022-09-20
      2022-09-20
      N
      N
      N
      0.0246
      153441583.68
      153441583.68
      0.0017
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
      86564XKJ2
      5493006GGLR4BTEL8O61
      US86564XKJ27
      Financial Company Commercial Paper
      Y
      2022-10-18
      2022-10-18
      2022-10-18
      N
      N
      N
      0.0274
      122242812.00
      122242812.00
      0.0014
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.710000%
      86565FFX5
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0228
      323004896.68
      323004896.68
      0.0036
      N
      Y
      Y
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.460000%
      86565FGG1
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0234
      188006348.76
      188006348.76
      0.0021
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.700000%
      86565FLH3
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0263
      370073426.50
      370073426.50
      0.0041
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.730000%
      86565FLS9
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0263
      177057112.59
      177057112.59
      0.0020
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.720000%
      86565FMB5
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-22
      2022-11-22
      N
      N
      N
      0.0263
      44012663.20
      44012663.20
      0.0005
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.730000%
      86565FMD1
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-06
      2022-12-06
      N
      N
      N
      0.0266
      180543280.29
      180543280.29
      0.0020
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.790000%
      86565FNN8
      549300MS3WYYVQ4HXM15
      US86565FNN86
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0270
      48667437.13
      48667437.13
      0.0005
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.790000%
      86565FPA4
      549300MS3WYYVQ4HXM15
      US86565FPA48
      Certificate of Deposit
      Y
      2022-08-01
      2022-12-27
      2022-12-27
      N
      N
      N
      0.0274
      46010528.02
      46010528.02
      0.0005
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.800000%
      86565FPN6
      549300MS3WYYVQ4HXM15
      US86565FPN68
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-13
      2023-01-13
      N
      N
      N
      0.0281
      162989171.91
      162989171.91
      0.0018
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.100000%
      86565FPV8
      549300MS3WYYVQ4HXM15
      US86565FPV84
      Certificate of Deposit
      Y
      2023-01-06
      2023-01-06
      2023-01-06
      N
      N
      N
      0.0333
      73924154.44
      73924154.44
      0.0008
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.130000%
      86959RC40
      NHBDILHZTYCNBV5UYZ31
      US86959RC400
      0001448613
      Certificate of Deposit
      Y
      2022-08-01
      2023-04-06
      2023-04-06
      N
      N
      N
      0.0291
      284944695.75
      284944695.75
      0.0032
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.130000%
      86959RC65
      NHBDILHZTYCNBV5UYZ31
      US86959RC657
      0001448613
      Certificate of Deposit
      Y
      2022-08-01
      2023-04-12
      2023-04-12
      N
      N
      N
      0.0291
      199953198.00
      199953198.00
      0.0022
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.150000%
      86959RC73
      NHBDILHZTYCNBV5UYZ31
      US86959RC731
      0001448613
      Certificate of Deposit
      Y
      2022-08-01
      2023-04-19
      2023-04-19
      N
      N
      N
      0.0292
      195968553.76
      195968553.76
      0.0022
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.830000%
      86959RD72
      NHBDILHZTYCNBV5UYZ31
      US86959RD721
      0001448613
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-26
      2023-01-26
      N
      N
      N
      0.0284
      498962066.02
      498962066.02
      0.0055
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.270000%
      86959RUP3
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0232
      241806729.12
      241806729.12
      0.0027
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.280000%
      86959RUR9
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-08-15
      2022-08-15
      2022-08-15
      N
      N
      N
      0.0232
      249758412.50
      249758412.50
      0.0028
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.370000%
      86959RVL1
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-09-02
      2022-09-02
      2022-09-02
      N
      N
      N
      0.0236
      89825595.30
      89825595.30
      0.0010
      N
      N
      N
      N
    
    
      SWEDBANK (NEW YORK BRANCH)
      SWEDBANK (NEW YORK BRANCH) 1.140000%
      87019WAV7
      M312WZV08Y7LYUC71685
      0001367624
      Certificate of Deposit
      Y
      2022-08-08
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0232
      199934300.00
      199934300.00
      0.0022
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 2.650000%
      87019YAK7
      M312WZV08Y7LYUC71685
      0001367624
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0267
      299987460.00
      299987460.00
      0.0033
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 2.670000%
      87019YAP6
      M312WZV08Y7LYUC71685
      0001367624
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0267
      199979226.00
      199979226.00
      0.0022
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 2.690000%
      87019YAX9
      M312WZV08Y7LYUC71685
      0001367624
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0267
      333019560.42
      333019560.42
      0.0037
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 2.720000%
      87019YBB6
      M312WZV08Y7LYUC71685
      0001367624
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-12-20
      2022-12-20
      N
      N
      N
      0.0277
      105977167.60
      105977167.60
      0.0012
      N
      N
      N
      N
    
    
      Tenderfoot Seasonal Housing, LLC
      TAXABLE NOTES SERIES 2000B 2.450000%
      88033VAB3
      US88033VAB36
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2035-07-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0245
      5885000.00
      5885000.00
      0.0001
      N
      N
      Y
      N
    
    
      THUNDER BAY FUNDING LLC
      THUNDER BAY FUNDING LLC 0.000000%
      88602UJT8
      549300D7DHGDB5EMW139
      US88602UJT88
      Asset Backed Commercial Paper
      Y
      2022-09-27
      2022-09-27
      2022-09-27
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0252
      69706583.10
      69706583.10
      0.0008
      N
      N
      N
      N
    
    
      THUNDER BAY FUNDING LLC
      THUNDER BAY FUNDING LLC 0.000000%
      88603HEQ7
      549300D7DHGDB5EMW139
      Asset Backed Commercial Paper
      Y
      2022-09-13
      2022-09-13
      2022-09-13
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0244
      94704296.35
      94704296.35
      0.0011
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.210000%
      89114WHZ1
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-08
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0232
      81951926.68
      81951926.68
      0.0009
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.690000%
      89114WPB5
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-01
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0234
      331981723.40
      331981723.40
      0.0037
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.950000%
      89114WU29
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-04
      2023-01-04
      N
      N
      N
      0.0279
      224891163.00
      224891163.00
      0.0025
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.940000%
      89114WV28
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-01
      2023-01-17
      2023-01-17
      N
      N
      N
      0.0283
      138993687.26
      138993687.26
      0.0015
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.010000%
      89114WXJ9
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-01
      2023-02-21
      2023-02-21
      N
      N
      N
      0.0287
      482688165.54
      482688165.54
      0.0054
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.010000%
      89114WXV2
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-01
      2023-02-24
      2023-02-24
      N
      N
      N
      0.0287
      282812801.16
      282812801.16
      0.0031
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.020000%
      89114WXW0
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-01
      2023-02-27
      2023-02-27
      N
      N
      N
      0.0288
      402741507.74
      402741507.74
      0.0045
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.030000%
      89114WYB5
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-08-01
      2023-03-02
      2023-03-02
      N
      N
      N
      0.0288
      228662504.93
      228662504.93
      0.0025
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.000000%
      89114WZK4
      PT3QB789TSUIDF371261
      US89114WZK43
      Certificate of Deposit
      Y
      2022-12-27
      2022-12-27
      2022-12-27
      N
      N
      N
      0.0297
      134010174.62
      134010174.62
      0.0015
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.110000%
      89115BBJ8
      PT3QB789TSUIDF371261
      US89115BBJ89
      Certificate of Deposit
      Y
      2022-08-01
      2023-02-27
      2023-02-27
      N
      N
      N
      0.0288
      342962098.50
      342962098.50
      0.0038
      N
      N
      N
      N
    
    
      TOTALENERGIES CAPITAL CANADA LTD
      TOTALENERGIES CAPITAL CANADA LTD 0.000000%
      89153QH29
      5299005IX98ZZ9LSGK46
      US89153QH291
      Non-Financial Company Commercial Paper
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      Y
      
        TOTALENERGIES SE
        1.0000
      
      N
      0.0232
      163157912.35
      163157912.35
      0.0018
      N
      N
      Y
      N
    
    
      TOYOTA CREDIT CANADA INC
      TOYOTA CREDIT CANADA INC 1.880000%
      89232BCX4
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0264
      49997777.50
      49997777.50
      0.0006
      N
      N
      N
      N
    
    
      TOYOTA CREDIT CANADA INC
      TOYOTA CREDIT CANADA INC 0.000000%
      89232DH23
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0231
      33991288.52
      33991288.52
      0.0004
      N
      N
      Y
      N
    
    
      TOYOTA CREDIT CANADA INC
      TOYOTA CREDIT CANADA INC 0.000000%
      89232DHN7
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      Y
      2022-08-22
      2022-08-22
      2022-08-22
      N
      N
      N
      0.0241
      41932632.00
      41932632.00
      0.0005
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      TOYOTA MOTOR CREDIT CORP 1.760000%
      89233BCH8
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0271
      99939331.00
      99939331.00
      0.0011
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      TOYOTA MOTOR CREDIT CORP 1.710000%
      89233BCK1
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0245
      149997432.00
      149997432.00
      0.0017
      N
      N
      N
      N
    
    
      TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
      TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
      89233FHC5
      724500OPA8GZSQUNSR96
      Non-Financial Company Commercial Paper
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0230
      134879354.55
      134879354.55
      0.0015
      N
      N
      N
      N
    
    
      TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
      TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
      89233FHN1
      724500OPA8GZSQUNSR96
      US89233FHN15
      Non-Financial Company Commercial Paper
      Y
      2022-08-22
      2022-08-22
      2022-08-22
      N
      N
      N
      0.0244
      83863191.72
      83863191.72
      0.0009
      N
      N
      N
      N
    
    
      TOYOTA FINANCE AUSTRALIA LTD
      TOYOTA FINANCE AUSTRALIA LTD 0.000000%
      89237EHK6
      3UKPTDP5PGQRH8AUK042
      Non-Financial Company Commercial Paper
      Y
      2022-08-19
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0233
      69904776.90
      69904776.90
      0.0008
      N
      N
      N
      N
    
    
      TOYOTA FINANCE AUSTRALIA LTD
      TOYOTA FINANCE AUSTRALIA LTD 0.000000%
      89237EKB2
      3UKPTDP5PGQRH8AUK042
      US89237EKB29
      Non-Financial Company Commercial Paper
      Y
      2022-10-11
      2022-10-11
      2022-10-11
      N
      N
      N
      0.0265
      99455894.00
      99455894.00
      0.0011
      N
      N
      N
      N
    
    
      Triborough Bridge & Tunnel Auth
      GENERAL REFUNDING RB SERIES 2018E 2.310000%
      89602RFE0
      54930020ZN4LQF7K3456
      US89602RFE09
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2032-11-15
      Y
      
        Bank of America NA
        1.0000
        7
        N
      
      N
      N
      0.0231
      8000000.00
      8000000.00
      0.0001
      N
      N
      Y
      N
    
    
      TRUIST BANK
      TRUIST BANK 2.100000%
      89788L3H5
      JJKC32MCHWDI71265Z06
      US89788L3H59
      Certificate of Deposit
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0232
      288993052.44
      288993052.44
      0.0032
      N
      N
      Y
      N
    
    
      TRUIST BANK
      TRUIST BANK 2.310000%
      89788L3J1
      JJKC32MCHWDI71265Z06
      US89788L3J16
      Certificate of Deposit
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0232
      675998742.64
      675998742.64
      0.0075
      N
      N
      Y
      N
    
    
      TRUIST BANK
      TRUIST BANK 2.310000%
      89788L3K8
      JJKC32MCHWDI71265Z06
      Certificate of Deposit
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0231
      241000000.00
      241000000.00
      0.0027
      N
      N
      Y
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 1.960000%
      90276JPB6
      BFM8T61CT2L1QCEMIK50
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0267
      50001261.50
      50001261.50
      0.0006
      N
      N
      N
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 2.030000%
      90276JPD2
      BFM8T61CT2L1QCEMIK50
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-02-16
      2023-02-16
      N
      N
      N
      0.0289
      294840944.85
      294840944.85
      0.0033
      N
      N
      N
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 1.990000%
      90276JPK6
      BFM8T61CT2L1QCEMIK50
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0277
      86986367.97
      86986367.97
      0.0010
      N
      N
      N
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 2.000000%
      90276JPL4
      BFM8T61CT2L1QCEMIK50
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-12-28
      2022-12-28
      N
      N
      N
      0.0282
      199939824.00
      199939824.00
      0.0022
      N
      N
      N
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 2.010000%
      90276JPN0
      BFM8T61CT2L1QCEMIK50
      US90276JPN09
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-12-21
      2022-12-21
      N
      N
      N
      0.0282
      199963386.00
      199963386.00
      0.0022
      N
      N
      N
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 2.110000%
      90276JPT7
      BFM8T61CT2L1QCEMIK50
      US90276JPT78
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-01-12
      2023-01-12
      N
      N
      N
      0.0285
      297011131.56
      297011131.56
      0.0033
      N
      N
      N
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 2.140000%
      90276JPV2
      BFM8T61CT2L1QCEMIK50
      US90276JPV25
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-01-20
      2023-01-20
      N
      N
      N
      0.0286
      280037416.40
      280037416.40
      0.0031
      N
      N
      N
      N
    
    
      UNITEDHEALTH GROUP INC
      UNITEDHEALTH GROUP INC 0.000000%
      91058UH14
      549300GHBMY8T5GXDE41
      US91058UH142
      Non-Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0226
      331167672.45
      331167672.45
      0.0037
      N
      Y
      Y
      N
    
    
      UNITED OVERSEAS BANK LTD
      UNITED OVERSEAS BANK LTD 1.720000%
      91127RBH9
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-18
      2022-10-18
      N
      N
      N
      0.0266
      112949954.56
      112949954.56
      0.0013
      N
      N
      N
      N
    
    
      UNITED OVERSEAS BANK LTD
      UNITED OVERSEAS BANK LTD 1.720000%
      91127RBK2
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0267
      243877843.84
      243877843.84
      0.0027
      N
      N
      N
      N
    
    
      UNITED OVERSEAS BANK LTD
      UNITED OVERSEAS BANK LTD 1.990000%
      91127RBX4
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0286
      129907498.50
      129907498.50
      0.0014
      N
      N
      N
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512MJ26
      Asset Backed Commercial Paper
      Y
      2022-09-02
      2022-09-02
      2022-09-02
      N
      Y
      
        Natixis SA
        1.0000
      
      N
      0.0239
      99767347.00
      99767347.00
      0.0011
      N
      N
      N
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512MJ75
      Asset Backed Commercial Paper
      Y
      2022-09-07
      2022-09-07
      2022-09-07
      N
      Y
      
        Natixis SA
        1.0000
      
      N
      0.0242
      37897737.82
      37897737.82
      0.0004
      N
      N
      N
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512ML23
      US92512ML237
      Asset Backed Commercial Paper
      Y
      2022-11-02
      2022-11-02
      2022-11-02
      N
      Y
      
        Natixis SA
        1.0000
      
      N
      0.0294
      44647560.00
      44647560.00
      0.0005
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORP
      VICTORY RECEIVABLES CORP 0.000000%
      92646LL32
      549300D0F37QF0LP7F94
      US92646LL326
      Asset Backed Commercial Paper
      Y
      2022-11-03
      2022-11-03
      2022-11-03
      N
      Y
      
        MUFG BANK LTD
        1.0000
      
      N
      0.0291
      198431834.00
      198431834.00
      0.0022
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 2.420000%
      9612C4S44
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0230
      200003876.00
      200003876.00
      0.0022
      N
      N
      Y
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 2.640000%
      9612C4U90
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0271
      99980206.00
      99980206.00
      0.0011
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 2.630000%
      9612C4V24
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-24
      2022-10-24
      N
      N
      N
      0.0267
      94989747.60
      94989747.60
      0.0011
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 2.630000%
      9612C4V32
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-08-01
      2022-10-24
      2022-10-24
      N
      N
      N
      0.0267
      74993465.25
      74993465.25
      0.0008
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 2.760000%
      9612C4W80
      EN5TNI6CI43VEPAMHL14
      US9612C4W806
      Financial Company Commercial Paper
      Y
      2022-08-01
      2023-01-03
      2023-01-03
      N
      N
      N
      0.0277
      97995242.10
      97995242.10
      0.0011
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
      WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 2.640000%
      96130ANM6
      EN5TNI6CI43VEPAMHL14
      Certificate of Deposit
      Y
      2022-08-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0271
      119976247.20
      119976247.20
      0.0013
      N
      N
      N
      N
    
    
      Yavapai Cnty IDA
      TAXABLE RB (DRAKE CEMENT) SERIES 2015 2.000000%
      98521YAB5
      US98521YAB56
      Variable Rate Demand Note
      Y
      2022-08-05
      2022-08-05
      2035-09-01
      Y
      
        Bank of Nova Scotia
        1.0000
        7
        N
      
      N
      N
      0.0200
      21375000.00
      21375000.00
      0.0002
      N
      N
      Y
      N
    
    
      COOPERATIEVE RABOBANK UA (LONDON BRANCH)
      COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.280000%
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      ACI21SNR4
      Certificate of Deposit
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0229
      94925794.55
      94925794.55
      0.0011
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE SA (LONDON BRANCH)
      CREDIT AGRICOLE SA (LONDON BRANCH) 1.450000%
      969500TJ5KRTCJQWXH05
      0001191672
      ACI25FS69
      Certificate of Deposit
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0230
      183139818.80
      183139818.80
      0.0020
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE SA (LONDON BRANCH)
      CREDIT AGRICOLE SA (LONDON BRANCH) 1.540000%
      969500TJ5KRTCJQWXH05
      0001191672
      ACI25PTN9
      Certificate of Deposit
      Y
      2022-08-25
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0230
      105940061.24
      105940061.24
      0.0012
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE SA (LONDON BRANCH)
      CREDIT AGRICOLE SA (LONDON BRANCH) 1.560000%
      969500TJ5KRTCJQWXH05
      0001191672
      ACI25QHX8
      Certificate of Deposit
      Y
      2022-08-26
      2022-08-26
      2022-08-26
      N
      N
      N
      0.0230
      108937778.44
      108937778.44
      0.0012
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 1.550000%
      JBONEPAGQXF4QP29B387
      0001462160
      ACI25QP76
      Certificate of Deposit
      Y
      2022-08-17
      2022-08-17
      2022-08-17
      N
      N
      N
      0.0239
      85961899.42
      85961899.42
      0.0010
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE SA (LONDON BRANCH)
      CREDIT AGRICOLE SA (LONDON BRANCH) 1.600000%
      969500TJ5KRTCJQWXH05
      0001191672
      ACI25W0F2
      Certificate of Deposit
      Y
      2022-08-26
      2022-08-26
      2022-08-26
      N
      N
      N
      0.0229
      22487864.18
      22487864.18
      0.0002
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 1.600000%
      JBONEPAGQXF4QP29B387
      0001462160
      ACI25W0N5
      Certificate of Deposit
      Y
      2022-08-24
      2022-08-24
      2022-08-24
      N
      N
      N
      0.0239
      8495158.66
      8495158.66
      0.0001
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE SA (LONDON BRANCH)
      CREDIT AGRICOLE SA (LONDON BRANCH) 1.620000%
      969500TJ5KRTCJQWXH05
      0001191672
      ACI25Y7V6
      Certificate of Deposit
      Y
      2022-08-31
      2022-08-31
      2022-08-31
      N
      N
      N
      0.0231
      220960928.10
      220960928.10
      0.0025
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
      5493006GGLR4BTEL8O61
      0001046017
      ACI2612D2
      Certificate of Deposit
      Y
      2022-09-01
      2022-09-01
      2022-09-01
      N
      N
      N
      0.0228
      207554676.16
      207554676.16
      0.0023
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 1.790000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI2673W6
      Certificate of Deposit
      Y
      2022-09-09
      2022-09-09
      2022-09-09
      N
      N
      N
      0.0249
      52956892.45
      52956892.45
      0.0006
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE SA (LONDON BRANCH)
      CREDIT AGRICOLE SA (LONDON BRANCH) 2.180000%
      969500TJ5KRTCJQWXH05
      0001191672
      ACI26GYP7
      Certificate of Deposit
      Y
      2022-09-21
      2022-09-21
      2022-09-21
      N
      N
      N
      0.0240
      52982770.23
      52982770.23
      0.0006
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 0.000000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI276WH8
      Certificate of Deposit
      Y
      2022-10-26
      2022-10-26
      2022-10-26
      N
      N
      N
      0.0275
      119192618.40
      119192618.40
      0.0013
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 0.000000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI2788F5
      Certificate of Deposit
      Y
      2022-11-01
      2022-11-01
      2022-11-01
      N
      N
      N
      0.0279
      218400410.80
      218400410.80
      0.0024
      N
      N
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      N
    
    
      WELLS FARGO SECURITIES LLC
      WELLS FARGO SECURITIES LLC 1.800000%
      VYVVCKR63DVZZN70PB21
      0001224385
      ARP0T2VM6
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          BENEFT ST PRT CLO VIII 2015-8R A-1B-R 20310120 FLT
          549300D98ZLKNSI8CN63
          
            2031-01-20
          
          3.909860
          1375000.00
          1338682.76
          Asset-Backed Securities
        
        
          BENEFIT STR PARTNE CLO 2021-23 A-1    20340425 FLT
          
            2034-04-25
          
          3.863000
          1275000.00
          1240280.76
          Asset-Backed Securities
        
        
          CIFC FDG LTD 2014-IIR          A-3    20300424 FLT
          549300O8WGQU5B6HEB94
          
            2030-04-24
          
          4.683000
          7000000.00
          6689622.33
          Asset-Backed Securities
        
        
          CPS AUTO RECEIVABLES TR 2021-D B      20271015 1.0
          
            2027-10-15
          
          1.090000
          450000.00
          435650.80
          Asset-Backed Securities
        
        
          ATLAS SENIOR LN FDG 2021-16 LT A      20340120 FLT
          
            2034-01-20
          
          3.979860
          1000000.00
          976364.96
          Asset-Backed Securities
        
        
          AUDAX SR DBT CLO 2019-2        C      20291022 FLT
          
            2029-10-22
          
          7.659000
          1000000.00
          927429.25
          Asset-Backed Securities
        
        
          BCRED BSL CLO 2021-2 LTD /    BCRED BSL CLO 2021-2
          
            2034-10-20
          
          4.459860
          815000.00
          775549.90
          Asset-Backed Securities
        
        
          B2R MTG TRUST 2015-2           D      20481118 FLT
          549300JNS8TBD8XLZ117
          
            2048-11-18
          
          5.858850
          5000000.00
          4762570.45
          Asset-Backed Securities
        
        
          AMERICAN CR ACCP REC TR 2021-4 C      20280214 1.3
          
            2028-02-14
          
          1.320000
          1085000.00
          1034460.34
          Asset-Backed Securities
        
        
          ANCHORAGE CAPITAL 2021-19 LTD  A      20341016 FLT
          549300ZNOS7Q8W8H3S38
          
            2034-10-16
          
          3.722000
          5000000.00
          4810987.22
          Asset-Backed Securities
        
        
          ARES XLVI CLO LTD 2018-46      A-2    20300115 FLT
          
            2030-01-15
          
          3.742000
          250000.00
          244173.81
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2019-1  E      20250414 4.8
          
            2025-04-14
          
          4.840000
          900000.00
          905030.60
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2019-3  E      20250912 3.8
          
            2025-09-12
          
          3.800000
          10350000.00
          10279314.10
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2019-4  C      20251212 2.6
          
            2025-12-12
          
          2.690000
          5525000.00
          149047.18
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2019-4  D      20251212 2.9
          
            2025-12-12
          
          2.970000
          3080000.00
          3062088.26
          Asset-Backed Securities
        
        
          AMERICAN CR ACCP REC TR 2020-4 D      20261214 1.7
          
            2026-12-14
          
          1.770000
          5527000.00
          5310295.54
          Asset-Backed Securities
        
        
          CARMAX AUTO OWNER TR 2019-3    B      20250415 2.5
          
            2025-04-15
          
          2.500000
          1650000.00
          1630487.47
          Asset-Backed Securities
        
        
          CARVANA AUTO REC TR 2019-1     E      20260115 5.6
          549300PQFD4GEYYTOY78
          
            2026-01-15
          
          5.640000
          1116000.00
          1126019.82
          Asset-Backed Securities
        
        
          DRYDEN CLO LTD 2021-90         A-1A   20350220 FLT
          549300BLIFMJ8T7AGX24
          
            2035-02-20
          
          2.608000
          250000.00
          241900.28
          Asset-Backed Securities
        
        
          DRYDEN 38 SR LN FD 2015-38R    C-R    20300715 FLT
          549300ARO9JRDQL4OE07
          
            2030-07-15
          
          4.512000
          19687000.00
          18532843.06
          Asset-Backed Securities
        
        
          DT AUTO OWNER TR 2019-3        C      20250415 2.7
          
            2025-04-15
          
          2.740000
          6380000.00
          487051.16
          Asset-Backed Securities
        
        
          DT AUTO OWNER TR 2019-3        E      20260817 3.8
          
            2026-08-17
          
          3.850000
          1250000.00
          1236741.53
          Asset-Backed Securities
        
        
          MARANON LN FDG LTD 2021-3      A      20340117 FLT
          
            2034-01-17
          
          4.062000
          11500000.00
          11269766.17
          Asset-Backed Securities
        
        
          MARBLE POINT CLO LTD 2021-22   B      20340725 FLT
          549300MZC31PBFF01E87
          
            2034-07-25
          
          4.633000
          1500000.00
          1424032.17
          Asset-Backed Securities
        
        
          MARINER CLO 2019-7             D      20320430 FLT
          
            2032-04-30
          
          5.136000
          1000000.00
          938204.67
          Asset-Backed Securities
        
        
          MARINER FIN ISSU TR 2019-A     B      20320720 3.5
          
            2032-07-20
          
          3.510000
          230000.00
          221889.62
          Asset-Backed Securities
        
        
          CREDIT ACCP AUTO LN TR 2020-3  A      20291015 1.2
          
            2029-10-15
          
          1.240000
          8310000.00
          8125902.11
          Asset-Backed Securities
        
        
          DT AUTO OWNER TR 2018-2        E      20250616 5.5
          
            2025-06-16
          
          5.540000
          105000.00
          98511.13
          Asset-Backed Securities
        
        
          DEEPHAVEN RES MTG TR 2022-2    A-1    20670325 FLT
          
            2067-03-25
          
          4.300000
          6850000.00
          6244387.27
          Asset-Backed Securities
        
        
          DRIVE AUTO RECV TR 2018-2      D      20240815 4.1
          
            2024-08-15
          
          4.140000
          2170000.00
          144951.06
          Asset-Backed Securities
        
        
          DRYDEN 2017-49R SENIOR LN LLC  B-R    20300718 FLT
          549300VCB8LYR1RGV869
          
            2030-07-18
          
          4.340290
          1000000.00
          970006.20
          Asset-Backed Securities
        
        
          COREVEST AMER FIN TR 2019-2    X-A    20520617 FLT
          
            2052-06-17
          
          2.418320
          6623000.00
          109728.88
          Asset-Backed Securities
        
        
          CEDAR FUD XII CLO LTD 2020-12R A-1-R  20341025 FLT
          
            2034-10-25
          
          3.913000
          2250000.00
          2174973.25
          Asset-Backed Securities
        
        
          CENTERPOINT ENGY RES BD 2009-1 A-3    20230815 4.2
          
            2023-08-15
          
          4.243000
          490000.00
          55957.38
          Asset-Backed Securities
        
        
          CERBERUS LN XXIV 2018-29       C      20300715 FLT
          549300CQR4WB8C9KUS83
          
            2030-07-15
          
          5.262000
          5500000.00
          5271729.83
          Asset-Backed Securities
        
        
          SBA TOWER TRUST 2019-1         1C     20500115 2.8
          
            2050-01-15
          
          2.836000
          341000.00
          330329.39
          Asset-Backed Securities
        
        
          SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT
          549300I2YWZ9E1B0EY33
          
            2039-06-15
          
          2.118860
          184000.00
          77616.47
          Asset-Backed Securities
        
        
          SCHOLAR FDG TR 2011-A          A      20431028 FLT
          
            2043-10-28
          
          2.138140
          686000.00
          126011.38
          Asset-Backed Securities
        
        
          TICP CLO XIII LTD 2019-13R     C-R    20340417 FLT
          
            2034-04-17
          
          4.612000
          2999022.00
          2799927.59
          Asset-Backed Securities
        
        
          TOWD POINT MTG TR 2015-2       2B1    20571125 FLT
          
            2057-11-25
          
          3.964670
          1900000.00
          1897725.00
          Asset-Backed Securities
        
        
          PRESTIGE AUTO RCVBLS TR 2021-1 A-2    20240916 0.5
          
            2024-09-16
          
          0.550000
          1943000.00
          1086585.23
          Asset-Backed Securities
        
        
          PRESTIGE AUTO RECB TR 2020-1   C      20261116 1.3
          
            2026-11-16
          
          1.310000
          2000000.00
          1983274.89
          Asset-Backed Securities
        
        
          PRESTIGE AUTO RECB TR 2020-1   D      20261116 1.6
          
            2026-11-16
          
          1.620000
          3065000.00
          2986646.34
          Asset-Backed Securities
        
        
          PRESTIGE AUTO RECV TR 2018-1   D      20241015 4.1
          549300L40MNGIY25DE37
          
            2024-10-15
          
          4.140000
          6375000.00
          6339571.62
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2022-SFR4      C      20410517 4.8
          
            2041-05-17
          
          4.888000
          694000.00
          685828.69
          Asset-Backed Securities
        
        
          SBA TOWER TRUST 2014-1-2       2C     20491015 3.8
          
            2049-10-15
          
          3.869000
          6652000.00
          6563778.59
          Asset-Backed Securities
        
        
          NEXTGEAR FLRPLN  OWN TR 2019-2 B      20241015 2.3
          
            2024-10-15
          
          2.300000
          9610000.00
          9562924.88
          Asset-Backed Securities
        
        
          NORTHWOODS CAP LTD 2019-18R    B-R    20320520 FLT
          
            2032-05-20
          
          3.328000
          3685000.00
          3548622.24
          Asset-Backed Securities
        
        
          OWL ROCK CLO 2020-4R LTD       A-2-R  20330822 FLT
          
            2033-08-22
          
          3.378000
          250000.00
          240964.58
          Asset-Backed Securities
        
        
          PFS FINANCING CORP 2020-E      B      20251015 1.5
          
            2025-10-15
          
          1.570000
          5000000.00
          4813162.78
          Asset-Backed Securities
        
        
          PALMER SQ LN FDG LTD 2021-03   A-1    20290720 FLT
          
            2029-07-20
          
          3.509860
          24150000.00
          18901222.64
          Asset-Backed Securities
        
        
          MARINER FINANCE ISSE TR 2020-A C      20340821 4.1
          
            2034-08-21
          
          4.100000
          280000.00
          261905.28
          Asset-Backed Securities
        
        
          MERCEDES-BENZ AUTO LS 2021-A   A-3    20240116 0.2
          
            2024-01-16
          
          0.250000
          4463000.00
          3642352.60
          Asset-Backed Securities
        
        
          MIDOCEAN CR CLO V 2016-5R      A-R    20280719 FLT
          549300SR4K4D5ZP3EW03
          
            2028-07-19
          
          3.857570
          1250000.00
          297948.37
          Asset-Backed Securities
        
        
          NEUBERGER BERMAN CLO 2017-17R2 C-R2   20290423 FLT
          549300XVEYZNG956Y145
          
            2029-04-23
          
          4.759000
          12705000.00
          12112252.81
          Asset-Backed Securities
        
        
          NEUBERGER BER LN 2021-43 LTD   A      20350717 FLT
          549300LCOEVXWN75LP18
          
            2035-07-17
          
          3.870290
          2335000.00
          2257040.39
          Asset-Backed Securities
        
        
          NEWSTAR FAIRFIELD FUD CLO 2018 C-N    20300422 FLT
          
            2030-04-22
          
          6.289860
          7000000.00
          6178707.25
          Asset-Backed Securities
        
        
          VOYA CLO LTD 2017-4            A-2    20301015 FLT
          
            2030-10-15
          
          3.762000
          411000.00
          400718.01
          Asset-Backed Securities
        
        
          WESTLAKE AUTORECV TR 2020-1    C      20250415 2.5
          
            2025-04-15
          
          2.520000
          2750000.00
          2618015.43
          Asset-Backed Securities
        
        
          WHITEBOX CLO LTD 2019-1R       A-NAR  20320726 FLT
          549300E4AC0513DYO913
          
            2032-07-26
          
          3.913000
          550000.00
          534657.63
          Asset-Backed Securities
        
        
          WORLD OMNI AUTO LEASE 2020-A   A-4    20250615 1.7
          
            2025-06-15
          
          1.790000
          175000.00
          174844.97
          Asset-Backed Securities
        
        
          WORLD OMNI AUTO REC TR 2018-D  B      20241216 3.6
          
            2024-12-16
          
          3.670000
          543000.00
          544720.89
          Asset-Backed Securities
        
        
          MONROE CAP MML CLO LTD 2018-6  A      20300415 FLT
          
            2030-04-15
          
          3.962000
          1697967.00
          1579421.62
          Asset-Backed Securities
        
        
          CREDIT ACCP AUTO LN TR 20-1    A      20290215 2.0
          
            2029-02-15
          
          2.010000
          27825000.00
          10256949.65
          Asset-Backed Securities
        
        
          CREDIT ACCETP AUTO TR 2019-3   A      20281115 2.3
          
            2028-11-15
          
          2.380000
          2625000.00
          410436.22
          Asset-Backed Securities
        
        
          MVW OWNER TRUST 2016-1         B      20331220 2.6
          
            2033-12-20
          
          2.640000
          2610000.00
          251088.75
          Asset-Backed Securities
        
        
          VENTURE 39 CLO LTD             A-1    20330415 FLT
          549300VI1BOFEK7C6D74
          
            2033-04-15
          
          3.792000
          500000.00
          489192.33
          Asset-Backed Securities
        
        
          VERIZON MASTER TR 2021-2       A      20280420 0.9
          5493007MUBNP1GFMEB89
          
            2028-04-20
          
          0.990000
          995000.00
          943251.54
          Asset-Backed Securities
        
        
          VOYA CLO LTD 2015-3R           A-1-R  20311020 FLT
          254900MS3D9HONB0N824
          
            2031-10-20
          
          3.899860
          824538.00
          812355.42
          Asset-Backed Securities
        
        
          VOYA CLO LTD 2012-4R3          A-2A-R 20301015 FLT
          
            2030-10-15
          
          3.962000
          607991.00
          574314.85
          Asset-Backed Securities
        
        
          MVW OWNER TRUST 2016-1         A      20331220 2.2
          
            2033-12-20
          
          2.250000
          22500000.00
          2163666.66
          Asset-Backed Securities
        
        
          GM FIN CONS ATMB REC TR 2020-2 A-3    20241216 1.4
          
            2024-12-16
          
          1.490000
          1419000.00
          681945.19
          Asset-Backed Securities
        
        
          GM FIN AUTO LEASE TR 2020-2    A-3    20230720 0.8
          
            2023-07-20
          
          0.800000
          1030000.00
          184468.24
          Asset-Backed Securities
        
        
          GOLUB CAPITAL BDC 3 CLO 2021-1 A      20330415 FLT
          254900GKK16EMNSQ3D94
          
            2033-04-15
          
          4.112000
          4815000.00
          4641270.52
          Asset-Backed Securities
        
        
          GREATAMERICA REC 2021-2        B      20270915 1.3
          
            2027-09-15
          
          1.310000
          8087000.00
          7410938.48
          Asset-Backed Securities
        
        
          ENTERPRISE FLT FIN LLC 2021-2  A-3    20270520 0.7
          
            2027-05-20
          
          0.740000
          500000.00
          459436.50
          Asset-Backed Securities
        
        
          EXETER AUTO RECV TR 2018-1     E      20241015 4.6
          
            2024-10-15
          
          4.640000
          2000000.00
          2006220.89
          Asset-Backed Securities
        
        
          EXETER AUTOMOBILE REC 2022-2   B      20261015 3.6
          
            2026-10-15
          
          3.650000
          7984000.00
          7898327.24
          Asset-Backed Securities
        
        
          FIRSTKEY HOMES TR 2022-SFRA    A      20390317 3.1
          
            2039-03-17
          
          3.100000
          3000000.00
          2850054.33
          Asset-Backed Securities
        
        
          KKR CLO 21 LTD   KKR CLO 21 LLC
          5493008X0MRR4A6VYF15
          
            2031-04-15
          
          3.512000
          250000.00
          245713.94
          Asset-Backed Securities
        
        
          CARVANA AUTO REC TR 2019-3     C      20241015 2.7
          
            2024-10-15
          
          2.710000
          6499000.00
          2734902.01
          Asset-Backed Securities
        
        
          ATLAS SENIOR LN FD LTD 2018-10 A      20310115 FLT
          
            2031-01-15
          
          3.602000
          545000.00
          523384.74
          Asset-Backed Securities
        
        
          AMERICAN EXPRESS CREDIT 2018-9 A      20260415 FLT
          549300Y4SA5G3GIJTP18
          
            2026-04-15
          
          2.379140
          2815000.00
          2820129.55
          Asset-Backed Securities
        
        
          APIDOS  CLO 2017-26R           B-R    20290718 FLT
          549300RV409NJP65MP20
          
            2029-07-18
          
          4.690290
          1000000.00
          948583.14
          Asset-Backed Securities
        
        
          ARBOR RLTY COM 2022-FL1        A      20370116 FLT
          
            2037-01-16
          
          2.866770
          2500000.00
          2435037.14
          Asset-Backed Securities
        
        
          MAGNETITE XXII 2019-22R LTD    D-R    20310415 FLT
          5493000081NBXWGGSW23
          
            2031-04-15
          
          5.612000
          500000.00
          469646.22
          Asset-Backed Securities
        
        
          DISCOVER CARD EXE NT TR 2022-1 A      20270216 1.9
          549300CKCX1QE4RUW216
          
            2027-02-16
          
          1.960000
          150000.00
          145383.78
          Asset-Backed Securities
        
        
          CREDIT ACC AUTO LN 2021-3 TR   A      20300515 1.0
          
            2030-05-15
          
          1.000000
          1225000.00
          1173051.29
          Asset-Backed Securities
        
        
          CAPITAL ONE CC TR 2021-2       A      20300715 1.3
          R42WS16M9R97TJJKGU15
          
            2030-07-15
          
          1.390000
          17935000.00
          16024591.70
          Asset-Backed Securities
        
        
          TRICON AMER HOMES TR 2017-SFR2 A      20360118 2.9
          
            2036-01-18
          
          2.928000
          6655000.00
          6187029.00
          Asset-Backed Securities
        
        
          LOANCORE ISSUER LTD 2022-CRE7  A      20370121 FLT
          
            2037-01-21
          
          2.966770
          110000.00
          106477.42
          Asset-Backed Securities
        
        
          GLS AUTO REC ISSUER TR 2020-2  B      20250616 3.1
          
            2025-06-16
          
          3.160000
          7965000.00
          7888983.82
          Asset-Backed Securities
        
        
          GOLUB CAP PART CLO 2019-46     B      20320120 FLT
          
            2032-01-20
          
          5.359860
          2000000.00
          1908699.93
          Asset-Backed Securities
        
        
          SANTANDER DRIVE AUTO TR 2021-2 C      20260615 0.9
          
            2026-06-15
          
          0.900000
          8860000.00
          8622303.92
          Asset-Backed Securities
        
        
          PRKCM TRUST 2021-AFC1          A-3    20560825 FLT
          
            2056-08-25
          
          2.069000
          500000.00
          360754.40
          Asset-Backed Securities
        
        
          CITGRP COML MTG TR 2015-GC27   E      20480212 3.0
          
            2048-02-12
          
          3.000000
          1404746.00
          1051520.28
          Private Label Collateralized Mortgage Obligations
        
        
          BANCORP COML MTG TR 2017-CRE2  D      20320817 FLT
          
            2032-08-17
          
          5.749140
          2000000.00
          1837370.71
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMCR FIN TR 2020-4    E      20521217 3.3
          
            2052-12-17
          
          3.379000
          2682000.00
          2177293.49
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMERIC FIN TR 2021-2  D      20540717 2.8
          
            2054-07-17
          
          2.831000
          3500000.00
          2807069.61
          Private Label Collateralized Mortgage Obligations
        
        
          ACRE COML MTG TR 2021-FL4      B      20371218 FLT
          
            2037-12-18
          
          3.556000
          1100000.00
          1056513.21
          Private Label Collateralized Mortgage Obligations
        
        
          BX CM MTG 2021-VOLT            D      20360915 FLT
          
            2036-09-15
          
          3.649150
          15766400.00
          14940226.67
          Private Label Collateralized Mortgage Obligations
        
        
          BRAVO RES FDG TR 2021-B        A-1    20690425 FLT
          
            2069-04-25
          
          2.115000
          22500000.00
          14303124.43
          Private Label Collateralized Mortgage Obligations
        
        
          LSTAR COML MTG TR 2016-4       C      20490312 FLT
          
            2049-03-12
          
          4.601700
          588000.00
          557008.93
          Private Label Collateralized Mortgage Obligations
        
        
          MFA 2022-RTL1                  A-2    20270426 6.4
          
            2027-04-26
          
          6.413000
          5000000.00
          4870652.78
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMCT SLSTT SERIES 2021-2     A-1D   20610525 2.0
          
            2061-05-25
          
          2.000000
          3490000.00
          2768551.85
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2017-SLP        G      20321012 FLT
          
            2032-10-12
          
          4.591300
          11747750.00
          11357995.03
          Private Label Collateralized Mortgage Obligations
        
        
          JP MRGN CHASE COM 2020-MKST    E      20361215 FLT
          
            2036-12-15
          
          4.249000
          6240000.00
          5722350.75
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-10-28
      2022-10-28
      2022-10-28
      Y
      
        WELLS FARGO SECURITIES LLC
        1.0000
        91
        N
      
      N
      N
      0.0305
      304046017.95
      304046017.95
      0.0034
      N
      N
      N
      Y
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 1.360000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0T5NU0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-19
          
          0.00
          100.00
          98.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-31
          
          0.625000
          2541900.00
          2344115.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-15
          
          0.375000
          10629200.00
          10093391.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          1.125000
          200.00
          191.81
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.461160
          100838200.00
          101014975.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          7.500000
          700.00
          782.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          5.250000
          600.00
          704.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          2503800.00
          5367262.86
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          1843800.00
          2902287.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          4.500000
          62000.00
          76423.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.625000
          20426300.00
          24322567.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          3093600.00
          3328598.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          23336700.00
          20504463.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          2.500000
          156500.00
          136432.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          174900.00
          207436.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          20991800.00
          25218912.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          25835400.00
          22479649.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          0.250000
          3278200.00
          3142069.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2052-02-15
          
          0.125000
          500.00
          431.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          11098300.00
          13506543.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          46000.00
          45787.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.625000
          400.00
          507.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          100.00
          99.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          65994900.00
          65197534.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          1.875000
          2099200.00
          2105824.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          3506000.00
          3411730.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          11104500.00
          11035232.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          2.500000
          21143000.00
          21099997.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          328900.00
          397560.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
          0.125000
          213335800.00
          241451361.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-12-31
          
          0.625000
          41000.00
          36652.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          0.125000
          100.00
          98.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          6333500.00
          5843361.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          0.125000
          39196400.00
          38197225.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-07-15
          
          0.125000
          86988400.00
          93874379.46
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-05
      2022-08-05
      2022-09-12
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
      
      N
      N
      0.0136
      700000000.00
      700000000.00
      0.0078
      N
      N
      Y
      N
    
    
      WELLS FARGO SECURITIES LLC
      WELLS FARGO SECURITIES LLC 2.170000%
      VYVVCKR63DVZZN70PB21
      0001224385
      ARP0TDNL3
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          EATON VANCE CLO 2020-1 LTD     SUB    20301015 FLT
          5493004NKU3QU5G6QW39
          
            2030-10-15
          
          0.00
          6890000.00
          5379601.76
          Asset-Backed Securities
        
        
          EATON VANCE CLO 2019-1         SUB    20310415 FLT
          5493007R7GEORNX00105
          
            2031-04-15
          
          0.00
          2600000.00
          1716000.00
          Asset-Backed Securities
        
        
          FS RIALTO ISSUER LTD 2021-FL3  D      20361118 FLT
          
            2036-11-18
          
          4.656000
          1450000.00
          1319634.37
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2021-SFR10     G      20401219 4.8
          
            2040-12-19
          
          4.860000
          3500000.00
          2962883.00
          Asset-Backed Securities
        
        
          RISERVA CLO 2016               SUB    20281018 FLT
          549300640C8OB2I8SN35
          
            2028-10-18
          
          0.00
          3200000.00
          1571520.00
          Asset-Backed Securities
        
        
          STAR 2021-SFR1                 E      20380419 FLT
          
            2038-04-19
          
          3.856000
          1800000.00
          1706767.80
          Asset-Backed Securities
        
        
          VMC FIN LL 2021-FL4            D      20360618 FLT
          
            2036-06-18
          
          5.656000
          5100500.00
          4883464.66
          Asset-Backed Securities
        
        
          LCM XV LTD 2014-15             INC    20240826 FLT
          549300HV40B88JRNJD93
          
            2024-08-26
          
          0.00
          7875000.00
          945000.00
          Asset-Backed Securities
        
        
          LEGACY MTG ASSET TR 2019-GS7   A-1    20591125 FLT
          
            2059-11-25
          
          3.250000
          2600000.00
          1920544.86
          Asset-Backed Securities
        
        
          LOANCORE ISSUER LTD 2019-CRE2  B      20360515 FLT
          
            2036-05-15
          
          3.699140
          1320000.00
          1300000.09
          Asset-Backed Securities
        
        
          522 FUNDING CLO 2020-6 LTD     SUB    20331024 FLT
          
            2033-10-24
          
          0.00
          7000000.00
          4976132.00
          Asset-Backed Securities
        
        
          NLY 2019-FL2 ISSUER LTD        C      20360215 FLT
          
            2036-02-15
          
          4.349140
          3941000.00
          3921379.07
          Asset-Backed Securities
        
        
          AMSR 2020-SFR4 TR              G-2    20371119 4.8
          
            2037-11-19
          
          4.870000
          500000.00
          476292.89
          Asset-Backed Securities
        
        
          MF1 LTD  2021-FL7              A-S    20361020 FLT
          
            2036-10-20
          
          3.606000
          7350000.00
          6971708.97
          Asset-Backed Securities
        
        
          YORK CLO LTD 2015-2            SUB    20271022 FLT
          5493009C48K5WG4EX118
          
            2027-10-22
          
          0.00
          2998389.00
          1169371.71
          Asset-Backed Securities
        
        
          ASSURANT CLO 2018-2            SUB    20310421 FLT
          
            2031-04-21
          
          0.00
          5000000.00
          2050000.00
          Asset-Backed Securities
        
        
          MADISON PARK FDG XXI 2016-21   SUB    20290725 FLT
          
            2029-07-25
          
          0.00
          3000000.00
          1620000.00
          Asset-Backed Securities
        
        
          BLUEMOUNTAIN CLO XXIII 2018-23 SUB    20311020 FLT
          
            2031-10-20
          
          0.00
          3000000.00
          1350000.00
          Asset-Backed Securities
        
        
          CIFC FUNDING LTD 2014-II       INC    20260524 FLT
          549300O8WGQU5B6HEB94
          
            2026-05-24
          
          0.00
          7089306.00
          1772326.50
          Asset-Backed Securities
        
        
          CARVANA AUTO RCV TR 2021-N4    N      20280910 2.9
          
            2028-09-10
          
          2.990000
          1000000.00
          338570.45
          Asset-Backed Securities
        
        
          BSPRT ISSUER LTD 2022-FL8      C      20370217 FLT
          
            2037-02-17
          
          3.716770
          300000.00
          283525.62
          Asset-Backed Securities
        
        
          B2R MTG TRUST 2016-1           G      20490617 FLT
          
            2049-06-17
          
          6.290470
          2737000.00
          2562805.25
          Asset-Backed Securities
        
        
          KREF LTD  2022-FL3             B      20390222 FLT
          549300DG0FGL1EU1CT79
          
            2039-02-22
          
          4.262530
          150000.00
          142931.11
          Asset-Backed Securities
        
        
          BANK 2022-BNK40                H      20640317 FLT
          
            2064-03-17
          
          1.893630
          485000.00
          226070.06
          Private Label Collateralized Mortgage Obligations
        
        
          ELP COMMERCIAL MTG TR 2021-ELP F      20381115 FLT
          
            2038-11-15
          
          4.667000
          3400000.00
          3234946.81
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT
          
            2036-05-15
          
          4.799000
          6000000.00
          5339143.67
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT
          
            2036-05-15
          
          5.649000
          5000000.00
          4251459.17
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2014-C18      C      20471018 FLT
          
            2047-10-18
          
          4.500520
          103700.00
          99333.44
          Private Label Collateralized Mortgage Obligations
        
        
          BFLD TRUST 2020-EYP            E      20351015 FLT
          
            2035-10-15
          
          5.699000
          1780000.00
          1676794.31
          Private Label Collateralized Mortgage Obligations
        
        
          AMSR TRUST 2020-SFR3           I      20370918 7.3
          
            2037-09-18
          
          7.379000
          4945131.00
          4923452.64
          Private Label Collateralized Mortgage Obligations
        
        
          ANGEL OAK MTG TR I 2018-3      M-2    20480925 FLT
          
            2048-09-25
          
          4.721000
          7091000.00
          6955674.57
          Private Label Collateralized Mortgage Obligations
        
        
          BX TR 2019-IMC                 F      20340417 FLT
          
            2034-04-17
          
          4.899000
          5736000.00
          5315907.79
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2016-C32   B      20590117 FLT
          549300VOKB4Z9J8DIM89
          
            2059-01-17
          
          4.723170
          339198.00
          333732.70
          Private Label Collateralized Mortgage Obligations
        
        
          CITGRP COML MTG TR 2015-GC27   D      20480212 FLT
          
            2048-02-12
          
          4.422200
          9655700.00
          8622284.15
          Private Label Collateralized Mortgage Obligations
        
        
          CITGRP COML MTG TR 2015-GC27   E      20480212 3.0
          
            2048-02-12
          
          3.000000
          2595254.00
          1942673.06
          Private Label Collateralized Mortgage Obligations
        
        
          CORVEST AMERN FIN TR 2017-1    E      20491015 FLT
          
            2049-10-15
          
          6.029460
          3998000.00
          4006230.21
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2018-1    B      20510616 4.0
          
            2051-06-16
          
          4.003000
          750000.00
          742018.08
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2018-1    C      20510616 4.3
          
            2051-06-16
          
          4.369000
          1216310.00
          1156365.51
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2014-UBS5          D      20470912 3.4
          
            2047-09-12
          
          3.495000
          6995000.00
          5641546.78
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC TRUST 2017-PFHP           G      20301216 FLT
          
            2030-12-16
          
          8.149000
          5305000.00
          4900631.97
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC TRUST 2013-HYB1           B-1    20430425 FLT
          
            2043-04-25
          
          2.965230
          16046000.00
          6289070.58
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC TRUST 2013-HYB1           B-5    20430425 FLT
          
            2043-04-25
          
          2.965230
          7916923.00
          7014435.69
          Private Label Collateralized Mortgage Obligations
        
        
          BX TR 2019-IMC                 G      20340417 FLT
          
            2034-04-17
          
          5.599000
          5000000.00
          4622421.94
          Private Label Collateralized Mortgage Obligations
        
        
          BX COMM MTG TR 2021-IRON       E      20380216 FLT
          
            2038-02-16
          
          4.349000
          419000.00
          398707.11
          Private Label Collateralized Mortgage Obligations
        
        
          BX COML MTG TR 2021-VINO       G      20380517 FLT
          
            2038-05-17
          
          5.951330
          1000000.00
          947161.41
          Private Label Collateralized Mortgage Obligations
        
        
          BX CM MTG 2021-VOLT            E      20360915 FLT
          
            2036-09-15
          
          3.999150
          3674000.00
          3476791.53
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT
          
            2062-12-15
          
          3.294300
          1500000.00
          1287003.35
          Private Label Collateralized Mortgage Obligations
        
        
          BFLD TRUST 2020-EYP            F      20351015 FLT
          
            2035-10-15
          
          6.199000
          1900000.00
          1761618.67
          Private Label Collateralized Mortgage Obligations
        
        
          BSREP COMM MTG TR 2021-DC      F      20380816 FLT
          
            2038-08-16
          
          4.850000
          9231000.00
          8329870.81
          Private Label Collateralized Mortgage Obligations
        
        
          BSREP COMM MTG TR 2021-DC      G      20380816 FLT
          
            2038-08-16
          
          5.850000
          2700000.00
          2410225.20
          Private Label Collateralized Mortgage Obligations
        
        
          HOMEWARD OPT FUND I 2020-BPL1  A2     20250825 5.4
          
            2025-08-25
          
          5.437900
          850000.00
          617957.53
          Private Label Collateralized Mortgage Obligations
        
        
          IMPAC CMB TR 2005-1            B      20350425 FLT
          
            2035-04-25
          
          4.209000
          3187500.00
          73167.17
          Private Label Collateralized Mortgage Obligations
        
        
          JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT
          
            2048-02-18
          
          2.805000
          4000000.00
          2914206.67
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2018-1    E      20510616 FLT
          
            2051-06-16
          
          5.896440
          3034000.00
          2925149.53
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-1    B      20520315 3.8
          
            2052-03-15
          
          3.880000
          875000.00
          852049.43
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-1    D      20520315 4.8
          
            2052-03-15
          
          4.818000
          5065000.00
          4781559.22
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-1    E      20520315 FLT
          
            2052-03-15
          
          5.488700
          381000.00
          362036.86
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-3    B      20521018 3.1
          
            2052-10-18
          
          3.163000
          1500000.00
          1325770.67
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-3    D      20521018 3.7
          
            2052-10-18
          
          3.760000
          750000.00
          640237.83
          Private Label Collateralized Mortgage Obligations
        
        
          MBRT 2019-MBR                  H1     20361117 FLT
          
            2036-11-17
          
          6.249000
          15001490.00
          13868429.96
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-3    E      20521018 FLT
          
            2052-10-18
          
          4.767490
          3290000.00
          2806482.02
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMCR FIN TR 2020-4    D      20521217 2.7
          
            2052-12-17
          
          2.712000
          3170000.00
          2589028.82
          Private Label Collateralized Mortgage Obligations
        
        
          THARALDSON PORT TR 2018-THPT   G      20341113 FLT
          
            2034-11-13
          
          8.442000
          3000000.00
          2210097.42
          Private Label Collateralized Mortgage Obligations
        
        
          TOORAK MTG TR 2020-1           A-1    20230325 2.7
          
            2023-03-25
          
          2.734300
          6030000.00
          4295151.23
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMCR FIN TR 2020-3    B      20530815 2.2
          
            2053-08-15
          
          2.203000
          750000.00
          627061.83
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMERICA FIN TR 2021-3 B      20541015 2.4
          
            2054-10-15
          
          2.494000
          3750000.00
          3408797.92
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMERICA FIN TR 2021-3 C      20541015 2.9
          
            2054-10-15
          
          2.911000
          5000000.00
          4414740.56
          Private Label Collateralized Mortgage Obligations
        
        
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            2033-12-25
          
          6.043580
          8000000.00
          500741.80
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-11-01
      2022-11-01
      2022-12-05
      Y
      
        WELLS FARGO SECURITIES LLC
        1.0000
        95
        N
      
      N
      N
      0.0296
      168524996.77
      168524996.77
      0.0019
      N
      N
      N
      Y
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 2.700000%
      ZBUT11V806EZRVTWT807
      0000782124
      ARP0TF8G6
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          TRTX ISSUER LTD 2019-FL3       A-S    20341017 FLT
          
            2034-10-17
          
          3.523060
          1500000.00
          1491225.12
          Asset-Backed Securities
        
        
          TRTX ISSUER LTD 2021-FL4       D      20380317 FLT
          
            2038-03-17
          
          5.599140
          2500000.00
          2384368.61
          Asset-Backed Securities
        
        
          THEOREM FDG TR 2020-1          C      20261015 6.2
          
            2026-10-15
          
          6.250000
          19000000.00
          18929349.56
          Asset-Backed Securities
        
        
          SPRINGCASTLE AMER FDG LLC
          
            2037-09-25
          
          2.660000
          5000000.00
          4309437.78
          Asset-Backed Securities
        
        
          BDS 2020-FL5 LTD               D      20370218 FLT
          
            2037-02-18
          
          4.715450
          1700000.00
          1667055.41
          Asset-Backed Securities
        
        
          TRK TR 2021-INV2               B-1    20561125 FLT
          
            2056-11-25
          
          4.104000
          6275000.00
          5200098.77
          Asset-Backed Securities
        
        
          CASCADE MH ASSET TRST 2019-MH1 M      20441125 5.9
          
            2044-11-25
          
          5.985000
          2000000.00
          1893074.00
          Asset-Backed Securities
        
        
          LOANCORE ISSUER LTD 2019-CRE2  A-S    20360515 FLT
          
            2036-05-15
          
          3.499140
          2915000.00
          2879380.96
          Asset-Backed Securities
        
        
          VERUS SECURITIZATION TR 2022-4 B-1    20670425 FLT
          
            2067-04-25
          
          4.760110
          1739000.00
          1539048.58
          Asset-Backed Securities
        
        
          COLLEGE AVE ST LN 2018-A       B      20471226 4.7
          
            2047-12-26
          
          4.750000
          550000.00
          279033.81
          Asset-Backed Securities
        
        
          JAMESTOWN CLO LTD 2019-14R     D-R    20341020 FLT
          
            2034-10-20
          
          9.909860
          10000000.00
          8466874.65
          Asset-Backed Securities
        
        
          NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT
          
            2035-10-25
          
          2.859000
          941985.00
          7827.02
          Asset-Backed Securities
        
        
          PALMER SQUARE LN FNDG  2018-4  SUB    20261116 FLT
          549300KJI7MJ3X7YQQ90
          
            2026-11-16
          
          0.00
          10000000.00
          400000.00
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2022-SFR3      E-2    20390419 5.6
          
            2039-04-19
          
          5.600000
          1767000.00
          1684107.48
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            2031-08-25
          
          2.799000
          152243000.00
          1519104.14
          Asset-Backed Securities
        
        
          RR LTD 2021-19                 D      20351015 FLT
          549300RJ4N2AJDFNE876
          
            2035-10-15
          
          9.012000
          3000000.00
          2690834.00
          Asset-Backed Securities
        
        
          M360 2019-CRE2 LTD             E      20340915 FLT
          
            2034-09-15
          
          5.573060
          20700000.00
          19270878.23
          Asset-Backed Securities
        
        
          MF1 2020-FL3 LTD               C      20350716 FLT
          
            2035-07-16
          
          6.573060
          5000000.00
          4942480.95
          Asset-Backed Securities
        
        
          MILL CTY MTG LN TR 2019-GS1    B1     20590725 FLT
          
            2059-07-25
          
          3.250000
          2583000.00
          2244249.31
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT
          635400CI2B1FTO6YXF12
          
            2032-01-26
          
          2.619000
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          15587530.63
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2006-4  D      20320525 FLT
          635400VHKJCABQGBTP36
          
            2032-05-25
          
          3.359000
          15000000.00
          5748.33
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          NELNET STUDENT LN TR 2021-B    C      20620420 3.5
          
            2062-04-20
          
          3.570000
          4740000.00
          4132557.15
          Asset-Backed Securities
        
        
          FIRSTKEY HOMES TR 2022-SFR1    E2     20390519 5.0
          
            2039-05-19
          
          5.000000
          1094000.00
          1011685.13
          Asset-Backed Securities
        
        
          ICG US CLO 2020-1 LTD          SUB    20311022 FLT
          254900UXTGDH0QOBDH07
          
            2031-10-22
          
          0.00
          4000000.00
          2280000.00
          Asset-Backed Securities
        
        
          PRODIGY FINANCE CM2021-1       B      20510725 FLT
          635400HTAZNW3LYYMQ40
          
            2051-07-25
          
          4.123570
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          PROGRESS RES 2021-SFR1         F      20380318 2.7
          
            2038-03-18
          
          2.757000
          1200000.00
          1028306.80
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3
          
            2038-10-19
          
          2.382000
          10000000.00
          8637736.67
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          RUN TR 2022-NQM1               B-1    20670325 FLT
          
            2067-03-25
          
          4.048390
          3971412.00
          3225679.11
          Asset-Backed Securities
        
        
          READY CAP MTG FIN 2020-FL4     C      20350226 FLT
          
            2035-02-26
          
          7.009000
          1243000.00
          1160566.45
          Asset-Backed Securities
        
        
          TRK TR 2021-INV2               B-2    20561125 FLT
          
            2056-11-25
          
          4.462410
          8837000.00
          7071091.36
          Asset-Backed Securities
        
        
          TOWD POINT ASSET TR 2021-SL1   C      20611121 FLT
          
            2061-11-21
          
          3.526430
          5466000.00
          5334431.23
          Asset-Backed Securities
        
        
          TOWD POINT ASSET TR 2021-SL1   D      20611121 FLT
          
            2061-11-21
          
          3.826430
          4630000.00
          4345220.77
          Asset-Backed Securities
        
        
          ACRES LTD 2021-FL1             C      20361020 FLT
          
            2036-10-20
          
          4.306000
          2948000.00
          2736468.39
          Asset-Backed Securities
        
        
          AVID AUTOMOBILE RECV TR 2021-1 B      20250815 1.1
          
            2025-08-15
          
          1.180000
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          3881943.56
          Asset-Backed Securities
        
        
          CPS AUTO RECEIVABLES TR 2022-A E      20290416 4.8
          
            2029-04-16
          
          4.880000
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          4672973.89
          Asset-Backed Securities
        
        
          NELNET STUDENT LN TR 2021-B    D      20620420 4.7
          
            2062-04-20
          
          4.750000
          4189000.00
          3744000.44
          Asset-Backed Securities
        
        
          NELNET STUDENT LN TR 2021-A    C      20620420 0.0
          
            2062-04-20
          
          3.750000
          5380000.00
          4790311.65
          Asset-Backed Securities
        
        
          NELNET STUDENT LN TR 2021-A    D      20620420 0.0
          
            2062-04-20
          
          4.930000
          4994580.00
          4591624.78
          Asset-Backed Securities
        
        
          GLS AUTO REC TR 2021-4         E      20281016 4.4
          
            2028-10-16
          
          4.430000
          14240000.00
          12884064.04
          Asset-Backed Securities
        
        
          GREENPOINT CREDIT MHC 2000-3   IIA2   20310608 FLT
          
            2031-06-08
          
          5.419600
          7075000.00
          6683932.44
          Asset-Backed Securities
        
        
          HOME PART OF AMER TR 2022-1    E      20390419 5.5
          
            2039-04-19
          
          5.530000
          31372800.00
          30481536.54
          Asset-Backed Securities
        
        
          WELLFLEET CLO 2015-R3 LTD      E-R3   20290720 FLT
          254900DLL625KV2D0Z30
          
            2029-07-20
          
          9.759860
          3750000.00
          3227474.87
          Asset-Backed Securities
        
        
          IHS MARKIT LTD                 SR GLBL NT 23
          549300HLPTRASHS0E726
          
            2023-08-01
          
          4.125000
          7000.00
          7129.19
          Corporate Debt Securities
        
        
          J.P.MORGAN MTG TR 2022-INV1    B-4    20520325 FLT
          
            2052-03-25
          
          3.300790
          4920000.00
          3748288.00
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2022-7        2A-4-A 20521225 FLT
          
            2052-12-25
          
          4.000000
          5000000.00
          4823198.57
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SEC CORP 2020-TWN3      D      20371116 FLT
          
            2037-11-16
          
          5.699000
          6369000.00
          6164142.88
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC 2021-ADV                  G      20380715 FLT
          
            2038-07-15
          
          8.250000
          4600000.00
          4344324.33
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGROUP MTG LN TR 2006-AR9   1-M2   20361125 FLT
          
            2036-11-25
          
          2.964000
          6172000.00
          5964610.51
          Private Label Collateralized Mortgage Obligations
        
        
          MS MTG LN TR 2005-5AR          1-M-3  20350925 FLT
          549300AT2084FJB5UN46
          
            2035-09-25
          
          3.084000
          60000.00
          30815.36
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC 2020-TMIC                 C      20351217 FLT
          
            2035-12-17
          
          8.749000
          5000000.00
          4975701.94
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT TR 2021-IND              G      20381015 FLT
          
            2038-10-15
          
          5.264780
          3655000.00
          3303032.32
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT COMM MTG TR 2021-MFP2    E      20361117 FLT
          
            2036-11-17
          
          4.018400
          7500000.00
          7097510.33
          Private Label Collateralized Mortgage Obligations
        
        
          SG RESIDENTIAL MTG TR 2022-1   B-1    20620325 FLT
          
            2062-03-25
          
          3.987350
          2596000.00
          2125937.79
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL COML MTG TR 2019-C18     F      20521217 2.7
          
            2052-12-17
          
          2.750000
          2000000.00
          1142317.78
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2016-LC25  G      20591217 FLT
          
            2059-12-17
          
          4.339200
          5330000.00
          2761952.36
          Private Label Collateralized Mortgage Obligations
        
        
          VASA TRUST 2021-VASA           F      20390715 FLT
          
            2039-07-15
          
          5.899000
          9000000.00
          8517636.50
          Private Label Collateralized Mortgage Obligations
        
        
          VELOCITY COM CAP LN TR 2021-3  M-6    20511025 FLT
          
            2051-10-25
          
          5.030000
          2000000.00
          1896327.16
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC INDX 2006-AR4          A1-B   20460525 FLT
          
            2046-05-25
          
          2.859000
          61447488.00
          2604633.26
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT
          
            2033-07-08
          
          4.647570
          5990000.00
          5834765.44
          Private Label Collateralized Mortgage Obligations
        
        
          FONTAINEBLEAU MIAMI 2019-FBLU  E      20361212 FLT
          
            2036-12-12
          
          3.962870
          4898000.00
          4600815.00
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2015-GC34       G      20481013 FLT
          54930070360RBP384M53
          
            2048-10-13
          
          4.648060
          6204000.00
          1950127.87
          Private Label Collateralized Mortgage Obligations
        
        
          GSCG TRUST 2019-600C           F      20340912 FLT
          
            2034-09-12
          
          3.985100
          4320000.00
          3918099.70
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SEC CORP 2021-ROSS TR   H      20360616 FLT
          
            2036-06-16
          
          7.900000
          17777000.00
          16385704.82
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2018-HCLV          F      20330915 FLT
          
            2033-09-15
          
          5.049000
          3395000.00
          3004128.56
          Private Label Collateralized Mortgage Obligations
        
        
          CRSNT TR 2021-MOON             F      20360415 FLT
          
            2036-04-15
          
          5.500000
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          5139432.74
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT
          
            2034-11-15
          
          8.899000
          5000000.00
          4351978.61
          Private Label Collateralized Mortgage Obligations
        
        
          MS MTG LN TR 2007-8XS          A-3-W  20370425 FLT
          549300NAJR4EOJG3S510
          
            2037-04-25
          
          6.000000
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          7953976.54
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2013-C12      D      20461017 FLT
          
            2046-10-17
          
          4.762160
          5000000.00
          4556129.50
          Private Label Collateralized Mortgage Obligations
        
        
          WORLDWIDE PLAZA TR 2017-WWP    F      20361112 FLT
          
            2036-11-12
          
          3.595540
          22253000.00
          17158632.58
          Private Label Collateralized Mortgage Obligations
        
        
          VELOCITY COM CAP LN TR 2021-3  M-7    20511025 FLT
          
            2051-10-25
          
          6.540000
          3750132.00
          3203234.47
          Private Label Collateralized Mortgage Obligations
        
        
          KEY COML MTG SECS TR 2018-S1   E      20531020 FLT
          
            2053-10-20
          
          5.117580
          3143000.00
          2984659.87
          Private Label Collateralized Mortgage Obligations
        
        
          ML CFC  COMMERCIAL MORTGAGE TRUST 2007 7
          549300IPK24XY4D5QJ29
          
            2050-06-12
          
          5.915540
          4000000.00
          889031.35
          Private Label Collateralized Mortgage Obligations
        
        
          MHC COML MTG TR 2021-MHC       G      20380415 FLT
          
            2038-04-15
          
          5.199960
          50000000.00
          47169810.37
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2006-AR3         A-1C   20460225 FLT
          
            2046-02-25
          
          1.643320
          23743000.00
          776652.40
          Private Label Collateralized Mortgage Obligations
        
        
          LUXE TRUST 2021-MLBH           F      20381115 FLT
          
            2038-11-15
          
          5.000000
          7000000.00
          6577567.11
          Private Label Collateralized Mortgage Obligations
        
        
          CITGRP COML MTG TR 2014-GC25   D      20471011 3.5
          
            2047-10-11
          
          3.548000
          5775000.00
          5180825.01
          Private Label Collateralized Mortgage Obligations
        
        
          AMSR TRUST 2020-SFR3           I      20370918 7.3
          
            2037-09-18
          
          7.379000
          2500000.00
          2489040.56
          Private Label Collateralized Mortgage Obligations
        
        
          BANK 2018-BNK12                E      20610517 FLT
          
            2061-05-17
          
          2.915070
          4973000.00
          2760628.07
          Private Label Collateralized Mortgage Obligations
        
        
          CD MTG TR 2017-CD3             D      20500211 3.2
          
            2050-02-11
          
          3.250000
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          3596127.01
          Private Label Collateralized Mortgage Obligations
        
        
          CGDB COML MTG TR 2019-MOB      E      20361117 FLT
          
            2036-11-17
          
          3.999140
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          6455105.92
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2014-CCRE17        D      20470510 FLT
          
            2047-05-10
          
          4.845520
          5000000.00
          4379178.69
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2015-CCRE27        E      20481013 3.2
          
            2048-10-13
          
          3.250000
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          5589303.49
          Private Label Collateralized Mortgage Obligations
        
        
          CWMBS INC 2005-J3              2-A-1  20350925 FLT
          
            2035-09-25
          
          2.609000
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          755590.85
          Private Label Collateralized Mortgage Obligations
        
        
          STRUCTURED ASSET MTG 2006-AR3  I-1A-2 20360425 FLT
          
            2036-04-25
          
          2.799000
          67183000.00
          1986260.27
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT COMM MTG TR 2021-MFP     F      20381115 FLT
          
            2038-11-15
          
          4.624040
          4698000.00
          4462931.99
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT 2021-FLWR                F      20360715 FLT
          
            2036-07-15
          
          4.671540
          43050000.00
          39885855.57
          Private Label Collateralized Mortgage Obligations
        
        
          BANK 2020-BNK25                H      20630118 FLT
          
            2063-01-18
          
          1.915610
          8100000.00
          5074746.57
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-08-01
      2022-10-27
      2022-12-12
      Y
      
        JP MORGAN SECURITIES LLC
        1.0000
        90
        N
      
      N
      N
      0.0408
      428787944.22
      428787944.22
      0.0048
      N
      N
      N
      Y
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 1.750000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TLU78
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-19
          
          0.00
          260000.00
          256525.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-06
          
          0.00
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          27404430.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-08
          
          0.00
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          23879485.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-08
          
          0.00
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          905617.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-15
          
          3.625000
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          65305.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          1159600.00
          2582353.91
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          1319300.00
          2828113.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
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          521216.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          100.00
          101.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          0.500000
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          75738733.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
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          8548637.50
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            2028-02-29
          
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            2031-11-15
          
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            2025-01-15
          
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            2029-03-31
          
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            2046-05-15
          
          2.500000
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            2048-02-15
          
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            2048-02-15
          
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            2027-02-15
          
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      Y
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        BNP Paribas SA
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      N
      
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            2066-11-25
          
          4.165110
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          3.799670
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            2024-04-15
          
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            2031-03-17
          
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            2031-03-17
          
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            2031-06-16
          
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            2035-07-16
          
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          549300XSCUX0ONI5KZ96
          
            2031-04-21
          
          5.991710
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            2069-10-25
          
          3.500000
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          254900SICWP7QQDX8T50
          
            2030-04-15
          
          9.412000
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            2035-11-26
          
          2.904000
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            2036-11-17
          
          2.319140
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            2052-04-25
          
          0.150000
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          1.650000
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            2034-10-20
          
          8.859860
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            2039-12-15
          
          7.073060
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            2035-09-25
          
          6.270000
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            2036-08-25
          
          2.449000
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            2036-01-25
          
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          635400VQIBXGEB9ZUC59
          
            2033-01-25
          
          2.549000
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          635400WAVVCUCCIGH375
          
            2037-07-25
          
          2.759000
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            2031-10-20
          
          8.829860
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            2035-09-25
          
          2.994000
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            2035-10-25
          
          3.204000
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          549300IQIXBXDNPLSE92
          
            2032-09-15
          
          0.010000
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            2062-04-20
          
          4.380000
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            2062-04-20
          
          4.440000
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            2066-11-25
          
          3.935000
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            2036-06-25
          
          2.599000
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            2026-11-15
          
          4.125000
          99000.00
          55444.28
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            2060-09-27
          
          5.000000
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            2059-09-25
          
          4.250000
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            2046-07-25
          
          3.159000
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            2025-06-16
          
          3.370000
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          254900KXN235YISGF415
          
            2029-10-25
          
          5.109000
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            2046-07-25
          
          6.400000
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            2033-03-26
          
          4.727290
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          1922988.55
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            2026-05-15
          
          4.590000
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            2026-12-15
          
          4.700000
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            2028-09-25
          
          6.370000
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            2034-10-17
          
          4.173060
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            2036-07-25
          
          2.419000
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            2062-04-20
          
          3.360000
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            2035-12-25
          
          2.919000
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            2037-06-22
          
          5.125000
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            2037-01-25
          
          2.721500
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            2032-01-11
          
          3.950000
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            2027-04-15
          
          3.700000
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            2036-06-18
          
          3.856000
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            2028-12-15
          
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            2035-03-25
          
          2.949000
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            2034-10-16
          
          9.212000
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            2066-12-27
          
          4.126010
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            2033-12-15
          
          2.299140
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            2035-06-23
          
          4.229570
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            2038-10-19
          
          2.532000
          10000000.00
          8657093.33
          Asset-Backed Securities
        
        
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          5493008ABAJEYBWITR69
          
            2025-02-20
          
          0.00
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            2037-06-25
          
          5.368420
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            2036-11-25
          
          5.209000
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            2038-02-16
          
          3.515450
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            2038-02-16
          
          5.215450
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            2036-06-25
          
          3.129000
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          Asset-Backed Securities
        
        
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            2059-07-25
          
          3.250000
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            2028-12-01
          
          6.920000
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            2028-07-15
          
          7.030000
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          254900DJRGZBUZ3F5038
          
            2026-05-17
          
          8.000000
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            2049-07-01
          
          5.125000
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          Corporate Debt Securities
        
        
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          549300SLJK3XUAQHFO63
          
            2050-02-01
          
          4.451000
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          Corporate Debt Securities
        
        
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            2048-08-12
          
          3.126050
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            2063-10-25
          
          4.199000
          2550000.00
          2166497.57
          Private Label Collateralized Mortgage Obligations
        
        
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            2067-01-25
          
          3.993750
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          Private Label Collateralized Mortgage Obligations
        
        
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            2045-07-25
          
          3.179000
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          Private Label Collateralized Mortgage Obligations
        
        
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            2038-12-27
          
          4.009000
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          Private Label Collateralized Mortgage Obligations
        
        
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            2065-05-25
          
          3.101000
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          332579.12
          Private Label Collateralized Mortgage Obligations
        
        
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            2044-02-10
          
          4.866360
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          Private Label Collateralized Mortgage Obligations
        
        
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            2034-05-25
          
          5.500000
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          Private Label Collateralized Mortgage Obligations
        
        
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          549300R1KUK063S4I339
          
            2034-11-25
          
          5.830000
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          227741.57
          Private Label Collateralized Mortgage Obligations
        
        
          BFLD TR 2019-DPLO              B      20341016 FLT
          
            2034-10-16
          
          3.339000
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          Private Label Collateralized Mortgage Obligations
        
        
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            2036-02-15
          
          4.400000
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          1579433.10
          Private Label Collateralized Mortgage Obligations
        
        
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            2034-11-25
          
          2.946380
          699983.00
          8474.35
          Private Label Collateralized Mortgage Obligations
        
        
          ASHFORD HOSP TR 2018-KEYS      D      20350615 FLT
          
            2035-06-15
          
          4.750000
          11080000.00
          10294242.10
          Private Label Collateralized Mortgage Obligations
        
        
          BBCMS TR 2018-BXH              D      20371015 FLT
          
            2037-10-15
          
          3.999140
          10613000.00
          9989488.60
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FR COM MTG TR 2019-JWDR  F      20310917 FLT
          
            2031-09-17
          
          4.556500
          51388000.00
          45119637.52
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC MBS 2005-AR8           2-A-1B 20350525 FLT
          
            2035-05-25
          
          2.879000
          25780000.00
          79188.91
          Private Label Collateralized Mortgage Obligations
        
        
          J.P.MORGAN MTG TR 2022-LTV1    B-3    20520725 FLT
          
            2052-07-25
          
          3.527750
          3479600.00
          1130865.85
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2021-1        B-6    20510625 FLT
          
            2051-06-25
          
          3.033040
          1550936.00
          880202.83
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MRTG TR 2021-INV4    B-4    20520125 FLT
          
            2052-01-25
          
          3.230920
          6457000.00
          4565598.89
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2021-INV6     B-6    20520425 FLT
          
            2052-04-25
          
          3.349140
          3679650.00
          900032.96
          Private Label Collateralized Mortgage Obligations
        
        
          KEY COML MTG SECS TR 2018-S1   F      20531020 FLT
          
            2053-10-20
          
          5.117580
          1886000.00
          1756883.20
          Private Label Collateralized Mortgage Obligations
        
        
          LEHMAN XS TRUST 2006-GP1       A3-A   20460525 FLT
          
            2046-05-25
          
          2.719000
          31308320.00
          974932.09
          Private Label Collateralized Mortgage Obligations
        
        
          LIFE 2021-BMR MORTGAGE TRUST   F      20380315 FLT
          
            2038-03-15
          
          4.349000
          5000000.00
          4596340.29
          Private Label Collateralized Mortgage Obligations
        
        
          LIFE 2021-BMR MORTGAGE TRUST   G      20380315 FLT
          
            2038-03-15
          
          4.949000
          37809000.00
          34312160.77
          Private Label Collateralized Mortgage Obligations
        
        
          LUXE TRUST 2021-MLBH           J      20381115 FLT
          
            2038-11-15
          
          6.500000
          4291144.00
          4149565.33
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2014-C03    1M-2   20240725 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2024-07-25
          
          5.259000
          38695040.00
          11698436.74
          Private Label Collateralized Mortgage Obligations
        
        
          VERUS SEC TR 2019-INV2         B-1    20590725 FLT
          
            2059-07-25
          
          4.452000
          489000.00
          488845.31
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2006-AR5         A-1B3  20460625 FLT
          
            2046-06-25
          
          2.959000
          23558000.00
          1332221.64
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2016-LC25  H      20591217 FLT
          
            2059-12-17
          
          4.339200
          7200000.00
          2984809.94
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2015-CCRE24        H      20480812 FLT
          
            2048-08-12
          
          3.126050
          5205656.00
          967643.58
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC TRUST 2017-PFHP           G      20301216 FLT
          
            2030-12-16
          
          8.149000
          3600000.00
          3325593.80
          Private Label Collateralized Mortgage Obligations
        
        
          TOWD PT MTG TR 2017-FRE2       M-4    20471125 FLT
          
            2047-11-25
          
          5.277050
          40682304.00
          39459978.61
          Private Label Collateralized Mortgage Obligations
        
        
          RALI SERIES TRUST 2006-QA3     A-2    20360425 FLT
          
            2036-04-25
          
          2.859000
          2066048.00
          1355219.01
          Private Label Collateralized Mortgage Obligations
        
        
          READY CAP MTG TR 2015-2        E      20550625 FLT
          
            2055-06-25
          
          5.086270
          7750000.00
          7395483.91
          Private Label Collateralized Mortgage Obligations
        
        
          UWM MORTGAGE TRUST 2021-INV5   B-4    20520125 FLT
          
            2052-01-25
          
          3.244810
          4794000.00
          3757974.20
          Private Label Collateralized Mortgage Obligations
        
        
          MASTR RESEC TRUST 2008-3       A-1    20370825 FLT
          
            2037-08-25
          
          2.173210
          101449472.00
          5557346.35
          Private Label Collateralized Mortgage Obligations
        
        
          MHC COML MTG TR 2021-MHC       J      20380415 FLT
          
            2038-04-15
          
          6.199960
          151282000.00
          143836973.51
          Private Label Collateralized Mortgage Obligations
        
        
          MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7
          
            2036-12-15
          
          2.717520
          4000000.00
          3538158.51
          Private Label Collateralized Mortgage Obligations
        
        
          HARBORVIEW MTG LN TR 2004-8    2-A4B  20341119 FLT
          
            2034-11-19
          
          3.060290
          25252000.00
          173757.06
          Private Label Collateralized Mortgage Obligations
        
        
          HARVEST COML CAP LN TR 2019-1  M-6    20460925 FLT
          
            2046-09-25
          
          6.336920
          13240000.00
          8890073.67
          Private Label Collateralized Mortgage Obligations
        
        
          IMPAC CMB TR 2005-6            1-M-1  20351025 FLT
          
            2035-10-25
          
          2.979000
          11837760.00
          225576.04
          Private Label Collateralized Mortgage Obligations
        
        
          RESIDENTIAL ASSET SEC 2004-A4  A-13   20340825 FLT
          
            2034-08-25
          
          2.809000
          23889000.00
          596886.10
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC MBS 2004-AR5           2-A-2  20340825 FLT
          
            2034-08-25
          
          3.259000
          72655000.00
          189821.69
          Private Label Collateralized Mortgage Obligations
        
        
          JPMCC COML MTG SEC TR 2016-JP2 F      20490817 FLT
          
            2049-08-17
          
          4.520150
          4466000.00
          1885418.68
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2019-INV3     B-5    20500525 FLT
          
            2050-05-25
          
          4.391950
          1843000.00
          1568427.10
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2015-C20      E      20480218 2.8
          
            2048-02-18
          
          2.850000
          3577000.00
          2974682.09
          Private Label Collateralized Mortgage Obligations
        
        
          MS CAPITAL I TR 2015-MS1       D      20480515 FLT
          
            2048-05-15
          
          4.023980
          12900000.00
          10930179.80
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP 2019-BPR    E      20360515 FLT
          
            2036-05-15
          
          6.999000
          3696000.00
          2801205.18
          Private Label Collateralized Mortgage Obligations
        
        
          GREENPOINT MTG FDG 2006-AR2    IV-A-2 20360325 FLT
          
            2036-03-25
          
          2.899000
          17683648.00
          955065.69
          Private Label Collateralized Mortgage Obligations
        
        
          MS MTG LN TR 2006-15XS         A-6-B  20361125 FLT
          
            2036-11-25
          
          6.330170
          3265000.00
          1510980.93
          Private Label Collateralized Mortgage Obligations
        
        
          DBWF MTG TR 2018-GLKS          E      20301219 FLT
          
            2030-12-19
          
          5.138390
          16238000.00
          15282658.86
          Private Label Collateralized Mortgage Obligations
        
        
          DEEPHAVEN RES MTG 2021-2 TR    B-1    20660425 FLT
          
            2066-04-25
          
          3.174000
          1130000.00
          932731.00
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COM MTG 2020-SDAL  F      20370218 FLT
          
            2037-02-18
          
          5.489700
          13800000.00
          12493993.99
          Private Label Collateralized Mortgage Obligations
        
        
          CSFB COML MTG PTC 2007-C2      B 144A 20490115 FLT
          
            2049-01-15
          
          5.622980
          1449092.00
          13017.82
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2005-24              4-A-2  20350720 FLT
          
            2035-07-20
          
          2.726430
          76288000.00
          1306858.71
          Private Label Collateralized Mortgage Obligations
        
        
          BAMLL COML MTG TR 2019-BPR     E-NM   20321105 FLT
          
            2032-11-05
          
          3.718550
          1500000.00
          1192653.31
          Private Label Collateralized Mortgage Obligations
        
        
          BX COML MTG TR 2019-ATL        F      20361015 FLT
          
            2036-10-15
          
          4.735600
          8700000.00
          8007033.01
          Private Label Collateralized Mortgage Obligations
        
        
          BX TR 2019-IMC                 E      20340417 FLT
          
            2034-04-17
          
          4.149000
          56985300.00
          53343170.03
          Private Label Collateralized Mortgage Obligations
        
        
          BX TR 2019-IMC                 F      20340417 FLT
          
            2034-04-17
          
          4.899000
          66352000.00
          61492523.28
          Private Label Collateralized Mortgage Obligations
        
        
          BX CML MTG TR 2022-LP2         G      20270216 FLT
          
            2027-02-16
          
          6.206800
          91974500.00
          78927955.82
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2007-23CB            A-7    20370925 FLT
          
            2037-09-25
          
          2.659000
          3689520.00
          207018.10
          Private Label Collateralized Mortgage Obligations
        
        
          STRUCTURED ASSET MTG 2007-AR1  I-A-2  20370125 FLT
          
            2037-01-25
          
          2.659000
          30199000.00
          1230974.69
          Private Label Collateralized Mortgage Obligations
        
        
          SUTHERLAND COML MTG 2017-SCB6  D      20240625 FLT
          
            2024-06-25
          
          4.953130
          11620464.00
          8269285.75
          Private Label Collateralized Mortgage Obligations
        
        
          NEW ORLEANS HOTEL 2019-HNLA    D      20320415 FLT
          
            2032-04-15
          
          4.037710
          13642000.00
          12712860.03
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT 2021-FLWR                E      20360715 FLT
          
            2036-07-15
          
          3.922990
          3399000.00
          3165235.84
          Private Label Collateralized Mortgage Obligations
        
        
          NATIXIS COMM MTG SEC 2018-FL1  D      20350615 FLT
          
            2035-06-15
          
          4.949140
          3100000.00
          2045437.86
          Private Label Collateralized Mortgage Obligations
        
        
          GSR MTG TR 2005-AR6            B1     20350925 FLT
          
            2035-09-25
          
          3.060850
          2408470.00
          830379.78
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-08-01
      2022-10-27
      2023-01-04
      Y
      
        JP MORGAN SECURITIES LLC
        1.0000
        90
        N
      
      N
      N
      0.0354
      816191264.07
      816191264.07
      0.0091
      N
      N
      N
      Y
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 2.850000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TOVU0
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          OZLM XII LTD 2015-12           D      20270430 FLT
          5493005RYHNVNU6C8029
          
            2027-04-30
          
          6.686000
          1675000.00
          1622846.46
          Asset-Backed Securities
        
        
          OAKTOWN RE V LTD 2020-2        M-2    20301025 FLT
          
            2030-10-25
          
          7.509000
          6000000.00
          6077756.00
          Asset-Backed Securities
        
        
          RACE POINT IX CLO LTD 2015-9R  C-R    20301015 FLT
          549300C3570PBQ31OI09
          
            2030-10-15
          
          5.712000
          2650000.00
          2301846.53
          Asset-Backed Securities
        
        
          TRIANGLE RE LTD 2021-2         M-1C   20331025 FLT
          
            2033-10-25
          
          6.759000
          10751000.00
          10593078.56
          Asset-Backed Securities
        
        
          AIR CANADA 2013-1              A      20261115 4.1
          
            2026-11-15
          
          4.125000
          890000.00
          498438.43
          Asset-Backed Securities
        
        
          AIR CANADA 2013-1              A      20261115 4.1
          
            2026-11-15
          
          4.125000
          3000000.00
          1680129.55
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2015-1     A      20281101 3.3
          
            2028-11-01
          
          3.375000
          2573000.00
          1484348.91
          Asset-Backed Securities
        
        
          APEX CREDIT CLO 2015-2R LTD    E-R    20261019 FLT
          254900VJGL23NNLC3592
          
            2026-10-19
          
          8.840290
          4500000.00
          4395335.40
          Asset-Backed Securities
        
        
          BABSON CLO LTD 2014-I          D      20250721 FLT
          549300SCEOLR3BTPYX35
          
            2025-07-21
          
          7.609860
          2000000.00
          1936408.99
          Asset-Backed Securities
        
        
          BELLEMEADE RE 2020-3 LTD       M-2    20301025 FLT
          
            2030-10-25
          
          7.109000
          6297000.00
          6188911.30
          Asset-Backed Securities
        
        
          REGIONAL MGT ISS TR 2020-1     D      20301015 6.7
          
            2030-10-15
          
          6.770000
          7260000.00
          6669738.61
          Asset-Backed Securities
        
        
          SIRIUS XM RADIO INC            SR GLBL 144A 27
          WP5O65E6BMU84LNO4227
          
            2027-08-01
          
          5.000000
          1510000.00
          1514533.36
          Corporate Debt Securities
        
        
          SITKA HLDGS LLC                SR SEC GLBL 26
          
            2026-07-06
          
          6.750430
          77279000.00
          74421828.94
          Corporate Debt Securities
        
        
          SITKA HLDGS LLC                SR SEC GLBL 26
          
            2026-07-06
          
          6.750430
          618000.00
          595151.21
          Corporate Debt Securities
        
        
          STANDARD INDS INC              SR 144A NT 31
          54930064UHXCIUWVI755
          
            2031-01-15
          
          3.375000
          3412000.00
          2767311.13
          Corporate Debt Securities
        
        
          TORONTO DOMINION BANK          SR GLBL INDX 22
          PT3QB789TSUIDF371261
          
            2022-09-12
          
          0.00
          136000.00
          182988.00
          Corporate Debt Securities
        
        
          COMMERZBANK AG                 FR 8.125%091923
          851WYGNLUQLFZBSYGB56
          
            2023-09-19
          
          8.125000
          280000.00
          295786.48
          Corporate Debt Securities
        
        
          COMMERZBANK AG                 FR 8.125%091923
          851WYGNLUQLFZBSYGB56
          
            2023-09-19
          
          8.125000
          800000.00
          845104.22
          Corporate Debt Securities
        
        
          COMMERZBANK AG                 FR 8.125%091923
          851WYGNLUQLFZBSYGB56
          
            2023-09-19
          
          8.125000
          280000.00
          295786.48
          Corporate Debt Securities
        
        
          DIAMOND FGN ASSET CO / DIAMOND SR SEC PIK NT 27
          
            2027-04-22
          
          9.000000
          26.00
          24.50
          Corporate Debt Securities
        
        
          DIAMOND FGN ASSET CO / DIAMOND SR SEC PIK NT 27
          
            2027-04-22
          
          9.000000
          835408.00
          787163.19
          Corporate Debt Securities
        
        
          DIAMOND FGN ASSET CO / DIAMOND SR SEC PIK NT 27
          
            2027-04-22
          
          9.000000
          60.00
          56.54
          Corporate Debt Securities
        
        
          DIAMOND FGN ASSET CO / DIAMOND SR SEC PIK NT 27
          
            2027-04-22
          
          9.000000
          49.00
          46.17
          Corporate Debt Securities
        
        
          DISH DBS CORPORATION           SR SEC GLBL 28
          
            2028-12-01
          
          5.750000
          835000.00
          674775.10
          Corporate Debt Securities
        
        
          FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT
          549300N3Z00ZHE2XC526
          
            2500-12-31
          
          5.800860
          52000.00
          49008.44
          Corporate Debt Securities
        
        
          FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT
          549300N3Z00ZHE2XC526
          
            2500-12-31
          
          5.800860
          10501000.00
          9896876.84
          Corporate Debt Securities
        
        
          KORN FERRY                     SR GLBL 144A 27
          549300FOD20OM0GT5G40
          
            2027-12-15
          
          4.625000
          10000.00
          9431.53
          Corporate Debt Securities
        
        
          LLOYDS BANKING GROUP PLC       ALT TIER I PERP
          549300PPXHEU2JF0AM85
          
            2500-12-31
          
          7.500000
          4230000.00
          4294155.00
          Corporate Debt Securities
        
        
          LUCKIN COFFEE INC              SR SEC GLBL B 27
          549300FO16ASCVSMYI15
          
            2027-01-28
          
          9.000000
          1360000.00
          1292340.00
          Corporate Debt Securities
        
        
          LUCKIN COFFEE INC              SR SEC GLBL B 27
          549300FO16ASCVSMYI15
          
            2027-01-28
          
          9.000000
          1313000.00
          1247678.25
          Corporate Debt Securities
        
        
          MUTHOOT FINANCE LIMITED        FR 6.125%103122
          335800HAMJMBFL4RRF02
          
            2022-10-31
          
          6.125000
          250000.00
          252310.59
          Corporate Debt Securities
        
        
          NINE ENERGY SERVICE INC        SR GLBL 144A 23
          549300KRLJCZBPZMKT65
          
            2023-11-01
          
          8.750000
          207000.00
          135150.07
          Corporate Debt Securities
        
        
          NINE ENERGY SERVICE INC        SR GLBL 144A 23
          549300KRLJCZBPZMKT65
          
            2023-11-01
          
          8.750000
          570000.00
          372152.37
          Corporate Debt Securities
        
        
          NOBLE FIN CO                   SR SEC GLBL 28
          5493003DTPH8AMMK4P51
          
            2028-02-15
          
          11.000000
          999958.00
          1127063.77
          Corporate Debt Securities
        
        
          APOLLO INVT CORP               SR NT 5.25%25
          5493005P14I7WFB3FW47
          
            2025-03-03
          
          5.250000
          5600000.00
          5613057.33
          Corporate Debt Securities
        
        
          AMERICAN PRESIDENT COS LTD     SR GLBL DEB 8%24
          549300TMJ045M7TR5G76
          
            2024-01-15
          
          8.000000
          390000.00
          414613.33
          Corporate Debt Securities
        
        
          BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 24
          549300G8S4PO686J7H97
          
            2024-12-15
          
          4.750000
          2800000.00
          2606255.56
          Corporate Debt Securities
        
        
          BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 26
          549300G8S4PO686J7H97
          
            2026-01-15
          
          7.000000
          7000000.00
          6773518.89
          Corporate Debt Securities
        
        
          AMBAC ASSURANCE CORP           PERP SR SEC 144A
          549300RYYRVPPB8NC636
          
            2500-12-31
          
          5.100000
          249586.00
          176309.89
          Corporate Debt Securities
        
        
          UBS GROUP FDG SWITZ AG         ALT TIER I PERP
          549300SZJ9VS8SGXAN81
          
            2500-12-31
          
          7.000000
          857000.00
          903111.36
          Corporate Debt Securities
        
        
          UNICREDIT S.P.A                FR 7.296%040234
          549300TRUWO2CD2G5692
          
            2034-04-02
          
          7.296000
          200000.00
          189534.40
          Corporate Debt Securities
        
        
          VIRGIN AUSTRALIA HLDGS LTD     SR GLBL 144A 24
          254900SNPW6V9967CJ18
          
            2024-11-15
          
          8.125000
          985000.00
          68163.37
          Corporate Debt Securities
        
        
          VIRGIN AUSTRALIA HLDGS LTD     SR GLBL 144A 24
          254900SNPW6V9967CJ18
          
            2024-11-15
          
          8.125000
          3000.00
          207.60
          Corporate Debt Securities
        
        
          VOYAGER AVIATION HOLDINGS LLC  SR GLBL 144A 26
          549300KHOKL1CX4NIJ92
          
            2026-05-09
          
          8.500000
          2205000.00
          2111210.81
          Corporate Debt Securities
        
        
          AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26
          
            2026-04-20
          
          5.500000
          2529063.00
          2494604.52
          Corporate Debt Securities
        
        
          YPF SOCIEDAD ANONIMA           FR 7%121547
          5493003N7447U18U5U53
          
            2047-12-15
          
          7.000000
          96000.00
          49301.33
          Corporate Debt Securities
        
        
          FAIRFAX INDIA HLDGS CORP       GLBL 144A NT5%28
          549300K2JHXU7AX7CV78
          
            2028-02-26
          
          5.000000
          400000.00
          389860.00
          Corporate Debt Securities
        
        
          PAR TECHNOLOGY CORP            SR NT 4.5%24
          549300HYPTHBJQINVG57
          
            2024-04-15
          
          4.500000
          1000000.00
          1642861.00
          Corporate Debt Securities
        
      
      Y
      2022-09-02
      2022-09-02
      2022-10-12
      Y
      
        BNP Paribas SA
        1.0000
        35
        N
      
      N
      N
      0.0291
      144980815.05
      144980815.05
      0.0016
      N
      N
      N
      Y
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.060000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      ARP0TS5S5
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          GNII SF MA8151 M
          549300M8ZYFG0OCMTT87
          
            2052-07-20
          
          4.500000
          3517595.00
          3596459.48
          Agency Mortgage-Backed Securities
        
        
          WOORI BK KOREA                 FR 2%012027
          549300VUVMRL6RE7R376
          
            2027-01-20
          
          2.000000
          1100000.00
          1016048.00
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL NT 41
          6SHGI4ZSSLCXXQSBB395
          
            2041-03-26
          
          5.316000
          50000000.00
          52954650.00
          Corporate Debt Securities
        
        
          THAIOIL TREAS CTR CO LTD       FR 3.625%012323
          549300NH03B9E8VGJR89
          
            2023-01-23
          
          3.625000
          300000.00
          299593.25
          Corporate Debt Securities
        
        
          TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39
          
            2039-09-30
          
          5.750000
          1006077.00
          967350.02
          Corporate Debt Securities
        
        
          UNILEVER CAP CORP              SR GLBL NT 29
          MYF1DAS6G5WY7PRWCU78
          
            2029-09-06
          
          2.125000
          402000.00
          368992.17
          Corporate Debt Securities
        
        
          UNITED STATES STL CORP         SR GLBL NT 29
          JNLUVFYJT1OZSIQ24U47
          
            2029-03-01
          
          6.875000
          1241000.00
          1198512.99
          Corporate Debt Securities
        
        
          SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 27
          5493001IPW8ZGQ181Z16
          
            2027-09-13
          
          3.250000
          728000.00
          723746.86
          Corporate Debt Securities
        
        
          DAI-ICHI LIFE HOLDINGS INC     PERP SUB GLBL
          3538001235ACEIORUV72
          
            2500-12-31
          
          4.000000
          1283000.00
          1222770.28
          Corporate Debt Securities
        
        
          KIA MTRS CORP                  GLBL REGS NT1%24
          988400V8MJK9N7OI5X76
          
            2024-04-16
          
          1.000000
          200000.00
          191384.22
          Corporate Debt Securities
        
        
          BANK OF MONTREAL               FR 3.3%020524
          NQQ6HPCNCCU6TUTQYE16
          
            2024-02-05
          
          3.300000
          507000.00
          514893.99
          Corporate Debt Securities
        
        
          BARCLAYS PLC                   SR GLBL COCO 25
          213800LBQA1Y9L22JB70
          
            2025-03-16
          
          3.650000
          229000.00
          227803.41
          Corporate Debt Securities
        
        
          BARCLAYS PLC                   SR GLBL COCO 29
          213800LBQA1Y9L22JB70
          
            2029-05-16
          
          4.972000
          7839000.00
          7817145.74
          Corporate Debt Securities
        
        
          BNP PARIBAS                    FR 3.5%030123
          R0MUWSFPU8MPRO8K5P83
          
            2023-03-01
          
          3.500000
          6673000.00
          6765280.18
          Corporate Debt Securities
        
        
          BOEING CO                      CR SEN SR GLBL26
          RVHJWBXLJ1RFUBSY1F30
          
            2026-02-04
          
          2.196000
          8000.00
          7513.24
          Corporate Debt Securities
        
        
          CSC HLDGS LLC                  SR GLBL 144A 29
          3HG2WD2W22M120IUNG49
          
            2029-02-01
          
          6.500000
          3000000.00
          2984216.67
          Corporate Debt Securities
        
        
          CELULOSA ARAUCO Y CONSTITUCION SR GLBL NT5.5%47
          549300QEKV8G0AMNQD28
          
            2047-11-02
          
          5.500000
          477000.00
          402917.92
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL NT 29
          6SHGI4ZSSLCXXQSBB395
          
            2029-04-23
          
          4.075000
          325000.00
          319509.67
          Corporate Debt Securities
        
        
          DEERE JOHN CAPITAL CORP        FR 3.45%031325
          E0KSF7PFQ210NWI8Z391
          
            2025-03-13
          
          3.450000
          16000.00
          16319.89
          Corporate Debt Securities
        
        
          DEUTSCHE BK AG N Y             SNR NPF GLBL
          7LTWFZYICNSX8D621K86
          
            2032-05-28
          
          3.035000
          9000000.00
          7265453.75
          Corporate Debt Securities
        
        
          EMERSON ELEC CO                SR GLBL NT2.2%31
          FGLT0EWZSUIRRITFOA30
          
            2031-12-21
          
          2.200000
          1000.00
          892.49
          Corporate Debt Securities
        
        
          MCDONALDS CORP                 FR 1.45%090125
          UE2136O97NLB5BYP9H04
          
            2025-09-01
          
          1.450000
          1608000.00
          1531670.03
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 4.431%012330
          IGJSJL3JD5P30I6NJZ34
          
            2030-01-23
          
          4.431000
          10225000.00
          10206886.41
          Corporate Debt Securities
        
        
          OMNICOM GROUP INC              GLBL NT 2.45%30
          HKUPACFHSSASQK8HLS17
          
            2030-04-30
          
          2.450000
          1028000.00
          898160.46
          Corporate Debt Securities
        
        
          ORACLE CORP                    SR GLBL NT 27
          1Z4GXXU7ZHVWFCD8TV52
          
            2027-11-15
          
          3.250000
          31000.00
          29770.56
          Corporate Debt Securities
        
        
          OVERSEA-CHINESE BKG CORP LTD   FR 4.25%061924
          5493007O3QFXCPOGWK22
          
            2024-06-19
          
          4.250000
          550000.00
          555644.22
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL 31 NT 4
          1HNPXZSMMB7HMBMVBS46
          
            2040-07-01
          
          4.500000
          3061896.00
          2494526.67
          Corporate Debt Securities
        
        
          PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31
          549300W1D516HBDEU871
          
            2031-09-15
          
          5.750000
          1450000.00
          1228371.53
          Corporate Debt Securities
        
        
          PFIZER INC                     SR GLBL NT3.6%28
          765LHXWGK1KXCLTFYQ30
          
            2028-09-15
          
          3.600000
          4000.00
          4150.28
          Corporate Debt Securities
        
        
          SIRIUS XM RADIO INC            SR GLBL 144A 28
          WP5O65E6BMU84LNO4227
          
            2028-07-15
          
          4.000000
          3227000.00
          2957724.78
          Corporate Debt Securities
        
        
          STANDARD CHARTERED PLC         SR GLBL 144A 24
          U4LOSYZ7YG4W3S5F2G91
          
            2024-03-15
          
          3.885000
          7136000.00
          7218498.11
          Corporate Debt Securities
        
        
          TENET HEALTHCARE CORP          SR SEC GLBL 26
          0W9AIBT6U6ADJ2I8HK17
          
            2026-01-01
          
          4.875000
          1100000.00
          1083732.83
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT COMPANY      SR GLBL NT2.3%25
          UDSQCVRUX5BONN0VY111
          
            2025-02-10
          
          2.300000
          631000.00
          601477.96
          Corporate Debt Securities
        
        
          ELLINGTON FIN MOR TR 19-2      A-3    20591125 FLT
          
            2059-11-25
          
          3.046000
          101824.00
          22143.66
          Private Label Collateralized Mortgage Obligations
        
        
          STWD TR 2021-LIH               A-S    20361117 FLT
          
            2036-11-17
          
          3.256000
          1833000.00
          1750278.95
          Private Label Collateralized Mortgage Obligations
        
        
          J.P. MOG CHSE CML TR 2021-1440 B      20360317 FLT
          
            2036-03-17
          
          3.749000
          19000.00
          18550.48
          Private Label Collateralized Mortgage Obligations
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-11
          
          0.00
          30184700.00
          30162423.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-08-15
          
          2.750000
          20700.00
          19267.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          800.00
          807.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          2.591160
          859100.00
          862449.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          0.125000
          1402600.00
          1362957.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-30
          
          1.250000
          548100.00
          515975.33
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0206
      145000000.00
      145000000.00
      0.0016
      N
      Y
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 2.230000%
      ZBUT11V806EZRVTWT807
      0000782124
      ARP0TT6B9
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          SAN DIEGO GAS &amp; ELEC CO        1M GLBL YYY BD5
          KNIRVXKVNJJ4P8OTMS63
          
            2052-03-15
          
          3.700000
          315000.00
          285580.05
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             VR 112700-112740
          9DJT3UXIJIZJI4WXO774
          
            2040-11-27
          
          1.452860
          2916000.00
          2910933.46
          Corporate Debt Securities
        
        
          COMCAST CORP NEW               SR GLBL NT2.8%51
          51M0QTTNCGUN7KFCFZ59
          
            2051-01-15
          
          2.800000
          905000.00
          667300.74
          Corporate Debt Securities
        
        
          CATHOLIC HEALTH SVCS LONG IS   SR -2020 BD 50
          
            2050-07-01
          
          3.368000
          120000.00
          91258.75
          Corporate Debt Securities
        
        
          PROVINCIA DE CORDOBA           GLBL AMZ REGS 27
          5299006CLM2Z97AATT29
          
            2027-06-01
          
          6.990000
          12367792.00
          7188923.39
          Corporate Debt Securities
        
        
          JSC NATIONAL COMPANY KAZMUNAY  FR 5.375%042430
          2138001H1M69RFJCSH88
          
            2030-04-24
          
          5.375000
          200000.00
          182924.81
          Corporate Debt Securities
        
        
          NOVANT HEALTH INC              SR GLBL 2021A 51
          549300ZUXEGFGE8EP917
          
            2051-11-01
          
          3.168000
          242000.00
          190481.59
          Corporate Debt Securities
        
        
          PNC FINL SVCS GROUP INC        SR GLBL NT 26
          CFGNEKW0P8842LEUIA51
          
            2026-08-13
          
          1.150000
          296000.00
          270325.78
          Corporate Debt Securities
        
        
          PUBLIC SERVICE CO COLO         1M -26 BD3.95%43
          5BANEF6PGSEK0SNMQF44
          
            2043-03-15
          
          3.950000
          223000.00
          201119.86
          Corporate Debt Securities
        
        
          INTERCONTINENTAL EXCHANGE INC  GLBL NT 4.95%52
          5493000F4ZO33MV32P92
          
            2052-06-15
          
          4.950000
          8566000.00
          8434914.50
          Corporate Debt Securities
        
        
          BAE SYSTEMS PLC                GLBL 144A NT 41
          8SVCSVKSGDWMW2QHOH83
          
            2041-10-11
          
          5.800000
          649000.00
          708370.52
          Corporate Debt Securities
        
        
          BNP PARIBAS                    FR 3.25%030323
          R0MUWSFPU8MPRO8K5P83
          
            2023-03-03
          
          3.250000
          1262000.00
          1277472.82
          Corporate Debt Securities
        
        
          FLORIDA PWR &amp; LT CO            GLBL FLT NT 72
          A89MY1K3YLIGJMYWVX50
          
            2072-06-15
          
          1.074470
          30504000.00
          30333544.11
          Corporate Debt Securities
        
        
          BANNER HEALTH                  SR GLBL 2020B 50
          PLD0E0WJKFN8IZJ2WD85
          
            2050-01-01
          
          3.181000
          416000.00
          329232.43
          Corporate Debt Securities
        
        
          CITIGROUP GLOBAL MKTS HLDGS IN SR NT FXD/FLT 46
          82VOJDD5PTRDMVVMGV31
          
            2046-12-13
          
          1.721290
          1552000.00
          1501281.30
          Corporate Debt Securities
        
        
          CITIGROUP GLOBAL MKTS HLDGS IN VR 081817-081857
          82VOJDD5PTRDMVVMGV31
          
            2057-08-18
          
          1.180000
          1806000.00
          1782214.98
          Corporate Debt Securities
        
        
          FLORIDA PWR &amp; LT CO            GLBL 8TH FL NT7
          A89MY1K3YLIGJMYWVX50
          
            2070-08-24
          
          1.206430
          6524000.00
          6440481.56
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             VR 122801-122841
          9DJT3UXIJIZJI4WXO774
          
            2041-12-28
          
          2.134430
          1449000.00
          1445983.16
          Corporate Debt Securities
        
        
          CARGILL INC                    SR GLBL 144A 37
          QXZYQNMR4JZ5RIRN4T31
          
            2037-09-15
          
          6.625000
          2509000.00
          3139460.82
          Corporate Debt Securities
        
        
          EATON CORP OHIO                SR GLBL NT 47
          0NZWDMRCE180888QQE14
          
            2047-09-15
          
          3.915000
          61000.00
          55246.63
          Corporate Debt Securities
        
        
          CHEVRON USA INC                GLBL NT 6%41
          VA8TZDWPEZYU430RZ444
          
            2041-03-01
          
          6.000000
          134000.00
          164583.71
          Corporate Debt Securities
        
        
          TENNESSEE GAS PIPELINE CO      SR DEB 7.625%37
          
            2037-04-01
          
          7.625000
          492000.00
          590125.98
          Corporate Debt Securities
        
        
          CWT TRAVEL GROUP INCORPORATED  SR 144A NT8.5%26
          
            2026-11-19
          
          8.500000
          550772.00
          517710.38
          Corporate Debt Securities
        
        
          CONSTELLATION MERGER SUB INC   8.5%25
          
            2025-09-15
          
          8.500000
          10086000.00
          9110874.31
          Corporate Debt Securities
        
        
          CONUMA COAL RES LTD            SR SEC GLBL 23
          5493002BTSOLIKR8TY08
          
            2023-05-01
          
          10.000000
          54031000.00
          54811447.78
          Corporate Debt Securities
        
        
          COX COMMUNICATIONS INC NEW     SR 144A NT4.7%42
          5493001NEDZNIFRP2R92
          
            2042-12-15
          
          4.700000
          171000.00
          160537.27
          Corporate Debt Securities
        
        
          ALPHA HLDG S A DE C V          SR GLBL REGS 25
          549300R872G37EN6NT94
          
            2025-02-10
          
          9.000000
          8336000.00
          789836.00
          Corporate Debt Securities
        
        
          TEEKAY OFFSHORE PARTNERS L P   SR GLBL REGS 23
          
            2023-07-15
          
          8.500000
          204000.00
          103551.53
          Corporate Debt Securities
        
        
          CANADIAN NATL RY CO            SR GLBL DEB 37
          3SU7BEP7TH9YEQOZCS77
          
            2037-11-15
          
          6.375000
          1416000.00
          1720290.14
          Corporate Debt Securities
        
        
          COX COMMUNICATIONS INC NEW     SR GLBL 144A 30
          5493001NEDZNIFRP2R92
          
            2030-10-01
          
          1.800000
          696000.00
          573253.44
          Corporate Debt Securities
        
        
          BLACKSTONE HLDGS FIN L L C     GLBL 144A NT4%47
          549300D2L6J4NC1QVZ22
          
            2047-10-02
          
          4.000000
          37000.00
          32251.79
          Corporate Debt Securities
        
        
          K HOVNANIAN ENTERPRISES INC    SR SEC GLBL 25
          549300JJCQ0KAI7CJG32
          
            2025-11-15
          
          10.000000
          94031000.00
          101396970.62
          Corporate Debt Securities
        
        
          MERCK &amp; CO INC                 VR 021204-02124
          MZK1AT00SJV4XB7WNL71
          
            2044-02-12
          
          0.949860
          2124000.00
          2110954.46
          Corporate Debt Securities
        
        
          NATWEST GROUP PLC              FXD/FLTG SRNT 25
          2138005O9XJIJN4JPN90
          
            2025-03-22
          
          4.269000
          2619000.00
          2633588.05
          Corporate Debt Securities
        
        
          MONTEFIORE MED CTR NEW YORK    SR -2020B BD 50
          
            2050-09-01
          
          4.287000
          73000.00
          55981.83
          Corporate Debt Securities
        
        
          NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD30
          4NYF266XZC35SCTGX023
          
            2030-03-15
          
          2.400000
          589000.00
          534802.18
          Corporate Debt Securities
        
        
          NATIONWIDE BLDG SOC GLOBAL COV FR 4.125%101832
          549300XFX12G42QIKN82
          
            2032-10-18
          
          4.125000
          573000.00
          554740.16
          Corporate Debt Securities
        
        
          PPL CAP FDG INC                SR GLBL NT3.1%26
          549300MROK5WY0D2NU17
          
            2026-05-15
          
          3.100000
          1394000.00
          1354483.20
          Corporate Debt Securities
        
        
          PAR PHARMACEUTICAL INC         SR SEC GLBL 27
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          36193000.00
          30025109.58
          Corporate Debt Securities
        
        
          PARTY CITY HLDGS INC           SR SEC GLBL 26
          5493005PYM1JS6EZN307
          
            2026-02-15
          
          8.750000
          7122000.00
          4574895.83
          Corporate Debt Securities
        
        
          POSTMEDIA NETWORK INC          SR SEC PIK 27
          
            2027-08-17
          
          10.250000
          42492000.00
          58650310.60
          Corporate Debt Securities
        
        
          SIJ LLC                        SR SEC GLBL 27
          
            2027-07-15
          
          10.000000
          9231880.00
          9421646.42
          Corporate Debt Securities
        
        
          ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 30
          TINT358G1SSHR3L3PW36
          
            2030-04-01
          
          5.625000
          395000.00
          413204.56
          Corporate Debt Securities
        
        
          ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 28
          
            2028-03-01
          
          8.000000
          60079488.00
          66528019.71
          Corporate Debt Securities
        
        
          UNITED PARCEL SVCS INC         SR GLBL FL NT 53
          D01LMJZU09ULLNCY6Z23
          
            2053-02-28
          
          1.896000
          5496000.00
          5460206.38
          Corporate Debt Securities
        
        
          TRANSOCEAN INC                 SR GLBL NT6.8%38
          DOL4HJ22ADYSIWES4H94
          
            2038-03-15
          
          6.800000
          8745000.00
          4032416.67
          Corporate Debt Securities
        
        
          K HOVNANIAN ENTERPRISES INC    SR SEC GLBL 26
          549300JJCQ0KAI7CJG32
          
            2026-02-15
          
          10.500000
          12679000.00
          13031898.83
          Corporate Debt Securities
        
        
          GAC HOLDCO INC                 SR SEC GLBL 25
          984500ECD69AE1066096
          
            2025-08-15
          
          12.000000
          5007000.00
          5593653.50
          Corporate Debt Securities
        
        
          SPIRIT AEROSYSTEMS INC         3.95%23
          ZD2NBKV6GCC3UMGBM518
          
            2023-06-15
          
          3.950000
          16191000.00
          15662004.05
          Corporate Debt Securities
        
        
          AGREE LTD PARTNERSHIP          SR GLBL NT2.9%30
          549300DXY3G299V1BO77
          
            2030-10-01
          
          2.900000
          112000.00
          98512.46
          Corporate Debt Securities
        
        
          S&amp;P GLOBAL INC                 GLBL NT 3.25%49
          Y6X4K52KMJMZE7I7MY94
          
            2049-12-01
          
          3.250000
          557000.00
          463076.49
          Corporate Debt Securities
        
        
          OHIO PWR CO                    SR -D NT 6.6%33
          06ZODLC132CY1O2Y7D77
          
            2033-03-01
          
          6.600000
          276000.00
          335305.04
          Corporate Debt Securities
        
        
          DONNELLEY R R &amp; SONS CO        SR DEB 8.82%31
          SU4X0P4WWRGOQDTSV032
          
            2031-04-15
          
          8.820000
          1060000.00
          1097608.80
          Corporate Debt Securities
        
        
          KINDER MORGAN INC DEL          FR 8.05%101530
          549300WR7IX8XE0TBO16
          
            2030-10-15
          
          8.050000
          80000.00
          95342.04
          Corporate Debt Securities
        
        
          ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34
          
            2034-07-15
          
          7.000000
          44000.00
          51134.26
          Corporate Debt Securities
        
        
          ENTERGY LA LLC                 1M GLBL-A BD 50
          0V5453U14HDZO63CGH17
          
            2050-04-01
          
          4.200000
          1420000.00
          1347617.87
          Corporate Debt Securities
        
        
          BANCO DO BRASIL S A GRAND CAYM ALT TIER I PERP
          QE0Q0253K88YAGNPE356
          
            2500-12-31
          
          9.250000
          495000.00
          513098.30
          Corporate Debt Securities
        
        
          MICROSOFT CORP                 SR GLBL NT 55
          INR2EJN1ERAN0W5ZP974
          
            2055-11-03
          
          4.750000
          11000.00
          12341.20
          Corporate Debt Securities
        
        
          NOMURA HLDGS INC               SR GLBL NT 25
          549300B3CEAHYG7K8164
          
            2025-07-16
          
          1.851000
          350000.00
          325474.95
          Corporate Debt Securities
        
      
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0230
      401997001.08
      401997001.08
      0.0045
      N
      N
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.170000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      ARP0TT6E3
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          FMRA 0E003A 08/15/32
          S6XOOCT0IEG5ABCC6L87
          
            2032-08-01
          
          3.738000
          1497776.00
          876.99
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC REMIC SERIES K-F89       AS     20300925 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2030-09-25
          
          1.458790
          2003.00
          1158.21
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC REMIC SERIES K-F95       AS     20301226 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2030-12-26
          
          1.388790
          144298.00
          96903.79
          Agency Collateralized Mortgage Obligation
        
        
          Freddie Mac
          S6XOOCT0IEG5ABCC6L87
          
            2041-09-01
          
          3.874000
          378421.00
          232226.80
          Agency Collateralized Mortgage Obligation
        
        
          Freddie Mac
          S6XOOCT0IEG5ABCC6L87
          
            2039-05-15
          
          15.000000
          491758.00
          1888.13
          Agency Collateralized Mortgage Obligation
        
        
          GNII SF CM8493 C
          549300M8ZYFG0OCMTT87
          
            2052-06-20
          
          5.000000
          2640968.00
          2736006.32
          Agency Mortgage-Backed Securities
        
        
          GNMI SF 485312 X
          549300M8ZYFG0OCMTT87
          
            2031-03-15
          
          6.000000
          25000.00
          295.81
          Agency Mortgage-Backed Securities
        
        
          GNMI SF 558841 X
          549300M8ZYFG0OCMTT87
          
            2031-08-15
          
          6.500000
          152118.00
          266.95
          Agency Mortgage-Backed Securities
        
        
          GNII SP 783689 C
          549300M8ZYFG0OCMTT87
          
            2040-02-20
          
          5.500000
          1662.00
          125.60
          Agency Mortgage-Backed Securities
        
        
          GNII JP 785490 M
          549300M8ZYFG0OCMTT87
          
            2036-03-20
          
          3.500000
          3000.00
          1917.25
          Agency Mortgage-Backed Securities
        
        
          GNII SP 785072 M
          549300M8ZYFG0OCMTT87
          
            2049-03-20
          
          3.000000
          1146699.00
          422163.56
          Agency Mortgage-Backed Securities
        
        
          GNII SP 786088 C
          549300M8ZYFG0OCMTT87
          
            2052-03-20
          
          3.500000
          234127.00
          231315.16
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA5399 M
          549300M8ZYFG0OCMTT87
          
            2048-08-20
          
          4.500000
          60941738.00
          7658412.14
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.000 CLSD8227
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.000000
          155262.00
          155615.77
          Agency Mortgage-Backed Securities
        
        
          FEPC 01.500 CISB8147
          S6XOOCT0IEG5ABCC6L87
          
            2037-04-01
          
          1.500000
          351932.00
          318704.00
          Agency Mortgage-Backed Securities
        
        
          UNITED OVERSEAS BK LTD         FR 3.863%100732
          IO66REGK3RCBAMA8HR66
          
            2032-10-07
          
          3.863000
          610000.00
          599281.22
          Corporate Debt Securities
        
        
          NATIONSTAR MTG LLC             SR GLBL 144A 31
          
            2031-11-15
          
          5.750000
          3646000.00
          3042001.61
          Corporate Debt Securities
        
        
          BERKSHIRE HATHAWAY FIN CORP    SR NT 4.3%43
          549300RLHFT5RU20WM87
          
            2043-05-15
          
          4.300000
          5147000.00
          5008951.74
          Corporate Debt Securities
        
        
          AMERICAN FIN TR INC / AMERN F  SR GLBL 144A 28
          
            2028-09-30
          
          4.500000
          1045000.00
          854982.43
          Corporate Debt Securities
        
        
          OMERS FINANCE TRUST            144A NT 1.1%26
          529900M039WCPES03P17
          
            2026-03-26
          
          1.100000
          6472000.00
          6034999.77
          Corporate Debt Securities
        
        
          CHUBB INA HLDGS INC            SR NT 6.5%38
          
            2038-05-15
          
          6.500000
          2573000.00
          3130906.45
          Corporate Debt Securities
        
        
          COLUMBIA PIPELINE GROUP INC    SR GLBL NT4.5%25
          549300SRP1TQM9JJBG80
          
            2025-06-01
          
          4.500000
          62000.00
          63190.40
          Corporate Debt Securities
        
        
          COMMONWEALTH BANK OF AUSTRALIA VR 100721-070725
          MSFSBD3QN1GSN7Q6C537
          
            2025-07-07
          
          1.933590
          29000000.00
          28538367.46
          Corporate Debt Securities
        
        
          EASTERN GAS TRANSMISSION AND S SR GLBL 144A 29
          H2VQBNB3NSKRM5QWBI71
          
            2029-11-15
          
          3.000000
          1185000.00
          1111040.20
          Corporate Debt Securities
        
        
          WESTPAC BKG CORP               GLBL NT 4.043%27
          EN5TNI6CI43VEPAMHL14
          
            2027-08-26
          
          4.043000
          5000000.00
          5106426.25
          Corporate Debt Securities
        
        
          TRAVEL PLUS LEISURE CO         SR SEC GLBL 30
          T4VNTWMFQ7JQB65L7T35
          
            2030-03-01
          
          4.625000
          1279000.00
          1063135.35
          Corporate Debt Securities
        
        
          LG CHEM LTD                    GLBL REGS NT 26
          988400IES4EIG7O06940
          
            2026-07-07
          
          1.375000
          800000.00
          723248.22
          Corporate Debt Securities
        
        
          REALOGY GRP LLC/REALOGY CO     SR GLBL 144A 29
          
            2029-01-15
          
          5.750000
          743000.00
          610921.43
          Corporate Debt Securities
        
        
          ROYAL CARIBBEAN GROUP          SR SEC GLBL 25
          K2NEH8QNVW44JIWK7Z55
          
            2025-06-01
          
          11.500000
          100000.00
          106338.22
          Corporate Debt Securities
        
        
          SCHLUMBERGER HLDGS CORP        SR GLBL 144A 29
          529900IKZG65COT1D505
          
            2029-05-01
          
          4.300000
          110000.00
          109214.72
          Corporate Debt Securities
        
        
          7-ELEVEN INC                   GLBL 144A NT 31
          549300K23JPL0SS3LB18
          
            2031-02-10
          
          1.800000
          27170000.00
          22285105.70
          Corporate Debt Securities
        
        
          SHINHAN FINANCIAL GROUP CO LTD FR 3.34%020530
          988400EB8A6G49E5KO54
          
            2030-02-05
          
          3.340000
          1648000.00
          1617566.93
          Corporate Debt Securities
        
        
          SOUTHWESTERN ENERGY CO         SR GLBL NT 27
          EFWMP121W54QV9MGOP87
          
            2027-10-01
          
          7.750000
          193000.00
          204416.49
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27
          35380028MYWPB6AUO129
          
            2027-01-11
          
          3.446000
          500000.00
          486211.50
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI FIN GRP INC    SR GLBL FL NT 23
          35380028MYWPB6AUO129
          
            2023-01-17
          
          3.477570
          280000.00
          280494.48
          Corporate Debt Securities
        
        
          TEMPUR SEALY INTL INC          SR GLBL 144A 31
          549300HFEKVR3US71V91
          
            2031-10-15
          
          3.875000
          57000.00
          46222.12
          Corporate Debt Securities
        
        
          TENCENT HLDGS LTD              FR 3.975%041129
          254900N4SLUMW4XUYY11
          
            2029-04-11
          
          3.975000
          4034000.00
          3917719.95
          Corporate Debt Securities
        
        
          TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39
          
            2039-09-30
          
          5.750000
          2060152.00
          1980850.45
          Corporate Debt Securities
        
        
          TOYOTA MTR CR CORP             FR 3.2%011127
          Z2VZBHUMB7PWWJ63I008
          
            2027-01-11
          
          3.200000
          796000.00
          789823.04
          Corporate Debt Securities
        
        
          TOYOTA MTR CR CORP             FR 3.05%032227
          Z2VZBHUMB7PWWJ63I008
          
            2027-03-22
          
          3.050000
          16411000.00
          16289389.93
          Corporate Debt Securities
        
        
          TYSON FOODS INC                SR GLBL NT 4%26
          WD6L6041MNRW1JE49D58
          
            2026-03-01
          
          4.000000
          800000.00
          821259.56
          Corporate Debt Securities
        
        
          UNILEVER CAP CORP              SR GLBL NT3.5%28
          MYF1DAS6G5WY7PRWCU78
          
            2028-03-22
          
          3.500000
          18932000.00
          19277835.05
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT 29
          2S72QS2UO2OESLG6Y829
          
            2029-12-03
          
          4.016000
          5000000.00
          5025885.56
          Corporate Debt Securities
        
        
          NEWCREST FINANCE PTY LTD       SR GLBL 144A 30
          549300I0XDZ4K7PDSS04
          
            2030-05-13
          
          3.250000
          506000.00
          458102.60
          Corporate Debt Securities
        
        
          NEWCREST FINANCE PTY LTD       SR GLBL 144A 50
          549300I0XDZ4K7PDSS04
          
            2050-05-13
          
          4.200000
          6437000.00
          5301169.89
          Corporate Debt Securities
        
        
          NORDEA BK ABP MED TERM NTS     FR 1.5%093026
          529900ODI3047E2LIV03
          
            2026-09-30
          
          1.500000
          5000000.00
          4533891.67
          Corporate Debt Securities
        
        
          MCDONALDS CORP                 FR 1.45%090125
          UE2136O97NLB5BYP9H04
          
            2025-09-01
          
          1.450000
          67000.00
          63819.58
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27
          
            2027-06-20
          
          6.500000
          53.00
          53.83
          Corporate Debt Securities
        
        
          MOLINA HEALTHCARE INC          SR GLBL 144A 30
          549300NQQCEQ46YHZ591
          
            2030-11-15
          
          3.875000
          2351000.00
          2163191.02
          Corporate Debt Securities
        
        
          STATION CASINOS LLC            SR GLBL 144A 31
          5493004E7Q60TX54WL62
          
            2031-12-01
          
          4.625000
          2990000.00
          2607792.45
          Corporate Debt Securities
        
        
          OCEANEERING INTL INC           SR GLBL NT 6%28
          549300L6PH74701W0R30
          
            2028-02-01
          
          6.000000
          5000.00
          4485.83
          Corporate Debt Securities
        
        
          OCHSNER CLINIC FOUNDATION      BD 5.897%45
          549300SN4RK0THHUAC05
          
            2045-05-15
          
          5.897000
          5000000.00
          5730808.06
          Corporate Debt Securities
        
        
          PRUDENTIAL FINL INC            SR GLBL NT 47
          5PRBRS5FEH7NREC8OR45
          
            2047-12-07
          
          3.905000
          10571000.00
          9516125.78
          Corporate Debt Securities
        
        
          PRUDENTIAL FINL INC            FR 4.35%022550
          5PRBRS5FEH7NREC8OR45
          
            2050-02-25
          
          4.350000
          5148000.00
          4978828.14
          Corporate Debt Securities
        
        
          VICI PPTYS INC                 SR GLBL 144A 29
          
            2029-12-01
          
          4.625000
          14498000.00
          13789792.84
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 3.55%092925
          PBLD0EJDB5FWOLXP3B76
          
            2025-09-29
          
          3.550000
          1449000.00
          1458771.09
          Corporate Debt Securities
        
        
          SOCIETE GENERALE               ALT TIER I PERP
          O2RNE8IBXP4R0TD8PU41
          
            2500-12-31
          
          7.375000
          200000.00
          201995.81
          Corporate Debt Securities
        
        
          SOCIETE GENERALE               ALT TIER I PERP
          O2RNE8IBXP4R0TD8PU41
          
            2500-12-31
          
          4.750000
          200000.00
          173682.50
          Corporate Debt Securities
        
        
          SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 24
          549300C6OZZ8LTVR8209
          
            2024-08-08
          
          2.500000
          8000000.00
          7941720.00
          Corporate Debt Securities
        
        
          STATE GRID OVERSEAS INVT 2016  FR 3.5%050427
          3003006V8BHG5158QO96
          
            2027-05-04
          
          3.500000
          23389000.00
          23618770.94
          Corporate Debt Securities
        
        
          CREDIT SUISSE INTERNATIONAL    ALT TIER I PERP
          549300506SI9CRFV9Z86
          
            2500-12-31
          
          7.250000
          500000.00
          450420.14
          Corporate Debt Securities
        
        
          DAI-ICHI LIFE HOLDINGS INC     PERP SUB GLBL
          3538001235ACEIORUV72
          
            2500-12-31
          
          4.000000
          28325000.00
          26995298.61
          Corporate Debt Securities
        
        
          MIZUHO BANK LTD.               SR GLBL REGS 23
          RB0PEZSDGCO3JS6CEU02
          
            2023-03-21
          
          3.500000
          2931000.00
          2967386.74
          Corporate Debt Securities
        
        
          MIZUHO BANK LTD.               SR GLBL REGS 24
          RB0PEZSDGCO3JS6CEU02
          
            2024-09-25
          
          3.600000
          3677000.00
          3704430.42
          Corporate Debt Securities
        
        
          NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 42
          549300Y0HHMFW3EVWY08
          
            2042-10-18
          
          5.000000
          686000.00
          695520.16
          Corporate Debt Securities
        
        
          NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 47
          549300Y0HHMFW3EVWY08
          
            2047-09-19
          
          4.000000
          986000.00
          941742.84
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI TR BK LTD      SR GLBL REGS 23
          5493006GGLR4BTEL8O61
          
            2023-09-12
          
          0.800000
          3101000.00
          3016046.38
          Corporate Debt Securities
        
        
          RAIZEN FUELS FINANCE SA        GLBL REGS NT 27
          52990010NH26VC32Q522
          
            2027-01-20
          
          5.300000
          4182000.00
          4103901.15
          Corporate Debt Securities
        
        
          PROSUS N V                     SR GLBL REGS 30
          635400Z5LQ5F9OLVT688
          
            2030-01-21
          
          3.680000
          823000.00
          691639.14
          Corporate Debt Securities
        
        
          PROSUS N V                     FR 4.027%080350
          635400Z5LQ5F9OLVT688
          
            2050-08-03
          
          4.027000
          470000.00
          326747.55
          Corporate Debt Securities
        
        
          SIEMENS FIN NV                 SR GLBL REGS 26
          TAFO772JB70PDRN5VS48
          
            2026-03-11
          
          1.200000
          1250000.00
          1155950.00
          Corporate Debt Securities
        
        
          CENCOSUD S A                   SR REGS NT 25
          549300NLTGCFV7482429
          
            2025-02-12
          
          5.150000
          3000000.00
          3075420.83
          Corporate Debt Securities
        
        
          COMISION FEDERAL DE ELECTRICID GLBL REGS NT 27
          4469000001BFPONMPF32
          
            2027-02-23
          
          4.750000
          1093000.00
          1082161.08
          Corporate Debt Securities
        
        
          SOUTH32 TREAS LTD              SR REGS NT 32
          213800HFGZMXST64GP53
          
            2032-04-14
          
          4.350000
          10000000.00
          9572175.00
          Corporate Debt Securities
        
        
          BMW US CAP LLC EXTND IAM FLTG  REGS NT 3.75%28
          KK5MZM9DIXLXZL9DZL15
          
            2028-04-12
          
          3.750000
          9500000.00
          9517535.42
          Corporate Debt Securities
        
        
          SPRINT SPECTRUM CO LLC/SPRINT  EXTND SR SEC 29
          
            2029-09-20
          
          5.152000
          461000.00
          467164.18
          Corporate Debt Securities
        
        
          PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30
          2549008P48EB9SN2OI80
          
            2030-05-15
          
          5.450000
          1007000.00
          966179.02
          Corporate Debt Securities
        
        
          AT&amp;T INC                       GLBL NT 2.55%33
          549300Z40J86GGSTL398
          
            2033-12-01
          
          2.550000
          59000.00
          49933.37
          Corporate Debt Securities
        
        
          AON CORP                       SR NT 6.25%40
          LTS3U8DGK38SETRUWX71
          
            2040-09-30
          
          6.250000
          8662000.00
          9961210.97
          Corporate Debt Securities
        
        
          OMEGA HEALTHCARE INVS INC      SR GLBL NT4.5%25
          549300OJ7ENK42CZ8E73
          
            2025-01-15
          
          4.500000
          3400000.00
          3401700.00
          Corporate Debt Securities
        
        
          ONEOK INC NEW                  SR GLBL NT 26
          2T3D6M0JSY48PSZI1Q41
          
            2026-01-15
          
          5.850000
          372000.00
          389072.94
          Corporate Debt Securities
        
        
          ORIX CORP                      SR GLBL NT 24
          35380016EMHNBOVYE123
          
            2024-12-04
          
          3.250000
          849000.00
          844360.45
          Corporate Debt Securities
        
        
          AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29
          
            2029-03-01
          
          5.375000
          4238000.00
          3891574.11
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             VR 020518-020526
          9DJT3UXIJIZJI4WXO774
          
            2026-02-05
          
          2.133290
          49000000.00
          48228589.80
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 4.33%031550
          9DJT3UXIJIZJI4WXO774
          
            2050-03-15
          
          4.330000
          5354000.00
          5112037.87
          Corporate Debt Securities
        
        
          OVERSEA-CHINESE BKG CORP LTD   FR 4.25%061924
          5493007O3QFXCPOGWK22
          
            2024-06-19
          
          4.250000
          1000000.00
          1010262.22
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          SR NT 4.45%42
          1HNPXZSMMB7HMBMVBS46
          
            2042-04-15
          
          4.450000
          154000.00
          120761.50
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          SR GLBL NT4.3%4
          1HNPXZSMMB7HMBMVBS46
          
            2045-03-15
          
          4.300000
          440000.00
          334094.44
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL 28 BD 5
          1HNPXZSMMB7HMBMVBS46
          
            2050-07-01
          
          4.950000
          93016.00
          77189.33
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL 31 NT 4
          1HNPXZSMMB7HMBMVBS46
          
            2040-07-01
          
          4.500000
          24160.00
          19683.15
          Corporate Debt Securities
        
        
          PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31
          549300W1D516HBDEU871
          
            2031-09-15
          
          5.750000
          2245000.00
          1901857.99
          Corporate Debt Securities
        
        
          FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29
          
            2029-07-31
          
          4.000000
          3036000.00
          2709110.51
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT COMPANY      SR GLBL NT 25
          UDSQCVRUX5BONN0VY111
          
            2025-11-13
          
          3.375000
          3229000.00
          3061269.60
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30
          UDSQCVRUX5BONN0VY111
          
            2030-11-13
          
          4.000000
          2295000.00
          2050982.85
          Corporate Debt Securities
        
        
          GFL ENVIRONMENTAL INC          SR SEC GLBL 28
          549300FYK4MBXWIVZU26
          
            2028-09-01
          
          3.500000
          100000.00
          91438.89
          Corporate Debt Securities
        
        
          COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 26
          5493007X5NC5XI1BB106
          
            2026-03-15
          
          8.000000
          3030000.00
          2938426.67
          Corporate Debt Securities
        
        
          COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 27
          5493007X5NC5XI1BB106
          
            2027-03-15
          
          5.625000
          1623000.00
          1441934.06
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 29
          784F5XWPLTWKTBV3E584
          
            2029-05-01
          
          4.223000
          5004000.00
          4974640.98
          Corporate Debt Securities
        
        
          GREAT WEST LIFECO FIN LP       SR 144A NT 47
          549300604SRFDFB35F35
          
            2047-06-03
          
          4.150000
          6000000.00
          5376633.33
          Corporate Debt Securities
        
        
          HONEYWELL INTL INC             SR GLBL NT 31
          ISRPG12PN4EIEOEMW547
          
            2031-09-01
          
          1.750000
          17675000.00
          15330136.31
          Corporate Debt Securities
        
        
          IRON MTN INC DEL               SR GLBL 144A 31
          SQL3F6CKNNBM3SQGHX24
          
            2031-02-15
          
          4.500000
          1952000.00
          1738256.00
          Corporate Debt Securities
        
        
          LIVE NATION ENTERTAINMENT INC  SR GLBL 144A 24
          5493007B9BM9ZXJINO78
          
            2024-11-01
          
          4.875000
          200000.00
          198383.33
          Corporate Debt Securities
        
        
          MAGIC MERGECO INC              SR SEC 144A NT28
          549300H9LWMBP7HYLR98
          
            2028-05-01
          
          5.250000
          3652000.00
          3000458.85
          Corporate Debt Securities
        
        
          BNP PARIBAS                    FR 3.5%030123
          R0MUWSFPU8MPRO8K5P83
          
            2023-03-01
          
          3.500000
          2297000.00
          2328764.96
          Corporate Debt Securities
        
        
          CHEMOURS CO                    SR GLBL 144A 28
          549300M1BOLNXL8DOV14
          
            2028-11-15
          
          5.750000
          200000.00
          191053.89
          Corporate Debt Securities
        
        
          CHURCHILL DOWNS INC            SR GLBL 144A 28
          529900FODTBQC8MIS994
          
            2028-01-15
          
          4.750000
          200000.00
          187957.44
          Corporate Debt Securities
        
        
          DEERE JOHN CAPITAL CORP        FR 3.45%030729
          E0KSF7PFQ210NWI8Z391
          
            2029-03-07
          
          3.450000
          4000.00
          4034.11
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 SR GLBL NT 26
          549300GZKULIZ0WOW665
          
            2026-01-13
          
          1.750000
          8000.00
          7597.58
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 FR 2.95%061527
          7260JQNI6SCF9FIV2392
          
            2027-06-15
          
          2.950000
          61000000.00
          59865738.89
          Corporate Debt Securities
        
        
          DISH DBS CORPORATION           SR SEC GLBL 26
          
            2026-12-01
          
          5.250000
          2505000.00
          2153569.37
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             SR 144A NT 5%32
          0YQH6LCEF474UTUV4B96
          
            2032-06-15
          
          5.000000
          7759000.00
          7489616.14
          Corporate Debt Securities
        
        
          FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27
          549300EFD6S2NFE9D745
          
            2027-09-15
          
          4.500000
          5249000.00
          4886031.65
          Corporate Debt Securities
        
        
          FEL ENERGY VI S A R L          SR SEC GLBL 40
          254900H2U8PBIY32VI94
          
            2040-12-01
          
          5.750000
          1754000.00
          1210611.90
          Corporate Debt Securities
        
        
          REALTY INCOME CORP             SR GLBL NT 25
          549300CUWDAUZSH43859
          
            2025-11-01
          
          4.625000
          58000.00
          60023.94
          Corporate Debt Securities
        
        
          PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 28
          
            2028-01-15
          
          6.250000
          271000.00
          250452.93
          Corporate Debt Securities
        
        
          VICI PPTYS INC                 SR GLBL 144A 26
          
            2026-09-01
          
          4.500000
          600000.00
          576600.00
          Corporate Debt Securities
        
        
          AFN 2019-1                     A-1    20490520 3.7
          
            2049-05-20
          
          3.780000
          6379450.00
          6013465.78
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGROUP COML MTG 2022-GC48   A-5    20540515 FLT
          
            2054-05-15
          
          4.580260
          2500000.00
          2658513.57
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC COML MTG TR 2016-NXSR     A-3    20491217 3.5
          
            2049-12-17
          
          3.501400
          2375000.00
          2329407.86
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2017-COR2          A-3    20500912 3.5
          
            2050-09-12
          
          3.510000
          2525000.00
          2477353.25
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP 2019-H7     A-4    20520717 FLT
          
            2052-07-17
          
          3.261000
          3072000.00
          2935665.66
          Private Label Collateralized Mortgage Obligations
        
        
          RESIDENTIAL MTG LN TR 2019-2   A-3    20590525 FLT
          
            2059-05-25
          
          3.220000
          180000.00
          15885.24
          Private Label Collateralized Mortgage Obligations
        
        
          STRUCTURED ASSET SECS 2007-TC1 A      20310425 FLT
          
            2031-04-25
          
          2.559000
          88893.00
          1026.19
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SEC CORP 2021-ROSS TR   A      20360616 FLT
          
            2036-06-16
          
          3.150000
          2800000.00
          2706370.80
          Private Label Collateralized Mortgage Obligations
        
        
          STRUCTURED ASSET MTG 2006-AR4  II-A-1 20360625 FLT
          
            2036-06-25
          
          2.639000
          35000.00
          1048.69
          Private Label Collateralized Mortgage Obligations
        
        
          OAK ST INV GD NT LS FD 2021-2  A-3    20511120 2.8
          
            2051-11-20
          
          2.850000
          10250000.00
          9539823.63
          Private Label Collateralized Mortgage Obligations
        
        
          VERUS SEC TR 2019-4            A-3    20591025 FLT
          
            2059-10-25
          
          3.000000
          2559829.00
          1063361.76
          Private Label Collateralized Mortgage Obligations
        
        
          CCUBS COML MTG TR 2017-C1      A-3    20501117 3.2
          
            2050-11-17
          
          3.283000
          3600000.00
          3479570.80
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2016-CCRE28        A-4    20490212 3.7
          
            2049-02-12
          
          3.762000
          40000.00
          39777.16
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R03   1M-2   20420325 FLT
          
            2042-03-25
          
          5.014220
          9999960.00
          9855541.93
          Private Label Collateralized Mortgage Obligations
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          8328500.00
          7144135.47
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0221
      506997556.26
      506997556.26
      0.0056
      N
      N
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 2.300000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TTM21
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CONTINENTAL AIRLN PT TR 2012-1 A      20251011 4.1
          
            2025-10-11
          
          4.150000
          1000.00
          553.08
          Asset-Backed Securities
        
        
          CONTINENTAL AIRLN PT TR 2012-1 A      20251011 4.1
          
            2025-10-11
          
          4.150000
          198000.00
          109510.05
          Asset-Backed Securities
        
        
          GOLDEN TREE LN MGMT US 2021-11 A      20341020 FLT
          
            2034-10-20
          
          3.839860
          1645167.00
          1596157.42
          Asset-Backed Securities
        
        
          BRITISH AIRWAYS PLC 2020-1B    B      20300515 8.3
          
            2030-05-15
          
          8.375000
          11000.00
          5997.53
          Asset-Backed Securities
        
        
          CALIFORNIA INSTITUTE OF TECH   -2019 BD 3.65%19
          549300CITPNHOTVPHC04
          
            2119-09-01
          
          3.650000
          1000.00
          785.90
          Corporate Debt Securities
        
        
          CAMPBELL SOUP CO               4.15%28
          5493007JDSMX8Z5Z1902
          
            2028-03-15
          
          4.150000
          10000.00
          10191.67
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL NT 27
          5493008B6JBRUJ90QL97
          
            2027-01-17
          
          4.350000
          6000.00
          5914.68
          Corporate Debt Securities
        
        
          GENERAL MTRS CO                SR GLBL NT6.6%36
          54930070NSV60J38I987
          
            2036-04-01
          
          6.600000
          220000.00
          236289.53
          Corporate Debt Securities
        
        
          GENERAL MTRS CO                SR GLBL NT 5%28
          54930070NSV60J38I987
          
            2028-10-01
          
          5.000000
          30000.00
          30485.37
          Corporate Debt Securities
        
        
          CENTERPOINT ENERGY HOUSTON ELE 1M GLBL -W BD 42
          549300S8SEQBOJLKHW63
          
            2042-08-01
          
          3.550000
          16000.00
          14535.88
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SUB GLBL D NT 26
          6SHGI4ZSSLCXXQSBB395
          
            2026-11-20
          
          4.300000
          14000.00
          14255.66
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL NT 45
          6SHGI4ZSSLCXXQSBB395
          
            2045-07-30
          
          4.650000
          71000.00
          69930.80
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             PERP GLBL -AA NT
          9DJT3UXIJIZJI4WXO774
          
            2500-12-31
          
          6.100000
          700000.00
          721137.67
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 3.5%041926
          9DJT3UXIJIZJI4WXO774
          
            2026-04-19
          
          3.500000
          70000.00
          70366.96
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             SR NT FXD/FLT 28
          9DJT3UXIJIZJI4WXO774
          
            2028-01-20
          
          3.824000
          844000.00
          826905.62
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             SR NT FXD/FLT 25
          9DJT3UXIJIZJI4WXO774
          
            2025-10-01
          
          3.093000
          62000.00
          60960.77
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 1.922%102431
          9DJT3UXIJIZJI4WXO774
          
            2031-10-24
          
          1.922000
          30000.00
          24799.56
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 4.571%042733
          9DJT3UXIJIZJI4WXO774
          
            2033-04-27
          
          4.571000
          8859000.00
          8965940.93
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      ALT TIER I PERP
          WFLLPEPC7FZXENRZV188
          
            2500-12-31
          
          4.700000
          1000.00
          1011.34
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      PERP SUB -I NT
          WFLLPEPC7FZXENRZV188
          
            2500-12-31
          
          3.750000
          1000.00
          867.52
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      FR 3.25%091124
          WFLLPEPC7FZXENRZV188
          
            2024-09-11
          
          3.250000
          18000.00
          18183.21
          Corporate Debt Securities
        
        
          BOEING CO                      SR GLBL NT 50
          RVHJWBXLJ1RFUBSY1F30
          
            2050-02-01
          
          3.750000
          13000.00
          10018.34
          Corporate Debt Securities
        
        
          BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.7%52
          HLYYNH7UQUORYSJQCN42
          
            2052-03-15
          
          3.700000
          7000.00
          6415.07
          Corporate Debt Securities
        
        
          CONSTELLATION BRANDS INC       SR GLBL NT 28
          5493005GKEG8QCVY7037
          
            2028-11-15
          
          4.650000
          63000.00
          64232.17
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL NT 29
          5493008B6JBRUJ90QL97
          
            2029-01-17
          
          5.650000
          5000.00
          5117.42
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 3.125%012323
          IGJSJL3JD5P30I6NJZ34
          
            2023-01-23
          
          3.125000
          4000.00
          4003.04
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 3.875%012726
          IGJSJL3JD5P30I6NJZ34
          
            2026-01-27
          
          3.875000
          498000.00
          500985.65
          Corporate Debt Securities
        
        
          MYLAN INC                      SR GLBL NT 28
          30ZMPDNA1RHIBH89C294
          
            2028-04-15
          
          4.550000
          24000.00
          23259.47
          Corporate Debt Securities
        
        
          NVIDIA CORPORATION             SR GLBL NT3.5%50
          549300S4KLFTLO7GSQ80
          
            2050-04-01
          
          3.500000
          34870000.00
          31735961.89
          Corporate Debt Securities
        
        
          PNC FINL SVCS GROUP INC        PERP GLBL -T NT
          CFGNEKW0P8842LEUIA51
          
            2500-12-31
          
          3.400000
          1000.00
          824.00
          Corporate Debt Securities
        
        
          PUBLIC SVC ELEC &amp; GAS CO       FR 3.75%031524
          549300RUHPVD434XUK18
          
            2024-03-15
          
          3.750000
          1696000.00
          1726033.33
          Corporate Debt Securities
        
        
          REPUBLIC SVCS INC              SR GLBL NT 31
          NKNQHM6BLECKVOQP7O46
          
            2031-02-15
          
          1.450000
          2000.00
          1648.09
          Corporate Debt Securities
        
        
          TRANSCANADA TRUST              SUB COCO 79
          549300Y0MFCAXLBWUV51
          
            2079-09-15
          
          5.500000
          2000.00
          1872.52
          Corporate Debt Securities
        
        
          UNITED PARCEL SVCS INC         SR GLBL NT 30
          D01LMJZU09ULLNCY6Z23
          
            2030-04-01
          
          4.450000
          731000.00
          786012.22
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 4.65%110444
          PBLD0EJDB5FWOLXP3B76
          
            2044-11-04
          
          4.650000
          153000.00
          143389.94
          Corporate Debt Securities
        
        
          CAISSE CENTRALE DESJARDINS     EXTND GLBL 23
          549300B2Q47IR0CR5B54
          
            2023-09-26
          
          1.950000
          2073000.00
          2083390.91
          Corporate Debt Securities
        
        
          ADVANCE AUTO PARTS INC         SR GLBL NT 27
          529900UCNQ5H9FSL0Y70
          
            2027-10-01
          
          1.750000
          25000.00
          22021.90
          Corporate Debt Securities
        
        
          AIR LEASE CORP                 FR 2.875%011526
          5493004NW4M4P8TMMK63
          
            2026-01-15
          
          2.875000
          144000.00
          134831.24
          Corporate Debt Securities
        
        
          ALLSTATE CORP                  EXT JR SB GLBL67
          OBT0W1ED8G0NWVOLOJ77
          
            2067-05-15
          
          6.500000
          1000.00
          1042.15
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WLDW INC  FR 4.6%041548
          549300CRGMZK3K53BF92
          
            2048-04-15
          
          4.600000
          56000.00
          54062.90
          Corporate Debt Securities
        
        
          AVALONBAY CMNTYS INC           FR 2.45%011531
          K9G90K85RBWD2LAGQX17
          
            2031-01-15
          
          2.450000
          8000.00
          7109.06
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE S A            ALT TIER I PERP
          969500TJ5KRTCJQWXH05
          
            2099-12-31
          
          8.125000
          616000.00
          657650.84
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE S A            ALT TIER I PERP
          969500TJ5KRTCJQWXH05
          
            2099-12-31
          
          8.125000
          1399000.00
          1493593.39
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE S A            ALT TIER I PERP
          969500TJ5KRTCJQWXH05
          
            2099-12-31
          
          8.125000
          580000.00
          619216.70
          Corporate Debt Securities
        
        
          CREDIT AGRICOLE S A            ALT TIER I PERP
          969500TJ5KRTCJQWXH05
          
            2099-12-31
          
          8.125000
          661000.00
          705693.52
          Corporate Debt Securities
        
        
          DEERE JOHN CAPITAL CORP        FR 2.65%061026
          E0KSF7PFQ210NWI8Z391
          
            2026-06-10
          
          2.650000
          25000.00
          24655.42
          Corporate Debt Securities
        
        
          DIGITAL RLTY TR LP             SR GLBL NT3.7%27
          CD4SPTZ3YBTHY0C1AH38
          
            2027-08-15
          
          3.700000
          110000.00
          108714.71
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28
          L2Z2MO2EQURH3BREWI15
          
            2028-03-20
          
          3.950000
          125000.00
          121365.52
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT 5%50
          MTLVN9N7JE8MIBIJ1H73
          
            2050-05-15
          
          5.000000
          12000.00
          10743.93
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT 49
          MTLVN9N7JE8MIBIJ1H73
          
            2049-04-15
          
          6.250000
          20000.00
          20280.11
          Corporate Debt Securities
        
        
          GOLDMAN SACHS BDC INC          SR GLBL NT 26
          6D01AGSGBNZIJSN77043
          
            2026-01-15
          
          2.875000
          125000.00
          116746.01
          Corporate Debt Securities
        
        
          HARTFORD FINL SVCS GROUP INC   EXT JR SB GLBL67
          IU7C3FTM7Y3BQM112U94
          
            2067-02-12
          
          3.536290
          100000.00
          81428.90
          Corporate Debt Securities
        
        
          KRAFT HEINZ FOODS CO           SR GLBL NT 39
          5493003STKEZ2S0RNU91
          
            2039-10-01
          
          4.625000
          10000.00
          9224.80
          Corporate Debt Securities
        
        
          MARSH &amp; MCLENNAN COS INC       SR GLBL NT3.5%2
          549300XMP3KDCKJXIU47
          
            2025-03-10
          
          3.500000
          2499000.00
          2527173.45
          Corporate Debt Securities
        
        
          MCDONALDS CORP                 FR 2.625%090129
          UE2136O97NLB5BYP9H04
          
            2029-09-01
          
          2.625000
          23000.00
          21544.60
          Corporate Debt Securities
        
        
          MERCK &amp; CO INC                 SR GLBL NT 51
          4YV9Y5M8S0BRK1RP0397
          
            2051-12-10
          
          2.750000
          627000.00
          489826.86
          Corporate Debt Securities
        
        
          JBS USA LUX S A / JBS USA FOOD SR GLBL 144A 30
          
            2030-01-15
          
          5.500000
          50000.00
          48726.94
          Corporate Debt Securities
        
        
          JBS USA LUX S A / JBS USA FOOD SR 144A NT 3%32
          
            2032-05-15
          
          3.000000
          10000.00
          8134.97
          Corporate Debt Securities
        
        
          PG&amp;E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49
          
            2049-12-01
          
          5.212000
          1071000.00
          1154851.80
          Corporate Debt Securities
        
        
          PG&amp;E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49
          
            2049-12-01
          
          5.212000
          2029000.00
          2187856.50
          Corporate Debt Securities
        
        
          PG&amp;E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49
          
            2049-12-01
          
          5.212000
          2832000.00
          3053725.78
          Corporate Debt Securities
        
        
          AMERICAN HONDA FIN CORP MTN    FR 2.25%011229
          B6Q2VFHD1797Q7NZ3E43
          
            2029-01-12
          
          2.250000
          8000.00
          7332.10
          Corporate Debt Securities
        
        
          DEERE JOHN CAPITAL CORP        FR 2.05%010925
          E0KSF7PFQ210NWI8Z391
          
            2025-01-09
          
          2.050000
          55000.00
          53666.74
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 4.376%042728
          9DJT3UXIJIZJI4WXO774
          
            2028-04-27
          
          4.376000
          17000.00
          17203.88
          Corporate Debt Securities
        
        
          CATERPILLAR FINL SVCS MTNS BE  FR 0.65%070723
          EDBQKYOPJUCJKLOJDE72
          
            2023-07-07
          
          0.650000
          10000.00
          9767.17
          Corporate Debt Securities
        
        
          GENERAL MTRS CO                SR GLBL NT 4%25
          54930070NSV60J38I987
          
            2025-04-01
          
          4.000000
          25000.00
          25159.78
          Corporate Debt Securities
        
        
          CATERPILLAR FINL SVCS MTNS BE  FR 1.15%091426
          EDBQKYOPJUCJKLOJDE72
          
            2026-09-14
          
          1.150000
          66000.00
          60895.07
          Corporate Debt Securities
        
        
          CONN AVE SECS 2019-R02         1B-1   20310825 FLT
          
            2031-08-25
          
          6.409000
          843000.00
          837276.97
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R03         1B-1   20310925 FLT
          
            2031-09-25
          
          6.359000
          1200000.00
          1191849.07
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-3      M      20581025 FLT
          
            2058-10-25
          
          4.750000
          2360000.00
          2203580.25
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-4      M      20590225 FLT
          
            2059-02-25
          
          4.500000
          874000.00
          781538.67
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2020-2      M      20591125 FLT
          
            2059-11-25
          
          4.250000
          9500000.00
          8692030.28
          Private Label Collateralized Mortgage Obligations
        
        
          FREDDIE SCRT SERIES 2021-1     M      20600925 FLT
          
            2060-09-25
          
          4.250000
          8820000.00
          8057392.42
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-DNA2          B-1    20301226 FLT
          549300L8K4CLYS7FCQ06
          
            2030-12-26
          
          5.959000
          579000.00
          567783.68
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-DNA3          B-1    20480925 FLT
          549300BL200YC56BUV20
          
            2048-09-25
          
          6.159000
          1090000.00
          1084183.03
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA3          B-2    20331025 FLT
          
            2033-10-25
          
          7.764220
          10000000.00
          8373936.91
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA2 B-2    20331227 FLT
          
            2033-12-27
          
          6.964220
          1000000.00
          748702.80
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC 2021-DNA5          B-1    20340125 FLT
          
            2034-01-25
          
          4.564220
          2320000.00
          2042776.55
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC 2021-DNA5          B-2    20340125 FLT
          
            2034-01-25
          
          7.014220
          2000000.00
          1561044.72
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC REMIC TR 2021-HQA3 B-1    20410925 FLT
          
            2041-09-25
          
          4.864220
          5457900.00
          4657676.18
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC REMIC TR 2021-HQA3 B-2    20410925 FLT
          
            2041-09-25
          
          7.764220
          6400000.00
          5191025.22
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA6          B-1    20411025 FLT
          
            2041-10-25
          
          4.914220
          1000000.00
          905287.02
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA6          B-2    20411025 FLT
          
            2041-10-25
          
          9.014220
          73245.00
          63076.15
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA7          B-2    20411125 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2041-11-25
          
          9.314220
          1294819.00
          1082512.60
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA4 B-1    20411226 FLT
          
            2041-12-26
          
          5.264220
          938000.00
          802500.19
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA4 B-2    20411226 FLT
          
            2041-12-26
          
          8.514220
          2750000.00
          2227263.57
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA2 B-2    20420225 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-25
          
          10.014200
          1200000.00
          1034404.43
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC TRUST 2022-HQA1    M-2    20420325 FLT
          
            2042-03-25
          
          6.764220
          2840000.00
          2767894.05
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC TRUST 2022-HQA1    B-2    20420325 FLT
          
            2042-03-25
          
          12.514200
          5750000.00
          5442538.70
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA3 B-1    20420425 FLT
          
            2042-04-25
          
          7.164220
          2750000.00
          2611246.07
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA4          B-2    20500825 FLT
          
            2050-08-25
          
          12.259000
          6450000.00
          7357728.57
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA5          B-1    20501025 FLT
          
            2050-10-25
          
          6.314220
          4250000.00
          4305996.21
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA6          B-2    20501227 FLT
          
            2050-12-27
          
          7.164220
          5200000.00
          4457726.13
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-DNA3          B-2    20480925 FLT
          549300BL200YC56BUV20
          
            2048-09-25
          
          10.009000
          8970000.00
          8711682.94
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HQA2          B-2    20481026 FLT
          5493005RUXPCBST1N217
          
            2048-10-26
          
          13.259000
          9870000.00
          10572844.89
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HRP2          B-2    20470225 FLT
          549300YG8OJES76WL398
          
            2047-02-25
          
          12.759000
          6000000.00
          6417100.00
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA1          B-2    20510125 FLT
          
            2051-01-25
          
          6.264220
          5000000.00
          3919795.12
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA1 M-2    20330825 FLT
          
            2033-08-25
          
          3.764220
          10000000.00
          9288972.47
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA1 B-2    20330825 FLT
          
            2033-08-25
          
          6.514220
          12446340.00
          9336768.85
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA2          B-2    20330825 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2033-08-25
          
          7.514220
          12496000.00
          10450303.75
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA5 M-1B   20420625 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-25
          
          6.014220
          5000000.00
          5156501.23
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA2          B-1    20490325 FLT
          549300Y6KOVOWQ8OJC33
          
            2049-03-25
          
          6.609000
          10540000.00
          10768458.01
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA3          B-2    20490726 FLT
          549300KB1O80CETXGJ21
          
            2049-07-26
          
          10.409000
          1000000.00
          985920.56
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-FTR2          M-2    20481125 FLT
          5493008J93RJW7PJFN93
          
            2048-11-25
          
          4.409000
          1300000.00
          1240649.66
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-FTR2          B-2    20481125 FLT
          5493008J93RJW7PJFN93
          
            2048-11-25
          
          9.659000
          6000000.00
          5420617.33
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-HQA3          B-2    20490927 FLT
          
            2049-09-27
          
          9.759000
          1000000.00
          965969.33
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2015-C03    1M-2   20250725 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2025-07-25
          
          7.259000
          31132263.00
          4894468.62
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2015-C04    1M-2   20280425 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-25
          
          7.959000
          1051000.00
          382946.37
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2015-C04    2M-2   20280425 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-25
          
          7.809000
          668000.00
          199405.73
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2016-C03    2B     20281025 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-25
          
          15.009000
          846000.00
          935816.14
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C01    1B-1   20290725 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-07-25
          
          8.009000
          8460000.00
          9144345.38
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C02    2B-1   20290925 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-09-25
          
          7.759000
          970000.00
          1037572.25
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C04    2B-1   20291126 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-11-26
          
          7.309000
          536000.00
          558193.68
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2018-C04    2B-1   20301226 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2030-12-26
          
          6.759000
          1300000.00
          1330816.50
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2014-DN3           M-3    20240826 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2024-08-26
          
          6.259000
          26409000.00
          4051315.86
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2016-HQA1          M-3    20280925 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2028-09-25
          
          8.609000
          3907000.00
          1814013.28
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2016-DNA3          M-3    20281226 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2028-12-26
          
          7.259000
          10000000.00
          4877951.79
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2017-DNA1          B-1    20290725 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2029-07-25
          
          7.209000
          930000.00
          969314.82
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2017-HQA1          B-1    20290827 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2029-08-27
          
          7.259000
          250000.00
          259576.39
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2017-DNA2          B-1    20291025 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2029-10-25
          
          7.409000
          7850000.00
          8209712.29
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2017-DNA3          B-1    20300325 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2030-03-25
          
          6.709000
          250001.00
          252060.87
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HRP1          B-1    20430525 FLT
          549300D2VO9JVX6KU482
          
            2043-05-25
          
          6.009000
          2216000.00
          2175787.73
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA1          B-2    20490125 FLT
          5493007222WHFWMBOC78
          
            2049-01-25
          
          13.009000
          1725000.00
          1918045.52
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-HQA1          B-2    20490225 FLT
          54930047IR7X5WWFY307
          
            2049-02-25
          
          14.509000
          850000.00
          907677.69
          Private Label Collateralized Mortgage Obligations
        
        
          FREDDIE SCRT SERIES 2021-2     M      20601125 FLT
          
            2060-11-25
          
          4.250000
          1200000.00
          1081674.67
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-1      M      20580725 FLT
          
            2058-07-25
          
          4.750000
          1849900.00
          1710055.78
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R04         2B-1   20390627 FLT
          
            2039-06-27
          
          7.509000
          750000.00
          705009.28
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R03   1B-1   20420325 FLT
          
            2042-03-25
          
          7.764220
          1900000.00
          1920120.41
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R04   1M-2   20420325 FLT
          
            2042-03-25
          
          4.614220
          4600000.00
          4429370.78
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R03         1B-1   20411226 FLT
          
            2041-12-26
          
          4.264220
          14896000.00
          12928741.92
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R03         1B-2   20411226 FLT
          
            2041-12-26
          
          7.014220
          8030000.00
          6651091.27
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R02  2M-2   20420127 FLT
          
            2042-01-27
          
          4.514220
          4812000.00
          4567995.89
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R02  2B-1   20420127 FLT
          
            2042-01-27
          
          6.014220
          3000000.00
          2789940.74
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2020-R01         1B-1   20400125 FLT
          
            2040-01-25
          
          5.509000
          2000000.00
          1813254.22
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R05   2B-2   20420425 FLT
          
            2042-04-25
          
          8.514220
          7800000.00
          7613026.39
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R01         2B-1   20310725 FLT
          
            2031-07-25
          
          6.609000
          5800000.00
          5871434.73
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R06         2B-1   20390926 FLT
          
            2039-09-26
          
          6.009000
          5175000.00
          4973959.87
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R02         2B-1   20411125 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-25
          
          4.814220
          1086000.00
          983548.84
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R01  1B-2   20411226 FLT
          
            2041-12-26
          
          7.514220
          8929900.00
          7818501.73
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVN SEC TR 2022-R06       1B-2   20420527 FLT
          
            2042-05-27
          
          12.114200
          7500000.00
          7116337.68
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-HRP1        M-2    20391125 FLT
          549300Z5THZ1JXIHVK60
          
            2039-11-25
          
          4.409000
          5000000.00
          2420439.99
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R01         1B-1   20411025 FLT
          
            2041-10-25
          
          4.614220
          900000.00
          805422.32
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R01         1B-2   20411025 FLT
          
            2041-10-25
          
          7.514220
          500000.00
          440732.46
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-HQA4          B-1    20491126 FLT
          5493005LAQ76UDHPEE03
          
            2049-11-26
          
          5.209000
          518178.00
          497810.38
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA1          B-2    20500125 FLT
          5493003FQV7GR462GO02
          
            2050-01-25
          
          7.509000
          1250000.00
          1090450.42
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-HQA1          M-2    20500125 FLT
          549300TCRXCIFPAC3B85
          
            2050-01-25
          
          4.159000
          1309219.00
          260049.48
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-HQA1          B-2    20500125 FLT
          549300TCRXCIFPAC3B85
          
            2050-01-25
          
          7.359000
          1000000.00
          809422.67
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-HQA2          B-1    20500325 FLT
          
            2050-03-25
          
          6.359000
          526888.00
          504124.62
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-HQA2          B-2    20500325 FLT
          
            2050-03-25
          
          9.859000
          1000000.00
          911677.44
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC 2020-HQA3          B-1    20500725 FLT
          
            2050-07-25
          
          8.009000
          11282000.00
          11686898.44
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC 2020-HQA4          B-1    20500926 FLT
          
            2050-09-26
          
          7.509000
          234053.00
          236011.40
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA3          B-1    20500627 FLT
          
            2050-06-27
          
          7.359000
          729000.00
          652628.16
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA3          B-2    20500627 FLT
          
            2050-06-27
          
          11.609000
          700000.00
          786041.82
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA4          B-1    20500825 FLT
          
            2050-08-25
          
          8.259000
          10000000.00
          10571026.67
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT
          
            2042-03-25
          
          9.599000
          206456.00
          193036.36
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT
          
            2042-05-27
          
          4.864220
          12600000.00
          12360026.31
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVN SEC TR 2022-R06       1M-1   20420527 FLT
          
            2042-05-27
          
          4.264220
          1650000.00
          1584112.28
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0232
      342999097.91
      342999097.91
      0.0038
      N
      N
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 2.360000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TTM54
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CONSUMER LN UNDERLYING BD CLUBCTF ISSUER TR I SER
          
            2044-08-15
          
          21.018400
          23197004.00
          1061435.62
          Asset-Backed Securities
        
        
          YORK CLO-8 LTD 2020-8          SUB    20320420 FLT
          2549002O2LJ1LE1W2D54
          
            2032-04-20
          
          0.00
          2997438.00
          2577796.68
          Asset-Backed Securities
        
        
          MP CLO III LTD
          
            2030-10-20
          
          0.00
          18445.00
          1475.60
          Asset-Backed Securities
        
        
          ABSC MANUFACTURED HG 2004-CNF1 A-2    20301202 8.4
          
            2030-12-02
          
          8.400000
          34920000.00
          8100675.70
          Asset-Backed Securities
        
        
          APIDOS CLO XVIII 2018-18R      SUB    20301022 FLT
          549300LPFPUEJZX23R93
          
            2030-10-22
          
          0.00
          7725000.00
          3321750.00
          Asset-Backed Securities
        
        
          CONS LN BD CLUB TR I 2018-28   CTF    20431215 FLT
          
            2043-12-15
          
          16.613300
          28458220.00
          1613095.39
          Asset-Backed Securities
        
        
          CONS LN  BD CLUB TR I 2019-28  CTF    20440915 FLT
          
            2044-09-15
          
          21.043100
          46815957.00
          2226587.52
          Asset-Backed Securities
        
        
          CONSUMERLN BD CLUB 2019-38     CTF    20441015 FLT
          
            2044-10-15
          
          20.790900
          14847606.00
          1016569.02
          Asset-Backed Securities
        
        
          CONSUMER LN BD  CLUB 2019-50   CTF    20450115 FLT
          
            2045-01-15
          
          22.836900
          30340577.00
          3073722.90
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB 2019-21    CTF    20440715 FLT
          
            2044-07-15
          
          19.479800
          30429151.00
          1014592.68
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB 2019-41    CTF    20441115 FLT
          
            2044-11-15
          
          21.554800
          14717374.00
          1169844.12
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB 2019-39    CTF    20441115 FLT
          
            2044-11-15
          
          21.858900
          24896825.00
          1661514.35
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB 2019-49    CTF    20441215 FLT
          
            2044-12-15
          
          21.274700
          16831634.00
          1544651.52
          Asset-Backed Securities
        
        
          HIGHBRIDGE LN MGMT 5-2015 LTD
          54930067MZ9NV8B3SZ80
          
            2030-10-15
          
          0.00
          12125000.00
          2788750.00
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2007-2  B      20330125 FLT
          635400VQIBXGEB9ZUC59
          
            2033-01-25
          
          2.649000
          3270000.00
          1250275.78
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2006-1  B      20370525 FLT
          635400ZLDAQQL4PJBJ98
          
            2037-05-25
          
          2.679000
          2085000.00
          682200.88
          Asset-Backed Securities
        
        
          CIFC FDG 2022 0.01 16JUL33 144A FRN
          
            2033-07-16
          
          0.010000
          6949860.00
          6795148.78
          Asset-Backed Securities
        
        
          CVP CLO 2017-1 LTD             SUB    20300722 FLT
          5493003VGNSG059H2J98
          
            2030-07-22
          
          0.00
          5000001.00
          1300000.26
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB 2019-22    CTF    20440815 FLT
          
            2044-08-15
          
          20.811800
          39859321.00
          1861657.16
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB TR 2018-22 CTF    20431116 FLT
          
            2043-11-16
          
          16.950000
          33222299.00
          2253378.52
          Asset-Backed Securities
        
        
          OZLM LTD 2014-9                SUB    20311020 FLT
          
            2031-10-20
          
          0.00
          12958000.00
          2073280.00
          Asset-Backed Securities
        
        
          PAGAYA AI DEBT SEL TR 2020-3   C      20270517 6.4
          
            2027-05-17
          
          6.430000
          1300000.00
          1267578.72
          Asset-Backed Securities
        
        
          RACE POINT CLO LTD 2015-9R2    A-1B-2 20301015 FLT
          
            2030-10-15
          
          3.712000
          2350000.00
          2306266.50
          Asset-Backed Securities
        
        
          AMMC CLO LTD 2022-25           SUB    20350416 FLT
          
            2035-04-16
          
          0.00
          4530000.00
          3352200.00
          Asset-Backed Securities
        
        
          AAMES MTG TR 2004-1            M7     20350125 FLT
          
            2035-01-25
          
          4.959000
          5499900.00
          3990188.45
          Asset-Backed Securities
        
        
          AAMES MTG TR 2004-1            M7     20350125 FLT
          
            2035-01-25
          
          4.959000
          1999981.00
          1450990.22
          Asset-Backed Securities
        
        
          ACCREDITED MTG LN TR 2007-1    M-3    20370225 FLT
          
            2037-02-25
          
          2.549000
          6917000.00
          5218373.10
          Asset-Backed Securities
        
        
          ACE SECS HEQ 2005-HE5          M-5    20350825 FLT
          
            2035-08-25
          
          3.219000
          6375000.00
          3569041.82
          Asset-Backed Securities
        
        
          ACE SECS HEQ 2005-SD3          M-2    20450825 FLT
          
            2045-08-25
          
          4.509000
          2182000.00
          1619908.07
          Asset-Backed Securities
        
        
          ALINEA CLO LTD 2018-1          SUB    20310721 FLT
          
            2031-07-21
          
          0.00
          2540000.00
          1683829.50
          Asset-Backed Securities
        
        
          ALLEGRO CLO VII LTD 2018-7     SUB NT 20310613 FLT
          635400EBXLHIKFL2MP73
          
            2031-06-13
          
          0.00
          6300000.00
          2016000.00
          Asset-Backed Securities
        
        
          ASSET BACKED FDG 2005-HE1      M-4    20350325 FLT
          
            2035-03-25
          
          3.264000
          16318000.00
          2939015.34
          Asset-Backed Securities
        
        
          ATLAS SENIOR LOAN FUND 2019-13 SUB    20310422 FLT
          
            2031-04-22
          
          0.00
          5262460.00
          2722123.21
          Asset-Backed Securities
        
        
          BALLYROCK CLO 2021-15 LTD      SUB    20340417 FLT
          
            2034-04-17
          
          0.00
          2500000.00
          1600000.00
          Asset-Backed Securities
        
        
          BEAR STEARNS ABS TR 2007-HE3   I-A-4  20370427 FLT
          
            2037-04-27
          
          2.609000
          3402973.00
          2801843.61
          Asset-Backed Securities
        
        
          BEAR STEARNS ABS TR 2007-2     M-1    20370525 FLT
          
            2037-05-25
          
          2.909000
          3650000.00
          2198485.48
          Asset-Backed Securities
        
        
          BRAVO MTG ASSET TR 2006-1      M-2    20360725 FLT
          
            2036-07-25
          
          2.934000
          61952000.00
          9967755.51
          Asset-Backed Securities
        
        
          C-BASS ABS LLC 2004-CB4        M-2    20340625 FLT
          
            2034-06-25
          
          6.767000
          4300000.00
          656804.59
          Asset-Backed Securities
        
        
          CONSUMER LN BD TR 2020-P1      C      20280315 4.6
          
            2028-03-15
          
          4.610000
          3000000.00
          2094795.02
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB 2019-45    CTF    20441215 FLT
          
            2044-12-15
          
          21.997500
          30420058.00
          2593260.11
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB 2019-46    CTF    20441215 FLT
          
            2044-12-15
          
          21.974900
          16050862.00
          1470530.09
          Asset-Backed Securities
        
        
          EAGLE RE LTD 2019-1            M-2    20290425 FLT
          254900L82OLW9QTLJ788
          
            2029-04-25
          
          5.559000
          57670000.00
          56163640.38
          Asset-Backed Securities
        
        
          EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0
          
            2028-01-17
          
          4.020000
          3779000.00
          3374054.96
          Asset-Backed Securities
        
        
          FIRST FRANKLIN MTG 2005-FF6    M-4    20360525 FLT
          
            2036-05-25
          
          3.234000
          3267338.00
          2180666.00
          Asset-Backed Securities
        
        
          FIRST FRANKLIN MTG 2006-FF11   M-1    20360825 FLT
          
            2036-08-25
          
          2.634000
          18506767.00
          7071086.94
          Asset-Backed Securities
        
        
          GSAMP TRUST 2005-AHL2          M-1    20351225 FLT
          
            2035-12-25
          
          2.919000
          12600000.00
          5098829.34
          Asset-Backed Securities
        
        
          GSAMP TRUST 2005-WMC1          M-2    20350925 FLT
          
            2035-09-25
          
          3.039000
          1418060.00
          595936.85
          Asset-Backed Securities
        
        
          GREEN TREE FINANCIAL MFH 98-3  M-1    20300301 FLT
          
            2030-03-01
          
          6.860000
          15000000.00
          6873792.19
          Asset-Backed Securities
        
        
          HPS LN MGMT LTD 2015-6R        SUB NT 20310205 FLT
          549300OYG05TXUTUVD98
          
            2031-02-05
          
          0.00
          2000000.00
          1137998.00
          Asset-Backed Securities
        
        
          HOME EQUITY MTG INABS 2005-A   M-7    20350325 FLT
          
            2035-03-25
          
          4.209000
          1760000.00
          1531523.25
          Asset-Backed Securities
        
        
          HOME RE LTD 2018-1             M-2    20281025 FLT
          254900E6IUAJSN9WD709
          
            2028-10-25
          
          5.259000
          5812966.00
          5691006.10
          Asset-Backed Securities
        
        
          ICG US CLO LTD 2018-2          SUB    20310722 FLT
          
            2031-07-22
          
          0.00
          15000000.00
          8232345.00
          Asset-Backed Securities
        
        
          JP MORGAN MTG ACQ 2007-CH1     MF-1   20361125 FLT
          
            2036-11-25
          
          4.631100
          1826000.00
          1992072.81
          Asset-Backed Securities
        
        
          MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT
          549300BDVLRWS2SODX97
          
            2028-11-15
          
          0.00
          4000000.00
          2471968.00
          Asset-Backed Securities
        
        
          MASTR ASSET BKD SECS 2005-WMC1 M-6    20350325 FLT
          
            2035-03-25
          
          3.339000
          5000000.00
          3683855.89
          Asset-Backed Securities
        
        
          ML MTG INVESTORS 2005-FM1      M-2    20360525 FLT
          
            2036-05-25
          
          3.129000
          14049900.00
          11186806.69
          Asset-Backed Securities
        
        
          METAL 2017-1 LTD               B      20421015 6.5
          
            2042-10-15
          
          6.500000
          10000000.00
          1405137.75
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT
          635400CI2B1FTO6YXF12
          
            2032-01-26
          
          2.619000
          11808000.00
          8779696.70
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2007-1  B      20331125 FLT
          635400RGALHFSPGKCR23
          
            2033-11-25
          
          2.589000
          5360000.00
          2834248.29
          Asset-Backed Securities
        
        
          NEW RESI MTG TR 2019-RPL2      B-3    20590225 FLT
          
            2059-02-25
          
          3.976140
          9329000.00
          2111820.25
          Asset-Backed Securities
        
        
          NOMURA HEQ LN TR 2006-FM1      M-1    20351125 FLT
          
            2035-11-25
          
          2.874000
          11850000.00
          4883977.97
          Asset-Backed Securities
        
        
          CWABS INC 2006-11              MV-1   20350625 FLT
          
            2035-06-25
          
          2.529000
          5000000.00
          3353357.20
          Asset-Backed Securities
        
        
          CWABS INC 2005-13              MV-3   20360225 FLT
          
            2036-02-25
          
          2.994000
          12839000.00
          10620532.07
          Asset-Backed Securities
        
        
          CWABS INC 2006-2               M-3    20360425 FLT
          
            2036-04-25
          
          2.919000
          3100000.00
          2159882.25
          Asset-Backed Securities
        
        
          CWABS INC 2006-5               M-2    20360725 FLT
          
            2036-07-25
          
          2.814000
          3692000.00
          2406058.64
          Asset-Backed Securities
        
        
          CWABS INC 2005-3               MV-8   20350425 FLT
          
            2035-04-25
          
          4.359000
          3531000.00
          2947031.81
          Asset-Backed Securities
        
        
          CWABS INC 2004-8               M-5    20341025 FLT
          
            2034-10-25
          
          4.284000
          4312000.00
          438993.27
          Asset-Backed Securities
        
        
          AAMES MTG TR 2005-2            M6     20350725 FLT
          
            2035-07-25
          
          3.339000
          3796000.00
          2616772.60
          Asset-Backed Securities
        
        
          CWABS INC 2004-11              M-5    20341225 FLT
          
            2034-12-25
          
          4.434000
          9375000.00
          3094024.48
          Asset-Backed Securities
        
        
          CWABS INC 2004-12              MV-6   20350225 FLT
          
            2035-02-25
          
          4.059000
          12700000.00
          9951985.96
          Asset-Backed Securities
        
        
          CWABS INC 2005-1               MF-4   20350425 FLT
          
            2035-04-25
          
          5.654000
          4000000.00
          2580945.48
          Asset-Backed Securities
        
        
          CWABS INC 2005-1               MV-8   20350325 FLT
          
            2035-03-25
          
          4.359000
          4000000.00
          2797987.48
          Asset-Backed Securities
        
        
          CWABS INC 2007-3               2-A-4  20350925 FLT
          
            2035-09-25
          
          2.579000
          7761000.00
          4964849.73
          Asset-Backed Securities
        
        
          CATHEDRAL LAK LTD 2021-8       SUB    20350122 FLT
          
            2035-01-22
          
          0.00
          28000000.00
          17640000.00
          Asset-Backed Securities
        
        
          CATHEDRAL LAKE LTD 2021-6      SUB    20340425 FLT
          
            2034-04-25
          
          0.00
          25000000.00
          14250000.00
          Asset-Backed Securities
        
        
          CITIGROUP MTG LN TR 2007-WFHE4 M-4    20370725 FLT
          549300R1KUK063S4I339
          
            2037-07-25
          
          4.759000
          1437000.00
          1286141.98
          Asset-Backed Securities
        
        
          COINSTAR FDG LLC 2017-1        A-2    20470425 5.2
          
            2047-04-25
          
          5.216000
          28531000.00
          27010483.76
          Asset-Backed Securities
        
        
          COINSTAR FUNDING LLC 2018-1    A-2    20470425 5.0
          
            2047-04-25
          
          5.082000
          89000000.00
          84885551.36
          Asset-Backed Securities
        
        
          NOVASTAR HEQ LN TR 2005-3      M-4    20360125 FLT
          
            2036-01-25
          
          3.144000
          1800000.00
          1493607.20
          Asset-Backed Securities
        
        
          OAKTOWN RE III LTD 2019-1      M-2    20290725 FLT
          2549008N2FD0KB1Y5E03
          
            2029-07-25
          
          4.809000
          1317000.00
          1282293.54
          Asset-Backed Securities
        
        
          OCEAN TRAILS CLO 2019-7        SUB    20300417 FLT
          549300D1D91PFKUUCT75
          
            2030-04-17
          
          0.00
          14325000.00
          9101245.50
          Asset-Backed Securities
        
        
          OCTAGON INV PTNS XXII 2014-22  SUB    20251125 FLT
          549300MQ9W5DWZ8QX450
          
            2025-11-25
          
          0.00
          970260.00
          223159.80
          Asset-Backed Securities
        
        
          OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT
          
            2030-10-21
          
          0.00
          1027968.00
          390627.84
          Asset-Backed Securities
        
        
          OPTION ONE MTG LN TR 2005-1    M-2    20350225 FLT
          
            2035-02-25
          
          3.069000
          8800000.00
          1858098.44
          Asset-Backed Securities
        
        
          PAGAYA AI DEBT SLCTN TR 2022-1 B      20291015 3.3
          
            2029-10-15
          
          3.344000
          11150000.00
          10219927.71
          Asset-Backed Securities
        
        
          PEOPLES CHOICE HM LN 2005-1    M5     20350225 FLT
          
            2035-02-25
          
          3.759000
          4100000.00
          3140057.43
          Asset-Backed Securities
        
        
          PEOPLES CHOICE HM LN 2005-3    M4     20350825 FLT
          
            2035-08-25
          
          3.309000
          8187000.00
          5906082.70
          Asset-Backed Securities
        
        
          POPULAR ABS 2006-A             M-3    20360225 FLT
          
            2036-02-25
          
          3.294000
          3241834.00
          2386532.32
          Asset-Backed Securities
        
        
          RADNOR RE LTD 2020-1           M-1C   20300125 FLT
          254900YVLP8CB4GC2O97
          
            2030-01-25
          
          4.009000
          4867000.00
          4566601.19
          Asset-Backed Securities
        
        
          RADNOR RE LTD 2020-1           M-2A   20300125 FLT
          254900YVLP8CB4GC2O97
          
            2030-01-25
          
          4.259000
          3000000.00
          2762199.67
          Asset-Backed Securities
        
        
          RADNOR RE LTD 2021-2           M-2    20311125 FLT
          
            2031-11-25
          
          6.514220
          26070000.00
          23740327.50
          Asset-Backed Securities
        
        
          STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT
          
            2037-02-25
          
          2.489000
          1888169.00
          1180936.70
          Asset-Backed Securities
        
        
          TRINITAS CLO XIX LTD
          
            2033-10-20
          
          0.00
          22500000.00
          12886537.50
          Asset-Backed Securities
        
        
          VENTURE CLO LTD 2022-45        SUB    20350720 FLT
          549300ZDR5K71IXJ2M57
          
            2035-07-20
          
          0.00
          7000000.00
          5841150.00
          Asset-Backed Securities
        
        
          VENTURE XXIV CLO 2016-24       SUB    20281020 FLT
          549300EDZDHKTKE7JV77
          
            2028-10-20
          
          0.00
          12500000.00
          3250000.00
          Asset-Backed Securities
        
        
          WELLS FARGO HEQ 2005-2         M-11   20340925 FLT
          
            2034-09-25
          
          6.009000
          2016000.00
          1834142.02
          Asset-Backed Securities
        
        
          YORK CLO LTD 2015-2            SUB    20271022 FLT
          5493009C48K5WG4EX118
          
            2027-10-22
          
          0.00
          4271070.00
          1665717.30
          Asset-Backed Securities
        
      
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0243
      457995827.62
      457995827.62
      0.0051
      N
      N
      Y
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 2.780000%
      549300HN4UKV1E2R3U73
      0001675365
      ARP0TTMG0
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          LEJU HLDGS LTD                 SPONSORED ADS
          549300L53UKQOTX8LC17
          
            2500-12-31
          
          N/A
          11529.00
          22366.26
          Equities
        
        
          ESSA PHARMA INC                COM NEW
          
            2500-12-31
          
          N/A
          4916.00
          14256.40
          Equities
        
        
          VOR BIOPHARMA INC              COM
          
            2500-12-31
          
          N/A
          24860.00
          117836.40
          Equities
        
        
          WISDOMTREE TR                  TARGET RANGE FD
          
            2500-12-31
          
          N/A
          54.00
          1212.30
          Equities
        
        
          WORLD GOLD TR                  SPDR GLD MINIS
          5493002IEEMEY6LRJ932
          
            2500-12-31
          
          N/A
          82.00
          2859.34
          Equities
        
        
          WISDOMTREE TR                  INTL EQUITY FD
          549300X1IP4KC9V84C74
          
            2500-12-31
          
          N/A
          2700.00
          125253.00
          Equities
        
        
          WISDOMTREE TR                  GLB US QTLY DIV
          549300WMKS2Z4MNG8C80
          
            2500-12-31
          
          N/A
          28300.00
          939560.00
          Equities
        
        
          APPLIED MOLECULAR TRANS INC    COM
          
            2500-12-31
          
          N/A
          21815.00
          42102.95
          Equities
        
        
          HARVARD BIOSCIENCE INC         COM
          549300VLGB1D47GGC642
          
            2500-12-31
          
          N/A
          446.00
          1636.82
          Equities
        
        
          HEARTCORE ENTERPRISES INC      COM
          
            2500-12-31
          
          N/A
          15000.00
          46500.00
          Equities
        
        
          EXELA TECHNOLOGIES INC         COM
          549300CP95F46H3HDR87
          
            2500-12-31
          
          N/A
          117804.00
          164925.60
          Equities
        
        
          FIDELITY COVINGTON TRUST       HIGH DIVID ETF
          5493004PN870S9782D49
          
            2500-12-31
          
          N/A
          104.00
          3952.00
          Equities
        
        
          FIRST TR EXCHANGE TRADED FD    CHINDIA ETF
          549300OPL6VLXU4Q2D94
          
            2500-12-31
          
          N/A
          200.00
          7886.00
          Equities
        
        
          FIRST TR VALUE LINE DIVID INDE SHS
          549300P5LD08LT4J5846
          
            2500-12-31
          
          N/A
          7904.00
          319321.60
          Equities
        
        
          FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH
          5493000DZJC8BJLIJI03
          
            2500-12-31
          
          N/A
          281.00
          9596.15
          Equities
        
        
          FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD
          
            2500-12-31
          
          N/A
          100.00
          4524.00
          Equities
        
        
          FIRST TR EXCHANGE-TRADED FD IV FIRST TR TA HIYL
          549300N8JZKZ2R50QR81
          
            2500-12-31
          
          N/A
          1100.00
          45727.00
          Equities
        
        
          FIRST TR EXCHANGE-TRADED FD IV FIRST TR TA HIYL
          549300N8JZKZ2R50QR81
          
            2500-12-31
          
          N/A
          2715.00
          112862.55
          Equities
        
        
          FIRST TR EXCH TRADED FD III    EME MRK BD ETF
          549300DP1S8SJV0BSG28
          
            2500-12-31
          
          N/A
          254.00
          6647.18
          Equities
        
        
          FLEXSHARES TR                  INT QLTDVDYNAM
          5493000GSXOMJAI1QP66
          
            2500-12-31
          
          N/A
          100.00
          2439.69
          Equities
        
        
          FLUENT INC                     COM
          549300P3G8O165ICY429
          
            2500-12-31
          
          N/A
          46038.00
          52022.94
          Equities
        
        
          AMERICAN CENTY ETF TR          US LARGE CAP VLU
          549300F1U7C6RG7BQE89
          
            2500-12-31
          
          N/A
          3300.00
          161502.00
          Equities
        
        
          GLOBAL X FDS                   RUSSELL 2000
          549300RC73SUF7YB0Q40
          
            2500-12-31
          
          N/A
          64.00
          1353.60
          Equities
        
        
          GLOBAL X FDS                   GLOBAL X COPPER
          549300L5RUQZ388WGS57
          
            2500-12-31
          
          N/A
          11300.00
          330073.00
          Equities
        
        
          GOHEALTH INC                   COM CL A
          
            2500-12-31
          
          N/A
          9372.00
          5228.64
          Equities
        
        
          GOLDMAN SACHS ETF TR           FUTURE TECH LEAD
          5493006CYH2RTI9MVP51
          
            2500-12-31
          
          N/A
          50.00
          1229.50
          Equities
        
        
          GRANITESHARES ETF TR           BBG COMMD K 1
          549300TM9TYJ47SK6836
          
            2500-12-31
          
          N/A
          221.00
          6875.07
          Equities
        
        
          GRAPHITE BIO INC               COM
          
            2500-12-31
          
          N/A
          400.00
          1256.00
          Equities
        
        
          DIMENSIONAL ETF TRUST          INTERNATNAL VAL
          549300F3EUNKP4DGBS58
          
            2500-12-31
          
          N/A
          100.00
          2923.00
          Equities
        
        
          DIMENSIONAL ETF TRUST          CORE FIXED INCOM
          549300UT5CL8M0JR7R22
          
            2500-12-31
          
          N/A
          25.00
          1118.88
          Equities
        
        
          DIREXION SHS ETF TR            DAILY CSI 2X SH
          5493004DL9Z1W68X0I07
          
            2500-12-31
          
          N/A
          100.00
          5990.00
          Equities
        
        
          INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI
          
            2500-12-31
          
          N/A
          400.00
          23092.00
          Equities
        
        
          FREQUENCY THERAPEUTICS INC     COM
          
            2500-12-31
          
          N/A
          4000.00
          8160.00
          Equities
        
        
          ARGO BLOCKCHAIN PLC            ADS
          213800WPCCYSDYY26J54
          
            2500-12-31
          
          N/A
          4300.00
          20812.00
          Equities
        
        
          ASSERTIO HOLDINGS INC          COM NEW
          
            2500-12-31
          
          N/A
          1600.00
          5824.00
          Equities
        
        
          AVALO THERAPEUTICS INC         COM NEW
          549300GPK6FPJ3X8SZ39
          
            2500-12-31
          
          N/A
          9785.00
          35226.00
          Equities
        
        
          CARROLS RESTAURANT GROUP INC   COM
          529900HZEMNWQSAKFJ98
          
            2500-12-31
          
          N/A
          6892.00
          14886.72
          Equities
        
        
          SERIES PORTFOLIOS TR           INFRACAP EQUITY
          
            2500-12-31
          
          N/A
          66.00
          1853.08
          Equities
        
        
          SHATTUCK LABS INC              COM
          
            2500-12-31
          
          N/A
          40352.00
          156969.28
          Equities
        
        
          RENEO PHARMACEUTICALS INC      COM
          
            2500-12-31
          
          N/A
          16600.00
          59760.00
          Equities
        
        
          SPROTT FDS TR                  URANIUM MINERS E
          
            2500-12-31
          
          N/A
          100.00
          6903.00
          Equities
        
        
          STAFFING 360 SOLUTIONS INC     COM NEW 2022
          549300CWMOEBMKFWN694
          
            2500-12-31
          
          N/A
          480.00
          1464.00
          Equities
        
        
          ISHARES TR                     MICRO-CAP ETF
          549300RWAE45TBJ0XD47
          
            2500-12-31
          
          N/A
          100.00
          11401.00
          Equities
        
        
          TCR2 THERAPEUTICS INC          COM
          5493007TR1ORJAZ8YK34
          
            2500-12-31
          
          N/A
          141804.00
          446682.60
          Equities
        
        
          374WATER INC                   COM
          
            2500-12-31
          
          N/A
          1800.00
          3618.00
          Equities
        
        
          TIDAL ETF TR                   UPAR ULTRA RISK
          549300AG524C6OMIZ174
          
            2500-12-31
          
          N/A
          2600.00
          39641.94
          Equities
        
        
          QUOTIENT LTD                   SHS
          549300BOTHGGT8D81659
          
            2500-12-31
          
          N/A
          62100.00
          15506.37
          Equities
        
        
          BANCO SANTANDER S.A.           ADR
          5493006QMFDDMYWIAM13
          
            2500-12-31
          
          N/A
          1465898.00
          3591450.10
          Equities
        
        
          BANK OF MONTREAL               MICROSECTORS IDX
          
            2500-12-31
          
          N/A
          1268.00
          12261.56
          Equities
        
        
          BANK OF MONTREAL               MICROSECTORS IDX
          
            2500-12-31
          
          N/A
          45500.00
          439985.00
          Equities
        
        
          BRICKELL BIOTECH INC           COM NEW
          549300QODBI5C7YUJE09
          
            2500-12-31
          
          N/A
          338.00
          1017.38
          Equities
        
        
          BUZZFEED INC                   CLASS A COM
          
            2500-12-31
          
          N/A
          157400.00
          305356.00
          Equities
        
        
          CALITHERA BIOSCIENCES INC      COM NEW
          54930042TDFRLM4C8X19
          
            2500-12-31
          
          N/A
          525.00
          1643.25
          Equities
        
        
          CALITHERA BIOSCIENCES INC      COM NEW
          54930042TDFRLM4C8X19
          
            2500-12-31
          
          N/A
          5925.00
          18545.25
          Equities
        
        
          CANGO INC                      ADS
          5299003TQHBB4QUSZB86
          
            2500-12-31
          
          N/A
          4000.00
          11080.00
          Equities
        
        
          CAPITAL GROUP DIVIDEND VALUE E SHS CREATION UNI
          549300RS1YEXTKIVN573
          
            2500-12-31
          
          N/A
          2157.00
          49923.76
          Equities
        
        
          INFLECTION POINT ACQUSTN CORP  CLASS A ORD
          
            2500-12-31
          
          N/A
          15121.00
          146068.86
          Equities
        
        
          MMTEC INC                      SHS NEW
          
            2500-12-31
          
          N/A
          7100.00
          11502.00
          Equities
        
        
          CYTOSORBENTS CORP              COM NEW
          549300VI8WO8GK5QK793
          
            2500-12-31
          
          N/A
          11635.00
          26644.15
          Equities
        
        
          DBX ETF TR                     XTRACKERS S&amp;P S
          549300B4QBM88MLC8W59
          
            2500-12-31
          
          N/A
          200.00
          4886.50
          Equities
        
        
          DBX ETF TR                     XTRACK USD HIGH
          5493000ENPC36KSKPY20
          
            2500-12-31
          
          N/A
          700.00
          24997.00
          Equities
        
        
          DBV TECHNOLOGIES S A           SPONSORED ADR
          969500PVBQFWQKVDMD80
          
            2500-12-31
          
          N/A
          600.00
          1488.00
          Equities
        
        
          ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM
          549300EIRBI2WQDV5H69
          
            2500-12-31
          
          N/A
          94.00
          18181.94
          Equities
        
        
          BNY MELLON ETF TRUST           SUSTAINABLE INTL
          549300DW3YPGZDV7PV28
          
            2500-12-31
          
          N/A
          142.00
          5869.83
          Equities
        
        
          WISDOMTREE TR                  EUROPE SMCP DV
          5493001M2D6JHT41R207
          
            2500-12-31
          
          N/A
          100.00
          5697.16
          Equities
        
        
          WISDOMTREE TR                  EUROPE HEDGED EQ
          549300DC1HYUY14EQX39
          
            2500-12-31
          
          N/A
          1272.00
          88594.80
          Equities
        
        
          RENEW ENERGY GLOBAL PLC        CL A SHS
          254900SL77LA2KAG7R65
          
            2500-12-31
          
          N/A
          27024.00
          180250.08
          Equities
        
        
          SILVER CREST ACQUISITION CORP  CL A SHS
          
            2500-12-31
          
          N/A
          72912.00
          726203.52
          Equities
        
        
          SPDR SER TR                    S&amp;P REGL BKG
          549300EFWJBKUN6WJX52
          
            2500-12-31
          
          N/A
          1821.00
          114540.90
          Equities
        
        
          CHROMADEX CORP                 COM NEW
          529900OPI7B8JPXCVS70
          
            2500-12-31
          
          N/A
          40138.00
          67030.46
          Equities
        
        
          CITIUS PHARMACEUTICALS INC     COM NEW
          5493005C10W36P4KQP40
          
            2500-12-31
          
          N/A
          1131242.00
          1016986.56
          Equities
        
        
          CLENE INC                      COMMON STOCK
          
            2500-12-31
          
          N/A
          1619.00
          5876.97
          Equities
        
        
          COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR
          529900K40TEND42S0T46
          
            2500-12-31
          
          N/A
          1198300.00
          3475070.00
          Equities
        
        
          COMPASS THERAPEUTICS INC       COM
          
            2500-12-31
          
          N/A
          480.00
          1219.20
          Equities
        
        
          SCHWAB STRATEGIC TR            US SML CAP ETF
          5493003UKSEZNILT8D61
          
            2500-12-31
          
          N/A
          88191.00
          3766637.61
          Equities
        
        
          PULMATRIX INC                  COM
          5299002RHCRZ9ST3GN42
          
            2500-12-31
          
          N/A
          1700.00
          7480.00
          Equities
        
        
          VERA BRADLEY INC               COM
          52990005Q6LEJKXO7M51
          
            2500-12-31
          
          N/A
          15718.00
          66958.68
          Equities
        
        
          INVENTIVA SA                   ADS
          969500I9Y690B3FZW590
          
            2500-12-31
          
          N/A
          2330.00
          10531.60
          Equities
        
        
          ISHARES INC                    GLB AGRIC PR ETF
          5493007BEZLYYQ7MPE91
          
            2500-12-31
          
          N/A
          311.00
          12802.32
          Equities
        
        
          HISTOGEN INC                   COM NEW
          549300XHWPP338YQ8O67
          
            2500-12-31
          
          N/A
          1000.00
          2790.00
          Equities
        
        
          BORQS TECHNOLOGIES INC         SHS NEW
          
            2500-12-31
          
          N/A
          157196.00
          177631.48
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   EMRNG MKT SVRG
          549300VQ5VGUIVZMPZ95
          
            2500-12-31
          
          N/A
          13622.00
          262768.38
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   VAR RATE PFD
          549300INXEJOUVOV7Z07
          
            2500-12-31
          
          N/A
          4900.00
          114219.00
          Equities
        
        
          ADVENT TECHNOLOGIES HOLDNG INC COM CL A
          
            2500-12-31
          
          N/A
          93362.00
          242741.20
          Equities
        
        
          AKOUOS INC                     COM
          
            2500-12-31
          
          N/A
          2297.00
          7327.43
          Equities
        
        
          IMMUNIC INC                    COM
          549300R5T12FW5MEQB20
          
            2500-12-31
          
          N/A
          23191.00
          80240.86
          Equities
        
        
          SYNTAX ETF TR                  STRATIFIED US TT
          549300RSSNJIZUJCJC72
          
            2500-12-31
          
          N/A
          100.00
          4127.90
          Equities
        
        
          SYROS PHARMACEUTICALS INC      COM
          549300512PURS7IGVT96
          
            2500-12-31
          
          N/A
          14853.00
          12240.36
          Equities
        
        
          VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF
          
            2500-12-31
          
          N/A
          171.00
          7770.24
          Equities
        
        
          VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF
          
            2500-12-31
          
          N/A
          64200.00
          3159924.00
          Equities
        
        
          VANECK ETF TRUST               VIDEO GMNG ESPRT
          549300W1INDPRXYEWG36
          
            2500-12-31
          
          N/A
          88.00
          4409.68
          Equities
        
        
          METAURUS EQUITY COMPONENT TR   US EQT CUM 2027
          5493005BVX36O72TZW95
          
            2500-12-31
          
          N/A
          500.00
          3855.00
          Equities
        
        
          MICROBOT MED INC               COM NEW
          549300AEUNO16KTJXD72
          
            2500-12-31
          
          N/A
          14075.00
          69812.00
          Equities
        
        
          MIND MEDICINE MINDMED INC      COMMON SHARES
          549300QY8KN1O6RPFJ13
          
            2500-12-31
          
          N/A
          355135.00
          245788.93
          Equities
        
        
          MIND MEDICINE MINDMED INC      COMMON SHARES
          549300QY8KN1O6RPFJ13
          
            2500-12-31
          
          N/A
          294000.00
          203477.40
          Equities
        
        
          PIMCO ETF TR                   15+ YR US TIPS
          3F1HFKVLWGGDZCMWXY79
          
            2500-12-31
          
          N/A
          32.00
          2232.00
          Equities
        
        
          PIMCO ETF TR                   0-5 HIGH YIELD
          C5UMYP9E80TI8X2OWG13
          
            2500-12-31
          
          N/A
          300.00
          27675.00
          Equities
        
        
          PINEAPPLE ENERGY INC           COM
          549300QI9W6WNCHUTR82
          
            2500-12-31
          
          N/A
          1000.00
          2490.00
          Equities
        
        
          ISHARES TR                     IBONDS DEC2026
          549300YFLX0EDIINV769
          
            2500-12-31
          
          N/A
          1100.00
          26730.00
          Equities
        
        
          ISHARES TR                     CYBERSECURITY
          5493007TVD2WSTEKN665
          
            2500-12-31
          
          N/A
          57.00
          2082.78
          Equities
        
        
          JANUS DETROIT STR TR           HENDERSN CAP ETF
          549300NFZEBGDTCWDB09
          
            2500-12-31
          
          N/A
          580.00
          30583.40
          Equities
        
        
          KASPIEN HOLDINGS INC           COM NEW
          549300YU48XYB4ISJM97
          
            2049-01-01
          
          N/A
          3100.00
          7936.00
          Equities
        
        
          KASPIEN HOLDINGS INC           COM NEW
          549300YU48XYB4ISJM97
          
            2049-01-01
          
          N/A
          9429.00
          24138.24
          Equities
        
        
          ISHARES S&amp;P GSCI COMMODITY- IN UNIT BEN INT
          549300NT1VHB0L3ZBS97
          
            2500-12-31
          
          N/A
          97.00
          2210.63
          Equities
        
        
          ISHARES INC                    MSCI COLMBIA ETF
          54930084JYZ4OK4P7T66
          
            2500-12-31
          
          N/A
          242.00
          2111.45
          Equities
        
        
          ISHARES INC                    MSCI TAIWAN ETF
          NOTS2OVXOI43240U2196
          
            2500-12-31
          
          N/A
          23880.00
          1224088.80
          Equities
        
        
          ISHARES INC                    MSCI GBL GOLD MN
          549300GPQXTYLBQN1755
          
            2500-12-31
          
          N/A
          178.00
          3547.54
          Equities
        
        
          MODULAR MED INC                COM NEW
          
            2500-12-31
          
          N/A
          7600.00
          31084.00
          Equities
        
        
          MOTUS GI HLDGS INC             COM NEW
          5493005RU1LEOIG1KS82
          
            2500-12-31
          
          N/A
          1330.00
          5399.80
          Equities
        
        
          NN INC                         COM
          549300SU3TUM6VH84645
          
            2500-12-31
          
          N/A
          500.00
          1420.00
          Equities
        
        
          NANTHEALTH INC                 COM
          549300Z86EF5CSQMW346
          
            2500-12-31
          
          N/A
          12000.00
          6646.80
          Equities
        
        
          NUVVE HOLDING CORP             COM
          
            2500-12-31
          
          N/A
          34052.00
          112031.08
          Equities
        
        
          PDS BIOTECHNOLOGY CORP         COM
          5493002KU8ACFTSMC935
          
            2500-12-31
          
          N/A
          11042.00
          45713.88
          Equities
        
        
          PROSHARES TR                   ULTRASHRT DOW 30
          LIZENFIQJTTT2RI1UP54
          
            2500-12-31
          
          N/A
          22400.00
          696864.00
          Equities
        
        
          PROSHARES TR                   PSHS ULT S&amp;P 50
          UT59PM4NN1V3JAKZPS19
          
            2500-12-31
          
          N/A
          36308.00
          1879302.08
          Equities
        
        
          PROSHARES TR                   PSHS ULTRA QQQ
          BB4MTKSM4GAKW287HJ60
          
            2500-12-31
          
          N/A
          61.00
          3059.76
          Equities
        
        
          PROSHARES TR II                ULSHT BLOOMB GAS
          
            2500-12-31
          
          N/A
          97300.00
          1421553.00
          Equities
        
        
          ISHARES TR                     EXPONENTIAL TECH
          5493001QZSH136RMZK19
          
            2500-12-31
          
          N/A
          201.00
          10373.61
          Equities
        
        
          ISHARES TR                     MSCI SAUDI ARBIA
          5493004P512V6ELEIL59
          
            2500-12-31
          
          N/A
          3515.00
          153464.90
          Equities
        
        
          LIANBIO                        SPONSORED ADS
          
            2500-12-31
          
          N/A
          5203.00
          11810.81
          Equities
        
        
          QUEST RESOURCE HLDG CORP       COM NEW
          54930088J62L2GTB0F58
          
            2500-12-31
          
          N/A
          309.00
          1260.72
          Equities
        
        
          OMEROS CORP                    COM
          549300CJWLXX2MXVVV71
          
            2500-12-31
          
          N/A
          700440.00
          3130966.80
          Equities
        
        
          SCISPARC LTD                   COM
          
            2500-12-31
          
          N/A
          8700.00
          14094.00
          Equities
        
        
          TUESDAY MORNING CORP           COM
          549300OU1ZEZL3ST1C52
          
            2500-12-31
          
          N/A
          145300.00
          28624.10
          Equities
        
        
          89BIO INC                      COM
          
            2500-12-31
          
          N/A
          346390.00
          1205437.20
          Equities
        
        
          GREENLANE HLDGS INC            CL A
          549300TLDAX3PKE2Y626
          
            2500-12-31
          
          N/A
          55339.00
          8826.57
          Equities
        
        
          EMCORE CORP                    COM NEW
          529900B9OHDEWU534K08
          
            2500-12-31
          
          N/A
          36419.00
          118361.75
          Equities
        
        
          EMERALD HOLDING INC            COM
          
            2500-12-31
          
          N/A
          106961.00
          343344.81
          Equities
        
        
          ENERGY FOCUS INC               COM
          549300WYLQHXWY3CWZ38
          
            2500-12-31
          
          N/A
          1923.00
          1440.33
          Equities
        
        
          ENERGY FOCUS INC               COM
          549300WYLQHXWY3CWZ38
          
            2500-12-31
          
          N/A
          11800.00
          8838.20
          Equities
        
        
          ENEL CHILE S.A.                SPONSORED ADR
          549300YM5CWCAUVOPB53
          
            2500-12-31
          
          N/A
          40390.00
          58969.40
          Equities
        
        
          ENGLOBAL CORP                  COM
          529900UKIZ4H2BMAZ150
          
            2500-12-31
          
          N/A
          85600.00
          129256.00
          Equities
        
        
          ENSYSCE BIOSCIENCES INC        COM
          
            2500-12-31
          
          N/A
          53200.00
          27669.32
          Equities
        
        
          EOS ENERGY ENTERPRISES INC     COM CL A
          
            2500-12-31
          
          N/A
          52970.00
          142489.30
          Equities
        
        
          EPIZYME INC                    COM
          549300TNFWF88O4U4605
          
            2500-12-31
          
          N/A
          2034.00
          3010.32
          Equities
        
        
          ESPORTS ENTMT GROUP INC        COM
          549300OQ4VBDLOB5RA47
          
            2500-12-31
          
          N/A
          205500.00
          77925.60
          Equities
        
        
          ETON PHARMACEUTICALS INC       COM
          
            2500-12-31
          
          N/A
          36798.00
          100826.52
          Equities
        
        
          EVAXION BIOTECH A S            ADS
          
            2500-12-31
          
          N/A
          5000.00
          15400.00
          Equities
        
        
          EVELO BIOSCIENCES INC          COM
          
            2500-12-31
          
          N/A
          323773.00
          679923.30
          Equities
        
        
          US WELL SERVICES INC           CL A NEW
          
            2500-12-31
          
          N/A
          326900.00
          314510.49
          Equities
        
        
          UNITED STS 12 MONTH OIL FD LP  UNIT BEN INT
          5493008LNBDD10F4QU44
          
            2500-12-31
          
          N/A
          53.00
          2035.20
          Equities
        
        
          PYXIS TANKERS INC              COM NEW
          
            2500-12-31
          
          N/A
          4300.00
          12083.00
          Equities
        
        
          SEANERGY MARITIME HLDGS CORP   SHS NEW
          213800S7JIZA8FZXF245
          
            2500-12-31
          
          N/A
          392633.00
          281400.07
          Equities
        
        
          WISDOMTREE TR                  CHINADIV EX FI
          5493003W9PJD7JCV4542
          
            2500-12-31
          
          N/A
          30.00
          1176.60
          Equities
        
        
          WORKSPORT LTD                  COM NEW
          
            2500-12-31
          
          N/A
          17300.00
          29410.00
          Equities
        
        
          WRAP TECHNOLOGIES INC          COM
          
            2500-12-31
          
          N/A
          74819.00
          136918.77
          Equities
        
        
          RENOVORX INC                   COM NEW
          
            2500-12-31
          
          N/A
          7100.00
          13703.00
          Equities
        
        
          RESEARCH SOLUTIONS INC         COM
          549300TYWPCKGK141Q94
          
            2500-12-31
          
          N/A
          1477.00
          2702.91
          Equities
        
        
          REVELATION BIOSCIENCES INC     COM
          549300UKS15BEXENY615
          
            2500-12-31
          
          N/A
          4400.00
          2638.24
          Equities
        
        
          REVIVA PHARMACEUTCLS HLDGS INC COM
          
            2500-12-31
          
          N/A
          20800.00
          17536.48
          Equities
        
        
          RICEBRAN TECHNOLOGIES          COM NEW
          549300DZDR8N8C3WJ144
          
            2500-12-31
          
          N/A
          12448.00
          3734.40
          Equities
        
        
          ROCKWELL MED INC               COM NEW
          529900Y6YUB5X93MMD77
          
            2500-12-31
          
          N/A
          39626.00
          51910.06
          Equities
        
        
          SAB BIOTHERAPEUTICS INC        COM
          
            2500-12-31
          
          N/A
          13500.00
          15120.00
          Equities
        
        
          SPDR INDEX SHS FDS             MSCI ACWI CLMTE
          5493002MYQ9QUL9F9T82
          
            2500-12-31
          
          N/A
          100.00
          2754.00
          Equities
        
        
          SPDR INDEX SHS FDS             EURO STOXX 50
          549300FS6B2JRJXYB418
          
            2500-12-31
          
          N/A
          191924.00
          6878556.16
          Equities
        
        
          SPDR INDEX SHS FDS             S&amp;P CHINA ETF
          549300B1I89QUAK0X692
          
            2500-12-31
          
          N/A
          501.00
          42554.94
          Equities
        
        
          SPDR INDEX SHS FDS             S&amp;P CHINA ETF
          549300B1I89QUAK0X692
          
            2500-12-31
          
          N/A
          31.00
          2633.14
          Equities
        
        
          SPDR INDEX SHS FDS             DJ GLB RL ES ETF
          549300NEMKJTY73KOC44
          
            2500-12-31
          
          N/A
          96.00
          4544.64
          Equities
        
        
          BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW
          
            2500-12-31
          
          N/A
          6029.00
          7656.83
          Equities
        
        
          BEYONDSPRING INC               SHS
          
            2500-12-31
          
          N/A
          144460.00
          192131.80
          Equities
        
        
          BIT DIGITAL INC                SHS
          
            2500-12-31
          
          N/A
          59100.00
          89832.00
          Equities
        
        
          VOXELJET AG                    ADS
          549300Q9IJOM3G3T2T75
          
            2500-12-31
          
          N/A
          5201.00
          21012.04
          Equities
        
        
          VROOM INC                      COM
          
            2500-12-31
          
          N/A
          730061.00
          1124293.94
          Equities
        
        
          VROOM INC                      COM
          
            2500-12-31
          
          N/A
          354502.00
          545933.08
          Equities
        
        
          WEREWOLF THERAPEUTICS INC      COM
          
            2500-12-31
          
          N/A
          4526.00
          22222.66
          Equities
        
        
          WESTPORT FUEL SYSTEMS INC      COM NEW
          549300ZBKJ4TMPXRB502
          
            2500-12-31
          
          N/A
          248175.00
          285401.25
          Equities
        
        
          WHEELER REAL ESTATE INVT TR    COM NEW
          5493005TOFFG62ETJY29
          
            2500-12-31
          
          N/A
          2800.00
          6888.00
          Equities
        
        
          WILHELMINA INTL INC            COM NEW
          
            2500-12-31
          
          N/A
          500.00
          2270.00
          Equities
        
        
          WINDTREE THERAPEUTICS INC      COM
          
            2500-12-31
          
          N/A
          23500.00
          9400.00
          Equities
        
        
          XENETIC BIOSCIENCES INC        COM
          5493002WV0KYX8JXAH52
          
            2500-12-31
          
          N/A
          15200.00
          13984.00
          Equities
        
        
          APPLIED DNA SCIENCES INC       COM
          549300PCOT1RLQ23DL21
          
            2500-12-31
          
          N/A
          12400.00
          8668.84
          Equities
        
        
          APPLIED THERAPEUTICS INC       COM
          549300KL3IJPHZM2GR04
          
            2500-12-31
          
          N/A
          346068.00
          359910.72
          Equities
        
        
          APPTECH PMTS CORP              COM
          
            2500-12-31
          
          N/A
          11600.00
          7411.24
          Equities
        
        
          APTEVO THERAPEUTICS INC        COM NEW
          529900UTQOXOZBMZFN24
          
            2500-12-31
          
          N/A
          3200.00
          13184.00
          Equities
        
        
          APTOSE BIOSCIENCES INC         COM NEW
          5299003EUHV3CD08L949
          
            2500-12-31
          
          N/A
          24472.00
          18598.72
          Equities
        
        
          GRITSTONE BIO INC              COM
          5493003TER6KY3MUVY84
          
            2500-12-31
          
          N/A
          96222.00
          247290.54
          Equities
        
        
          GUARDION HEALTH SCIENCES INC   COM
          5493001V8N461H1N6381
          
            2500-12-31
          
          N/A
          69200.00
          10414.60
          Equities
        
        
          HTG MOLECULAR DIAGNOSTICS INC  COM NEW
          5493001QFG6NIN60NK56
          
            2500-12-31
          
          N/A
          94200.00
          106446.00
          Equities
        
        
          HALL OF FAME RESORT &amp; ENTMT CO COM
          
            2500-12-31
          
          N/A
          230600.00
          175509.66
          Equities
        
        
          HARBOR CUSTOM DEVELOPMENT INC  COM
          549300X40TN4PVCY6F45
          
            2500-12-31
          
          N/A
          113500.00
          147550.00
          Equities
        
        
          HELBIZ INC                     CLASS A COM
          549300Z6TFLNGRBTFZ11
          
            2500-12-31
          
          N/A
          26300.00
          13215.75
          Equities
        
        
          HELIUS MED TECHNOLOGIES INC    COM CL A NEW
          549300BWJLIT2S349463
          
            2500-12-31
          
          N/A
          45200.00
          39319.48
          Equities
        
        
          HEXO CORP                      COM NEW
          529900NCXLID5EDY2E78
          
            2500-12-31
          
          N/A
          1941414.00
          363626.84
          Equities
        
        
          EVOFEM BIOSCIENCES INC         COM NEW
          5493007VAGG43TIEJW57
          
            2500-12-31
          
          N/A
          305104.00
          225776.96
          Equities
        
        
          EXCHANGE TRADED CONCEPTS TR    EMQQ EM INTERN
          549300ZFP551IO6DFL53
          
            2500-12-31
          
          N/A
          1658.00
          51812.50
          Equities
        
        
          EYENOVIA INC                   COM
          
            2500-12-31
          
          N/A
          37834.00
          64696.14
          Equities
        
        
          FIDELITY COVINGTON TRUST       SUSTAINABLE HIGH
          5493008RT5ZXTNQPLX41
          
            2500-12-31
          
          N/A
          162.00
          7583.22
          Equities
        
        
          FINCH THERAPEUTICS GROUP INC   COM
          
            2500-12-31
          
          N/A
          40700.00
          79365.00
          Equities
        
        
          FIRST TR EXCHANGE TRADED FD II NASDQ CLN EDGE
          549300IMO4B4W5RWYH14
          
            2500-12-31
          
          N/A
          1868.00
          164585.37
          Equities
        
        
          FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD
          
            2500-12-31
          
          N/A
          2621.00
          70452.48
          Equities
        
        
          FIRST TR EXCHANGE-TRADED FD IV SSI STRG ETF
          549300E2LXTTRLNEGB53
          
            2500-12-31
          
          N/A
          8549.00
          281347.59
          Equities
        
        
          FIRST TR EXCHNG TRADED FD VIII TCW OPPORTUNIS
          549300LRCGY6CYZU0S37
          
            2500-12-31
          
          N/A
          10122.00
          480187.68
          Equities
        
        
          FLEXSHARES TR                  IBOXX 3R TARGT
          549300ZWYVY56P3FZI25
          
            2500-12-31
          
          N/A
          100.00
          2523.00
          Equities
        
        
          FLEXSHARES TR                  ESG &amp; CLM INVES
          549300O6OIB1MH003G37
          
            2500-12-31
          
          N/A
          6413.00
          275725.65
          Equities
        
        
          FLEXSHARES TR                  ESG &amp; CM HI YLD
          549300JCY58RV6UB2850
          
            2500-12-31
          
          N/A
          3972.00
          173973.60
          Equities
        
        
          FLUX PWR HLDGS INC             COM NEW
          
            2500-12-31
          
          N/A
          30252.00
          70184.64
          Equities
        
        
          FORTE BIOSCIENCES INC          COM
          529900Z84WFDHPS3JP76
          
            2500-12-31
          
          N/A
          1888.00
          2341.12
          Equities
        
        
          FORWARD INDS INC N Y           COM NEW
          
            2500-12-31
          
          N/A
          11800.00
          20178.00
          Equities
        
        
          AMERICAN CENTY ETF TR          INTL SMCP VLU
          549300IHSLZS0JQXM287
          
            2500-12-31
          
          N/A
          589.00
          32471.57
          Equities
        
        
          AMERICAN REBEL HOLDINGS INC    COM
          549300FMVBRLWQQTW231
          
            2500-12-31
          
          N/A
          17880.00
          14155.60
          Equities
        
        
          AMERICAN RES CORP              CL A
          549300X4SNBGP0DDRY09
          
            2500-12-31
          
          N/A
          19500.00
          39195.00
          Equities
        
        
          AMERICAN VRTUAL CLOUD TECH INC COM
          
            2500-12-31
          
          N/A
          392200.00
          74792.54
          Equities
        
        
          ANEBULO PHARMACEUTICALS INC    COM
          549300XYJQJDSQZ0AY81
          
            2500-12-31
          
          N/A
          2100.00
          6153.00
          Equities
        
        
          ABVC BIOPHARMA INC             COM
          
            2500-12-31
          
          N/A
          13100.00
          8770.45
          Equities
        
        
          ARK ETF TR                     NEXT GNRTN INTER
          254900YDSBVXAK2IFF48
          
            2500-12-31
          
          N/A
          200600.00
          11117252.00
          Equities
        
        
          FANHUA INC                     SPONSORED ADR
          254900NUPTYHZ8HHTK43
          
            2500-12-31
          
          N/A
          94643.00
          496875.75
          Equities
        
        
          FAST RADIUS INC                CLASS A COM
          
            2500-12-31
          
          N/A
          28600.00
          15215.20
          Equities
        
        
          FEMASYS INC                    COM
          
            2500-12-31
          
          N/A
          1399.00
          2993.86
          Equities
        
        
          FUSION PHARMACEUTICALS INC     COM
          
            2500-12-31
          
          N/A
          2144.00
          5102.72
          Equities
        
        
          GBS INC                        COM
          549300JIQ6MVR4PC5311
          
            2500-12-31
          
          N/A
          58600.00
          42192.00
          Equities
        
        
          GT BIOPHARMA INC               COM NEW
          549300HMPDDS7IM47Y18
          
            2500-12-31
          
          N/A
          168510.00
          492049.20
          Equities
        
        
          GAOTU TECHEDU INC              SPONSORED ADS
          549300R5BPFFORR9ET36
          
            2500-12-31
          
          N/A
          31731.00
          59336.97
          Equities
        
        
          GAIA INC NEW                   CL A
          529900QUX8SBA2D93M92
          
            2500-12-31
          
          N/A
          3938.00
          15515.72
          Equities
        
        
          GALECTIN THERAPEUTICS INC      COM NEW
          5299004HFYSAZM2ALW85
          
            2500-12-31
          
          N/A
          7200.00
          17856.00
          Equities
        
        
          GALECTO INC                    COM
          
            2500-12-31
          
          N/A
          4700.00
          7849.00
          Equities
        
        
          GAUCHO GROUP HLDGS INC         COM NEW
          549300OJQBEC14FI7W33
          
            2500-12-31
          
          N/A
          26900.00
          7827.90
          Equities
        
        
          GENETRON HLDGS LTD             ADS
          
            2500-12-31
          
          N/A
          8911.00
          9712.99
          Equities
        
        
          GENIUS BRANDS INTL INC         COM
          549300U63XLMGMNWTU54
          
            2500-12-31
          
          N/A
          3618.00
          2832.89
          Equities
        
        
          GENPREX INC                    COM
          549300KS9771JZ234890
          
            2500-12-31
          
          N/A
          5600.00
          8008.00
          Equities
        
        
          GETNET ADQUIRENCIA E SERVICOS  SPONSORED ADS
          
            2500-12-31
          
          N/A
          8846.00
          15480.50
          Equities
        
        
          GLIMPSE GROUP INC              COM
          894500CSTVM1UWLRAR80
          
            2500-12-31
          
          N/A
          6893.00
          31983.52
          Equities
        
        
          GLOBAL X FDS                   CYBRSCURTY ETF
          549300X47IEM37AA7M52
          
            2500-12-31
          
          N/A
          4100.00
          105534.00
          Equities
        
        
          GOOD TIMES RESTAURANTS INC     COM NEW
          
            2500-12-31
          
          N/A
          2000.00
          6140.00
          Equities
        
        
          DAVE INC                       CLASS A COM
          
            2500-12-31
          
          N/A
          53400.00
          38442.66
          Equities
        
        
          DECIBEL THERAPEUTICS INC       COM
          
            2500-12-31
          
          N/A
          1825.00
          8084.75
          Equities
        
        
          DECIBEL THERAPEUTICS INC       COM
          
            2500-12-31
          
          N/A
          300.00
          1329.00
          Equities
        
        
          DELCATH SYS INC                COM NEW
          549300NVPLITUM6URT02
          
            2500-12-31
          
          N/A
          8808.00
          37081.68
          Equities
        
        
          DERMATA THERAPEUTICS INC       COM
          
            2500-12-31
          
          N/A
          27100.00
          14880.61
          Equities
        
        
          DIGIHOST TECHNOLOGY INC        COM NEW
          5299001U7RVW74W46M33
          
            2500-12-31
          
          N/A
          21791.00
          27892.48
          Equities
        
        
          DIGITAL ALLY INC               COM NEW
          529900DE18BKLSW12F89
          
            2500-12-31
          
          N/A
          48500.00
          37345.00
          Equities
        
        
          DIREXION SHS ETF TR            DLY SCOND 3XBU
          549300CSAWUY4LTETA16
          
            2500-12-31
          
          N/A
          125807.00
          2436881.59
          Equities
        
        
          DIREXION SHS ETF TR            DLY MIDCAP ETF3X
          B15Q6MX3OEO111P4BX96
          
            2500-12-31
          
          N/A
          29.00
          1196.54
          Equities
        
        
          DIREXION SHS ETF TR            DLY SMCAP BULL3X
          EI6O4TKYTT2L506TQD71
          
            2500-12-31
          
          N/A
          200.00
          8510.00
          Equities
        
        
          DIREXION SHS ETF TR            DAILY SM CP BEAR
          B4C8M27JY7DGJ8T2DE32
          
            2500-12-31
          
          N/A
          99.00
          3415.50
          Equities
        
        
          DIREXION SHS ETF TR            DAILY FINL BEAR
          GYVWXN884A53FOCS2U10
          
            2500-12-31
          
          N/A
          60.00
          1440.60
          Equities
        
        
          DIREXION SHS ETF TR            DAILY FTSE CHINA
          549300PYW6HP5QKTQV16
          
            2500-12-31
          
          N/A
          200.00
          2702.00
          Equities
        
        
          DIREXION SHS ETF TR            DLY AEROSPC 3X
          549300VG68HYTVDG1738
          
            2500-12-31
          
          N/A
          5500.00
          90255.00
          Equities
        
        
          DIREXION SHS ETF TR            DAILY ENERGY BEA
          7CGLL92I97RWQVY01719
          
            2500-12-31
          
          N/A
          235.00
          10925.15
          Equities
        
        
          DIREXION SHS ETF TR            DAILY S&amp;P 500 E
          549300KZ2SY4W78RX066
          
            2500-12-31
          
          N/A
          1143.00
          23595.86
          Equities
        
        
          DIREXION SHS ETF TR            DIREXION MRNA
          
            2500-12-31
          
          N/A
          2228.00
          32398.91
          Equities
        
        
          DIREXION SHS ETF TR            DIREXION DAILY O
          549300WGYFWFLHTYX355
          
            2500-12-31
          
          N/A
          16000.00
          375200.00
          Equities
        
        
          DIREXION SHS ETF TR            NANOTECHNOLOGY
          5493005JV5GPT423QF89
          
            2500-12-31
          
          N/A
          626.00
          11078.38
          Equities
        
        
          VERSUS SYSTEMS INC             COM NEW
          5299008J9WHQVAXZVU55
          
            2500-12-31
          
          N/A
          29311.00
          11988.20
          Equities
        
        
          VINCERX PHARMA INC             COM NEW
          
            2500-12-31
          
          N/A
          11753.00
          17159.38
          Equities
        
        
          VIRACTA THERAPEUTICS INC       COM
          549300O5S543GE2D9G67
          
            2500-12-31
          
          N/A
          129868.00
          477914.24
          Equities
        
        
          VIRACTA THERAPEUTICS INC       COM
          549300O5S543GE2D9G67
          
            2500-12-31
          
          N/A
          32597.00
          119956.96
          Equities
        
        
          VIRPAX PHARMACEUTICALS INC     COM
          
            2500-12-31
          
          N/A
          38900.00
          58350.00
          Equities
        
        
          VISLINK TECHNOLOGIES INC       COM
          549300QXCON16MHSX919
          
            2500-12-31
          
          N/A
          317500.00
          182594.25
          Equities
        
        
          VIVAKOR INC                    COM NEW
          
            2500-12-31
          
          N/A
          3400.00
          5304.00
          Equities
        
        
          VIVEVE MED INC                 COM NEW
          
            2500-12-31
          
          N/A
          20400.00
          12790.80
          Equities
        
        
          VIVOS THERAPEUTICS INC         COM
          
            2500-12-31
          
          N/A
          3700.00
          4810.00
          Equities
        
        
          VOLCON INC                     COM
          
            2500-12-31
          
          N/A
          3900.00
          6825.00
          Equities
        
        
          DRAGON VICTORY INTL LTD        SHS
          
            2500-12-31
          
          N/A
          35100.00
          26676.00
          Equities
        
        
          INVESCO EXCHANGE TRADED FD TR  S&amp;P SML600 GWT
          549300H7U6UUL99GM259
          
            2500-12-31
          
          N/A
          500.00
          64504.20
          Equities
        
        
          FUTURE FINTECH GROUP INC       COM
          549300ON6WZ5PWKH5626
          
            2500-12-31
          
          N/A
          36200.00
          15913.52
          Equities
        
        
          ARCADIA BIOSCIENCES INC        COM NEW
          54930027ZPNA80B8O763
          
            2500-12-31
          
          N/A
          70600.00
          59713.48
          Equities
        
        
          ARCIMOTO INC                   COM
          549300MG7KF9H96GWE02
          
            2500-12-31
          
          N/A
          5580.00
          16293.60
          Equities
        
        
          ARIDIS PHARMACEUTICALS INC     COM
          
            2500-12-31
          
          N/A
          12100.00
          23232.00
          Equities
        
        
          ARTELO BIOSCIENCES INC         COM NEW
          
            2500-12-31
          
          N/A
          66600.00
          23702.94
          Equities
        
        
          ASPIRA WOMENS HEALTH INC       COM
          54930045CGQ3XUO9T533
          
            2500-12-31
          
          N/A
          2000.00
          1645.80
          Equities
        
        
          ATHERSYS INC NEW               COM
          529900SJN2POLMMUAI78
          
            2500-12-31
          
          N/A
          1559238.00
          506752.35
          Equities
        
        
          AUDDIA INC                     COM
          
            2500-12-31
          
          N/A
          5800.00
          6612.00
          Equities
        
        
          AUGMEDIX INC                   COM
          
            2500-12-31
          
          N/A
          1600.00
          2368.00
          Equities
        
        
          AURORA CANNABIS INC            COM
          549300F6VHCLKCUWDT34
          
            2500-12-31
          
          N/A
          2317010.00
          3220643.90
          Equities
        
        
          AUTOLUS THERAPEUTICS PLC       SPON ADS
          549300C0KZP8EYROLL02
          
            2500-12-31
          
          N/A
          3810.00
          10782.30
          Equities
        
        
          AUTOWEB INC                    COM
          
            2500-12-31
          
          N/A
          29300.00
          11274.64
          Equities
        
        
          CARECLOUD INC                  COM
          549300GEO5Y45G5I3070
          
            2500-12-31
          
          N/A
          32130.00
          138159.00
          Equities
        
        
          CARLOTZ INC                    COM CL A
          
            2500-12-31
          
          N/A
          85900.00
          37383.68
          Equities
        
        
          CATALYST BIOSCIENCES INC       COM NEW
          549300TE6BBPJ0S88K48
          
            2500-12-31
          
          N/A
          124800.00
          220896.00
          Equities
        
        
          ELEVATION ONCOLOGY INC         COM
          
            2500-12-31
          
          N/A
          21437.00
          26367.51
          Equities
        
        
          ELOXX PHARMACEUTICALS INC      COM
          549300UB28QGWJMFFA11
          
            2500-12-31
          
          N/A
          147801.00
          40674.84
          Equities
        
        
          EMBARK TECHNOLOGY INC          COM
          
            2500-12-31
          
          N/A
          79500.00
          32992.50
          Equities
        
        
          OVID THERAPEUTICS INC          COM
          549300H36NUI4L6U8F17
          
            2500-12-31
          
          N/A
          21242.00
          42271.58
          Equities
        
        
          PALISADE BIO INC               COM
          549300W6LIDX3I5XXT34
          
            2500-12-31
          
          N/A
          2910.00
          1134.90
          Equities
        
        
          PALTALK INC                    COM
          
            2500-12-31
          
          N/A
          16542.00
          30768.12
          Equities
        
        
          PARATEK PHARMACEUTICALS INC    COM
          5493007V5QDIWECEYV79
          
            2500-12-31
          
          N/A
          1228.00
          2898.08
          Equities
        
        
          SPDR INDEX SHS FDS             S&amp;P EMKTSC ETF
          
            2500-12-31
          
          N/A
          20850.00
          1027488.00
          Equities
        
        
          SPDR INDEX SHS FDS             DJ INTL RL ETF
          549300L6MO7H2RBO8F96
          
            2500-12-31
          
          N/A
          64.00
          1891.20
          Equities
        
        
          SEMILEDS CORP                  COM NEW
          529900YS0D419Q1GXX66
          
            2500-12-31
          
          N/A
          9700.00
          32301.00
          Equities
        
        
          SENESTECH INC                  COM NEW
          549300YVNQPK8VJ8TT73
          
            2500-12-31
          
          N/A
          5392.00
          2815.16
          Equities
        
        
          SENESTECH INC                  COM NEW
          549300YVNQPK8VJ8TT73
          
            2500-12-31
          
          N/A
          17700.00
          9241.17
          Equities
        
        
          SENTI BIOSCIENCES INC          COM
          
            2500-12-31
          
          N/A
          4400.00
          8184.00
          Equities
        
        
          SENSEI BIOTHERAPEUTICS INC     COM
          8945002MP2CXKAENWU30
          
            2500-12-31
          
          N/A
          2358.00
          4503.78
          Equities
        
        
          SERA PROGNOSTICS INC           CLASS A COM
          
            2500-12-31
          
          N/A
          9500.00
          22230.00
          Equities
        
        
          SESEN BIO INC                  COM
          549300DGKHONOZQIY116
          
            2500-12-31
          
          N/A
          13322.00
          10765.51
          Equities
        
        
          SHIFTPIXY INC                  COM NEW
          5299000XGQMB6TK04R72
          
            2500-12-31
          
          N/A
          102977.00
          21614.87
          Equities
        
        
          SHIFT TECHNOLOGIES INC         CL A
          5493000DBZBX1I1QVY71
          
            2500-12-31
          
          N/A
          6000.00
          6300.00
          Equities
        
        
          JX LUXVENTURE LIMITED          COM NEW
          54930094TV6SSEXV2R56
          
            2500-12-31
          
          N/A
          23400.00
          27612.00
          Equities
        
        
          OCEANPAL INC                   COMMON STOCK
          
            2500-12-31
          
          N/A
          67200.00
          28230.72
          Equities
        
        
          PERFORMANCE SHIPPING INC       COM NEW
          529900TDUX3CQLRVFO49
          
            2500-12-31
          
          N/A
          213000.00
          62835.00
          Equities
        
        
          PERFORMANCE SHIPPING INC       COM NEW
          529900TDUX3CQLRVFO49
          
            2500-12-31
          
          N/A
          11956.00
          3527.02
          Equities
        
        
          RECRUITER COM GROUP INC        COM NEW
          5493007WH4V9MK8Y7L08
          
            2500-12-31
          
          N/A
          824.00
          1145.36
          Equities
        
        
          RED CAT HLDGS INC              COM
          5493005OGSQW28V2PY05
          
            2500-12-31
          
          N/A
          67000.00
          142040.00
          Equities
        
        
          RELIANCE GLOBAL GROUP INC      COM NEW
          
            2500-12-31
          
          N/A
          283137.00
          285968.37
          Equities
        
        
          REMARK HLDGS INC               COM
          549300E67O8VBQOF3V34
          
            2500-12-31
          
          N/A
          75983.00
          30780.71
          Equities
        
        
          WAVE LIFE SCIENCES LTD         SHS
          54930070006GPKFYZ813
          
            2500-12-31
          
          N/A
          95774.00
          258589.80
          Equities
        
        
          SONNET BIOTHERAPEUTC HLDNG INC COM
          5493002WX622LZQC4F93
          
            2500-12-31
          
          N/A
          27000.00
          7562.70
          Equities
        
        
          SONOMA PHARMACEUTICALS INC     COM NEW
          54930008C5Z4F02SWO71
          
            2500-12-31
          
          N/A
          7300.00
          24674.00
          Equities
        
        
          SPECTRUM PHARMACEUTICALS INC   COM
          549300COU30WSP3O5I07
          
            2500-12-31
          
          N/A
          236076.00
          201585.30
          Equities
        
        
          SPHERE 3D CORP NEW             COM
          
            2500-12-31
          
          N/A
          530300.00
          355354.03
          Equities
        
        
          SPRUCE BIOSCIENCES INC         COM
          
            2500-12-31
          
          N/A
          8887.00
          16618.69
          Equities
        
        
          SPRUCE BIOSCIENCES INC         COM
          
            2500-12-31
          
          N/A
          83900.00
          156893.00
          Equities
        
        
          STAR EQUITY HOLDINGS INC       COM
          549300ZB8Z6KMJ4LVV61
          
            2500-12-31
          
          N/A
          38300.00
          38683.00
          Equities
        
        
          STATERA BIOPHARMA INC          COM
          
            2500-12-31
          
          N/A
          107198.00
          22082.79
          Equities
        
        
          STRAN &amp; COMPANY INC            COMMON STOCK
          549300KE0C6619P5BF59
          
            2500-12-31
          
          N/A
          23700.00
          42186.00
          Equities
        
        
          STRONGHOLD DIGITAL MINING INC  CLASS A COM
          
            2500-12-31
          
          N/A
          294200.00
          723732.00
          Equities
        
        
          STRYVE FOODS INC               CLASS A COM
          
            2500-12-31
          
          N/A
          6800.00
          5029.96
          Equities
        
        
          SUMMIT THERAPEUTICS INC        COM
          
            2500-12-31
          
          N/A
          72200.00
          73644.00
          Equities
        
        
          WISA TECHNOLOGIES INC          COM NEW
          549300ZRVZV7FC0R7594
          
            2500-12-31
          
          N/A
          5200.00
          3263.52
          Equities
        
        
          SUNSHINE BIOPHARMA INC         COM NEW
          
            2500-12-31
          
          N/A
          14200.00
          16330.00
          Equities
        
        
          SUNWORKS INC                   COM NEW
          549300LGWVGT6Q975H59
          
            2500-12-31
          
          N/A
          68581.00
          137847.81
          Equities
        
        
          SUPER LEAGUE GAMING INC        COM
          549300WQTSJRTPRU5C77
          
            2500-12-31
          
          N/A
          9600.00
          8960.64
          Equities
        
        
          CEA INDUSTRIES INC             COM NEW
          
            2500-12-31
          
          N/A
          9100.00
          13377.00
          Equities
        
        
          ISHARES INC                    MSCI MEXICO ETF
          549300SQ92O6OZ19G545
          
            2500-12-31
          
          N/A
          256874.00
          12049959.34
          Equities
        
        
          ISHARES TR                     MSCI EMG MKT ETF
          549300BPYHDEDI59G670
          
            2500-12-31
          
          N/A
          300120.00
          12049818.00
          Equities
        
        
          ISHARES TR                     LATN AMER 40 ETF
          549300LU9LZBB8WGN795
          
            2500-12-31
          
          N/A
          196.00
          4590.32
          Equities
        
        
          ISHARES TR                     LATN AMER 40 ETF
          549300LU9LZBB8WGN795
          
            2500-12-31
          
          N/A
          62645.00
          1467145.90
          Equities
        
        
          ISHARES TR                     EAFE SML CP ETF
          549300MJV5OZGVS4LX86
          
            2500-12-31
          
          N/A
          210296.00
          12049960.80
          Equities
        
        
          ISHARES TR                     MRGSTR MD CP GRW
          
            2500-12-31
          
          N/A
          1314.00
          75081.96
          Equities
        
        
          ISHARES TR                     NATIONAL MUN ETF
          549300H21FUYFQW9N157
          
            2500-12-31
          
          N/A
          21900.00
          2375712.00
          Equities
        
        
          ISHARES TR                     ASIA 50 ETF
          549300SI0W8VMRSNVL85
          
            2500-12-31
          
          N/A
          55.00
          3390.20
          Equities
        
        
          ISHARES TR                     IBOXX HI YD ETF
          
            2500-12-31
          
          N/A
          154566.00
          12049965.36
          Equities
        
        
          ISHARES TR                     USD INV GRDE ETF
          5493004QFMCNV0WLX398
          
            2500-12-31
          
          N/A
          81.00
          4247.64
          Equities
        
        
          ISHARES TR                     PFD AND INCM SEC
          549300YX74JNY54XCY80
          
            2500-12-31
          
          N/A
          241.00
          8278.35
          Equities
        
        
          ISHARES TR                     MSCI EURO FL ETF
          549300TJBWJWP3BXSM63
          
            2500-12-31
          
          N/A
          13862.00
          216108.58
          Equities
        
        
          ISHARES TR                     AGGRES ALLOC ETF
          549300E2532X6GS7V091
          
            2500-12-31
          
          N/A
          985.00
          61424.60
          Equities
        
        
          ISHARES TR                     MODERT ALLOC ETF
          5493003SBBO7QJXQ6O89
          
            2500-12-31
          
          N/A
          2665.00
          106999.75
          Equities
        
        
          ISHARES TR                     CONSER ALLOC ETF
          5493006RWQOSWQVI0659
          
            2500-12-31
          
          N/A
          20308.00
          723574.04
          Equities
        
        
          TAITRON COMPONENTS INC         CL A
          
            2500-12-31
          
          N/A
          460.00
          1674.40
          Equities
        
        
          TALKSPACE INC                  COM
          
            2500-12-31
          
          N/A
          2781.00
          5339.52
          Equities
        
        
          ISHARES TR                     CORE TOTAL USD
          549300IWM5U5LVTDP761
          
            2500-12-31
          
          N/A
          17688.00
          847785.84
          Equities
        
        
          SHIFT TECHNOLOGIES INC         CL A
          5493000DBZBX1I1QVY71
          
            2500-12-31
          
          N/A
          309120.00
          324576.00
          Equities
        
        
          SHINECO INC                    COM
          
            2500-12-31
          
          N/A
          20700.00
          18009.00
          Equities
        
        
          SIDUS SPACE INC                CLASS A COM
          
            2500-12-31
          
          N/A
          12300.00
          44034.00
          Equities
        
        
          SIENTRA INC                    COM
          5493006T0OLHI64MOG63
          
            2500-12-31
          
          N/A
          342032.00
          252282.80
          Equities
        
        
          SIGILON THERAPEUTICS INC       COM
          
            2500-12-31
          
          N/A
          9557.00
          6722.39
          Equities
        
        
          SINGULARITY FUTURE TECH LTD    COM NEW
          529900WGYD5BTM777Z32
          
            2500-12-31
          
          N/A
          22596.00
          82701.36
          Equities
        
        
          SMART SAND INC                 COM
          549300JISW1T66DVOK23
          
            2500-12-31
          
          N/A
          109865.00
          234012.45
          Equities
        
        
          SMILEDIRECTCLUB INC            CL A COM
          254900QFZEGKCURCJS93
          
            2500-12-31
          
          N/A
          839100.00
          931401.00
          Equities
        
        
          SMITH MICRO SOFTWARE INC       COM NEW
          549300YR8UTB5CX2B814
          
            2500-12-31
          
          N/A
          1156.00
          3017.16
          Equities
        
        
          SO YOUNG INTERNATIONAL INC     SPONSORED ADS
          
            2500-12-31
          
          N/A
          39753.00
          33853.65
          Equities
        
        
          SOCIETY PASS INC               COM
          
            2500-12-31
          
          N/A
          51400.00
          94576.00
          Equities
        
        
          SOLENO THERAPEUTICS INC        COM NEW
          5493003LCY77N7FXK844
          
            2500-12-31
          
          N/A
          37500.00
          6750.00
          Equities
        
        
          SOLIGENIX INC                  COM
          549300MN2EF9LQHLT817
          
            2500-12-31
          
          N/A
          8700.00
          7839.57
          Equities
        
        
          TENAX THERAPEUTICS INC         COM NEW
          549300J03O6B1IJ2B606
          
            2500-12-31
          
          N/A
          14700.00
          3873.45
          Equities
        
        
          TEUCRIUM COMMODITY TR          AGRICULTURE FD
          
            2500-12-31
          
          N/A
          82.00
          2471.48
          Equities
        
        
          TITAN MED INC                  COM NEW
          529900MITZTZ3CAQTN62
          
            2500-12-31
          
          N/A
          1822.00
          1019.41
          Equities
        
        
          TITAN PHARMACEUTICALS INC DEL  COM NEW
          549300NOUZGB2ZNVJ794
          
            2500-12-31
          
          N/A
          62100.00
          78867.00
          Equities
        
        
          TIVIC HEALTH SYSTEMS INC       COMMON STOCK
          
            2500-12-31
          
          N/A
          8400.00
          18228.00
          Equities
        
        
          TOMI ENVIRONMENTAL SOLUTIONS I COM NEW
          
            2500-12-31
          
          N/A
          32300.00
          30998.31
          Equities
        
        
          TONIX PHARMACEUTICALS HLDG CO  COM NEW
          529900ACPKP9QW20GX48
          
            2500-12-31
          
          N/A
          96313.00
          180105.31
          Equities
        
        
          TRANSCODE THERAPEUTICS INC     COM
          
            2500-12-31
          
          N/A
          1667.00
          2417.15
          Equities
        
        
          TREVENA INC                    COM
          549300YXUV4MU2J7QS07
          
            2500-12-31
          
          N/A
          1056100.00
          277754.30
          Equities
        
        
          TREVI THERAPEUTICS INC         COM
          
            2500-12-31
          
          N/A
          45500.00
          152880.00
          Equities
        
        
          AVINGER INC                    COM NEW
          549300MRCUER3C2G1659
          
            2500-12-31
          
          N/A
          16430.00
          23494.90
          Equities
        
        
          AVROBIO INC                    COM
          
            2500-12-31
          
          N/A
          4389.00
          4056.31
          Equities
        
        
          AYALA PHARMACEUTICALS INC      COM
          
            2500-12-31
          
          N/A
          12100.00
          17303.00
          Equities
        
        
          AYRO INC                       COM
          549300ZROJXF67RWGV49
          
            2500-12-31
          
          N/A
          10300.00
          9263.82
          Equities
        
        
          AYTU BIOPHARMA INC             COM NEW
          549300SMWHEALCU7Q019
          
            2500-12-31
          
          N/A
          17900.00
          9308.00
          Equities
        
        
          BIMI INTERNATIONAL MEDICAL INC COM NEW
          5299002XZU0SNKHPUS06
          
            2500-12-31
          
          N/A
          12500.00
          6686.25
          Equities
        
        
          BTCS INC                       COM NEW
          549300HVP35DWSOZOH21
          
            2500-12-31
          
          N/A
          3000.00
          4740.00
          Equities
        
        
          NABRIVA THERAPEUTICS PLC       SHS NEW
          529900R7DZDU655YTV33
          
            2500-12-31
          
          N/A
          202500.00
          35842.50
          Equities
        
        
          ORIENTAL CULTURE HOLDING LTD   ORD SHS
          
            2500-12-31
          
          N/A
          3100.00
          7068.00
          Equities
        
        
          OXBRIDGE RE HLDGS LTD          SHS
          
            2500-12-31
          
          N/A
          12800.00
          44416.00
          Equities
        
        
          OXBRIDGE RE HLDGS LTD          SHS
          
            2500-12-31
          
          N/A
          2896.00
          10049.12
          Equities
        
        
          MOXIAN BVI INC                 ORDINARY SHARES
          
            2500-12-31
          
          N/A
          11400.00
          12198.00
          Equities
        
        
          RVL PHARMACEUTICALS PLC        SHS
          549300UFONE2USNRQ615
          
            2500-12-31
          
          N/A
          6900.00
          9660.00
          Equities
        
        
          POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
          
            2500-12-31
          
          N/A
          33700.00
          48865.00
          Equities
        
        
          PROSPECTOR CAPITAL CORP        CL A
          
            2500-12-31
          
          N/A
          81631.00
          808146.90
          Equities
        
        
          PROVIDENT ACQUISITION CORP     CL A
          
            2500-12-31
          
          N/A
          17436.00
          172965.12
          Equities
        
        
          PUHUI WEALTH INVT MGMT CO LTD  SHS
          
            2500-12-31
          
          N/A
          5300.00
          5406.00
          Equities
        
        
          QILIAN INTL HLDG GROUP LTD     COM
          
            2500-12-31
          
          N/A
          2100.00
          3885.00
          Equities
        
        
          BANCO BBVA ARGENTINA S A       SPONSORED ADS
          579100KKDBKJFDKKD024
          
            2500-12-31
          
          N/A
          1698.00
          4312.92
          Equities
        
        
          BANK OF MONTREAL               NT LKD 41
          
            2500-12-31
          
          N/A
          1272.00
          6843.36
          Equities
        
        
          BANK OF MONTREAL               MCROSECTR 3XINVR
          
            2500-12-31
          
          N/A
          800.00
          10120.00
          Equities
        
        
          BANK OF MONTREAL               MICRSCTR GLD 3X
          
            2500-12-31
          
          N/A
          222.00
          4373.40
          Equities
        
        
          BARFRESH FOOD GROUP INC        COM NEW
          
            2500-12-31
          
          N/A
          7299.00
          31385.70
          Equities
        
        
          BAUDAX BIO INC                 COM NEW
          
            2500-12-31
          
          N/A
          2503.00
          1757.86
          Equities
        
        
          BELLICUM PHARMACEUTICALS INC   COM NEW
          529900HBXNLX2TBQZQ65
          
            2500-12-31
          
          N/A
          22500.00
          28575.00
          Equities
        
        
          BENITEC BIOPHARMA INC          COM
          
            2500-12-31
          
          N/A
          3700.00
          3279.31
          Equities
        
        
          ADIAL PHARMACEUTICALS INC      COM
          
            2500-12-31
          
          N/A
          6500.00
          4016.35
          Equities
        
        
          BREEZE HOLDINGS ACQUISITN CORP COM
          
            2500-12-31
          
          N/A
          21434.00
          220555.86
          Equities
        
        
          BRIDGELINE DIGITAL INC         COM
          5493007XAMAJ1KUXPN28
          
            2500-12-31
          
          N/A
          5450.00
          6812.50
          Equities
        
        
          BRIDGELINE DIGITAL INC         COM
          5493007XAMAJ1KUXPN28
          
            2500-12-31
          
          N/A
          10700.00
          13375.00
          Equities
        
        
          BRIGHT SCHOLAR ED HLDGS LTD    SPONSORED ADS
          30030029PAIA7JHF7N33
          
            2500-12-31
          
          N/A
          1526.00
          1308.24
          Equities
        
        
          BROOKLYN IMMUNOTHERAPEUTICS    COM
          
            2500-12-31
          
          N/A
          210498.00
          104070.21
          Equities
        
        
          BSQUARE CORP                   COM NEW
          
            2500-12-31
          
          N/A
          24800.00
          31000.00
          Equities
        
        
          BURGERFI INTERNATIONAL INC     COM
          549300TMBK34NK5FIQ38
          
            2500-12-31
          
          N/A
          11900.00
          37485.00
          Equities
        
        
          CPS TECHNOLOGIES CORP          COM
          
            2500-12-31
          
          N/A
          632.00
          2313.12
          Equities
        
        
          CSI COMPRESSCO LP              COM UNIT
          549300STALDQYSVEO325
          
            2500-12-31
          
          N/A
          119621.00
          149526.25
          Equities
        
        
          CABALETTA BIO INC              COM
          
            2500-12-31
          
          N/A
          42300.00
          49491.00
          Equities
        
        
          CALADRIUS BIOSCIENCES INC      COM NEW
          5493002287F62M3EGQ04
          
            2500-12-31
          
          N/A
          292666.00
          147386.60
          Equities
        
        
          CANOPY GROWTH CORP             COM
          529900CSD7NH1UBC9X07
          
            2500-12-31
          
          N/A
          1332736.00
          3411804.16
          Equities
        
        
          CAPRICOR THERAPEUTICS INC      COM NEW
          5493002ZI5PDLXV4DX14
          
            2500-12-31
          
          N/A
          39400.00
          178088.00
          Equities
        
        
          CAPRICOR THERAPEUTICS INC      COM NEW
          5493002ZI5PDLXV4DX14
          
            2500-12-31
          
          N/A
          4869.00
          22007.88
          Equities
        
        
          JIUZI HOLDINGS INC             ORD SHS
          
            2500-12-31
          
          N/A
          35200.00
          26304.96
          Equities
        
        
          JOWELL GLOBAL LTD              SHS
          
            2500-12-31
          
          N/A
          700.00
          2079.00
          Equities
        
        
          LUOKUNG TECHNOLOGY CORP        SHS
          549300COL9W0H0S72M02
          
            2500-12-31
          
          N/A
          187700.00
          44109.50
          Equities
        
        
          LUMIRADX LTD                   SHS
          
            2500-12-31
          
          N/A
          151500.00
          228765.00
          Equities
        
        
          LUMIRADX LTD                   SHS
          
            2500-12-31
          
          N/A
          46193.00
          69751.43
          Equities
        
        
          MALACCA STRAITS ACQUISITION CO COM CL A
          
            2500-12-31
          
          N/A
          8791.00
          89580.29
          Equities
        
        
          MDJM LTD                       SHS
          
            2500-12-31
          
          N/A
          10700.00
          19046.00
          Equities
        
        
          METEN HOLDING GROUP LTD        SHS NEW
          
            2500-12-31
          
          N/A
          8069.00
          8230.38
          Equities
        
        
          MINGZHU LOGISTICS HLDGS LTD    COM
          
            2500-12-31
          
          N/A
          8000.00
          21120.00
          Equities
        
        
          ITERUM THERAPEUTICS PLC        SHS
          
            2500-12-31
          
          N/A
          101111.00
          24064.42
          Equities
        
        
          CBAK ENERGY TECHNOLOGY INC     COM
          
            2500-12-31
          
          N/A
          375222.00
          476531.94
          Equities
        
        
          CELLECTIS S A                  SPON ADS
          5493000KKX5VQ37Q2W83
          
            2500-12-31
          
          N/A
          800.00
          2136.00
          Equities
        
        
          CHEMBIO DIAGNOSTICS INC        COM NEW
          
            2500-12-31
          
          N/A
          177692.00
          120404.10
          Equities
        
        
          CHEMOMAB THERAPEUTICS LTD      SPONSORED ADS
          894500LSC3H1WGG6LV25
          
            2500-12-31
          
          N/A
          403.00
          1225.12
          Equities
        
        
          CHINA AUTOMOTIVE SYS INC       COM
          52990059UORTCZ66JW45
          
            2500-12-31
          
          N/A
          4800.00
          13440.00
          Equities
        
        
          COMSCORE INC                   COM
          
            2500-12-31
          
          N/A
          86000.00
          175440.00
          Equities
        
        
          CONTEXT THERAPEUTICS INC       COM
          
            2500-12-31
          
          N/A
          40100.00
          77794.00
          Equities
        
        
          CORTEXYME INC                  COM
          
            2500-12-31
          
          N/A
          3579.00
          6800.10
          Equities
        
        
          CORTEXYME INC                  COM
          
            2500-12-31
          
          N/A
          138268.00
          262709.20
          Equities
        
        
          CORVUS PHARMACEUTICALS INC     COM
          549300I3AVJ8F75NCX65
          
            2500-12-31
          
          N/A
          68600.00
          61156.90
          Equities
        
        
          CREATD INC                     COM
          
            2500-12-31
          
          N/A
          14400.00
          11443.68
          Equities
        
        
          CREATIVE REALITIES INC         COM NEW
          5493009BPEB04TIQA243
          
            2500-12-31
          
          N/A
          20100.00
          12283.11
          Equities
        
        
          CURIOSITYSTREAM INC            COM CL A
          549300MSP5P41EYSIZ09
          
            2500-12-31
          
          N/A
          71100.00
          123003.00
          Equities
        
        
          CYCLACEL PHARMACEUTICALS INC   COM
          549300IE74IVYY7IL203
          
            2500-12-31
          
          N/A
          44500.00
          49840.00
          Equities
        
        
          CYCLACEL PHARMACEUTICALS INC   COM
          549300IE74IVYY7IL203
          
            2500-12-31
          
          N/A
          17000.00
          19040.00
          Equities
        
        
          CYNGN INC                      COM
          
            2500-12-31
          
          N/A
          5400.00
          6750.00
          Equities
        
        
          CYMABAY THERAPEUTICS INC       COM
          549300YT9GNL852E7F84
          
            2500-12-31
          
          N/A
          40246.00
          128787.20
          Equities
        
        
          CYTOMX THERAPEUTICS INC        COM
          5493004VW2FW0QLL3345
          
            2500-12-31
          
          N/A
          809.00
          1156.87
          Equities
        
        
          DBX ETF TR                     XTRACK MSCI ALL
          549300JJ2NOIQQ1Q2N45
          
            2500-12-31
          
          N/A
          100.00
          2170.70
          Equities
        
        
          DAKTRONICS INC                 COM
          549300IOLZ3SG5YUJ288
          
            2500-12-31
          
          N/A
          74303.00
          278636.25
          Equities
        
        
          DARE BIOSCIENCE INC            COM
          
            2500-12-31
          
          N/A
          29300.00
          31644.00
          Equities
        
        
          DATA I O CORP                  COM
          
            2500-12-31
          
          N/A
          1484.00
          4555.88
          Equities
        
        
          DATA STORAGE CORP              COM NEW
          
            2500-12-31
          
          N/A
          18522.00
          46860.66
          Equities
        
        
          DATA STORAGE CORP              COM NEW
          
            2500-12-31
          
          N/A
          49100.00
          124223.00
          Equities
        
        
          DATASEA INC                    COM NEW
          549300P9H0IKFTYMF560
          
            2500-12-31
          
          N/A
          12700.00
          18415.00
          Equities
        
        
          DATCHAT INC                    COM
          
            2500-12-31
          
          N/A
          38700.00
          44892.00
          Equities
        
        
          BETTER THERAPEUTICS INC        COMMON STOCK
          
            2500-12-31
          
          N/A
          18100.00
          36019.00
          Equities
        
        
          BIG SKY GROWTH PARTNERS INC    CLASS A COM
          
            2500-12-31
          
          N/A
          26823.00
          262328.94
          Equities
        
        
          BIO-PATH HLDGS INC             COM
          
            2500-12-31
          
          N/A
          34485.00
          125870.25
          Equities
        
        
          BIO-KEY INTL INC               COM NEW
          549300VFT6WAQB4BVB07
          
            2500-12-31
          
          N/A
          20300.00
          35119.00
          Equities
        
        
          BIOMERICA INC                  COM NEW
          
            2500-12-31
          
          N/A
          2200.00
          5808.00
          Equities
        
        
          BIOSIG TECHNOLOGIES INC        COM NEW
          
            2500-12-31
          
          N/A
          15900.00
          9139.32
          Equities
        
        
          DIREXION SHS ETF TR            DAILY US FINTECH
          549300HFJM1C0F53V449
          
            2500-12-31
          
          N/A
          1866.00
          26416.03
          Equities
        
        
          DIREXION SHS ETF TR            DAILY US INFRAST
          549300XEOT6ITY13LR68
          
            2500-12-31
          
          N/A
          3037.00
          83531.77
          Equities
        
        
          DIREXION SHS ETF TR            OIL GAS BL 2X SH
          549300K7JGG8P4IIGY05
          
            2500-12-31
          
          N/A
          100.00
          14929.00
          Equities
        
        
          DIREXION SHS ETF TR            DLY ENRGY BULL2X
          2JB4KUARIHFQ3UW6AS94
          
            2500-12-31
          
          N/A
          9100.00
          463372.00
          Equities
        
        
          DIREXION SHS ETF TR            DAILY DJ BEAR
          549300R3UK2MODXRVK08
          
            2500-12-31
          
          N/A
          4900.00
          175812.00
          Equities
        
        
          DIREXION SHS ETF TR            DAILY S&amp;P BIOTE
          5493001EXBWSNYPRLT71
          
            2500-12-31
          
          N/A
          30600.00
          792234.00
          Equities
        
        
          DIREXION SHS ETF TR            DLY GOLD INDX 2X
          549300MB9DTLS8R65137
          
            2500-12-31
          
          N/A
          33.00
          1007.49
          Equities
        
        
          DIREXION SHS ETF TR            DAILY JR GLD MIN
          549300ZCVTX7WZ06QV11
          
            2500-12-31
          
          N/A
          3753.00
          131317.47
          Equities
        
        
          DIREXION SHS ETF TR            DAILY GOLD MINER
          549300HIQ2RB0ZCO0820
          
            2500-12-31
          
          N/A
          130.00
          2954.90
          Equities
        
        
          DIRTT ENVIRONMENTAL SOLUTIONS  COM
          
            2500-12-31
          
          N/A
          44097.00
          44030.85
          Equities
        
        
          DOLPHIN ENTMT INC              COM NEW
          
            2500-12-31
          
          N/A
          3700.00
          16576.00
          Equities
        
        
          DONEGAL GROUP INC              CL B
          
            2500-12-31
          
          N/A
          966.00
          14518.98
          Equities
        
        
          DOUYU INTL HLDGS LTD           SPONSORED ADS
          549300M2ADOHTIMACT54
          
            2500-12-31
          
          N/A
          1490050.00
          1698657.00
          Equities
        
        
          DYNATRONICS CORP               COM NEW
          
            2500-12-31
          
          N/A
          23259.00
          15009.03
          Equities
        
        
          EHANG HLDGS LTD                ADS
          
            2500-12-31
          
          N/A
          31066.00
          214044.74
          Equities
        
        
          SPI ENERGY CO LTD              SHS NEW
          549300K7TD5EMOM7D333
          
            2500-12-31
          
          N/A
          20800.00
          37856.00
          Equities
        
        
          TDH HLDGS INC                  SHS NEW
          
            2500-12-31
          
          N/A
          8200.00
          16318.00
          Equities
        
        
          TROOPS INC                     SHS
          529900V9GM18A5WVNQ34
          
            2500-12-31
          
          N/A
          10000.00
          24200.00
          Equities
        
        
          WAH FU EDUCATION GROUP LIMITED SHS
          
            2500-12-31
          
          N/A
          2800.00
          7056.00
          Equities
        
        
          MEIWU TECHNOLOGY COMPANY LTD   ORD SHS
          
            2500-12-31
          
          N/A
          49200.00
          33588.84
          Equities
        
        
          XPAC ACQUISITION CORP          CLASS A ORD
          
            2500-12-31
          
          N/A
          14658.00
          143501.82
          Equities
        
        
          ARK ETF TR                     FINTECH INNOVA
          54930054K1MBIMPS7V72
          
            2500-12-31
          
          N/A
          148011.00
          2655317.34
          Equities
        
        
          ARK ETF TR                     FINTECH INNOVA
          54930054K1MBIMPS7V72
          
            2500-12-31
          
          N/A
          600.00
          10764.00
          Equities
        
        
          ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS
          5493001S1GI0VA48N983
          
            2500-12-31
          
          N/A
          17.00
          1402.50
          Equities
        
        
          ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS
          5493000YXSZBKTIMZK40
          
            2500-12-31
          
          N/A
          58.00
          1114.18
          Equities
        
        
          ABRDN GOLD ETF TRUST           PHYSCL GOLD SHS
          549300DWUGC6Q38L2L08
          
            2500-12-31
          
          N/A
          88.00
          1481.04
          Equities
        
        
          ABRDN GOLD ETF TRUST           PHYSCL GOLD SHS
          549300DWUGC6Q38L2L08
          
            2500-12-31
          
          N/A
          5538.00
          93204.54
          Equities
        
        
          ACCELERATE DIAGNOSTICS INC     COM
          2549007HE5QY1QEQ8K43
          
            2500-12-31
          
          N/A
          97100.00
          134969.00
          Equities
        
        
          BIODESIX INC                   COM
          
            2500-12-31
          
          N/A
          46000.00
          97980.00
          Equities
        
        
          BIOFRONTERA INC                COM
          984500444S8BE1EF0179
          
            2500-12-31
          
          N/A
          4000.00
          5920.00
          Equities
        
        
          BLACK DIAMOND THERAPEUTICS INC COM
          
            2500-12-31
          
          N/A
          102389.00
          358361.50
          Equities
        
        
          BLACKBOXSTOCKS INC             COM NEW
          549300MNYTH4SEBRIO25
          
            2500-12-31
          
          N/A
          25300.00
          32890.00
          Equities
        
        
          BOLT BIOTHERAPEUTICS INC       COM
          254900W0P77PQ6B8OY50
          
            2500-12-31
          
          N/A
          1043.00
          2346.75
          Equities
        
        
          BOXLIGHT CORP                  COM CL A
          
            2500-12-31
          
          N/A
          15100.00
          8188.73
          Equities
        
        
          ETF MANAGERS TR                ETFMG ALTR HRVST
          5493003O7BRWBH63XT11
          
            2500-12-31
          
          N/A
          19600.00
          115836.00
          Equities
        
        
          EARGO INC                      COM
          
            2500-12-31
          
          N/A
          12962.00
          9142.10
          Equities
        
        
          ACHIEVE LIFE SCIENCES INC      COM
          549300V82ZKZDTAU0A46
          
            2500-12-31
          
          N/A
          68199.00
          336221.07
          Equities
        
        
          ACHILLES THERAPEUTICS PLC      SPONSORED ADS
          984500FDESEB1BE52A76
          
            2500-12-31
          
          N/A
          1827.00
          4841.55
          Equities
        
        
          ACORDA THERAPEUTICS INC        COM NEW
          5493007NPB5YRM8QGL53
          
            2500-12-31
          
          N/A
          8731.00
          3667.02
          Equities
        
        
          ACUTUS MED INC                 COM
          
            2500-12-31
          
          N/A
          47500.00
          68400.00
          Equities
        
        
          ADAMIS PHARMACEUTICALS CORP    COM NEW
          549300EBMD9JZ2H87I37
          
            2500-12-31
          
          N/A
          537613.00
          194454.62
          Equities
        
        
          ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADR
          549300UUNWK8TRT5EW12
          
            2500-12-31
          
          N/A
          69256.00
          130893.84
          Equities
        
        
          AVALON GLOBOCARE CORP          COM
          
            2500-12-31
          
          N/A
          20000.00
          11920.00
          Equities
        
        
          AVENUE THERAPEUTICS INC        COM NEW
          549300IN52C2XAYTBO53
          
            2500-12-31
          
          N/A
          12680.00
          3277.78
          Equities
        
        
          WISDOMTREE TR                  EM EX ST-OWNED
          549300T3CSCFW1IFJC98
          
            2500-12-31
          
          N/A
          100.00
          2875.00
          Equities
        
        
          E-HOME HOUSEHOLD SVC HLDGS LTD ORD SHS
          
            2500-12-31
          
          N/A
          72900.00
          21089.97
          Equities
        
        
          ELITE EDUCATION GROUP INTL LTD COM
          
            2500-12-31
          
          N/A
          2700.00
          4185.00
          Equities
        
        
          EURO TECH HOLDINGS CO LTD      SHS NEW
          
            2500-12-31
          
          N/A
          5900.00
          6785.00
          Equities
        
        
          FGI INDUSTRIES LTD             ORDINARY SHARES
          
            2500-12-31
          
          N/A
          600.00
          1560.00
          Equities
        
        
          GAN LTD                        SHS
          
            2500-12-31
          
          N/A
          100749.00
          344561.58
          Equities
        
        
          G MED INNOVATIONS HLDGS LTD    SHS NEW
          
            2500-12-31
          
          N/A
          206700.00
          77285.13
          Equities
        
        
          GLORY STAR NEW MED GP HLDG LTD SHS
          
            2500-12-31
          
          N/A
          18100.00
          24797.00
          Equities
        
        
          EBANG INTL HLDGS INC           CL A SHS
          5493003ALD4F1DLNRZ68
          
            2500-12-31
          
          N/A
          1092144.00
          533184.70
          Equities
        
        
          GRAB HOLDINGS LIMITED          CLASS A ORD
          549300N4VQX83VPJF439
          
            2500-12-31
          
          N/A
          75000.00
          222750.00
          Equities
        
        
          GUARDFORCE AI CO LTD           SHS NEW
          
            2500-12-31
          
          N/A
          46300.00
          12899.18
          Equities
        
        
          HAPPINESS DEVELOPMENT GRP LTD  ORD SHS CL A
          549300GBRO0XJ6KQYM11
          
            2500-12-31
          
          N/A
          5900.00
          1340.48
          Equities
        
        
          TREVI THERAPEUTICS INC         COM
          
            2500-12-31
          
          N/A
          10380.00
          34876.80
          Equities
        
        
          TROIKA MEDIA GROUP INC         COM
          5493005ITTFSPPK00638
          
            2500-12-31
          
          N/A
          12800.00
          10581.76
          Equities
        
        
          TRXADE HEALTH INC              COM NEW
          549300GHZ32QH7U06I52
          
            2500-12-31
          
          N/A
          2500.00
          4300.00
          Equities
        
        
          RECON TECHNOLOGY LTD           CL A SHS
          529900WIUZ0003EEAM23
          
            2500-12-31
          
          N/A
          14800.00
          10212.00
          Equities
        
        
          SATELLOGIC INC                 CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          43600.00
          190968.00
          Equities
        
        
          SKILLFUL CRAFTSMAN ED TECH LTD ORD SHS
          
            2500-12-31
          
          N/A
          4100.00
          3854.00
          Equities
        
        
          SWVL HOLDINGS CORP             CLASS A COM
          
            2500-12-31
          
          N/A
          31160.00
          50790.80
          Equities
        
        
          SPDR SER TR                    S&amp;P 600 SMCP GR
          549300LKXS11U5S11F10
          
            2500-12-31
          
          N/A
          23590.00
          1841671.30
          Equities
        
        
          SPDR SER TR                    BBG CONV SEC ETF
          549300IXKU3G7R6DMX93
          
            2500-12-31
          
          N/A
          50926.00
          3442597.60
          Equities
        
        
          SPDR SER TR                    PORT MTG BK ETF
          549300RAN9OO0VDPBS19
          
            2500-12-31
          
          N/A
          1146.00
          26942.46
          Equities
        
        
          SPDR SER TR                    COMP SOFTWARE
          5493005QE6PTF3R7AJ47
          
            2500-12-31
          
          N/A
          2600.00
          311662.00
          Equities
        
        
          SPDR SER TR                    PORTFOLIO AGRGTE
          549300E2D1JKWI3P9D54
          
            2500-12-31
          
          N/A
          996.00
          26862.12
          Equities
        
        
          SSGA ACTIVE ETF TR             GLOBL ALLO ETF
          5493006HZ1NBWV0NM963
          
            2500-12-31
          
          N/A
          11200.00
          450800.00
          Equities
        
        
          SPDR SER TR                    BLOOMBERG HIGH Y
          549300NCLW2248PN7J24
          
            2500-12-31
          
          N/A
          125351.00
          12049991.63
          Equities
        
        
          SPDR SER TR                    PORTFOLIO S&amp;P60
          549300NYZX301TBLUJ08
          
            2500-12-31
          
          N/A
          35752.00
          1403623.52
          Equities
        
        
          SPAR GROUP INC                 COM
          529900GHU4LESX3IFN94
          
            2500-12-31
          
          N/A
          1200.00
          1404.00
          Equities
        
        
          SALARIUS PHARMACEUTICALS INC   COM NEW
          549300CLUMLZXIHU7X22
          
            2500-12-31
          
          N/A
          23500.00
          4521.40
          Equities
        
        
          SALEM MEDIA GROUP INC          CL A
          549300CTHBTS2MIXZL54
          
            2500-12-31
          
          N/A
          9300.00
          19809.00
          Equities
        
        
          SATSUMA PHARMACEUTICALS INC    COM
          549300CFJJ7QFB1VAD84
          
            2500-12-31
          
          N/A
          727.00
          3198.80
          Equities
        
        
          ETF SER SOLUTIONS              U S GLOBAL SEA T
          54930042C14KZNH0Z454
          
            2500-12-31
          
          N/A
          12526.00
          243317.55
          Equities
        
        
          ETF MANAGERS TR                PRIME MOBILE PAY
          549300IRZZNTG5RM7Y44
          
            2500-12-31
          
          N/A
          24.00
          1047.84
          Equities
        
        
          CIDARA THERAPEUTICS INC        COM
          549300IHQ9Z7RI1X2D22
          
            2500-12-31
          
          N/A
          25157.00
          18364.61
          Equities
        
        
          CINGULATE INC                  COMMON STOCK
          
            2500-12-31
          
          N/A
          876.00
          1059.96
          Equities
        
        
          CINGULATE INC                  COMMON STOCK
          
            2500-12-31
          
          N/A
          2700.00
          3267.00
          Equities
        
        
          CLARUS THERAPEUTICS HLDNGS INC COM
          
            2500-12-31
          
          N/A
          382951.00
          107647.53
          Equities
        
        
          CLEARONE INC                   COM
          
            2500-12-31
          
          N/A
          36543.00
          24534.97
          Equities
        
        
          CLOVIS ONCOLOGY INC            COM
          529900WCUY9ZAHMRV489
          
            2500-12-31
          
          N/A
          68400.00
          119016.00
          Equities
        
        
          CNS PHARMACEUTICALS INC        COM
          
            2500-12-31
          
          N/A
          12700.00
          2744.47
          Equities
        
        
          CNFINANCE HLDGS LTD            SPON ADS
          
            2500-12-31
          
          N/A
          54349.00
          124459.21
          Equities
        
        
          COCRYSTAL PHARMA INC           COM
          549300QCJ6RBUJKI7S66
          
            2500-12-31
          
          N/A
          79800.00
          31696.56
          Equities
        
        
          CODA OCTOPUS GROUP INC         COM NEW
          
            2500-12-31
          
          N/A
          300.00
          1485.00
          Equities
        
        
          CODEX DNA INC                  COM
          
            2500-12-31
          
          N/A
          55700.00
          106944.00
          Equities
        
        
          CODE CHAIN NEW CONTINENT LTD   COM
          
            2049-01-01
          
          N/A
          22000.00
          7700.00
          Equities
        
        
          CODIAK BIOSCIENCES INC         COM
          549300QVVVW74Y10Q230
          
            2500-12-31
          
          N/A
          5121.00
          13468.23
          Equities
        
        
          COHBAR INC                     COM
          
            2500-12-31
          
          N/A
          137401.00
          24319.98
          Equities
        
        
          SCHWAB STRATEGIC TR            US MID-CAP ETF
          549300CX4Y7E1N0YFZ10
          
            2500-12-31
          
          N/A
          26.00
          1777.88
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWB FDT EMK LG
          
            2500-12-31
          
          N/A
          40.00
          1032.00
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWB FDT EMK LG
          
            2500-12-31
          
          N/A
          4700.00
          121260.00
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWB FDT INT LG
          
            2500-12-31
          
          N/A
          17820.00
          513750.60
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWAB FDT US SC
          
            2500-12-31
          
          N/A
          6250.00
          307125.00
          Equities
        
        
          SEELOS THERAPEUTICS INC        COM
          5493009HV8O6R1WGZ132
          
            2500-12-31
          
          N/A
          50469.00
          43913.08
          Equities
        
        
          SELLAS LIFE SCIENCES GROUP INC COM NEW
          549300VZIH50VYURLQ98
          
            2500-12-31
          
          N/A
          25900.00
          65527.00
          Equities
        
        
          VAXXINITY INC                  COM CL A
          
            2500-12-31
          
          N/A
          42400.00
          74624.00
          Equities
        
        
          VANGUARD INDEX FDS             MCAP VL IDXVIP
          
            2500-12-31
          
          N/A
          8381.00
          1156158.95
          Equities
        
        
          VANGUARD INDEX FDS             SM CP VAL ETF
          
            2500-12-31
          
          N/A
          2300.00
          374256.00
          Equities
        
        
          VANGUARD INDEX FDS             SM CP VAL ETF
          
            2500-12-31
          
          N/A
          366.00
          59555.52
          Equities
        
        
          VERASTEM INC                   COM
          549300IY0EFBIU8NQC81
          
            2500-12-31
          
          N/A
          11968.00
          13284.48
          Equities
        
        
          VERIFYME INC                   COM NEW
          549300PQWM4UB0090168
          
            2500-12-31
          
          N/A
          2300.00
          3818.00
          Equities
        
        
          YATRA ONLINE INC               ORD SHS
          
            2500-12-31
          
          N/A
          1900.00
          4845.00
          Equities
        
        
          AC IMMUNE SA                   SHS
          967600VLQ0ZC2HSOG765
          
            2500-12-31
          
          N/A
          38486.00
          135855.58
          Equities
        
        
          OBSEVA SA                      COM
          549300PNZ0UEJVKN1618
          
            2500-12-31
          
          N/A
          556800.00
          168153.60
          Equities
        
        
          SOPHIA GENETICS SA             ORDINARY SHARES
          
            2500-12-31
          
          N/A
          2010.00
          6874.20
          Equities
        
        
          ARRIVAL GROUP                  SHS
          549300IID9QLI5KRBG37
          
            2500-12-31
          
          N/A
          511561.00
          818497.60
          Equities
        
        
          ARRIVAL GROUP                  SHS
          549300IID9QLI5KRBG37
          
            2500-12-31
          
          N/A
          586732.00
          938771.20
          Equities
        
        
          CERAGON NETWORKS LTD           ORD
          529900WC6JZN5WQLZ645
          
            2500-12-31
          
          N/A
          12557.00
          32899.34
          Equities
        
        
          CHECK CAP LTD                  SHS
          549300VKJF3TJ17U4U73
          
            2500-12-31
          
          N/A
          106800.00
          33802.20
          Equities
        
        
          COMPUGEN LTD                   ORD
          
            2500-12-31
          
          N/A
          131139.00
          220313.52
          Equities
        
        
          ENLIVEX THERAPEUTICS LTD       COM
          549300BG1T7KL678Y212
          
            2500-12-31
          
          N/A
          38900.00
          170771.00
          Equities
        
        
          GAMIDA CELL LTD                SHS
          
            2500-12-31
          
          N/A
          55163.00
          94880.36
          Equities
        
        
          INSPIRA TECHNOLOGIES OXY BHN   SHS
          
            2500-12-31
          
          N/A
          1000.00
          1680.00
          Equities
        
        
          KAMADA LTD                     SHS
          
            2500-12-31
          
          N/A
          5100.00
          24684.00
          Equities
        
        
          MARIS TECH LTD                 ORDINARY SHARES
          
            2500-12-31
          
          N/A
          12500.00
          16125.00
          Equities
        
        
          NEUROSENSE THERAPEUTICS LTD    ORDINARY SHARES
          
            2500-12-31
          
          N/A
          9881.00
          19366.76
          Equities
        
        
          OTONOMO TECHNOLOGIES LTD       ORDINARY SHARES
          
            2500-12-31
          
          N/A
          9600.00
          6612.48
          Equities
        
        
          PAINREFORM LTD                 SHS
          
            2500-12-31
          
          N/A
          5100.00
          3315.00
          Equities
        
        
          INVESCO QQQ TR                 UNIT SER 1
          549300VY6FEJBCIMET58
          
            2500-12-31
          
          N/A
          38892.00
          12049130.52
          Equities
        
        
          INVESCO CURRENCYSHARES AUSTRAL AUSTRALIAN DOL
          5493004JFG7A5UXA9965
          
            2500-12-31
          
          N/A
          200.00
          13820.00
          Equities
        
        
          INTRUSION INC                  COM NEW
          
            2500-12-31
          
          N/A
          13890.00
          54032.10
          Equities
        
        
          INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN
          
            2500-12-31
          
          N/A
          64.00
          4665.60
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 CB
          549300B7Q5M927YE5L63
          
            2500-12-31
          
          N/A
          4967.00
          104207.66
          Equities
        
        
          INVESCO CURRENCYSHARES EURO TR EURO SHS
          
            2500-12-31
          
          N/A
          100.00
          9412.98
          Equities
        
        
          INVESCO DB US DLR INDEX TR     BULLISH FD
          549300QQBOFDEGGI5W06
          
            2500-12-31
          
          N/A
          44672.00
          1268684.80
          Equities
        
        
          AUTHID INC                     COM NEW
          549300Y6W232R9ZMQS42
          
            2500-12-31
          
          N/A
          2900.00
          9048.00
          Equities
        
        
          IPOWER INC                     CL A
          
            2500-12-31
          
          N/A
          2078.00
          2535.16
          Equities
        
        
          IRIDEX CORP                    COM
          
            2500-12-31
          
          N/A
          18887.00
          57227.61
          Equities
        
        
          ISHARES GOLD TR                ISHARES NEW
          5493006UOY7GXQW0IP42
          
            2500-12-31
          
          N/A
          77.00
          2567.95
          Equities
        
        
          ISHARES INC                    EM MKTS DIV ETF
          549300ZYN7MB8GTUQI40
          
            2500-12-31
          
          N/A
          5852.00
          151742.36
          Equities
        
        
          ISHARES INC                    MSCI WORLD ETF
          549300SBOOZR51TG3W64
          
            2500-12-31
          
          N/A
          4588.00
          522619.08
          Equities
        
        
          ISHARES INC                    MSCI BRAZIL ETF
          5493006D2L7KY3ZDF809
          
            2500-12-31
          
          N/A
          417967.00
          12049988.61
          Equities
        
        
          ISHARES INC                    MSCI PAC JP ETF
          549300BD232B3QSQRR65
          
            2500-12-31
          
          N/A
          1306.00
          56301.66
          Equities
        
        
          HIGH TIDE INC                  COM NEW
          529900J22WX18I890H12
          
            2500-12-31
          
          N/A
          67057.00
          97232.65
          Equities
        
        
          HILLSTREAM BIOPHARMA INC       COM
          
            2500-12-31
          
          N/A
          66600.00
          73926.00
          Equities
        
        
          HOOKIPA PHARMA INC             COM
          
            2500-12-31
          
          N/A
          12421.00
          17016.77
          Equities
        
        
          HOUR LOOP INC                  COM
          
            2500-12-31
          
          N/A
          17417.00
          50683.47
          Equities
        
        
          HUMANIGEN INC                  COM NEW
          549300ILAUCQNMJQXL47
          
            2500-12-31
          
          N/A
          110604.00
          41642.41
          Equities
        
        
          CARTESIAN GROWTH CORP          CL A SHS
          
            2500-12-31
          
          N/A
          42645.00
          420479.70
          Equities
        
        
          BIT ORIGIN LTD                 SHS
          549300MXMBF4HBZ76I76
          
            2500-12-31
          
          N/A
          42800.00
          17120.00
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   FTSE RAFI EMNG
          5493003H1JIGI1UCJV78
          
            2500-12-31
          
          N/A
          7291.00
          131092.18
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   NASDAQNXTGEN100
          549300CKS0D8S1MUG089
          
            2500-12-31
          
          N/A
          100.00
          2550.00
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR RAFI STRG US ETF
          549300MIO8IITDIM6349
          
            2500-12-31
          
          N/A
          2000.00
          54020.00
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 HY
          549300XJ4DQCZWKCXF13
          
            2500-12-31
          
          N/A
          2514.00
          57092.94
          Equities
        
        
          AETHLON MED INC                COM
          54930036LMXCIW3XG337
          
            2500-12-31
          
          N/A
          8300.00
          8964.00
          Equities
        
        
          AGILE THERAPEUTICS INC         COM NEW
          529900AJZBQ4SDDB0T37
          
            2500-12-31
          
          N/A
          107100.00
          55692.00
          Equities
        
        
          AGROFRESH SOLUTIONS INC        COM
          549300SBHHYUXDIB7F37
          
            2500-12-31
          
          N/A
          21368.00
          37180.32
          Equities
        
        
          AGILETHOUGHT INC               CLASS A COM
          
            2500-12-31
          
          N/A
          5100.00
          21930.00
          Equities
        
        
          THE ALGER ETF TRUST            MID CAP 40 ETF
          549300BGEV4QVML5IV31
          
            2500-12-31
          
          N/A
          3058.00
          41338.66
          Equities
        
        
          ALIGOS THERAPEUTICS INC        COM
          549300UU2UJIKJYX0S67
          
            2500-12-31
          
          N/A
          5534.00
          6751.48
          Equities
        
        
          ALLAKOS INC                    COM
          549300S6ZD1W6BPMDY37
          
            2500-12-31
          
          N/A
          40957.00
          137615.52
          Equities
        
        
          ALLIED ESPORTS ENTMT INC       COM
          549300LQ2W8Q2EETCL11
          
            2500-12-31
          
          N/A
          41933.00
          65834.81
          Equities
        
        
          ALLIED HEALTHCARE PRODS INC    COM NEW
          549300JCNCTXXAG8MR63
          
            2500-12-31
          
          N/A
          7800.00
          14274.00
          Equities
        
        
          ALPINE 4 HOLDINGS INC          CL A
          
            2500-12-31
          
          N/A
          288322.00
          198077.21
          Equities
        
        
          ALSET EHOME INTERNATIONAL INC  COM
          549300W38TE207R3Y863
          
            2500-12-31
          
          N/A
          7783.00
          2181.57
          Equities
        
        
          ALZAMEND NEURO INC             COM NEW
          549300W6G6EUO4ZRIB82
          
            2500-12-31
          
          N/A
          105592.00
          93660.10
          Equities
        
        
          AMARIN CORP PLC                SPONS ADR NEW
          5493009JFIGUFEVPK217
          
            2500-12-31
          
          N/A
          125770.00
          168531.80
          Equities
        
        
          HUYA INC                       ADS REP SHS A
          549300WPEZ00T1MABE80
          
            2500-12-31
          
          N/A
          265321.00
          902091.40
          Equities
        
        
          HYPERFINE INC                  COM CL A
          
            2500-12-31
          
          N/A
          56500.00
          70060.00
          Equities
        
        
          HYRECAR INC                    COM
          549300Y900ZKQQLV6S25
          
            2500-12-31
          
          N/A
          2661.00
          1761.05
          Equities
        
        
          ICAD INC                       COM NEW
          
            2500-12-31
          
          N/A
          43286.00
          161889.64
          Equities
        
        
          IMAC HLDGS INC                 COM
          549300TXY4OF7MHCTD62
          
            2500-12-31
          
          N/A
          5100.00
          4971.48
          Equities
        
        
          IO BIOTECH INC                 COM
          
            2500-12-31
          
          N/A
          900.00
          3492.00
          Equities
        
        
          INVO BIOSCIENCE INC            COM
          
            2500-12-31
          
          N/A
          7000.00
          7070.00
          Equities
        
        
          IDEANOMICS INC                 COM
          9845009A38D0B0JFB460
          
            2500-12-31
          
          N/A
          1381400.00
          915868.20
          Equities
        
        
          IHUMAN INC                     ADS COMMON
          
            2500-12-31
          
          N/A
          2439.00
          5463.36
          Equities
        
        
          IMEDIA BRANDS INC              COM CL A
          5299009C9SZXPB0EEN07
          
            2500-12-31
          
          N/A
          2959.00
          4468.09
          Equities
        
        
          IMMUNOME INC                   COM
          
            2500-12-31
          
          N/A
          63498.00
          239387.46
          Equities
        
        
          INDAPTUS THERAPEUTICS INC      COM
          
            2500-12-31
          
          N/A
          5816.00
          17157.20
          Equities
        
        
          INDEXIQ ACTIVE ETF TR          IQ ULTR SHT DU
          5493005TWXGQCEG58C67
          
            2500-12-31
          
          N/A
          23333.00
          1109017.49
          Equities
        
        
          INFINITY PHARMACEUTICALS INC   COM
          529900A03D1G15M8WM72
          
            2500-12-31
          
          N/A
          205992.00
          137849.85
          Equities
        
        
          WAVEDANCER INC                 COM
          
            2500-12-31
          
          N/A
          15334.00
          21774.28
          Equities
        
        
          INNATE PHARMA S A              SPONSORED ADS
          9695002Y8420ZB8HJE29
          
            2500-12-31
          
          N/A
          21317.00
          63098.32
          Equities
        
        
          INPIXON                        COM
          5493002DPKW4RCP0PN02
          
            2500-12-31
          
          N/A
          151100.00
          22181.48
          Equities
        
        
          INOZYME PHARMA INC             COM
          
            2500-12-31
          
          N/A
          7718.00
          28402.24
          Equities
        
        
          INVESCO QQQ TR                 UNIT SER 1
          549300VY6FEJBCIMET58
          
            2500-12-31
          
          N/A
          2.00
          619.62
          Equities
        
        
          ADITXT INC                     COM
          
            2500-12-31
          
          N/A
          65100.00
          10142.58
          Equities
        
        
          ADVISORSHARES TR               PURE US CANNABIS
          549300U1LLTOEUUI7S22
          
            2500-12-31
          
          N/A
          75353.00
          891425.99
          Equities
        
        
          ADVISORSHARES TR               DORSY MICR ETF
          549300I7EU7PD9D9P071
          
            2500-12-31
          
          N/A
          93.00
          2974.35
          Equities
        
        
          ADVANCED HUMAN IMAGING LTD     SPON ADS
          
            2500-12-31
          
          N/A
          36000.00
          19800.00
          Equities
        
        
          AMBEV SA                       SPONSORED ADR
          549300TH5Q6VRP8OT012
          
            2500-12-31
          
          N/A
          4184016.00
          12049966.08
          Equities
        
        
          SURROZEN INC                   COM
          
            2500-12-31
          
          N/A
          2900.00
          8700.00
          Equities
        
        
          TMC THE METALS COMPANY INC     COM
          
            2500-12-31
          
          N/A
          1994.00
          1757.71
          Equities
        
        
          VANECK ETF TRUST               FALLEN ANGEL HG
          549300A6A1N73WLV0K30
          
            2500-12-31
          
          N/A
          47.00
          1328.22
          Equities
        
        
          VANECK ETF TRUST               INVESTMENT GRD
          549300KYMEXRFZZLM685
          
            2500-12-31
          
          N/A
          86.00
          2128.50
          Equities
        
        
          VANECK ETF TRUST               PHARMACEUTCL ETF
          5493008SDOYUHMC8LF44
          
            2500-12-31
          
          N/A
          99843.00
          7726849.77
          Equities
        
        
          VANGUARD ADMIRAL FDS INC       500 VAL IDX FD
          
            2500-12-31
          
          N/A
          220.00
          30690.00
          Equities
        
        
          VANGUARD ADMIRAL FDS INC       MIDCP 400 IDX
          
            2500-12-31
          
          N/A
          51.00
          8543.01
          Equities
        
        
          VANGUARD WHITEHALL FDS         INTL DVD ETF
          
            2500-12-31
          
          N/A
          676.00
          48131.20
          Equities
        
        
          VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF
          
            2500-12-31
          
          N/A
          373.00
          24774.66
          Equities
        
        
          AGRIFORCE GROWING SYSTEMS LTD  COM
          
            2500-12-31
          
          N/A
          42583.00
          77926.89
          Equities
        
        
          ANGHAMI INC                    ORD SHS
          
            2500-12-31
          
          N/A
          5300.00
          15105.00
          Equities
        
        
          ANTELOPE ENTERPRISE HLDGS LTD  SHS
          
            2500-12-31
          
          N/A
          31200.00
          31512.00
          Equities
        
        
          AURORA ACQUISITION CORP        CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          31556.00
          310195.48
          Equities
        
        
          VTV THERAPEUTICS INC           CL A
          549300WQE5EI9R35SE66
          
            2500-12-31
          
          N/A
          75600.00
          65016.00
          Equities
        
        
          VACCINEX INC                   COM
          
            2500-12-31
          
          N/A
          5600.00
          5768.00
          Equities
        
        
          VANECK MERK GOLD TR            GOLD TRUST
          
            2500-12-31
          
          N/A
          400.00
          6816.00
          Equities
        
        
          XPRESSPA GROUP INC             COM
          5493008DNQXUL3S4T320
          
            2500-12-31
          
          N/A
          115900.00
          98086.17
          Equities
        
        
          YELLOW CORP                    COM
          529900SEX4UQ2WLPRC40
          
            2500-12-31
          
          N/A
          34413.00
          165870.66
          Equities
        
        
          YUMANITY THERAPEUTICS INC      COM
          549300GNQLMQP5WNHC81
          
            2500-12-31
          
          N/A
          15600.00
          24960.00
          Equities
        
        
          ZW DATA ACTION TECHNOLOGS INC  COM
          549300K2HYQL5VJD2716
          
            2500-12-31
          
          N/A
          6900.00
          4347.69
          Equities
        
        
          ALAUNOS THERAPEUTICS INC       COM
          
            2500-12-31
          
          N/A
          270804.00
          322256.76
          Equities
        
        
          ZIVO BIOSCIENCE INC            COM NEW
          549300WXWSRBQ5NTCF69
          
            2500-12-31
          
          N/A
          500.00
          1805.00
          Equities
        
        
          ZYMERGEN INC                   COM
          254900B6L3GN956CY454
          
            2500-12-31
          
          N/A
          87008.00
          213169.60
          Equities
        
        
          ZYNERBA PHARMACEUTICALS INC    COM
          549300JLJ5VQU2CN6016
          
            2500-12-31
          
          N/A
          341300.00
          392495.00
          Equities
        
        
          APREA THERAPEUTICS INC         COM
          
            2500-12-31
          
          N/A
          12846.00
          14002.14
          Equities
        
        
          AQUA METALS INC                COM
          549300RYC8R46H1FXA06
          
            2500-12-31
          
          N/A
          42700.00
          37110.57
          Equities
        
        
          AQUABOUNTY TECHNOLOGIES INC    COM NEW
          549300TOJ0S836KCH094
          
            2500-12-31
          
          N/A
          15645.00
          23311.05
          Equities
        
        
          ARAVIVE INC                    COM
          5493002Z0KHRW71RNC19
          
            2500-12-31
          
          N/A
          23200.00
          19070.40
          Equities
        
        
          LOTTERY COM INC                COM
          5493007X22HUUM7DN509
          
            2500-12-31
          
          N/A
          19243.00
          15675.35
          Equities
        
        
          LUCID DIAGNOSTICS INC          COM
          
            2500-12-31
          
          N/A
          1500.00
          4410.00
          Equities
        
        
          MICT INC                       COM
          
            2500-12-31
          
          N/A
          678079.00
          413628.19
          Equities
        
        
          MARIN SOFTWARE INC             COM NEW
          529900G58P3UFOACQI16
          
            2500-12-31
          
          N/A
          26900.00
          47882.00
          Equities
        
        
          MARPAI INC                     CL A COM
          
            2500-12-31
          
          N/A
          8700.00
          7047.00
          Equities
        
        
          MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT
          
            2500-12-31
          
          N/A
          2800.00
          12180.00
          Equities
        
        
          MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT
          
            2500-12-31
          
          N/A
          1174.00
          5106.90
          Equities
        
        
          MAWSON INFRASTRUCTURE GROUP IN COM NEW
          549300O0BJLT7G4BZ277
          
            2500-12-31
          
          N/A
          37900.00
          32177.10
          Equities
        
        
          SOLUNA HOLDINGS INC            COM NEW
          
            2500-12-31
          
          N/A
          1500.00
          6435.00
          Equities
        
        
          MEDAVAIL HOLDINGS INC          COM
          529900HXFH1J2EDOAS81
          
            2500-12-31
          
          N/A
          47523.00
          59403.75
          Equities
        
        
          MEDICINOVA INC                 COM NEW
          
            2500-12-31
          
          N/A
          36575.00
          87048.50
          Equities
        
        
          MESA AIR GROUP INC             COM NEW
          549300EY743RMV1F7P98
          
            2500-12-31
          
          N/A
          377913.00
          808733.82
          Equities
        
        
          METACRINE INC                  COM
          
            2500-12-31
          
          N/A
          93200.00
          46609.32
          Equities
        
        
          META MATERIALS INC             COM
          
            2500-12-31
          
          N/A
          336607.00
          307625.14
          Equities
        
        
          MINERVA SURGICAL INC           COM
          
            2500-12-31
          
          N/A
          5200.00
          13936.00
          Equities
        
        
          MINK THERAPEUTICS INC          COM
          
            2500-12-31
          
          N/A
          11300.00
          15142.00
          Equities
        
        
          MINK THERAPEUTICS INC          COM
          
            2500-12-31
          
          N/A
          3201.00
          4289.34
          Equities
        
        
          MIROMATRIX MED INC             COM
          
            2500-12-31
          
          N/A
          800.00
          2144.00
          Equities
        
        
          MIZUHO FINANCIAL GROUP INC     SPONSORED ADR
          353800CI5L6DDAN5XZ33
          
            2500-12-31
          
          N/A
          764100.00
          1826199.00
          Equities
        
        
          MOBIQUITY TECHNOLOGIES INC     COM
          54930021LODLF66VRD27
          
            2500-12-31
          
          N/A
          2775.00
          3330.00
          Equities
        
        
          PHARMACYTE BIOTECH INC         COM NEW
          
            2500-12-31
          
          N/A
          8300.00
          19837.00
          Equities
        
        
          PHASEBIO PHARMACEUTICALS INC   COM
          549300FC27CEJIY52K95
          
            2500-12-31
          
          N/A
          46800.00
          54756.00
          Equities
        
        
          PHIO PHARMACEUTICALS CORP      COM NEW
          549300KOGMLSPLDVHR52
          
            2500-12-31
          
          N/A
          42100.00
          29869.95
          Equities
        
        
          PIERIS PHARMACEUTICALS INC     COM
          254900AJDH8PAOOI5T33
          
            2500-12-31
          
          N/A
          347240.00
          625032.00
          Equities
        
        
          PIMCO ETF TR                   1-5 US TIP IDX
          CGBCXOHVREVKRN953H79
          
            2500-12-31
          
          N/A
          85.00
          4500.75
          Equities
        
        
          PIMCO ETF TR                   MUNI INCOME OPP
          549300A7W8BVTTVUQP31
          
            2500-12-31
          
          N/A
          420.00
          19005.00
          Equities
        
        
          PIMCO ETF TR                   ENHNCD LW DUR AC
          549300GQB1D1UUTM2872
          
            2500-12-31
          
          N/A
          18.00
          1730.34
          Equities
        
        
          PIONEER PWR SOLUTIONS INC      COM NEW
          
            2500-12-31
          
          N/A
          2500.00
          7875.00
          Equities
        
        
          PLUS THERAPEUTICS INC          COM NEW
          549300XD2PHUC73HMY31
          
            2500-12-31
          
          N/A
          5393.00
          2728.32
          Equities
        
        
          PLX PHARMA INC                 COM
          549300KEXDQRVGRQPE70
          
            2500-12-31
          
          N/A
          144269.00
          308735.66
          Equities
        
        
          POLAR PWR INC                  COM
          549300QOGO0JPJM23M83
          
            2500-12-31
          
          N/A
          9000.00
          29970.00
          Equities
        
        
          POSEIDA THERAPEUTICS INC       COM
          549300USKSDMNGMN8V04
          
            2500-12-31
          
          N/A
          4754.00
          11932.54
          Equities
        
        
          KATAPULT HOLDINGS INC          COM
          
            2500-12-31
          
          N/A
          175143.00
          238194.48
          Equities
        
        
          KIDPIK CORP                    COM
          
            2500-12-31
          
          N/A
          20500.00
          44485.00
          Equities
        
        
          KIRKLANDS INC                  COM
          
            2500-12-31
          
          N/A
          28000.00
          87360.00
          Equities
        
        
          KRANESHARES TR                 CSI CHI INTERNET
          549300URDNVSGEWBN526
          
            2500-12-31
          
          N/A
          156338.00
          4682323.10
          Equities
        
        
          KRANESHARES TR                 CSI CHI INTERNET
          549300URDNVSGEWBN526
          
            2500-12-31
          
          N/A
          43.00
          1287.85
          Equities
        
        
          TENAX THERAPEUTICS INC         COM NEW
          549300J03O6B1IJ2B606
          
            2500-12-31
          
          N/A
          50090.00
          13198.72
          Equities
        
        
          ISHARES TR                     CUR HD EURZN ETF
          54930050U0OPYGNOU074
          
            2500-12-31
          
          N/A
          1451.00
          46881.81
          Equities
        
        
          ISHARES TR                     GLOBAL REIT ETF
          549300254BKG04Y2B303
          
            2500-12-31
          
          N/A
          9107.00
          236599.86
          Equities
        
        
          ISHARES TR                     CORE MSCI EURO
          549300XU2KDV0C5LCG21
          
            2500-12-31
          
          N/A
          155879.00
          7254608.66
          Equities
        
        
          ISOPLEXIS CORP                 COM
          
            2500-12-31
          
          N/A
          5338.00
          17615.40
          Equities
        
        
          ISOPLEXIS CORP                 COM
          
            2500-12-31
          
          N/A
          14300.00
          47190.00
          Equities
        
        
          ISUN INC                       COM
          5493000GTIV839VV6A74
          
            2500-12-31
          
          N/A
          4900.00
          15876.00
          Equities
        
        
          J P MORGAN EXCHANGE TRADED FD  DIV RTN INT EQ
          549300BY2GOTBGN1XN59
          
            2500-12-31
          
          N/A
          300.00
          15063.33
          Equities
        
        
          JAGUAR HEALTH INC              COM NEW
          549300DJ0Q0D9TVY5O19
          
            2500-12-31
          
          N/A
          141700.00
          38981.67
          Equities
        
        
          JANONE INC                     COM
          549300FLMHTQ5MK4YD23
          
            2500-12-31
          
          N/A
          4300.00
          11825.00
          Equities
        
        
          JASPER THERAPEUTICS INC        COM
          
            2500-12-31
          
          N/A
          17000.00
          33150.00
          Equities
        
        
          JUPITER WELLNESS INC           COM NEW
          
            2500-12-31
          
          N/A
          17846.00
          10887.84
          Equities
        
        
          KAIVAL BRNDS INNOVATNS GRP INC COM NEW
          
            2500-12-31
          
          N/A
          6500.00
          7540.00
          Equities
        
        
          KALTURA INC                    COM
          254900WYME0NSA8DVA41
          
            2500-12-31
          
          N/A
          20721.00
          48901.56
          Equities
        
        
          KANDI TECHNOLOGIES GROUP INC   COM
          529900TXUELWMVI79005
          
            2500-12-31
          
          N/A
          162300.00
          387897.00
          Equities
        
        
          KANDI TECHNOLOGIES GROUP INC   COM
          529900TXUELWMVI79005
          
            2500-12-31
          
          N/A
          522370.00
          1248464.30
          Equities
        
        
          TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW
          7890003EX1LTLS2FFL84
          
            2500-12-31
          
          N/A
          43156.00
          101416.60
          Equities
        
        
          UNITED STS NAT GAS FD LP       UNIT PAR
          549300OG34E313WTTY71
          
            2500-12-31
          
          N/A
          872.00
          24712.48
          Equities
        
        
          ISHARES TR                     0-5 YR TIPS ETF
          549300GIWSEGOQLZR212
          
            2500-12-31
          
          N/A
          7132.00
          731600.56
          Equities
        
        
          ISHARES INC                    MSCI MLY ETF NEW
          QHNU1WJWRSX7LW7ZHE41
          
            2500-12-31
          
          N/A
          5571.00
          125403.21
          Equities
        
        
          ISHARES INC                    ESG AWR MSCI EM
          549300JES9K0OUJ8F389
          
            2500-12-31
          
          N/A
          3000.00
          96540.00
          Equities
        
        
          MOLECULIN BIOTECH INC          COM
          549300IB1TLJZCHEO353
          
            2500-12-31
          
          N/A
          1500.00
          2550.00
          Equities
        
        
          MUSTANG BIO INC                COM
          5493004W0VC1DPECQ779
          
            2500-12-31
          
          N/A
          7208.00
          4461.75
          Equities
        
        
          MY SIZE INC                    COM NEW
          549300C873RTLXBV8X98
          
            2500-12-31
          
          N/A
          24200.00
          4893.24
          Equities
        
        
          NANOVIBRONIX INC               COM
          5493008114LTFZQ2I595
          
            2500-12-31
          
          N/A
          4600.00
          3015.76
          Equities
        
        
          NATIONAL CINEMEDIA INC         COM
          
            2500-12-31
          
          N/A
          103512.00
          145951.92
          Equities
        
        
          NEONODE INC                    COM PAR
          
            2500-12-31
          
          N/A
          600.00
          2814.00
          Equities
        
        
          NEUROMETRIX INC                COM
          549300WDIIBGIRV0N856
          
            2500-12-31
          
          N/A
          600.00
          2094.00
          Equities
        
        
          NEURONETICS INC                COM
          549300T0911ILTTG7P06
          
            2500-12-31
          
          N/A
          5000.00
          20150.00
          Equities
        
        
          NEUROBO PHARMACEUTICALS INC    COM
          
            2500-12-31
          
          N/A
          105900.00
          46468.92
          Equities
        
        
          NEWAGE INC                     COM
          549300IIPSJSHQ4KSR37
          
            2500-12-31
          
          N/A
          44800.00
          12938.24
          Equities
        
        
          NEXIMMUNE INC                  COM
          5493005RDYAV26LAQ930
          
            2500-12-31
          
          N/A
          39200.00
          46256.00
          Equities
        
        
          9 METERS BIOPHARMA INC         COM
          549300TNBRYXYEAI2956
          
            2500-12-31
          
          N/A
          575565.00
          123170.91
          Equities
        
        
          NOVA LIFESTYLE INC             COM NEW
          529900567T0XT4YBUB80
          
            2500-12-31
          
          N/A
          32900.00
          25333.00
          Equities
        
        
          NOVAN INC                      COM NEW
          549300SC84JW2WRRE324
          
            2500-12-31
          
          N/A
          35570.00
          105642.90
          Equities
        
        
          NUZEE INC                      COM NEW
          549300TVHCHY3640I014
          
            2500-12-31
          
          N/A
          2475.00
          2994.75
          Equities
        
        
          OLB GROUP INC                  COM
          
            2500-12-31
          
          N/A
          20100.00
          30351.00
          Equities
        
        
          LOGICMARK INC                  COM NEW
          549300DMV01ZUXZONE77
          
            2500-12-31
          
          N/A
          135200.00
          156832.00
          Equities
        
        
          LOGICMARK INC                  COM NEW
          549300DMV01ZUXZONE77
          
            2500-12-31
          
          N/A
          1451.00
          1683.16
          Equities
        
        
          NUSHARES ETF TR                ESG HI TLD CRP
          5493004NNDIHW8KI0J08
          
            2500-12-31
          
          N/A
          100.00
          2159.00
          Equities
        
        
          O2MICRO INTERNATIONAL LIMITED  SPONS ADR
          5299007KRREO0400F739
          
            2500-12-31
          
          N/A
          112318.00
          426808.40
          Equities
        
        
          PASITHEA THERAPEUTICS CORP     COM
          
            2500-12-31
          
          N/A
          56900.00
          66573.00
          Equities
        
        
          PASSAGE BIO INC                COM
          
            2500-12-31
          
          N/A
          285051.00
          558699.96
          Equities
        
        
          PAVMED INC                     COM
          549300V1JXXVXU7P8007
          
            2500-12-31
          
          N/A
          405606.00
          470502.96
          Equities
        
        
          PEAR THERAPEUTICS INC          CLASS A COM
          
            2500-12-31
          
          N/A
          80100.00
          127359.00
          Equities
        
        
          PERFORMANT FINL CORP           COM
          
            2500-12-31
          
          N/A
          10300.00
          26986.00
          Equities
        
        
          PERPETUA RESOURCES CORP        COM
          529900BQBMS383SEPY05
          
            2500-12-31
          
          N/A
          2216.00
          6094.00
          Equities
        
        
          PERSONALIS INC                 COM
          549300EZ2NYFK7H0US48
          
            2500-12-31
          
          N/A
          31170.00
          118134.30
          Equities
        
        
          PETVIVO HLDGS INC              COM NEW
          
            2500-12-31
          
          N/A
          34900.00
          74337.00
          Equities
        
        
          PRECISION BIOSCIENCES INC      COM
          549300I5QGRS3BLHZH41
          
            2500-12-31
          
          N/A
          23723.00
          36058.96
          Equities
        
        
          PRESIDIO PPTY TR INC           COM CL A
          549300MEZ901JA232E13
          
            2500-12-31
          
          N/A
          6429.00
          20315.64
          Equities
        
        
          PROCURE ETF TRUST II           SPACE ETF
          549300MQIFQ5M3WPKM32
          
            2500-12-31
          
          N/A
          68.00
          1419.84
          Equities
        
        
          BIORA THERAPEUTICS INC         COM
          5493005XOS7E58D57T10
          
            2500-12-31
          
          N/A
          390418.00
          279851.62
          Equities
        
        
          PROSHARES TR                   ONLINE RTL ETF
          549300FCJGHEIQKD4M60
          
            2500-12-31
          
          N/A
          112.00
          3923.36
          Equities
        
        
          PROSHARES TR                   PSHS SHORT DOW30
          2M4TNNGAB88L4FX7KA15
          
            2500-12-31
          
          N/A
          13800.00
          472512.00
          Equities
        
        
          PROSHARES TR                   PSHS ULDOW30 NEW
          HLX2KBHZ8O71NCJDVN35
          
            2500-12-31
          
          N/A
          93.00
          4335.66
          Equities
        
        
          PROSHARES TR                   SHRT HGH YIELD
          W4E5OYBUX8BV1ZKG2H85
          
            2500-12-31
          
          N/A
          1963.00
          36315.50
          Equities
        
        
          PROSHARES TR                   PSHS ULTRA DOW30
          7N3EJP31CN65H4G3UK92
          
            2500-12-31
          
          N/A
          100.00
          6299.00
          Equities
        
        
          PROSHARES TR                   PSHS ULTRA TECH
          92R00YYQVXPWTZPPGX58
          
            2500-12-31
          
          N/A
          400.00
          13700.00
          Equities
        
        
          PROSHARES TR II                ULTRA SILVER NEW
          UTVOQA8ORTCHS6ZLUO35
          
            2500-12-31
          
          N/A
          10100.00
          238259.00
          Equities
        
        
          PROSHARES TR II                ULTRA GOLD
          0J5MDZ6HZN7ZP2HLOQ20
          
            2500-12-31
          
          N/A
          2033.00
          107809.99
          Equities
        
        
          PROSHARES TR II                ULTRASHRT EURO
          FLD563LR4L0K4REZX771
          
            2500-12-31
          
          N/A
          400.00
          12864.00
          Equities
        
        
          PROSHARES TR                   ULTRAPRO QQQ
          03026FQTQRJ0JSTBI779
          
            2500-12-31
          
          N/A
          43.00
          1359.66
          Equities
        
        
          PROSHARES TR                   SHRT 20+YR TRE
          MNF315G62CW700KJGX62
          
            2500-12-31
          
          N/A
          43394.00
          846183.00
          Equities
        
        
          PROSHARES TR                   ULTRPRO S&amp;P500
          GFX121535M001RJL0037
          
            2500-12-31
          
          N/A
          50.00
          2147.00
          Equities
        
        
          PROSHARES TR II                PSHS ULSSLVR NEW
          V7DVKGAJ7ZORY4IOJ616
          
            2500-12-31
          
          N/A
          3500.00
          111755.00
          Equities
        
        
          PROSHARES TR                   SHRT RUSSELL2000
          YGKIXS4FSM8OUIQK9X25
          
            2500-12-31
          
          N/A
          75.00
          1773.75
          Equities
        
        
          KRANESHARES TR                 GLOBAL CARB STRA
          549300N19OWO53YWFA13
          
            2500-12-31
          
          N/A
          100.00
          4383.00
          Equities
        
        
          LM FDG AMER INC                COM
          549300GIN6G8BHZ7AF66
          
            2500-12-31
          
          N/A
          12700.00
          12192.00
          Equities
        
        
          LEAP THERAPEUTICS INC          COM
          549300T31SMMJ2DDLI13
          
            2500-12-31
          
          N/A
          193800.00
          207366.00
          Equities
        
        
          LEXARIA BIOSCIENCE CORP        COM NEW
          
            2500-12-31
          
          N/A
          6712.00
          18189.52
          Equities
        
        
          LEXINFINTECH HLDGS LTD         ADR
          549300F9QU71NQ28CS19
          
            2500-12-31
          
          N/A
          44712.00
          88976.88
          Equities
        
        
          LIMINAL BIOSCIENCES INC        COM
          529900ICS2ZUY1ULZR25
          
            2500-12-31
          
          N/A
          28800.00
          11963.52
          Equities
        
        
          LIQTECH INTL INC               COM
          5493001UFZ03YRLEYN28
          
            2500-12-31
          
          N/A
          7500.00
          3542.25
          Equities
        
        
          LIQUID MEDIA GROUP LTD NEW     COM NEW
          
            2500-12-31
          
          N/A
          10145.00
          3977.85
          Equities
        
        
          LISTED FD TR                   ROUNDHILL BALL
          549300B4Z0KX18RBL957
          
            2500-12-31
          
          N/A
          394.00
          3506.60
          Equities
        
        
          LISTED FD TR                   TRUESHARES LW VO
          549300HDZ3ZBMFM40D82
          
            2500-12-31
          
          N/A
          900.00
          25919.10
          Equities
        
        
          LIZHI INC                      ADS
          
            2500-12-31
          
          N/A
          63404.00
          72914.60
          Equities
        
        
          LLOYDS BANKING GROUP PLC       SPONSORED ADR
          549300PPXHEU2JF0AM85
          
            2500-12-31
          
          N/A
          45399.00
          98969.82
          Equities
        
        
          LLOYDS BANKING GROUP PLC       SPONSORED ADR
          549300PPXHEU2JF0AM85
          
            2500-12-31
          
          N/A
          11800.00
          25724.00
          Equities
        
        
          PULSE BIOSCIENCES INC          COM
          529900NJUBI06118FM73
          
            2500-12-31
          
          N/A
          210570.00
          355863.30
          Equities
        
        
          PUMA BIOTECHNOLOGY INC         COM
          
            2500-12-31
          
          N/A
          32761.00
          96644.95
          Equities
        
        
          PYXIS ONCOLOGY INC             COMMON STOCK
          
            2500-12-31
          
          N/A
          12400.00
          33728.00
          Equities
        
        
          QUALIGEN THERAPEUTICS INC      COM
          549300D1RXK87UWSJV72
          
            2500-12-31
          
          N/A
          12723.00
          5483.61
          Equities
        
        
          QUANTUM CORP                   COM NEW
          5493007210175UIK7S88
          
            2500-12-31
          
          N/A
          12720.00
          22641.60
          Equities
        
        
          QURATE RETAIL INC              COM SER B
          549300PSXEKU4PHLCR04
          
            2500-12-31
          
          N/A
          1200.00
          5088.00
          Equities
        
        
          NUWELLIS INC                   COM
          54930007LBO6YS5KNX75
          
            2500-12-31
          
          N/A
          2268.00
          1324.51
          Equities
        
        
          OCUPHIRE PHARMA INC            COM
          529900C85NBMQFSETD92
          
            2500-12-31
          
          N/A
          38800.00
          74108.00
          Equities
        
        
          ONCONOVA THERAPEUTICS INC      COM NEW
          549300BRAR7BTG2PIY51
          
            2500-12-31
          
          N/A
          16787.00
          20144.40
          Equities
        
        
          ONCOSEC MED INC                COM
          529900NA4JNULYG7UU40
          
            2500-12-31
          
          N/A
          11400.00
          8282.10
          Equities
        
        
          ONCORUS INC                    COM
          
            2500-12-31
          
          N/A
          65300.00
          86196.00
          Equities
        
        
          180 LIFE SCIENCES CORP         COM
          
            2500-12-31
          
          N/A
          77520.00
          90698.40
          Equities
        
        
          ONE STOP SYS INC               COM
          549300JIBHBZNCC8X044
          
            2500-12-31
          
          N/A
          9700.00
          37830.00
          Equities
        
        
          ONE STOP SYS INC               COM
          549300JIBHBZNCC8X044
          
            2500-12-31
          
          N/A
          1011.00
          3942.90
          Equities
        
        
          ONECONNECT FINL TECHNOLOGY CO  SPONSORED ADS
          
            2500-12-31
          
          N/A
          107762.00
          155177.28
          Equities
        
        
          ONTRAK INC                     COM
          549300OQ36UO20X0DB40
          
            2049-01-01
          
          N/A
          24221.00
          15079.99
          Equities
        
        
          ONTRAK INC                     COM
          549300OQ36UO20X0DB40
          
            2049-01-01
          
          N/A
          176810.00
          110081.91
          Equities
        
        
          OPGEN INC                      COM
          549300ZOCQGHZ50BYX61
          
            2500-12-31
          
          N/A
          81200.00
          40535.04
          Equities
        
        
          ORBITAL ENERGY GROUP INC       COM
          549300Z34T2S6KBY7S35
          
            2500-12-31
          
          N/A
          77612.00
          46179.14
          Equities
        
        
          ORCHARD THERAPEUTICS PLC       ADS
          21380056R45ONMT94Z50
          
            2500-12-31
          
          N/A
          16570.00
          9115.16
          Equities
        
        
          ORGENESIS INC                  COM NEW
          549300DCE2FRWERKD784
          
            2500-12-31
          
          N/A
          1073.00
          2006.51
          Equities
        
        
          ORGANOVO HLDGS INC             COM NEW
          
            2500-12-31
          
          N/A
          67300.00
          197862.00
          Equities
        
        
          ORIC PHARMACEUTICALS INC       COM
          54930033FJRNEYBW0L25
          
            2500-12-31
          
          N/A
          316.00
          1185.00
          Equities
        
        
          ORIC PHARMACEUTICALS INC       COM
          54930033FJRNEYBW0L25
          
            2500-12-31
          
          N/A
          2772.00
          10395.00
          Equities
        
        
          SOLID BIOSCIENCES INC          COM
          
            2500-12-31
          
          N/A
          49232.00
          35250.11
          Equities
        
        
          SONIM TECHNOLOGIES INC         COM NEW
          549300LVHTR09ZVBSB66
          
            2500-12-31
          
          N/A
          33400.00
          23847.60
          Equities
        
        
          REWALK ROBOTICS LTD            SHS
          529900YOD61G7ECPV281
          
            2500-12-31
          
          N/A
          34462.00
          34141.50
          Equities
        
        
          REE AUTOMOTIVE LTD             CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          140812.00
          176015.00
          Equities
        
        
          SUPERCOM LTD NEW               SHS NEW
          549300U7DFKGC1TTZX50
          
            2500-12-31
          
          N/A
          18400.00
          5380.16
          Equities
        
        
          TABOOLA.COM LTD                ORD SHS
          
            2500-12-31
          
          N/A
          57600.00
          152640.00
          Equities
        
        
          VASCULAR BIOGENICS LTD         COM
          54930046IZW5JCXF4M07
          
            2500-12-31
          
          N/A
          28100.00
          6710.28
          Equities
        
        
          CENTOGENE N V                  COM
          724500ZPEHPCLDLVV439
          
            2500-12-31
          
          N/A
          1500.00
          2145.00
          Equities
        
        
          INFLARX NV                     COM
          391200708PAUDLQ31581
          
            2500-12-31
          
          N/A
          48800.00
          113704.00
          Equities
        
        
          LILIUM N V                     CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          374671.00
          1082799.19
          Equities
        
        
          SONO GROUP N V                 COM
          391200GTRCF4TK71DT34
          
            2500-12-31
          
          N/A
          16908.00
          48018.72
          Equities
        
        
          NYMOX PHARMACEUTICAL CORP      COM
          
            2500-12-31
          
          N/A
          57728.00
          19650.61
          Equities
        
        
          INTEGRATED MEDIA TECHNLOGY LTD SHS
          
            2500-12-31
          
          N/A
          98900.00
          150328.00
          Equities
        
        
          IRIS ENERGY LTD                ORDINARY SHARES
          
            2500-12-31
          
          N/A
          3800.00
          15086.00
          Equities
        
        
          CASTOR MARITIME INC            SHS NEW
          213800G77XJSMF52UL75
          
            2500-12-31
          
          N/A
          16170.00
          25872.00
          Equities
        
        
          GLOBUS MARITIME LIMITED NEW    COM NEW
          549300UI7941O67A7N93
          
            2500-12-31
          
          N/A
          30000.00
          49500.00
          Equities
        
        
          IMPERIAL PETE INC              COMMON SHARES
          
            2500-12-31
          
          N/A
          146500.00
          60870.75
          Equities
        
        
          T2 BIOSYSTEMS INC              COM
          54930027RQTU9CHLKL88
          
            2500-12-31
          
          N/A
          38099.00
          4674.75
          Equities
        
        
          TUNIU CORP                     SPONSORED ADS
          529900H3I6TN4LFDZP44
          
            2500-12-31
          
          N/A
          484409.00
          552226.26
          Equities
        
        
          DIREXION SHS ETF TR            DAILY METAL MINE
          
            2500-12-31
          
          N/A
          16000.00
          461334.40
          Equities
        
        
          EBET INC                       COM
          549300SFUTRB5C1ZRU05
          
            2500-12-31
          
          N/A
          87163.00
          203089.79
          Equities
        
        
          EFFECTOR THERAPEUTICS INC      COM
          
            2500-12-31
          
          N/A
          16700.00
          13358.33
          Equities
        
        
          EKSO BIONICS HLDGS INC         COM
          549300KPH77IVQVN2I21
          
            2500-12-31
          
          N/A
          5400.00
          9342.00
          Equities
        
        
          ELECTRAMECCANICA VEHS CORP     COM NEW
          
            2500-12-31
          
          N/A
          609180.00
          889402.80
          Equities
        
        
          GRAYBUG VISION INC             COMMON
          
            2500-12-31
          
          N/A
          12399.00
          12153.50
          Equities
        
        
          GREENBOX POS                   COM NEW
          
            2500-12-31
          
          N/A
          291181.00
          245145.28
          Equities
        
      
      Y
      2022-08-01
      2022-10-27
      2022-11-25
      Y
      
        BOFA SECURITIES INC
        1.0000
        90
        N
      
      N
      N
      0.0268
      240484978.18
      240484978.18
      0.0027
      N
      N
      N
      Y
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 2.690000%
      549300HN4UKV1E2R3U73
      0001675365
      ARP0TTML9
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ALESCO PREF FDG XVII 2007-17   D      20380923 FLT
          MQJUVMNKIANHYU7JYV46
          
            2038-09-23
          
          4.904430
          5000000.00
          3336202.02
          Asset-Backed Securities
        
        
          ARGENT SECS INC 2004-W3        A-3    20340225 FLT
          
            2034-02-25
          
          3.079000
          36000000.00
          2600877.51
          Asset-Backed Securities
        
        
          BRAVO RSIDNTL FDG TR 2022-NQM2 AIOS   20611125 FLT
          
            2061-11-25
          
          0.300000
          269791939.00
          2116580.12
          Asset-Backed Securities
        
        
          BRAVO RSIDNTL FDG TR 2022-NQM2 XS     20611125 FLT
          
            2061-11-25
          
          0.00
          269791939.00
          4529873.91
          Asset-Backed Securities
        
        
          FLEXENTIAL ISSUER LLC 2021-1   C      20511127 6.9
          
            2051-11-27
          
          6.930000
          4000000.00
          3597128.00
          Asset-Backed Securities
        
        
          SOUND POINT CLO XXIV LTD 2019  SUB    20321025 FLT
          
            2032-10-25
          
          0.00
          4920000.00
          2607600.00
          Asset-Backed Securities
        
        
          ACA ABS LTD 2002-1             C      20370803 FLT
          549300EN51K1EMCE9G36
          
            2037-08-03
          
          3.886000
          10500000.00
          3127945.49
          Asset-Backed Securities
        
        
          AIG CLO 2021-1 LTD             SUB -B 20340424 FLT
          
            2034-04-24
          
          0.00
          5000000.00
          4236545.00
          Asset-Backed Securities
        
        
          AMSR TRUST 2021-SFR3           H      20261009 4.9
          
            2026-10-09
          
          4.896000
          2750000.00
          2411092.75
          Asset-Backed Securities
        
        
          AEGIS ABS 2005-2               M4     20350625 FLT
          
            2035-06-25
          
          3.204000
          3900000.00
          2918646.90
          Asset-Backed Securities
        
        
          ALESCO PREF FDG XIII 2006-13   B 144A 20370923 FLT
          UQS84BSJ2YT0DCD5VU78
          
            2037-09-23
          
          2.804430
          4160000.00
          2902866.43
          Asset-Backed Securities
        
        
          AMERIQUEST MTG SECS 2004-R11   M-7    20341225 FLT
          
            2034-12-25
          
          3.678050
          6500000.00
          2184956.52
          Asset-Backed Securities
        
        
          AMERIQUEST MTG SECS 2006-R2    M-3    20360425 FLT
          
            2036-04-25
          
          2.829000
          3200000.00
          2736026.67
          Asset-Backed Securities
        
        
          ANCHORAGE CAP CLO 13 2013-1R   E-R    20301015 FLT
          5493008PWA7TS1SR9447
          
            2030-10-15
          
          9.955140
          2500000.00
          2161411.27
          Asset-Backed Securities
        
        
          ARES CLO LTD 2017-43           SUB    20291015 FLT
          549300ECLIGB6OZRBA51
          
            2029-10-15
          
          0.00
          12540000.00
          4138200.00
          Asset-Backed Securities
        
        
          ARROWPOINT CLO LTD 2014-2      SUB NT 20260312 FLT
          635400HAVYYWWB139K27
          
            2026-03-12
          
          0.00
          8775000.00
          2303727.08
          Asset-Backed Securities
        
        
          ABS CORP HEQ OOMC 2006-HE3     M1     20360325 FLT
          
            2036-03-25
          
          2.709000
          6425000.00
          4083486.90
          Asset-Backed Securities
        
        
          ATTENUS CDO I 2006-1           C-2B   20360510 FLT
          549300K5UF09SNNJUL07
          
            2036-05-10
          
          2.851860
          11000000.00
          2929564.11
          Asset-Backed Securities
        
        
          BNPP IP CLO 2014 II LTD BNPPIP CLO 2014 II LLC
          54930038CI4SMKCMEM78
          
            2025-10-30
          
          6.536000
          4000000.00
          3133291.90
          Asset-Backed Securities
        
        
          BEAR STEARNS ASSET 2005-HE10   M-2    20351125 FLT
          
            2035-11-25
          
          3.309000
          10100000.00
          3021133.35
          Asset-Backed Securities
        
        
          BEAR STEARNS ABS TR 2007-HE2   II-2A  20370225 FLT
          
            2037-02-25
          
          2.399000
          18700000.00
          2182930.61
          Asset-Backed Securities
        
        
          BERING CDO 2006-1              B      20460801 FLT
          549300OG8GI3MDGWT697
          
            2046-08-01
          
          3.361290
          9000000.00
          2898471.04
          Asset-Backed Securities
        
        
          BERNOULLI CDO I 2006-1         B      20420707 FLT
          549300DHAFFV3C8CQA32
          
            2042-07-07
          
          2.490250
          35000000.00
          3122183.59
          Asset-Backed Securities
        
        
          BLUEMOUNTAIN CLO LTD 2014-2R2  F-R2   20301021 FLT
          549300NUS8PQQUZMPR50
          
            2030-10-21
          
          10.969900
          3000000.00
          2332087.40
          Asset-Backed Securities
        
        
          BRAVO RSIDNTL FDG TR 2022-NQM2 B-2    20611125 FLT
          
            2061-11-25
          
          5.259600
          5126000.00
          4478856.84
          Asset-Backed Securities
        
        
          BRAVO RES FDD TR 2022-R1       AIO    20700129 0.3
          
            2070-01-29
          
          0.375000
          318081000.00
          2674222.09
          Asset-Backed Securities
        
        
          BRAVO RES FDG TR 2021-NQM2     B-2    20600325 FLT
          
            2060-03-25
          
          4.099000
          3958000.00
          3713225.85
          Asset-Backed Securities
        
        
          BRAVO RESDNTIL FDG TR 2021-HE3 B-1    20690826 FLT
          
            2069-08-26
          
          4.014220
          3979000.00
          3409879.75
          Asset-Backed Securities
        
        
          C-BASS ABS 2005-RP2            B-2    20350901 FLT
          
            2035-09-01
          
          6.500000
          3505000.00
          3417341.90
          Asset-Backed Securities
        
        
          CSMC SERIES 2014-9R            5-A-2  20361029 FLT
          
            2036-10-29
          
          6.000000
          3992151.00
          2155899.68
          Asset-Backed Securities
        
        
          CWABS INC 2005-15              M-4    20360225 FLT
          
            2036-02-25
          
          2.989000
          3200000.00
          2624249.96
          Asset-Backed Securities
        
        
          CWABS INC 2004-AB2             M-4    20341125 FLT
          
            2034-11-25
          
          3.534000
          4900000.00
          4046823.71
          Asset-Backed Securities
        
        
          CENTRE SQUARE CDO LT           B      20511119 FLT
          
            2051-11-19
          
          1.752330
          27500000.00
          2574604.56
          Asset-Backed Securities
        
        
          CITIGROUP MTG LN TR 2007-AMC1  A-2C   20361226 FLT
          
            2036-12-26
          
          2.479000
          14946000.00
          3220038.73
          Asset-Backed Securities
        
        
          GSAMP TRUST 2006-HE8           A-2D   20370126 FLT
          
            2037-01-26
          
          2.489000
          3500000.00
          3048417.94
          Asset-Backed Securities
        
        
          GSAMP TRUST 2007-NC1           A-1    20370225 FLT
          
            2037-02-25
          
          2.389000
          16500000.00
          2119081.81
          Asset-Backed Securities
        
        
          GSAMP TRUST 2005-HE3           M-4    20350625 FLT
          
            2035-06-25
          
          4.059000
          2200000.00
          2143515.00
          Asset-Backed Securities
        
        
          HINNT LLC 2022-A               E      20410515 8.0
          
            2041-05-15
          
          8.000000
          5176000.00
          4379808.83
          Asset-Backed Securities
        
        
          HOME EQUITY MTG INABS 2006-D   2A-3   20361125 FLT
          
            2036-11-25
          
          2.419000
          8500000.00
          3515348.42
          Asset-Backed Securities
        
        
          HOME EQUITY MTG INABS 2006-D   2A-4   20361125 FLT
          
            2036-11-25
          
          2.499000
          5000000.00
          3202753.41
          Asset-Backed Securities
        
        
          HOME PART AMERICA TR 2021-2    F      20261217 3.7
          
            2026-12-17
          
          3.799000
          4300000.00
          3716603.54
          Asset-Backed Securities
        
        
          JER CRE CDO 2005-1             D      20431120 6.4
          5493002LDPLFVD4H0F04
          
            2043-11-20
          
          6.440000
          11000000.00
          2593039.78
          Asset-Backed Securities
        
        
          JUPITER HGH-GRD CDO III 2005-3 A-2B   20420608 FLT
          
            2042-06-08
          
          0.256980
          12300000.00
          2298376.83
          Asset-Backed Securities
        
        
          KDAC AVIA FIN CAY LTD 2017-1   A      20421215 4.2
          
            2042-12-15
          
          4.212000
          7620000.00
          3983867.14
          Asset-Backed Securities
        
        
          LCM XXV LTD 2017-25            D      20300722 FLT
          549300FY8UGGJMQNCO13
          
            2030-07-22
          
          4.512710
          5500000.00
          4634949.98
          Asset-Backed Securities
        
        
          LNR CDO 2007-5                 E      20490426 FLT
          549300TQCFQE0FHSXI25
          
            2049-04-26
          
          3.463000
          13517000.00
          2987981.29
          Asset-Backed Securities
        
        
          LONG BEACH MTG LN TR 2006-1    II-A3  20360225 FLT
          
            2036-02-25
          
          2.639000
          24600000.00
          4557815.49
          Asset-Backed Securities
        
        
          MF1 LTD 2021-FL5               D      20310317 FLT
          
            2031-03-17
          
          4.573060
          4650000.00
          4439347.62
          Asset-Backed Securities
        
        
          MKP CBO III 2004               C      20390509 FLT
          5493004GB6HYJYPBNP10
          
            2039-05-09
          
          3.144380
          5817000.00
          2175868.73
          Asset-Backed Securities
        
        
          MP CLO VII LTD 2015-7RR        E-RR   20281018 FLT
          5493005EOEZ6JX072G15
          
            2028-10-18
          
          8.490290
          3500000.00
          2935044.89
          Asset-Backed Securities
        
        
          MP CLO VII LTD 2015-7RR        F-RR   20281018 FLT
          5493005EOEZ6JX072G15
          
            2028-10-18
          
          10.650300
          5000000.00
          3550921.28
          Asset-Backed Securities
        
        
          MARATHON CLO IX LTD 2017-9     D      20290416 FLT
          5493008SBRQGMZFP2M89
          
            2029-04-16
          
          8.562000
          2826515.00
          2168331.77
          Asset-Backed Securities
        
        
          MARATHON CLO 2018-12           C      20310418 FLT
          549300OJFSN0QP3XDM12
          
            2031-04-18
          
          6.340290
          4600000.00
          3868127.63
          Asset-Backed Securities
        
        
          MARBLE POINT CLO XI LTD        D      20301218 FLT
          549300DBVCVH5X7MO467
          
            2030-12-18
          
          5.540290
          3255000.00
          2696516.43
          Asset-Backed Securities
        
        
          MASTR ASSET TR 2005-HE2        M-4    20351025 FLT
          
            2035-10-25
          
          3.159000
          2500000.00
          2303190.00
          Asset-Backed Securities
        
        
          MASTR ABS TRUST 2007-HE1       A-4    20370525 FLT
          
            2037-05-25
          
          2.539000
          3335500.00
          2704116.90
          Asset-Backed Securities
        
        
          NATIONAL COLLEGIATE II 2007 4 CL A 3 AR 3 COMMUTAT
          
            2038-12-25
          
          0.00
          5825870.00
          2546790.09
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 0.0
          
            2038-03-25
          
          0.010000
          11934000.00
          3556424.82
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2006-1  A-5    20330325 FLT
          635400ZLDAQQL4PJBJ98
          
            2033-03-25
          
          2.609000
          14221172.00
          4541417.61
          Asset-Backed Securities
        
        
          NATIONAL COLL 2007 3 CL A 3AR3
          
            2038-03-29
          
          0.00
          6304597.00
          2958495.19
          Asset-Backed Securities
        
        
          NATIONAL COLLEGIATE 2007-4 CL A-3AR3 COMMUTATION T
          
            2038-03-30
          
          0.010000
          7871166.00
          4737866.49
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2007-3  A3-AR3 20380325 0.0
          
            2038-03-25
          
          0.010000
          5049000.00
          3438672.27
          Asset-Backed Securities
        
        
          NAVIENT STUDENT LN TR 2014-1   A-3    20310625 FLT
          
            2031-06-25
          
          2.769000
          524000.00
          274194.49
          Asset-Backed Securities
        
        
          HORIZON AIR FIN 2018-A-B-C     C      20381215 6.6
          
            2038-12-15
          
          6.657000
          4076000.00
          2204042.31
          Asset-Backed Securities
        
        
          HPS LN MGT LTD 2013-2          D-R    20291022 FLT
          
            2029-10-22
          
          9.309860
          4000000.00
          3422669.86
          Asset-Backed Securities
        
        
          SPECIALTY UNDRWR FIN 2007-BC2  A-1    20370427 FLT
          
            2037-04-27
          
          2.489000
          27550000.00
          4004279.50
          Asset-Backed Securities
        
        
          STANIFORD STR CLO LTD 2014     E      20250616 FLT
          549300VQ0AVDB6585K37
          
            2025-06-16
          
          6.328860
          4000000.00
          3370130.58
          Asset-Backed Securities
        
        
          STRUCTURED ASSET SECS 2005-WF4 M8     20351125 FLT
          
            2035-11-25
          
          4.884000
          3200000.00
          3049618.13
          Asset-Backed Securities
        
        
          STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT
          
            2037-02-25
          
          2.489000
          5620500.00
          3515286.35
          Asset-Backed Securities
        
        
          TRTX ISSUER LTD 2019-FL3       A-S    20341017 FLT
          
            2034-10-17
          
          3.523060
          3125000.00
          3106719.00
          Asset-Backed Securities
        
        
          TABERNA PREF FDG I 2005-1      A-2    20350705 FLT
          549300UVUFF52P87TF20
          
            2035-07-05
          
          2.992860
          5928000.00
          3790927.78
          Asset-Backed Securities
        
        
          TABERNA PREF FDG III 2005-3    A-2A   20360205 FLT
          U03UUQ0VYFBPHFC9G558
          
            2036-02-05
          
          1.883290
          4291000.00
          2711683.10
          Asset-Backed Securities
        
        
          THL CR WIND RIVER CLO 2014-1RR D-RR   20310718 FLT
          549300AMLFWC1VCUN251
          
            2031-07-18
          
          5.740290
          4000000.00
          3521455.91
          Asset-Backed Securities
        
        
          THUNDERBOLT AIRCRAFT LEAS 2017 B      20320517 5.7
          
            2032-05-17
          
          5.750000
          4350000.00
          2135346.14
          Asset-Backed Securities
        
        
          TRAPEZA CDO X 2006-10          C-1    20410708 FLT
          5493003XYBZ84KQEG582
          
            2041-07-08
          
          3.671710
          2750000.00
          2183312.23
          Asset-Backed Securities
        
        
          TRAPEZA CDO X 2006-10          C-2    20410708 FLT
          5493003XYBZ84KQEG582
          
            2041-07-08
          
          3.671710
          2500000.00
          2257429.81
          Asset-Backed Securities
        
        
          US CAP FDG IV LTD 2005-4       A-1    20391201 FLT
          
            2039-12-01
          
          1.917860
          9500000.00
          4813517.13
          Asset-Backed Securities
        
        
          ALLEGRO CLO LTD 2021-12        SUB    20320121 FLT
          
            2032-01-21
          
          0.00
          3000000.00
          2185209.00
          Asset-Backed Securities
        
        
          MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT
          549300BDVLRWS2SODX97
          
            2028-11-15
          
          0.00
          3750000.00
          2137620.00
          Asset-Backed Securities
        
        
          MKP CBO III 2004               C      20390509 FLT
          5493004GB6HYJYPBNP10
          
            2039-05-09
          
          3.144380
          6000000.00
          2244320.51
          Asset-Backed Securities
        
        
          NEUBERGER BERMAN LN ADVISERS INCOME NT ISSUER 33 L
          
            2032-10-16
          
          0.00
          3700000.00
          2231873.30
          Asset-Backed Securities
        
        
          PREFER TERM SEC XXV 2007-25    B-1    20370622 FLT
          
            2037-06-22
          
          2.328860
          4730000.00
          4031031.73
          Asset-Backed Securities
        
        
          RFC CDO II LTD 2005-2          C      20400315 FLT
          
            2040-03-15
          
          1.402750
          4500000.00
          3017675.12
          Asset-Backed Securities
        
        
          STRUCTURED INVESTMENTS CORPORATION
          
            2037-06-06
          
          6.000000
          5000000.00
          3862419.26
          Asset-Backed Securities
        
        
          TABERNA PREF FDG IX 2007-9     A-2LB  20380505 FLT
          
            2038-05-05
          
          2.613290
          20000000.00
          4283049.53
          Asset-Backed Securities
        
        
          TABERNA PREF FDG I 2005-1      B-1    20350705 FLT
          549300UVUFF52P87TF20
          
            2035-07-05
          
          3.392860
          6000000.00
          3673571.44
          Asset-Backed Securities
        
        
          US CAP FDG V LTD 2006-5        B-1    20401010 FLT
          
            2040-10-10
          
          3.677570
          15600000.00
          2564838.52
          Asset-Backed Securities
        
        
          VIBRANT CLO IX LTD
          
            2031-07-20
          
          0.00
          15000000.00
          3750000.00
          Asset-Backed Securities
        
        
          NAVIENT PVT ED RI LN TR 2021-B B      20690715 2.5
          
            2069-07-15
          
          2.520000
          3455000.00
          3048242.85
          Asset-Backed Securities
        
        
          NELNET ST LN TR 2005-4         B      20350922 FLT
          
            2035-09-22
          
          2.375860
          20115000.00
          4611602.86
          Asset-Backed Securities
        
        
          OZLM FDG IV LTD 2013-4R        D-1-R  20301022 FLT
          549300788AI08GTXXH35
          
            2030-10-22
          
          9.059000
          3025000.00
          2609762.70
          Asset-Backed Securities
        
        
          PAGAYA AI DEBT 2021-1 TR       C      20271115 4.0
          
            2027-11-15
          
          4.090000
          2500000.00
          2292084.04
          Asset-Backed Securities
        
        
          PORT JACKSON CDO 2007-1        B      20521119 FLT
          
            2052-11-19
          
          2.702630
          43500000.00
          4052293.25
          Asset-Backed Securities
        
        
          PREFER TERM SEC XXV 2007-25    C-1    20370622 FLT
          
            2037-06-22
          
          2.678860
          3900000.00
          2361419.03
          Asset-Backed Securities
        
        
          PREFER TERM SEC XXVI 2007-26   C-1    20370922 FLT
          
            2037-09-22
          
          2.678860
          4000000.00
          2450879.62
          Asset-Backed Securities
        
        
          PREFER TERM SEC XXIII 2006-23  C-1    20361222 FLT
          
            2036-12-22
          
          2.978860
          6800000.00
          4366496.41
          Asset-Backed Securities
        
        
          PREFER TERM SEC XXIII 2006-23  D-1    20361222 FLT
          
            2036-12-22
          
          3.928860
          5962000.00
          3875289.24
          Asset-Backed Securities
        
        
          REPUBLIC FINAE ISSE TR 2020-A  D      20301120 7.0
          
            2030-11-20
          
          7.000000
          4000000.00
          3823084.00
          Asset-Backed Securities
        
        
          RESIDENTIAL ASSET 2005-AHL2    M-3    20351025 FLT
          
            2035-10-25
          
          2.964000
          3500000.00
          2918423.67
          Asset-Backed Securities
        
        
          RESIDENTIAL ASSET 2005-EFC5    M-5    20351025 FLT
          
            2035-10-25
          
          3.204000
          3000000.00
          2643507.00
          Asset-Backed Securities
        
        
          RESIDENTIAL ASSET SEC 2005-RS5 M-6    20350525 FLT
          
            2035-05-25
          
          3.354000
          2750000.00
          2520541.84
          Asset-Backed Securities
        
        
          ROCKFORD TOWER CLO 2017-2      SUB NT 20291015 FLT
          549300G18KVCW7VUKI86
          
            2029-10-15
          
          0.00
          5833333.00
          2274999.87
          Asset-Backed Securities
        
        
          ROCKFORD TOWER CLO LTD 2020-1  SUB    20320120 FLT
          5493009YDNBJVFWX7747
          
            2032-01-20
          
          0.00
          7000000.00
          4830000.00
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TR 2003-7     A-5A   20331215 FLT
          549300IWUQEXD0TZWG69
          
            2033-12-15
          
          3.028860
          8100000.00
          2520874.29
          Asset-Backed Securities
        
        
          SLM PRIVATE ST LN TR 2007-A    C-2    20411215 FLT
          549300T563MF7L069881
          
            2041-12-15
          
          3.592000
          5400000.00
          2418874.19
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TR 2008-6     A-4    20230725 FLT
          549300JQFJDGC1WO7674
          
            2023-07-25
          
          3.883000
          5220000.00
          2771497.99
          Asset-Backed Securities
        
        
          SATURN VENTURES I LTD 2003-1   A-3    20381103 FLT
          549300J232RFRZIAW473
          
            2038-11-03
          
          2.686000
          26000000.00
          2372136.40
          Asset-Backed Securities
        
        
          SOUND PNT CLO IV-R LTD 2018-4R E      20310418 FLT
          549300HOEGQTNS4MTZ12
          
            2031-04-18
          
          8.990290
          6000000.00
          4714602.20
          Asset-Backed Securities
        
        
          DAVIS SQUARE FDG II 2004-2     COMBIN 20390506 FLT
          549300WBYECBO8FWC634
          
            2039-05-06
          
          3.338000
          25000000.00
          2270418.05
          Asset-Backed Securities
        
        
          DAVIS SQUARE FDG IV 2005-4     A-2    20400409 FLT
          549300IFQ6H7GNQT4B97
          
            2040-04-09
          
          0.537130
          23350000.00
          4156543.45
          Asset-Backed Securities
        
        
          DUKE FDG VI 2004-6             A1J    20390408 FLT
          549300M17UZKOC3PVP17
          
            2039-04-08
          
          3.240570
          24000000.00
          2197789.18
          Asset-Backed Securities
        
        
          ELEVATION CLO LTD 2017-8       SUB    20301025 FLT
          549300OBPZDY731NEI33
          
            2030-10-25
          
          0.00
          11630000.00
          2791200.00
          Asset-Backed Securities
        
        
          ELEVATION CLO LTD 2018-9       SUB    20310715 FLT
          549300BOE42FYBAXFR86
          
            2031-07-15
          
          0.00
          11165000.00
          3349500.00
          Asset-Backed Securities
        
        
          EULER ABS CDO 1 LTD
          549300YP4QGH4U9I8R91
          
            2050-07-14
          
          2.588630
          89000000.00
          2668308.62
          Asset-Backed Securities
        
        
          FIRST NLC TRUST 2005-4         M-1    20360225 FLT
          
            2036-02-25
          
          2.994000
          2500000.00
          2141816.67
          Asset-Backed Securities
        
        
          FREMONT HM LN TR 2005-2        M-5    20350625 FLT
          
            2035-06-25
          
          3.234000
          5240000.00
          3417281.85
          Asset-Backed Securities
        
        
          GSAMP TRUST 2006-SD1           M-2    20450725 FLT
          
            2045-07-25
          
          3.609000
          7211000.00
          4329542.41
          Asset-Backed Securities
        
        
          KODIAK CDO I LTD 2006-1        B      20370807 FLT
          
            2037-08-07
          
          0.965000
          5000000.00
          3560856.25
          Asset-Backed Securities
        
        
          MF1 LTD 2021-FL6               A-S    20360718 FLT
          
            2036-07-18
          
          3.606000
          3000000.00
          2866235.50
          Asset-Backed Securities
        
        
          NAVIENT PVT ED RI LN TR 2021-A B      20690515 2.2
          
            2069-05-15
          
          2.240000
          3140000.00
          2647114.55
          Asset-Backed Securities
        
        
          PARK PLACE SECS 2005-WHQ4      M-4    20350925 FLT
          
            2035-09-25
          
          3.174000
          6500000.00
          3303865.83
          Asset-Backed Securities
        
        
          SECURITIZED ASSET REC 2005-OP1 M-1    20350125 FLT
          
            2035-01-25
          
          2.874000
          3970000.00
          2553651.34
          Asset-Backed Securities
        
        
          CONN AVE SECS 2019-R03         1B-1   20310925 FLT
          
            2031-09-25
          
          6.359000
          600000.00
          595924.53
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2020-SBT1        1M-2   20400227 FLT
          
            2040-02-27
          
          5.909000
          2000000.00
          1938629.11
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R03   1B-2   20420325 FLT
          
            2042-03-25
          
          11.364200
          2100000.00
          2002903.75
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R03         1B-2   20411226 FLT
          
            2041-12-26
          
          7.014220
          3000000.00
          2484841.07
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R05   2B-1   20420425 FLT
          
            2042-04-25
          
          6.014220
          8250000.00
          7872820.28
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R06         2B-1   20390926 FLT
          
            2039-09-26
          
          6.009000
          10000000.00
          9611516.67
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R02         2B-2   20411125 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-25
          
          7.714220
          3000000.00
          2562999.41
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R01  1B-1   20411226 FLT
          
            2041-12-26
          
          4.664220
          5450000.00
          4923553.14
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R01  1B-2   20411226 FLT
          
            2041-12-26
          
          7.514220
          7082659.00
          6201164.81
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVN SEC TR 2022-R06       1B-1   20420527 FLT
          
            2042-05-27
          
          7.864220
          1000000.00
          1005869.80
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2020-R02         2M-2   20400125 FLT
          
            2040-01-25
          
          4.259000
          2500000.00
          843722.42
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2017-2      M-2    20560825 FLT
          
            2056-08-25
          
          4.000000
          400000.00
          364005.24
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-2      M      20580826 FLT
          
            2058-08-26
          
          4.750000
          2000000.00
          1824744.89
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-3      M      20581025 FLT
          
            2058-10-25
          
          4.750000
          310000.00
          289453.34
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC 2021-DNA5          B-1    20340125 FLT
          
            2034-01-25
          
          4.564220
          2250000.00
          1981141.05
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC TRUST 2022-HQA1    M-2    20420325 FLT
          
            2042-03-25
          
          6.764220
          8000000.00
          7796884.64
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA4 B-1    20420527 FLT
          
            2042-05-27
          
          7.764220
          9790263.00
          9431583.90
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA4 B-2    20420527 FLT
          
            2042-05-27
          
          11.764200
          2000000.00
          1767616.27
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC 2020-HQA4          B-1    20500926 FLT
          
            2050-09-26
          
          7.509000
          4500000.00
          4537653.00
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC 2020-HQA4          B-2    20500926 FLT
          
            2050-09-26
          
          11.659000
          7000000.00
          7707465.11
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA3          B-1    20500627 FLT
          
            2050-06-27
          
          7.359000
          1900000.00
          1700951.30
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA6          B-1    20501227 FLT
          
            2050-12-27
          
          4.514220
          599883.00
          542343.77
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA2 B-1    20331227 FLT
          
            2033-12-27
          
          4.664220
          13000000.00
          10414277.21
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA3 B-2    20420425 FLT
          
            2042-04-25
          
          11.264200
          13750000.00
          12494316.72
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-08-01
      2022-09-02
      2022-09-12
      Y
      
        BOFA SECURITIES INC
        1.0000
        35
        N
      
      N
      N
      0.0257
      417669441.42
      417669441.42
      0.0046
      N
      N
      N
      Y
    
    
      RBC CAPITAL MARKETS LLC
      RBC CAPITAL MARKETS LLC 2.420000%
      549300LCO2FLSSVFFR64
      0000050916
      ARP0TUC37
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AEP TEX INC                    SR -K NT 4.7%32
          5493001L78U618KXNZ75
          
            2032-05-15
          
          4.700000
          1550000.00
          1602311.64
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR NT 5.95%43
          MTLVN9N7JE8MIBIJ1H73
          
            2043-10-01
          
          5.950000
          25000.00
          24655.07
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             SR 144A NT 31
          0YQH6LCEF474UTUV4B96
          
            2031-07-12
          
          2.250000
          610000.00
          476063.83
          Corporate Debt Securities
        
        
          BNP PARIBAS                    FR 4.4%081428
          R0MUWSFPU8MPRO8K5P83
          
            2028-08-14
          
          4.400000
          200000.00
          198559.33
          Corporate Debt Securities
        
        
          BON SECOURS MERCY HEALTH INC   SR SEC GLBL 50
          5493006NA7JSVYYYF398
          
            2050-06-01
          
          3.205000
          100000.00
          75789.36
          Corporate Debt Securities
        
        
          BOSTON GAS CO                  SR GLBL 144A 32
          FN7P4E7K9JOBORDEUX61
          
            2032-03-16
          
          3.757000
          750000.00
          722325.02
          Corporate Debt Securities
        
        
          BROWN &amp; BROWN INC              SR GLBL NT 52
          549300PC8KTJ71XKFY89
          
            2052-03-17
          
          4.950000
          1000000.00
          934230.00
          Corporate Debt Securities
        
        
          CIGNA CORP                     SR GLBL NT 25
          45RS2W538ZOGNWLVIX82
          
            2025-04-15
          
          3.250000
          12000.00
          11998.79
          Corporate Debt Securities
        
        
          CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 25
          549300PNSJ5B81UMVO28
          
            2025-05-23
          
          3.950000
          1500000.00
          1503992.50
          Corporate Debt Securities
        
        
          CARRIER GLOBAL CORPORATION     GLBL NT 3.377%40
          549300JE3W6CWY2NAN77
          
            2040-04-05
          
          3.377000
          1007000.00
          842087.47
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SUB GLBL NT 32
          6SHGI4ZSSLCXXQSBB395
          
            2032-06-15
          
          6.625000
          51000.00
          57434.53
          Corporate Debt Securities
        
        
          COMMONSPIRIT HEALTH            SR GLBL -2020 30
          4SXHN5XW08IBO0UG2V58
          
            2030-10-01
          
          2.782000
          20000.00
          17734.78
          Corporate Debt Securities
        
        
          AIR LEASE CORP                 SR GLBL NT 3%23
          5493004NW4M4P8TMMK63
          
            2023-09-15
          
          3.000000
          4000.00
          3991.03
          Corporate Debt Securities
        
        
          AMERICAN ELEC PWR INC          -H 3.2%27
          1B4S6S7G0TW5EE83BO58
          
            2027-11-13
          
          3.200000
          8000.00
          7765.40
          Corporate Debt Securities
        
        
          AMERICAN HONDA FIN CORP MTN    VR 011321-011224
          B6Q2VFHD1797Q7NZ3E43
          
            2024-01-12
          
          2.703000
          735000.00
          729940.57
          Corporate Debt Securities
        
        
          AMERICAN TOWER CORP            SR NT 4%25
          5493006ORUSIL88JOE18
          
            2025-06-01
          
          4.000000
          11000.00
          11088.16
          Corporate Debt Securities
        
        
          AMERICAN WTR CAP CORP          SR GLBL NT 51
          5IDHQUFVC8Q2KIBBFF06
          
            2051-06-01
          
          3.250000
          182000.00
          146634.87
          Corporate Debt Securities
        
        
          AMGEN INC                      SR GLBL NT 32
          62QBXGPJ34PQ72Z12S66
          
            2032-02-22
          
          3.350000
          3809000.00
          3691872.19
          Corporate Debt Securities
        
        
          AMERICA MOVIL SAB DE CV        GLBL 144A NT 32
          5493000FNR3UCEAONM59
          
            2032-04-04
          
          5.375000
          2815000.00
          2680358.94
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 33
          549300CRGMZK3K53BF92
          
            2033-08-15
          
          6.625000
          200000.00
          239828.11
          Corporate Debt Securities
        
        
          APTARGROUP INC                 GLBL NT 3.6%32
          VNPEQDQFAA7IY1T2PX43
          
            2032-03-15
          
          3.600000
          1500000.00
          1394400.00
          Corporate Debt Securities
        
        
          AUTOZONE INC                   SR NT 2.875%23
          GA3JGKJ41LJKXDN23E90
          
            2023-01-15
          
          2.875000
          25000.00
          24983.20
          Corporate Debt Securities
        
        
          ESSENTIAL UTILS INC            SR GLBL NT5.3%52
          549300ILTEOF3E3QY357
          
            2052-05-01
          
          5.300000
          998000.00
          1050543.04
          Corporate Debt Securities
        
        
          EVERSOURCE ENERGY              GLBL -W NT 32
          SJ7XXD41SQU3ZNWUJ746
          
            2032-03-01
          
          3.375000
          295000.00
          280485.26
          Corporate Debt Securities
        
        
          EXELON CORP                    SR GLBL 144A 32
          3SOUA6IRML7435B56G12
          
            2032-03-15
          
          3.350000
          500000.00
          474856.94
          Corporate Debt Securities
        
        
          FIDELITY NATL FINL INC         SR GLBL NT3.4%30
          549300CAZYIH39SYQ287
          
            2030-06-15
          
          3.400000
          750000.00
          676061.67
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT 32
          2S72QS2UO2OESLG6Y829
          
            2032-03-15
          
          2.355000
          1107000.00
          961258.84
          Corporate Debt Securities
        
        
          VOLKSWAGEN GROUP AMER FIN LLC  SR FL REGS NT 24
          5493002SQ1AVQBY41K40
          
            2024-06-07
          
          2.360910
          800000.00
          800987.70
          Corporate Debt Securities
        
        
          BCBSM INC                      SR 144A NT 25
          XHK82HP57BJNZ0CZTH48
          
            2025-05-01
          
          3.790000
          500000.00
          490837.22
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL FL NT 25
          5493008B6JBRUJ90QL97
          
            2025-04-07
          
          2.833590
          1000000.00
          976101.64
          Corporate Debt Securities
        
        
          GLOBAL PMTS INC                GLBL NT 1.5%24
          549300NOMHGVQBX6S778
          
            2024-11-15
          
          1.500000
          15000.00
          14157.80
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL FL NT 24
          784F5XWPLTWKTBV3E584
          
            2024-09-10
          
          1.953390
          5000.00
          4911.84
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 10%101530
          9DJT3UXIJIZJI4WXO774
          
            2030-10-15
          
          0.00
          10000.00
          6963.26
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             SR GLBL N STP 26
          9DJT3UXIJIZJI4WXO774
          
            2026-06-15
          
          1.000000
          1000.00
          897.94
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 1.197%102426
          9DJT3UXIJIZJI4WXO774
          
            2026-10-24
          
          1.197000
          800000.00
          726887.00
          Corporate Debt Securities
        
        
          BAXTER INTL INC                SR GLBL FL NT 24
          J5OIVXX3P24RJRW5CK77
          
            2024-11-29
          
          1.779190
          1120000.00
          1099990.91
          Corporate Debt Securities
        
        
          BLACKSTONE PRIVATE CREDIT FUND SR GLBL 144A 27
          549300ORP3TTCNXSYO43
          
            2027-03-15
          
          3.250000
          35000.00
          30667.95
          Corporate Debt Securities
        
        
          BLACKSTONE SECD LENDING FD     SR GLBL NT 23
          549300KM7KWQHVBNH962
          
            2023-07-14
          
          3.650000
          30000.00
          29617.82
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 43
          784F5XWPLTWKTBV3E584
          
            2043-02-24
          
          3.436000
          500000.00
          420381.94
          Corporate Debt Securities
        
        
          HP INC                         SR GLBL 144A 26
          WHKXQACZ14C5XRO8LW03
          
            2026-06-17
          
          1.450000
          150000.00
          136147.75
          Corporate Debt Securities
        
        
          HP INC                         SR GLBL NT 31
          WHKXQACZ14C5XRO8LW03
          
            2031-06-17
          
          2.650000
          1500000.00
          1243097.50
          Corporate Debt Securities
        
        
          CONSTELLATION BRANDS INC       SR GLBL NT 30
          5493005GKEG8QCVY7037
          
            2030-05-01
          
          2.875000
          322000.00
          292874.38
          Corporate Debt Securities
        
        
          COREBRIDGE FINL INC            SR GLBL 144A 25
          549300XY1661QCIA7J65
          
            2025-04-04
          
          3.500000
          25000.00
          24707.58
          Corporate Debt Securities
        
        
          COREBRIDGE FINL INC            SR GLBL 144A 32
          549300XY1661QCIA7J65
          
            2032-04-05
          
          3.900000
          500000.00
          470200.00
          Corporate Debt Securities
        
        
          CORNING INC                    SR NT 4.7%37
          549300X2937PB0CJ7I56
          
            2037-03-15
          
          4.700000
          1600000.00
          1596807.11
          Corporate Debt Securities
        
        
          CREDIT SUISSE INTERNATIONAL    SR GLBL 144A 26
          549300506SI9CRFV9Z86
          
            2026-06-05
          
          2.193000
          500000.00
          456544.75
          Corporate Debt Securities
        
        
          DANSKE BK A/S                  VR 061218-091223
          MAES062Z21O4RZ2U7M96
          
            2023-09-12
          
          2.781290
          335000.00
          335373.15
          Corporate Debt Securities
        
        
          AT&amp;T INC                       SR GLBL NT 46
          549300Z40J86GGSTL398
          
            2046-05-15
          
          4.750000
          75000.00
          73354.04
          Corporate Debt Securities
        
        
          AT&amp;T INC                       SR GLBL NT4.1%2
          549300Z40J86GGSTL398
          
            2028-02-15
          
          4.100000
          10000.00
          10169.38
          Corporate Debt Securities
        
        
          AT&amp;T INC                       SR GLBL NT4.3%3
          549300Z40J86GGSTL398
          
            2030-02-15
          
          4.300000
          17000.00
          17329.95
          Corporate Debt Securities
        
        
          AT&amp;T INC                       4.35%29
          549300Z40J86GGSTL398
          
            2029-03-01
          
          4.350000
          1322000.00
          1353362.25
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 SR GLBL NT3.5%40
          549300GZKULIZ0WOW665
          
            2040-05-13
          
          3.500000
          21000.00
          18896.83
          Corporate Debt Securities
        
        
          DISCOVER FINL SVCS             SR GLBL NT4.1%27
          Z1YLO2USPORE63VVUL20
          
            2027-02-09
          
          4.100000
          85000.00
          84457.79
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS LLC   SR NT 4.95%42
          L2Z2MO2EQURH3BREWI15
          
            2042-05-15
          
          4.950000
          400000.00
          348158.00
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28
          L2Z2MO2EQURH3BREWI15
          
            2028-03-20
          
          3.950000
          5000.00
          4854.62
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 4%55
          L2Z2MO2EQURH3BREWI15
          
            2055-09-15
          
          4.000000
          1880000.00
          1394130.71
          Corporate Debt Securities
        
        
          DUPONT DE NEMOURS INC          SR GLBL FL NT 23
          5493004JF0SDFLM8GD76
          
            2023-11-15
          
          2.521290
          45000.00
          45407.37
          Corporate Debt Securities
        
        
          EPR PPTYS                      SR GLBL NT 29
          549300YSSXFHMPOWZ492
          
            2029-08-15
          
          3.750000
          4000.00
          3510.21
          Corporate Debt Securities
        
        
          EBAY INC.                      SR GLBL NT 24
          OML71K8X303XQONU6T67
          
            2024-08-01
          
          3.450000
          16000.00
          16245.25
          Corporate Debt Securities
        
        
          ENBRIDGE INC MTN CDS-          SR NT 4%23
          98TPTUM4IVMFCZBCUR27
          
            2023-10-01
          
          4.000000
          80000.00
          81296.89
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             SR GLBL 144A 37
          0YQH6LCEF474UTUV4B96
          
            2037-09-15
          
          6.800000
          728000.00
          824337.05
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT5.3%47
          MTLVN9N7JE8MIBIJ1H73
          
            2047-04-15
          
          5.300000
          355000.00
          323856.24
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             SR 144A NT 25
          0YQH6LCEF474UTUV4B96
          
            2025-06-15
          
          4.250000
          935000.00
          932086.96
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT5.8%38
          MTLVN9N7JE8MIBIJ1H73
          
            2038-06-15
          
          5.800000
          15000.00
          14546.53
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT5.5%27
          MTLVN9N7JE8MIBIJ1H73
          
            2027-06-01
          
          5.500000
          2000.00
          2079.92
          Corporate Debt Securities
        
        
          ENTERPRISE PRODS OPER LLC      SR GLBL NT4.9%46
          5493004LGN656HWLDA30
          
            2046-05-15
          
          4.900000
          1640000.00
          1588999.64
          Corporate Debt Securities
        
        
          ENTERPRISE PRODS OPER LLC      SR GLBL NT 29
          5493004LGN656HWLDA30
          
            2029-07-31
          
          3.125000
          25000.00
          23578.45
          Corporate Debt Securities
        
        
          AXA FINL INC                   SR DEB      7%28
          549300FIBAKMNHPZ4009
          
            2028-04-01
          
          7.000000
          350000.00
          401371.06
          Corporate Debt Securities
        
        
          BNP PARIBAS                    FR 2.588%081235
          R0MUWSFPU8MPRO8K5P83
          
            2035-08-12
          
          2.588000
          575000.00
          464758.38
          Corporate Debt Securities
        
        
          BNP PARIBAS                    SNR NPF 144A 29
          R0MUWSFPU8MPRO8K5P83
          
            2029-09-15
          
          2.159000
          919000.00
          784500.93
          Corporate Debt Securities
        
        
          BOARDWALK PIPELINES LP         SR GLBL NT3.4%31
          549300W6AQ2GHHCGL606
          
            2031-02-15
          
          3.400000
          3014000.00
          2703283.39
          Corporate Debt Securities
        
        
          BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30
          549300OWFMSO9NYV4H90
          
            2030-12-15
          
          9.625000
          121000.00
          154397.68
          Corporate Debt Securities
        
        
          BROADCOM INC                   SR GLBL NT 28
          549300WV6GIDOZJTV909
          
            2028-09-15
          
          4.110000
          10000.00
          9922.58
          Corporate Debt Securities
        
        
          BRUNSWICK CORP                 SR GLBL NT4.4%32
          YM4O38W15AX4YLLQKU27
          
            2032-09-15
          
          4.400000
          95000.00
          86158.98
          Corporate Debt Securities
        
        
          CIGNA CORP NEW                 SR GLBL NT4.8%38
          549300VIWYMSIGT1U456
          
            2038-08-15
          
          4.800000
          600000.00
          622042.00
          Corporate Debt Securities
        
        
          CIGNA CORP NEW                 SR GLBL NT2.4%30
          549300VIWYMSIGT1U456
          
            2030-03-15
          
          2.400000
          349000.00
          314314.05
          Corporate Debt Securities
        
        
          CSX CORP                       SR NT 6.15%37
          549300JVQR4N1MMP3Q88
          
            2037-05-01
          
          6.150000
          1000000.00
          1199973.33
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP          SR GLBL NT 24
          ZUE8T73ROZOF6FLBAR73
          
            2024-04-24
          
          3.750000
          2000.00
          2014.87
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP          SUB GLBL NT 26
          ZUE8T73ROZOF6FLBAR73
          
            2026-07-28
          
          3.750000
          55000.00
          53851.83
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP          SR GLBL NT3.9%24
          ZUE8T73ROZOF6FLBAR73
          
            2024-01-29
          
          3.900000
          8000.00
          8005.84
          Corporate Debt Securities
        
        
          CENOVUS ENERGY INC             GLBL NT 5.4%47
          549300F4XPHJ7NOSP309
          
            2047-06-15
          
          5.400000
          334000.00
          332046.10
          Corporate Debt Securities
        
        
          CENTERPOINT ENERGY INC         SR GLBL FL NT 24
          21TPXMRRHFKOBHDC8J74
          
            2024-05-13
          
          1.875780
          5000.00
          4908.56
          Corporate Debt Securities
        
        
          CHENIERE CORPUS CHRISTI HLDGS  SR SEC NT 25
          549300I7CIEWU1BBLQ53
          
            2025-03-31
          
          5.875000
          124000.00
          128155.57
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR NT 3.375%23
          6SHGI4ZSSLCXXQSBB395
          
            2023-03-01
          
          3.375000
          2000.00
          2029.21
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SUB GLBL NT 27
          6SHGI4ZSSLCXXQSBB395
          
            2027-09-29
          
          4.450000
          733000.00
          746819.49
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL -N FL 24
          6SHGI4ZSSLCXXQSBB395
          
            2024-05-17
          
          2.543710
          10000.00
          9987.18
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR NT FXD/FLT 28
          6SHGI4ZSSLCXXQSBB395
          
            2028-07-24
          
          3.668000
          11000.00
          10585.51
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL NT 28
          6SHGI4ZSSLCXXQSBB395
          
            2028-10-27
          
          3.520000
          232000.00
          223479.93
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL FL NT 24
          6SHGI4ZSSLCXXQSBB395
          
            2024-06-01
          
          2.603430
          226000.00
          224864.22
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL NT 30
          6SHGI4ZSSLCXXQSBB395
          
            2030-03-20
          
          3.980000
          17000.00
          16602.74
          Corporate Debt Securities
        
        
          COMED FING III                 GTD PFD 6.35%33
          
            2033-03-15
          
          6.350000
          40000.00
          44032.64
          Corporate Debt Securities
        
        
          AT&amp;T INC                       GLBL NT 2.75%31
          549300Z40J86GGSTL398
          
            2031-06-01
          
          2.750000
          76000.00
          68300.48
          Corporate Debt Securities
        
        
          ABBVIE INC                     SR NT 2.9%22
          FR5LCKFTG8054YNNRU85
          
            2022-11-06
          
          2.900000
          48000.00
          48313.25
          Corporate Debt Securities
        
        
          ABBVIE INC                     SR GLBL NT 46
          FR5LCKFTG8054YNNRU85
          
            2046-05-14
          
          4.450000
          1000000.00
          965710.83
          Corporate Debt Securities
        
        
          AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.3%32
          
            2032-01-30
          
          3.300000
          1390000.00
          1182734.78
          Corporate Debt Securities
        
        
          ALBERTA PROV                   GLBL BD 1.3%30
          LQPXMHHNJKIPJYE53543
          
            2030-07-22
          
          1.300000
          20000.00
          17382.46
          Corporate Debt Securities
        
        
          ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 34
          MGCJBT4MKTQBVLNUIS88
          
            2034-03-15
          
          2.950000
          250000.00
          220091.74
          Corporate Debt Securities
        
        
          ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 30
          549300OSW32RVX8CCZ87
          
            2030-01-25
          
          2.950000
          9121000.00
          8122321.44
          Corporate Debt Securities
        
        
          ALTRIA GROUP INC               CR SEN SR GLBL39
          XSGZFLO9YTNO9VCQV219
          
            2039-02-06
          
          10.200000
          5289000.00
          7379248.06
          Corporate Debt Securities
        
        
          ALTRIA GROUP INC               GTD SR NT 4.5%43
          XSGZFLO9YTNO9VCQV219
          
            2043-05-02
          
          4.500000
          761000.00
          594093.68
          Corporate Debt Securities
        
        
          ALTRIA GROUP INC               SR GLBL NT 49
          XSGZFLO9YTNO9VCQV219
          
            2049-02-14
          
          5.950000
          559000.00
          525125.07
          Corporate Debt Securities
        
        
          ALTRIA GROUP INC               SR GLBL NT3.4%30
          XSGZFLO9YTNO9VCQV219
          
            2030-05-06
          
          3.400000
          4000.00
          3514.32
          Corporate Debt Securities
        
        
          HESS CORP                      SR NT 7.125%33
          UASVRYNXNK17ULIGK870
          
            2033-03-15
          
          7.125000
          954000.00
          1110781.15
          Corporate Debt Securities
        
        
          AMERICAN TOWER CORP            SR GLBL NT3.6%28
          5493006ORUSIL88JOE18
          
            2028-01-15
          
          3.600000
          2337000.00
          2236485.63
          Corporate Debt Securities
        
        
          AMERICAN TOWER CORP            SR GLBL NT3.1%50
          5493006ORUSIL88JOE18
          
            2050-06-15
          
          3.100000
          520000.00
          380577.02
          Corporate Debt Securities
        
        
          AMERICAN TOWER CORP            SR GLBL NT 51
          5493006ORUSIL88JOE18
          
            2051-01-15
          
          2.950000
          942000.00
          668694.92
          Corporate Debt Securities
        
        
          AMERICAN WTR CAP CORP          SR GLBL NT2.3%31
          5IDHQUFVC8Q2KIBBFF06
          
            2031-06-01
          
          2.300000
          25000.00
          22041.14
          Corporate Debt Securities
        
        
          ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 30
          TINT358G1SSHR3L3PW36
          
            2030-04-01
          
          5.625000
          1050000.00
          1098391.88
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46
          
            2046-02-01
          
          4.900000
          1400000.00
          1433820.89
          Corporate Debt Securities
        
        
          AON CORP                       SR GLBL NT 29
          LTS3U8DGK38SETRUWX71
          
            2029-05-02
          
          3.750000
          1000000.00
          977852.50
          Corporate Debt Securities
        
        
          APPLE INC                      SR GLBL NT 46
          HWUPKR0MPOU8FGXBT394
          
            2046-02-23
          
          4.650000
          910000.00
          992400.50
          Corporate Debt Securities
        
        
          APTIV PLC                      SR GLBL NT3.1%51
          
            2051-12-01
          
          3.100000
          2449000.00
          1645861.33
          Corporate Debt Securities
        
        
          ARES FIN CO IV LLC             GLBL 144A NT 52
          
            2052-02-01
          
          3.650000
          1097000.00
          801827.16
          Corporate Debt Securities
        
        
          ARES CAPITAL CORP              SR GLBL NT 25
          WEQ82666OJYSI5GUAB47
          
            2025-07-15
          
          3.250000
          227000.00
          214148.14
          Corporate Debt Securities
        
        
          ARES CAPITAL CORP              SR GLBL NT 26
          WEQ82666OJYSI5GUAB47
          
            2026-07-15
          
          2.150000
          100000.00
          86433.61
          Corporate Debt Securities
        
        
          ARES FIN CO II LLC             SR GLBL 144A 30
          54930012GWL4VKKENG46
          
            2030-06-15
          
          3.250000
          1250000.00
          1130977.78
          Corporate Debt Securities
        
        
          ASSURED GTY US HLDGS INC       SR GLBL NT 31
          5493007YCE0652G9TZ64
          
            2031-06-15
          
          3.150000
          405000.00
          364625.55
          Corporate Debt Securities
        
        
          ESSENTIAL PPTYS LP             SR GLBL NT 31
          254900XX9FNFCDE1NX02
          
            2031-07-15
          
          2.950000
          100000.00
          79804.72
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC              SR GLBL NT3.8%28
          
            2028-02-15
          
          3.800000
          15000.00
          14276.42
          Corporate Debt Securities
        
        
          EXXON MOBIL CORP               SR GLBL NT 46
          J3WHBG0MTS7O8ZVMDC91
          
            2046-03-01
          
          4.114000
          20000000.00
          19378862.22
          Corporate Debt Securities
        
        
          EXXON MOBIL CORP               GLBL NT 3.452%51
          J3WHBG0MTS7O8ZVMDC91
          
            2051-04-15
          
          3.452000
          8931000.00
          7787675.21
          Corporate Debt Securities
        
        
          FEDEX CORP                     SR GLBL NT 45
          549300E707U7WNPZN687
          
            2045-11-15
          
          4.750000
          500000.00
          486776.94
          Corporate Debt Securities
        
        
          FIDELITY &amp; GTY LIFE HLDGS INC  SR GLBL 144A 25
          549300WCR5QBFH98VZ75
          
            2025-05-01
          
          5.500000
          353000.00
          365547.19
          Corporate Debt Securities
        
        
          FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41
          6WQI0GK1PRFVBA061U48
          
            2041-03-01
          
          3.100000
          500000.00
          383692.22
          Corporate Debt Securities
        
        
          FIDELITY NATL FINL INC         SR GLBL NT3.2%51
          549300CAZYIH39SYQ287
          
            2051-09-17
          
          3.200000
          2500000.00
          1651533.33
          Corporate Debt Securities
        
        
          FIRST AMERN FINL CORP          SR GLBL NT 4%30
          549300B6VEZK3N0A1P55
          
            2030-05-15
          
          4.000000
          325000.00
          302315.72
          Corporate Debt Securities
        
        
          FLOWSERVE CORP                 SR GLBL NT3.5%30
          6Y0GK87T6V7NJKZJVM41
          
            2030-10-01
          
          3.500000
          1850000.00
          1601752.61
          Corporate Debt Securities
        
        
          GATX CORP                      SR GLBL NT 28
          549300IHYHCQP2PIR591
          
            2028-11-07
          
          4.550000
          285000.00
          288988.26
          Corporate Debt Securities
        
        
          GENERAL MTRS CO                SR GLBL NT 46
          54930070NSV60J38I987
          
            2046-04-01
          
          6.750000
          1085000.00
          1139266.27
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL NT 23
          5493008B6JBRUJ90QL97
          
            2023-05-15
          
          4.250000
          326000.00
          330301.93
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL NT2.7%27
          5493008B6JBRUJ90QL97
          
            2027-08-20
          
          2.700000
          217000.00
          197855.18
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41
          2S72QS2UO2OESLG6Y829
          
            2041-03-22
          
          3.400000
          1173000.00
          1011530.03
          Corporate Debt Securities
        
        
          BAT CAPITAL CORP               GLBL NT 4.906%30
          2138005GYEXN7XRHFA84
          
            2030-04-02
          
          4.906000
          1708000.00
          1645648.61
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL NT 31
          5493008B6JBRUJ90QL97
          
            2031-01-08
          
          2.350000
          265000.00
          213330.52
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL FL NT 24
          5493008B6JBRUJ90QL97
          
            2024-10-15
          
          2.153150
          279000.00
          270037.78
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 23
          784F5XWPLTWKTBV3E584
          
            2023-11-17
          
          0.627000
          57000.00
          56502.62
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 32
          784F5XWPLTWKTBV3E584
          
            2032-04-22
          
          2.615000
          136000.00
          117527.93
          Corporate Debt Securities
        
        
          BAT CAPITAL CORP               FR 2.259%032528
          2138005GYEXN7XRHFA84
          
            2028-03-25
          
          2.259000
          463000.00
          398361.03
          Corporate Debt Securities
        
        
          BPCE S A                       VR 091218-091223
          9695005MSX1OYEMGDF46
          
            2023-09-12
          
          2.961290
          1000000.00
          1005646.13
          Corporate Debt Securities
        
        
          BANCO SANTANDER S.A.           SNR NPF GLBL
          5493006QMFDDMYWIAM13
          
            2025-05-28
          
          2.746000
          800000.00
          765642.36
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FXD/FLT SR NT 48
          9DJT3UXIJIZJI4WXO774
          
            2048-01-20
          
          4.443000
          75000.00
          71343.81
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 3.97%030529
          9DJT3UXIJIZJI4WXO774
          
            2029-03-05
          
          3.970000
          285000.00
          281773.80
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 0.981%092525
          9DJT3UXIJIZJI4WXO774
          
            2025-09-25
          
          0.981000
          305000.00
          284884.94
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 1.734%072227
          9DJT3UXIJIZJI4WXO774
          
            2027-07-22
          
          1.734000
          8000.00
          7250.30
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 2.551%020428
          9DJT3UXIJIZJI4WXO774
          
            2028-02-04
          
          2.551000
          523000.00
          491432.08
          Corporate Debt Securities
        
        
          BANK NOVA SCOTIA B C           SUB GLBL COCO 25
          L3I9ZG2KFGXZ61BMYR72
          
            2025-12-16
          
          4.500000
          1525000.00
          1539296.88
          Corporate Debt Securities
        
        
          BANK NOVA SCOTIA B C           VR 031122-031124
          L3I9ZG2KFGXZ61BMYR72
          
            2024-03-11
          
          2.420980
          1000000.00
          998303.47
          Corporate Debt Securities
        
        
          BARCLAYS PLC                   SR GLBL COCO 24
          213800LBQA1Y9L22JB70
          
            2024-05-16
          
          4.338000
          200000.00
          201569.30
          Corporate Debt Securities
        
        
          BARCLAYS PLC                   SR GLBL COCO 24
          213800LBQA1Y9L22JB70
          
            2024-05-16
          
          2.791290
          550000.00
          550790.71
          Corporate Debt Securities
        
        
          BARCLAYS PLC                   SR GLBL NT 25
          213800LBQA1Y9L22JB70
          
            2025-05-07
          
          3.932000
          1500000.00
          1490199.33
          Corporate Debt Securities
        
        
          BECTON DICKINSON &amp; CO          SR GLBL NT 30
          ICE2EP6D98PQUILVRZ91
          
            2030-05-20
          
          2.823000
          7000.00
          6412.57
          Corporate Debt Securities
        
        
          BLACK HILLS CORP               SR GLBL NT2.5%30
          3MGELCRSTNSAMJ962671
          
            2030-06-15
          
          2.500000
          502000.00
          430944.69
          Corporate Debt Securities
        
        
          BLACKSTONE PRIVATE CREDIT FUND SR GLBL 144A 26
          549300ORP3TTCNXSYO43
          
            2026-12-15
          
          2.625000
          205000.00
          174891.31
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 27
          784F5XWPLTWKTBV3E584
          
            2027-10-21
          
          1.948000
          275000.00
          250809.04
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 25
          784F5XWPLTWKTBV3E584
          
            2025-01-24
          
          1.757000
          94000.00
          90654.92
          Corporate Debt Securities
        
        
          HF SINCLAIR CORP               CR SEN SR GLBL30
          
            2030-10-01
          
          4.500000
          337000.00
          321012.72
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC                 SUB NT 6.8%38
          MLU0ZO3ML4LN2LL2TL39
          
            2038-06-01
          
          6.800000
          1500000.00
          1678118.33
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            VR 110217-01158
          8I5DZWZKVSZI1NUHU748
          
            2087-01-15
          
          2.236000
          3802000.00
          3171756.40
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            EXT JR SB W FL7
          8I5DZWZKVSZI1NUHU748
          
            2077-05-15
          
          2.411290
          20000.00
          15499.13
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            ALT TIER I PERP
          8I5DZWZKVSZI1NUHU748
          
            2500-12-31
          
          3.650000
          62000.00
          56629.59
          Corporate Debt Securities
        
        
          MARATHON OIL CORP              SR GLBL NT6.6%37
          1FRVQX2CRLGC1XLP5727
          
            2037-10-01
          
          6.600000
          1000000.00
          1112773.33
          Corporate Debt Securities
        
        
          MCDONALDS CORP                 FR 3.7%013026
          UE2136O97NLB5BYP9H04
          
            2026-01-30
          
          3.700000
          263000.00
          271218.02
          Corporate Debt Securities
        
        
          MYLAN NV                       SR GLBL NT 46
          254900JOFV74IJ7H9933
          
            2046-06-15
          
          5.250000
          8925000.00
          7338373.00
          Corporate Debt Securities
        
        
          NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426
          549300XFX12G42QIKN82
          
            2026-09-14
          
          4.000000
          3000000.00
          2952900.00
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO LTD            SR GLBL 144A 27
          353800DRBDH1LUTNAY26
          
            2027-09-17
          
          4.345000
          351000.00
          334826.50
          Corporate Debt Securities
        
        
          ORACLE CORP                    SR GLBL NT3.6%40
          1Z4GXXU7ZHVWFCD8TV52
          
            2040-04-01
          
          3.600000
          7577000.00
          5946202.29
          Corporate Debt Securities
        
        
          COX COMMUNICATIONS INC NEW     SR GLBL 144A 30
          5493001NEDZNIFRP2R92
          
            2030-10-01
          
          1.800000
          27000.00
          22238.28
          Corporate Debt Securities
        
        
          CREDIT SUISSE AG NEW YORK      VR 080921-080923
          549300D0YARF5HYP1809
          
            2023-08-09
          
          1.556830
          2692000.00
          2682747.25
          Corporate Debt Securities
        
        
          DEUTSCHE BK AG N Y             SNR NPF GLBL
          7LTWFZYICNSX8D621K86
          
            2025-11-26
          
          3.961000
          565000.00
          548841.99
          Corporate Debt Securities
        
        
          DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30
          529900ERDFHS6C1M4U58
          
            2030-06-15
          
          8.750000
          1140000.00
          1467789.27
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             3.5%28
          0YQH6LCEF474UTUV4B96
          
            2028-04-06
          
          3.500000
          700000.00
          653153.28
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL NT 31
          6SHGI4ZSSLCXXQSBB395
          
            2031-01-29
          
          2.666000
          548000.00
          477044.96
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       SR GLBL FL NT 24
          5493008B6JBRUJ90QL97
          
            2024-03-08
          
          2.196920
          915000.00
          893527.06
          Corporate Debt Securities
        
        
          BECTON DICKINSON &amp; CO          SR GLBL NT 24
          ICE2EP6D98PQUILVRZ91
          
            2024-12-15
          
          3.734000
          14000.00
          14063.19
          Corporate Debt Securities
        
      
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0239
      145000829.40
      145000829.40
      0.0016
      N
      N
      Y
      N
    
    
      FICC - BANK OF NEW YORK
      FICC - BANK OF NEW YORK 2.300000%
      549300H47WTHXPU08X20
      ARP0TUOS9
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          2.250000
          359622100.00
          306000060.66
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      300000000.00
      300000000.00
      0.0033
      N
      Y
      Y
      N
    
    
      FEDERAL RESERVE BANK OF NEW YORK
      FEDERAL RESERVE BANK OF NEW YORK 2.300000%
      254900Y8NKGV541U8Q32
      0001457970
      ARP0TUQ16
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          1538800.00
          1826235.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          3.125000
          10674600.00
          10636464.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
          734275500.00
          701963068.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          1.625000
          424132700.00
          424260712.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-31
          
          2.125000
          7636147300.00
          7588514640.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-11-15
          
          1.750000
          653057100.00
          616712236.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.125000
          3811763300.00
          3729066162.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.875000
          2287225500.00
          1991094498.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          0.750000
          860016100.00
          799440211.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          144541500.00
          133355696.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          604032600.00
          576306000.14
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      16570000000.00
      16570000000.00
      0.1838
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES LLC
      WELLS FARGO SECURITIES LLC 2.310000%
      VYVVCKR63DVZZN70PB21
      0001224385
      ARP0TUQ65
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMS 02.500 CIBQ6816
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          2.500000
          9676757.00
          8874141.72
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLCA6925
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          90000.00
          66883.44
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB0985
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.500000
          892000.00
          752698.36
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB1575
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          2.500000
          4152195.00
          3801362.49
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CIFM1425
          B1V7KEBTPIMZEU4LTD58
          
            2034-08-01
          
          3.500000
          134323895.00
          59746199.98
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLFM2182
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          350000.00
          109959.64
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CIFM3326
          B1V7KEBTPIMZEU4LTD58
          
            2027-10-01
          
          3.500000
          274098.00
          101699.06
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBR2143
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          3.000000
          12597591.00
          10743578.33
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBT8900
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          3.000000
          4510999.00
          4275307.92
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBU1239
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          24408348.00
          23120428.35
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBU1876
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          3.500000
          3024081.00
          2702436.06
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLBW6048
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          5.000000
          20239732.00
          20981657.61
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLFM9850
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          3.000000
          6062798.00
          5779816.37
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAE7714
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          3.500000
          4477593.00
          392903.32
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLCA4016
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.000000
          50600.00
          18154.88
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0231
      136000000.00
      136000000.00
      0.0015
      N
      Y
      Y
      N
    
    
      RBC DOMINION SECURITIES INC
      RBC DOMINION SECURITIES INC 2.300000%
      549300QJJX6CVVUXLE15
      0001317808
      ARP0TUQ73
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNRA 2021-197 FD
          549300M8ZYFG0OCMTT87
          
            2051-11-20
          
          2.255540
          12494000.00
          10615529.29
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-009 FA
          549300M8ZYFG0OCMTT87
          
            2052-01-20
          
          2.305540
          100000000.00
          86978010.63
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-009 FB
          549300M8ZYFG0OCMTT87
          
            2052-01-20
          
          2.355540
          24159000.00
          21193368.36
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-034 FE
          549300M8ZYFG0OCMTT87
          
            2052-02-20
          
          2.325540
          52278000.00
          47070122.61
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2018-51 FE
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          2.826430
          26937098.00
          7366546.18
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2021-193 KF
          549300M8ZYFG0OCMTT87
          
            2051-11-20
          
          2.005540
          15910656.00
          13718547.34
          Agency Collateralized Mortgage Obligation
        
        
          FEPC 04.000 CLZJ0894
          S6XOOCT0IEG5ABCC6L87
          
            2040-12-01
          
          4.000000
          56778603.00
          4811742.50
          Agency Mortgage-Backed Securities
        
        
          FEPC 05.000 CLZS2038
          S6XOOCT0IEG5ABCC6L87
          
            2038-04-01
          
          5.000000
          552996554.00
          8720100.13
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7135 M
          549300M8ZYFG0OCMTT87
          
            2051-01-20
          
          2.000000
          55964.00
          41425.24
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7938 M
          549300M8ZYFG0OCMTT87
          
            2052-03-20
          
          3.500000
          44961780.00
          44236945.64
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          1.875000
          600.00
          564.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-28
          
          1.875000
          17564600.00
          17067058.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          24999900.00
          29669673.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          3.125000
          14143000.00
          14023193.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          100.00
          106.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          300.00
          257.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.125000
          34700.00
          33777.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.625000
          100.00
          85.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          0.250000
          28936500.00
          26758907.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-09-30
          
          0.375000
          600.00
          532.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-06-30
          
          1.250000
          100.00
          91.93
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          992800.00
          972612.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          2.500000
          3890000.00
          3901622.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          1.625000
          100.00
          96.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.000000
          31285800.00
          30950144.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          44100.00
          55226.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          1.375000
          100.00
          95.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          1.375000
          28700.00
          21288.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-02-15
          
          1.875000
          200.00
          155.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-02-15
          
          0.125000
          300.00
          275.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          1.750000
          11882500.00
          9370042.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2052-02-15
          
          2.250000
          27119900.00
          23146112.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          13900.00
          13779.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          3.000000
          49999900.00
          47991110.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          2.750000
          207292500.00
          191728681.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          1077000.00
          1293875.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          2.250000
          200.00
          170.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          21062900.00
          16928479.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-08-15
          
          1.375000
          24999900.00
          17024913.94
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      660000000.00
      660000000.00
      0.0073
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER SA
      BANCO SANTANDER SA 2.305000%
      5493006QMFDDMYWIAM13
      0000891478
      ARP0TUQ81
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMS 03.500 CLFS1174
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.500000
          2000.00
          1969.68
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.500 CLAC8576
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          5.500000
          2016.00
          137.19
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CTMA4204
          B1V7KEBTPIMZEU4LTD58
          
            2040-12-01
          
          2.000000
          2048.00
          1468.32
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL3238
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          2.980000
          70607.00
          67540.38
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLCA0454
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.000000
          395170.00
          119513.45
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLCB0090
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          82884099.00
          67998131.94
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLCB0498
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.000000
          2143.00
          1793.69
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB2151
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          2.500000
          6168.00
          5533.40
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB2286
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          881222.00
          792013.35
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLCB3499
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.500000
          1074090.00
          1051898.80
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0231
      68000000.00
      68000000.00
      0.0008
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 2.420000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      ARP0TUQA6
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          PROSHARES TR II                ULSHT BLOOMB OIL
          4PKM6KFN002N7WVKNN49
          
            2500-12-31
          
          N/A
          95.00
          2196.40
          Equities
        
        
          GLADSTONE ACQUISITION CORP     CLASS A COM
          
            2500-12-31
          
          N/A
          11410.00
          115697.40
          Equities
        
        
          GLENFARNE MERGER CORP          CLASS A COM
          
            2500-12-31
          
          N/A
          93996.00
          922570.74
          Equities
        
        
          GLOBALINK INVT INC             COM
          
            2500-12-31
          
          N/A
          25698.00
          255952.08
          Equities
        
        
          AGBA ACQUISITION LTD           SHS
          5493006NA1XBERP7JE98
          
            2500-12-31
          
          N/A
          2649.00
          30092.64
          Equities
        
        
          ALPHA STAR ACQUISITION CORP    ORDINARY SHARES
          
            2500-12-31
          
          N/A
          17363.00
          172935.48
          Equities
        
        
          ARIES I ACQUISITION CORP       CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          46893.00
          476432.88
          Equities
        
        
          AUTHENTIC EQUITY ACQUISTN CORP CL A SHS
          
            2500-12-31
          
          N/A
          46345.00
          457193.42
          Equities
        
        
          BLUE SAFARI GRP ACQUISITN CORP CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          6878.00
          69914.87
          Equities
        
        
          OXBRIDGE ACQUISITION CORP      COM CL A
          
            2500-12-31
          
          N/A
          25449.00
          256271.43
          Equities
        
        
          PERCEPTION CAPITAL CORP II     CLASS A ORD
          
            2500-12-31
          
          N/A
          38586.00
          389332.74
          Equities
        
        
          POPULATION HEALTH INVS CO INC  SHS CL A
          
            2500-12-31
          
          N/A
          28866.00
          286639.38
          Equities
        
        
          VICKERS VANTAGE CORP I         SHS
          
            2500-12-31
          
          N/A
          33863.00
          348450.27
          Equities
        
        
          ARDAGH METAL PACKAGING S A     SHS
          5493009WKQTU4FN9G032
          
            2500-12-31
          
          N/A
          284167.00
          1861293.85
          Equities
        
        
          ISHARES INC                    MSCI AUST ETF
          549300X7CW3B8850WA94
          
            2500-12-31
          
          N/A
          200.00
          4490.00
          Equities
        
        
          ISHARES INC                    MSCI GERMANY ETF
          5493004D0K60CDIFRQ61
          
            2500-12-31
          
          N/A
          26.00
          600.34
          Equities
        
        
          GOLDENBRIDGE ACQUISITION LTD   SHS
          
            2500-12-31
          
          N/A
          7487.00
          76142.79
          Equities
        
        
          GREENCITY ACQUISITION CORP     COM
          
            2500-12-31
          
          N/A
          30130.00
          318474.10
          Equities
        
        
          MALACCA STRAITS ACQUISITION CO COM CL A
          
            2500-12-31
          
          N/A
          8791.00
          89580.29
          Equities
        
        
          MODEL PERFORMANCE ACQU CORP    CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          9338.00
          95434.36
          Equities
        
        
          HEALTHEQUITY INC               COM
          529900LRJU1RAFQHM467
          
            2500-12-31
          
          N/A
          27690.00
          1605743.10
          Equities
        
        
          HEALTHCARE SERVICES ACQU CORP  COM CL A
          
            2500-12-31
          
          N/A
          55776.00
          551066.88
          Equities
        
        
          HENNESSY CAPITAL INVS CORP V   COM CL A
          
            2500-12-31
          
          N/A
          118944.00
          1175166.72
          Equities
        
        
          IGNYTE ACQUISITION CORP        COM
          
            2500-12-31
          
          N/A
          9755.00
          96818.38
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   SR LN ETF
          549300SIHU6DQELRNG59
          
            2500-12-31
          
          N/A
          82400.00
          1726280.00
          Equities
        
        
          CORNER GROWTH ACQUISITN CORP 2 CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          39970.00
          402497.90
          Equities
        
        
          ISHARES INC                    MSCI HONG KG ETF
          5493006QGDOVMY5SAY54
          
            2500-12-31
          
          N/A
          6.00
          128.94
          Equities
        
        
          HAMILTON LANE ALLIANCE HLDGS I COM CL A
          
            2500-12-31
          
          N/A
          44495.00
          439610.60
          Equities
        
        
          ELECTRONIC ARTS INC            COM
          549300O7A67PUEYKDL45
          
            2500-12-31
          
          N/A
          2229.00
          296858.22
          Equities
        
        
          EPIPHANY TECHNOLOGY ACQUISIT   COM CL A
          
            2500-12-31
          
          N/A
          41687.00
          411450.69
          Equities
        
        
          FIRST RESERVE SUSTAINABLE GWT  CLASS A COM
          
            2500-12-31
          
          N/A
          32388.00
          318050.16
          Equities
        
        
          5 01 ACQUISITION CORP          COM CL A
          
            2500-12-31
          
          N/A
          21978.00
          218461.32
          Equities
        
        
          GCM GROSVENOR INC              COM CL A
          
            2500-12-31
          
          N/A
          286916.00
          2243683.12
          Equities
        
        
          GIGINTERNATIONAL1 INC          COM
          
            2500-12-31
          
          N/A
          14605.00
          147364.45
          Equities
        
        
          CF ACQUISITION CORP VIII       CLASS A COM
          
            2500-12-31
          
          N/A
          38708.00
          392499.12
          Equities
        
        
          CF ACQUISITION CORP IV         COM CL A
          
            2500-12-31
          
          N/A
          74646.00
          737502.48
          Equities
        
        
          CLOVER LEAF CAPITAL CORP       COM CL A
          
            2500-12-31
          
          N/A
          10914.00
          111213.66
          Equities
        
        
          DTRT HEALTH ACQUISITION CORP   COM CL A
          
            2500-12-31
          
          N/A
          82458.00
          832001.22
          Equities
        
        
          DATA KNIGHTS ACQUISITION CORP  CLASS A COM
          
            2500-12-31
          
          N/A
          13812.00
          142263.60
          Equities
        
        
          EDIFY ACQUISITION CORP         CL A
          
            2500-12-31
          
          N/A
          43185.00
          426667.80
          Equities
        
        
          ASTREA ACQUISITION CORP        COM CL A
          
            2500-12-31
          
          N/A
          28603.00
          281739.55
          Equities
        
        
          BANNIX ACQUISITION CORP        COM
          
            2500-12-31
          
          N/A
          2826.00
          28203.48
          Equities
        
        
          BENESSERE CAPITAL ACQUSTN CORP COM CL A
          
            2500-12-31
          
          N/A
          54829.00
          568028.44
          Equities
        
        
          BETTER WORLD ACQUISITION CORP  COM
          
            2500-12-31
          
          N/A
          80305.00
          831156.75
          Equities
        
        
          BIG SKY GROWTH PARTNERS INC    CLASS A COM
          
            2500-12-31
          
          N/A
          8033.00
          78562.74
          Equities
        
        
          BRIGHT LIGHTS ACQUISITION CORP COM CL A
          
            2500-12-31
          
          N/A
          5250.00
          51870.00
          Equities
        
        
          ABRI SPAC I INC                COMMON STOCK
          
            2500-12-31
          
          N/A
          20432.00
          204115.68
          Equities
        
        
          PARSEC CAPITAL ACQUISITION     CL A
          
            2500-12-31
          
          N/A
          22247.00
          224917.17
          Equities
        
        
          PONO CAPITAL CORP              CLASS A COM
          
            2500-12-31
          
          N/A
          17984.00
          182537.60
          Equities
        
        
          PROSHARES TR                   ULTRASHRT S&amp;P50
          1X5PN4N7IS336EIQEE06
          
            2500-12-31
          
          N/A
          55594.00
          2399992.98
          Equities
        
        
          KLUDEIN I ACQUISITION CORP     CL A
          
            2500-12-31
          
          N/A
          62849.00
          632260.94
          Equities
        
        
          LUCID DIAGNOSTICS INC          COM
          
            2500-12-31
          
          N/A
          134752.00
          396170.88
          Equities
        
        
          MAQUIA CAPITAL ACQUISITION CRP CLASS A COM
          
            2500-12-31
          
          N/A
          42846.00
          440028.42
          Equities
        
        
          MINORITY EQUALITY OPPORTUNITIE CLASS A COM
          
            2500-12-31
          
          N/A
          32785.00
          332439.90
          Equities
        
        
          PHP VENTURES ACQUISITION CORP  CLASS A COM
          
            2500-12-31
          
          N/A
          2061.00
          20857.32
          Equities
        
        
          ISHARES INC                    CORE MSCI EMKT
          5493007C24Z3ZDJ0VD06
          
            2500-12-31
          
          N/A
          48600.00
          2391120.00
          Equities
        
        
          ISLEWORTH HEALTHCARE ACQU CORP COM
          
            2500-12-31
          
          N/A
          52324.00
          522193.52
          Equities
        
        
          WELSBACH TECH METALS ACQU CORP COM
          
            2500-12-31
          
          N/A
          17827.00
          177378.65
          Equities
        
        
          ISHARES TR                     MSCI EMG MKT ETF
          549300BPYHDEDI59G670
          
            2500-12-31
          
          N/A
          36800.00
          1477520.00
          Equities
        
        
          TASTEMAKER ACQUISITION CORP    COM CL A
          
            2500-12-31
          
          N/A
          30808.00
          307463.84
          Equities
        
        
          TISHMAN SPEYER INNOVATION CORP COM CL A
          
            2500-12-31
          
          N/A
          32773.00
          322158.59
          Equities
        
        
          VANGUARD BD INDEX FDS          SHORT TRM BOND
          
            2500-12-31
          
          N/A
          1800.00
          139428.00
          Equities
        
        
          ROSECLIFF ACQUISITION CORP I   COM CL A
          
            2500-12-31
          
          N/A
          28130.00
          276799.20
          Equities
        
        
          SPDR SER TR                    S&amp;P INS ETF
          5493000JPXJASDQETJ56
          
            2500-12-31
          
          N/A
          47.00
          1772.84
          Equities
        
        
          SANABY HEALTH ACQUISITION CORP CL A COM
          549300MPJINOH7RSHC73
          
            2500-12-31
          
          N/A
          34321.00
          345955.68
          Equities
        
        
          SELECT SECTOR SPDR TR          FINANCIAL
          549300Y12KQ6ZG08NY28
          
            2500-12-31
          
          N/A
          72202.00
          2399994.48
          Equities
        
        
          SPINDLETOP HEALTH ACQUISITION  COM CL A
          
            2500-12-31
          
          N/A
          54369.00
          546408.45
          Equities
        
        
          NXP SEMICONDUCTORS N V         COM
          724500M9BY5293JDF951
          
            2500-12-31
          
          N/A
          13106.00
          2399970.72
          Equities
        
        
          INDUSTRIAL TECH ACQSTNS II INC CLASS A COM
          
            2500-12-31
          
          N/A
          13427.00
          134270.00
          Equities
        
        
          BLUE WORLD ACQUISITION CORP    CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          32953.00
          327552.82
          Equities
        
        
          BULL HORN HLDGS CORP           SHS
          
            2500-12-31
          
          N/A
          15258.00
          154563.54
          Equities
        
        
          ISHARES TR                     CORE S&amp;P500 ETF
          5493007M4YMN8XL48C14
          
            2500-12-31
          
          N/A
          200.00
          81642.00
          Equities
        
        
          PROSHARES TR II                ULTRA BLOOMBERG
          549300EPPCKR546IOD19
          
            2500-12-31
          
          N/A
          100.00
          8621.00
          Equities
        
        
          ACHARI VENTURES HLDGS CORP I   COM
          549300WXLNJWTBJTI395
          
            2500-12-31
          
          N/A
          24489.00
          245379.78
          Equities
        
        
          AMERICAN HOMES 4 RENT          CL A
          549300ZJUO7A58PNUW40
          
            2500-12-31
          
          N/A
          18164.00
          680968.36
          Equities
        
        
          ARISZ ACQUISITION CORP         COMMON STOCK
          
            2500-12-31
          
          N/A
          3952.00
          39124.80
          Equities
        
        
          PNM RES INC                    COM
          5493003JOBJGLZSDDQ28
          
            2500-12-31
          
          N/A
          22501.00
          1090173.45
          Equities
        
        
          PAPAYA GRWT OPPORTUNITY CORP I CLASS A COM
          549300U6L3FU6EKJUM40
          
            2500-12-31
          
          N/A
          28741.00
          286835.18
          Equities
        
        
          PAYPAL HLDGS INC               COM
          5493005X2GO78EFZ3E94
          
            2500-12-31
          
          N/A
          27952.00
          2399958.72
          Equities
        
        
          MOUNTAIN CREST ACQSTN CORP III COM
          
            2500-12-31
          
          N/A
          7737.00
          76905.78
          Equities
        
        
          ISHARES TR                     ISHARES BIOTECH
          549300S7IVD88MPK0066
          
            2500-12-31
          
          N/A
          600.00
          74472.00
          Equities
        
        
          ISHARES TR                     CORE S&amp;P US VLU
          5493000QQ8DI7M01C732
          
            2500-12-31
          
          N/A
          949.00
          66819.09
          Equities
        
        
          ISHARES TR                     U.S. REAL ES ETF
          549300SJWB2CPZFPT616
          
            2500-12-31
          
          N/A
          8500.00
          846175.00
          Equities
        
        
          ISHARES TR                     ESG AWR MSCI USA
          549300N2OW8SZV95FP93
          
            2500-12-31
          
          N/A
          26522.00
          2399975.78
          Equities
        
        
          WORLD GOLD TR                  SPDR GLD MINIS
          5493002IEEMEY6LRJ932
          
            2500-12-31
          
          N/A
          5500.00
          191785.00
          Equities
        
        
          ISHARES TR                     CORE US AGGBD ET
          549300F7VSXTKBGHJE47
          
            2500-12-31
          
          N/A
          6100.00
          634766.00
          Equities
        
        
          ISHARES TR                     IBOXX INV CP ETF
          549300FYCXFXG8POR355
          
            2500-12-31
          
          N/A
          9800.00
          1120532.00
          Equities
        
        
          ISHARES TR                     MSCI EAFE ETF
          549300O0XO3KDQV68404
          
            2500-12-31
          
          N/A
          1300.00
          84266.00
          Equities
        
        
          VANGUARD WORLD FDS             HEALTH CAR ETF
          
            2500-12-31
          
          N/A
          4100.00
          1007329.00
          Equities
        
        
          SPDR SER TR                    S&amp;P REGL BKG
          549300EFWJBKUN6WJX52
          
            2500-12-31
          
          N/A
          4100.00
          257890.00
          Equities
        
        
          SPDR SER TR                    S&amp;P RETAIL ETF
          549300HHG63HQV071458
          
            2500-12-31
          
          N/A
          882.00
          55663.02
          Equities
        
        
          VANGUARD SCOTTSDALE FDS        LG-TERM COR BD
          
            2500-12-31
          
          N/A
          3200.00
          271616.00
          Equities
        
        
          VERINT SYS INC                 COM
          549300KEQJS5FRVUCO94
          
            2500-12-31
          
          N/A
          53191.00
          2399977.92
          Equities
        
        
          SPDR SER TR                    S&amp;P OILGAS EXP
          5493001H1FSSB667C124
          
            2500-12-31
          
          N/A
          700.00
          92820.00
          Equities
        
        
          SEAPORT CALIBRE MATLS ACQUISIT CLASS A COM
          
            2500-12-31
          
          N/A
          30822.00
          308836.44
          Equities
        
        
          SELECT SECTOR SPDR TR          SBI CONS STPLS
          549300Z52QUV3UXHLA68
          
            2500-12-31
          
          N/A
          200.00
          15014.00
          Equities
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0242
      48000000.00
      48000000.00
      0.0005
      N
      Y
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 2.300000%
      ZBUT11V806EZRVTWT807
      0000782124
      ARP0TUQE8
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNII ET CO3437 C
          549300M8ZYFG0OCMTT87
          
            2062-05-20
          
          3.000000
          1886462.00
          1765353.75
          Agency Mortgage-Backed Securities
        
        
          GNPL PN CO7982
          549300M8ZYFG0OCMTT87
          
            2057-08-15
          
          3.710000
          9453200.00
          9748683.92
          Agency Mortgage-Backed Securities
        
        
          GNMI SF BT0809 X
          549300M8ZYFG0OCMTT87
          
            2050-03-15
          
          3.000000
          5916180.00
          1398219.20
          Agency Mortgage-Backed Securities
        
        
          GNCL CL BU9697
          549300M8ZYFG0OCMTT87
          
            2062-07-15
          
          2.940000
          8843984.00
          8594165.04
          Agency Mortgage-Backed Securities
        
        
          GNCL CL BW3074
          549300M8ZYFG0OCMTT87
          
            2063-03-15
          
          2.750000
          2402892.00
          2310036.78
          Agency Mortgage-Backed Securities
        
        
          GNCL CL CE9473
          549300M8ZYFG0OCMTT87
          
            2063-04-15
          
          2.930000
          5907320.00
          5744253.68
          Agency Mortgage-Backed Securities
        
        
          GNPL LM CH6568
          549300M8ZYFG0OCMTT87
          
            2054-05-15
          
          3.190000
          15248.00
          15262.74
          Agency Mortgage-Backed Securities
        
        
          GNII SF CK8463 C
          549300M8ZYFG0OCMTT87
          
            2052-04-20
          
          2.500000
          22851776.00
          20791022.62
          Agency Mortgage-Backed Securities
        
        
          GNII ET CK9594 C
          549300M8ZYFG0OCMTT87
          
            2062-06-20
          
          4.500000
          9664.00
          9772.05
          Agency Mortgage-Backed Securities
        
        
          GNPL PN CL2742
          549300M8ZYFG0OCMTT87
          
            2057-07-15
          
          3.380000
          13820000.00
          14028404.06
          Agency Mortgage-Backed Securities
        
        
          GNCL CS CL4455
          549300M8ZYFG0OCMTT87
          
            2064-03-15
          
          4.500000
          2435004.00
          2545645.71
          Agency Mortgage-Backed Securities
        
        
          GNII ET CM1998 C
          549300M8ZYFG0OCMTT87
          
            2055-05-20
          
          3.000000
          66888.00
          62447.91
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.000 CLSD0856
          S6XOOCT0IEG5ABCC6L87
          
            2052-01-01
          
          2.000000
          284423168.00
          249999919.44
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLSD1373
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.000000
          10384.00
          10015.81
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.525 CLAU4814
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          2.525000
          194557.00
          39723.15
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLAV3215
          B1V7KEBTPIMZEU4LTD58
          
            2043-11-01
          
          5.000000
          32682.00
          9642.48
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBV4195
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          19600.00
          18571.13
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLBW3058
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          5.000000
          5120.00
          5301.41
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLBW6130
          B1V7KEBTPIMZEU4LTD58
          
            2052-08-01
          
          4.500000
          5736.00
          5974.49
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLCA0688
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          3.500000
          300000.00
          82374.55
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCA8131
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          500000.00
          356784.70
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CICB3207
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          2.500000
          10371.00
          9709.88
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLFS2111
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          4.500000
          28642432.00
          29358958.53
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CL932888
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          3.500000
          150000.00
          32058.54
          Agency Mortgage-Backed Securities
        
        
          GNII SF AB9531 C
          549300M8ZYFG0OCMTT87
          
            2042-12-20
          
          3.500000
          2000000.00
          266338.51
          Agency Mortgage-Backed Securities
        
        
          GNAR AS MA0338 M
          549300M8ZYFG0OCMTT87
          
            2042-08-20
          
          1.625000
          2980616.00
          78167.08
          Agency Mortgage-Backed Securities
        
        
          GNAR AF MA5537 M
          549300M8ZYFG0OCMTT87
          
            2048-10-20
          
          2.500000
          3694004.00
          612437.48
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA8096 M
          549300M8ZYFG0OCMTT87
          
            2052-06-20
          
          2.000000
          64207232.00
          58902676.73
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7533 M
          549300M8ZYFG0OCMTT87
          
            2051-08-20
          
          2.000000
          1590000.00
          1343227.53
          Agency Mortgage-Backed Securities
        
        
          GNII SF CN4966 C
          549300M8ZYFG0OCMTT87
          
            2052-07-20
          
          4.500000
          3551900.00
          3631537.15
          Agency Mortgage-Backed Securities
        
        
          GNII SF CN6478 C
          549300M8ZYFG0OCMTT87
          
            2052-07-20
          
          5.000000
          3425216.00
          3553620.12
          Agency Mortgage-Backed Securities
        
        
          GNII RG CN7249 C
          549300M8ZYFG0OCMTT87
          
            2050-02-20
          
          4.000000
          2735310.00
          2767350.68
          Agency Mortgage-Backed Securities
        
        
          GNII SF CO3297 C
          549300M8ZYFG0OCMTT87
          
            2052-07-20
          
          5.000000
          2288544.00
          2368670.25
          Agency Mortgage-Backed Securities
        
        
          GNII ET CO3351 C
          549300M8ZYFG0OCMTT87
          
            2062-05-20
          
          3.500000
          21533184.00
          20445070.91
          Agency Mortgage-Backed Securities
        
        
          GNII SF CM3586 C
          549300M8ZYFG0OCMTT87
          
            2052-05-20
          
          2.500000
          1569860.00
          1469905.89
          Agency Mortgage-Backed Securities
        
        
          GNMI SF BI8449 X
          549300M8ZYFG0OCMTT87
          
            2048-10-15
          
          5.500000
          2518204.00
          179005.50
          Agency Mortgage-Backed Securities
        
        
          GNII SF BW4515 C
          549300M8ZYFG0OCMTT87
          
            2040-07-20
          
          5.000000
          6953936.00
          3947249.45
          Agency Mortgage-Backed Securities
        
        
          GNCL CL CC1883
          549300M8ZYFG0OCMTT87
          
            2063-05-15
          
          2.580000
          2748360.00
          2606296.36
          Agency Mortgage-Backed Securities
        
        
          GNPL LM CD9017
          549300M8ZYFG0OCMTT87
          
            2060-04-15
          
          3.300000
          12816016.00
          12770489.63
          Agency Mortgage-Backed Securities
        
        
          GNPL PN CI1047
          549300M8ZYFG0OCMTT87
          
            2061-12-15
          
          2.930000
          1000000.00
          978420.58
          Agency Mortgage-Backed Securities
        
        
          GNII SF CI3675 C
          549300M8ZYFG0OCMTT87
          
            2051-08-20
          
          3.500000
          2038940.00
          1522939.94
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLSD8001
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          70000.00
          9626.30
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.000 CLSD8199
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          2.000000
          466000.00
          410580.00
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBP2333
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          7071680.00
          5227751.03
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLFM5298
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          39000.00
          16604.96
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLFM7599
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          3.500000
          64925696.00
          32900697.38
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CTMA0939
          B1V7KEBTPIMZEU4LTD58
          
            2031-11-01
          
          4.500000
          600000.00
          63273.36
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CTMA2873
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          3.500000
          20136.00
          5647.54
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA0533 M
          549300M8ZYFG0OCMTT87
          
            2042-11-20
          
          3.000000
          938000.00
          149718.80
          Agency Mortgage-Backed Securities
        
        
          GNAR AF MA1692 M
          549300M8ZYFG0OCMTT87
          
            2044-02-20
          
          2.625000
          244180224.00
          10070855.07
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA4127 M
          549300M8ZYFG0OCMTT87
          
            2046-12-20
          
          3.500000
          87002.00
          18490.19
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA4560 M
          549300M8ZYFG0OCMTT87
          
            2032-07-20
          
          3.500000
          1050000.00
          244721.37
          Agency Mortgage-Backed Securities
        
        
          GNII JM MA6241 M
          549300M8ZYFG0OCMTT87
          
            2049-09-20
          
          2.500000
          1400000.00
          120744.62
          Agency Mortgage-Backed Securities
        
        
          GNII JM MA6030 M
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          119996.00
          5918.71
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7938 M
          549300M8ZYFG0OCMTT87
          
            2052-03-20
          
          3.500000
          1140000.00
          1121621.92
          Agency Mortgage-Backed Securities
        
        
          GNMI SF BA2348 X
          549300M8ZYFG0OCMTT87
          
            2047-05-15
          
          4.500000
          25053.00
          8396.39
          Agency Mortgage-Backed Securities
        
        
          GNPL PN AR3421
          549300M8ZYFG0OCMTT87
          
            2059-12-15
          
          3.220000
          9770.00
          9795.03
          Agency Mortgage-Backed Securities
        
        
          GNAR AF 082410 M
          549300M8ZYFG0OCMTT87
          
            2039-10-20
          
          1.750000
          6075000.00
          229852.04
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      500000000.00
      500000000.00
      0.0055
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC
      DAIWA CAPITAL MARKETS AMERICA INC 2.300000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      ARP0TUQL2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-15
          
          6.625000
          24000.00
          30788.21
          Agency Debentures and Agency Strips
        
        
          GNII SF MA8103 M
          549300M8ZYFG0OCMTT87
          
            2052-06-20
          
          5.500000
          13301135.00
          13835674.35
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA8151 M
          549300M8ZYFG0OCMTT87
          
            2052-07-20
          
          4.500000
          1758882.00
          1798316.13
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.000 CLSD8215
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.000000
          101176.00
          100656.59
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLSD8236
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          3.500000
          407085.00
          402916.95
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB837923
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          2.376000
          2166.00
          36.89
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLBH7105
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          4.500000
          2992081.00
          1489660.50
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.000 CLSD8237
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.000000
          1529835.00
          1539673.54
          Agency Mortgage-Backed Securities
        
        
          FEPC 05.000 CLSD8239
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          5.000000
          709038.00
          730355.15
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLQD9615
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          3.500000
          15450543.00
          15192539.99
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLQE0744
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          3.500000
          15577168.00
          15166488.93
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.000 CLQE6219
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.000000
          200000.00
          201472.22
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLCB3629
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          4.000000
          97060225.00
          95974448.38
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLFS0313
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.000000
          12000000.00
          10443342.98
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLMA4700
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          4.000000
          300000.00
          302022.33
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLMA4737
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          5.000000
          16876516.00
          17396800.24
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBV9701
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.000000
          164205.00
          158074.16
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAL5477
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.000000
          3417202.00
          850351.24
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAP1289
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          6019000.00
          850519.85
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CTRB5169
          S6XOOCT0IEG5ABCC6L87
          
            2042-06-01
          
          3.500000
          81626.00
          81055.75
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CNMA3132
          B1V7KEBTPIMZEU4LTD58
          
            2027-09-01
          
          3.500000
          409556.00
          87069.62
          Agency Mortgage-Backed Securities
        
        
          FNMS 01.500 CLMA4464
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          1.500000
          460905.00
          383420.69
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBP2977
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          690661.00
          264152.29
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBP7667
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          6720000.00
          5215307.96
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBW0491
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          19058290.00
          19183898.01
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLCA2372
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          7251239.00
          1578546.42
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CIBM3231
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          3.500000
          34438.00
          6604.30
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBO4501
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          9741903.00
          4317319.18
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.000 CLZM7308
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          554889.00
          126993.38
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.000 CLSD8204
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          2.000000
          7091.00
          6282.73
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CNRD5102
          S6XOOCT0IEG5ABCC6L87
          
            2032-06-01
          
          3.000000
          294929.00
          284913.08
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      200000000.00
      200000000.00
      0.0022
      N
      Y
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 2.850000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TUQN8
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          Farm Federal Credit Bank
          254900C5LP6DN9OP9V83
          
            2023-03-09
          
          0.125000
          1000.00
          982.95
          Agency Debentures and Agency Strips
        
        
          3.00 FHLB 26 HF
          2549001DPIFGXC1TOL40
          
            2026-09-11
          
          3.000000
          85000.00
          86575.13
          Agency Debentures and Agency Strips
        
        
          Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2038-08-06
          
          6.210000
          49000.00
          65824.37
          Agency Debentures and Agency Strips
        
        
          EAGLE RE 2021-1 LTD            M-2    20331025 FLT
          
            2033-10-25
          
          5.964220
          27804000.00
          25683630.57
          Asset-Backed Securities
        
        
          OCTAGON INV PTNRS 2014-21R3    A-1A-R 20310214 FLT
          549300XIS9D4AHDX5A35
          
            2031-02-14
          
          2.411290
          1570372.00
          1540702.24
          Asset-Backed Securities
        
        
          CPS AUTO REC TR 2022-B         D      20280815 0.0
          
            2028-08-15
          
          5.190000
          1429000.00
          1408808.71
          Asset-Backed Securities
        
        
          AMERICREDIT AUTO REC TR 2021-3 A-3    20260818 0.7
          
            2026-08-18
          
          0.760000
          16000.00
          15401.73
          Asset-Backed Securities
        
        
          FLAGSHIP CR AUTO TR 2021-2     A      20261215 0.3
          
            2026-12-15
          
          0.370000
          70000.00
          25069.71
          Asset-Backed Securities
        
        
          GLS AT REC ISS TR 2022-2       D      20280415 6.1
          
            2028-04-15
          
          6.150000
          5821000.00
          5849462.75
          Asset-Backed Securities
        
        
          DRYDEN CLO LTD 2019-76R        C-R    20341020 FLT
          
            2034-10-20
          
          4.709860
          1450000.00
          1336829.62
          Asset-Backed Securities
        
        
          TOWD POINT ASSET TR 2018-SL1   A      20460125 FLT
          54930022FYEFQVX02P24
          
            2046-01-25
          
          2.223570
          145000.00
          30016.34
          Asset-Backed Securities
        
        
          TOYOTA AUTO RECV 2020-A OWN TR A-3    20240515 1.6
          
            2024-05-15
          
          1.660000
          100000.00
          42741.09
          Asset-Backed Securities
        
        
          CITIBANK CCIT 2017-A6          A      20290514 FLT
          R8AG6FXVDQAMDKCSJJ64
          
            2029-05-14
          
          2.741430
          5950000.00
          5868938.76
          Asset-Backed Securities
        
        
          SHACKLETON CLO LTD 2013-3R     F-R    20300715 FLT
          549300S9WB2KLCOJR134
          
            2030-07-15
          
          10.532000
          5318000.00
          4200559.39
          Asset-Backed Securities
        
        
          SHELL INTERNATIONAL FIN BV     GLBL NT 3%51
          213800ITMMKU4Z7I4F78
          
            2051-11-26
          
          3.000000
          6000.00
          4760.10
          Corporate Debt Securities
        
        
          SOCIETE GENERALE               FR 2.889%060932
          O2RNE8IBXP4R0TD8PU41
          
            2032-06-09
          
          2.889000
          1426000.00
          1157673.15
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI FIN GRP INC    GLBL NT 1.474%25
          35380028MYWPB6AUO129
          
            2025-07-08
          
          1.474000
          4883000.00
          4546951.13
          Corporate Debt Securities
        
        
          BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48
          
            2048-06-15
          
          4.050000
          180000.00
          172229.40
          Corporate Debt Securities
        
        
          CAMERON LNG LLC                SR SEC GLBL 38
          549300C39FLHGVD73K22
          
            2038-01-15
          
          3.402000
          818000.00
          725658.43
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INC         SR GLBL NT2.9%50
          549300GHBMY8T5GXDE41
          
            2050-05-15
          
          2.900000
          3000.00
          2373.69
          Corporate Debt Securities
        
        
          ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 33
          MGCJBT4MKTQBVLNUIS88
          
            2033-02-01
          
          1.875000
          491000.00
          388474.70
          Corporate Debt Securities
        
        
          ALLY FINL INC                  TIER I PERP GLBL
          549300JBN1OSM8YNAI90
          
            2500-12-31
          
          4.700000
          6536000.00
          5535084.22
          Corporate Debt Securities
        
        
          ALLY FINL INC                  TIER I PERP GLBL
          549300JBN1OSM8YNAI90
          
            2500-12-31
          
          4.700000
          2387000.00
          2021457.47
          Corporate Debt Securities
        
        
          ALTICE FINANCING S.A.          SR SEC GLBL 29
          549300DIYGW8HVDF7Q17
          
            2029-08-15
          
          5.750000
          11728000.00
          10525228.44
          Corporate Debt Securities
        
        
          AMERICAN HOMES 4 RENT L P      GLBL NT 3.375%51
          549300N4PXZ37U8QKI55
          
            2051-07-15
          
          3.375000
          220000.00
          156572.35
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 48
          549300CRGMZK3K53BF92
          
            2048-10-06
          
          4.439000
          2997000.00
          2834693.05
          Corporate Debt Securities
        
        
          ELEVANCE HEALTH INC            GLBL NT 2.25%30
          8MYN82XMYQH89CTMTH67
          
            2030-05-15
          
          2.250000
          3000.00
          2666.78
          Corporate Debt Securities
        
        
          APPLE INC                      SR GLBL NT 26
          HWUPKR0MPOU8FGXBT394
          
            2026-08-04
          
          2.450000
          4000.00
          3967.28
          Corporate Debt Securities
        
        
          BAT CAPITAL CORP               GLBL NT 4.906%30
          2138005GYEXN7XRHFA84
          
            2030-04-02
          
          4.906000
          22000.00
          21196.88
          Corporate Debt Securities
        
        
          BMW US CAP LLC EXTND IAM FLTG  GLBL 144A NT 27
          KK5MZM9DIXLXZL9DZL15
          
            2027-04-01
          
          3.450000
          604000.00
          603799.67
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             VR 030518-030524
          9DJT3UXIJIZJI4WXO774
          
            2024-03-05
          
          2.400710
          12000.00
          11946.29
          Corporate Debt Securities
        
        
          GENERAL MTRS FINL CO INC       PERP SUB GLBL -C
          5493008B6JBRUJ90QL97
          
            2500-12-31
          
          5.700000
          297000.00
          285666.97
          Corporate Debt Securities
        
        
          GILEAD SCIENCES INC            SR GLBL NT 23
          549300WTZWR07K8MNV44
          
            2023-09-29
          
          0.750000
          10000.00
          9734.50
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 26
          784F5XWPLTWKTBV3E584
          
            2026-02-25
          
          3.750000
          3000.00
          3048.30
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 4.1%060326
          PBLD0EJDB5FWOLXP3B76
          
            2026-06-03
          
          4.100000
          1000.00
          1008.43
          Corporate Debt Securities
        
        
          BMW US CAP LLC EXTND IAM FLTG  SR GLBL REGS 25
          KK5MZM9DIXLXZL9DZL15
          
            2025-04-09
          
          3.900000
          554000.00
          565410.55
          Corporate Debt Securities
        
        
          BANK OF MONTREAL               FR 1.5%102926
          NQQ6HPCNCCU6TUTQYE16
          
            2026-10-29
          
          1.500000
          1000.00
          936.40
          Corporate Debt Securities
        
        
          BANK OF MONTREAL               FR 1%111524
          NQQ6HPCNCCU6TUTQYE16
          
            2024-11-15
          
          1.000000
          2000.00
          1901.39
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COS INC          5.75%27
          B3BS7ACMDUWISF18KY76
          
            2027-08-15
          
          5.750000
          950000.00
          818134.72
          Corporate Debt Securities
        
        
          BLACKROCK INC                  SR GLBL NT2.1%32
          549300LRIF3NWCU26A80
          
            2032-02-25
          
          2.100000
          3000.00
          2613.07
          Corporate Debt Securities
        
        
          BOEING CO                      CR SEN SR GLBL60
          RVHJWBXLJ1RFUBSY1F30
          
            2060-05-01
          
          5.930000
          2897000.00
          2896581.54
          Corporate Debt Securities
        
        
          BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 31
          BVHHEFJI6SHNOKQT2572
          
            2031-01-30
          
          3.250000
          2000.00
          1806.40
          Corporate Debt Securities
        
        
          VALE OVERSEAS LTD              SR GLBL NT 36
          254900BA3U6G5DNV5V04
          
            2036-11-21
          
          6.875000
          292000.00
          316874.34
          Corporate Debt Securities
        
        
          VISA INC                       SR GLBL NT 30
          549300JZ4OKEHW3DPJ59
          
            2030-04-15
          
          2.050000
          5000.00
          4571.91
          Corporate Debt Securities
        
        
          CITIGROUP INC                  PERP SUB GLBL -W
          6SHGI4ZSSLCXXQSBB395
          
            2500-12-31
          
          4.000000
          1000.00
          935.44
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL G STP 35
          6SHGI4ZSSLCXXQSBB395
          
            2035-08-31
          
          2.000000
          2000.00
          1506.18
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL G STP 36
          6SHGI4ZSSLCXXQSBB395
          
            2036-05-31
          
          3.500000
          49000.00
          44317.86
          Corporate Debt Securities
        
        
          COCA COLA CO                   SR GLBL NT 30
          UWJKFUJFZ02DKWI3RY53
          
            2030-03-25
          
          3.450000
          250000.00
          253415.83
          Corporate Debt Securities
        
        
          DIAMONDBACK ENERGY INC         SR GLBL NT 31
          549300R22LSX6OHWEN64
          
            2031-03-24
          
          3.125000
          225000.00
          204673.66
          Corporate Debt Securities
        
        
          DISH DBS CORPORATION           SR GLBL NT 24
          
            2024-11-15
          
          5.875000
          3000.00
          2806.46
          Corporate Debt Securities
        
        
          OFFICE PPTYS INCOME TR         SR GLBL NT2.4%27
          
            2027-02-01
          
          2.400000
          1419000.00
          1143482.23
          Corporate Debt Securities
        
        
          PROTECTIVE LIFE GLOBAL FUNDING SR SEC GLBL 25
          635400EVYITCJYWL2I50
          
            2025-07-15
          
          1.170000
          1836000.00
          1698180.66
          Corporate Debt Securities
        
        
          RAYTHEON TECHNOLOGIES CORP     SR GLBL NT 30
          I07WOS4YJ0N7YRFE7309
          
            2030-07-01
          
          2.250000
          20000.00
          17839.40
          Corporate Debt Securities
        
        
          SAN DIEGO GAS &amp; ELEC CO        1ST MTG BD FR 4
          KNIRVXKVNJJ4P8OTMS63
          
            2047-06-01
          
          3.750000
          1000.00
          883.36
          Corporate Debt Securities
        
        
          KAISER FNDTN HOSP/HLTH MTN BE  SR -2017 BD 27
          DW4Z57L3G4IRMHYZYK62
          
            2027-05-01
          
          3.150000
          3000.00
          2987.07
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 4%072325
          IGJSJL3JD5P30I6NJZ34
          
            2025-07-23
          
          4.000000
          1000.00
          1009.10
          Corporate Debt Securities
        
        
          NIELSEN COMPANY                SR GLBL 144A 25
          549300MFMRJBOPHHM352
          
            2025-02-01
          
          5.000000
          1500000.00
          1517508.33
          Corporate Debt Securities
        
        
          AT&amp;T INC                       SR GLBL NT3.8%2
          549300Z40J86GGSTL398
          
            2027-02-15
          
          3.800000
          3000.00
          3045.69
          Corporate Debt Securities
        
        
          ABBVIE INC                     SR GLBL NT3.2%29
          FR5LCKFTG8054YNNRU85
          
            2029-11-21
          
          3.200000
          2000.00
          1908.79
          Corporate Debt Securities
        
        
          BP CAP MKTS AMER INC           SR GLBL NT 25
          5493009NTB34VXE1T760
          
            2025-09-21
          
          3.796000
          1000.00
          1027.51
          Corporate Debt Securities
        
        
          HEALTHPEAK PROPERTIES INC      SR GLBL NT3.5%29
          PZ9HF5U52KPF0MH0QN75
          
            2029-07-15
          
          3.500000
          12000.00
          11307.49
          Corporate Debt Securities
        
        
          HALLIBURTON CO                 SR GLBL NT 43
          ENYF8GB5SMQZ25S06U51
          
            2043-08-01
          
          4.750000
          150000.00
          142347.92
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            SR NT 3.125%25
          8I5DZWZKVSZI1NUHU748
          
            2025-01-23
          
          3.125000
          2000.00
          1997.30
          Corporate Debt Securities
        
        
          JAZZ SECURITIES DESIGNATED ACT SR SEC GLBL 29
          6354009DV8VV7K6KOO02
          
            2029-01-15
          
          4.375000
          200000.00
          188840.28
          Corporate Debt Securities
        
        
          ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 29
          MGCJBT4MKTQBVLNUIS88
          
            2029-12-15
          
          2.750000
          2000.00
          1796.36
          Corporate Debt Securities
        
        
          ENTERGY LA LLC                 1M GLBL BD 32
          0V5453U14HDZO63CGH17
          
            2032-06-15
          
          2.350000
          1000.00
          870.16
          Corporate Debt Securities
        
        
          JOHNSON &amp; JOHNSON              SR GLBL NT1.3%3
          549300G0CFPGEF6X2043
          
            2030-09-01
          
          1.300000
          2000.00
          1759.01
          Corporate Debt Securities
        
        
          NATIONAL RURAL UTILS COOP FIN  FR 0.35%020824
          4NYF266XZC35SCTGX023
          
            2024-02-08
          
          0.350000
          225000.00
          215946.56
          Corporate Debt Securities
        
        
          CORPORACION NACIONAL DEL COBRE SR GLBL REGS 43
          549300UVMBCBCIPSUI70
          
            2043-10-18
          
          5.625000
          9894000.00
          10118309.35
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 4.948%072228
          9DJT3UXIJIZJI4WXO774
          
            2028-07-22
          
          4.948000
          10974000.00
          11264724.43
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 5.015%072233
          9DJT3UXIJIZJI4WXO774
          
            2033-07-22
          
          5.015000
          3038000.00
          3150421.61
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP          GLBL NT 3.273%30
          ZUE8T73ROZOF6FLBAR73
          
            2030-03-01
          
          3.273000
          2022000.00
          1851209.41
          Corporate Debt Securities
        
        
          CITIGROUP GLOBAL MKTS HLDGS IN FR 3.2%071527
          82VOJDD5PTRDMVVMGV31
          
            2027-07-15
          
          3.200000
          1000.00
          925.36
          Corporate Debt Securities
        
        
          CITIGROUP INC                  FR 3%112129
          6SHGI4ZSSLCXXQSBB395
          
            2029-11-21
          
          3.000000
          29000.00
          25852.53
          Corporate Debt Securities
        
        
          CITIGROUP INC                  FR 2%033032
          6SHGI4ZSSLCXXQSBB395
          
            2032-03-30
          
          2.000000
          13000.00
          10159.64
          Corporate Debt Securities
        
        
          CITIGROUP INC                  FR 2.85%111526
          6SHGI4ZSSLCXXQSBB395
          
            2026-11-15
          
          2.850000
          45000.00
          42539.32
          Corporate Debt Securities
        
        
          CITIGROUP GLOBAL MKTS HLDGS IN VR 073117-073157
          82VOJDD5PTRDMVVMGV31
          
            2057-07-31
          
          2.507290
          38000.00
          37703.15
          Corporate Debt Securities
        
        
          CITIGROUP GLOBAL MKTS HLDGS IN SR IDX ZRO LKD22
          82VOJDD5PTRDMVVMGV31
          
            2022-09-01
          
          0.00
          5000.00
          5205.50
          Corporate Debt Securities
        
        
          CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL N STP 25
          82VOJDD5PTRDMVVMGV31
          
            2025-03-31
          
          2.500000
          9000.00
          8793.66
          Corporate Debt Securities
        
        
          APPLE INC                      SR GLBL NT 61
          HWUPKR0MPOU8FGXBT394
          
            2061-08-05
          
          2.850000
          5000.00
          3917.72
          Corporate Debt Securities
        
        
          CALIFORNIA INSTITUTE OF TECH   -2011 BD 4.7%11
          549300CITPNHOTVPHC04
          
            2111-11-01
          
          4.700000
          1000.00
          1006.90
          Corporate Debt Securities
        
        
          CANADIAN NATL RY CO            SR NT 3.2%46
          3SU7BEP7TH9YEQOZCS77
          
            2046-08-02
          
          3.200000
          630000.00
          525945.00
          Corporate Debt Securities
        
        
          CANADIAN NATL RY CO            SR GLBL NT 49
          3SU7BEP7TH9YEQOZCS77
          
            2049-01-20
          
          4.450000
          10000.00
          9942.23
          Corporate Debt Securities
        
        
          ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 29
          MGCJBT4MKTQBVLNUIS88
          
            2029-12-15
          
          2.750000
          2085000.00
          1872707.62
          Corporate Debt Securities
        
        
          PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44
          549300FNENFFSMO3GT38
          
            2044-03-17
          
          7.250000
          70000.00
          71860.83
          Corporate Debt Securities
        
        
          ROYAL BK CDA                   FR 2.3%110331
          ES7IP3U3RHIGC71XBU11
          
            2031-11-03
          
          2.300000
          2000.00
          1725.47
          Corporate Debt Securities
        
        
          SYSCO CORP                     SR GLBL NT3.3%50
          5RGWIFLMGH3YS7KWI652
          
            2050-02-15
          
          3.300000
          8000.00
          6323.79
          Corporate Debt Securities
        
        
          T MOBILE USA INC               SR SEC GLBL NT40
          549300V2JRLO5DIFGE82
          
            2040-04-15
          
          4.375000
          25000.00
          23460.97
          Corporate Debt Securities
        
        
          F&amp;G GLOBAL FUNDING             SR SEC GLBL 27
          6354009CCUKJIZ7KFX73
          
            2027-04-11
          
          2.300000
          9000.00
          8297.55
          Corporate Debt Securities
        
        
          JOHNS HOPKINS UNIV             SINK BD 4.083%53
          549300Z1XKWYKTIOM958
          
            2053-07-01
          
          4.083000
          1000.00
          977.71
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL G STP 31
          6SHGI4ZSSLCXXQSBB395
          
            2031-11-17
          
          2.000000
          1000.00
          841.32
          Corporate Debt Securities
        
        
          JANUS HENDERSON GROUP PLC      SR GLBL NT 25
          8T2ZO87FU1KVPZIG9I59
          
            2025-08-01
          
          4.875000
          1229000.00
          1282048.76
          Corporate Debt Securities
        
        
          JANUS HENDERSON GROUP PLC      SR GLBL NT 25
          8T2ZO87FU1KVPZIG9I59
          
            2025-08-01
          
          4.875000
          706000.00
          736473.90
          Corporate Debt Securities
        
        
          SG RESIDENTIAL MTG TR 2019-3   A-1    20590925 FLT
          
            2059-09-25
          
          2.703000
          859939.00
          32410.12
          Private Label Collateralized Mortgage Obligations
        
        
          GS MRTGE BCKD SEC TR 2021-PJ7  A-8    20520125 FLT
          
            2052-01-25
          
          2.500000
          515000.00
          410590.80
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2021-4        A-3-B  20510825 FLT
          
            2051-08-25
          
          2.000000
          622698.00
          422140.83
          Private Label Collateralized Mortgage Obligations
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-22
          
          0.00
          900.00
          890.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          100.00
          99.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          3617600.00
          4157337.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          2.750000
          19386200.00
          19574024.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          1.625000
          1630600.00
          1568227.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          400.00
          384.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          0.125000
          100.00
          98.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          0.125000
          3532300.00
          3459024.93
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-10-31
          
          1.375000
          100.00
          92.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.461160
          45219300.00
          45298572.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.500000
          1000.00
          996.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-29
          
          0.00
          729400.00
          726686.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-27
          
          0.00
          1968500.00
          1956899.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          4.750000
          72900.00
          92383.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
          2438000.00
          2330713.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          13692300.00
          11004649.02
          U.S. Treasuries (including strips)
        
      
      Y
      2022-09-02
      2022-09-02
      2022-10-27
      Y
      
        BNP Paribas SA
        1.0000
        35
        N
      
      N
      N
      0.0285
      193000000.00
      193000000.00
      0.0021
      N
      N
      N
      Y
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.380000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      ARP0TUQR9
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-06
          
          0.00
          99413100.00
          98985822.50
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0238
      97000000.00
      97000000.00
      0.0011
      N
      N
      Y
      N
    
    
      BARCLAYS BANK PLC
      BARCLAYS BANK PLC 2.300000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      ARP0TUQV0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FRESB MTG TR 2020-SB78         B      20400725 FLT
          
            2040-07-25
          
          7.500000
          40974138.00
          27692117.91
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TR 2021-KF97         CS     20301226 FLT
          
            2030-12-26
          
          9.588790
          35116000.00
          24383360.43
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2021-SB86         B      20410325 FLT
          
            2041-03-25
          
          7.500000
          35961042.00
          30588869.30
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TRUST 2021-KLU3      B-FL   20281127 FLT
          
            2028-11-27
          
          4.502290
          1492000.00
          1387981.12
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TRUST 2021-KLU3      C-FL   20281127 FLT
          
            2028-11-27
          
          8.752290
          4476000.00
          3997956.38
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2021-SB85         B      20410325 FLT
          
            2041-03-25
          
          7.500000
          23183173.00
          19868660.59
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2015-SB10         B      20351225 FLT
          
            2035-12-25
          
          3.865370
          7409945.00
          2148214.26
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TR 2019-KF58         C      20260125 FLT
          
            2026-01-25
          
          7.786710
          20217081.00
          6943524.85
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TR 2017-KF27         C      20261225 FLT
          
            2026-12-25
          
          12.286700
          52575000.00
          11756103.93
          Agency Collateralized Mortgage Obligation
        
        
          FREM MTG TR 2017-KSW3          C      20270525 FLT
          
            2027-05-25
          
          9.786710
          41551000.00
          10775167.69
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TR 2017-KF35         C      20240925 FLT
          
            2024-09-25
          
          11.536700
          27523968.00
          7533012.50
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2018-SB57         B      20380925 FLT
          5493007KMHT1I8NPE263
          
            2038-09-25
          
          5.068490
          57632062.00
          34604350.34
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TR 2020-KF86         C      20270825 FLT
          
            2027-08-25
          
          10.786700
          76950199.00
          22514970.17
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2015-SB3          B      20450125 FLT
          549300GEP5N0IMB2D553
          
            2045-01-25
          
          10.435100
          19276270.00
          3086480.01
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MTG TR 2016-KF13         C      20251225 FLT
          
            2025-12-25
          
          12.286700
          10000000.00
          2759480.80
          Agency Collateralized Mortgage Obligation
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      200000000.00
      200000000.00
      0.0022
      N
      Y
      Y
      N
    
    
      BARCLAYS BANK PLC
      BARCLAYS BANK PLC 2.420000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      ARP0TUQW8
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          LIVE NATION ENTERTAINMENT INC  COM
          5493007B9BM9ZXJINO78
          
            2500-12-31
          
          N/A
          19850.00
          1847638.00
          Equities
        
        
          MCDONALDS CORP                 COM
          UE2136O97NLB5BYP9H04
          
            2500-12-31
          
          N/A
          9111.00
          2400384.06
          Equities
        
        
          MERCK &amp; CO INC                 COM
          4YV9Y5M8S0BRK1RP0397
          
            2500-12-31
          
          N/A
          26689.00
          2400408.66
          Equities
        
        
          CHURCH &amp; DWIGHT CO INC         COM
          POOXSI30AWAQGYJZC921
          
            2500-12-31
          
          N/A
          2219.00
          213489.99
          Equities
        
        
          GENERAC HLDGS INC              COM
          529900S2H2AHJHSFFI84
          
            2500-12-31
          
          N/A
          2252.00
          578516.28
          Equities
        
        
          GILEAD SCIENCES INC            COM
          549300WTZWR07K8MNV44
          
            2500-12-31
          
          N/A
          1.00
          60.40
          Equities
        
        
          GOLDMAN SACHS GROUP INC        COM
          784F5XWPLTWKTBV3E584
          
            2500-12-31
          
          N/A
          7293.00
          2400199.23
          Equities
        
        
          VISA INC                       COM CL A
          549300JZ4OKEHW3DPJ59
          
            2500-12-31
          
          N/A
          11357.00
          2400301.95
          Equities
        
        
          WALMART INC                    COM
          Y87794H0US1R65VBXU25
          
            2500-12-31
          
          N/A
          18500.00
          2400375.00
          Equities
        
        
          AMERICAN EXPRESS CO            COM
          R4PP93JZOLY261QX3811
          
            2500-12-31
          
          N/A
          15778.00
          2400464.92
          Equities
        
        
          AUTOZONE INC                   COM
          GA3JGKJ41LJKXDN23E90
          
            2500-12-31
          
          N/A
          399.00
          850049.55
          Equities
        
        
          CHEVRON CORP NEW               COM
          
            2500-12-31
          
          N/A
          15961.00
          2400374.79
          Equities
        
        
          MICROSOFT CORP                 COM
          INR2EJN1ERAN0W5ZP974
          
            2500-12-31
          
          N/A
          8684.00
          2400344.44
          Equities
        
        
          DEVON ENERGY CORP NEW          COM
          54930042348RKR3ZPN35
          
            2500-12-31
          
          N/A
          1993.00
          120317.41
          Equities
        
        
          JPMORGAN CHASE &amp; CO            COM
          8I5DZWZKVSZI1NUHU748
          
            2500-12-31
          
          N/A
          20908.00
          2400447.48
          Equities
        
        
          INTL GNRL INSURANCE HLDNGS LTD SHS
          
            2500-12-31
          
          N/A
          12600.00
          91350.00
          Equities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-06-30
          
          0.875000
          100.00
          93.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-31
          
          0.625000
          10124300.00
          9336532.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-15
          
          0.375000
          1100.00
          1044.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-30
          
          1.500000
          300.00
          279.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-06-30
          
          1.875000
          100000.00
          96870.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          2.875000
          99800.00
          101337.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          13117900.00
          12335704.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-15
          
          0.250000
          100.00
          96.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          0.750000
          800.00
          745.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          0.750000
          100.00
          92.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          2716800.00
          3198059.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          3.875000
          100.00
          112.90
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0242
      48000000.00
      48000000.00
      0.0005
      N
      Y
      Y
      N
    
    
      BMO CAPITAL MARKETS CORP
      BMO CAPITAL MARKETS CORP 2.410000%
      RUC0QBLBRPRCU4W1NE59
      0000772028
      ARP0TUQX6
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          0.625 FHLB 23 HU
          2549001DPIFGXC1TOL40
          
            2023-12-22
          
          0.625000
          265000.00
          256536.53
          Agency Debentures and Agency Strips
        
        
          HESS CORP                      SR GLBL NT7.3%31
          UASVRYNXNK17ULIGK870
          
            2031-08-15
          
          7.300000
          1000.00
          1176.07
          Corporate Debt Securities
        
        
          WESTPAC BKG CORP               COCO SUB FX/FL31
          EN5TNI6CI43VEPAMHL14
          
            2031-11-23
          
          4.322000
          1397000.00
          1368618.08
          Corporate Debt Securities
        
        
          SCHWAB CHARLES CORP            ALT TIER I PERP
          549300VSGCJ7E698NM85
          
            2500-12-31
          
          5.375000
          3000000.00
          3056729.17
          Corporate Debt Securities
        
        
          TECK RESOURCES LTD             GTD SR NT 6%40
          T8KI5SQ2JRWHL7XY0E11
          
            2040-08-15
          
          6.000000
          33000.00
          33441.98
          Corporate Debt Securities
        
        
          TRANSCANADA PIPELINE STRIP     SR NT 6.1%40
          5BV01I6231JPDAPMGH09
          
            2040-06-01
          
          6.100000
          4000.00
          4433.19
          Corporate Debt Securities
        
        
          PARTNERRE FINANCE B LLC        JR SB GLBL NT 50
          549300O0FAGHK2F79881
          
            2050-10-01
          
          4.500000
          6460000.00
          5731635.00
          Corporate Debt Securities
        
        
          PENSKE TRUCK LEASING CO L P    SR GLBL 144A 24
          
            2024-11-01
          
          2.700000
          5569000.00
          5408222.97
          Corporate Debt Securities
        
        
          PENSKE TRUCK LEASING CO L P    SR GLBL 144A 29
          
            2029-11-01
          
          3.350000
          8091000.00
          7567179.67
          Corporate Debt Securities
        
        
          SANTANDER UK GROUP HOLDINGS    GLBL COCO 28
          549300F5XIFGNNW4CF72
          
            2028-01-11
          
          2.469000
          1143000.00
          1026979.21
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR NT 6.25%41
          784F5XWPLTWKTBV3E584
          
            2041-02-01
          
          6.250000
          5850000.00
          6888098.75
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 38
          784F5XWPLTWKTBV3E584
          
            2038-10-31
          
          4.017000
          800000.00
          745472.73
          Corporate Debt Securities
        
        
          INTERNATIONAL BUSINESS MACHS   SR NT 5.6%39
          VGRQXHF3J8VDLUA7XE92
          
            2039-11-30
          
          5.600000
          976000.00
          1073861.35
          Corporate Debt Securities
        
        
          KEMPER CORP                    GLBL NT 3.8%32
          549300FNI1JKTRY2PV09
          
            2032-02-23
          
          3.800000
          12406000.00
          11535553.69
          Corporate Debt Securities
        
        
          OLD REP INTL CORP              SR GLBL NT 51
          549300IV6O2YY2A1KH37
          
            2051-06-11
          
          3.850000
          17965000.00
          14399546.33
          Corporate Debt Securities
        
        
          FS KKR CAP CORP                SR GLBL NT 27
          549300TYRSI1T21B1360
          
            2027-07-15
          
          3.250000
          3318000.00
          2916700.80
          Corporate Debt Securities
        
        
          FIDELITY &amp; GTY LIFE HLDGS INC  SR GLBL 144A 25
          549300WCR5QBFH98VZ75
          
            2025-05-01
          
          5.500000
          500000.00
          517772.22
          Corporate Debt Securities
        
        
          GATX CORP                      SR GLBL NT 4%30
          549300IHYHCQP2PIR591
          
            2030-06-30
          
          4.000000
          560000.00
          533927.64
          Corporate Debt Securities
        
        
          GEORGIA PWR CO                 SR GLBL 2010B 40
          D981X4Z4RWS7PDMJUZ03
          
            2040-06-01
          
          5.400000
          1578000.00
          1595073.96
          Corporate Debt Securities
        
        
          GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31
          
            2031-06-15
          
          3.125000
          2023000.00
          1647570.54
          Corporate Debt Securities
        
        
          CANADIAN PAC RY CO NEW         GLBL NT 2.45%31
          54930036474DURYNB481
          
            2031-12-02
          
          2.450000
          102000.00
          91767.27
          Corporate Debt Securities
        
        
          DEUTSCHE TELEKOM INTL FIN B V  GLBL 144A NT 38
          529900ERDFHS6C1M4U58
          
            2038-06-21
          
          4.750000
          150000.00
          148892.08
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 SR GLBL NT 25
          549300GZKULIZ0WOW665
          
            2025-03-24
          
          3.350000
          2000.00
          2028.88
          Corporate Debt Securities
        
        
          ENBRIDGE ENERGY PARTNERS L P   SR NT 5.5%40
          CZ6VG2MNE1J6YDI02G48
          
            2040-09-15
          
          5.500000
          2000.00
          2085.76
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT5.8%38
          MTLVN9N7JE8MIBIJ1H73
          
            2038-06-15
          
          5.800000
          3000.00
          2909.31
          Corporate Debt Securities
        
        
          EVEREST REINS HLDGS INC        SR GLBL NT3.5%50
          
            2050-10-15
          
          3.500000
          8780000.00
          6948765.16
          Corporate Debt Securities
        
        
          BANK OF MONTREAL               LW TIER II GLBL
          NQQ6HPCNCCU6TUTQYE16
          
            2028-10-05
          
          4.338000
          11890000.00
          12038113.73
          Corporate Debt Securities
        
        
          BLUE OWL FINANCE LLC           SR GLBL 144A 32
          254900OF2NO2GYFV5T41
          
            2032-02-15
          
          4.375000
          13647000.00
          12200425.58
          Corporate Debt Securities
        
        
          BOEING CO                      CR SEN SR GLBL40
          RVHJWBXLJ1RFUBSY1F30
          
            2040-05-01
          
          5.705000
          466000.00
          473081.13
          Corporate Debt Securities
        
        
          BROWN &amp; BROWN INC              SR GLBL NT4.2%3
          549300PC8KTJ71XKFY89
          
            2032-03-17
          
          4.200000
          1027000.00
          980969.86
          Corporate Debt Securities
        
        
          CVS HEALTH CORP                4.78%38
          549300EJG376EN5NQE29
          
            2038-03-25
          
          4.780000
          2000.00
          2010.19
          Corporate Debt Securities
        
        
          AMERICAN EQTY INVT LIFE HLD CO CR SEN SR GLBL27
          549300RK5RZQ740FPL83
          
            2027-06-15
          
          5.000000
          8355000.00
          8409316.78
          Corporate Debt Securities
        
        
          AMERICAN INTL GROUP INC        SR GLBL NT 35
          ODVCVCQG2BP6VHV36M30
          
            2035-01-15
          
          3.875000
          1135000.00
          1058883.43
          Corporate Debt Securities
        
        
          AMERICAN INTL GROUP INC        SR GLBL NT 50
          ODVCVCQG2BP6VHV36M30
          
            2050-06-30
          
          4.375000
          596000.00
          553823.65
          Corporate Debt Securities
        
        
          AMFAM HOLDINGS INC             SR GLBL 144A 51
          
            2051-03-11
          
          3.833000
          400000.00
          332217.27
          Corporate Debt Securities
        
        
          ARES FIN CO IV LLC             GLBL 144A NT 52
          
            2052-02-01
          
          3.650000
          2879000.00
          2104339.47
          Corporate Debt Securities
        
        
          BANCO SANTANDER S.A.           SNR NPF GLBL 27
          5493006QMFDDMYWIAM13
          
            2027-04-11
          
          4.250000
          2000000.00
          1978440.00
          Corporate Debt Securities
        
        
          RIO TINTO FIN USA LTD          SR NT 5.2%40
          213800RX94ZKEZXPKH58
          
            2040-11-02
          
          5.200000
          3682000.00
          4035827.93
          Corporate Debt Securities
        
        
          SANTANDER HOLDINGS USA INC     SR GLBL NT 25
          549300SMVCQN2P0O6I58
          
            2025-06-09
          
          4.260000
          1000000.00
          994206.67
          Corporate Debt Securities
        
        
          MACQUARIE BK LTD               SUB GLBL COCO 30
          4ZHCHI4KYZG2WVRT8631
          
            2030-06-03
          
          3.624000
          6272000.00
          5586390.95
          Corporate Debt Securities
        
        
          BROOKFIELD FIN INC             SR NT 4.25%26
          549300XH8D8K6OYWGD17
          
            2026-06-02
          
          4.250000
          431000.00
          435986.31
          Corporate Debt Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          1.875000
          2000.00
          1881.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-05-15
          
          2.875000
          165000.00
          168725.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-06-30
          
          3.250000
          1210700.00
          1254661.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          0.250000
          531000.00
          492114.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-31
          
          0.500000
          100.00
          89.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-09-30
          
          0.250000
          400.00
          369.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          0.750000
          67000.00
          62409.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-15
          
          0.250000
          4600.00
          4379.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-30
          
          1.250000
          5000.00
          4706.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          2.500000
          10000.00
          9979.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          2.125000
          352600.00
          347138.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          0.125000
          100.00
          97.83
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0241
      121000000.00
      121000000.00
      0.0013
      N
      N
      Y
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 2.300000%
      549300HN4UKV1E2R3U73
      0001675365
      ARP0TUQZ1
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Freddie Mac
          S6XOOCT0IEG5ABCC6L87
          
            2044-03-01
          
          3.830000
          15516419.00
          14263314.98
          Agency Collateralized Mortgage Obligation
        
        
          FNAR XX.XXX LB794808
          B1V7KEBTPIMZEU4LTD58
          
            2034-10-01
          
          1.465000
          11000.00
          7.61
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WN813586
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          2.550000
          11000.00
          31.87
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB826082
          B1V7KEBTPIMZEU4LTD58
          
            2035-07-01
          
          1.805000
          43000.00
          156.21
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB829708
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          3.758000
          43000.00
          570.74
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB835058
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          2.978000
          43000.00
          655.58
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS844532
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.280000
          11000.00
          189.26
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS849926
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          2.738000
          1670699.00
          114718.70
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0793
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          4.150000
          2000000.00
          1977724.83
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0855
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          4.150000
          1696000.00
          1758839.82
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0058
          B1V7KEBTPIMZEU4LTD58
          
            2038-09-01
          
          3.970000
          702000.00
          667836.16
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX H2BL0062
          B1V7KEBTPIMZEU4LTD58
          
            2031-07-01
          
          3.780000
          2174000.00
          2121540.34
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0092
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          3.690000
          437000.00
          445818.22
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0122
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          3.800000
          6110000.00
          6309305.48
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0218
          B1V7KEBTPIMZEU4LTD58
          
            2030-12-01
          
          3.800000
          14365871.00
          14903909.58
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0243
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          3.800000
          3000000.00
          3097309.67
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0340
          B1V7KEBTPIMZEU4LTD58
          
            2030-10-01
          
          3.760000
          4374000.00
          4534024.73
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL0375
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.370000
          1025000.00
          1004543.54
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0409
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-01
          
          3.780000
          4417000.00
          4576917.49
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0411
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-01
          
          3.890000
          15660000.00
          16365789.24
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0407
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          4.020000
          7860000.00
          7850994.48
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0466
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          3.690000
          406000.00
          414192.67
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HXBL0547
          B1V7KEBTPIMZEU4LTD58
          
            2025-11-01
          
          3.780000
          6196000.00
          6155579.68
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0661
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          3.990000
          20000000.00
          19743295.45
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0745
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          4.090000
          2556000.00
          2567441.99
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1672
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          3.960000
          5995000.00
          6285871.40
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0939
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          4.300000
          977000.00
          979945.33
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1016
          B1V7KEBTPIMZEU4LTD58
          
            2028-12-01
          
          3.955000
          4036000.00
          4195636.36
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1126
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          4.000000
          4000000.00
          3848521.27
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL1303
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.750000
          794000.00
          755489.25
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1362
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          3.800000
          5458000.00
          5412136.24
          Agency Mortgage-Backed Securities
        
        
          MNMS 04.690 MLBL1470
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.690000
          368000.00
          360253.40
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1444
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.620000
          2000000.00
          1916760.88
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1454
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          3.870000
          3262000.00
          3162655.99
          Agency Mortgage-Backed Securities
        
        
          MNMS 04.080 MLBL1502
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.080000
          8398000.00
          7961861.69
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1480
          B1V7KEBTPIMZEU4LTD58
          
            2029-02-01
          
          3.520000
          2106222.00
          2136608.00
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1584
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          3.890000
          3706000.00
          3603924.96
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1618
          B1V7KEBTPIMZEU4LTD58
          
            2034-03-01
          
          3.750000
          6000000.00
          6247714.00
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1644
          B1V7KEBTPIMZEU4LTD58
          
            2034-03-01
          
          3.660000
          4506000.00
          4626182.53
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1984
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          180000.00
          182587.00
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1985
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          190000.00
          192730.72
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1986
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          170000.00
          172443.28
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1981
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          1664000.00
          1687915.38
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1982
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          750000.00
          760779.17
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2006
          B1V7KEBTPIMZEU4LTD58
          
            2031-04-01
          
          3.710000
          1036000.00
          1058973.88
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2339
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.340000
          6500000.00
          6474837.06
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2318
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.570000
          3222000.00
          3265840.68
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2454
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-01
          
          3.160000
          50000.00
          47835.88
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL2761
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.950000
          1565000.00
          1452315.59
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL2763
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.990000
          991000.00
          958957.51
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2950
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.370000
          25021000.00
          24894571.67
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2951
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.370000
          16355496.00
          16272853.50
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL3695
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.460000
          2683000.00
          2412211.80
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL5134
          B1V7KEBTPIMZEU4LTD58
          
            2030-01-01
          
          2.460000
          250000.00
          236247.08
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL5565
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          2.990000
          1668000.00
          1511727.67
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL6365
          B1V7KEBTPIMZEU4LTD58
          
            2035-04-01
          
          2.090000
          650000.00
          537570.91
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL6486
          B1V7KEBTPIMZEU4LTD58
          
            2030-04-01
          
          2.310000
          50000.00
          46813.43
          Agency Mortgage-Backed Securities
        
        
          MNMS 02.240 MLBL9887
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.240000
          100000.00
          77478.87
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL9579
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          1.980000
          2175000.00
          1615846.65
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6674
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.228000
          25488206.00
          11261392.40
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6964
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          2.696000
          41800971.00
          38381355.48
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6965
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.091000
          15786447.00
          14352802.80
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6952
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.829000
          28631663.00
          28032586.35
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6953
          B1V7KEBTPIMZEU4LTD58
          
            2045-04-01
          
          3.069000
          18758209.00
          17690240.09
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM6954
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.665000
          16168159.00
          15614714.21
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM7017
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          2.099000
          20505859.00
          20039172.08
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM7018
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          2.875000
          38391377.00
          37411306.95
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM7019
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          2.935000
          40898181.00
          39737350.56
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM7020
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.002000
          36795078.00
          36262095.97
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM7021
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          2.062000
          39526322.00
          36885526.04
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS0152
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          1.610000
          3689000.00
          2998054.81
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS0391
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          1.630000
          55000.00
          47115.46
          Agency Mortgage-Backed Securities
        
        
          MNMS 01.850 2MBS2363
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          1.850000
          50000.00
          43115.56
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3483
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.260000
          1335000.00
          1053581.70
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBS2833
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          2.570000
          100000.00
          78448.27
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3265
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.290000
          1686000.00
          1336165.30
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3288
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          2.160000
          9973000.00
          7531709.33
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3447
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.265000
          1021000.00
          806407.92
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBS3452
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          2.435000
          5409000.00
          4036216.83
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS4025
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          2.390000
          2250000.00
          1833403.25
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS5877
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          4.060000
          5203000.00
          5336189.84
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBT8248
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.413000
          27022506.00
          26848849.21
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLFM3049
          B1V7KEBTPIMZEU4LTD58
          
            2044-04-01
          
          4.000000
          287364426.00
          140068102.05
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLFM9966
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.500000
          283523981.00
          249999999.65
          Agency Mortgage-Backed Securities
        
        
          FNMS 01.500 CLMA4254
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          1.500000
          324716641.00
          249999999.71
          Agency Mortgage-Backed Securities
        
        
          FKAR 02.950 WAWA4809
          S6XOOCT0IEG5ABCC6L87
          
            2040-01-01
          
          2.950000
          788586.00
          691899.53
          Agency Mortgage-Backed Securities
        
        
          FMAR 841445 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          2.862000
          31893105.00
          30996665.66
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8990
          B1V7KEBTPIMZEU4LTD58
          
            2030-04-01
          
          3.530000
          8483000.00
          8335911.53
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN8993
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          3.780000
          1770000.00
          1619110.66
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8272
          B1V7KEBTPIMZEU4LTD58
          
            2028-02-01
          
          3.170000
          2697000.00
          2691135.52
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN8397
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          3.540000
          1336000.00
          1183458.55
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8467
          B1V7KEBTPIMZEU4LTD58
          
            2033-03-01
          
          3.290000
          8822000.00
          8639983.52
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8663
          B1V7KEBTPIMZEU4LTD58
          
            2033-03-01
          
          3.560000
          4618000.00
          4701141.96
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8813
          B1V7KEBTPIMZEU4LTD58
          
            2033-04-01
          
          3.720000
          743000.00
          758527.46
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYAN9899
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.810000
          8000000.00
          7754882.41
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9095
          B1V7KEBTPIMZEU4LTD58
          
            2033-05-01
          
          3.640000
          2615000.00
          2479934.57
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9136
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-01
          
          3.480000
          817000.00
          775234.16
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9165
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          3.880000
          2510000.00
          2378204.51
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN9377
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.020000
          11993000.00
          11268543.80
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9381
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.730000
          2975315.00
          3033206.03
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9408
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.750000
          2775000.00
          2852416.02
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9524
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          3.660000
          4230000.00
          4345600.26
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYAN9592
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.810000
          3260000.00
          3333240.25
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9618
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.760000
          5375000.00
          5521094.89
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYAN9673
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.850000
          5911000.00
          6068471.67
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9683
          B1V7KEBTPIMZEU4LTD58
          
            2030-06-01
          
          3.530000
          3304000.00
          3372616.00
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9738
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          3.570000
          941000.00
          963684.37
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYAN9902
          B1V7KEBTPIMZEU4LTD58
          
            2038-09-01
          
          3.810000
          1903000.00
          1816813.43
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WD653894
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          2.275000
          500000.00
          927.46
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS660528
          B1V7KEBTPIMZEU4LTD58
          
            2028-11-01
          
          2.591000
          18922282.00
          47432.91
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB735961
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          1.798000
          43000.00
          864.22
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS754031
          B1V7KEBTPIMZEU4LTD58
          
            2033-12-01
          
          2.273000
          43000.00
          634.21
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WD780365
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.667000
          129000.00
          2211.83
          Agency Mortgage-Backed Securities
        
        
          FMAR 841084 G
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          2.495000
          109300000.00
          35941684.58
          Agency Mortgage-Backed Securities
        
        
          FMAR 841404 G
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          2.715000
          26401105.00
          23234963.92
          Agency Mortgage-Backed Securities
        
        
          FMAR 841441 G
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          2.873000
          13881505.00
          13581687.71
          Agency Mortgage-Backed Securities
        
        
          FMAR 841442 G
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          2.932000
          26450584.00
          25033449.79
          Agency Mortgage-Backed Securities
        
        
          FMAR 841443 G
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          3.178000
          32462976.00
          31227440.35
          Agency Mortgage-Backed Securities
        
        
          FMAR 841444 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          3.509000
          25677486.00
          25613433.44
          Agency Mortgage-Backed Securities
        
        
          FMAR 845513 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-01
          
          2.376000
          50721231.00
          890.20
          Agency Mortgage-Backed Securities
        
        
          FMAR 845517 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-01
          
          2.345000
          50768390.00
          15558.58
          Agency Mortgage-Backed Securities
        
        
          FMAR 845650 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-12-01
          
          2.886000
          76932788.00
          3994.62
          Agency Mortgage-Backed Securities
        
        
          FMAR 846772 G
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          2.635000
          63361120.00
          151146.71
          Agency Mortgage-Backed Securities
        
        
          FKAR 03.600 WAWA2223
          S6XOOCT0IEG5ABCC6L87
          
            2037-04-01
          
          3.600000
          2482435.00
          2493278.52
          Agency Mortgage-Backed Securities
        
        
          FKAR 03.040 WAWA3304
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          3.040000
          525000.00
          484716.11
          Agency Mortgage-Backed Securities
        
        
          FKAR 02.850 WNWN0094
          S6XOOCT0IEG5ABCC6L87
          
            2037-04-01
          
          2.850000
          1752000.00
          1581673.48
          Agency Mortgage-Backed Securities
        
        
          FKAR 02.920 WNWN1142
          S6XOOCT0IEG5ABCC6L87
          
            2038-01-01
          
          2.920000
          32150000.00
          28446355.72
          Agency Mortgage-Backed Securities
        
        
          FMAR 972088 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-03-01
          
          3.170000
          1800348.00
          2430.51
          Agency Mortgage-Backed Securities
        
        
          FMAR 420191 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          4.397000
          4000000.00
          3420.44
          Agency Mortgage-Backed Securities
        
        
          FMAR 390233 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          1.492000
          8200000.00
          1003.11
          Agency Mortgage-Backed Securities
        
        
          FMAR 390234 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-04-01
          
          1.492000
          1620000.00
          1816.95
          Agency Mortgage-Backed Securities
        
        
          FMAR 390236 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-12-01
          
          1.492000
          1000000.00
          1000.01
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS004582
          B1V7KEBTPIMZEU4LTD58
          
            2024-01-01
          
          5.000000
          1000000.00
          96.95
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS013207
          B1V7KEBTPIMZEU4LTD58
          
            2025-09-01
          
          4.250000
          205000.00
          24.63
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS013183
          B1V7KEBTPIMZEU4LTD58
          
            2024-09-01
          
          5.250000
          1200000.00
          417.99
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS020101
          B1V7KEBTPIMZEU4LTD58
          
            2024-10-01
          
          5.500000
          8811465.00
          2310.69
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS047933
          B1V7KEBTPIMZEU4LTD58
          
            2027-03-01
          
          4.864000
          12807410.00
          11760.32
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS052597
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          2.235000
          9900000.00
          5525.15
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS053839
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          1.829000
          2000000.00
          1742.95
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS029137
          B1V7KEBTPIMZEU4LTD58
          
            2026-05-01
          
          3.579000
          23870000.00
          6635.11
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS029138
          B1V7KEBTPIMZEU4LTD58
          
            2026-06-01
          
          3.500000
          11342000.00
          4325.12
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS037029
          B1V7KEBTPIMZEU4LTD58
          
            2026-11-01
          
          4.883000
          500000.00
          299.75
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS062942
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          2.270000
          2000000.00
          557.75
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS062689
          B1V7KEBTPIMZEU4LTD58
          
            2028-06-01
          
          4.026000
          6425000.00
          3888.05
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS064731
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          3.833000
          8447300.00
          7602.62
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS070179
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.500000
          1500000.00
          324.95
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS070925
          B1V7KEBTPIMZEU4LTD58
          
            2028-08-01
          
          4.055000
          10000000.00
          7622.29
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS074095
          B1V7KEBTPIMZEU4LTD58
          
            2029-02-01
          
          4.671000
          21386756.00
          25116.58
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109407
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.910000
          150000.00
          157272.62
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109476
          B1V7KEBTPIMZEU4LTD58
          
            2028-08-01
          
          3.750000
          3496906.00
          3587981.75
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109466
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.830000
          2116000.00
          2173453.70
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109732
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.780000
          3629765.00
          3713354.86
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS083490
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-01
          
          2.750000
          1650000.00
          1448.99
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WT124554
          B1V7KEBTPIMZEU4LTD58
          
            2022-10-01
          
          1.979000
          1000000.00
          29.58
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS128776
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          5.950000
          13000000.00
          8441.38
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS173200
          B1V7KEBTPIMZEU4LTD58
          
            2029-04-01
          
          2.625000
          1000000.00
          288.18
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS224713
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          5.568000
          550000.00
          1088.36
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS309607
          B1V7KEBTPIMZEU4LTD58
          
            2023-10-01
          
          3.405000
          2378690.00
          2903.47
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WD341502
          B1V7KEBTPIMZEU4LTD58
          
            2026-07-01
          
          4.348000
          1750000.00
          1336.73
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY387880
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          3.960000
          955000.00
          943249.07
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HA462152
          B1V7KEBTPIMZEU4LTD58
          
            2034-12-01
          
          6.150000
          280000.00
          95924.93
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS623021
          B1V7KEBTPIMZEU4LTD58
          
            2028-03-01
          
          2.903000
          11645274.00
          12498.11
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS623017
          B1V7KEBTPIMZEU4LTD58
          
            2031-10-01
          
          2.528000
          132637844.00
          115729.48
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WSAL0930
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          2.503000
          7652136.00
          1311267.07
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM0519
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.920000
          1200000.00
          1020604.15
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAM6558
          B1V7KEBTPIMZEU4LTD58
          
            2034-09-01
          
          3.700000
          6340000.00
          5590726.75
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAM7016
          B1V7KEBTPIMZEU4LTD58
          
            2029-10-01
          
          3.470000
          57307.00
          53289.87
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAM7357
          B1V7KEBTPIMZEU4LTD58
          
            2029-12-01
          
          3.380000
          44573.00
          41376.39
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM7602
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          3.450000
          2386000.00
          2019411.96
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM7937
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.770000
          100000.00
          89713.39
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM9689
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          3.850000
          3784000.00
          3392538.13
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN0448
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.880000
          27387000.00
          24747618.88
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN0620
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.010000
          45811.00
          41947.20
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN0987
          B1V7KEBTPIMZEU4LTD58
          
            2036-02-01
          
          3.550000
          121000.00
          118591.14
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN2269
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.240000
          7659000.00
          6870242.87
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN3540
          B1V7KEBTPIMZEU4LTD58
          
            2026-11-01
          
          2.480000
          210000.00
          196112.53
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN2973
          B1V7KEBTPIMZEU4LTD58
          
            2036-10-01
          
          2.840000
          1000000.00
          871831.99
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN5386
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-01
          
          3.250000
          80000.00
          78862.02
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN4850
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.850000
          1918000.00
          1740594.21
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN4927
          B1V7KEBTPIMZEU4LTD58
          
            2029-03-01
          
          3.450000
          60000.00
          58808.28
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN6174
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          3.210000
          5896000.00
          5694938.54
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN5944
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.190000
          230000.00
          208293.39
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN6043
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          3.290000
          439000.00
          426737.80
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN6653
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.080000
          1000000.00
          978090.56
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX H2AN8045
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          3.210000
          1631000.00
          1534106.92
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN7503
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          3.510000
          4146532.00
          3996427.54
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8918
          B1V7KEBTPIMZEU4LTD58
          
            2033-05-01
          
          3.695000
          2000000.00
          1953454.04
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8984
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-01
          
          3.510000
          2986000.00
          2936833.59
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1185
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          3.900000
          5500000.00
          5711537.33
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM3849
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          2.925000
          19662511.00
          2266793.71
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM7047
          B1V7KEBTPIMZEU4LTD58
          
            2052-08-01
          
          3.014000
          32821453.00
          32583340.65
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM7048
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.153000
          69077277.00
          68116987.72
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM7049
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.295000
          38353945.00
          38017802.50
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM7050
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          2.668000
          13936730.00
          13302150.42
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBT8267
          B1V7KEBTPIMZEU4LTD58
          
            2052-08-01
          
          3.602000
          46473271.00
          46944768.15
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV7872
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.619000
          30297799.00
          30621221.27
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV7873
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.483000
          24346834.00
          24504187.59
          Agency Mortgage-Backed Securities
        
        
          FMAR 8B0178 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-08-01
          
          3.699000
          36753288.00
          37160330.66
          Agency Mortgage-Backed Securities
        
        
          FMAR 841466 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-08-01
          
          3.616000
          40808738.00
          40616773.70
          Agency Mortgage-Backed Securities
        
        
          FMAR 841467 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          3.366000
          28479345.00
          28309978.34
          Agency Mortgage-Backed Securities
        
        
          FMAR 841469 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-08-01
          
          3.503000
          41748502.00
          41528654.39
          Agency Mortgage-Backed Securities
        
        
          FMAR 841470 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          2.825000
          18298990.00
          18140959.92
          Agency Mortgage-Backed Securities
        
        
          FMAR 841468 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          3.322000
          45054690.00
          44776882.78
          Agency Mortgage-Backed Securities
        
        
          FMAR 848866 G
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          3.130000
          129907158.00
          4113731.40
          Agency Mortgage-Backed Securities
        
        
          FMAR 849518 G
          S6XOOCT0IEG5ABCC6L87
          
            2044-10-01
          
          3.036000
          37080992.00
          4445436.85
          Agency Mortgage-Backed Securities
        
        
          FKAR 02.950 WNWN0106
          S6XOOCT0IEG5ABCC6L87
          
            2037-06-01
          
          2.950000
          41334000.00
          37588289.96
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109509
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.870000
          500000.00
          516000.00
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      2050000000.00
      2050000000.00
      0.0227
      N
      Y
      Y
      N
    
    
      BARCLAYS BANK PLC
      BARCLAYS BANK PLC 2.300000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      ARP0TUR15
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-30
          
          1.250000
          56502000.00
          52159090.46
          U.S. Treasuries (including strips)
        
      
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0230
      51126561.00
      51126561.00
      0.0006
      N
      Y
      Y
      N
    
    
      ING BANK NV
      ING BANK NV 2.010000%
      3TK20IVIUJ8J3ZU0QE75
      0001017255
      ATD1AX1H9
      Non-Negotiable Time Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0201
      781000000.00
      781000000.00
      0.0087
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK NV
      ABN AMRO BANK NV 2.000000%
      BFXS5XCH7N0Y05NIXW11
      0001784384
      ATD1AX1K2
      Non-Negotiable Time Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0200
      472000000.00
      472000000.00
      0.0052
      N
      Y
      Y
      N
    
    
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.120000%
      ZUHK7JXNDU6FLQ1O6482
      ATD1AXWD4
      Non-Negotiable Time Deposit
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0212
      325000000.00
      325000000.00
      0.0036
      N
      N
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 2.140000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      ATD1AXWG7
      Non-Negotiable Time Deposit
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0214
      433000000.00
      433000000.00
      0.0048
      N
      N
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.110000%
      JHE42UYNWWTJB8YTTU19
      0000859994
      ATD1AXWS1
      Non-Negotiable Time Deposit
      Y
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0211
      1748000000.00
      1748000000.00
      0.0194
      N
      N
      Y
      N
    
    
      ABN AMRO BANK NV
      ABN AMRO BANK NV 2.220000%
      BFXS5XCH7N0Y05NIXW11
      0001784384
      ATD1AYTV6
      Non-Negotiable Time Deposit
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0222
      405000000.00
      405000000.00
      0.0045
      N
      N
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 2.240000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      ATD1AYTW4
      Non-Negotiable Time Deposit
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0224
      192000000.00
      192000000.00
      0.0021
      N
      N
      Y
      N
    
    
      ING BANK NV
      ING BANK NV 2.220000%
      3TK20IVIUJ8J3ZU0QE75
      0001017255
      ATD1AYU28
      Non-Negotiable Time Deposit
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0222
      880000000.00
      880000000.00
      0.0098
      N
      N
      Y
      N
    
    
      BANCO SANTANDER SA (NEW YORK BRANCH)
      BANCO SANTANDER SA (NEW YORK BRANCH) 2.220000%
      5493006QMFDDMYWIAM13
      0000891478
      ATD1AYU51
      Non-Negotiable Time Deposit
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0222
      895000000.00
      895000000.00
      0.0099
      N
      N
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.210000%
      JHE42UYNWWTJB8YTTU19
      0000859994
      ATD1AYU77
      Non-Negotiable Time Deposit
      Y
      2022-08-03
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0221
      251000000.00
      251000000.00
      0.0028
      N
      N
      Y
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 2.320000%
      BSGEFEIOM18Y80CKCV46
      0000926171
      ATD1AZRG8
      Non-Negotiable Time Deposit
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0232
      241000000.00
      241000000.00
      0.0027
      N
      N
      Y
      N
    
    
      ABN AMRO BANK NV
      ABN AMRO BANK NV 2.320000%
      BFXS5XCH7N0Y05NIXW11
      0001784384
      ATD1AZRN3
      Non-Negotiable Time Deposit
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0232
      469000000.00
      469000000.00
      0.0052
      N
      N
      Y
      N
    
    
      ING BANK NV
      ING BANK NV 2.330000%
      3TK20IVIUJ8J3ZU0QE75
      0001017255
      ATD1AZRO1
      Non-Negotiable Time Deposit
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0233
      193000000.00
      193000000.00
      0.0021
      N
      N
      Y
      N
    
    
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.330000%
      ZUHK7JXNDU6FLQ1O6482
      ATD1AZRR4
      Non-Negotiable Time Deposit
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0233
      121000000.00
      121000000.00
      0.0013
      N
      N
      Y
      N
    
    
      DNB BANK ASA (CAYMAN ISLANDS BRANCH)
      DNB BANK ASA (CAYMAN ISLANDS BRANCH) 2.310000%
      549300GKFG0RYRRQ1414
      0001498632
      ATD1AZRS2
      Non-Negotiable Time Deposit
      Y
      2022-08-04
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0231
      724000000.00
      724000000.00
      0.0080
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 2.310000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      ATD1B0ON2
      Non-Negotiable Time Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0231
      48000000.00
      48000000.00
      0.0005
      N
      Y
      Y
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 2.320000%
      RB0PEZSDGCO3JS6CEU02
      0001512734
      ATD1B0OO0
      Non-Negotiable Time Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0232
      8000000.00
      8000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.330000%
      ZUHK7JXNDU6FLQ1O6482
      ATD1B0OP7
      Non-Negotiable Time Deposit
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0233
      357001374.45
      357001374.45
      0.0040
      N
      N
      Y
      N
    
    
      TORONTO-DOMINION BANK/THE
      TORONTO-DOMINION BANK/THE 2.320000%
      PT3QB789TSUIDF371261
      0000947263
      ATD1B0OR3
      Non-Negotiable Time Deposit
      Y
      2022-08-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0232
      52000000.00
      52000000.00
      0.0006
      N
      Y
      Y
      N
    
    
      ING BANK NV
      ING BANK NV 2.330000%
      3TK20IVIUJ8J3ZU0QE75
      0001017255
      ATD1B0OS1
      Non-Negotiable Time Deposit
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0233
      193000743.05
      193000743.05
      0.0021
      N
      N
      Y
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 2.330000%
      ATUEL7OJR5057F2PV266
      0001501323
      ATD1B0OV4
      Non-Negotiable Time Deposit
      Y
      2022-08-05
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0233
      241000927.85
      241000927.85
      0.0027
      N
      N
      Y
      N
    
    
      The Charles Schwab Family of Funds
      2022-08-05
      Mark Fischer
      Mark Fischer
      Chief Financial Officer
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