Form N-MFP2 CHARLES SCHWAB FAMILY For: May 31

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June 7, 2022 3:47 PM EDT
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    N-MFP2
    
      
        
          0000857156
          XXXXXXXX
        
      
      
      
      
      
      
    
  
  
    
      2022-05-31
      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
      15
      55
      
        15225727663.45
        15665912989.56
        16798987575.22
        20194028931.57
      
      
        31797710563.05
        33213438114.27
        33404490933.97
        34008484937.37
        0.00
      
      
        0.2227
        0.2238
        0.2354
        0.2792
      
      
        0.4650
        0.4745
        0.4681
        0.4702
        0.0000
      
      0.78
      72421659515.22
      72437269243.88
      47630056.52
      239731142.38
      72245168158.80
      72242267389.5700
      1.0000
      0.0094
      
        0.9997
        0.9997
        0.9998
        0.9998
        0.0000
      
    
    
      C000012383
      0.00
      42619201507.31
      42617505587.2490
      
        0.9997
        0.9997
        0.9998
        0.9998
        0.0000
      
      
        686683773.85
        605771443.69
      
      
        1757700569.18
        661272034.17
      
      
        1335605922.04
        601187473.93
      
      
        1160820366.56
        624604625.85
      
      
        0.00
        0.00
      
      
        5127345820.78
        2639175372.76
      
      0.0060
      Y
      Investment Advisor and its affiliates Contractual 215,311
    
    
      C000038267
      1000000.00
      29625966651.49
      29624761802.3210
      
        0.9997
        0.9997
        0.9998
        0.9998
        0.0000
      
      
        609637886.36
        644234065.77
      
      
        1220019696.33
        679593783.08
      
      
        1302922787.36
        531564588.36
      
      
        1176802175.48
        801011260.21
      
      
        0.00
        0.00
      
      
        4537901019.67
        2770034779.59
      
      0.0075
      Y
      Investment Advisor and its affiliates Contractual 148,844
    
    
      ABAG Finance Auth
      TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 0.880000%
      00037CEK2
      549300EWVCCTI6O2KU84
      US00037CEK27
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2031-11-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0088
      17550000.00
      17550000.00
      0.0002
      N
      N
      Y
      N
    
    
      Akron, Bath & Copley Jt Township Hospital District
      HOSPITAL RB (SUMMA HEALTH) SERIES 2017B 0.790000%
      009730PC0
      US009730PC07
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2047-11-15
      Y
      
        BMO Harris Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0079
      14000000.00
      14000000.00
      0.0002
      N
      N
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
      05253CFM3
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-06-21
      2022-06-21
      2022-06-21
      N
      N
      N
      0.0087
      46976147.50
      46976147.50
      0.0007
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
      05253CGL4
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-07-20
      2022-07-20
      2022-07-20
      N
      N
      N
      0.0105
      209693166.90
      209693166.90
      0.0029
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.930000%
      05253MPT5
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0105
      99974745.00
      99974745.00
      0.0014
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 1.170000%
      05253MQG2
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-04
      2022-11-04
      N
      N
      N
      0.0109
      150050589.00
      150050589.00
      0.0021
      N
      N
      N
      N
    
    
      BMW US CAPITAL LLC
      BMW US CAPITAL LLC 0.000000%
      0556C3F14
      KK5MZM9DIXLXZL9DZL15
      Non-Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      Y
      
        Bayerische Motoren Werke AG
        1.0000
      
      N
      0.0081
      105497629.42
      105497629.42
      0.0015
      N
      Y
      Y
      N
    
    
      BMW US CAPITAL LLC
      BMW US CAPITAL LLC 0.000000%
      0556C3F30
      KK5MZM9DIXLXZL9DZL15
      Non-Financial Company Commercial Paper
      Y
      2022-06-03
      2022-06-03
      2022-06-03
      N
      Y
      
        Bayerische Motoren Werke AG
        1.0000
      
      N
      0.0082
      57996046.14
      57996046.14
      0.0008
      N
      N
      Y
      N
    
    
      BMW US CAPITAL LLC
      BMW US CAPITAL LLC 0.000000%
      0556C3F71
      KK5MZM9DIXLXZL9DZL15
      Non-Financial Company Commercial Paper
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      Y
      
        Bayerische Motoren Werke AG
        1.0000
      
      N
      0.0084
      55990907.84
      55990907.84
      0.0008
      N
      N
      Y
      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
      0.0131
      37909982.18
      37909982.18
      0.0005
      N
      N
      N
      N
    
    
      BPCE SA
      BPCE SA 1.080000%
      05571EAE7
      9695005MSX1OYEMGDF46
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0108
      349999989.50
      349999989.50
      0.0048
      N
      N
      N
      N
    
    
      BNP PARIBAS (NEW YORK BRANCH)
      BNP PARIBAS (NEW YORK BRANCH) 0.930000%
      05586FXQ5
      R0MUWSFPU8MPRO8K5P83
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0107
      198951738.52
      198951738.52
      0.0028
      N
      N
      N
      N
    
    
      BNP PARIBAS (NEW YORK BRANCH)
      BNP PARIBAS (NEW YORK BRANCH) 0.930000%
      05586FZL4
      R0MUWSFPU8MPRO8K5P83
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0108
      99971951.00
      99971951.00
      0.0014
      N
      N
      N
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 1.180000%
      06054CAS4
      549300HN4UKV1E2R3U73
      0001675365
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-16
      2022-11-16
      N
      N
      N
      0.0119
      239985338.40
      239985338.40
      0.0033
      N
      N
      N
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 1.240000%
      06054CAX3
      549300HN4UKV1E2R3U73
      0001675365
      Financial Company Commercial Paper
      Y
      2022-06-01
      2023-02-10
      2023-02-10
      N
      N
      N
      0.0132
      289846662.50
      289846662.50
      0.0040
      N
      N
      N
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 1.260000%
      06054CAZ8
      549300HN4UKV1E2R3U73
      0001675365
      Financial Company Commercial Paper
      Y
      2022-06-01
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0132
      195885271.40
      195885271.40
      0.0027
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      BANK OF AMERICA NA 0.330000%
      06054R3M2
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0096
      197883069.12
      197883069.12
      0.0027
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      BANK OF AMERICA NA 0.930000%
      06054R3S9
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      Y
      2022-06-01
      2022-08-16
      2022-08-16
      N
      N
      N
      0.0109
      199935744.00
      199935744.00
      0.0028
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      BANK OF AMERICA NA 1.180000%
      06054R3U4
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      Y
      2022-06-01
      2022-12-05
      2022-12-05
      N
      N
      N
      0.0117
      246019689.84
      246019689.84
      0.0034
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      BANK OF MONTREAL (CHICAGO BRANCH) 0.960000%
      06367CSE8
      NQQ6HPCNCCU6TUTQYE16
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0108
      297918044.04
      297918044.04
      0.0041
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 1.140000%
      06373L2K4
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0112
      179010766.85
      179010766.85
      0.0025
      N
      N
      N
      N
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL 0.950000%
      06373LAY5
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-17
      2022-08-17
      N
      N
      N
      0.0108
      245932901.04
      245932901.04
      0.0034
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.890000%
      06417MRP2
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-01
      2022-06-23
      2022-06-23
      N
      N
      N
      0.0093
      89997461.10
      89997461.10
      0.0012
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.890000%
      06417MRQ0
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-01
      2022-06-24
      2022-06-24
      N
      N
      N
      0.0094
      287990951.04
      287990951.04
      0.0040
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.980000%
      06417MVV4
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-22
      2022-11-22
      N
      N
      N
      0.0118
      295713258.88
      295713258.88
      0.0041
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.050000%
      06417MWC5
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-13
      2022-06-13
      2022-06-13
      N
      N
      N
      0.0084
      373027874.29
      373027874.29
      0.0052
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.330000%
      06417MWV3
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-01
      2022-12-23
      2022-12-23
      N
      N
      N
      0.0121
      199139087.07
      199139087.07
      0.0028
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.180000%
      06417MXF7
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-01
      2023-01-09
      2023-01-09
      N
      N
      N
      0.0122
      110473242.43
      110473242.43
      0.0015
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.180000%
      06417MXJ9
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-01
      2023-01-09
      2023-01-09
      N
      N
      N
      0.0122
      248939709.63
      248939709.63
      0.0034
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.240000%
      06417MYC3
      L3I9ZG2KFGXZ61BMYR72
      Certificate of Deposit
      Y
      2022-06-01
      2023-02-13
      2023-02-13
      N
      N
      N
      0.0125
      113993320.74
      113993320.74
      0.0016
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 0.350000%
      06742TE77
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0104
      959425564.80
      959425564.80
      0.0133
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 0.970000%
      06742TH74
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-17
      2022-08-17
      N
      N
      N
      0.0110
      56983959.63
      56983959.63
      0.0008
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 1.230000%
      06742TN28
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-06-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0118
      253048343.24
      253048343.24
      0.0035
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC (NEW YORK BRANCH)
      BARCLAYS BANK PLC (NEW YORK BRANCH) 1.180000%
      06742TP26
      G5GSEF7VJP5I7OUK5573
      Certificate of Deposit
      Y
      2022-06-01
      2022-10-13
      2022-10-13
      N
      N
      N
      0.0118
      108999972.75
      108999972.75
      0.0015
      N
      N
      N
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744RF11
      213800UUGANOMFJ9X769
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0079
      127997194.24
      127997194.24
      0.0018
      N
      Y
      Y
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744RF60
      213800UUGANOMFJ9X769
      Financial Company Commercial Paper
      Y
      2022-06-06
      2022-06-06
      2022-06-06
      N
      N
      N
      0.0081
      243967018.52
      243967018.52
      0.0034
      N
      N
      Y
      N
    
    
      BARCLAYS BANK UK PLC
      BARCLAYS BANK UK PLC 0.000000%
      06744RF78
      213800UUGANOMFJ9X769
      Financial Company Commercial Paper
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0082
      225964185.78
      225964185.78
      0.0031
      N
      N
      Y
      N
    
    
      BAYERISCHE LANDESBANK (NEW YORK BRANCH)
      BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
      07274MF18
      VDYMYTQGZZ6DU0912C88
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0078
      715984505.76
      715984505.76
      0.0099
      N
      Y
      Y
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 0.000000%
      07644BFQ0
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-24
      2022-06-24
      2022-06-24
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0097
      39974266.80
      39974266.80
      0.0006
      N
      N
      N
      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
      0.0126
      49889487.50
      49889487.50
      0.0007
      N
      N
      N
      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
      0.0160
      59722840.20
      59722840.20
      0.0008
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 0.940000%
      07644CHT0
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-06-29
      2022-06-29
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0111
      99987627.00
      99987627.00
      0.0014
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 1.230000%
      07644CHZ6
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2023-02-02
      2023-02-02
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0127
      89008993.45
      89008993.45
      0.0012
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 1.200000%
      07644CJB7
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-11-28
      2022-11-28
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0120
      95999497.92
      95999497.92
      0.0013
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 0.940000%
      07644DLH9
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-06-27
      2022-06-27
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0111
      82990486.54
      82990486.54
      0.0011
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 0.990000%
      07644DLM8
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-08-25
      2022-08-25
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0110
      99975270.00
      99975270.00
      0.0014
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 1.020000%
      07644DLQ9
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-11-22
      2022-11-22
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0116
      99932505.00
      99932505.00
      0.0014
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 1.260000%
      07644DLT3
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2023-02-15
      2023-02-15
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0127
      249987360.00
      249987360.00
      0.0035
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 0.950000%
      07645RCX2
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-09-01
      2022-09-01
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0110
      5997831.84
      5997831.84
      0.0001
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 1.020000%
      07645RCZ7
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-11-09
      2022-11-09
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0117
      144902323.65
      144902323.65
      0.0020
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP
      BEDFORD ROW FUNDING CORP 1.230000%
      07645RDA1
      5493000JWH1Z48FX0180
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2023-02-01
      2023-02-01
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0126
      127972142.08
      127972142.08
      0.0018
      N
      N
      N
      N
    
    
      BENNINGTON STARK CAPITAL COMPANY LLC
      BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
      08224MF25
      549300PGDCWK6DU9QM65
      Asset Backed Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      Y
      
        Societe Generale SA
        1.0000
      
      N
      0.0085
      173290865.34
      173290865.34
      0.0024
      N
      N
      Y
      N
    
    
      BLUE MOUNTAIN ENTERPRISES, LLC
      VARIABLE RATE DEMAND BONDS SERIES 2013 1.552900%
      095770AA1
      5493002IBX1P8Z363V65
      US095770AA14
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2043-09-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0155
      2650000.00
      2650000.00
      0.0000
      N
      N
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 1.190000%
      09660YGS0
      R0MUWSFPU8MPRO8K5P83
      0000872786
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-28
      2022-11-28
      N
      N
      N
      0.0119
      56999704.17
      56999704.17
      0.0008
      N
      N
      N
      N
    
    
      CAFCO LLC
      CAFCO LLC 0.000000%
      1247P3G14
      8O46YQAGJ63WE5QHIG35
      Asset Backed Commercial Paper
      Y
      2022-07-01
      2022-07-01
      2022-07-01
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0099
      52954635.18
      52954635.18
      0.0007
      N
      N
      N
      N
    
    
      CRC FUNDING LLC
      CRC FUNDING LLC 0.000000%
      12619UF14
      549300HKCCNTZDBBEN75
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0082
      47998913.28
      47998913.28
      0.0007
      N
      Y
      Y
      N
    
    
      CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
      CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
      12802WGD0
      969500P04DQJS4BPM574
      Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
      Y
      2022-07-13
      2022-07-13
      2022-07-13
      N
      N
      N
      0.0109
      221710969.32
      221710969.32
      0.0031
      N
      N
      N
      N
    
    
      Calhoun Cnty Navigation IDA
      PORT RB (FORMOSA PLASTICS) SERIES 2011C 0.830000%
      129733AD3
      US129733AD30
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2031-09-01
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
        7
        N
      
      N
      N
      0.0083
      15000000.00
      15000000.00
      0.0002
      N
      N
      Y
      N
    
    
      Calhoun Port Auth
      ENVIRONMENTAL FACILITIES RB (FORMOSA PLASTICS) SERIES 2008 0.840000%
      129884AD4
      US129884AD45
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2038-11-01
      Y
      
        Bank of America NA
        1.0000
        7
        N
      
      N
      N
      0.0084
      31300000.00
      31300000.00
      0.0004
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.350000%
      13606CYE8
      549300H8L46OOZOFHU82
      0000800030
      Certificate of Deposit
      Y
      2022-11-04
      2022-11-04
      2022-11-04
      N
      N
      N
      0.0191
      238374612.00
      238374612.00
      0.0033
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.260000%
      13606CZF4
      549300H8L46OOZOFHU82
      0000800030
      Certificate of Deposit
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0081
      254992179.15
      254992179.15
      0.0035
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.290000%
      13606CZZ0
      549300H8L46OOZOFHU82
      0000800030
      Certificate of Deposit
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0083
      199979152.00
      199979152.00
      0.0028
      N
      N
      Y
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.330000%
      13606KBJ4
      549300H8L46OOZOFHU82
      0000800030
      Certificate of Deposit
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0091
      99943543.00
      99943543.00
      0.0014
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.950000%
      13606KDB9
      549300H8L46OOZOFHU82
      0000800030
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0104
      460910404.65
      460910404.65
      0.0064
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
      13608BF25
      2IGI19DL77OX0HC3ZE78
      0000800030
      Financial Company Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0080
      188991589.50
      188991589.50
      0.0026
      N
      N
      Y
      N
    
    
      CAROL ALLEN LIQUIDITY TRUST II
      TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2021 0.980000%
      14372RAA9
      US14372RAA95
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2071-12-01
      Y
      
        Comerica Bank
        1.0000
        7
        N
      
      N
      N
      0.0098
      26110000.00
      26110000.00
      0.0004
      N
      N
      Y
      N
    
    
      CELLMARK, INC
      TAXABLE NOTES SERIES 2018A 0.950000%
      15118CAA8
      549300JWG1LWHVNYN325
      US15118CAA80
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2038-06-01
      Y
      
        Swedbank AB
        1.0000
        7
        N
      
      N
      N
      0.0095
      48000000.00
      48000000.00
      0.0007
      N
      N
      Y
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 1.180000%
      15963RCK7
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-11-07
      2022-11-07
      N
      Y
      
        JPMorgan Chase Bank NA
        1.0000
      
      N
      0.0116
      100008846.00
      100008846.00
      0.0014
      N
      N
      N
      N
    
    
      CHARIOT FUNDING LLC
      CHARIOT FUNDING LLC 0.000000%
      15963UG59
      549300EEWRNP448AMT79
      Asset Backed Commercial Paper
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      Y
      
        JPMorgan Chase Bank NA
        1.0000
      
      N
      0.0103
      36963020.72
      36963020.72
      0.0005
      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
      0.0197
      148677787.50
      148677787.50
      0.0021
      N
      N
      N
      N
    
    
      CHARTA LLC
      CHARTA LLC 0.000000%
      16115WF10
      5493000FNFK79LCM6M65
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0082
      71998364.16
      71998364.16
      0.0010
      N
      Y
      Y
      N
    
    
      CHARTA LLC
      CHARTA LLC 0.000000%
      16115WGD3
      5493000FNFK79LCM6M65
      Asset Backed Commercial Paper
      Y
      2022-07-13
      2022-07-13
      2022-07-13
      N
      Y
      
        Citibank NA
        1.0000
      
      N
      0.0110
      89881965.00
      89881965.00
      0.0012
      N
      N
      N
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      CITIGROUP GLOBAL MARKETS INC 0.000000%
      17327BGD1
      MBNUM2BPBDO7JBLYG310
      0000315030
      Financial Company Commercial Paper
      Y
      2022-07-13
      2022-07-13
      2022-07-13
      N
      N
      N
      0.0121
      379449885.40
      379449885.40
      0.0053
      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
      0.0156
      94616904.90
      94616904.90
      0.0013
      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
      0.0174
      149094271.50
      149094271.50
      0.0021
      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
      0.0175
      125230014.00
      125230014.00
      0.0017
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.270000%
      19424G4L3
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-10-05
      2022-10-05
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0116
      248100323.44
      248100323.44
      0.0034
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.130000%
      19424G4T6
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-10-19
      2022-10-19
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0116
      91987761.24
      91987761.24
      0.0013
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.220000%
      19424G5J7
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-12-12
      2022-12-12
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0122
      77000000.00
      77000000.00
      0.0011
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
      19424JF19
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0084
      49998840.50
      49998840.50
      0.0007
      N
      Y
      Y
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
      19424JF27
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0084
      144993273.45
      144993273.45
      0.0020
      N
      N
      Y
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
      19424JFG6
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-06-16
      2022-06-16
      2022-06-16
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0087
      117954372.94
      117954372.94
      0.0016
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
      19424JGF7
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-07-15
      2022-07-15
      2022-07-15
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0125
      89859937.50
      89859937.50
      0.0012
      N
      N
      N
      N
    
    
      COLLATERALIZED COMMERCIAL PAPER V CO LLC
      COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
      19424JGL4
      549300ZLXI3T111CH173
      Asset Backed Commercial Paper
      Y
      2022-07-20
      2022-07-20
      2022-07-20
      N
      Y
      
        JP Morgan Securities LLC
        1.0000
      
      N
      0.0128
      30945104.27
      30945104.27
      0.0004
      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
      0.0162
      147379473.00
      147379473.00
      0.0020
      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
      0.0177
      90471153.50
      90471153.50
      0.0013
      N
      N
      N
      N
    
    
      COOK CNTY
      TAXABLE GO BONDS SERIES 2004D 0.850000%
      213185FW6
      5493004UMR7OX4YITE10
      US213185FW60
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2030-11-01
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
      
      N
      N
      0.0085
      29000000.00
      29000000.00
      0.0004
      N
      N
      Y
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.940000%
      21684LCP5
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-22
      2022-08-22
      N
      N
      N
      0.0105
      254936566.20
      254936566.20
      0.0035
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.940000%
      21684LCR1
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0105
      299921655.00
      299921655.00
      0.0042
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.950000%
      21684LCS9
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-06-01
      2022-09-23
      2022-09-23
      N
      N
      N
      0.0108
      131944020.12
      131944020.12
      0.0018
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.940000%
      21684LD33
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-06-01
      2022-09-09
      2022-09-09
      N
      N
      N
      0.0107
      157944671.56
      157944671.56
      0.0022
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.130000%
      21684LDJ8
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-21
      2022-11-21
      N
      N
      N
      0.0117
      249949365.00
      249949365.00
      0.0035
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.130000%
      21684LDK5
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-21
      2022-11-21
      N
      N
      N
      0.0117
      99979746.00
      99979746.00
      0.0014
      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
      0.0161
      29799320.86
      29799320.86
      0.0004
      N
      N
      N
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305EGJ6
      ATUEL7OJR5057F2PV266
      0001501323
      Financial Company Commercial Paper
      Y
      2022-07-18
      2022-07-18
      2022-07-18
      N
      N
      N
      0.0111
      244637725.85
      244637725.85
      0.0034
      N
      N
      N
      N
    
    
      DBS BANK LTD
      DBS BANK LTD 0.000000%
      23305EGK3
      ATUEL7OJR5057F2PV266
      0001501323
      Financial Company Commercial Paper
      Y
      2022-07-19
      2022-07-19
      2022-07-19
      N
      N
      N
      0.0112
      46928543.08
      46928543.08
      0.0006
      N
      N
      N
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 0.000000%
      2332K1G61
      549300GKFG0RYRRQ1414
      0001498632
      Financial Company Commercial Paper
      Y
      2022-07-06
      2022-07-06
      2022-07-06
      N
      N
      N
      0.0100
      87412762.50
      87412762.50
      0.0012
      N
      N
      N
      N
    
    
      DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
      DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK FRANKFURT AM MAIN 0.000000%
      23343WGD3
      529900HNOAA1KXQJUQ27
      Financial Company Commercial Paper
      Y
      2022-07-13
      2022-07-13
      2022-07-13
      N
      N
      N
      0.0106
      115853131.24
      115853131.24
      0.0016
      N
      N
      N
      N
    
    
      DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
      DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.820000%
      23344J4M4
      5493005PGG4HB3CD7345
      0001694217
      Certificate of Deposit
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0055
      580030740.00
      580030740.00
      0.0080
      N
      N
      Y
      N
    
    
      Dallas-Fort Worth Int'l Airport Facility Improvement Corp
      AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999 0.840000%
      235035AL6
      US235035AL63
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2032-07-01
      Y
      
        Berkshire Hathaway Inc
        1.0000
        7
        N
      
      N
      N
      0.0084
      6180000.00
      6180000.00
      0.0001
      N
      N
      Y
      N
    
    
      EAGLE CNTY
      RB (BC HOUSING) SERIES 1997B 1.110000%
      269476AB3
      US269476AB37
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2027-06-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0111
      1500000.00
      1500000.00
      0.0000
      N
      N
      Y
      N
    
    
      EAGLE CNTY
      RB (TARNES AT BC) SERIES 1999B 1.110000%
      269476AD9
      US269476AD92
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2039-05-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0111
      2410000.00
      2410000.00
      0.0000
      N
      N
      Y
      N
    
    
      EQUINOR ASA
      EQUINOR ASA 0.000000%
      29447MF14
      OW6OFBNCKXC4US5C7523
      Non-Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      163996373.96
      163996373.96
      0.0023
      N
      Y
      Y
      N
    
    
      ERSTE FINANCE (DELAWARE) LLC
      ERSTE FINANCE (DELAWARE) LLC 0.000000%
      2960E3F14
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      Y
      
        ERSTE GROUP BANK AG
        1.0000
      
      N
      0.0079
      289993643.20
      289993643.20
      0.0040
      N
      Y
      Y
      N
    
    
      ERSTE FINANCE (DELAWARE) LLC
      ERSTE FINANCE (DELAWARE) LLC 0.000000%
      2960E3F22
      Financial Company Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      Y
      
        ERSTE GROUP BANK AG
        1.0000
      
      N
      0.0079
      263988354.96
      263988354.96
      0.0037
      N
      N
      Y
      N
    
    
      ERSTE FINANCE (DELAWARE) LLC
      ERSTE FINANCE (DELAWARE) LLC 0.000000%
      2960E3F71
      Financial Company Commercial Paper
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      Y
      
        ERSTE GROUP BANK AG
        1.0000
      
      N
      0.0082
      163974010.92
      163974010.92
      0.0023
      N
      N
      Y
      N
    
    
      Fulton Cnty Development Auth
      AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999B 0.840000%
      36004NAD1
      549300533NJL38F4K144
      US36004NAD12
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2028-12-01
      Y
      
        Berkshire Hathaway Inc
        1.0000
        7
        N
      
      N
      N
      0.0084
      9350000.00
      9350000.00
      0.0001
      N
      N
      Y
      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
      0.0134
      399049956.00
      399049956.00
      0.0055
      N
      N
      N
      N
    
    
      HARTFORD HEALTHCARE CORP
      TAXABLE BONDS SERIES C 0.840000%
      41652PAA7
      549300W3L482NUDOFF24
      US41652PAA75
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2049-07-01
      Y
      
        JPMorgan Chase Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0084
      49000000.00
      49000000.00
      0.0007
      N
      N
      Y
      N
    
    
      Illinois Housing Development Auth
      HOUSING BONDS SERIES 2017A2 0.850000%
      45201LA21
      54930053Z6M9JVHBQZ16
      US45201LA214
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2048-07-01
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        Y
      
      N
      N
      0.0085
      23800000.00
      23800000.00
      0.0003
      N
      N
      Y
      N
    
    
      ILLINOIS HSG DEV AUTH 2016
      M/F RB SERIES 2022C 0.840000%
      45202BLE4
      54930053Z6M9JVHBQZ16
      US45202BLE47
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2052-01-01
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        Y
      
      N
      N
      0.0084
      11785000.00
      11785000.00
      0.0002
      N
      N
      Y
      N
    
    
      Iowa Finance Auth
      MIDWESTERN DISASTER AREA RB (CARGILL) SERIES 2009A 0.830000%
      46246MDY1
      549300NQVL49BTHOW391
      US46246MDY12
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2036-06-01
      Y
      
        CARGILL INC
        1.0000
        7
        N
      
      N
      N
      0.0083
      45000000.00
      45000000.00
      0.0006
      N
      N
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 1.190000%
      46650WAW5
      ZBUT11V806EZRVTWT807
      0000782124
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-28
      2022-11-28
      N
      N
      N
      0.0119
      191999003.52
      191999003.52
      0.0027
      N
      N
      N
      N
    
    
      Kenton Cnty Airport Board
      SPECIAL FACILITIES RB (FLIGHTSAFETY) SERIES 2001A 0.840000%
      491033AG1
      US491033AG12
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2031-06-01
      Y
      
        Berkshire Hathaway Inc
        1.0000
        7
        N
      
      N
      N
      0.0084
      4400000.00
      4400000.00
      0.0001
      N
      N
      Y
      N
    
    
      KNOX INDIANA
      ECONOMIC DEVELOPMENT RB (TOLL IN) SERIES 2014 0.980000%
      499588AP6
      US499588AP62
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2046-02-01
      Y
      
        TRUIST BANK
        1.0000
        7
        N
      
      N
      N
      0.0098
      11300000.00
      11300000.00
      0.0002
      N
      N
      Y
      N
    
    
      LABCON NORTH AMERICA
      TAXABLE BONDS SERIES 2010 1.000000%
      50537AAA2
      US50537AAA25
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2040-01-01
      Y
      
        Bank of the West
        1.0000
        7
        N
      
      N
      N
      0.0100
      1005000.00
      1005000.00
      0.0000
      N
      N
      Y
      N
    
    
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.850000%
      51501HU64
      B81CK4ESI35472RHJ606
      Certificate of Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      278000353.06
      278000353.06
      0.0038
      N
      Y
      Y
      N
    
    
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
      LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.850000%
      51501HV97
      B81CK4ESI35472RHJ606
      Certificate of Deposit
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0081
      442003315.00
      442003315.00
      0.0061
      N
      N
      Y
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RF29
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0083
      18999126.00
      18999126.00
      0.0003
      N
      N
      Y
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 0.000000%
      53944RFA1
      969500DWS97CYSHCPT49
      Asset Backed Commercial Paper
      Y
      2022-06-10
      2022-06-10
      2022-06-10
      N
      Y
      
        Credit Agricole Corporate and Investment Bank SA
        1.0000
      
      N
      0.0086
      49988041.50
      49988041.50
      0.0007
      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
      0.0130
      149625675.00
      149625675.00
      0.0021
      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
      0.0132
      103235356.71
      103235356.71
      0.0014
      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
      0.0145
      65788066.74
      65788066.74
      0.0009
      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
      0.0148
      49828928.00
      49828928.00
      0.0007
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.230000%
      55380T2K5
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-30
      2022-11-30
      N
      N
      N
      0.0119
      74013780.28
      74013780.28
      0.0010
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 0.940000%
      55380TG79
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-06-01
      2022-07-26
      2022-07-26
      N
      N
      N
      0.0096
      184994037.45
      184994037.45
      0.0026
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 0.970000%
      55380TM64
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-24
      2022-08-24
      N
      N
      N
      0.0109
      262928642.84
      262928642.84
      0.0036
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.200000%
      55380TY87
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0115
      147030067.38
      147030067.38
      0.0020
      N
      N
      N
      N
    
    
      MUFG BANK LTD (NEW YORK BRANCH)
      MUFG BANK LTD (NEW YORK BRANCH) 1.200000%
      55380TZ29
      C3GTMMZIHMY46P4OIX74
      0000852743
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0116
      166027326.92
      166027326.92
      0.0023
      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
      0.0156
      204417699.55
      204417699.55
      0.0028
      N
      N
      N
      N
    
    
      MACON-BIBB CNTY INDUSTRIAL AUTH
      IDRB SERIES 2015 0.900000%
      55553PAJ8
      US55553PAJ84
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2025-07-01
      Y
      
        Bank of America NA
        1.0000
        7
        N
      
      N
      N
      0.0090
      6840000.00
      6840000.00
      0.0001
      N
      N
      Y
      N
    
    
      MACQUARIE BANK LTD
      MACQUARIE BANK LTD 0.000000%
      55607LFV1
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      Y
      2022-06-29
      2022-06-29
      2022-06-29
      N
      N
      N
      0.0101
      194841660.00
      194841660.00
      0.0027
      N
      N
      N
      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
      0.0157
      182376304.89
      182376304.89
      0.0025
      N
      N
      N
      N
    
    
      MACQUARIE BANK LTD
      MACQUARIE BANK LTD 1.080000%
      55607NLZ1
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-22
      2022-08-22
      N
      N
      N
      0.0109
      330996117.37
      330996117.37
      0.0046
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 0.960000%
      56274WAG5
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-08-17
      2022-08-17
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
      
      N
      0.0111
      98968714.02
      98968714.02
      0.0014
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 1.210000%
      56274WAV2
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-12-01
      2022-12-01
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
      
      N
      0.0124
      26996143.59
      26996143.59
      0.0004
      N
      N
      N
      N
    
    
      MATCHPOINT FINANCE PLC
      MATCHPOINT FINANCE PLC 0.000000%
      57666BG12
      635400YCKMVA7GIA6Q33
      Asset Backed Commercial Paper
      Y
      2022-07-01
      2022-07-01
      2022-07-01
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0099
      57950355.48
      57950355.48
      0.0008
      N
      N
      N
      N
    
    
      Memphis Health, Educational & Housing Facility Board
      M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.870000%
      586169DH4
      US586169DH45
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2043-05-01
      Y
      
        US BANK NATIONAL ASSOCIATION
        1.0000
        7
        N
      
      N
      N
      0.0087
      5750000.00
      5750000.00
      0.0001
      N
      N
      Y
      N
    
    
      Southern California Metropolitan Water District
      SUB WATER REFUNDING RB SERIES 2021A 0.870000%
      59266TTK7
      5493003GD0S0P56RLT45
      US59266TTK78
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2042-07-01
      Y
      
        Bank of America NA
        1.0000
        7
        Y
      
      N
      N
      0.0087
      70995000.00
      70995000.00
      0.0010
      N
      N
      Y
      N
    
    
      Michigan State Univ
      GENERAL RB SERIES 2000A1 0.830000%
      594712MZ1
      US594712MZ14
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2030-08-15
      Y
      
        PNC BANK NATIONAL ASSOCIATION
        1.0000
        7
        Y
      
      N
      N
      0.0083
      41770000.00
      41770000.00
      0.0006
      N
      N
      Y
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
      60682XGL4
      JBONEPAGQXF4QP29B387
      0001462160
      Financial Company Commercial Paper
      Y
      2022-07-20
      2022-07-20
      2022-07-20
      N
      N
      N
      0.0106
      63905600.00
      63905600.00
      0.0009
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.450000%
      60683B3X9
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-07-19
      2022-07-19
      2022-07-19
      N
      N
      N
      0.0106
      122897061.30
      122897061.30
      0.0017
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.970000%
      60683B4J9
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0103
      199974288.00
      199974288.00
      0.0028
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.150000%
      60683B5Y5
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-06-01
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0114
      174003878.46
      174003878.46
      0.0024
      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
      0.0150
      265966074.36
      265966074.36
      0.0037
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.110000%
      60683B6M0
      JBONEPAGQXF4QP29B387
      0001462160
      Certificate of Deposit
      Y
      2022-06-01
      2022-09-06
      2022-09-06
      N
      N
      N
      0.0103
      7001498.00
      7001498.00
      0.0001
      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
      0.0132
      34906245.85
      34906245.85
      0.0005
      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
      0.0142
      40471704.00
      40471704.00
      0.0006
      N
      N
      N
      N
    
    
      MIZUHO BANK LTD (SINGAPORE BRANCH)
      MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
      60689QF33
      RB0PEZSDGCO3JS6CEU02
      Financial Company Commercial Paper
      Y
      2022-06-03
      2022-06-03
      2022-06-03
      N
      N
      N
      0.0084
      192486540.40
      192486540.40
      0.0027
      N
      N
      Y
      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
      0.0130
      97774382.44
      97774382.44
      0.0014
      N
      N
      N
      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
      0.0131
      143660700.00
      143660700.00
      0.0020
      N
      N
      N
      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
      0.0145
      99682903.00
      99682903.00
      0.0014
      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
      0.0146
      297036467.66
      297036467.66
      0.0041
      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
      0.0150
      24912791.75
      24912791.75
      0.0003
      N
      N
      N
      N
    
    
      MUFG UNION BANK NA
      MUFG UNION BANK NA 0.720000%
      62478UER3
      OX3PU53ZLPQKJ4700D47
      0000016287
      Certificate of Deposit
      Y
      2022-06-16
      2022-06-16
      2022-06-16
      N
      N
      N
      0.0088
      249981812.50
      249981812.50
      0.0035
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 0.940000%
      63254GST3
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-09-01
      2022-09-01
      N
      N
      N
      0.0108
      199925696.00
      199925696.00
      0.0028
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 0.950000%
      63254GSY2
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-07-25
      2022-07-25
      N
      N
      N
      0.0103
      109986055.30
      109986055.30
      0.0015
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 1.110000%
      63254GTP0
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0114
      199982766.00
      199982766.00
      0.0028
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 1.140000%
      63254GTV7
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-27
      2022-10-27
      N
      N
      N
      0.0113
      300012351.00
      300012351.00
      0.0042
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 1.160000%
      63254GTY1
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-07
      2022-11-07
      N
      N
      N
      0.0115
      195011198.85
      195011198.85
      0.0027
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LTD
      NATIONAL AUSTRALIA BANK LTD 1.160000%
      63254GTZ8
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-04
      2022-11-04
      N
      N
      N
      0.0114
      296023135.36
      296023135.36
      0.0041
      N
      N
      N
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 0.000000%
      63307MF12
      BSGEFEIOM18Y80CKCV46
      0000926171
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      199995522.00
      199995522.00
      0.0028
      N
      Y
      Y
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 0.000000%
      63307MF87
      BSGEFEIOM18Y80CKCV46
      0000926171
      Financial Company Commercial Paper
      Y
      2022-06-08
      2022-06-08
      2022-06-08
      N
      N
      N
      0.0082
      52990318.49
      52990318.49
      0.0007
      N
      N
      N
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 0.940000%
      63307NFP7
      BSGEFEIOM18Y80CKCV46
      0000926171
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0107
      51987619.84
      51987619.84
      0.0007
      N
      N
      N
      N
    
    
      NATIONAL BANK OF CANADA
      NATIONAL BANK OF CANADA 0.950000%
      63307NFY8
      BSGEFEIOM18Y80CKCV46
      0000926171
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-30
      2022-08-30
      N
      N
      N
      0.0108
      164945451.00
      164945451.00
      0.0023
      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
      0.0120
      150059361.00
      150059361.00
      0.0021
      N
      N
      N
      N
    
    
      New Castle Cnty
      AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 2002 0.840000%
      64327PAB2
      US64327PAB22
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2032-12-01
      Y
      
        Berkshire Hathaway Inc
        1.0000
        7
        N
      
      N
      N
      0.0084
      5185000.00
      5185000.00
      0.0001
      N
      N
      Y
      N
    
    
      NEW VIRIDIAN EDGE
      TAXABLE M/F HOUSING RB (VIRIDIAN EDGE APARTMENTS) SERIES 2022 0.950000%
      64909NAA5
      US64909NAA54
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2062-05-01
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        N
      
      N
      N
      0.0095
      29000000.00
      29000000.00
      0.0004
      N
      N
      Y
      N
    
    
      New York City Housing Development Corp
      M/F HOUSING RB SERIES 2021F3 0.820000%
      64972EXV6
      549300SQWVHKBRF8D702
      US64972EXV63
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2061-05-01
      Y
      
        Barclays Bank PLC
        1.0000
        7
        Y
      
      N
      N
      0.0082
      41600000.00
      41600000.00
      0.0006
      N
      N
      Y
      N
    
    
      New York State HFA
      HOUSING RB (250 W 93RD ST) SERIES 2005A 0.880000%
      64986MM44
      5493000LS7KCDB02O506
      US64986MM441
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2038-11-01
      Y
      
        LANDESBANK HESSEN THUERINGEN GIROZENTRALE
        1.0000
        7
        N
      
      N
      N
      0.0088
      30775000.00
      30775000.00
      0.0004
      N
      N
      Y
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 0.930000%
      65558UNH1
      529900ODI3047E2LIV03
      0001002614
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0102
      137971047.60
      137971047.60
      0.0019
      N
      N
      N
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 0.940000%
      65558UNW8
      529900ODI3047E2LIV03
      US65558UNW89
      0001002614
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-29
      2022-08-29
      N
      N
      N
      0.0103
      349921369.00
      349921369.00
      0.0048
      N
      N
      N
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 1.150000%
      65558USM5
      529900ODI3047E2LIV03
      0001002614
      Certificate of Deposit
      Y
      2022-06-01
      2022-10-28
      2022-10-28
      N
      N
      N
      0.0113
      194015774.14
      194015774.14
      0.0027
      N
      N
      N
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 1.180000%
      65558UTK8
      529900ODI3047E2LIV03
      0001002614
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0118
      38799615.10
      38799615.10
      0.0005
      N
      N
      N
      N
    
    
      Norfolk Economic Development Auth
      HOSPITAL FACILITIES RB (SENTARA HEALTH) SERIES 2016A 0.800000%
      65588TAQ2
      US65588TAQ22
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2034-11-01
      Y
      
        SENTARA HEALTHCARE
        1.0000
        7
        N
      
      N
      N
      0.0080
      7200000.00
      7200000.00
      0.0001
      N
      N
      Y
      N
    
    
      NORINCHUKIN BANK (NEW YORK BRANCH)
      NORINCHUKIN BANK (NEW YORK BRANCH) 0.810000%
      65602YZV5
      549300KQZJBM38M51L16
      Certificate of Deposit
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0080
      193000063.69
      193000063.69
      0.0027
      N
      N
      Y
      N
    
    
      NORINCHUKIN BANK (NEW YORK BRANCH)
      NORINCHUKIN BANK (NEW YORK BRANCH) 0.810000%
      65602YZW3
      549300KQZJBM38M51L16
      Certificate of Deposit
      Y
      2022-06-03
      2022-06-03
      2022-06-03
      N
      N
      N
      0.0081
      246000000.00
      246000000.00
      0.0034
      N
      N
      Y
      N
    
    
      NUVEEN FLOATING RATE INCOME FUND
      VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 1.120000%
      67072T850
      HJXCPP3KYE3BVU373P27
      US67072T8505
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2031-01-01
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
        7
        N
      
      N
      N
      0.0112
      31000000.00
      31000000.00
      0.0004
      N
      N
      Y
      N
    
    
      NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
      VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 1.120000%
      67074X305
      N0WOEFO1WOMLJYH1PV29
      US67074X3052
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2029-11-01
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
      
      N
      N
      0.0112
      19000000.00
      19000000.00
      0.0003
      N
      N
      Y
      N
    
    
      Ohio Hospital Facilities
      HOSPITAL RB (CLEVELAND CLINIC HEALTH SYSTEM) SERIES 2019D2 0.800000%
      677561LC4
      5493005LEB5E170OMX59
      US677561LC41
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2052-01-01
      Y
      
        CLEVELAND CLINIC HLTH SYS OBLIG GROUP
        1.0000
        7
        N
      
      N
      N
      0.0080
      23125000.00
      23125000.00
      0.0003
      N
      N
      Y
      N
    
    
      OLD LINE FUNDING LLC
      OLD LINE FUNDING LLC 0.000000%
      67983UF81
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      Y
      2022-06-08
      2022-06-08
      2022-06-08
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0084
      66987508.52
      66987508.52
      0.0009
      N
      N
      N
      N
    
    
      OLD LINE FUNDING LLC
      OLD LINE FUNDING LLC 0.000000%
      67983UGT4
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      Y
      2022-07-27
      2022-07-27
      2022-07-27
      N
      Y
      
        Royal Bank of Canada
        1.0000
      
      N
      0.0122
      49903496.00
      49903496.00
      0.0007
      N
      N
      N
      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
      0.0161
      59721106.80
      59721106.80
      0.0008
      N
      N
      N
      N
    
    
      Orange Cnty HFA
      M/F HOUSING RB (LAUREL OAKS APTS) SERIES 2007G 0.820000%
      684906FM7
      US684906FM70
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2042-08-15
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        N
      
      N
      N
      0.0082
      7460000.00
      7460000.00
      0.0001
      N
      N
      Y
      N
    
    
      Orange Cnty HFA
      M/F HOUSING RB (LAUREL OAKS APTS II) SERIES 2007H 0.820000%
      684906FN5
      US684906FN53
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2042-08-15
      Y
      
        FEDERAL HOME LOAN BANKS
        1.0000
        7
        N
      
      N
      N
      0.0082
      6890000.00
      6890000.00
      0.0001
      N
      N
      Y
      N
    
    
      Osceola
      SOLID WASTE DISPOSAL RB (PLUM POINT ENERGY) SERIES 2006 0.800000%
      688008AA9
      US688008AA93
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2036-04-01
      Y
      
        GOLDMAN SACHS BANK USA
        1.0000
        7
        N
      
      N
      N
      0.0080
      63000000.00
      63000000.00
      0.0009
      N
      N
      Y
      N
    
    
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.930000%
      69033MJ65
      5493007O3QFXCPOGWK22
      US69033MJ658
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-10
      2022-08-10
      N
      N
      N
      0.0107
      189945935.50
      189945935.50
      0.0026
      N
      N
      N
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION LTD
      OVERSEA-CHINESE BANKING CORPORATION LTD 1.260000%
      69033ML47
      5493007O3QFXCPOGWK22
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-12-23
      2022-12-23
      N
      N
      N
      0.0122
      55013708.75
      55013708.75
      0.0008
      N
      N
      N
      N
    
    
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
      OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.260000%
      69033MN52
      5493007O3QFXCPOGWK22
      Certificate of Deposit
      Y
      2022-06-01
      2023-02-27
      2023-02-27
      N
      N
      N
      0.0126
      83098699.49
      83098699.49
      0.0012
      N
      N
      N
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION LTD
      OVERSEA-CHINESE BANKING CORPORATION LTD 0.900000%
      69034CMH8
      5493007O3QFXCPOGWK22
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-22
      2022-06-22
      N
      N
      N
      0.0107
      199981636.00
      199981636.00
      0.0028
      N
      N
      N
      N
    
    
      Port of Port Arthur Navigation District
      EXEMPT FACILITIES RB (TOTAL PETROCHEMICALS USA) SERIES 2010 0.860000%
      73522WAC9
      US73522WAC91
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2040-03-01
      Y
      
        TOTALENERGIES SE
        1.0000
        7
        N
      
      N
      N
      0.0086
      22500000.00
      22500000.00
      0.0003
      N
      N
      Y
      N
    
    
      PRICOA SHORT TERM FUNDING LLC
      PRICOA SHORT TERM FUNDING LLC 0.000000%
      74154GF24
      Asset Backed Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      Y
      
        PRUDENTIAL INSURANCE COMPANY OF AMERICA
        1.0000
      
      N
      0.0083
      23998900.08
      23998900.08
      0.0003
      N
      N
      Y
      N
    
    
      PRICOA SHORT TERM FUNDING LLC
      PRICOA SHORT TERM FUNDING LLC 0.000000%
      74154GFF5
      Asset Backed Commercial Paper
      Y
      2022-06-15
      2022-06-15
      2022-06-15
      N
      Y
      
        PRUDENTIAL INSURANCE COMPANY OF AMERICA
        1.0000
      
      N
      0.0086
      23991450.00
      23991450.00
      0.0003
      N
      N
      N
      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
      0.0129
      47886744.00
      47886744.00
      0.0007
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KF97
      Asset Backed Commercial Paper
      Y
      2022-06-09
      2022-06-09
      2022-06-09
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0085
      242948362.50
      242948362.50
      0.0034
      N
      N
      N
      N
    
    
      RIDGEFIELD FUNDING COMPANY LLC
      RIDGEFIELD FUNDING COMPANY LLC 0.000000%
      76582KGB1
      Asset Backed Commercial Paper
      Y
      2022-07-11
      2022-07-11
      2022-07-11
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0108
      50937270.00
      50937270.00
      0.0007
      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
      0.0129
      98773311.78
      98773311.78
      0.0014
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA (NEW YORK BRANCH)
      ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.000000%
      78012U4C6
      549300HXQQQCCUBS2Z23
      Certificate of Deposit
      Y
      2022-06-16
      2022-06-16
      2022-06-16
      N
      N
      N
      0.0087
      200011464.00
      200011464.00
      0.0028
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.000000%
      78015DG53
      ES7IP3U3RHIGC71XBU11
      0000352613
      Financial Company Commercial Paper
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0099
      199807112.00
      199807112.00
      0.0028
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.960000%
      78015M5H9
      ES7IP3U3RHIGC71XBU11
      0000352613
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0108
      58983764.38
      58983764.38
      0.0008
      N
      N
      N
      N
    
    
      SANTANDER UK PLC
      SANTANDER UK PLC 0.000000%
      80285QF13
      PTCQB104N23FMNK2RZ28
      0000891478
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0082
      45998948.44
      45998948.44
      0.0006
      N
      Y
      Y
      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
      0.0145
      282098268.61
      282098268.61
      0.0039
      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
      0.0165
      387240261.25
      387240261.25
      0.0054
      N
      N
      N
      N
    
    
      SHEFFIELD RECEIVABLES COMPANY LLC
      SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
      82124MFM7
      549300MYF6MOTU9T3G29
      Asset Backed Commercial Paper
      Y
      2022-06-21
      2022-06-21
      2022-06-21
      N
      Y
      
        Barclays Bank Plc
        1.0000
      
      N
      0.0090
      95949880.32
      95949880.32
      0.0013
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.060000%
      83050PZS1
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Certificate of Deposit
      Y
      2022-07-29
      2022-07-29
      2022-07-29
      N
      N
      N
      0.0102
      100007055.00
      100007055.00
      0.0014
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
      83050UG51
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0101
      218786019.48
      218786019.48
      0.0030
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
      83050UH84
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-08-08
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0114
      289367460.70
      289367460.70
      0.0040
      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
      0.0120
      205499568.32
      205499568.32
      0.0028
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 0.940000%
      83050WBE3
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-15
      2022-08-15
      N
      N
      N
      0.0105
      96978512.56
      96978512.56
      0.0013
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.140000%
      83050WBU7
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-26
      2022-10-26
      N
      N
      N
      0.0114
      61000992.47
      61000992.47
      0.0008
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.170000%
      83050WBZ6
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0117
      337006008.71
      337006008.71
      0.0047
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      SKANDINAVISKA ENSKILDA BANKEN AB 1.180000%
      83050WCC6
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-17
      2022-11-17
      N
      N
      N
      0.0118
      90999976.34
      90999976.34
      0.0013
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.190000%
      83050WCF9
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0119
      26999732.16
      26999732.16
      0.0004
      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
      0.0164
      288786060.00
      288786060.00
      0.0040
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORP
      STARBIRD FUNDING CORP 0.000000%
      85520MF81
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      2022-06-08
      2022-06-08
      2022-06-08
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0084
      88483500.06
      88483500.06
      0.0012
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORP
      STARBIRD FUNDING CORP 0.000000%
      85520MFD0
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      2022-06-13
      2022-06-13
      2022-06-13
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0086
      99969017.00
      99969017.00
      0.0014
      N
      N
      N
      N
    
    
      STARBIRD FUNDING CORP
      STARBIRD FUNDING CORP 0.950000%
      85520PCE4
      549300A8DDPP6QJBB522
      Asset Backed Commercial Paper
      Y
      2022-06-01
      2022-08-10
      2022-08-10
      N
      Y
      
        BNP Paribas SA
        1.0000
      
      N
      0.0110
      92972879.34
      92972879.34
      0.0013
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.960000%
      86564MCT3
      254900S1KUTSTBKJ6286
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0108
      205941514.54
      205941514.54
      0.0029
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.910000%
      86564MCZ9
      254900S1KUTSTBKJ6286
      Certificate of Deposit
      Y
      2022-06-01
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0075
      133001155.77
      133001155.77
      0.0018
      N
      N
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.100000%
      86564MGW2
      254900S1KUTSTBKJ6286
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0107
      338016849.30
      338016849.30
      0.0047
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
      SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.090000%
      86564MHS0
      254900S1KUTSTBKJ6286
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-10
      2022-08-10
      N
      N
      N
      0.0107
      285008538.60
      285008538.60
      0.0039
      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
      0.0128
      64849543.20
      64849543.20
      0.0009
      N
      N
      N
      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
      0.0132
      205479215.52
      205479215.52
      0.0028
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
      86565FCR1
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      162997509.36
      162997509.36
      0.0023
      N
      Y
      Y
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.320000%
      86565FEX6
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0095
      162900056.55
      162900056.55
      0.0023
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.960000%
      86565FFX5
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-01
      2022-08-01
      N
      N
      N
      0.0107
      322938329.61
      322938329.61
      0.0045
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.960000%
      86565FGG1
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0107
      187959313.04
      187959313.04
      0.0026
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.200000%
      86565FLH3
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0119
      370016516.80
      370016516.80
      0.0051
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.230000%
      86565FLS9
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0121
      177014570.64
      177014570.64
      0.0025
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.220000%
      86565FMB5
      549300MS3WYYVQ4HXM15
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-22
      2022-11-22
      N
      N
      N
      0.0121
      44001697.52
      44001697.52
      0.0006
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.200000%
      86959RTV2
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-07-15
      2022-07-15
      2022-07-15
      N
      N
      N
      0.0096
      56946184.59
      56946184.59
      0.0008
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.270000%
      86959RUP3
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0116
      241562940.74
      241562940.74
      0.0033
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.280000%
      86959RUR9
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-08-15
      2022-08-15
      2022-08-15
      N
      N
      N
      0.0120
      249516282.50
      249516282.50
      0.0035
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.300000%
      86959RVH0
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-07-08
      2022-07-08
      2022-07-08
      N
      N
      N
      0.0093
      199866412.00
      199866412.00
      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
      0.0140
      89757994.50
      89757994.50
      0.0012
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.330000%
      86959RWA4
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Certificate of Deposit
      Y
      2022-07-05
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0092
      284835765.90
      284835765.90
      0.0039
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB
      SVENSKA HANDELSBANKEN AB 0.000000%
      86960KF23
      NHBDILHZTYCNBV5UYZ31
      0001448613
      Financial Company Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0079
      107530274.91
      107530274.91
      0.0015
      N
      N
      Y
      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
      0.0116
      199993494.00
      199993494.00
      0.0028
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 1.150000%
      87019YAK7
      M312WZV08Y7LYUC71685
      0001367624
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0113
      300029274.00
      300029274.00
      0.0042
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 1.170000%
      87019YAP6
      M312WZV08Y7LYUC71685
      0001367624
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0114
      200023406.00
      200023406.00
      0.0028
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 1.190000%
      87019YAX9
      M312WZV08Y7LYUC71685
      0001367624
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0116
      333039940.02
      333039940.02
      0.0046
      N
      N
      N
      N
    
    
      Tenderfoot Seasonal Housing, LLC
      TAXABLE NOTES SERIES 2000B 1.110000%
      88033VAB3
      US88033VAB36
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2035-07-01
      Y
      
        Wells Fargo Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0111
      5885000.00
      5885000.00
      0.0001
      N
      N
      Y
      N
    
    
      Texas
      VETERANS HOUSING ASSISTANCE PROGRAM FUND II SERIES 2001C2 0.840000%
      882724HH3
      549300X9CH74QB747L76
      US882724HH34
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2033-12-01
      Y
      
        STATE STREET BANK AND TRUST COMPANY
        1.0000
        7
        Y
      
      N
      N
      0.0084
      22355000.00
      22355000.00
      0.0003
      N
      N
      Y
      N
    
    
      Texas
      VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2005A 0.840000%
      882724HK6
      549300X9CH74QB747L76
      US882724HK62
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2035-06-01
      Y
      
        STATE STREET BANK AND TRUST COMPANY
        1.0000
        7
        Y
      
      N
      N
      0.0084
      4665000.00
      4665000.00
      0.0001
      N
      N
      Y
      N
    
    
      Texas
      GO BONDS SERIES 2005B 0.840000%
      882724HL4
      549300X9CH74QB747L76
      US882724HL46
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2036-06-01
      Y
      
        STATE STREET BANK AND TRUST COMPANY
        1.0000
        7
        Y
      
      N
      N
      0.0084
      18445000.00
      18445000.00
      0.0003
      N
      N
      Y
      N
    
    
      Texas
      VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2008A 0.840000%
      882724HM2
      549300X9CH74QB747L76
      US882724HM29
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2038-12-01
      Y
      
        STATE STREET BANK AND TRUST COMPANY
        1.0000
        7
        Y
      
      N
      N
      0.0084
      2965000.00
      2965000.00
      0.0000
      N
      N
      Y
      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
      0.0130
      81829469.52
      81829469.52
      0.0011
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.940000%
      89114WPB5
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-06-01
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0097
      331978705.52
      331978705.52
      0.0046
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.200000%
      89114WU29
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-06-01
      2023-01-04
      2023-01-04
      N
      N
      N
      0.0122
      224975232.00
      224975232.00
      0.0031
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.190000%
      89114WV28
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-06-01
      2023-01-17
      2023-01-17
      N
      N
      N
      0.0123
      139063354.11
      139063354.11
      0.0019
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.260000%
      89114WXJ9
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-06-01
      2023-02-21
      2023-02-21
      N
      N
      N
      0.0128
      482946188.97
      482946188.97
      0.0067
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.260000%
      89114WXV2
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-06-01
      2023-02-24
      2023-02-24
      N
      N
      N
      0.0128
      282959867.77
      282959867.77
      0.0039
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.270000%
      89114WXW0
      PT3QB789TSUIDF371261
      Certificate of Deposit
      Y
      2022-06-01
      2023-02-27
      2023-02-27
      N
      N
      N
      0.0128
      402966462.34
      402966462.34
      0.0056
      N
      N
      N
      N
    
    
      TOTALENERGIES CAPITAL CANADA LTD
      TOTALENERGIES CAPITAL CANADA LTD 0.000000%
      89153QF21
      5299005IX98ZZ9LSGK46
      Non-Financial Company Commercial Paper
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      Y
      
        TOTALENERGIES SE
        1.0000
      
      N
      0.0085
      611971272.72
      611971272.72
      0.0085
      N
      N
      Y
      N
    
    
      TOTALENERGIES CAPITAL CANADA LTD
      TOTALENERGIES CAPITAL CANADA LTD 0.000000%
      89153QF39
      5299005IX98ZZ9LSGK46
      Non-Financial Company Commercial Paper
      Y
      2022-06-03
      2022-06-03
      2022-06-03
      N
      Y
      
        TOTALENERGIES SE
        1.0000
      
      N
      0.0086
      482965586.25
      482965586.25
      0.0067
      N
      N
      Y
      N
    
    
      TOYOTA CREDIT CANADA INC
      TOYOTA CREDIT CANADA INC 1.130000%
      89232BCX4
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0114
      49999106.00
      49999106.00
      0.0007
      N
      N
      N
      N
    
    
      TOYOTA CREDIT CANADA INC
      TOYOTA CREDIT CANADA INC 0.000000%
      89232DG65
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      Y
      2022-07-06
      2022-07-06
      2022-07-06
      N
      N
      N
      0.0115
      44948475.00
      44948475.00
      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
      0.0133
      33920746.00
      33920746.00
      0.0005
      N
      N
      N
      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
      0.0151
      41853588.00
      41853588.00
      0.0006
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      TOYOTA MOTOR CREDIT CORP 1.010000%
      89233BCH8
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0116
      99932001.00
      99932001.00
      0.0014
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      TOYOTA MOTOR CREDIT CORP 0.960000%
      89233BCK1
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-23
      2022-08-23
      N
      N
      N
      0.0108
      149958747.00
      149958747.00
      0.0021
      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
      0.0139
      134619761.70
      134619761.70
      0.0019
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      TOYOTA MOTOR CREDIT CORP 0.000000%
      89233HFH2
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      Y
      2022-06-17
      2022-06-17
      2022-06-17
      N
      N
      N
      0.0089
      99958067.00
      99958067.00
      0.0014
      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
      0.0144
      69776777.70
      69776777.70
      0.0010
      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
      0.0185
      99316528.00
      99316528.00
      0.0014
      N
      N
      N
      N
    
    
      Triborough Bridge & Tunnel Auth
      GENERAL REFUNDING RB SERIES 2018E 0.860000%
      89602RFE0
      54930020ZN4LQF7K3456
      US89602RFE09
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2032-11-15
      Y
      
        Bank of America NA
        1.0000
        7
        N
      
      N
      N
      0.0086
      8000000.00
      8000000.00
      0.0001
      N
      N
      Y
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 1.210000%
      90276JPB6
      BFM8T61CT2L1QCEMIK50
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0120
      50001687.50
      50001687.50
      0.0007
      N
      N
      N
      N
    
    
      UBS AG (LONDON BRANCH)
      UBS AG (LONDON BRANCH) 1.280000%
      90276JPD2
      BFM8T61CT2L1QCEMIK50
      Financial Company Commercial Paper
      Y
      2022-06-01
      2023-02-16
      2023-02-16
      N
      N
      N
      0.0127
      295020287.15
      295020287.15
      0.0041
      N
      N
      N
      N
    
    
      UNITED OVERSEAS BANK LTD
      UNITED OVERSEAS BANK LTD 0.970000%
      91127RBH9
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-18
      2022-10-18
      N
      N
      N
      0.0113
      112931167.18
      112931167.18
      0.0016
      N
      N
      N
      N
    
    
      UNITED OVERSEAS BANK LTD
      UNITED OVERSEAS BANK LTD 0.970000%
      91127RBK2
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-25
      2022-10-25
      N
      N
      N
      0.0113
      243841990.48
      243841990.48
      0.0034
      N
      N
      N
      N
    
    
      UNITED OVERSEAS BANK LTD
      UNITED OVERSEAS BANK LTD 1.240000%
      91127RBX4
      IO66REGK3RCBAMA8HR66
      Financial Company Commercial Paper
      Y
      2022-06-01
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0124
      130000934.70
      130000934.70
      0.0018
      N
      N
      N
      N
    
    
      Utah Water Finance Agency
      RB SERIES 2008B-1 0.800000%
      917572TU3
      5493008FZQW2WEDN4040
      US917572TU30
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2037-10-01
      Y
      
        JPMorgan Chase Bank NA
        1.0000
        7
        Y
      
      N
      Y
      
        JORDAN VALLEY WATER CONSERVANCY DISTRICT
        Corporate Underlier
        1.0000
      
      0.0080
      9035000.00
      9035000.00
      0.0001
      N
      N
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512MG78
      Asset Backed Commercial Paper
      Y
      2022-07-07
      2022-07-07
      2022-07-07
      N
      Y
      
        Natixis SA
        1.0000
      
      N
      0.0105
      74919370.50
      74919370.50
      0.0010
      N
      N
      N
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 0.000000%
      92512MG86
      Asset Backed Commercial Paper
      Y
      2022-07-08
      2022-07-08
      2022-07-08
      N
      Y
      
        Natixis SA
        1.0000
      
      N
      0.0105
      145837566.24
      145837566.24
      0.0020
      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
      0.0162
      99577000.00
      99577000.00
      0.0014
      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
      0.0165
      37827366.00
      37827366.00
      0.0005
      N
      N
      N
      N
    
    
      Virginia Small Business Financing Auth
      HOSPITAL RB (CARILION CLINIC) SERIES 2008A 0.800000%
      928101AL8
      US928101AL88
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2042-07-01
      Y
      
        PNC BANK NATIONAL ASSOCIATION
        1.0000
        7
        N
      
      N
      N
      0.0080
      15625000.00
      15625000.00
      0.0002
      N
      N
      Y
      N
    
    
      Volusia Cnty HFA
      M/F HOUSING RB (CAPE MORRIS COVE APTS) SERIES 2007A 0.850000%
      928904GE5
      US928904GE56
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2042-10-15
      Y
      
        JPMorgan Chase Bank NA
        1.0000
        7
        N
      
      N
      N
      0.0085
      6140000.00
      6140000.00
      0.0001
      N
      N
      Y
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 0.000000%
      9612C1F93
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-06-09
      2022-06-09
      2022-06-09
      N
      N
      N
      0.0083
      191960304.00
      191960304.00
      0.0027
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 0.920000%
      9612C4S44
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0107
      199945172.00
      199945172.00
      0.0028
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 1.140000%
      9612C4U90
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0116
      99988877.00
      99988877.00
      0.0014
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 1.130000%
      9612C4V24
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-24
      2022-10-24
      N
      N
      N
      0.0113
      95000368.60
      95000368.60
      0.0013
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      WESTPAC BANKING CORP 1.130000%
      9612C4V32
      EN5TNI6CI43VEPAMHL14
      Financial Company Commercial Paper
      Y
      2022-06-01
      2022-10-24
      2022-10-24
      N
      N
      N
      0.0113
      75000291.00
      75000291.00
      0.0010
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
      WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.140000%
      96130ANM6
      EN5TNI6CI43VEPAMHL14
      Certificate of Deposit
      Y
      2022-06-01
      2022-11-14
      2022-11-14
      N
      N
      N
      0.0116
      119986652.40
      119986652.40
      0.0017
      N
      N
      N
      N
    
    
      Yavapai Cnty IDA
      TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.900000%
      98521YAB5
      US98521YAB56
      Variable Rate Demand Note
      Y
      2022-06-07
      2022-06-07
      2035-09-01
      Y
      
        Bank of Nova Scotia
        1.0000
        7
        N
      
      N
      N
      0.0090
      21375000.00
      21375000.00
      0.0003
      N
      N
      Y
      N
    
    
      COOPERATIEVE RABOBANK UA (LONDON BRANCH)
      COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.910000%
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      ACI20TPZ3
      Certificate of Deposit
      Y
      2022-06-01
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0119
      310927505.90
      310927505.90
      0.0043
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (LONDON BRANCH)
      COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.280000%
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      ACI21SNR4
      Certificate of Deposit
      Y
      2022-08-12
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0123
      94817355.85
      94817355.85
      0.0013
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK UA (LONDON BRANCH)
      COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.330000%
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      ACI22KX16
      Certificate of Deposit
      Y
      2022-06-22
      2022-06-22
      2022-06-22
      N
      N
      N
      0.0096
      49980718.50
      49980718.50
      0.0007
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 1.020000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI24M3X3
      Certificate of Deposit
      Y
      2022-06-28
      2022-06-28
      2022-06-28
      N
      N
      N
      0.0112
      199984610.00
      199984610.00
      0.0028
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 0.000000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI24M4W4
      Certificate of Deposit
      Y
      2022-06-28
      2022-06-28
      2022-06-28
      N
      N
      N
      0.0110
      194833052.70
      194833052.70
      0.0027
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 0.000000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI24MZ67
      Certificate of Deposit
      Y
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0112
      96907313.59
      96907313.59
      0.0013
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 0.000000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI24P0K7
      Certificate of Deposit
      Y
      2022-07-08
      2022-07-08
      2022-07-08
      N
      N
      N
      0.0117
      187767361.28
      187767361.28
      0.0026
      N
      N
      N
      N
    
    
      MUFG BANK LTD (LONDON BRANCH)
      MUFG BANK LTD (LONDON BRANCH) 1.030000%
      C3GTMMZIHMY46P4OIX74
      0000852743
      ACI24VBT3
      Certificate of Deposit
      Y
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      0.0118
      53991532.26
      53991532.26
      0.0007
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
      MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
      JBONEPAGQXF4QP29B387
      0001462160
      ACI256TL5
      Certificate of Deposit
      Y
      2022-07-27
      2022-07-27
      2022-07-27
      N
      N
      N
      0.0135
      69851341.70
      69851341.70
      0.0010
      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
      0.0146
      183196484.39
      183196484.39
      0.0025
      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
      0.0156
      105996115.10
      105996115.10
      0.0015
      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
      0.0156
      108999279.51
      108999279.51
      0.0015
      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
      0.0153
      86002911.10
      86002911.10
      0.0012
      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
      0.0156
      22502043.00
      22502043.00
      0.0003
      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
      0.0159
      8500206.72
      8500206.72
      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
      0.0159
      221114241.05
      221114241.05
      0.0031
      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
      0.0159
      207152333.44
      207152333.44
      0.0029
      N
      N
      N
      N
    
    
      WELLS FARGO SECURITIES LLC
      WELLS FARGO SECURITIES LLC 1.100000%
      VYVVCKR63DVZZN70PB21
      0001224385
      ARP0SMEH3
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          STAR 2021-SFR1                 E      20380419 FLT
          
            2038-04-19
          
          2.587000
          1800000.00
          1715959.90
          Asset-Backed Securities
        
        
          LOANCORE ISSUER LTD  2021-CRE6 C      20381115 FLT
          
            2038-11-15
          
          3.174710
          1500000.00
          1439584.19
          Asset-Backed Securities
        
        
          FS RIALTO ISSUER LTD 2021-FL3  D      20361118 FLT
          
            2036-11-18
          
          3.374710
          450000.00
          427656.89
          Asset-Backed Securities
        
        
          BLUEMOUNTAIN CLO XXIII 2018-23 SUB    20311020 FLT
          
            2031-10-20
          
          0.00
          3000000.00
          1590000.00
          Asset-Backed Securities
        
        
          BFLD TRUST 2020-EYP            E      20351015 FLT
          
            2035-10-15
          
          4.575000
          780000.00
          755513.72
          Private Label Collateralized Mortgage Obligations
        
        
          BSREP COMM MTG TR 2021-DC      F      20380816 FLT
          
            2038-08-16
          
          3.725000
          1000000.00
          910241.56
          Private Label Collateralized Mortgage Obligations
        
        
          BSREP COMM MTG TR 2021-DC      G      20380816 FLT
          
            2038-08-16
          
          4.725000
          2700000.00
          2411032.50
          Private Label Collateralized Mortgage Obligations
        
        
          BX TR 2019-IMC                 G      20340417 FLT
          
            2034-04-17
          
          4.475000
          5000000.00
          4671274.44
          Private Label Collateralized Mortgage Obligations
        
        
          AMSR 2020-SFR4 TR              G-2    20371119 4.8
          
            2037-11-19
          
          4.870000
          500000.00
          474653.67
          Asset-Backed Securities
        
        
          RISERVA CLO 2016               SUB    20281018 FLT
          549300640C8OB2I8SN35
          
            2028-10-18
          
          0.00
          3200000.00
          1696000.00
          Asset-Backed Securities
        
        
          CSMC TRUST 2013-HYB1           B-1    20430425 FLT
          
            2043-04-25
          
          2.897660
          16046000.00
          6626484.69
          Private Label Collateralized Mortgage Obligations
        
        
          VMC FIN LL 2021-FL4            D      20360618 FLT
          
            2036-06-18
          
          4.435570
          5100500.00
          4864457.70
          Asset-Backed Securities
        
        
          ELEVATION CLO LTD 2018-9       SUB    20310715 FLT
          549300BOE42FYBAXFR86
          
            2031-07-15
          
          0.00
          3000000.00
          1080000.00
          Asset-Backed Securities
        
        
          GPMT LTD 2021-FL3              C      20350718 FLT
          
            2035-07-18
          
          3.335570
          461500.00
          442497.51
          Asset-Backed Securities
        
        
          LEGACY MTG ASSET TR 2019-GS7   A-1    20591125 FLT
          
            2059-11-25
          
          3.250000
          2600000.00
          1970462.57
          Asset-Backed Securities
        
        
          BXMT 2020-FL3 LTD              A-S    20370316 FLT
          
            2037-03-16
          
          2.279880
          1000000.00
          982606.62
          Asset-Backed Securities
        
        
          LSTAR COML MTG TR 2016-4       C      20490312 FLT
          
            2049-03-12
          
          4.585390
          588000.00
          566569.84
          Private Label Collateralized Mortgage Obligations
        
        
          MFA 2022-RTL1                  A-2    20270426 6.4
          
            2027-04-26
          
          6.413000
          5000000.00
          4962084.17
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT
          
            2062-12-15
          
          3.294300
          1500000.00
          1319607.37
          Private Label Collateralized Mortgage Obligations
        
        
          TOORAK MTG TR 2020-1           A-1    20230325 2.7
          
            2023-03-25
          
          2.734300
          5530000.00
          4987734.26
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT COMM MTG TR 2021-MFP     G      20381115 FLT
          
            2038-11-15
          
          3.848510
          5310000.00
          4979300.89
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMERICA FIN TR 2021-3 B      20541015 2.4
          
            2054-10-15
          
          2.494000
          3750000.00
          3418538.75
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMERICA FIN TR 2021-3 C      20541015 2.9
          
            2054-10-15
          
          2.911000
          5000000.00
          4387724.17
          Private Label Collateralized Mortgage Obligations
        
        
          HOMEWARD OPT FUND I 2020-BPL1  A2     20250825 5.4
          
            2025-08-25
          
          5.437900
          850000.00
          839392.96
          Private Label Collateralized Mortgage Obligations
        
        
          BX CM MTG 2021-VOLT            E      20360915 FLT
          
            2036-09-15
          
          2.874720
          7174000.00
          6751370.00
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2017-SLP        G      20321012 FLT
          
            2032-10-12
          
          4.591300
          4294682.00
          4160636.74
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2016-C32   B      20590117 FLT
          549300VOKB4Z9J8DIM89
          
            2059-01-17
          
          4.723050
          344259.00
          343352.18
          Private Label Collateralized Mortgage Obligations
        
        
          CITGRP COML MTG TR 2015-GC27   D      20480212 FLT
          
            2048-02-12
          
          4.421560
          5959000.00
          5452399.37
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2018-1    E      20510616 FLT
          
            2051-06-16
          
          5.895850
          3034000.00
          2949882.99
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-1    B      20520315 3.8
          
            2052-03-15
          
          3.880000
          875000.00
          862343.42
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-3    B      20521018 3.1
          
            2052-10-18
          
          3.163000
          1500000.00
          1349113.25
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-3    D      20521018 3.7
          
            2052-10-18
          
          3.760000
          750000.00
          654273.25
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-3    E      20521018 FLT
          
            2052-10-18
          
          4.763530
          1640000.00
          1459628.88
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMCR FIN TR 2020-4    D      20521217 2.7
          
            2052-12-17
          
          2.712000
          3170000.00
          2618508.76
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMCR FIN TR 2020-3    B      20530815 2.2
          
            2053-08-15
          
          2.203000
          750000.00
          621912.62
          Private Label Collateralized Mortgage Obligations
        
        
          CSFB MTG PTC 2003-29           D-B-2  20331225 FLT
          
            2033-12-25
          
          6.043920
          8000000.00
          499822.04
          Private Label Collateralized Mortgage Obligations
        
        
          MBRT 2019-MBR                  H1     20361117 FLT
          
            2036-11-17
          
          5.125000
          11729000.00
          11027720.48
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT 2021-FLWR                B      20360715 FLT
          
            2036-07-15
          
          1.800890
          1000000.00
          949428.40
          Private Label Collateralized Mortgage Obligations
        
        
          BX TR 2019-IMC                 E      20340417 FLT
          
            2034-04-17
          
          3.025000
          4456137.00
          4204099.87
          Private Label Collateralized Mortgage Obligations
        
        
          PROGRESS RES TR 2021-SFR10     G      20401219 4.8
          
            2040-12-19
          
          4.860000
          3500000.00
          2944007.50
          Asset-Backed Securities
        
        
          REPUBLIC FINAE ISSE TR 2020-A  A      20301120 2.4
          
            2030-11-20
          
          2.470000
          1000000.00
          971233.72
          Asset-Backed Securities
        
        
          LOANCORE ISSUER LTD 2019-CRE2  B      20360515 FLT
          
            2036-05-15
          
          2.574710
          920000.00
          909368.77
          Asset-Backed Securities
        
        
          CARVANA AUTO RCV TR 2021-N4    N      20280910 2.9
          
            2028-09-10
          
          2.990000
          1000000.00
          570724.57
          Asset-Backed Securities
        
        
          MADISON PARK FDG XXI 2016-21   SUB    20290725 FLT
          
            2029-07-25
          
          0.00
          3000000.00
          1710000.00
          Asset-Backed Securities
        
        
          ASSURANT CLO 2018-2            SUB    20310421 FLT
          
            2031-04-21
          
          0.00
          5000000.00
          2450000.00
          Asset-Backed Securities
        
        
          BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT
          549300EB3KHH9T7ICE44
          
            2027-01-20
          
          0.00
          2500000.00
          900000.00
          Asset-Backed Securities
        
        
          CIFC FUNDING LTD 2014-II       INC    20260524 FLT
          549300O8WGQU5B6HEB94
          
            2026-05-24
          
          0.00
          12500000.00
          3750000.00
          Asset-Backed Securities
        
        
          LCM XV LTD 2014-15             INC    20240826 FLT
          549300HV40B88JRNJD93
          
            2024-08-26
          
          0.00
          7875000.00
          1102500.00
          Asset-Backed Securities
        
        
          COMM MTG TR 2014-UBS5          D      20470912 3.4
          
            2047-09-12
          
          3.495000
          6995000.00
          6014290.51
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC TRUST 2017-PFHP           G      20301216 FLT
          
            2030-12-16
          
          7.025000
          5305000.00
          4738315.77
          Private Label Collateralized Mortgage Obligations
        
        
          BAMLL CML MTG SEC TR 2020-BHP3 B      20370316 FLT
          
            2037-03-16
          
          2.875000
          6670000.00
          6579893.49
          Private Label Collateralized Mortgage Obligations
        
        
          BANCORP COML MTG TR 2017-CRE2  D      20320817 FLT
          
            2032-08-17
          
          4.624710
          2000000.00
          1838212.41
          Private Label Collateralized Mortgage Obligations
        
        
          BFLD TRUST 2020-EYP            F      20351015 FLT
          
            2035-10-15
          
          5.075000
          1900000.00
          1819822.96
          Private Label Collateralized Mortgage Obligations
        
        
          BX COMM MTG TR 2021-IRON       E      20380216 FLT
          
            2038-02-16
          
          3.225000
          419000.00
          392161.51
          Private Label Collateralized Mortgage Obligations
        
        
          BX TR 2019-IMC                 F      20340417 FLT
          
            2034-04-17
          
          3.775000
          5736000.00
          5383533.00
          Private Label Collateralized Mortgage Obligations
        
        
          AMSR TRUST 2020-SFR3           I      20370918 7.3
          
            2037-09-18
          
          7.379000
          4945417.00
          4756448.50
          Private Label Collateralized Mortgage Obligations
        
        
          IMPAC CMB TR 2005-1            B      20350425 FLT
          
            2035-04-25
          
          2.955710
          3187500.00
          75223.91
          Private Label Collateralized Mortgage Obligations
        
        
          JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT
          
            2048-02-18
          
          2.805000
          4000000.00
          2950622.00
          Private Label Collateralized Mortgage Obligations
        
        
          JP MRGN CHASE COM 2020-MKST    E      20361215 FLT
          
            2036-12-15
          
          3.125000
          6240000.00
          5744287.47
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT
          
            2036-05-15
          
          3.675000
          6000000.00
          5325326.00
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC TRUST 2013-HYB1           B-5    20430425 FLT
          
            2043-04-25
          
          2.897660
          7916923.00
          7104311.98
          Private Label Collateralized Mortgage Obligations
        
        
          CITGRP COML MTG TR 2015-GC27   E      20480212 3.0
          
            2048-02-12
          
          3.000000
          4000000.00
          3048036.00
          Private Label Collateralized Mortgage Obligations
        
        
          CORVEST AMERN FIN TR 2017-1    E      20491015 FLT
          
            2049-10-15
          
          6.007540
          3998000.00
          4014005.13
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-1    E      20520315 FLT
          
            2052-03-15
          
          5.488700
          381000.00
          371545.07
          Private Label Collateralized Mortgage Obligations
        
        
          NLY 2019-FL2 ISSUER LTD        C      20360215 FLT
          
            2036-02-15
          
          3.224710
          4000000.00
          3978172.82
          Asset-Backed Securities
        
        
          MS BOFA ML TRUST 2014-C18      C      20471018 FLT
          
            2047-10-18
          
          4.499840
          103700.00
          100252.48
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT
          
            2036-05-15
          
          4.525000
          5000000.00
          4222120.56
          Private Label Collateralized Mortgage Obligations
        
        
          THARALDSON PORT TR 2018-THPT   G      20341113 FLT
          
            2034-11-13
          
          7.495000
          3000000.00
          2221655.38
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2019-1    D      20520315 4.8
          
            2052-03-15
          
          4.818000
          5065000.00
          4931724.65
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2018-1    C      20510616 4.3
          
            2051-06-16
          
          4.369000
          1250000.00
          1186993.54
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMER FIN TR 2018-1    B      20510616 4.0
          
            2051-06-16
          
          4.003000
          750000.00
          745746.62
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-09-06
      2022-09-06
      2022-09-06
      Y
      
        WELLS FARGO SECURITIES LLC
        1.0000
        98
        N
      
      N
      N
      0.0193
      167621262.48
      167621262.48
      0.0023
      N
      N
      N
      Y
    
    
      RBC CAPITAL MARKETS LLC
      RBC CAPITAL MARKETS LLC 0.720000%
      549300LCO2FLSSVFFR64
      0000050916
      ARP0SVV50
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          MORGAN STANLEY                 FR 4.21%042028
          IGJSJL3JD5P30I6NJZ34
          
            2028-04-20
          
          4.210000
          883000.00
          890986.49
          Corporate Debt Securities
        
        
          AMAZON COM INC                 SR GLBL NT4.1%62
          ZXTILKJKG63JELOEG630
          
            2062-04-13
          
          4.100000
          450000.00
          437515.50
          Corporate Debt Securities
        
        
          AMERICAN EXPRESS CO            SR GLBL NT 29
          R4PP93JZOLY261QX3811
          
            2029-05-03
          
          4.050000
          803000.00
          804212.53
          Corporate Debt Securities
        
        
          ANTHEM INC                     SR GLBL NT3.6%51
          8MYN82XMYQH89CTMTH67
          
            2051-03-15
          
          3.600000
          3794000.00
          3338264.72
          Corporate Debt Securities
        
        
          MONTEFIORE MED CTR NEW YORK    TAX BD AGM-CR 48
          
            2048-11-01
          
          5.246000
          1092000.00
          1150161.74
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC                 SUB GLBL COCO 33
          MLU0ZO3ML4LN2LL2TL39
          
            2033-03-29
          
          4.762000
          4725000.00
          4566765.52
          Corporate Debt Securities
        
        
          HOAG MEM HOSP PRESBYTERIAN     -2022 BD3.803%52
          FZFVQHQN7LISVXIZDB30
          
            2052-07-15
          
          3.803000
          265000.00
          240375.76
          Corporate Debt Securities
        
        
          WASTE CONNECTIONS INC          SR GLBL NT3.2%32
          549300HDLRTPBQU69P29
          
            2032-06-01
          
          3.200000
          499000.00
          469074.97
          Corporate Debt Securities
        
        
          WORKDAY INC                    SR GLBL NT3.8%32
          549300J0DYC0N31V7G13
          
            2032-04-01
          
          3.800000
          2400000.00
          2290064.00
          Corporate Debt Securities
        
        
          XCEL ENERGY INC                GLBL NT 4.6%32
          LGJNMI9GH8XIDG5RCM61
          
            2032-06-01
          
          4.600000
          1436000.00
          1478511.98
          Corporate Debt Securities
        
        
          DAIMLER TRUCKS FIN NORTH AMER  FLT 144A NT 24
          5493003HSDTSCZRXBA58
          
            2024-04-05
          
          1.609500
          950000.00
          952996.54
          Corporate Debt Securities
        
        
          NATWEST MKTS PLC US MEDIUM     VR 051221-081224
          RR3QWICWWIPCS8A4S074
          
            2024-08-12
          
          1.311850
          200000.00
          198296.47
          Corporate Debt Securities
        
        
          SYSTEM ENERGY RESOURCES INC    1ST MTG BD4.1%23
          
            2023-04-01
          
          4.100000
          651000.00
          660565.36
          Corporate Debt Securities
        
        
          DAIMLER TRUCKS FIN NORTH AMER  GLBL FLT 144A 23
          5493003HSDTSCZRXBA58
          
            2023-12-14
          
          1.095090
          2000000.00
          1997965.38
          Corporate Debt Securities
        
        
          CITIGROUP INC                  FR 10%092934
          6SHGI4ZSSLCXXQSBB395
          
            2034-09-29
          
          0.00
          10000.00
          6401.68
          Corporate Debt Securities
        
        
          ALBEMARLE CORP                 SR GLBL NT 32
          HDBLS2Q6GV1LSKQPBS54
          
            2032-06-01
          
          5.050000
          2395000.00
          2438816.52
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30
          784F5XWPLTWKTBV3E584
          
            2030-02-07
          
          2.600000
          2000.00
          1791.55
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28
          784F5XWPLTWKTBV3E584
          
            2028-03-15
          
          2.327840
          5000.00
          5072.19
          Corporate Debt Securities
        
        
          VALERO ENERGY CORP             SR GLBL NT 4%52
          549300XTO5VR8SKV1V74
          
            2052-06-01
          
          4.000000
          2000000.00
          1723460.00
          Corporate Debt Securities
        
        
          BNP PARIBAS                    FR 2.588%081235
          R0MUWSFPU8MPRO8K5P83
          
            2035-08-12
          
          2.588000
          10000000.00
          8262140.00
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 5.297%042037
          IGJSJL3JD5P30I6NJZ34
          
            2037-04-20
          
          5.297000
          1857000.00
          1898211.83
          Corporate Debt Securities
        
        
          ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 30
          549300OSW32RVX8CCZ87
          
            2030-01-25
          
          2.950000
          139000.00
          125765.12
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 PERP JR GLBL -N
          IGJSJL3JD5P30I6NJZ34
          
            2099-12-31
          
          5.300000
          90000.00
          85960.70
          Corporate Debt Securities
        
        
          ATHENE HOLDING LTD             SR GLBL NT 30
          549300H316CT32FQXI76
          
            2030-04-03
          
          6.150000
          175000.00
          188212.06
          Corporate Debt Securities
        
        
          TOYOTA MTR CR CORP             FR 3.05%032227
          Z2VZBHUMB7PWWJ63I008
          
            2027-03-22
          
          3.050000
          248000.00
          244291.37
          Corporate Debt Securities
        
        
          USB CAPITAL IX                 PERP JR SB GLBL
          
            2500-12-31
          
          3.500000
          65000.00
          46365.29
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41
          2S72QS2UO2OESLG6Y829
          
            2041-03-22
          
          3.400000
          9000.00
          7881.63
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 4%012225
          9DJT3UXIJIZJI4WXO774
          
            2025-01-22
          
          4.000000
          103000.00
          105209.69
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      FR 3.85%042828
          WFLLPEPC7FZXENRZV188
          
            2028-04-28
          
          3.850000
          10022000.00
          10154783.15
          Corporate Debt Securities
        
        
          BARCLAYS PLC                   SR GLBL NT 45
          213800LBQA1Y9L22JB70
          
            2045-08-17
          
          5.250000
          3161000.00
          3290179.53
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 2.239%072132
          IGJSJL3JD5P30I6NJZ34
          
            2032-07-21
          
          2.239000
          9893000.00
          8482903.99
          Corporate Debt Securities
        
        
          HCA INC.                       SR SEC GLBL NT47
          L3CJ6J7LJ2DX62FTXD46
          
            2047-06-15
          
          5.500000
          1799000.00
          1843059.51
          Corporate Debt Securities
        
        
          STATE STR CORP                 ALT TIER I EXT77
          549300ZFEEJ2IP5VME73
          
            2077-06-01
          
          1.826000
          2000.00
          1648.43
          Corporate Debt Securities
        
        
          EDISON INTL                    SR GLBL NT 28
          549300I7ROF15MAEVP56
          
            2028-03-15
          
          4.125000
          9408000.00
          9126120.64
          Corporate Debt Securities
        
        
          STERIS IRISH FINCO UNLIMITED   SR GLBL NT 51
          549300BRDKZ1HFI2J358
          
            2051-03-15
          
          3.750000
          152000.00
          125730.85
          Corporate Debt Securities
        
        
          SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT23
          549300KJYBG7C6WJYZ11
          
            2023-04-15
          
          5.625000
          2301000.00
          2358588.28
          Corporate Debt Securities
        
        
          UNION PAC CORP                 GLBL 144A NT 60
          549300LMMRSZZCZ8CL11
          
            2060-03-20
          
          3.839000
          3000.00
          2681.49
          Corporate Debt Securities
        
        
          BROADCOM INC                   SR GLBL 144A 35
          549300WV6GIDOZJTV909
          
            2035-11-15
          
          3.137000
          300000.00
          243046.27
          Corporate Debt Securities
        
        
          BURLINGTON RES FIN CO          SR NT 7.4%31
          0FJ5X7MVCTSE8OEPQE56
          
            2031-12-01
          
          7.400000
          25000.00
          32295.75
          Corporate Debt Securities
        
        
          BPCE S A                       VR 091218-091223
          9695005MSX1OYEMGDF46
          
            2023-09-12
          
          2.042860
          285000.00
          288431.31
          Corporate Debt Securities
        
        
          CANADIAN NAT RES LTD MED TERM  SR NT 7.2%32
          549300T15RIMIKZC5Q38
          
            2032-01-15
          
          7.200000
          5420000.00
          6540801.80
          Corporate Debt Securities
        
        
          ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 50
          549300OSW32RVX8CCZ87
          
            2050-01-25
          
          3.800000
          450000.00
          359514.00
          Corporate Debt Securities
        
        
          MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 23
          353800V2V8PUY9TK3E06
          
            2023-03-02
          
          3.455000
          13000.00
          13215.43
          Corporate Debt Securities
        
        
          ESSENTIAL PPTYS LP             SR GLBL NT 31
          254900XX9FNFCDE1NX02
          
            2031-07-15
          
          2.950000
          500000.00
          416152.22
          Corporate Debt Securities
        
        
          ABBVIE INC                     SR GLBL NT3.2%29
          FR5LCKFTG8054YNNRU85
          
            2029-11-21
          
          3.200000
          2057000.00
          1948737.80
          Corporate Debt Securities
        
        
          ALIBABA GROUP HLDG LTD         SR GLBL NT 51
          5493001NTNQJDH60PM02
          
            2051-02-09
          
          3.150000
          207000.00
          145664.35
          Corporate Debt Securities
        
        
          NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426
          549300XFX12G42QIKN82
          
            2026-09-14
          
          4.000000
          3000000.00
          2951623.33
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            ALT TIER I PERP
          8I5DZWZKVSZI1NUHU748
          
            2500-12-31
          
          3.650000
          315000.00
          278499.38
          Corporate Debt Securities
        
        
          NISOURCE INC                   SR GLBL NT 29
          549300D8GOWWH0SJB189
          
            2029-09-01
          
          2.950000
          3800000.00
          3479451.00
          Corporate Debt Securities
        
        
          MARRIOTT INTL INC NEW          CR SEN SR GLBL31
          225YDZ14ZO8E1TXUSU86
          
            2031-04-15
          
          2.850000
          7000.00
          6113.67
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 4.45%030326
          9DJT3UXIJIZJI4WXO774
          
            2026-03-03
          
          4.450000
          343000.00
          351522.79
          Corporate Debt Securities
        
        
          ORACLE CORP                    SR GLBL NT3.6%50
          1Z4GXXU7ZHVWFCD8TV52
          
            2050-04-01
          
          3.600000
          2725000.00
          1999959.25
          Corporate Debt Securities
        
        
          BANCO SANTANDER S.A.           SR GLBL COCO 24
          5493006QMFDDMYWIAM13
          
            2024-06-27
          
          2.706000
          1200000.00
          1196226.80
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27
          
            2027-06-20
          
          6.500000
          4662329.00
          4793335.26
          Corporate Debt Securities
        
        
          BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52
          549300D2L6J4NC1QVZ22
          
            2052-01-30
          
          3.200000
          843000.00
          669319.52
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL BD3.5%5
          1HNPXZSMMB7HMBMVBS46
          
            2050-08-01
          
          3.500000
          7533000.00
          5428028.70
          Corporate Debt Securities
        
        
          PROGRESS ENERGY INC            SR GLBL NT 7%31
          549300FBMTW0JYWMNB26
          
            2031-10-30
          
          7.000000
          85000.00
          99930.53
          Corporate Debt Securities
        
        
          BLUE OWL FINANCE LLC           SR GLBL 144A 32
          254900OF2NO2GYFV5T41
          
            2032-02-15
          
          4.375000
          5520000.00
          4929812.33
          Corporate Debt Securities
        
        
          HCA INC.                       SR SEC GLBL NT31
          L3CJ6J7LJ2DX62FTXD46
          
            2031-07-15
          
          2.375000
          2545000.00
          2163993.71
          Corporate Debt Securities
        
        
          QUANTA SVCS INC                SR GLBL NT2.9%30
          SHVRXXEACT60MMH07S24
          
            2030-10-01
          
          2.900000
          5631000.00
          4933000.01
          Corporate Debt Securities
        
        
          PROVINCE OF QUEBEC             SR GLBL QS NT 27
          549300WN65YFEQH74Y36
          
            2027-04-12
          
          2.750000
          8000.00
          7943.54
          Corporate Debt Securities
        
        
          HEINEKEN NV                    SR GLBL 144A 47
          724500K5PTPSST86UQ23
          
            2047-03-29
          
          4.350000
          1683000.00
          1633033.13
          Corporate Debt Securities
        
        
          REYNOLDS AMERICAN INC          SR GLBL NT 45
          02S2RPPVO9RP4NEU2740
          
            2045-08-15
          
          5.850000
          3131000.00
          2985173.68
          Corporate Debt Securities
        
        
          NATWEST GROUP PLC              GLBL COCO 24
          2138005O9XJIJN4JPN90
          
            2024-06-25
          
          2.515710
          2303000.00
          2327070.99
          Corporate Debt Securities
        
        
          UNICREDIT S.P.A                FR 1.982%060327
          549300TRUWO2CD2G5692
          
            2027-06-03
          
          1.982000
          530000.00
          474262.46
          Corporate Debt Securities
        
        
          CIGNA CORP NEW                 SR GLBL NT2.4%30
          549300VIWYMSIGT1U456
          
            2030-03-15
          
          2.400000
          2940000.00
          2626674.40
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SUB GLBL NT 46
          6SHGI4ZSSLCXXQSBB395
          
            2046-05-18
          
          4.750000
          1553000.00
          1493714.66
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL FL NT 27
          6SHGI4ZSSLCXXQSBB395
          
            2027-06-09
          
          1.225400
          3168000.00
          3059708.73
          Corporate Debt Securities
        
        
          AMERICAN HONDA FIN CORP MTN    FR 2.05%011023
          B6Q2VFHD1797Q7NZ3E43
          
            2023-01-10
          
          2.050000
          2000.00
          2010.14
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC CO            VR 050506-050526
          3C7474T6CDKPR9K6YT90
          
            2026-05-05
          
          1.743290
          29000.00
          27927.84
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL FL NT 23
          784F5XWPLTWKTBV3E584
          
            2023-06-05
          
          1.633140
          440000.00
          441696.65
          Corporate Debt Securities
        
        
          SIEMENS FIN NV                 SR GLBL 144A 28
          TAFO772JB70PDRN5VS48
          
            2028-03-11
          
          1.700000
          855000.00
          767525.42
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            VR 110217-01158
          8I5DZWZKVSZI1NUHU748
          
            2087-01-15
          
          2.236000
          6704000.00
          5726819.00
          Corporate Debt Securities
        
        
          BAC CAP TR XIII                PERP JR SB
          549300I6GXQ4O8PHFJ89
          
            2500-12-31
          
          4.000000
          1000.00
          758.56
          Corporate Debt Securities
        
        
          OMERS FINANCE TRUST            GLBL REGS NT 23
          529900M039WCPES03P17
          
            2023-04-14
          
          1.125000
          250000.00
          247877.19
          Corporate Debt Securities
        
        
          KIA MTRS CORP                  SR GLBL REGS 23
          988400V8MJK9N7OI5X76
          
            2023-04-25
          
          3.000000
          200000.00
          200875.33
          Corporate Debt Securities
        
        
          TOYOTA MOTOR CORP              GLBL NT 1.339%26
          5493006W3QUS5LMH6R84
          
            2026-03-25
          
          1.339000
          1258000.00
          1170650.56
          Corporate Debt Securities
        
        
          ONTARIO PROV CDA               GLBL BD 1.8%31
          C7PVKCRGLG18EBQGZV36
          
            2031-10-14
          
          1.800000
          1117000.00
          990935.38
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI TR BK LTD      FR 1.55%032526
          5493006GGLR4BTEL8O61
          
            2026-03-25
          
          1.550000
          1600000.00
          1475677.78
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL 28 BD 5
          1HNPXZSMMB7HMBMVBS46
          
            2050-07-01
          
          4.950000
          10000000.00
          8587650.00
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      PERP JR GLBL -F
          WFLLPEPC7FZXENRZV188
          
            2500-12-31
          
          4.625000
          20000.00
          18449.63
          Corporate Debt Securities
        
        
          BANCO SANTANDER S.A.           GLBL COCO 24
          5493006QMFDDMYWIAM13
          
            2024-05-24
          
          3.892000
          4200000.00
          4224850.47
          Corporate Debt Securities
        
        
          BANK NOVA SCOTIA HALIFAX       SUB GLBL COCO 37
          L3I9ZG2KFGXZ61BMYR72
          
            2037-05-04
          
          4.588000
          462000.00
          441771.23
          Corporate Debt Securities
        
        
          DEERE JOHN CAPITAL CORP        FR 2.8%071829
          E0KSF7PFQ210NWI8Z391
          
            2029-07-18
          
          2.800000
          200000.00
          191134.89
          Corporate Debt Securities
        
        
          DELTA AIR LINES INC            SR SEC GLBL 25
          Q2CCMS6R0AS67HJMBN42
          
            2025-05-01
          
          7.000000
          1155000.00
          1241640.40
          Corporate Debt Securities
        
        
          DICKS SPORTING GOODS INC       GLBL NT 4.1%52
          529900SSBV5I4LWSK313
          
            2052-01-15
          
          4.100000
          5391000.00
          3915929.55
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 SR GLBL NT 49
          549300GZKULIZ0WOW665
          
            2049-09-01
          
          2.750000
          4975000.00
          3808586.38
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 4%55
          L2Z2MO2EQURH3BREWI15
          
            2055-09-15
          
          4.000000
          1370000.00
          1027108.79
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT 24
          MTLVN9N7JE8MIBIJ1H73
          
            2024-01-15
          
          5.875000
          7000.00
          7365.36
          Corporate Debt Securities
        
        
          ENERGY TRANSFER L P            SR GLBL NT 5%50
          MTLVN9N7JE8MIBIJ1H73
          
            2050-05-15
          
          5.000000
          1620000.00
          1459963.80
          Corporate Debt Securities
        
        
          ENTERPRISE PRODS OPER LLC      SR GLBL NT4.9%46
          5493004LGN656HWLDA30
          
            2046-05-15
          
          4.900000
          757000.00
          729663.05
          Corporate Debt Securities
        
        
          FRANCISCAN MISSIONARIES OUR    2019B BD3.914%49
          254900OPFK0OOKZFLV35
          
            2049-07-01
          
          3.914000
          8000.00
          7212.95
          Corporate Debt Securities
        
        
          SKYMILES IP LTD &amp; DELTA AIR LI SR SEC 144A 28
          
            2028-10-20
          
          4.750000
          8921688.00
          9067448.56
          Corporate Debt Securities
        
        
          MACQUARIE GROUP LIMITED        FR 1.935%041428
          ACMHD8HWFMFUIQQ8Y590
          
            2028-04-14
          
          1.935000
          8443000.00
          7441343.59
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT 43
          2S72QS2UO2OESLG6Y829
          
            2043-09-15
          
          6.550000
          8102000.00
          10457881.56
          Corporate Debt Securities
        
        
          AT&amp;T INC                       GLBL NT 0.9%24
          549300Z40J86GGSTL398
          
            2024-03-25
          
          0.900000
          13000.00
          12558.52
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 3.35%030233
          PBLD0EJDB5FWOLXP3B76
          
            2033-03-02
          
          3.350000
          1305000.00
          1224144.74
          Corporate Debt Securities
        
        
          BAT CAPITAL CORP               4.39%37
          2138005GYEXN7XRHFA84
          
            2037-08-15
          
          4.390000
          4309000.00
          3758120.68
          Corporate Debt Securities
        
        
          TENCENT HLDGS LTD              FR 3.925%011938
          254900N4SLUMW4XUYY11
          
            2038-01-19
          
          3.925000
          1320000.00
          1155953.88
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          SR GLBL NT 47
          1HNPXZSMMB7HMBMVBS46
          
            2047-12-01
          
          3.950000
          480000.00
          361252.80
          Corporate Debt Securities
        
        
          PHILIP MORRIS INTL INC         SR GLBL NT 41
          HL3H1H2BGXWVG3BSWR90
          
            2041-11-15
          
          4.375000
          75000.00
          66606.33
          Corporate Debt Securities
        
        
          PRUDENTIAL FINL INC            JR SB GLBL NT 52
          5PRBRS5FEH7NREC8OR45
          
            2052-03-01
          
          5.125000
          437000.00
          423578.52
          Corporate Debt Securities
        
        
          REGENERON PHARMACEUTICALS      SR GLBL NT 30
          549300RCBFWIRX3HYQ56
          
            2030-09-15
          
          1.750000
          8294000.00
          6943110.14
          Corporate Debt Securities
        
        
          ROYALTY PHARMA PLC             SR GLBL NT 50
          549300FGFN7VOK8BZR03
          
            2050-09-02
          
          3.550000
          2100000.00
          1566844.42
          Corporate Debt Securities
        
        
          SEMPRA                         JR SB GLBL NT 52
          PBBKGKLRK5S5C0Y4T545
          
            2052-04-01
          
          4.125000
          10000.00
          8752.85
          Corporate Debt Securities
        
        
          AT&amp;T INC                       GLBL NT 3.85%60
          549300Z40J86GGSTL398
          
            2060-06-01
          
          3.850000
          2476000.00
          2099747.04
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            JR SB M FL DB 3
          8I5DZWZKVSZI1NUHU748
          
            2034-09-30
          
          1.946290
          5581000.00
          4823836.58
          Corporate Debt Securities
        
        
          KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 24
          549300PDHUGWPWGOT525
          
            2024-09-01
          
          4.250000
          2395000.00
          2453689.48
          Corporate Debt Securities
        
        
          LOWES COS INC                  SR GLBL NT 50
          WAFCR4OKGSC504WU3E95
          
            2050-04-15
          
          5.125000
          5847000.00
          6122268.64
          Corporate Debt Securities
        
        
          MERCK &amp; CO INC                 SR GLBL NT 31
          4YV9Y5M8S0BRK1RP0397
          
            2031-12-10
          
          2.150000
          1994000.00
          1792730.62
          Corporate Debt Securities
        
        
          HYUNDAI CAP SVCS INC           FR 1.25%020826
          549300MALMDAGL2ZJJ27
          
            2026-02-08
          
          1.250000
          900000.00
          824993.00
          Corporate Debt Securities
        
        
          ARCH CAP GROUP LTD             SR GLBL NT 50
          549300AYR4P8AFKDCE43
          
            2050-06-30
          
          3.635000
          11234000.00
          9484257.69
          Corporate Debt Securities
        
        
          SOUTHERN CALIF EDISON CO       1M GLBL 2018C 48
          9R1Z5I36FERIBVKW4P77
          
            2048-03-01
          
          4.125000
          2000.00
          1749.57
          Corporate Debt Securities
        
        
          TRUIST BK CHARLOTTE N C        FR 3.3%051526
          JJKC32MCHWDI71265Z06
          
            2026-05-15
          
          3.300000
          1098000.00
          1083996.84
          Corporate Debt Securities
        
        
          ORACLE CORP                    SR GLBL NT 51
          1Z4GXXU7ZHVWFCD8TV52
          
            2051-03-25
          
          3.950000
          3876000.00
          3012898.78
          Corporate Debt Securities
        
      
      Y
      2022-07-05
      2022-07-05
      2022-07-06
      Y
      
        RBC CAPITAL MARKETS LLC
        1.0000
        35
        N
      
      N
      N
      0.0109
      226915138.32
      226915138.32
      0.0031
      N
      N
      N
      Y
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 1.160000%
      ZBUT11V806EZRVTWT807
      0000782124
      ARP0T27O9
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          MIDOCEAN CR CLO III 2014-3R    D-R    20310421 FLT
          549300XSCUX0ONI5KZ96
          
            2031-04-21
          
          4.358290
          4000000.00
          3384050.18
          Asset-Backed Securities
        
        
          NASSAU 2019-I LTD / NASSAU    2019-I LLC
          
            2034-04-15
          
          0.00
          10000000.00
          9875400.00
          Asset-Backed Securities
        
        
          NAVIENT PRIVATE ED LO 2021-E   B      20691216 2.0
          
            2069-12-16
          
          2.030000
          1425000.00
          1182123.32
          Asset-Backed Securities
        
        
          NELNET STUDENT LN TR 2021-B    C      20620420 3.5
          
            2062-04-20
          
          3.570000
          4740000.00
          4107209.21
          Asset-Backed Securities
        
        
          LCM XV LTD 2014-15R            E-R    20300722 FLT
          549300HV40B88JRNJD93
          
            2030-07-22
          
          7.562710
          1807000.00
          1528655.30
          Asset-Backed Securities
        
        
          LOANCORE ISSUER LTD  2019-CRE3 B      20360515 FLT
          
            2036-05-15
          
          2.474710
          100000.00
          88935.29
          Asset-Backed Securities
        
        
          DLLAD LLC 2021-1               A-2    20240920 0.3
          
            2024-09-20
          
          0.350000
          4837000.00
          3803464.28
          Asset-Backed Securities
        
        
          DSLA MTG LN TR 2005-AR4        2-A1C  20450819 FLT
          
            2045-08-19
          
          1.528430
          18526240.00
          283112.38
          Asset-Backed Securities
        
        
          DEEPHAVEN RES MTG TR 2022-1    B-1    20670125 FLT
          
            2067-01-25
          
          4.318840
          1330000.00
          1150823.77
          Asset-Backed Securities
        
        
          DRYDEN 40 SR LN FD 2015-40R    F-R    20310815 FLT
          549300BH0PFEW6WVTN52
          
            2031-08-15
          
          9.271290
          1000000.00
          845463.04
          Asset-Backed Securities
        
        
          FS RIALTO ISSUER LTD 2021-FL3  A      20361118 FLT
          
            2036-11-18
          
          2.124710
          325000.00
          314280.61
          Asset-Backed Securities
        
        
          FFMLT TRUST 2006-FF6           A-4    20360425 FLT
          
            2036-04-25
          
          1.505710
          1700000.00
          629133.74
          Asset-Backed Securities
        
        
          FLAGSHIP CR AUTO TR 2019-1     E      20260615 5.0
          
            2026-06-15
          
          5.060000
          2500000.00
          2499677.22
          Asset-Backed Securities
        
        
          WIND RIVER CLO LTD  2019-1R    X      20340720 FLT
          549300TGVPUHSOMYKZ89
          
            2034-07-20
          
          2.012710
          250000.00
          212525.98
          Asset-Backed Securities
        
        
          SCULPTOR CLO XXIX LTD
          
            2034-10-22
          
          6.010000
          2990000.00
          2625829.96
          Asset-Backed Securities
        
        
          BALBOA BAY LOAN FDG LTD 2021-2 E      20350122 FLT
          549300N3EVICXRV85R74
          
            2035-01-22
          
          6.811710
          7000000.00
          6384474.35
          Asset-Backed Securities
        
        
          BELLEMEADE RE LTD 2019-3       M-1C   20290725 FLT
          254900SCWI9IDKK5LV64
          
            2029-07-25
          
          2.955710
          5180000.00
          5075900.74
          Asset-Backed Securities
        
        
          BRITISH AIRWAYS PLC 2020-1B    B      20300515 8.3
          
            2030-05-15
          
          8.375000
          1000000.00
          545304.47
          Asset-Backed Securities
        
        
          BROOKSIDE MILL CLO LTD 2013-1R A-R    20280118 FLT
          
            2028-01-18
          
          1.864290
          4500000.00
          360419.26
          Asset-Backed Securities
        
        
          C-BASS ABS LLC 2002-CB4        M-2    20320825 FLT
          
            2032-08-25
          
          2.955710
          1526720.00
          92746.32
          Asset-Backed Securities
        
        
          AMERIQUEST MTG SECS 2005-R11   M-2    20360125 FLT
          
            2036-01-25
          
          1.710710
          261000.00
          100557.34
          Asset-Backed Securities
        
        
          UNITED AIR PASS THRU TR 2019-2 B      20291101 3.5
          
            2029-11-01
          
          3.500000
          2021000.00
          1425152.25
          Asset-Backed Securities
        
        
          REGATTA XV FDG LTD 2018-5      D      20311027 FLT
          
            2031-10-27
          
          7.684000
          550000.00
          488286.70
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TR 2007-7     B      20281025 FLT
          549300IZGFDRVV7YTH38
          
            2028-10-25
          
          1.934000
          330000.00
          292432.80
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          INDYMAC HEQ MTG LN TR 2006-H2  A      20360628 FLT
          
            2036-06-28
          
          0.898710
          479154000.00
          4014917.99
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            2052-01-25
          
          2.161000
          115000.00
          86488.73
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          PROVIDENT HM EQ LN TR 2000-2   A-1    20310825 FLT
          
            2031-08-25
          
          1.545710
          26524900.00
          338787.35
          Asset-Backed Securities
        
        
          RR LTD 2021-19                 D      20351015 FLT
          549300RJ4N2AJDFNE876
          
            2035-10-15
          
          7.544290
          3000000.00
          2732219.78
          Asset-Backed Securities
        
        
          RADNOR RE LTD 2020-1           M-1B   20300125 FLT
          254900YVLP8CB4GC2O97
          
            2030-01-25
          
          2.455710
          3000000.00
          2888658.85
          Asset-Backed Securities
        
        
          RADNOR RE LTD 2019-2           M-1B   20290625 FLT
          
            2029-06-25
          
          2.755710
          7198024.00
          3257224.37
          Asset-Backed Securities
        
        
          JFIN CLO LTD 2017              E      20290424 FLT
          549300RQCC84IFW6Y440
          
            2029-04-24
          
          7.534000
          2000000.00
          1791808.00
          Asset-Backed Securities
        
        
          NEW RSDNTL MTG LN 2022-NQM1    B-2    20610425 FLT
          
            2061-04-25
          
          3.850750
          1034000.00
          912399.49
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          NOVASTAR MTG FDG TR 2007-2     M-1    20370925 FLT
          
            2037-09-25
          
          1.305710
          6462000.00
          3675793.63
          Asset-Backed Securities
        
        
          OCTAGON INVST PARTS 45 LTD     SUB    20321015 FLT
          
            2032-10-15
          
          0.00
          14550000.00
          13219053.30
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            2035-11-25
          
          1.680710
          200000.00
          144222.35
          Asset-Backed Securities
        
        
          GS MRTG BCK SEC TR 2021-MM1    A-IO-S 20520425 FLT
          
            2052-04-25
          
          0.150000
          339491200.00
          2436960.10
          Asset-Backed Securities
        
        
          ICG US CLO 2020-1 LTD          SUB    20311022 FLT
          254900UXTGDH0QOBDH07
          
            2031-10-22
          
          0.00
          4000000.00
          2400000.00
          Asset-Backed Securities
        
        
          MMAF EQUIP FIN LLC 2022-A      A-1    20230503 1.4
          
            2023-05-03
          
          1.482280
          1000000.00
          814194.49
          Asset-Backed Securities
        
        
          MVW OWN TR 2022-1              D      20391121 7.0
          
            2039-11-21
          
          7.350000
          6656000.00
          6650848.26
          Asset-Backed Securities
        
        
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            2031-06-16
          
          1.410000
          3100000.00
          2942605.77
          Asset-Backed Securities
        
        
          CSMC SERIES 2014-6R            7-A-1  20371130 2.6
          
            2037-11-30
          
          2.625000
          6000000.00
          618423.08
          Asset-Backed Securities
        
        
          CWABS INC 2006-11              1-AF-5 20460725 FLT
          
            2046-07-25
          
          6.400000
          22411000.00
          9423841.98
          Asset-Backed Securities
        
        
          CARNOW AUTO RECEIVABLES TRUS   C      20240617 3.3
          
            2024-06-17
          
          3.360000
          1535000.00
          970073.63
          Asset-Backed Securities
        
        
          CHESAPEAKE FDG II LLC 2019-1   C      20310415 3.3
          5493000HT7H4OFOD6Z12
          
            2031-04-15
          
          3.360000
          380000.00
          380646.51
          Asset-Backed Securities
        
        
          CITIGROUP MTG LN TR 2007-AHL1  A-2C   20361225 FLT
          
            2036-12-25
          
          1.425710
          317000.00
          311055.18
          Asset-Backed Securities
        
        
          COLLEGE AVE STD LN LLC 2021-A  C      20510725 2.9
          
            2051-07-25
          
          2.920000
          3060000.00
          2832178.92
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2005-1  B      20350325 FLT
          635400YFCYTJSI5XDJ17
          
            2035-03-25
          
          1.385710
          8008880.00
          7136856.74
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2006-4  B      20320525 FLT
          635400VHKJCABQGBTP36
          
            2032-05-25
          
          1.345710
          3830000.00
          1812747.75
          Asset-Backed Securities
        
        
          MILL CITY MTG LN TR 2017-2     B3     20590725 FLT
          
            2059-07-25
          
          3.575840
          357049.00
          315807.65
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          MILL CITY MTG LN TR 2018-3     B1     20580825 FLT
          
            2058-08-25
          
          3.250000
          11448000.00
          10407722.43
          Asset-Backed Securities
        
        
          MILL CITY MTG LN TR 2019-1     B2     20691025 FLT
          
            2069-10-25
          
          3.500000
          7237000.00
          5680978.43
          Asset-Backed Securities
        
        
          JETBLUE AIRWAYS 2019-1         AA     20331115 2.7
          
            2033-11-15
          
          2.750000
          21000.00
          16368.67
          Asset-Backed Securities
        
        
          LOANCORE ISSUER LTD 2021-CRE4  B      20350716 FLT
          
            2035-07-16
          
          1.763210
          500000.00
          488766.82
          Asset-Backed Securities
        
        
          LOANCORE 2018-CRE1 LTD         B      20280515 FLT
          
            2028-05-15
          
          2.574710
          1000000.00
          1000709.32
          Asset-Backed Securities
        
        
          LOANCORE 2018-CRE1 LTD         C      20280515 FLT
          
            2028-05-15
          
          3.424710
          1000000.00
          1000112.09
          Asset-Backed Securities
        
        
          LOANCORE 2021-CRE5 ISSUER LTD  C      20360715 FLT
          
            2036-07-15
          
          3.224710
          500000.00
          484196.81
          Asset-Backed Securities
        
        
          CONSUMER LN BD CLUB TR 2018-P1 C      20250715 5.2
          
            2025-07-15
          
          5.210000
          2340000.00
          260636.04
          Asset-Backed Securities
        
        
          CONTIMTG HOME EQ LN TR 1996-1  A-7    20270315 FLT
          
            2027-03-15
          
          7.000000
          5900000.00
          184538.93
          Asset-Backed Securities
        
        
          CSFB INDYMAC MFD HSG 98-1      A-3    20280925 6.3
          
            2028-09-25
          
          6.370000
          22805000.00
          437008.29
          Asset-Backed Securities
        
        
          CSFB HEQ PTC 2005-4            M-1    20360125 FLT
          
            2036-01-25
          
          5.984100
          1200000.00
          79440.91
          Asset-Backed Securities
        
        
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            2027-12-15
          
          4.980000
          1250000.00
          1237295.42
          Asset-Backed Securities
        
        
          CWHEQ REV HEQ RES 2006-RES     04U1B  20340315 FLT
          
            2034-03-15
          
          1.144710
          9628736.00
          221004.96
          Asset-Backed Securities
        
        
          AMMC CLO XI LTD 2012-11R2      E-R2   20310430 FLT
          5493004OOK6VXHQ8DQ60
          
            2031-04-30
          
          7.086000
          1000000.00
          848158.17
          Asset-Backed Securities
        
        
          ACCREDITED MTG LN TR 2005-3    M-7    20350925 FLT
          
            2035-09-25
          
          2.685710
          7000000.00
          71677.33
          Asset-Backed Securities
        
        
          ACE SECS HEQ 2006-SL4          A-3    20360925 FLT
          
            2036-09-25
          
          6.640000
          2919000.00
          134403.53
          Asset-Backed Securities
        
        
          ACE SECS HEQ 2005-RM1          M-4    20350326 FLT
          
            2035-03-26
          
          2.025710
          897732.00
          639066.78
          Asset-Backed Securities
        
        
          AMSR TRUST 2021-SFR3           I      20261009 5.8
          
            2026-10-09
          
          5.884000
          1237000.00
          1105147.35
          Asset-Backed Securities
        
        
          ALESCO PREF FDG III 2004-3     B-1    20340501 FLT
          549300Y3VFKZ11NVE656
          
            2034-05-01
          
          2.694290
          1035000.00
          625739.17
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2015-1     A      20281101 3.3
          
            2028-11-01
          
          3.375000
          290000.00
          172593.64
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2014-1     A      20280401 3.7
          
            2028-04-01
          
          3.700000
          221000.00
          126292.23
          Asset-Backed Securities
        
        
          AMCR CR  ACCEPT RECV TR 2020-2 D      20260513 5.6
          
            2026-05-13
          
          5.650000
          1571000.00
          1597504.34
          Asset-Backed Securities
        
        
          WHITEHORSE VIII LTD 2014-8     E      20260501 FLT
          549300GKZTMG24SVKU49
          
            2026-05-01
          
          5.836000
          5000000.00
          4317751.13
          Asset-Backed Securities
        
        
          AVANT CREDIT CD MSTR TR 2021-1 D      20270415 4.2
          
            2027-04-15
          
          4.280000
          3750000.00
          3574013.33
          Asset-Backed Securities
        
        
          TRTX ISSUER LTD 2019-FL3       E      20341017 FLT
          
            2034-10-17
          
          2.862810
          6576000.00
          4440009.98
          Asset-Backed Securities
        
        
          TOWD POINT MTG TR 2021-SJ1     M1     20680725 FLT
          
            2068-07-25
          
          2.750000
          2063720.00
          1915216.08
          Asset-Backed Securities
        
        
          TRINITAS CLO IX LTD 2018-19    F      20320120 FLT
          549300QFERVNPGSISO16
          
            2032-01-20
          
          9.572710
          4000000.00
          4089265.01
          Asset-Backed Securities
        
        
          UNITED AIRLINES PT CERT 2014-2 B      20240303 4.6
          
            2024-03-03
          
          4.625000
          23000.00
          9314.62
          Asset-Backed Securities
        
        
          VENTURE XVIII CLO 2014-18R     E-R    20291015 FLT
          549300MWRVTJN0X3KI79
          
            2029-10-15
          
          7.634290
          4040000.00
          3357663.90
          Asset-Backed Securities
        
        
          SOFI CONSUMER LN PRGRM 2018-4  D      20271126 4.7
          
            2027-11-26
          
          4.760000
          134000.00
          134348.85
          Asset-Backed Securities
        
        
          SOVEREIGN BK HEQ LN TR 2000-1  A-5    20301225 7.7
          
            2030-12-25
          
          7.710000
          16000000.00
          716230.89
          Asset-Backed Securities
        
        
          STAR 2021-SFR1                 G      20380419 FLT
          
            2038-04-19
          
          4.087000
          417000.00
          392887.55
          Asset-Backed Securities
        
        
          TRTX ISSUER LTD 2019-FL3       E      20341017 FLT
          
            2034-10-17
          
          3.610450
          14457000.00
          13953637.10
          Asset-Backed Securities
        
        
          TABERNA PREF FDG IV 2005-4     A-3    20360505 FLT
          7VOZI9AQK252K1Z4TJ65
          
            2036-05-05
          
          1.913290
          1000000.00
          516381.82
          Asset-Backed Securities
        
        
          TAHOMA CDO II LTD 2007-2       A-2    20470916 FLT
          549300BKH7XEB2WNVX21
          
            2047-09-16
          
          2.718500
          55000000.00
          325301.32
          Asset-Backed Securities
        
        
          TOWD POINT ASSET TR 2018-SL1   C      20460125 FLT
          54930022FYEFQVX02P24
          
            2046-01-25
          
          2.217860
          673000.00
          657088.02
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2022-SFR3      E-2    20390419 5.6
          
            2039-04-19
          
          5.600000
          1767000.00
          1707366.69
          Asset-Backed Securities
        
        
          READY CAP MTG FIN 2019-FL3     B      20340327 FLT
          
            2034-03-27
          
          2.655710
          1500000.00
          1500332.43
          Asset-Backed Securities
        
        
          STWD MORTGAGE TR 2019-FL1 LTD  A-S    20380715 FLT
          
            2038-07-15
          
          2.310450
          5367000.00
          5331560.98
          Asset-Backed Securities
        
        
          SACO I TRUST 2006-6            A      20360625 FLT
          
            2036-06-25
          
          1.265710
          117742464.00
          1031711.80
          Asset-Backed Securities
        
        
          SACO I TRUST 2006-5            I-A    20360425 FLT
          
            2036-04-25
          
          1.305710
          4507960.00
          31774.38
          Asset-Backed Securities
        
        
          SHELTER GROWTH CRE 2019-FL2    E      20360515 FLT
          
            2036-05-15
          
          4.124710
          18239000.00
          15418388.52
          Asset-Backed Securities
        
        
          NEW CENTURY HEQ LN TR 2003-A   M-1    20331025 FLT
          
            2033-10-25
          
          2.130710
          16417000.00
          639937.27
          Asset-Backed Securities
        
        
          NEW CENTURY HEQ TR 2005-C      M-1    20351225 FLT
          
            2035-12-25
          
          1.650710
          7106000.00
          6793962.17
          Asset-Backed Securities
        
        
          MF1 LTD 2021-FL5               A-S    20310317 FLT
          
            2031-03-17
          
          2.110450
          5000000.00
          4863153.65
          Asset-Backed Securities
        
        
          POLICY COMM TR 2017-1          CERT   20370827 FLT
          
            2037-08-27
          
          4.641270
          52804000.00
          4752841.01
          Asset-Backed Securities
        
        
          CWHEQ REVOLVING HEQ 2005-G     2-A    20351215 FLT
          
            2035-12-15
          
          1.104710
          17078000.00
          64803.49
          Asset-Backed Securities
        
        
          GENESIS SALES FIN  2021-A TR   C      20261220 1.6
          
            2026-12-20
          
          1.650000
          9000000.00
          8570368.50
          Asset-Backed Securities
        
        
          MILL CTY SOLAR LN 2019-1       B      20430320 4.9
          
            2043-03-20
          
          4.940000
          586000.00
          322032.32
          Asset-Backed Securities
        
        
          MILL CTY SOLAR LN 2019-1       C      20430320 5.9
          
            2043-03-20
          
          5.920000
          279517.00
          153288.61
          Asset-Backed Securities
        
        
          MILL CTY SOLAR LN 2019-1       D      20430320 7.1
          
            2043-03-20
          
          7.140000
          2731716.00
          1550127.35
          Asset-Backed Securities
        
        
          MIDAS OPCO HLDGS LLC           SR GLBL 144A 29
          
            2029-08-15
          
          5.625000
          1100000.00
          1028898.75
          Corporate Debt Securities
        
        
          GYP HOLDINGS III CORPORATION   SR GLBL 144A 29
          549300055I1KJWZH9690
          
            2029-05-01
          
          4.625000
          75000.00
          63045.31
          Corporate Debt Securities
        
        
          HERTZ CORP                     SR GLBL 144A 26
          549300PD0C69OJ0NLB27
          
            2026-12-01
          
          4.625000
          4000000.00
          3752500.00
          Corporate Debt Securities
        
        
          RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 26
          
            2026-10-15
          
          7.176570
          470000.00
          455509.93
          Corporate Debt Securities
        
        
          OCCIDENTAL PETE CORP           SR GLBL NT7.5%31
          IM7X0T3ECJW4C1T7ON55
          
            2031-05-01
          
          7.500000
          120000.00
          144050.40
          Corporate Debt Securities
        
        
          PAPA JOHNS INTL INC            SR GLBL 144A 29
          HZYLD3DK5XOX0WBVNB56
          
            2029-09-15
          
          3.875000
          85000.00
          74794.95
          Corporate Debt Securities
        
        
          PAR PHARMACEUTICAL INC         SR SEC GLBL 27
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          528000.00
          421080.00
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT COMPANY      SR GLBL NT 24
          UDSQCVRUX5BONN0VY111
          
            2024-11-01
          
          4.063000
          222000.00
          218828.91
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 29
          549300ZCZ76HYCS0H445
          
            2029-05-01
          
          6.750000
          500000.00
          450052.50
          Corporate Debt Securities
        
        
          GFL ENVIRONMENTAL INC          SR SEC GLBL 26
          549300FYK4MBXWIVZU26
          
            2026-12-15
          
          5.125000
          173000.00
          177088.33
          Corporate Debt Securities
        
        
          CASTLELAKE AVIATION FINANCE DE SR 144A NT 5%27
          
            2027-04-15
          
          5.000000
          5007000.00
          4353236.01
          Corporate Debt Securities
        
        
          CBL &amp; ASSOCIATES HOLDCO II LLC SR SEC GLBL NT2
          
            2029-11-15
          
          10.000000
          344424.00
          343798.68
          Corporate Debt Securities
        
        
          PRESTIGE BRANDS IN             SR GLBL 144A 31
          549300JBVP4J6D42I235
          
            2031-04-01
          
          3.750000
          21000.00
          17771.25
          Corporate Debt Securities
        
        
          MEDNAX INC                     SR GLBL 144A 30
          
            2030-02-15
          
          5.375000
          4075000.00
          3658019.97
          Corporate Debt Securities
        
        
          NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 28
          
            2028-10-01
          
          5.625000
          78000.00
          78662.61
          Corporate Debt Securities
        
        
          ING GROEP N.V.                 ALT TIER I PERP
          549300NYKK9MWM7GGW15
          
            2500-12-31
          
          5.750000
          2000000.00
          1922671.67
          Corporate Debt Securities
        
        
          PRIME HEALTHCARE SVCS INC      SR SEC 144A NT25
          
            2025-11-01
          
          7.250000
          35000.00
          33811.46
          Corporate Debt Securities
        
        
          UNITI GROUP LP / UNITI FIBER/  SR GLBL 144A 30
          
            2030-01-15
          
          6.000000
          55000.00
          45952.50
          Corporate Debt Securities
        
        
          USA COMPRESSION PARTNERS LP    SR GLBL NT 27
          
            2027-09-01
          
          6.875000
          9000.00
          8828.62
          Corporate Debt Securities
        
        
          VALVOLINE INC                  SR GLBL 144A 30
          549300CMHPBEY6VPOT75
          
            2030-02-15
          
          4.250000
          676000.00
          618831.06
          Corporate Debt Securities
        
        
          TRINET GROUP INC               SR GLBL 144A 29
          5299003FJVBETSFKE990
          
            2029-03-01
          
          3.500000
          44000.00
          40284.20
          Corporate Debt Securities
        
        
          WESTERN GLOBAL AIRLS LLC       SR GLBL 144A 25
          
            2025-08-15
          
          10.375000
          37000.00
          38575.04
          Corporate Debt Securities
        
        
          WEWORK COS LLC / WW CO-OBLIGOR GLBL 144A NT5%25
          
            2025-07-10
          
          5.000000
          437000.00
          343432.47
          Corporate Debt Securities
        
        
          TRAVEL PLUS LEISURE CO         CR SEN SR SEC 25
          T4VNTWMFQ7JQB65L7T35
          
            2025-10-01
          
          6.600000
          95000.00
          100749.40
          Corporate Debt Securities
        
        
          WYNN LAS VEGAS LLC / WYNN      SR GLBL 144A 23
          
            2023-05-30
          
          4.250000
          40000.00
          39281.20
          Corporate Debt Securities
        
        
          AMERICAN NEWS CO LLC           SR SEC GLBL 26
          
            2026-09-01
          
          8.500000
          33547968.00
          38118878.64
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT COMPANY      SR GLBL NT 25
          UDSQCVRUX5BONN0VY111
          
            2025-06-16
          
          5.125000
          256000.00
          262645.65
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 PERP JR GLBL -M
          IGJSJL3JD5P30I6NJZ34
          
            2099-12-31
          
          5.875000
          380000.00
          384621.86
          Corporate Debt Securities
        
        
          GRAND CANYON UNIVERSITY        GLBL 2021B BD 24
          
            2024-10-01
          
          4.125000
          34000.00
          33426.25
          Corporate Debt Securities
        
        
          HILCORP ENERGY I L P / HILCORP SR 144A NT 32
          
            2032-04-15
          
          6.250000
          2038000.00
          1995612.43
          Corporate Debt Securities
        
        
          OCCIDENTAL PETE CORP           SR GLBL DEB 28
          IM7X0T3ECJW4C1T7ON55
          
            2028-05-15
          
          7.150000
          81000.00
          88547.40
          Corporate Debt Securities
        
        
          SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 30
          
            2030-04-30
          
          4.500000
          60000.00
          54225.00
          Corporate Debt Securities
        
        
          SKANDINAVISKA ENSKILDA BANKEN  COML PAPER FLT22
          F3JS33DEI6XQ4ZBPTN86
          
            2022-11-23
          
          1.200000
          17060000.00
          17058294.00
          Corporate Debt Securities
        
        
          VZ SECD FING BV                SR SEC REGS NT32
          549300MG611MYCOWY949
          
            2032-01-15
          
          5.000000
          480000.00
          446186.67
          Corporate Debt Securities
        
        
          FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 30
          549300EFD6S2NFE9D745
          
            2030-04-15
          
          5.875000
          180000.00
          177389.37
          Corporate Debt Securities
        
        
          BOOZ ALLEN HAMILTON INC        SR GLBL REGS 28
          549300D7XCH2480XU542
          
            2028-09-01
          
          3.875000
          20000.00
          18959.95
          Corporate Debt Securities
        
        
          COINBASE GLOBAL INC            SR GLBL REGS 31
          5493004G3J2SC154DU06
          
            2031-10-01
          
          3.625000
          2000000.00
          1357403.33
          Corporate Debt Securities
        
        
          COMSTOCK RES INC               SR GLBL REGS 30
          I03QQGEA4SS774AURI46
          
            2030-01-15
          
          5.875000
          150000.00
          145454.17
          Corporate Debt Securities
        
        
          GLOBAL INFRASTRUCTURE SOLUTION SR REGS NT7.5%32
          2549003BGLQITAJ6ZT28
          
            2032-04-15
          
          7.500000
          35000.00
          30129.40
          Corporate Debt Securities
        
        
          HESS MIDSTREAM OPERATIONS LP   SR GLBL REGS 30
          
            2030-02-15
          
          4.250000
          123000.00
          114391.71
          Corporate Debt Securities
        
        
          IRON MTN INC DEL               SR GLBL REGS 30
          SQL3F6CKNNBM3SQGHX24
          
            2030-07-15
          
          5.250000
          60000.00
          59228.00
          Corporate Debt Securities
        
        
          MINERVA MERGER SUB INC         SR REGS NT6.5%30
          
            2030-02-15
          
          6.500000
          375000.00
          354794.58
          Corporate Debt Securities
        
        
          RESIDEO FDG INC                SR GLBL REGS 29
          5493000IFJ6XJKH66598
          
            2029-09-01
          
          4.000000
          45000.00
          38643.75
          Corporate Debt Securities
        
        
          VISTRA CORP                    PERP SUB -B REGS
          549300KP43CPCUJOOG15
          
            2500-12-31
          
          7.000000
          45000.00
          44696.25
          Corporate Debt Securities
        
        
          TRUSTEES OF PRINCETON UNIV     -2022 BD 52
          549300PJZYINN64GDJ90
          
            2052-03-01
          
          4.201000
          5000000.00
          5183119.31
          Corporate Debt Securities
        
        
          EDF S A                        PERP SUB GLBL
          549300X3UK4GG3FNMO06
          
            2500-12-31
          
          5.625000
          100000.00
          99730.00
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               EXT JR SB GLBL8
          PBLD0EJDB5FWOLXP3B76
          
            2086-12-01
          
          5.950000
          3295000.00
          3712727.29
          Corporate Debt Securities
        
        
          FAIR ISAAC CORP                SR GLBL 144A 26
          RI6HET5SJUEY30V1PS26
          
            2026-05-15
          
          5.250000
          35000.00
          35263.67
          Corporate Debt Securities
        
        
          NXP B V / NXP FDG LLC          SR GLBL NT 26
          
            2026-03-01
          
          5.350000
          605000.00
          636173.47
          Corporate Debt Securities
        
        
          DRESDNER FDG TR I              JR SB GLBL 31
          549300ZEO4BKB37E3J03
          
            2031-06-30
          
          8.151000
          160000.00
          189712.40
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30
          
            2030-08-15
          
          4.500000
          120000.00
          109627.20
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30
          
            2030-01-15
          
          6.000000
          55000.00
          48294.40
          Corporate Debt Securities
        
        
          CDI ESCROW ISSUER INC          SR GLBL 144A 30
          
            2030-04-01
          
          5.750000
          250000.00
          249279.17
          Corporate Debt Securities
        
        
          MELLO MTG CAP ACCP 2021-INV2   B-6    20510825 FLT
          
            2051-08-25
          
          3.334540
          249819.00
          171312.11
          Private Label Collateralized Mortgage Obligations
        
        
          LUXE TRUST 2021-MLBH           J      20381115 FLT
          
            2038-11-15
          
          5.375000
          4291144.00
          4295756.50
          Private Label Collateralized Mortgage Obligations
        
        
          MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT
          
            2040-02-12
          
          2.940600
          3500000.00
          2487731.75
          Private Label Collateralized Mortgage Obligations
        
        
          MASTR RESEC TRUST 2008-3       A-1    20370825 FLT
          
            2037-08-25
          
          1.101520
          101449472.00
          5749452.10
          Private Label Collateralized Mortgage Obligations
        
        
          BWAY HOLDING COMPANY           SR GLBL 144A 25
          549300DNGHXL0OMHW304
          
            2025-04-15
          
          7.250000
          150000.00
          146889.58
          Corporate Debt Securities
        
        
          BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 25
          
            2025-12-15
          
          7.625000
          82000.00
          86113.10
          Corporate Debt Securities
        
        
          CWALT INC 2005-16              A-5    20350625 FLT
          
            2035-06-25
          
          1.565710
          8288000.00
          264115.56
          Private Label Collateralized Mortgage Obligations
        
        
          CWMBS INC 2005-J3              2-A-1  20350925 FLT
          
            2035-09-25
          
          1.355710
          37002000.00
          787940.90
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT 2021-FLWR                E      20360715 FLT
          
            2036-07-15
          
          2.798990
          8399000.00
          7676333.20
          Private Label Collateralized Mortgage Obligations
        
        
          TRIDENT TPI HLDGS INC          SR 144A NT 25
          549300TPLK304J3RNC85
          
            2025-11-01
          
          6.625000
          461000.00
          436913.13
          Corporate Debt Securities
        
        
          OPG TRUST 2021-PORT            J      20361015 FLT
          
            2036-10-15
          
          4.221000
          9966000.00
          9228127.33
          Private Label Collateralized Mortgage Obligations
        
        
          HARBORVIEW MTG LN TR 2004-8    2-A4B  20341119 FLT
          
            2034-11-19
          
          1.868430
          25252000.00
          163072.87
          Private Label Collateralized Mortgage Obligations
        
        
          HARVEST COML CAP LN TR 2019-1  M-6    20460925 FLT
          
            2046-09-25
          
          6.336920
          13240000.00
          9536212.83
          Private Label Collateralized Mortgage Obligations
        
        
          IMPAC CMB TR 2004-10           2-A    20350325 FLT
          
            2035-03-25
          
          1.645710
          56000000.00
          1059917.56
          Private Label Collateralized Mortgage Obligations
        
        
          TRANSDIGM INC                  SR SB GLBL NT 29
          88Q84GB3X55CF5OC7582
          
            2029-05-01
          
          4.875000
          3200000.00
          2893000.00
          Corporate Debt Securities
        
        
          ATHILN 0 02/03/45
          549300XIGP6JVM4PWT59
          
            2045-02-03
          
          0.00
          2500000.00
          1110927.50
          Corporate Debt Securities
        
        
          GS MTG SEC CORP TR 2021-RENT   F      20351121 FLT
          
            2035-11-21
          
          4.610700
          350000.00
          332954.08
          Private Label Collateralized Mortgage Obligations
        
        
          VAIL RESORTS INC               SR GLBL 144A 25
          529900PSZHRNU9HKH870
          
            2025-05-15
          
          6.250000
          83000.00
          85201.81
          Corporate Debt Securities
        
        
          COMM MTG TR 2018-HCLV          F      20330915 FLT
          
            2033-09-15
          
          3.925000
          3395000.00
          3019371.92
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2013-C12      D      20461017 FLT
          
            2046-10-17
          
          4.762280
          5000000.00
          4582992.84
          Private Label Collateralized Mortgage Obligations
        
        
          KEY COMM MTG SEC TR 2019-S2    E      20520617 FLT
          
            2052-06-17
          
          4.955970
          3537000.00
          3457187.49
          Private Label Collateralized Mortgage Obligations
        
        
          FS ENERGY &amp; PWR FD             SR SEC GLBL 23
          54930004XHN0QROEGZ58
          
            2023-08-15
          
          7.500000
          125000.00
          130260.42
          Corporate Debt Securities
        
        
          ADT SECURITY CORPORATION       SR SEC GLBL 29
          5493009JEEDYLVRA0J13
          
            2029-08-01
          
          4.125000
          1026000.00
          927247.50
          Corporate Debt Securities
        
        
          VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25
          
            2025-09-01
          
          7.500000
          600000.00
          538950.00
          Corporate Debt Securities
        
        
          SUMMIT MATERIALS LLC           6.5%27
          
            2027-03-15
          
          6.500000
          50000.00
          50895.61
          Corporate Debt Securities
        
        
          JP MORGAN MRT TR 2021-INV5     B-6    20511225 FLT
          
            2051-12-25
          
          2.938230
          1612178.00
          907458.94
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT
          
            2052-01-25
          
          3.231850
          4304000.00
          3332278.77
          Private Label Collateralized Mortgage Obligations
        
        
          JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT
          
            2038-06-15
          
          2.715000
          1000000.00
          945844.67
          Private Label Collateralized Mortgage Obligations
        
        
          VOYA FINANCIAL INC             JR SB NT 4.7%48
          549300T065Z4KJ686G75
          
            2048-01-23
          
          4.700000
          92000.00
          81986.82
          Corporate Debt Securities
        
        
          TITAN ACQUISITION LTD / TITAN  SR GLBL 144A 26
          
            2026-04-15
          
          7.750000
          26000.00
          24786.78
          Corporate Debt Securities
        
        
          RADIAN GROUP INC               SR GLBL NT 25
          54930005OUP720S5U385
          
            2025-03-15
          
          6.625000
          64000.00
          66230.15
          Corporate Debt Securities
        
        
          WFRBS COML MTG TR 2013-C13     E      20450517 FLT
          
            2045-05-17
          
          4.144590
          4000000.00
          3666027.30
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 2013-C15     D      20460817 FLT
          5493003CHVRASC16O965
          
            2046-08-17
          
          4.503800
          931000.00
          556584.54
          Private Label Collateralized Mortgage Obligations
        
        
          REALOGY GRP LLC/REALOGY CO     SR GLBL 144A 29
          
            2029-01-15
          
          5.750000
          351000.00
          323166.48
          Corporate Debt Securities
        
        
          JP MORGAN CHASE CMBS 2018-WPT  E-FX   20330708 FLT
          
            2033-07-08
          
          5.542200
          12644000.00
          12384412.36
          Private Label Collateralized Mortgage Obligations
        
        
          MBIA INC                       SR DEB 7%25
          54F1KGFE2KNP3VAL3P42
          
            2025-12-15
          
          7.000000
          918000.00
          968331.90
          Corporate Debt Securities
        
        
          JP MRGAN CHASE COM TR 2019-MFP G      20360715 FLT
          
            2036-07-15
          
          4.925000
          10850000.00
          10242756.84
          Private Label Collateralized Mortgage Obligations
        
        
          GFL ENVIRONMENTAL INC          SR GLBL 144A 28
          549300FYK4MBXWIVZU26
          
            2028-08-01
          
          4.000000
          1705000.00
          1589969.33
          Corporate Debt Securities
        
        
          LUXE TRUST 2021-MLBH           G      20381115 FLT
          
            2038-11-15
          
          4.625000
          15332000.00
          14482063.77
          Private Label Collateralized Mortgage Obligations
        
        
          PM GENERAL PURCHASER LLC       SR SEC GLBL 28
          
            2028-10-01
          
          9.500000
          54000.00
          47933.10
          Corporate Debt Securities
        
        
          DROP MORTGAGE TRUST 2021-FILE  D      20431015 FLT
          
            2043-10-15
          
          3.620000
          362000.00
          340788.93
          Private Label Collateralized Mortgage Obligations
        
        
          AMSR TRUST 2020-SFR1           E      20370417 3.2
          
            2037-04-17
          
          3.218000
          100000.00
          95756.17
          Private Label Collateralized Mortgage Obligations
        
        
          OCEANEERING INTL INC           SR GLBL NT 6%28
          549300L6PH74701W0R30
          
            2028-02-01
          
          6.000000
          74000.00
          69081.22
          Corporate Debt Securities
        
        
          STUDIO CITY FIN LTD            SR GLBL 144A 25
          254900D6R731QAUIG324
          
            2025-07-15
          
          6.000000
          442000.00
          342028.44
          Corporate Debt Securities
        
        
          STERICYCLE INC                 SR GLBL 144A 29
          B8PTJH2P0AXSWSMP2136
          
            2029-01-15
          
          3.875000
          40000.00
          36686.76
          Corporate Debt Securities
        
        
          WACHOVIA MTG LN TR 2005-B      3-A-2  20351020 FLT
          
            2035-10-20
          
          2.144460
          3852000.00
          23731.09
          Private Label Collateralized Mortgage Obligations
        
        
          H &amp; E EQUIPMENT SERVICES INC   SR GLBL 144A 28
          254900KVLRCDMQRYY541
          
            2028-12-15
          
          3.875000
          80000.00
          72261.44
          Corporate Debt Securities
        
        
          WELLS FR COM MTG TR 2019-JWDR  E      20310917 FLT
          
            2031-09-17
          
          3.860300
          43766000.00
          38762054.51
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FAR COM MRT TR 2022-JS2  G      20391215 3.4
          
            2039-12-15
          
          3.453900
          10000000.00
          6861042.50
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FRGO COM MTG TR 2022-ONL E      20391215 FLT
          
            2039-12-15
          
          4.927660
          1750000.00
          1528023.67
          Private Label Collateralized Mortgage Obligations
        
        
          WESTERN ALLIANCE BK PHOENIX   AZ
          
            2059-07-25
          
          3.734460
          3464040.00
          3101599.44
          Private Label Collateralized Mortgage Obligations
        
        
          BANK 2020-BNK25                H      20630118 FLT
          
            2063-01-18
          
          1.915680
          8100000.00
          3781638.90
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MTG TR  2022-B32     K      20550115 FLT
          
            2055-01-15
          
          2.021800
          7537940.00
          3740461.51
          Private Label Collateralized Mortgage Obligations
        
        
          HILTON WORLDWIDE FINANCE LLC   SR GLBL NT 27
          
            2027-04-01
          
          4.875000
          34000.00
          34276.25
          Corporate Debt Securities
        
        
          HERBALIFE NUTRITION LTD/HLF FI SR GLBL 144A 25
          
            2025-09-01
          
          7.875000
          91000.00
          85225.94
          Corporate Debt Securities
        
        
          VERUS SECRITIZATION TR 2021-R2 B-2    20640225 FLT
          
            2064-02-25
          
          4.255000
          894000.00
          861165.02
          Private Label Collateralized Mortgage Obligations
        
        
          ML MTG INV TR 2006-WMC2        A-1    20370325 FLT
          
            2037-03-25
          
          1.485710
          222460400.00
          13799937.63
          Asset-Backed Securities
        
        
          SUTHERLAND COML MTG 2017-SCB6  D      20240625 FLT
          
            2024-06-25
          
          4.953130
          11620464.00
          8967694.56
          Private Label Collateralized Mortgage Obligations
        
        
          GREYSTONE CRE NOTES2019-FL LTD C      20370915 FLT
          
            2037-09-15
          
          2.874710
          1900000.00
          1858024.81
          Asset-Backed Securities
        
        
          CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30
          
            2030-03-01
          
          4.750000
          300000.00
          279514.50
          Corporate Debt Securities
        
        
          GREENPOINT MTG FDG 2005-HE4    M-2    20300725 FLT
          
            2030-07-25
          
          1.740710
          916127.00
          146594.82
          Asset-Backed Securities
        
        
          GARRISON FDG 2015-1R           E-R    20290921 FLT
          
            2029-09-21
          
          9.323860
          1116250.00
          874240.28
          Asset-Backed Securities
        
        
          C-BASS ABS 2006-SL1            A3 144 20360925 FLT
          
            2036-09-25
          
          1.445710
          3300704.00
          99301.49
          Asset-Backed Securities
        
        
          LIBERTY MEDIA CORP DEL         SR DEB 8.25%30
          549300SZUIU7Z32Q0664
          
            2030-02-01
          
          8.250000
          4739000.00
          3496908.10
          Corporate Debt Securities
        
        
          AMC ENTMT HLDGS INC            SUB GLBL PIK 26
          549300ZO77UNR6NRBR11
          
            2026-06-15
          
          10.000000
          28388608.00
          23361300.95
          Corporate Debt Securities
        
        
          JP MORGAN MTG TR 2019-INV3     B-5    20500525 FLT
          
            2050-05-25
          
          4.394990
          1843000.00
          1595418.87
          Private Label Collateralized Mortgage Obligations
        
        
          AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26
          
            2026-04-20
          
          5.500000
          14992.00
          15026.65
          Corporate Debt Securities
        
        
          J.P.MORGAN MTG TR 2022-LTV1    B-1    20520725 FLT
          
            2052-07-25
          
          3.528990
          6690000.00
          3967456.51
          Private Label Collateralized Mortgage Obligations
        
        
          J.P.MORGAN MTG TR 2022-LTV1    B-2    20520725 FLT
          
            2052-07-25
          
          3.528990
          3479000.00
          1547475.99
          Private Label Collateralized Mortgage Obligations
        
        
          CGDB COML MTG TR 2019-MOB      E      20361117 FLT
          
            2036-11-17
          
          2.874710
          6680000.00
          6419330.69
          Private Label Collateralized Mortgage Obligations
        
        
          JP MRGN CHASE COM 2020-MKST    C      20361215 FLT
          
            2036-12-15
          
          2.125000
          8000000.00
          7704579.56
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I TR 2017-ASHF E      20341115 FLT
          
            2034-11-15
          
          4.025000
          4500000.00
          4197865.00
          Private Label Collateralized Mortgage Obligations
        
        
          MS MTG LN TR 2006-15XS         A-6-B  20361125 FLT
          
            2036-11-25
          
          6.330170
          3265000.00
          1505342.06
          Private Label Collateralized Mortgage Obligations
        
        
          MS MTG LN TR 2007-3XS          2-A-1B 20470125 FLT
          549300SRGEL7X4RBPX12
          
            2047-01-25
          
          1.175710
          8448000.00
          1295547.17
          Private Label Collateralized Mortgage Obligations
        
        
          MS RESEC TR 2014-R4            4-B1   20351127 FLT
          
            2035-11-27
          
          2.658210
          1089000.00
          625057.90
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP 2019-BPR    E      20360515 FLT
          
            2036-05-15
          
          5.875000
          2229000.00
          1654152.29
          Private Label Collateralized Mortgage Obligations
        
        
          NATIXIS COMM MTG SEC 2018-FL1  D      20350615 FLT
          
            2035-06-15
          
          3.824710
          3100000.00
          2001381.30
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MRTG TR 2021-INV4    B-4    20520125 FLT
          
            2052-01-25
          
          3.231850
          6457000.00
          4953286.95
          Private Label Collateralized Mortgage Obligations
        
        
          JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT
          
            2038-06-15
          
          4.265000
          5000000.00
          4682972.78
          Private Label Collateralized Mortgage Obligations
        
        
          DEUTSCHE ALT-A SECS 2007-OA5   A-1B   20470825 FLT
          
            2047-08-25
          
          1.225710
          17900000.00
          2062226.03
          Private Label Collateralized Mortgage Obligations
        
        
          LEHMAN XS TRUST 2005-7N        3-A1   20351225 FLT
          
            2035-12-25
          
          1.565710
          60000000.00
          1282624.42
          Private Label Collateralized Mortgage Obligations
        
        
          LEHMAN XS TRUST 2006-GP1       A3-A   20460525 FLT
          
            2046-05-25
          
          1.465710
          31308320.00
          1094551.57
          Private Label Collateralized Mortgage Obligations
        
        
          LEHMAN MTG TR 2008-6           2-A3   20470725 FLT
          
            2047-07-25
          
          3.415630
          2322620.00
          1578051.57
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 2014-C21     D      20470816 3.4
          5493000F7E2NMQ4HIO61
          
            2047-08-16
          
          3.497000
          4000000.00
          3557472.67
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2017-1        A-2    20470125 FLT
          
            2047-01-25
          
          3.458030
          500000.00
          77219.36
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FR COM MTG TR 2019-JWDR  G      20310917 FLT
          
            2031-09-17
          
          5.379900
          11141000.00
          9752009.75
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO MTG BACK 2021-RR1  B5     20501225 FLT
          
            2050-12-25
          
          3.002850
          593000.00
          302417.77
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FRGO COM MTG TR 2022-ONL F      20391215 FLT
          
            2039-12-15
          
          4.927660
          1365000.00
          1145474.40
          Private Label Collateralized Mortgage Obligations
        
        
          AMERICAN HOME MTG 2007-2       I-1A-1 20470325 FLT
          
            2047-03-25
          
          1.465710
          25228160.00
          1867540.07
          Private Label Collateralized Mortgage Obligations
        
        
          UWM MTG TR 2021-INV3           B-6    20511125 FLT
          
            2051-11-25
          
          3.244880
          545492.00
          260731.78
          Private Label Collateralized Mortgage Obligations
        
        
          STARWOOD MTG RES TR 2021-4     B-1    20560825 FLT
          
            2056-08-25
          
          3.282000
          887000.00
          747834.13
          Private Label Collateralized Mortgage Obligations
        
        
          UWM MTG TR 2021-1              B-6    20510625 FLT
          
            2051-06-25
          
          1.497620
          880069.00
          261875.11
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2005-AR15        A-1C3  20451125 FLT
          
            2045-11-25
          
          1.965710
          17460000.00
          1585712.95
          Private Label Collateralized Mortgage Obligations
        
        
          ARBOR MTF MTG SEC TR 2021-MF3  A-S    20541016 2.7
          
            2054-10-16
          
          2.747900
          173074.00
          149698.96
          Private Label Collateralized Mortgage Obligations
        
        
          BINOM SEC TR 2021-INV1         A-2    20560625 FLT
          
            2056-06-25
          
          2.370000
          825000.00
          645637.06
          Private Label Collateralized Mortgage Obligations
        
        
          BX COMMERCIAL MTG TR 2021-XL2  G      20381015 FLT
          
            2038-10-15
          
          3.717800
          24000000.00
          21091866.72
          Private Label Collateralized Mortgage Obligations
        
        
          JPMCC COML MTG SEC TR 2016-JP2 F      20490817 FLT
          
            2049-08-17
          
          4.520600
          4466000.00
          2028922.43
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2019-INV3     A-3    20500525 FLT
          
            2050-05-25
          
          3.500000
          690000.00
          152202.35
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MRTG TR 2020-INV1    A-3    20500825 FLT
          
            2050-08-25
          
          3.500000
          1220000.00
          304139.04
          Private Label Collateralized Mortgage Obligations
        
        
          J.P. MORGAN MTG TRUST 2021-13  A-3    20520425 FLT
          
            2052-04-25
          
          2.500000
          190000.00
          150300.46
          Private Label Collateralized Mortgage Obligations
        
        
          J.P. MORGAN MTG TRUST 2021-13  B-5    20520425 FLT
          
            2052-04-25
          
          3.146020
          5920000.00
          4367882.71
          Private Label Collateralized Mortgage Obligations
        
        
          J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT
          
            2052-09-25
          
          3.398180
          2659000.00
          1024360.64
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2014-LC15          D      20470412 FLT
          
            2047-04-12
          
          5.001960
          2000000.00
          1916898.60
          Private Label Collateralized Mortgage Obligations
        
        
          SREIT 2021-FLWR                G      20360715 FLT
          
            2036-07-15
          
          4.545590
          85116000.00
          77398980.18
          Private Label Collateralized Mortgage Obligations
        
        
          ONE MARKET PLAZA TR 2017-1MKT  E      20320210 4.1
          
            2032-02-10
          
          4.141600
          8000000.00
          7481874.67
          Private Label Collateralized Mortgage Obligations
        
        
          ML-CFC COML MTG TR 2007-6      AJ     20510312 FLT
          
            2051-03-12
          
          5.556000
          15000000.00
          1245245.17
          Private Label Collateralized Mortgage Obligations
        
        
          FORD MOTOR CREDIT COMPANY      SR GLBL NT 31
          UDSQCVRUX5BONN0VY111
          
            2031-06-17
          
          3.625000
          1959000.00
          1733585.49
          Corporate Debt Securities
        
        
          AECOM                          SR GLBL NT 27
          0EEB8GF0W0NPCIHZX097
          
            2027-03-15
          
          5.125000
          20000.00
          20077.59
          Corporate Debt Securities
        
        
          WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 25
          
            2025-04-15
          
          7.750000
          26000.00
          26689.07
          Corporate Debt Securities
        
        
          BWAY HOLDING COMPANY           SR SEC GLBL 24
          549300DNGHXL0OMHW304
          
            2024-04-15
          
          5.500000
          420000.00
          419801.67
          Corporate Debt Securities
        
        
          BOISE CASCADE CO DEL           SR GLBL 144A 30
          549300Z8B8LSRHC7XA55
          
            2030-07-01
          
          4.875000
          95000.00
          89774.29
          Corporate Debt Securities
        
        
          BEAZER HOMES USA INC           SR GLBL NT 29
          549300DUPYT2T0F60I45
          
            2029-10-15
          
          7.250000
          73000.00
          67812.17
          Corporate Debt Securities
        
        
          WFRBS COML MTG TR 2013-C16     D      20460917 FLT
          
            2046-09-17
          
          4.985800
          6000000.00
          5717602.99
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN CHASE CMBS 2018-WPT  G-FX   20330708 FLT
          
            2033-07-08
          
          5.542200
          10000000.00
          9695575.00
          Private Label Collateralized Mortgage Obligations
        
        
          CSFB COML MTG PTC 2007-C2      B 144A 20490115 FLT
          
            2049-01-15
          
          5.624050
          1449092.00
          40324.39
          Private Label Collateralized Mortgage Obligations
        
        
          BARCLAYS PLC                   ALT TIER I PERP
          213800LBQA1Y9L22JB70
          
            2500-12-31
          
          7.750000
          2000000.00
          2063191.67
          Corporate Debt Securities
        
        
          MACQUARIE BK LTD               FR 6.125%
          549300MPRNPO6FWNKN78
          
            2500-12-31
          
          6.125000
          347000.00
          334952.64
          Corporate Debt Securities
        
        
          SINCLAIR TELEVISION GROUP      SR GLBL 144A 30
          549300CQGEN0CH65UD62
          
            2030-03-01
          
          5.500000
          100000.00
          84750.00
          Corporate Debt Securities
        
        
          ATRIUM HOTEL PORT TR 2017-ATRM F      20361215 FLT
          
            2036-12-15
          
          4.749990
          3500000.00
          3181101.38
          Private Label Collateralized Mortgage Obligations
        
        
          UWM MTG TR 2021-INV3           B-4    20511125 FLT
          
            2051-11-25
          
          3.244880
          327000.00
          273275.63
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 2014-C22     D      20570917 FLT
          
            2057-09-17
          
          3.901510
          5326000.00
          4683233.07
          Private Label Collateralized Mortgage Obligations
        
        
          RESIDENTIAL ASSET SEC 2007-A9  A-1    20370925 FLT
          
            2037-09-25
          
          1.555710
          20753000.00
          1560527.50
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2021-1        B-6    20510625 FLT
          
            2051-06-25
          
          3.036960
          1550936.00
          940177.89
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESIDENTIAL INVT CORP      SR GLBL 144A 25
          549300WNTHGEO5LP2G31
          
            2025-10-15
          
          6.250000
          4269000.00
          4046952.71
          Corporate Debt Securities
        
        
          TBW MTG BKD TR 2006-6          A-5A   20370125 FLT
          
            2037-01-25
          
          6.460000
          7500000.00
          2393280.31
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2004-AR8         A-2    20440625 FLT
          
            2044-06-25
          
          1.805710
          77917000.00
          1249583.61
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2006-AR1         1A-1B  20460125 FLT
          
            2046-01-25
          
          1.393730
          6938864.00
          782106.59
          Private Label Collateralized Mortgage Obligations
        
        
          RADIOLOGY PARTNERS INC         SR GLBL 144A 28
          549300SFTAG2177WUZ08
          
            2028-02-01
          
          9.250000
          80000.00
          68066.67
          Corporate Debt Securities
        
        
          TOWD PT MTG TR 2017-FRE2       M-4    20471125 FLT
          
            2047-11-25
          
          5.301380
          40682304.00
          39728621.90
          Private Label Collateralized Mortgage Obligations
        
        
          FREEPORT MCMORAN INC           SR GLBL NT 28
          549300IRDTHJQ1PVET45
          
            2028-08-01
          
          4.375000
          1624000.00
          1598800.93
          Corporate Debt Securities
        
        
          PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 29
          
            2029-05-15
          
          4.875000
          11997000.00
          11468732.10
          Corporate Debt Securities
        
        
          1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 25
          
            2025-04-15
          
          5.750000
          80000.00
          83219.78
          Corporate Debt Securities
        
        
          OCCIDENTAL PETE CORP           SR GLBL NT8.5%27
          IM7X0T3ECJW4C1T7ON55
          
            2027-07-15
          
          8.500000
          9000.00
          10639.00
          Corporate Debt Securities
        
        
          MOHEGAN TRIBAL GAMING AUTH     SR SEC GLBL 26
          549300UB083Z2NRDHC48
          
            2026-02-01
          
          8.000000
          4572000.00
          4339590.00
          Corporate Debt Securities
        
        
          PERIMETER MASTER NT BUS TR 19  C      20240515 7.0
          5493005H6EB040833X54
          
            2024-05-15
          
          7.060000
          3950000.00
          3982855.22
          Asset-Backed Securities
        
        
          GSR TRUST 2007-HEL1            A      20361117 FLT
          
            2036-11-17
          
          1.194710
          48012000.00
          672325.86
          Asset-Backed Securities
        
        
          GRAND AVENUE CRE CLO  2019-FL1 E      20370615 FLT
          
            2037-06-15
          
          4.154140
          1000000.00
          987477.07
          Asset-Backed Securities
        
        
          OSAT TRUST 2021-RPL1           A-2    20650525 FLT
          
            2065-05-25
          
          3.967000
          944000.00
          891276.81
          Asset-Backed Securities
        
        
          RESIDENTIAL ASSET 2005-EFC5    M-5    20351025 FLT
          
            2035-10-25
          
          1.950710
          1709000.00
          1517375.16
          Asset-Backed Securities
        
        
          SHELTER GROWTH CRE 2019-FL2    G      20360515 FLT
          
            2036-05-15
          
          6.374710
          14178000.00
          12005048.66
          Asset-Backed Securities
        
        
          SOVEREIGN BK HEQ LN TR 2000-1  A-7    20301225 7.3
          
            2030-12-25
          
          7.310000
          150000000.00
          1598542.62
          Asset-Backed Securities
        
        
          ARGENT SECS INC 2005-W1        A-2    20350525 FLT
          
            2035-05-25
          
          1.485710
          30645000.00
          1261816.35
          Asset-Backed Securities
        
        
          C-BASS ABS LLC 2005-CB7        M-3    20351125 FLT
          
            2035-11-25
          
          1.710710
          2435760.00
          1254686.20
          Asset-Backed Securities
        
        
          SQUARED CDO LTD 2007-1         E      20570511 FLT
          
            2057-05-11
          
          11.639000
          3000000.00
          19901.79
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2016-1     A      20290715 4.1
          
            2029-07-15
          
          4.100000
          100000.00
          67301.77
          Asset-Backed Securities
        
        
          GSR MTG LN TR 2006-4F          4A-1   20360525 FLT
          
            2036-05-25
          
          1.355710
          9674000.00
          149302.60
          Private Label Collateralized Mortgage Obligations
        
        
          MILL CITY MTG LN TR 2017-1     B3     20581125 FLT
          
            2058-11-25
          
          3.556430
          318000.00
          277718.84
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MRT TR 2021-INV5     B-5    20511225 FLT
          
            2051-12-25
          
          3.190130
          470250.00
          340047.09
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2005-AR15        A-1A1  20451125 FLT
          
            2045-11-25
          
          1.525710
          2600000.00
          162385.86
          Private Label Collateralized Mortgage Obligations
        
        
          TBW MTG BKD TR 2007-1          A-7A   20370325 FLT
          
            2037-03-25
          
          6.610000
          18241000.00
          7996946.58
          Private Label Collateralized Mortgage Obligations
        
        
          TOWD PT MTG TR 2018-6          A1B    20580325 FLT
          
            2058-03-25
          
          3.750000
          943000.00
          930871.13
          Private Label Collateralized Mortgage Obligations
        
        
          JPMBB COML MTG SEC TR 2013-C12 D      20450717 FLT
          
            2045-07-17
          
          4.091490
          2000000.00
          1873073.15
          Private Label Collateralized Mortgage Obligations
        
        
          RALI SERIES TRUST 2006-QA3     A-2    20360425 FLT
          
            2036-04-25
          
          1.605710
          2065384.00
          1423937.41
          Private Label Collateralized Mortgage Obligations
        
        
          READY CAP MTG FIN 2021-FL5     C      20381227 FLT
          
            2038-12-27
          
          3.255710
          5000000.00
          4826313.09
          Private Label Collateralized Mortgage Obligations
        
        
          ONE BRYANT PARK TRUST 2019-OB  A      20540913 2.5
          
            2054-09-13
          
          2.516410
          4750000.00
          4243593.04
          Private Label Collateralized Mortgage Obligations
        
        
          GSR MTG TR 2005-AR6            B1     20350925 FLT
          
            2035-09-25
          
          2.908790
          2408470.00
          855078.87
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2015-GC34       G      20481013 FLT
          54930070360RBP384M53
          
            2048-10-13
          
          4.648070
          6204000.00
          1834615.69
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGROUP COML MTG TR 2016-P6  E      20491210 FLT
          
            2049-12-10
          
          4.206560
          6000000.00
          3904880.78
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2005-10CB            1-A-2  20350525 FLT
          
            2035-05-25
          
          1.455710
          23440000.00
          875259.77
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2005-59              1-A-2C 20351120 FLT
          
            2035-11-20
          
          1.947290
          21796000.00
          647148.20
          Private Label Collateralized Mortgage Obligations
        
        
          MELLO MTG CAP ACCPT 2021-INV3  A-15   20510925 FLT
          
            2051-09-25
          
          2.500000
          1340000.00
          1095278.81
          Private Label Collateralized Mortgage Obligations
        
        
          MELLO MTG CAP ACCP 2022-INV2   B-5    20520425 FLT
          
            2052-04-25
          
          3.612430
          5084000.00
          3596328.01
          Private Label Collateralized Mortgage Obligations
        
        
          MELLO MTG CAP ACCP 2022-INV2   B-6    20520425 FLT
          
            2052-04-25
          
          3.612430
          3316484.00
          2129208.13
          Private Label Collateralized Mortgage Obligations
        
        
          MELLO MTG CAP ACCEP 2021-INV4  B-6    20511226 FLT
          
            2051-12-26
          
          3.218860
          213493.00
          99008.90
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I 2018-SUN     G      20350716 FLT
          
            2035-07-16
          
          3.925000
          2037000.00
          1923073.53
          Private Label Collateralized Mortgage Obligations
        
        
          MS MTG LN TR 2006-17XS         A-2-W  20461025 FLT
          
            2046-10-25
          
          5.740900
          24500000.00
          10028699.14
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP 2007-IQ14   A-J    20490415 FLT
          5493007NPTW49ZOONV52
          
            2049-04-15
          
          5.761820
          13027952.00
          1730419.48
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2006-AR3         A-1C   20460225 FLT
          
            2046-02-25
          
          1.323730
          23743000.00
          782946.31
          Private Label Collateralized Mortgage Obligations
        
        
          WESTERN ALLIANCE BK PHOENIX   AZ
          
            2059-07-25
          
          4.284460
          3464100.00
          3165721.81
          Private Label Collateralized Mortgage Obligations
        
        
          MILL CITY MTG LN TR 2015-2     M3     20570925 FLT
          
            2057-09-25
          
          3.617980
          120000.00
          119560.68
          Private Label Collateralized Mortgage Obligations
        
        
          SEQUOIA MTG TR 2013-5          A-1    20430525 FLT
          549300671OK77JNRLK28
          
            2043-05-25
          
          2.500000
          1976070.00
          234911.66
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC INDX 2006-AR39         A-1    20370225 FLT
          
            2037-02-25
          
          1.185710
          4250000.00
          455381.11
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT
          
            2034-11-15
          
          7.775000
          5000000.00
          4403327.78
          Private Label Collateralized Mortgage Obligations
        
        
          NOMURA ASSET ALT LN 2007-3     A-3    20370725 FLT
          
            2037-07-25
          
          1.645710
          31016500.00
          2713964.38
          Private Label Collateralized Mortgage Obligations
        
        
          TOWD PT MTG TR 2016-5          M2     20561025 FLT
          
            2056-10-25
          
          3.375000
          142000.00
          137016.30
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2015-C30   H      20580917 3.2
          
            2058-09-17
          
          3.250000
          3550000.00
          1462626.02
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 2014-C21     B      20470816 FLT
          5493000F7E2NMQ4HIO61
          
            2047-08-16
          
          4.213000
          4675000.00
          4575043.05
          Private Label Collateralized Mortgage Obligations
        
        
          ARCAP RES COML 2006-RR7        B 144A 20450927 6.1
          
            2045-09-27
          
          6.106000
          20000000.00
          101966.67
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC ALT LN TR 2006-18CB  A-7    20360725 FLT
          
            2036-07-25
          
          1.355710
          2371000.00
          126307.22
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2020-CBM           F      20370212 FLT
          
            2037-02-12
          
          3.632690
          2000000.00
          1770210.48
          Private Label Collateralized Mortgage Obligations
        
        
          J.P. MORGAN MTG TR 2021-LTV2   B-3    20520525 FLT
          
            2052-05-25
          
          3.380400
          8360064.00
          4364480.06
          Private Label Collateralized Mortgage Obligations
        
        
          J.P. MORGAN MTG TR 2021-LTV2   B-1    20520525 FLT
          
            2052-05-25
          
          3.380400
          3196000.00
          2387843.45
          Private Label Collateralized Mortgage Obligations
        
        
          J.P. MORGAN MTG TR 2021-INV8   B-5    20520525 FLT
          
            2052-05-25
          
          3.301340
          1939900.00
          1365003.18
          Private Label Collateralized Mortgage Obligations
        
        
          NATIXIS COMM MTG SEC 2019-MILE E      20360715 FLT
          
            2036-07-15
          
          4.375000
          2124000.00
          2042197.21
          Private Label Collateralized Mortgage Obligations
        
        
          LEHMAN XS TRUST 2006-12N       1A3A2B 20460825 FLT
          
            2046-08-25
          
          1.545710
          30401088.00
          352684.01
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2013-GC15  F      20460912 FLT
          
            2046-09-12
          
          5.174020
          10393000.00
          7421409.40
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SEC TR 2018-HART        F      20311015 FLT
          
            2031-10-15
          
          4.780000
          2741000.00
          2495541.93
          Private Label Collateralized Mortgage Obligations
        
        
          AMER AIRLINES PT TR 2016-3     A      20300415 3.2
          
            2030-04-15
          
          3.250000
          150000.00
          98190.37
          Asset-Backed Securities
        
      
      Y
      2022-06-01
      2022-08-29
      2022-10-26
      Y
      
        JP MORGAN SECURITIES LLC
        1.0000
        90
        N
      
      N
      N
      0.0212
      818796559.14
      818796559.14
      0.0113
      N
      N
      N
      Y
    
    
      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
        
          TESLA AUTO LEASE TR 2019-A     C      20230120 2.6
          
            2023-01-20
          
          2.680000
          400000.00
          399755.96
          Asset-Backed Securities
        
        
          TOWD POINT MTG TR 2015-2       2B1    20571125 FLT
          
            2057-11-25
          
          3.844870
          1900000.00
          1904685.51
          Asset-Backed Securities
        
        
          TRINITY RAIL LEAS LLC 2022-1   A      20520519 4.5
          
            2052-05-19
          
          4.550000
          8000000.00
          8039174.67
          Asset-Backed Securities
        
        
          VOYA CLO LTD 2015-3R           A-1-R  20311020 FLT
          254900MS3D9HONB0N824
          
            2031-10-20
          
          2.252710
          825000.00
          815385.11
          Asset-Backed Securities
        
        
          BCRED BSL CLO 2021-2 LTD /    BCRED BSL CLO 2021-2
          
            2034-10-20
          
          2.812710
          815000.00
          783429.64
          Asset-Backed Securities
        
        
          WHITEBOX CLO LTD 2019-1R       A-NAR  20320726 FLT
          549300E4AC0513DYO913
          
            2032-07-26
          
          2.314000
          550000.00
          542593.70
          Asset-Backed Securities
        
        
          WORLD OMNI AUTO LEASE 2020-A   A-4    20250615 1.7
          
            2025-06-15
          
          1.790000
          175000.00
          174974.55
          Asset-Backed Securities
        
        
          WORLD OMNI AUTO LEASE 2020-B   A-2A   20230915 0.3
          
            2023-09-15
          
          0.320000
          1545000.00
          138168.20
          Asset-Backed Securities
        
        
          WORLD OMNI AUTO LEASE 2021-A   A-4    20261116 0.5
          
            2026-11-16
          
          0.500000
          600000.00
          574419.73
          Asset-Backed Securities
        
        
          VOYA CLO LTD 2012-4R3          A-2A-R 20301015 FLT
          
            2030-10-15
          
          2.494290
          3077176.00
          2997960.71
          Asset-Backed Securities
        
        
          VOYA CLO LTD 2017-4            A-2    20301015 FLT
          
            2030-10-15
          
          2.294290
          411000.00
          401995.64
          Asset-Backed Securities
        
        
          LCM XXIIR LTD 2018-22R         A-2-R  20281020 FLT
          
            2028-10-20
          
          2.512710
          2000000.00
          1943043.40
          Asset-Backed Securities
        
        
          MFA 2021-INV1 TR               A-2    20560125 FLT
          
            2056-01-25
          
          1.057000
          1900000.00
          868114.81
          Asset-Backed Securities
        
        
          CERBERUS LN XXIV 2018-29       C      20300715 FLT
          549300CQR4WB8C9KUS83
          
            2030-07-15
          
          3.794290
          5500000.00
          5400990.43
          Asset-Backed Securities
        
        
          COOK PARK CLO LTD 2018         A-2    20300417 FLT
          
            2030-04-17
          
          2.164290
          2000000.00
          1951390.25
          Asset-Backed Securities
        
        
          GOLDENTREE LN MTG US 2020-7R   A-R    20340420 FLT
          549300DO8S88M0JNL340
          
            2034-04-20
          
          2.132710
          3303847.00
          3236279.76
          Asset-Backed Securities
        
        
          GOLUB CAPITAL BDC 3 CLO 2021-1 A      20330415 FLT
          254900GKK16EMNSQ3D94
          
            2033-04-15
          
          2.644290
          4815000.00
          4746139.79
          Asset-Backed Securities
        
        
          GREATAMER LEASE RECV 2019-1    B      20250218 3.3
          
            2025-02-18
          
          3.370000
          308000.00
          309718.26
          Asset-Backed Securities
        
        
          HIGH STR FDG TR I 2018-1       SECS   20280215 4.1
          
            2028-02-15
          
          4.111000
          105000.00
          105840.80
          Asset-Backed Securities
        
        
          KKR CLO 21 LTD   KKR CLO 21 LLC
          5493008X0MRR4A6VYF15
          
            2031-04-15
          
          2.044290
          250000.00
          246305.54
          Asset-Backed Securities
        
        
          BARINGS MIDDLE MKT CLO 2018-1  A-1    20310115 FLT
          
            2031-01-15
          
          2.574290
          1000000.00
          987489.37
          Asset-Backed Securities
        
        
          BENEFT ST PRT CLO VIII 2015-8R A-1B-R 20310120 FLT
          549300D98ZLKNSI8CN63
          
            2031-01-20
          
          2.262710
          1375000.00
          1343728.34
          Asset-Backed Securities
        
        
          BENEFIT STR PARTNE CLO 2021-23 A-1    20340425 FLT
          
            2034-04-25
          
          2.264000
          1275000.00
          1247452.35
          Asset-Backed Securities
        
        
          BLUEMOUNTAIN CLO LTD 2019-24R  A-R    20340420 FLT
          
            2034-04-20
          
          2.162710
          1445000.00
          1412289.66
          Asset-Backed Securities
        
        
          CCG RECV TRUST 2020-1          D      20271214 2.6
          
            2027-12-14
          
          2.680000
          1281000.00
          1210824.97
          Asset-Backed Securities
        
        
          CIFC FDG LTD 2014-IIR          A-2    20300424 FLT
          549300O8WGQU5B6HEB94
          
            2030-04-24
          
          2.784000
          300000.00
          293752.20
          Asset-Backed Securities
        
        
          CIFC FDG LTD 2014-IIR          A-3    20300424 FLT
          549300O8WGQU5B6HEB94
          
            2030-04-24
          
          3.084000
          6998980.00
          6736756.22
          Asset-Backed Securities
        
        
          CPS AUTO RECEIVABLES TR 2021-D B      20271015 1.0
          
            2027-10-15
          
          1.090000
          600000.00
          578112.87
          Asset-Backed Securities
        
        
          NEXTGEAR FLRPLN  OWN TR 2019-2 B      20241015 2.3
          
            2024-10-15
          
          2.300000
          9610000.00
          9609358.27
          Asset-Backed Securities
        
        
          NORTHWOODS CAP LTD 2019-18R    B-R    20320520 FLT
          
            2032-05-20
          
          3.328000
          3685000.00
          3549749.04
          Asset-Backed Securities
        
        
          ONEMAIN DIR AUTO REC TR 2021-1 A      20280714 0.8
          
            2028-07-14
          
          0.870000
          6815000.00
          6450137.39
          Asset-Backed Securities
        
        
          OWL ROCK CLO 2020-4R LTD       A-2-R  20330822 FLT
          
            2033-08-22
          
          3.378000
          250000.00
          241163.04
          Asset-Backed Securities
        
        
          PRESTIGE AUTO RECB TR 2020-1   D      20261116 1.6
          
            2026-11-16
          
          1.620000
          3065000.00
          3000110.88
          Asset-Backed Securities
        
        
          PRESTIGE AUTO RECV TR 2018-1   D      20241015 4.1
          549300L40MNGIY25DE37
          
            2024-10-15
          
          4.140000
          6375000.00
          6402380.62
          Asset-Backed Securities
        
        
          DRYDEN 57 CLO LTD 2018-57      C      20310515 FLT
          
            2031-05-15
          
          3.111290
          8000000.00
          7515490.97
          Asset-Backed Securities
        
        
          DRYDEN 2017-49R SENIOR LN LLC  B-R    20300718 FLT
          549300VCB8LYR1RGV869
          
            2030-07-18
          
          2.644290
          999041.00
          975082.46
          Asset-Backed Securities
        
        
          DRYDEN CLO LTD 2021-90         A-1A   20350220 FLT
          549300BLIFMJ8T7AGX24
          
            2035-02-20
          
          2.608000
          250000.00
          243589.22
          Asset-Backed Securities
        
        
          DT AUTO OWNER TR 2019-3        C      20250415 2.7
          
            2025-04-15
          
          2.740000
          6120000.00
          1316912.35
          Asset-Backed Securities
        
        
          ENTERPRISE FLT FIN LLC 2021-2  A-2    20270520 0.4
          
            2027-05-20
          
          0.480000
          342000.00
          312885.55
          Asset-Backed Securities
        
        
          EXETER AUTOMOBILE REC 2022-2   A-3    20251117 2.8
          
            2025-11-17
          
          2.800000
          5187000.00
          5181234.36
          Asset-Backed Securities
        
        
          CAPITAL ONE PRIME AUTO 2019-2  A-4    20250218 1.9
          
            2025-02-18
          
          1.960000
          620000.00
          616613.01
          Asset-Backed Securities
        
        
          CARMAX AUTO OWNER TR 2019-3    A-4    20250415 2.3
          
            2025-04-15
          
          2.300000
          1375000.00
          1365549.93
          Asset-Backed Securities
        
        
          EXETER AUTOMOBILE REC 2022-2   B      20261015 3.6
          
            2026-10-15
          
          3.650000
          7984000.00
          7940033.89
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2022-SFR4      B      20410517 4.7
          
            2041-05-17
          
          4.788000
          4500000.00
          4509670.50
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2022-SFR4      C      20410517 4.8
          
            2041-05-17
          
          4.888000
          694000.00
          683671.35
          Asset-Backed Securities
        
        
          SBA TOWER TRUST 2019-1         1C     20500115 2.8
          
            2050-01-15
          
          2.836000
          295000.00
          287758.77
          Asset-Backed Securities
        
        
          SIERRA TIMSHR REC FDG 2022-1   A      20381020 3.0
          
            2038-10-20
          
          3.050000
          500000.00
          432272.15
          Asset-Backed Securities
        
        
          SIXTH STREET CLO LTD 2021-7    A      20340120 FLT
          
            2034-01-20
          
          2.302710
          500000.00
          489416.27
          Asset-Backed Securities
        
        
          SOUND POINT CLO LTD 2020-28    A-1    20320126 FLT
          
            2032-01-26
          
          2.464000
          15000000.00
          14794710.00
          Asset-Backed Securities
        
        
          MARBLE POINT CLO LTD 2021-22   B      20340725 FLT
          549300MZC31PBFF01E87
          
            2034-07-25
          
          3.034000
          1500000.00
          1439451.00
          Asset-Backed Securities
        
        
          MARINER FIN ISSU TR 2019-A     B      20320720 3.5
          
            2032-07-20
          
          3.510000
          230000.00
          225008.19
          Asset-Backed Securities
        
        
          MARINER FINANCE ISSE TR 2020-A C      20340821 4.1
          
            2034-08-21
          
          4.100000
          280000.00
          262119.42
          Asset-Backed Securities
        
        
          MERCEDES-BENZ AUTO LS 2021-A   A-3    20240116 0.2
          
            2024-01-16
          
          0.250000
          3377000.00
          3311992.41
          Asset-Backed Securities
        
        
          MIDOCEAN CR CLO V 2016-5R      A-R    20280719 FLT
          549300SR4K4D5ZP3EW03
          
            2028-07-19
          
          2.164290
          1250000.00
          347025.22
          Asset-Backed Securities
        
        
          NEUBERGER BERMAN CLO 2017-17R2 C-R2   20290423 FLT
          549300XVEYZNG956Y145
          
            2029-04-23
          
          3.136290
          10940000.00
          10505546.86
          Asset-Backed Securities
        
        
          NEWARK BSL CLO 1 2020-1R LTD   C-R    20291221 FLT
          549300R0C043JWD1XY94
          
            2029-12-21
          
          4.224860
          1000000.00
          946640.15
          Asset-Backed Securities
        
        
          COREVEST AMER FIN TR 2019-2    X-A    20520617 FLT
          
            2052-06-17
          
          2.425890
          6568145.00
          126081.52
          Asset-Backed Securities
        
        
          CREDIT ACCETP AUTO TR 2019-3   A      20281115 2.3
          
            2028-11-15
          
          2.380000
          250000.00
          83924.55
          Asset-Backed Securities
        
        
          DB MASTER FIN LLC 2017-1       A-2-II 20471120 4.0
          549300F17UZJL70BPB08
          
            2047-11-20
          
          4.030000
          3505000.00
          3293445.35
          Asset-Backed Securities
        
        
          DB MASTER FIN LLC 2019-1       A-2III 20490520 4.3
          549300F17UZJL70BPB08
          
            2049-05-20
          
          4.352000
          105000.00
          100836.48
          Asset-Backed Securities
        
        
          AMERICAN CR ACCP REC TR 2021-4 C      20280214 1.3
          
            2028-02-14
          
          1.320000
          1085000.00
          1034904.46
          Asset-Backed Securities
        
        
          AMERICAN CR AC REC TR 2022-1   A      20251215 0.9
          
            2025-12-15
          
          0.990000
          220000.00
          169576.33
          Asset-Backed Securities
        
        
          AMERICAN EXPRESS CR ACC 2021-1 A      20261116 0.9
          549300Y4SA5G3GIJTP18
          
            2026-11-16
          
          0.900000
          317000.00
          301216.25
          Asset-Backed Securities
        
        
          AMERICREDIT AUTO REC TR 2019-3 D      20250918 2.5
          
            2025-09-18
          
          2.580000
          545000.00
          537241.20
          Asset-Backed Securities
        
        
          ANCHORAGE CAPITAL 2021-19 LTD  A      20341016 FLT
          549300ZNOS7Q8W8H3S38
          
            2034-10-16
          
          2.254290
          5000000.00
          4837002.41
          Asset-Backed Securities
        
        
          TRTX ISSUER LTD 2021-FL4       A      20380317 FLT
          
            2038-03-17
          
          2.086710
          4750000.00
          4655814.62
          Asset-Backed Securities
        
        
          TREMAN PARK CLO LTD 2015       COMB   20270420 FLT
          549300E4DX3Q8L455K94
          
            2027-04-20
          
          0.00
          34500000.00
          25489635.00
          Asset-Backed Securities
        
        
          AUDAX SR DBT CLO 2019-2        C      20291022 FLT
          
            2029-10-22
          
          6.036290
          1000000.00
          959559.31
          Asset-Backed Securities
        
        
          B2R MTG TRUST 2015-2           D      20481118 FLT
          549300JNS8TBD8XLZ117
          
            2048-11-18
          
          5.861050
          5000000.00
          4916063.39
          Asset-Backed Securities
        
        
          WORLD OMNI AUTO REC TR 2018-D  B      20241216 3.6
          
            2024-12-16
          
          3.670000
          285000.00
          287322.50
          Asset-Backed Securities
        
        
          WESTLAKE AUTO RECV TR 2018-3   F      20250218 6.0
          5493000EWZKZ6H2PNY04
          
            2025-02-18
          
          6.020000
          5255000.00
          5293895.17
          Asset-Backed Securities
        
        
          WESTLAKE AUTO REC TR 2020-2    B      20250715 1.3
          
            2025-07-15
          
          1.320000
          5825000.00
          5417885.29
          Asset-Backed Securities
        
        
          LENDMARK FUNDING TRUST 2019-1  A      20271220 3.0
          549300PMR5HYNUPR5R97
          
            2027-12-20
          
          3.000000
          4030000.00
          4006435.25
          Asset-Backed Securities
        
        
          MVW OWNER TRUST 2016-1         B      20331220 2.6
          
            2033-12-20
          
          2.640000
          2610000.00
          274020.80
          Asset-Backed Securities
        
        
          CEDAR FUD XII CLO LTD 2020-12R A-1-R  20341025 FLT
          
            2034-10-25
          
          2.314000
          2000000.00
          1951008.00
          Asset-Backed Securities
        
        
          FLAGSHIP CR AUTO TR 2022-1     A      20261015 1.7
          
            2026-10-15
          
          1.790000
          2189000.00
          1913089.23
          Asset-Backed Securities
        
        
          BRAVO RESDNTIL FDG TR 2021-HE3 A-1    20690826 FLT
          
            2069-08-26
          
          1.434460
          6733321.00
          5377089.59
          Asset-Backed Securities
        
        
          NEWSTAR FAIRFIELD FUD CLO 2018 C-N    20300422 FLT
          
            2030-04-22
          
          4.642710
          7000000.00
          6459092.72
          Asset-Backed Securities
        
        
          NEXTGEAR FLRPLN OWN TR 2020-1  A-2    20250215 1.5
          
            2025-02-15
          
          1.550000
          379000.00
          375198.97
          Asset-Backed Securities
        
        
          ONEMAIN DIR AUTO REC TR 2021-1 B      20280714 1.2
          
            2028-07-14
          
          1.260000
          280000.00
          258526.24
          Asset-Backed Securities
        
        
          PFS FINANCING CORP 2020-E      B      20251015 1.5
          
            2025-10-15
          
          1.570000
          4973000.00
          4829264.28
          Asset-Backed Securities
        
        
          PRESTIGE AUTO RECB TR 2020-1   C      20261116 1.3
          
            2026-11-16
          
          1.310000
          2000000.00
          1987818.44
          Asset-Backed Securities
        
        
          DT AUTO OWNER TR 2018-2        E      20250616 5.5
          
            2025-06-16
          
          5.540000
          105000.00
          105822.28
          Asset-Backed Securities
        
        
          DEEPHAVEN RES MTG TR 2022-2    A-1    20670325 FLT
          
            2067-03-25
          
          4.300000
          5600000.00
          5418749.52
          Asset-Backed Securities
        
        
          DRYDEN 38 SR LN FD 2015-38R    C-R    20300715 FLT
          549300ARO9JRDQL4OE07
          
            2030-07-15
          
          3.044290
          12038700.00
          11425086.57
          Asset-Backed Securities
        
        
          DT AUTO OWNER TR 2020-3        A      20240415 0.5
          
            2024-04-15
          
          0.540000
          8800000.00
          388154.59
          Asset-Backed Securities
        
        
          ENTERPRISE FLT FIN LLC 2021-2  A-3    20270520 0.7
          
            2027-05-20
          
          0.740000
          500000.00
          458783.56
          Asset-Backed Securities
        
        
          FIRST INVESTORS AUTO TR 2017-3 D      20240315 3.4
          
            2024-03-15
          
          3.440000
          3352000.00
          2265985.76
          Asset-Backed Securities
        
        
          FIRSTKEY HOMES TR 2022-SFRA    A      20390317 3.1
          
            2039-03-17
          
          3.100000
          3000000.00
          2865034.00
          Asset-Backed Securities
        
        
          PROGRESS RES TR 2021-SFR7      A      20400817 1.6
          
            2040-08-17
          
          1.692000
          463000.00
          402757.22
          Asset-Backed Securities
        
        
          SCHOLAR FDG TR 2011-A          A      20431028 FLT
          
            2043-10-28
          
          2.138140
          689000.00
          133977.12
          Asset-Backed Securities
        
        
          MARANON LN FDG LTD 2021-3      A      20340117 FLT
          
            2034-01-17
          
          1.775630
          11499262.00
          11387859.58
          Asset-Backed Securities
        
        
          MILL CTY MTG LN TR 2019-GS2    A1     20590825 FLT
          
            2059-08-25
          
          2.750000
          200000.00
          96495.27
          Asset-Backed Securities
        
        
          GREATAMERICA REC 2021-2        B      20270915 1.3
          
            2027-09-15
          
          1.310000
          8087000.00
          7402024.81
          Asset-Backed Securities
        
        
          BLUEMOUNTAIN CLO LTD  2021-31  A-1    20340419 FLT
          
            2034-04-19
          
          2.194290
          2000000.00
          1949740.01
          Asset-Backed Securities
        
        
          CREDIT ACCP AUTO LN TR 20-1    A      20290215 2.0
          
            2029-02-15
          
          2.010000
          6835000.00
          4061402.90
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2018-2  F      20250710 6.2
          5493007QHGZZPPA34T64
          
            2025-07-10
          
          6.290000
          5000000.00
          5037990.83
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2019-4  C      20251212 2.6
          
            2025-12-12
          
          2.690000
          5500000.00
          960657.18
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2019-4  D      20251212 2.9
          
            2025-12-12
          
          2.970000
          3080000.00
          3074254.26
          Asset-Backed Securities
        
        
          AMERICAN CR ACCP REC TR 2020-4 D      20261214 1.7
          
            2026-12-14
          
          1.770000
          5527000.00
          5343730.21
          Asset-Backed Securities
        
        
          BRAVO RES FDG TR 2021-B        A-1    20690425 FLT
          
            2069-04-25
          
          2.115000
          17500000.00
          11695865.29
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMERIC FIN TR 2021-2  D      20540717 2.8
          
            2054-07-17
          
          2.831000
          3500000.00
          2825715.08
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2017-SLP        G      20321012 FLT
          
            2032-10-12
          
          4.591300
          7453068.00
          7220443.46
          Private Label Collateralized Mortgage Obligations
        
        
          COREVEST AMCR FIN TR 2020-4    E      20521217 3.3
          
            2052-12-17
          
          3.379000
          2682000.00
          2172392.73
          Private Label Collateralized Mortgage Obligations
        
        
          ARES XLVI CLO LTD 2018-46      A-2    20300115 FLT
          
            2030-01-15
          
          2.274290
          250000.00
          245054.01
          Asset-Backed Securities
        
        
          AMERICREDIT AUTO RECV 2018-1   C      20240118 3.5
          5493003R0K8V08JVGR27
          
            2024-01-18
          
          3.500000
          635000.00
          180332.12
          Asset-Backed Securities
        
        
          AMER CR ACCEPT RECV TR 2019-1  E      20250414 4.8
          
            2025-04-14
          
          4.840000
          900000.00
          912153.10
          Asset-Backed Securities
        
        
          TICP CLO XIII LTD 2019-13R     C-R    20340417 FLT
          
            2034-04-17
          
          3.144290
          3000000.00
          2829293.11
          Asset-Backed Securities
        
        
          STEELE CREEK CLO 2018-2        A      20310818 FLT
          
            2031-08-18
          
          2.655000
          12000000.00
          11852025.00
          Asset-Backed Securities
        
        
          SIERRA TIMESHARE REC FDG2021-2 A      20380920 1.3
          
            2038-09-20
          
          1.350000
          2417000.00
          1489914.78
          Asset-Backed Securities
        
        
          SANTANDER DRIVE AUTO 2018-2    E      20250915 5.0
          
            2025-09-15
          
          5.020000
          8719000.00
          8748732.76
          Asset-Backed Securities
        
        
          SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT
          549300I2YWZ9E1B0EY33
          
            2039-06-15
          
          1.116000
          184000.00
          81300.52
          Asset-Backed Securities
        
        
          RR3 LTD 2014-R2                B-R2   20300115 FLT
          549300YH0VOGWM5JZF65
          
            2030-01-15
          
          2.844290
          4850000.00
          4624108.20
          Asset-Backed Securities
        
        
          FLAGSHIP CR AUTO TR 2020-2     C      20260415 3.8
          
            2026-04-15
          
          3.800000
          5762000.00
          5788377.80
          Asset-Backed Securities
        
        
          CARVANA AUTO REC TR 2019-1     E      20260115 5.6
          549300PQFD4GEYYTOY78
          
            2026-01-15
          
          5.640000
          1116000.00
          1131614.70
          Asset-Backed Securities
        
        
          EXETER AUTO RECV TR 2018-1     E      20241015 4.6
          
            2024-10-15
          
          4.640000
          2000000.00
          2013554.44
          Asset-Backed Securities
        
      
      Y
      2022-09-06
      2022-09-06
      2022-10-28
      Y
      
        WELLS FARGO SECURITIES LLC
        1.0000
        98
        N
      
      N
      N
      0.0210
      304620573.90
      304620573.90
      0.0042
      N
      N
      N
      Y
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 0.970000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0T4145
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-30
          
          2.875000
          25716500.00
          25931538.16
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          1.875000
          55413600.00
          45472374.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-05-15
          
          2.375000
          887400.00
          777267.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          2.250000
          65300700.00
          56546635.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-11-15
          
          1.875000
          100.00
          77.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          838600.00
          1047797.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          22982000.00
          23238799.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          1.750000
          113600.00
          113371.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          61200.00
          55824.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-31
          
          1.125000
          202397500.00
          183608434.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-30
          
          1.500000
          201665300.00
          186124568.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-16
          
          0.00
          100.00
          99.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          4.375000
          33.00
          39.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          4.250000
          85413900.00
          99284077.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          100.00
          72.22
          U.S. Treasuries (including strips)
        
      
      Y
      2022-06-07
      2022-06-07
      2022-07-05
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
      
      N
      N
      0.0097
      609000000.00
      609000000.00
      0.0084
      N
      N
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 1.450000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0T58J2
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CRESTLINE DENALI CLO 2016-14R  D-R    20311023 FLT
          549300SBJ7CCHEFNE215
          
            2031-10-23
          
          4.534000
          2342165.00
          1939767.00
          Asset-Backed Securities
        
        
          CRESTLINE DENALI CLO 2016-14R  D-R    20311023 FLT
          549300SBJ7CCHEFNE215
          
            2031-10-23
          
          4.534000
          1785451.00
          1478699.81
          Asset-Backed Securities
        
        
          RACE POINT IX CLO LTD 2015-9R  C-R    20301015 FLT
          549300C3570PBQ31OI09
          
            2030-10-15
          
          4.244290
          2650000.00
          2309006.64
          Asset-Backed Securities
        
        
          SEC TM AUT RECV TR 2019-CRT    D      20260325 4.5
          549300DC604TIE09UO03
          
            2026-03-25
          
          4.572000
          9165000.00
          1912910.96
          Asset-Backed Securities
        
        
          VNTURE XXIII CLO LTD 2016-23R2 D-2-R2 20340719 FLT
          549300BWBX8PTZD3W768
          
            2034-07-19
          
          6.114290
          4778000.00
          4465678.09
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2015-1     A      20281101 3.3
          
            2028-11-01
          
          3.375000
          2573000.00
          1531322.23
          Asset-Backed Securities
        
        
          APEX CREDIT CLO 2015-2R LTD    E-R    20261019 FLT
          254900VJGL23NNLC3592
          
            2026-10-19
          
          7.144290
          4500000.00
          4334550.56
          Asset-Backed Securities
        
        
          AVIS BUD RENTAL FDG 2017-2     C      20240320 4.1
          IHXLB8SL0QWSSG2VG640
          
            2024-03-20
          
          4.170000
          6000000.00
          6007549.00
          Asset-Backed Securities
        
        
          BABSON CLO LTD 2014-I          D      20250721 FLT
          549300SCEOLR3BTPYX35
          
            2025-07-21
          
          5.962710
          2000000.00
          1936863.82
          Asset-Backed Securities
        
        
          BELLEMEADE RE 2020-3 LTD       M-2    20301025 FLT
          
            2030-10-25
          
          5.855710
          5558000.00
          5650307.00
          Asset-Backed Securities
        
        
          CRESTLINE DENALI CLO 2018-7    D      20311015 FLT
          254900BNO2GIP36AKL73
          
            2031-10-15
          
          4.294290
          1415084.00
          1218581.40
          Asset-Backed Securities
        
        
          CRESTLINE DENALI CLO 2018-7    D      20311015 FLT
          254900BNO2GIP36AKL73
          
            2031-10-15
          
          4.294290
          3584916.00
          3087104.34
          Asset-Backed Securities
        
        
          EAGLE RE 2020-2 LTD            M-2    20301025 FLT
          
            2030-10-25
          
          6.605710
          10000000.00
          5976549.92
          Asset-Backed Securities
        
        
          EAGLE RE 2021-1 LTD            M-2    20331025 FLT
          
            2033-10-25
          
          5.034460
          13190484.00
          12822035.22
          Asset-Backed Securities
        
        
          HALCYON LN ADV FDG 2015-2R     D-1-R  20270726 FLT
          5493006GMMSBMRMTK635
          
            2027-07-26
          
          4.284000
          2920000.00
          2762039.68
          Asset-Backed Securities
        
        
          HALCYON LN ADV FDG 2015-2R     D-2-R  20270726 FLT
          5493006GMMSBMRMTK635
          
            2027-07-26
          
          4.284000
          1710000.00
          1617495.84
          Asset-Backed Securities
        
        
          HOME RE 2020-1 LIMITED         B-1    20301025 FLT
          
            2030-10-25
          
          8.005710
          1100000.00
          1115100.01
          Asset-Backed Securities
        
        
          MARATHON CLO 2019-14           C-2    20330120 FLT
          
            2033-01-20
          
          7.032710
          2000000.00
          1849458.95
          Asset-Backed Securities
        
        
          MARBLE POINT CLO 2018-14       D      20320120 FLT
          254900N4UCG37B1HFL93
          
            2032-01-20
          
          4.592710
          2259804.00
          2078184.88
          Asset-Backed Securities
        
        
          MARBLE POINT CLO 2018-14       D      20320120 FLT
          254900N4UCG37B1HFL93
          
            2032-01-20
          
          4.592710
          3240196.00
          2979783.35
          Asset-Backed Securities
        
        
          OZLM XII LTD 2015-12           D      20270430 FLT
          5493005RYHNVNU6C8029
          
            2027-04-30
          
          6.686000
          1675000.00
          1663921.46
          Asset-Backed Securities
        
        
          OAKTOWN RE V LTD 2020-2        M-2    20301025 FLT
          
            2030-10-25
          
          6.255710
          6000000.00
          6127893.71
          Asset-Backed Securities
        
        
          TRIANGLE RE LTD 2021-2         M-1C   20331025 FLT
          
            2033-10-25
          
          5.505710
          9206000.00
          9197195.55
          Asset-Backed Securities
        
        
          TRIANGLE RE 2020-1 LTD         B-1    20301025 FLT
          
            2030-10-25
          
          8.755710
          8100000.00
          8205691.11
          Asset-Backed Securities
        
        
          SITKA HLDGS LLC                SR SEC GLBL 26
          
            2026-07-06
          
          5.506000
          618000.00
          605162.08
          Corporate Debt Securities
        
        
          MUTHOOT FINANCE LIMITED        FR 6.125%103122
          335800HAMJMBFL4RRF02
          
            2022-10-31
          
          6.125000
          250000.00
          250976.04
          Corporate Debt Securities
        
        
          FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT
          549300N3Z00ZHE2XC526
          
            2500-12-31
          
          5.800000
          2000.00
          2022.61
          Corporate Debt Securities
        
        
          FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT
          549300N3Z00ZHE2XC526
          
            2500-12-31
          
          5.800000
          2208000.00
          2232960.21
          Corporate Debt Securities
        
        
          FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT
          549300N3Z00ZHE2XC526
          
            2500-12-31
          
          5.800000
          8754000.00
          8852959.11
          Corporate Debt Securities
        
        
          FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT
          549300N3Z00ZHE2XC526
          
            2500-12-31
          
          5.800000
          9014000.00
          9115898.26
          Corporate Debt Securities
        
        
          COMMERZBANK AG                 FR 8.125%091923
          851WYGNLUQLFZBSYGB56
          
            2023-09-19
          
          8.125000
          280000.00
          297660.81
          Corporate Debt Securities
        
        
          COMMERZBANK AG                 FR 8.125%091923
          851WYGNLUQLFZBSYGB56
          
            2023-09-19
          
          8.125000
          280000.00
          297660.81
          Corporate Debt Securities
        
        
          COMMERZBANK AG                 FR 8.125%091923
          851WYGNLUQLFZBSYGB56
          
            2023-09-19
          
          8.125000
          800000.00
          850459.44
          Corporate Debt Securities
        
        
          ASCENDIS PHARMA A/S            SR GLBL COCO 28
          549300B66JN3W3J8GH73
          
            2028-04-01
          
          2.250000
          5628000.00
          4963192.50
          Corporate Debt Securities
        
        
          BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 26
          549300G8S4PO686J7H97
          
            2026-01-15
          
          7.000000
          7000000.00
          6951054.44
          Corporate Debt Securities
        
        
          AMBAC ASSURANCE CORP           PERP SR SEC 144A
          549300RYYRVPPB8NC636
          
            2500-12-31
          
          5.100000
          440.00
          298.65
          Corporate Debt Securities
        
        
          DIAMOND FGN ASSET CO / DIAMOND SR SEC PIK NT 27
          
            2027-04-22
          
          9.000000
          835562.00
          829295.28
          Corporate Debt Securities
        
        
          IIP OPER PARTNERSHIP L P       SR GLBL NT5.5%26
          
            2026-05-25
          
          5.500000
          1235000.00
          1175317.94
          Corporate Debt Securities
        
        
          LUCKIN COFFEE INC              SR SEC GLBL B 27
          549300FO16ASCVSMYI15
          
            2027-01-28
          
          9.000000
          1360000.00
          1319880.00
          Corporate Debt Securities
        
        
          LUCKIN COFFEE INC              SR SEC GLBL B 27
          549300FO16ASCVSMYI15
          
            2027-01-28
          
          9.000000
          1313000.00
          1274266.50
          Corporate Debt Securities
        
        
          NOBLE FIN CO                   SR SEC GLBL 28
          5493003DTPH8AMMK4P51
          
            2028-02-15
          
          11.000000
          1000000.00
          1152083.33
          Corporate Debt Securities
        
        
          NOBLE FIN CO                   SR SEC GLBL 28
          5493003DTPH8AMMK4P51
          
            2028-02-15
          
          11.000000
          7002832.00
          8069985.79
          Corporate Debt Securities
        
        
          NOBLE FIN CO                   SR SEC GLBL 28
          5493003DTPH8AMMK4P51
          
            2028-02-15
          
          11.000000
          352.00
          405.64
          Corporate Debt Securities
        
        
          NOBLE FIN CO                   SR SEC GLBL 28
          5493003DTPH8AMMK4P51
          
            2028-02-15
          
          11.000000
          2495882.00
          2876226.68
          Corporate Debt Securities
        
        
          AMERICAN PRESIDENT COS LTD     SR GLBL DEB 8%24
          549300TMJ045M7TR5G76
          
            2024-01-15
          
          8.000000
          609000.00
          670035.33
          Corporate Debt Securities
        
        
          PMT CR RISL TRANS TR 2021-1R   A      20260227 FLT
          
            2026-02-27
          
          3.905710
          887000.00
          444471.77
          Private Label Collateralized Mortgage Obligations
        
        
          MILL CITY MTG LN TR 2017-1     B4     20581125 FLT
          
            2058-11-25
          
          3.556430
          189075.00
          171140.04
          Private Label Collateralized Mortgage Obligations
        
        
          AMBAC ASSURANCE CORP           PERP SR SEC 144A
          549300RYYRVPPB8NC636
          
            2500-12-31
          
          5.100000
          2.00
          1.36
          Corporate Debt Securities
        
        
          AMBAC ASSURANCE CORP           PERP SR SEC 144A
          549300RYYRVPPB8NC636
          
            2500-12-31
          
          5.100000
          249586.00
          169404.80
          Corporate Debt Securities
        
        
          AMBAC ASSURANCE CORP           PERP SR SEC 144A
          549300RYYRVPPB8NC636
          
            2500-12-31
          
          5.100000
          4565169.00
          3098577.41
          Corporate Debt Securities
        
        
          BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 24
          549300G8S4PO686J7H97
          
            2024-12-15
          
          4.750000
          2800000.00
          2700327.78
          Corporate Debt Securities
        
        
          APOLLO INVT CORP               SR NT 5.25%25
          5493005P14I7WFB3FW47
          
            2025-03-03
          
          5.250000
          5600000.00
          5504202.67
          Corporate Debt Securities
        
        
          FRESH MKT INC                  FLT 144A NT 25
          529900QM5ZSBEBR6CS58
          
            2025-03-13
          
          10.750000
          2288000.00
          2298603.23
          Corporate Debt Securities
        
        
          PAR TECHNOLOGY CORP            SR NT 4.5%24
          549300HYPTHBJQINVG57
          
            2024-04-15
          
          4.500000
          1000000.00
          1623163.00
          Corporate Debt Securities
        
        
          VIRGIN AUSTRALIA HLDGS LTD     SR GLBL 144A 24
          254900SNPW6V9967CJ18
          
            2024-11-15
          
          8.125000
          999000.00
          55210.15
          Corporate Debt Securities
        
        
          UNICREDIT S.P.A                FR 7.296%040234
          549300TRUWO2CD2G5692
          
            2034-04-02
          
          7.296000
          200000.00
          204924.93
          Corporate Debt Securities
        
        
          REGIONAL MGT ISS TR 2020-1     D      20301015 6.7
          
            2030-10-15
          
          6.770000
          7260000.00
          7028949.69
          Asset-Backed Securities
        
      
      Y
      2022-07-05
      2022-07-05
      2022-08-08
      Y
      
        BNP Paribas SA
        1.0000
        35
        N
      
      N
      N
      0.0162
      144953608.70
      144953608.70
      0.0020
      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
          
            2027-04-30
          
          2.750000
          300.00
          300.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.500000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-18
          
          0.00
          200.00
          196.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-25
          
          0.00
          100.00
          99.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-05
          
          0.00
          9999800.00
          9992980.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-20
          
          0.00
          1000.00
          996.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          1.125000
          100.00
          96.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-31
          
          1.750000
          12541600.00
          11830630.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-03-31
          
          2.375000
          440300.00
          430762.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          2.625000
          100.00
          100.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-11
          
          0.00
          200.00
          199.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-06
          
          0.00
          100.00
          99.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-02
          
          0.00
          74900.00
          74897.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          0.00
          800.00
          799.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-07
          
          0.00
          100.00
          99.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-21
          
          0.00
          24075700.00
          24046568.40
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-28
          
          0.00
          100.00
          99.86
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-01
          
          0.00
          100.00
          99.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-20
          
          0.00
          300.00
          295.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-28
          
          0.00
          413500.00
          413274.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-12-31
          
          1.375000
          2363200.00
          2178103.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          1.625000
          100.00
          100.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.125000
          70000.00
          69822.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          100.00
          98.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          8874800.00
          11326676.53
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          2.000000
          100.00
          100.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          200.00
          199.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          2.750000
          100.00
          101.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-15
          
          1.500000
          100000.00
          100368.86
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          100.00
          95.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          1215000.00
          1185623.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          7.500000
          700.00
          783.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          6.875000
          700.00
          802.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          6.750000
          120100.00
          141254.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          6.500000
          400.00
          462.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          2715200.00
          3171736.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          5.250000
          600.00
          698.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          2.000000
          500.00
          794.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          4.375000
          1014.00
          1202.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          21758500.00
          30056979.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
          100.00
          96.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          100.00
          72.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          2.250000
          100.00
          86.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          2.000000
          100.00
          82.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          700.00
          667.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          2.125000
          400.00
          399.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          900.00
          889.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          240000.00
          241489.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          5122800.00
          5166941.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-31
          
          2.750000
          600.00
          605.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          2.875000
          100.00
          101.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.625000
          800.00
          812.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          432000.00
          430825.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.375000
          600.00
          603.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          2.250000
          200.00
          197.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          200.00
          197.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          1.750000
          200.00
          198.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.625000
          200.00
          255.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          100.00
          99.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          300.00
          374.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          100.00
          101.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          86700.00
          109230.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          20507400.00
          20631082.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          1.500000
          100.00
          100.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          100.00
          98.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          0.500000
          900.00
          805.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-15
          
          0.250000
          10895200.00
          10699598.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          0.500000
          2513300.00
          2249882.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
          0.125000
          222270900.00
          249999977.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-31
          
          0.500000
          102418000.00
          91230472.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          30000.00
          29220.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-15
          
          0.125000
          4000.00
          3886.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-30
          
          0.625000
          10648700.00
          9480644.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-12-31
          
          0.625000
          41000.00
          36530.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-12-31
          
          0.625000
          1771000.00
          1577934.51
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          0.125000
          400.00
          385.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-28
          
          0.125000
          100.00
          98.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          0.125000
          1100.00
          1084.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-04-30
          
          1.250000
          100.00
          91.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-15
          
          0.250000
          9274600.00
          8872981.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-06-30
          
          1.250000
          166400.00
          152884.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          1.250000
          10630600.00
          9378907.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          0.375000
          9800.00
          9357.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          0.875000
          100.00
          92.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-10-15
          
          0.125000
          100.00
          107.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          0.750000
          221674000.00
          212004377.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          0.500000
          200.00
          194.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-15
          
          1.000000
          900.00
          868.59
          U.S. Treasuries (including strips)
        
      
      Y
      2022-06-07
      2022-06-07
      2022-09-12
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
      
      N
      N
      0.0136
      700000000.00
      700000000.00
      0.0097
      N
      N
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 1.280000%
      ZBUT11V806EZRVTWT807
      0000782124
      ARP0T6OH6
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CARVANA AUTO REC TR 2022-P2    A-3    20270410 4.1
          
            2027-04-10
          
          4.130000
          6275000.00
          6295182.49
          Asset-Backed Securities
        
        
          ML MTG INV TR 2006-SL2         A      20370525 FLT
          549300TZL1F8EWO11S21
          
            2037-05-25
          
          1.305710
          27960896.00
          575398.44
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          MILL CITY MTG LN TR 2018-3     B2     20580825 FLT
          
            2058-08-25
          
          3.250000
          4856000.00
          4071842.09
          Asset-Backed Securities
        
        
          NOMURA HEQ LN TR 2006-WF1      M-2    20360325 FLT
          
            2036-03-25
          
          1.440710
          300000.00
          189428.36
          Asset-Backed Securities
        
        
          PERIMETER MASTER NT BUS TR 211 B      20261215 4.1
          5493005H6EB040833X54
          
            2026-12-15
          
          4.170000
          9327000.00
          8897364.18
          Asset-Backed Securities
        
        
          PERIMETER MASTER NT BUS TR 211 C      20261215 6.0
          5493005H6EB040833X54
          
            2026-12-15
          
          6.030000
          10806000.00
          10465978.40
          Asset-Backed Securities
        
        
          MF1 LTD 2022-FL9               A-S    20370620 FLT
          
            2037-06-20
          
          3.460000
          1000000.00
          982836.56
          Asset-Backed Securities
        
        
          MF1 LTD 2022-FL9               B      20370620 FLT
          
            2037-06-20
          
          3.960000
          1000000.00
          980362.00
          Asset-Backed Securities
        
        
          MASTR SPEC LN TR 2006-03       M-1    20460725 FLT
          
            2046-07-25
          
          1.425710
          5884000.00
          4648648.75
          Asset-Backed Securities
        
        
          GREEN TREE FINANCIAL CORP 97-2 M-1    20270515 FLT
          
            2027-05-15
          
          7.540000
          20800000.00
          5856489.47
          Asset-Backed Securities
        
        
          GREYSTONE CRE  LTD 2021-FL3    C      20390715 FLT
          
            2039-07-15
          
          2.874710
          250000.00
          239081.95
          Asset-Backed Securities
        
        
          INDYMAC MBS SPMD 2004-B        M-3    20341125 FLT
          
            2034-11-25
          
          2.205710
          16000000.00
          1093543.13
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TR 2008-3     B      20290425 FLT
          549300OORAXMFXOHG132
          
            2029-04-25
          
          2.384000
          422000.00
          370076.28
          Asset-Backed Securities
        
        
          CONSECO MANU HSG PT 2000-4     A-6    20320501 8.3
          
            2032-05-01
          
          8.310000
          100000.00
          15295.67
          Asset-Backed Securities
        
        
          SHELTER GROWTH CRE 2019-FL2    F      20360515 FLT
          
            2036-05-15
          
          4.874710
          16447000.00
          13904977.32
          Asset-Backed Securities
        
        
          STARWD MRTG RES TR 2022-1      B-1    20661225 FLT
          
            2066-12-25
          
          3.962000
          2647000.00
          2174364.03
          Asset-Backed Securities
        
        
          STRUCTURED ASSET INV 2006-4    A4     20360725 FLT
          
            2036-07-25
          
          1.155710
          20000000.00
          1673439.25
          Asset-Backed Securities
        
        
          VOYA CLO LTD 2020-2R           E-R    20340719 FLT
          
            2034-07-19
          
          7.444290
          5000000.00
          4605775.03
          Asset-Backed Securities
        
        
          ASSET BACKED FDG 2006-OPT1     A-3D   20360925 FLT
          
            2036-09-25
          
          1.485710
          4000000.00
          3860190.47
          Asset-Backed Securities
        
        
          ABS CORP HEQ 2004-HE9          M1     20341225 FLT
          
            2034-12-25
          
          1.980710
          14260000.00
          2508266.54
          Asset-Backed Securities
        
        
          BPCRE LTD 2022-FL2             A-S    20370121 FLT
          
            2037-01-21
          
          3.910000
          5688000.00
          5635509.24
          Asset-Backed Securities
        
        
          CWABS INC 2003-BC5             2-A-2  20331225 FLT
          
            2033-12-25
          
          1.705710
          77265000.00
          946253.87
          Asset-Backed Securities
        
        
          MF1 2022-FL8 LTD               D      20370219 FLT
          
            2037-02-19
          
          3.132420
          5565000.00
          5241529.59
          Asset-Backed Securities
        
        
          SHACKLETON CLO 2014-V-R LTD    F      20310507 FLT
          549300OM5GJJFIKCOZ48
          
            2031-05-07
          
          9.450710
          1188000.00
          919506.58
          Asset-Backed Securities
        
        
          YORK CLO-5 LTD 2018-5          F      20311022 FLT
          635400TYXCFIHMPETY18
          
            2031-10-22
          
          8.916290
          1400000.00
          1194185.04
          Asset-Backed Securities
        
        
          PROGRESS RES 2021-SFR3 TR      H      20380519 4.7
          
            2038-05-19
          
          4.750000
          1750000.00
          1589564.08
          Asset-Backed Securities
        
        
          DSLA MTG LN TR 2005-AR3        2-A1C  20450719 FLT
          
            2045-07-19
          
          1.568430
          14380512.00
          47680.97
          Asset-Backed Securities
        
        
          SOUND PT CLO XX LTD 2018-20    E      20310726 FLT
          549300RTEBF0FW35D815
          
            2031-07-26
          
          7.213710
          1400000.00
          1152078.66
          Asset-Backed Securities
        
        
          MF1 2020-FL3 LTD               B      20350716 FLT
          
            2035-07-16
          
          4.646130
          7020000.00
          7039697.33
          Asset-Backed Securities
        
        
          NAVIENT PRI ED RE LN TR 2020-F B      20690715 2.6
          
            2069-07-15
          
          2.690000
          6090000.00
          5718702.17
          Asset-Backed Securities
        
        
          STWD LTD 2021-FL2              D      20380416 FLT
          
            2038-04-16
          
          3.735570
          6250000.00
          6017055.97
          Asset-Backed Securities
        
        
          SPIRIT IP CAYMAN LTD / SP      SR SEC GLBL 25
          
            2025-09-20
          
          8.000000
          128081.00
          135303.35
          Corporate Debt Securities
        
        
          DISH DBS CORPORATION           SR SEC GLBL 26
          
            2026-12-01
          
          5.250000
          96000.00
          83969.28
          Corporate Debt Securities
        
        
          COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26
          ITCH5B3Q4RTX2PH9UN62
          
            2026-11-15
          
          5.625000
          12000.00
          5797.44
          Corporate Debt Securities
        
        
          CORELOGIC INC                  SR SEC 144A NT28
          54930086CD8K2UIL0516
          
            2028-05-01
          
          4.500000
          1831000.00
          1559810.59
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT49
          
            2049-07-01
          
          5.125000
          40000.00
          36322.17
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT42
          
            2042-03-01
          
          3.500000
          635000.00
          487191.05
          Corporate Debt Securities
        
        
          CHOBANI LLC / CHOBANI FIN CORP SR GLBL 144A 25
          
            2025-04-15
          
          7.500000
          19000.00
          18044.55
          Corporate Debt Securities
        
        
          COEUR MNG INC                  SR GLBL 144A 29
          5493003AVK173D48DR70
          
            2029-02-15
          
          5.125000
          100000.00
          84218.03
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COS INC          SR SEC GLBL 28
          B3BS7ACMDUWISF18KY76
          
            2028-06-01
          
          4.875000
          11000.00
          9617.68
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COS INC          SR SEC GLBL 27
          B3BS7ACMDUWISF18KY76
          
            2027-02-01
          
          6.125000
          825000.00
          759243.72
          Corporate Debt Securities
        
        
          BRINKS CO                      SR GLBL 144A 25
          XFP140TFNOQMIVFTVQ13
          
            2025-07-15
          
          5.500000
          27000.00
          27814.26
          Corporate Debt Securities
        
        
          CDW LLC / CDW FIN CORP         SR GLBL NT 28
          
            2028-04-01
          
          4.250000
          830000.00
          797782.17
          Corporate Debt Securities
        
        
          CMS ENERGY CORP                JR SB GLBL NT 50
          549300IA9XFBAGNIBW29
          
            2050-12-01
          
          3.750000
          10000.00
          8282.00
          Corporate Debt Securities
        
        
          CCM MERGER INC                 SR GLBL 144A 26
          549300P77RSBKKFME089
          
            2026-05-01
          
          6.375000
          63000.00
          61131.58
          Corporate Debt Securities
        
        
          CENTENE CORP DEL               SR GLBL NT2.5%31
          549300Z7JJ4TQSQGT333
          
            2031-03-01
          
          2.500000
          504000.00
          437850.00
          Corporate Debt Securities
        
        
          AMC ENTMT HLDGS INC            SR SEC GLBL 29
          549300ZO77UNR6NRBR11
          
            2029-02-15
          
          7.500000
          158000.00
          145722.08
          Corporate Debt Securities
        
        
          AIR CDA INC                    SR SEC GLBL 26
          4B4HI3CGXMBDC0G6BM51
          
            2026-08-15
          
          3.875000
          8834000.00
          8273568.59
          Corporate Debt Securities
        
        
          ALLY FINL INC                  ALT TIER I PERP
          549300JBN1OSM8YNAI90
          
            2500-12-31
          
          4.700000
          192000.00
          156765.87
          Corporate Debt Securities
        
        
          ALTICE FRANCE S A              SR SEC 144A NT29
          5493001ZMCICV4N02J21
          
            2029-07-15
          
          5.125000
          620000.00
          544921.88
          Corporate Debt Securities
        
        
          AMERICAN BLDRS &amp; CONTRACTORS   SR 144A NT 29
          549300H5GQ4C1BEKG397
          
            2029-11-15
          
          3.875000
          50000.00
          45799.11
          Corporate Debt Securities
        
        
          APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29
          549300E0AN7M2AQHSY29
          
            2029-06-15
          
          4.625000
          9400000.00
          8170540.06
          Corporate Debt Securities
        
        
          ASHTON WOODS USA LLC / ASHTON  SR 144A NT 30
          
            2030-04-01
          
          4.625000
          25000.00
          21787.96
          Corporate Debt Securities
        
        
          AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29
          
            2029-03-01
          
          5.375000
          200000.00
          183781.50
          Corporate Debt Securities
        
        
          AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28
          
            2028-04-01
          
          4.750000
          797000.00
          733970.58
          Corporate Debt Securities
        
        
          ACRISURE LLC / ACRISURE FIN    SR GLBL 144A 26
          
            2026-08-01
          
          10.125000
          10000.00
          10571.80
          Corporate Debt Securities
        
        
          ELASTIC N V                    SR GLBL 144A 29
          2549003I48WHHH937I59
          
            2029-07-15
          
          4.125000
          40000.00
          35998.75
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27
          
            2027-05-01
          
          5.125000
          220000.00
          218189.58
          Corporate Debt Securities
        
        
          FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29
          
            2029-07-31
          
          4.000000
          91000.00
          81692.82
          Corporate Debt Securities
        
        
          COINBASE GLOBAL INC            SR GLBL 144A 31
          5493004G3J2SC154DU06
          
            2031-10-01
          
          3.625000
          491000.00
          333242.52
          Corporate Debt Securities
        
        
          COMPASS GROUP DIVERSIFIED HLDG SR GLBL 144A 29
          549300I6PTUQPX21TE93
          
            2029-04-15
          
          5.250000
          28000.00
          25457.83
          Corporate Debt Securities
        
        
          HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 27
          
            2027-01-15
          
          6.750000
          24000.00
          23782.50
          Corporate Debt Securities
        
        
          MATTAMY GROUP CORP             SR 144A NT 27
          5493008TNY7A82WCXU31
          
            2027-12-15
          
          5.250000
          849000.00
          803245.97
          Corporate Debt Securities
        
        
          MAV ACQUISITION CORP           SR 144A NT 8%29
          
            2029-08-01
          
          8.000000
          448000.00
          411146.03
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATIONS OPER    SR SEC NT 4.8%50
          
            2050-03-01
          
          4.800000
          906000.00
          775200.78
          Corporate Debt Securities
        
        
          CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28
          
            2028-04-15
          
          7.750000
          117000.00
          99438.62
          Corporate Debt Securities
        
        
          CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29
          549300TM2WLI2BJMDD86
          
            2029-03-01
          
          4.625000
          1508000.00
          1436192.81
          Corporate Debt Securities
        
        
          COBRA ACQUISITIONCO LLC        SR GLBL 144A 29
          
            2029-11-01
          
          6.375000
          54000.00
          42406.88
          Corporate Debt Securities
        
        
          CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26
          
            2026-09-30
          
          4.250000
          75000.00
          74805.25
          Corporate Debt Securities
        
        
          CENGAGE LEARNING INC           SR 144A NT9.5%24
          549300BYGM0FWUSVXJ88
          
            2024-06-15
          
          9.500000
          47000.00
          46473.86
          Corporate Debt Securities
        
        
          CENTRAL GARDEN &amp; PET CO        SR GLBL NT 30
          5493004DVZLD37DJ0H83
          
            2030-10-15
          
          4.125000
          66000.00
          59626.43
          Corporate Debt Securities
        
        
          CENTURY COMMUNITIES INC        SR NT 6.75%27
          5299002QMB2O7ZL1CA26
          
            2027-06-01
          
          6.750000
          20000.00
          20871.80
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATIONS OPER    5.375%38
          
            2038-04-01
          
          5.375000
          970000.00
          924146.48
          Corporate Debt Securities
        
        
          GARTNER INC                    SR GLBL 144A 29
          PP55B5R38BFB8O8HH686
          
            2029-06-15
          
          3.625000
          31000.00
          29038.17
          Corporate Debt Securities
        
        
          GLATFELTER CORPORATION         SR GLBL 144A 29
          549300LDQLQBT38QDY28
          
            2029-11-15
          
          4.750000
          490000.00
          353834.44
          Corporate Debt Securities
        
        
          GULFPORT ENERGY CORP           SR GLBL NT 26
          254900DJRGZBUZ3F5038
          
            2026-05-17
          
          8.000000
          1237240.00
          1323846.80
          Corporate Debt Securities
        
        
          HCA INC.                       SR GLBL NT3.5%30
          L3CJ6J7LJ2DX62FTXD46
          
            2030-09-01
          
          3.500000
          695000.00
          642875.00
          Corporate Debt Securities
        
        
          TRIVIUM PACKAGING FIN B V      SR GLBL 144A 27
          724500GMZWW3PVYET548
          
            2027-08-15
          
          8.500000
          668000.00
          673545.51
          Corporate Debt Securities
        
        
          FREEPORT MCMORAN INC           SR GLBL NT 30
          549300IRDTHJQ1PVET45
          
            2030-08-01
          
          4.625000
          500000.00
          490118.33
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT COMPANY      FR 4.375%080623
          UDSQCVRUX5BONN0VY111
          
            2023-08-06
          
          4.375000
          3293000.00
          3339450.05
          Corporate Debt Securities
        
        
          FOUNDATION BLDG MATLS INC      SR GLBL 144A 29
          549300ZVE6MONHB01I28
          
            2029-03-01
          
          6.000000
          60000.00
          49800.00
          Corporate Debt Securities
        
        
          TRAVELERS COMPANIES INC        SR GLBL NT 40
          549300Y650407RU8B149
          
            2040-11-01
          
          5.350000
          5000.00
          5446.24
          Corporate Debt Securities
        
        
          ALCATEL-LUCENT USA INC         SR GLBL DEB 29
          529900BF8WCYOHYGIJ13
          
            2029-03-15
          
          6.450000
          36000.00
          36850.20
          Corporate Debt Securities
        
        
          MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31
          
            2031-03-15
          
          3.500000
          1019000.00
          900377.08
          Corporate Debt Securities
        
        
          TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46
          5493004T21MOAFINJP35
          
            2046-10-01
          
          4.100000
          14000.00
          9995.01
          Corporate Debt Securities
        
        
          CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29
          549300FA4CTCW903Y781
          
            2029-10-15
          
          4.625000
          724000.00
          631190.24
          Corporate Debt Securities
        
        
          AMERICAN AXLE &amp; MFG INC        SR GLBL NT 5%29
          RY5TAKFOBLDUGX31MS24
          
            2029-10-01
          
          5.000000
          23000.00
          20604.17
          Corporate Debt Securities
        
        
          COTY INC                       SR REGS NT6.5%26
          549300BO9IWPF3S48F93
          
            2026-04-15
          
          6.500000
          224000.00
          221402.84
          Corporate Debt Securities
        
        
          GAP INC                        SR GLBL REGS 31
          T2ZG1WRWZ4BUCMQL9224
          
            2031-10-01
          
          3.875000
          25000.00
          17857.46
          Corporate Debt Securities
        
        
          HUB INTL LTD                   SR SEC REGS NT29
          549300JQT6ATTUNS5E06
          
            2029-12-01
          
          5.625000
          40000.00
          38425.00
          Corporate Debt Securities
        
        
          VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33
          549300GKHS6RS20NLH85
          
            2033-11-01
          
          3.875000
          26000.00
          23814.16
          Corporate Debt Securities
        
        
          DIAMOND BC B V                 SR GLBL 144A 29
          549300SWLHWJF3D4N658
          
            2029-10-01
          
          4.625000
          967000.00
          821998.22
          Corporate Debt Securities
        
        
          DIAMOND SPORTS GROUP LLC / DIA SR SEC 144A NT26
          
            2026-08-15
          
          5.375000
          13361000.00
          4452638.61
          Corporate Debt Securities
        
        
          EMBECTA CORP                   SR SEC 144A NT30
          
            2030-02-15
          
          5.000000
          559000.00
          505798.11
          Corporate Debt Securities
        
        
          FAIR ISAAC CORP                SR GLBL 144A 28
          RI6HET5SJUEY30V1PS26
          
            2028-06-15
          
          4.000000
          80000.00
          76675.56
          Corporate Debt Securities
        
        
          HYATT HOTELS CORP              CR SEN SR GLBL24
          T27JQIMTYSH41TCD5186
          
            2024-10-01
          
          1.800000
          19000.00
          18275.91
          Corporate Debt Securities
        
        
          GLOBAL NET LEASE INC &amp; GLOBAL  SR GLBL 144A 27
          
            2027-12-15
          
          3.750000
          388000.00
          353705.33
          Corporate Debt Securities
        
        
          GLOBAL ATLANTIC FINANCE CO     SB 144A NT4.7%51
          
            2051-10-15
          
          4.700000
          96000.00
          81041.81
          Corporate Debt Securities
        
        
          CLYDESDALE ACQUISITION HLDGS   SR 144A NT 30
          
            2030-04-15
          
          8.750000
          85000.00
          77916.67
          Corporate Debt Securities
        
        
          REALOGY GRP LLC/REALOGY CO     SR GLBL REGS 30
          
            2030-04-15
          
          5.250000
          10000.00
          8732.88
          Corporate Debt Securities
        
        
          SEALED AIR CORPORATION         SR GLBL REGS 29
          Q0M0CZB4YN6JZ65WXI09
          
            2029-04-15
          
          5.000000
          33000.00
          32426.24
          Corporate Debt Securities
        
        
          US FOODS INC                   SR GLBL REGS 30
          5493000JOOFAOUY1JZ87
          
            2030-06-01
          
          4.625000
          45000.00
          42350.62
          Corporate Debt Securities
        
        
          ZIPRECRUITER INC               SR GLBL REGS 30
          549300HLOVNNFCY2IV80
          
            2030-01-15
          
          5.000000
          30000.00
          28555.07
          Corporate Debt Securities
        
        
          BATH &amp; BODY WORKS INC          SR GLBL REGS 30
          GR3KVMWVCR54YWQNXU90
          
            2030-10-01
          
          6.625000
          35000.00
          35148.46
          Corporate Debt Securities
        
        
          MIWD HOLDCO II LLC / MIWD FI   SR REGS NT5.5%30
          
            2030-02-01
          
          5.500000
          30000.00
          26129.60
          Corporate Debt Securities
        
        
          PILGRIMS PRIDE CORP            SR GLBL REGS 27
          549300ZSLGV64ZL3HD75
          
            2027-09-30
          
          5.875000
          18000.00
          18490.89
          Corporate Debt Securities
        
        
          RYAN SPECIALTY GROUP LLC       SR SEC GLBL 30
          549300K52N7QBO3PYY45
          
            2030-02-01
          
          4.375000
          30000.00
          27753.91
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATIONS OPER    SR SEC NT 2.3%32
          
            2032-02-01
          
          2.300000
          1295000.00
          1040968.48
          Corporate Debt Securities
        
        
          BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27
          549300OLDJ20R2Y2UW20
          
            2027-01-15
          
          3.750000
          12000.00
          11155.00
          Corporate Debt Securities
        
        
          CELLNEX FIN CO SA              SR GLBL 144A 41
          549300OUROMFTRFA7T23
          
            2041-07-07
          
          3.875000
          600000.00
          450517.42
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30
          
            2030-05-15
          
          8.750000
          35000.00
          36955.38
          Corporate Debt Securities
        
        
          PENSKE AUTOMOTIVE GRP INC      SR SB GLBL NT 25
          549300W7UTQ0M4C7LB15
          
            2025-09-01
          
          3.500000
          160000.00
          157848.89
          Corporate Debt Securities
        
        
          GS MBS TR 2021-GR2             B-4    20520225 FLT
          
            2052-02-25
          
          3.378870
          3517000.00
          2741313.46
          Private Label Collateralized Mortgage Obligations
        
        
          FLAGSTAR MTG TR 2018-6RR       2-A-4  20481025 FLT
          549300H3PON1KOB2RF56
          
            2048-10-25
          
          4.000000
          3100000.00
          216646.32
          Private Label Collateralized Mortgage Obligations
        
        
          SMR MORTGAGE TRUST 2022-IND    F      20390215 FLT
          
            2039-02-15
          
          6.781650
          30770000.00
          28409059.22
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2021-1        B-4    20510625 FLT
          
            2051-06-25
          
          3.036960
          861666.00
          701191.62
          Private Label Collateralized Mortgage Obligations
        
        
          MELLO MTG CAP ACCEP 2021-INV4  B-1    20511226 FLT
          
            2051-12-26
          
          3.218860
          307000.00
          285158.30
          Private Label Collateralized Mortgage Obligations
        
        
          NIELSEN FIN LLC/ NIELSEN FIN   SR REGS NT 30
          
            2030-10-01
          
          5.875000
          215000.00
          214148.96
          Corporate Debt Securities
        
        
          OZLM XXII 2018-22              E      20310117 FLT
          549300SDDOLWC85Q9Q65
          
            2031-01-17
          
          8.434290
          670000.00
          500881.47
          Asset-Backed Securities
        
        
          MIDOCEAN CRT CLO VIII 2018-8   F      20310220 FLT
          549300T32RO3I7BJ4V26
          
            2031-02-20
          
          9.138000
          1400000.00
          1115803.03
          Asset-Backed Securities
        
        
          SOUND PNT CLO 2018-5R          E      20310718 FLT
          549300UPX3H8ENJXHI23
          
            2031-07-18
          
          7.144290
          3000000.00
          2461660.37
          Asset-Backed Securities
        
        
          ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 25
          213800H4GKEF3CJ8C774
          
            2025-11-30
          
          10.500000
          500000.00
          488589.17
          Corporate Debt Securities
        
        
          SILVER CREEK CLO LTD 2017-R    E-1R   20300722 FLT
          549300LSJSAR2PPV4U78
          
            2030-07-22
          
          6.682710
          2000000.00
          1823441.73
          Asset-Backed Securities
        
        
          RADNOR RE LTD 2018-1           M-2    20280325 FLT
          549300ED4YNDE7SVU538
          
            2028-03-25
          
          3.705710
          4416000.00
          4373803.43
          Asset-Backed Securities
        
        
          ALLEGHENY TECHNOLOGIES INC     SR GLBL NT 27
          ZW1LRE7C3H17O2ZN9B45
          
            2027-12-01
          
          5.875000
          640000.00
          629840.00
          Corporate Debt Securities
        
        
          BDS 2020-FL5 LTD               B      20370218 FLT
          
            2037-02-18
          
          2.777240
          2500000.00
          2471007.23
          Asset-Backed Securities
        
        
          AMSR TRUST 2020-SFR3           H      20370918 6.5
          
            2037-09-18
          
          6.500000
          2000000.00
          2023235.33
          Asset-Backed Securities
        
        
          CORNERSTONE BLDG BRANDS INC    SR 144A NT 29
          549300IW41QEWQ6T0H29
          
            2029-01-15
          
          6.125000
          2451000.00
          1884203.53
          Corporate Debt Securities
        
        
          SENSATA TECHNOLOGIES INC       SR GLBL 144A 31
          5493002MMDDCUNV7NY90
          
            2031-02-15
          
          3.750000
          49000.00
          44626.34
          Corporate Debt Securities
        
        
          GSAMP TRUST 2006-S4            A-2    20360525 FLT
          
            2036-05-25
          
          6.031000
          183915.00
          3465.90
          Asset-Backed Securities
        
        
          FREED ABS TR 2022-2CP
          
            2029-05-18
          
          3.030000
          32250000.00
          27237818.81
          Asset-Backed Securities
        
        
          MF1 LTD 2021-FL6               D      20360718 FLT
          
            2036-07-18
          
          3.485570
          9055000.00
          8725295.48
          Asset-Backed Securities
        
        
          BINOM SEC TR 2021-INV1         M-1    20560625 FLT
          
            2056-06-25
          
          3.449000
          682000.00
          608535.76
          Private Label Collateralized Mortgage Obligations
        
        
          BANK 2019-BNK17                F      20520417 FLT
          
            2052-04-17
          
          3.094690
          6917000.00
          4561276.66
          Private Label Collateralized Mortgage Obligations
        
        
          JP MRGAN CHASE COM TR 2019-OSB A      20390607 3.3
          
            2039-06-07
          
          3.397300
          263000.00
          247228.44
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2021-14       A-3    20520525 FLT
          
            2052-05-25
          
          2.500000
          175000.00
          144082.68
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2021-14       B-5    20520525 FLT
          
            2052-05-25
          
          3.170350
          6285000.00
          4555851.29
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MTG TR 2020-B17      B      20530317 FLT
          
            2053-03-17
          
          2.916200
          150000.00
          133005.77
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MORTGAGE TR 2021-B29 A-2    20540917 FLT
          
            2054-09-17
          
          2.024400
          125000.00
          116420.25
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MORTGAGE TR 2022-B35 A-5    20550517 FLT
          
            2055-05-17
          
          4.593910
          18000000.00
          18833818.65
          Private Label Collateralized Mortgage Obligations
        
        
          TOWD PT MTG TR 2017-5          M2     20570226 FLT
          
            2057-02-26
          
          2.505710
          116000.00
          113827.62
          Private Label Collateralized Mortgage Obligations
        
        
          NEW ORLEANS HOTEL 2019-HNLA    G      20320415 FLT
          
            2032-04-15
          
          5.455000
          3992000.00
          3224491.87
          Private Label Collateralized Mortgage Obligations
        
        
          RALI SERIES TRUST 2007-QH4     A-2    20370525 FLT
          
            2037-05-25
          
          1.465710
          14186896.00
          525948.47
          Private Label Collateralized Mortgage Obligations
        
        
          PALISADES CTR TR 2016-PLSD     B      20330414 3.3
          
            2033-04-14
          
          3.356520
          4500000.00
          3629219.43
          Private Label Collateralized Mortgage Obligations
        
        
          CHASEFLEX TRUST 2006-2         A-2-B  20360925 FLT
          
            2036-09-25
          
          1.205710
          12558000.00
          1278876.76
          Private Label Collateralized Mortgage Obligations
        
        
          J P MORGAN MTG TR 2021-INV2
          
            2051-12-25
          
          3.026460
          3215000.00
          2300308.07
          Private Label Collateralized Mortgage Obligations
        
        
          FLAGSTAR MTG TRUST 2021-11INV  B-4    20511125 FLT
          
            2051-11-25
          
          3.466810
          6322350.00
          4631381.31
          Private Label Collateralized Mortgage Obligations
        
        
          MOFT TRUST 2020-ABC            D      20420212 FLT
          
            2042-02-12
          
          3.476700
          5776000.00
          4571665.01
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMCT SLSTT SERIES 2020-3     MRR    20600426 6.5
          
            2060-04-26
          
          6.497580
          100425088.00
          94716731.52
          Private Label Collateralized Mortgage Obligations
        
        
          HARBORVIEW MTG LN TR 2006-BU1  2A-1B  20460219 FLT
          
            2046-02-19
          
          1.428430
          9355680.00
          269043.84
          Private Label Collateralized Mortgage Obligations
        
        
          STRUCTURED ASSET MTG 2007-AR3  I-A-3  20370425 FLT
          
            2037-04-25
          
          1.425710
          10500000.00
          3105734.53
          Private Label Collateralized Mortgage Obligations
        
        
          TPGI TRUST 2021-DGWD           G      20260615 FLT
          
            2026-06-15
          
          4.720000
          9470000.00
          8903246.81
          Private Label Collateralized Mortgage Obligations
        
        
          UWM MTG TR 2021-1              B-5    20510625 FLT
          
            2051-06-25
          
          2.872060
          704000.00
          312544.59
          Private Label Collateralized Mortgage Obligations
        
        
          VELOCITY COMM CAP LN TR 2022-1 M4     20520225 FLT
          
            2052-02-25
          
          5.200000
          5000000.00
          4506457.66
          Private Label Collateralized Mortgage Obligations
        
        
          EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29
          549300CY8QZDL4Z3RU59
          
            2029-04-01
          
          4.125000
          23000.00
          21092.72
          Corporate Debt Securities
        
        
          EQT CORP                       SR GLBL 144A 26
          4NT01YGM4X7ZX86ISY52
          
            2026-05-15
          
          3.125000
          57000.00
          53998.89
          Corporate Debt Securities
        
        
          AMERICAN AXLE &amp; MFG INC        SR GLBL NT6.5%2
          RY5TAKFOBLDUGX31MS24
          
            2027-04-01
          
          6.500000
          240000.00
          230984.00
          Corporate Debt Securities
        
        
          ENSIGN DRILLING INC            SR 144A NT 24
          549300MJ7RLJKQNMN618
          
            2024-04-15
          
          9.250000
          2187000.00
          2169109.12
          Corporate Debt Securities
        
        
          CITIZENS FINL GROUP INC        ALT TIER I PERP
          2138004JDDA4ZQUPFW65
          
            2500-12-31
          
          6.375000
          25000.00
          23355.49
          Corporate Debt Securities
        
        
          SIRIUS XM RADIO INC            SR GLBL REGS 30
          WP5O65E6BMU84LNO4227
          
            2030-07-01
          
          4.125000
          285000.00
          267842.29
          Corporate Debt Securities
        
        
          FREEDOM MORTGAGE CORPORATION   SR 144A NT 24
          549300LYRWPSYPK6S325
          
            2024-11-15
          
          8.125000
          50000.00
          48155.56
          Corporate Debt Securities
        
        
          LEVEL 3 FING INC               SR GLBL NT 25
          254900AE5FEFIJOXWL19
          
            2025-05-01
          
          5.375000
          104000.00
          105010.62
          Corporate Debt Securities
        
        
          MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27
          5493003RFFE030RC9167
          
            2027-12-15
          
          5.000000
          430000.00
          424967.09
          Corporate Debt Securities
        
        
          SEAWORLD PKS &amp; ENTMT INC       SR SEC GLBL 25
          549300UZV72O3371JJ53
          
            2025-05-01
          
          8.750000
          888000.00
          926443.00
          Corporate Debt Securities
        
        
          CHURCHILL DOWNS INC            SR GLBL 144A 28
          529900FODTBQC8MIS994
          
            2028-01-15
          
          4.750000
          47000.00
          45524.88
          Corporate Debt Securities
        
        
          HUGHES SATELLITE S             SR GLBL NT 26
          
            2026-08-01
          
          6.625000
          5000.00
          5010.42
          Corporate Debt Securities
        
        
          ENLINK MIDSTREAM LLC           5.375%29
          54930000GY1H533OBE23
          
            2029-06-01
          
          5.375000
          29000.00
          28474.38
          Corporate Debt Securities
        
        
          ASSUREDPARTNERS INC            SR GLBL 144A 25
          549300HNDSDQWQ3L2P80
          
            2025-08-15
          
          7.000000
          20000.00
          20212.22
          Corporate Debt Securities
        
        
          ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 27
          
            2027-04-01
          
          6.875000
          26000.00
          26037.92
          Corporate Debt Securities
        
        
          ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 29
          5493005CW985Y9D0NC11
          
            2029-04-15
          
          5.000000
          100000.00
          97494.89
          Corporate Debt Securities
        
        
          CALPINE CORPORATION            SR GLBL 144A 31
          43R4VPJBXTU2O15HEF41
          
            2031-02-01
          
          5.000000
          160000.00
          145066.67
          Corporate Debt Securities
        
        
          BRINKER INTL INC               SR GLBL NT 23
          52990067JY6PBGJNTG76
          
            2023-05-15
          
          3.875000
          675000.00
          660799.50
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COS INC          SR GLBL 144A 29
          B3BS7ACMDUWISF18KY76
          
            2029-02-15
          
          6.250000
          3035000.00
          1940405.33
          Corporate Debt Securities
        
        
          BAUSCH HEALTH COS INC          SR GLBL 144A 30
          B3BS7ACMDUWISF18KY76
          
            2030-01-30
          
          5.250000
          18000.00
          10957.50
          Corporate Debt Securities
        
        
          DORNOCH DEBT MERGER SUB INC    SR SEC GLBL 29
          
            2029-10-15
          
          6.625000
          29000.00
          23317.60
          Corporate Debt Securities
        
        
          DIEBOLD NIXDORF INC            SR SEC GLBL 25
          549300XZK6EWDBAZSY16
          
            2025-07-15
          
          9.375000
          5520000.00
          4273179.20
          Corporate Debt Securities
        
        
          CONNS REC FUND LLC 2021-A      C      20260515 4.5
          
            2026-05-15
          
          4.590000
          12200000.00
          11572724.80
          Asset-Backed Securities
        
        
          GSAMP TRUST 2006-S5            A-2    20360925 FLT
          
            2036-09-25
          
          6.158000
          7750000.00
          128852.61
          Asset-Backed Securities
        
        
          RALI SERIES TRUST 2006-QO7     III-A2 20460925 FLT
          
            2046-09-25
          
          1.415710
          25780256.00
          1981910.47
          Private Label Collateralized Mortgage Obligations
        
        
          UBSCM MTG TR 2018-NYCH         G      20320218 FLT
          
            2032-02-18
          
          5.713300
          2365000.00
          2097755.58
          Private Label Collateralized Mortgage Obligations
        
        
          FONTAINEBLEAU MIAMI 2019-FBLU  E      20361212 FLT
          
            2036-12-12
          
          3.962870
          7123000.00
          6807731.70
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MTG TR 2021-B24      A-5    20540317 FLT
          
            2054-03-17
          
          2.584300
          131000.00
          117511.79
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      2022-06-01
      2022-08-29
      2022-09-09
      Y
      
        JP MORGAN SECURITIES LLC
        1.0000
        90
        N
      
      N
      N
      0.0140
      378343795.61
      378343795.61
      0.0052
      N
      N
      N
      Y
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 1.200000%
      549300HN4UKV1E2R3U73
      0001675365
      ARP0T8CC6
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ELMWOOD CLO 2019-2             SUB    20310421 FLT
          
            2031-04-21
          
          0.00
          19687500.00
          13584375.00
          Asset-Backed Securities
        
        
          EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0
          
            2028-01-17
          
          4.020000
          17000000.00
          15392627.33
          Asset-Backed Securities
        
        
          BRAVO RES FDD TR 2022-R1       B      20700129 0.0
          
            2070-01-29
          
          5.000000
          56132671.00
          52680985.74
          Asset-Backed Securities
        
        
          ONDECK ASSET SEC 2021-3 LLC    A      20270517 1.5
          
            2027-05-17
          
          1.590000
          11282000.00
          10789623.43
          Asset-Backed Securities
        
        
          REGATTA 2021-21 FDG LTD        SUB    20341020 FLT
          
            2034-10-20
          
          0.00
          16575000.00
          11602500.00
          Asset-Backed Securities
        
        
          RASC SERIES TRUST 2006-KS3     M-2    20360425 FLT
          
            2036-04-25
          
          1.515710
          12082000.00
          10811863.06
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TR 2007-2     B      20250725 FLT
          549300Z0R4ETZBES8I71
          
            2025-07-25
          
          1.354000
          18702000.00
          16324134.21
          Asset-Backed Securities
        
        
          BRAVO RES FDG TR 2020-RPL2     B-3    20590525 FLT
          
            2059-05-25
          
          3.131240
          22994000.00
          18040847.82
          Asset-Backed Securities
        
        
          BRAVO RES FDG TR 2020-RPL2     B-4    20590525 FLT
          
            2059-05-25
          
          3.131240
          19653000.00
          13567652.22
          Asset-Backed Securities
        
        
          FAT BRANDS FAZOLIS NATIVE I   LLC
          
            2051-07-25
          
          6.000000
          10000000.00
          9791700.00
          Asset-Backed Securities
        
        
          HERTZ VEHICLE 2021-1 FIN LLC   D      20251225 3.9
          5493004IHDYOZ9K9WF47
          
            2025-12-25
          
          3.980000
          20000000.00
          18660746.67
          Asset-Backed Securities
        
        
          JP MORGAN MTG ACQ 2007-CH4     M-3    20370525 FLT
          
            2037-05-25
          
          1.295710
          16788000.00
          13521692.33
          Asset-Backed Securities
        
        
          AMERIQUEST MTG SECS 2005-R11   M-4    20360125 FLT
          
            2036-01-25
          
          1.965710
          17000000.00
          16163066.51
          Asset-Backed Securities
        
        
          PRET LLC 2022-NPL2             A-1    20520425 FLT
          
            2052-04-25
          
          5.240000
          59000000.00
          58670799.67
          Asset-Backed Securities
        
        
          PRET LLC 2022-NPL2             A-2    20520425 FLT
          
            2052-04-25
          
          6.900000
          49500000.00
          49123255.50
          Asset-Backed Securities
        
        
          PREFER TERM SEC XXIV 2006-24   B-1    20370322 FLT
          
            2037-03-22
          
          1.406000
          17430000.00
          11847255.00
          Asset-Backed Securities
        
        
          MARLETTE FUNDING TRUST 2021-3  B      20311215 1.3
          
            2031-12-15
          
          1.300000
          10220000.00
          9599408.67
          Asset-Backed Securities
        
        
          MARLETTE FUNDING TRUST 2022-1  B      20320415 2.3
          549300GIOP3T7X23OV63
          
            2032-04-15
          
          2.340000
          12500000.00
          11827750.00
          Asset-Backed Securities
        
        
          NELNET STUDENT LN TR 2021-B    B      20620420 2.6
          
            2062-04-20
          
          2.680000
          35527471.00
          30301660.29
          Asset-Backed Securities
        
        
          FHLMC STACR 2021-DNA1          B-1    20510125 FLT
          
            2051-01-25
          
          3.234460
          580000.00
          499620.16
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA4 B-2    20420527 FLT
          
            2042-05-27
          
          10.600700
          2000000.00
          1930600.71
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-2      M      20580826 FLT
          
            2058-08-26
          
          4.750000
          2000000.00
          1867228.67
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC 2021-DNA5          B-1    20340125 FLT
          
            2034-01-25
          
          3.634460
          2169000.00
          1947390.54
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-HQA1          B-2    20500125 FLT
          549300TCRXCIFPAC3B85
          
            2050-01-25
          
          6.105710
          800000.00
          690799.69
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA6          B-1    20501227 FLT
          
            2050-12-27
          
          3.584460
          600000.00
          553569.85
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2016-C07    2B     20290525 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-25
          
          10.505700
          600000.00
          608981.75
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2020-SBT1        1M-2   20400227 FLT
          
            2040-02-27
          
          4.655710
          2000000.00
          1897049.90
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R03   1B-2   20420325 FLT
          
            2042-03-25
          
          10.434500
          576176.00
          565653.92
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R02  2M-2   20420127 FLT
          
            2042-01-27
          
          3.584460
          2167945.00
          2040971.52
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2020-R01         1M-2   20400125 FLT
          
            2040-01-25
          
          3.055710
          4900000.00
          1769532.88
          Private Label Collateralized Mortgage Obligations
        
        
          ATHILON CAP CORP               SUB VAR 144A 47
          549300XIGP6JVM4PWT59
          
            2047-06-20
          
          0.00
          24900000.00
          10458946.20
          Asset-Backed Securities
        
        
          RAMP SERIES TRUST 2006-RS2     M-1    20360325 FLT
          
            2036-03-25
          
          1.590710
          18400000.00
          15834710.98
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TR 2008-5     A-4    20230725 FLT
          549300SRMXHPGI3BJ386
          
            2023-07-25
          
          2.884000
          60760000.00
          12763576.40
          Asset-Backed Securities
        
        
          FHLMC STACR 2020-DNA3          B-1    20500627 FLT
          
            2050-06-27
          
          6.105710
          1900000.00
          1776639.27
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA2          M-2    20490325 FLT
          549300Y6KOVOWQ8OJC33
          
            2049-03-25
          
          3.455710
          1242000.00
          589677.86
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R03         1B-1   20310925 FLT
          
            2031-09-25
          
          5.105710
          600000.00
          601050.57
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C05    1B-1   20300125 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2030-01-25
          
          4.605710
          840000.00
          842546.56
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-3      M      20581025 FLT
          
            2058-10-25
          
          4.750000
          310000.00
          295173.73
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2017-2      M-2    20560825 FLT
          
            2056-08-25
          
          4.000000
          400000.00
          371927.73
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2018-C06    1B-1   20310325 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-25
          
          4.755710
          390000.00
          373803.15
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2018-C06    1M-2   20310325 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-25
          
          3.005710
          440000.00
          220679.24
          Private Label Collateralized Mortgage Obligations
        
        
          NEW CENTURY HEQ TR 2006-1      A-2C   20360525 FLT
          
            2036-05-25
          
          1.565710
          12080000.00
          10760331.90
          Asset-Backed Securities
        
        
          NEW CENTURY HEQ TR 2005-4      M-5    20350925 FLT
          
            2035-09-25
          
          2.025710
          12171000.00
          11603096.49
          Asset-Backed Securities
        
        
          BRAVO RES FDG TR 2020-RPL2     B-1    20590525 FLT
          
            2059-05-25
          
          3.131240
          10312582.00
          8684497.18
          Asset-Backed Securities
        
      
      Y
      2022-06-01
      2022-07-05
      2022-07-05
      N
      N
      N
      0.0153
      418865501.00
      418865501.00
      0.0058
      N
      N
      N
      Y
    
    
      RBC CAPITAL MARKETS LLC
      RBC CAPITAL MARKETS LLC 0.920000%
      549300LCO2FLSSVFFR64
      0000050916
      ARP0T9YK2
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CONSTELLATION BRANDS INC       SR GLBL NT 32
          5493005GKEG8QCVY7037
          
            2032-05-09
          
          4.750000
          3129000.00
          3202133.42
          Corporate Debt Securities
        
        
          WASTE MGMT INC DEL             SR GLBL NT 32
          549300YX8JIID70NFS41
          
            2032-04-15
          
          4.150000
          8490000.00
          8603428.76
          Corporate Debt Securities
        
        
          ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 27
          549300OSW32RVX8CCZ87
          
            2027-07-26
          
          3.550000
          79000.00
          76663.68
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             VR 020422-020425
          9DJT3UXIJIZJI4WXO774
          
            2025-02-04
          
          1.436730
          12000.00
          11917.53
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             VR 042722-042525
          9DJT3UXIJIZJI4WXO774
          
            2025-04-25
          
          1.837620
          1775000.00
          1780778.57
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      FR 3.85%042629
          WFLLPEPC7FZXENRZV188
          
            2029-04-26
          
          3.850000
          7370000.00
          7384615.12
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC                 SUB GLBL COCO 33
          MLU0ZO3ML4LN2LL2TL39
          
            2033-03-29
          
          4.762000
          3000000.00
          2899533.67
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 4.21%042028
          IGJSJL3JD5P30I6NJZ34
          
            2028-04-20
          
          4.210000
          82000.00
          82741.67
          Corporate Debt Securities
        
        
          NATIONAL RURAL UTILS COOP FIN  VR 102521-101824
          4NYF266XZC35SCTGX023
          
            2024-10-18
          
          0.992611
          2000000.00
          1982331.24
          Corporate Debt Securities
        
        
          NATWEST MKTS PLC US MEDIUM     VR 032919-092922
          RR3QWICWWIPCS8A4S074
          
            2022-09-29
          
          2.227970
          600000.00
          603899.37
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT 31
          2S72QS2UO2OESLG6Y829
          
            2031-03-21
          
          2.550000
          9232000.00
          8242314.21
          Corporate Debt Securities
        
        
          AT&amp;T INC                       GLBL NT 0.9%24
          549300Z40J86GGSTL398
          
            2024-03-25
          
          0.900000
          8772000.00
          8474102.88
          Corporate Debt Securities
        
        
          AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 3%28
          
            2028-10-29
          
          3.000000
          4757000.00
          4170921.74
          Corporate Debt Securities
        
        
          GSK CONSU HEAL CAP US LLC      GLBL 144A NT 27
          549300N8C3A3L0UVQB07
          
            2027-03-24
          
          3.375000
          5000000.00
          4940106.25
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC CO            VR 092404-051324
          3C7474T6CDKPR9K6YT90
          
            2024-05-13
          
          1.344290
          150000.00
          147745.25
          Corporate Debt Securities
        
        
          GENERAL ELECTRIC CO            VR 081506-081536
          3C7474T6CDKPR9K6YT90
          
            2036-08-15
          
          1.891290
          4616000.00
          3695929.82
          Corporate Debt Securities
        
        
          THOMAS JEFFERSON UNIV          GLBL 2022A SNK57
          DB1TWPCZX5RK7VR27A68
          
            2057-11-01
          
          3.847000
          80000.00
          68679.72
          Corporate Debt Securities
        
        
          TRUIST FINL CORP               VR 060721-060925
          549300DRQQI75D2JP341
          
            2025-06-09
          
          0.839478
          40000.00
          39368.62
          Corporate Debt Securities
        
        
          US BANCORP                     FR 2.215%012728
          N1GZ7BBF3NP8GI976H15
          
            2028-01-27
          
          2.215000
          3709000.00
          3498104.20
          Corporate Debt Securities
        
        
          ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 30
          549300OSW32RVX8CCZ87
          
            2030-01-25
          
          2.950000
          11394000.00
          10309120.29
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46
          
            2046-02-01
          
          4.900000
          1351000.00
          1381307.43
          Corporate Debt Securities
        
        
          AVIATION CAP GROUP LLC         SR GLBL 144A 26
          549300ODEK8HY3445C77
          
            2026-01-30
          
          1.950000
          68000.00
          61380.88
          Corporate Debt Securities
        
        
          BPCE S A                       VR 091218-091223
          9695005MSX1OYEMGDF46
          
            2023-09-12
          
          2.042860
          9715000.00
          9831965.58
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      PERP JR GLBL -F
          WFLLPEPC7FZXENRZV188
          
            2500-12-31
          
          4.625000
          60000.00
          55348.89
          Corporate Debt Securities
        
        
          BLACKSTONE PRIVATE CREDIT FUND SR GLBL 144A 26
          549300ORP3TTCNXSYO43
          
            2026-12-15
          
          2.625000
          205000.00
          182072.12
          Corporate Debt Securities
        
        
          HEINEKEN NV                    SR GLBL 144A 47
          724500K5PTPSST86UQ23
          
            2047-03-29
          
          4.350000
          191000.00
          185329.37
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            VR 110217-01158
          8I5DZWZKVSZI1NUHU748
          
            2087-01-15
          
          2.236000
          9671000.00
          8261346.44
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            ALT TIER I PERP
          8I5DZWZKVSZI1NUHU748
          
            2500-12-31
          
          3.650000
          9000.00
          7957.12
          Corporate Debt Securities
        
        
          LOWES COS INC                  SR GLBL NT 50
          WAFCR4OKGSC504WU3E95
          
            2050-04-15
          
          5.125000
          153000.00
          160203.03
          Corporate Debt Securities
        
        
          MAGALLANES INC                 SR GLBL 144A 42
          549300DXR29GD4N0A520
          
            2042-03-15
          
          5.050000
          10000000.00
          9171211.11
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27
          
            2027-06-20
          
          6.500000
          559668.00
          575394.05
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 4.431%012330
          IGJSJL3JD5P30I6NJZ34
          
            2030-01-23
          
          4.431000
          49000.00
          50279.13
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 2.72%072225
          IGJSJL3JD5P30I6NJZ34
          
            2025-07-22
          
          2.720000
          27000.00
          26694.54
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 5.297%042037
          IGJSJL3JD5P30I6NJZ34
          
            2037-04-20
          
          5.297000
          421000.00
          430343.12
          Corporate Debt Securities
        
        
          NATIONWIDE BLDG SOC GLOBAL COV SR-20222 REGS 28
          549300XFX12G42QIKN82
          
            2028-02-16
          
          2.071850
          1635000.00
          1587099.85
          Corporate Debt Securities
        
        
          NEXTERA ENERGY CAP HLDGS INC   SR GLBL FL DB 23
          UMI46YPGBLUE4VGNNT48
          
            2023-02-22
          
          1.774860
          3266000.00
          3259482.41
          Corporate Debt Securities
        
        
          NISSAN MOTOR CO LTD            SR GLBL 144A 27
          353800DRBDH1LUTNAY26
          
            2027-09-17
          
          4.345000
          2118000.00
          2038237.59
          Corporate Debt Securities
        
        
          NUCOR CORP                     SR GLBL NT 32
          549300GGJCRSI2TIEJ46
          
            2032-04-01
          
          3.125000
          832000.00
          763039.22
          Corporate Debt Securities
        
        
          ONTARIO PROV CDA               GLBL BD 1.8%31
          C7PVKCRGLG18EBQGZV36
          
            2031-10-14
          
          1.800000
          1464000.00
          1298772.96
          Corporate Debt Securities
        
        
          ORACLE CORP                    SR GLBL NT3.6%40
          1Z4GXXU7ZHVWFCD8TV52
          
            2040-04-01
          
          3.600000
          4255000.00
          3361109.60
          Corporate Debt Securities
        
        
          ORACLE CORP                    SR GLBL NT3.6%50
          1Z4GXXU7ZHVWFCD8TV52
          
            2050-04-01
          
          3.600000
          254000.00
          186418.22
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          SR NT 4.5%41
          1HNPXZSMMB7HMBMVBS46
          
            2041-12-15
          
          4.500000
          8909000.00
          7123280.04
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL BD3.5%5
          1HNPXZSMMB7HMBMVBS46
          
            2050-08-01
          
          3.500000
          437000.00
          314887.63
          Corporate Debt Securities
        
        
          RAYMOND JAMES FINL INC         SR GLBL NT 46
          RGUZHJ05YTITL6D76949
          
            2046-07-15
          
          4.950000
          60000.00
          61948.80
          Corporate Debt Securities
        
        
          REGENERON PHARMACEUTICALS      SR GLBL NT 30
          549300RCBFWIRX3HYQ56
          
            2030-09-15
          
          1.750000
          10816000.00
          9054337.99
          Corporate Debt Securities
        
        
          NATWEST GROUP PLC              GLBL COCO 24
          2138005O9XJIJN4JPN90
          
            2024-06-25
          
          2.515710
          2004000.00
          2024945.84
          Corporate Debt Securities
        
        
          SKYMILES IP LTD &amp; DELTA AIR LI SR SEC 144A 28
          
            2028-10-20
          
          4.750000
          3317220.00
          3371416.00
          Corporate Debt Securities
        
        
          STATE STR CORP                 ALT TIER I EXT77
          549300ZFEEJ2IP5VME73
          
            2077-06-01
          
          1.826000
          10431000.00
          8597393.04
          Corporate Debt Securities
        
        
          STERIS IRISH FINCO UNLIMITED   SR GLBL NT 51
          549300BRDKZ1HFI2J358
          
            2051-03-15
          
          3.750000
          3733000.00
          3087850.50
          Corporate Debt Securities
        
        
          TRUIST BK CHARLOTTE N C        FR 3.3%051526
          JJKC32MCHWDI71265Z06
          
            2026-05-15
          
          3.300000
          1000000.00
          987246.67
          Corporate Debt Securities
        
        
          BOEING CO                      CR SEN SR GLBL24
          RVHJWBXLJ1RFUBSY1F30
          
            2024-02-04
          
          1.433000
          5000000.00
          4847236.25
          Corporate Debt Securities
        
        
          BROWN &amp; BROWN INC              SR GLBL NT4.2%3
          549300PC8KTJ71XKFY89
          
            2032-03-17
          
          4.200000
          305000.00
          292178.82
          Corporate Debt Securities
        
        
          CANADIAN NAT RES LTD MED TERM  SR NT 7.2%32
          549300T15RIMIKZC5Q38
          
            2032-01-15
          
          7.200000
          5580000.00
          6733888.20
          Corporate Debt Securities
        
        
          CENTERPOINT ENERGY HOUSTON ELE 1M -AA BD 3%27
          549300S8SEQBOJLKHW63
          
            2027-02-01
          
          3.000000
          250000.00
          247340.00
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL NT 26
          6SHGI4ZSSLCXXQSBB395
          
            2026-01-25
          
          2.014000
          2300000.00
          2206341.70
          Corporate Debt Securities
        
        
          CONSTELLATION BRANDS INC       SR GLBL NT 29
          5493005GKEG8QCVY7037
          
            2029-08-01
          
          3.150000
          1158000.00
          1080193.98
          Corporate Debt Securities
        
        
          DTE ELEC CO                    GLBL B BD3.65%52
          9N0FWODEJVKHC2DYLO03
          
            2052-03-01
          
          3.650000
          250000.00
          227476.18
          Corporate Debt Securities
        
        
          DIAMONDBACK ENERGY INC         SR GLBL NT4.4%51
          549300R22LSX6OHWEN64
          
            2051-03-24
          
          4.400000
          3129000.00
          2886342.57
          Corporate Debt Securities
        
        
          DICKS SPORTING GOODS INC       GLBL NT 4.1%52
          529900SSBV5I4LWSK313
          
            2052-01-15
          
          4.100000
          3000000.00
          2179148.33
          Corporate Debt Securities
        
        
          ENBRIDGE INC MTN CDS-          SUB GLBL COCO 77
          98TPTUM4IVMFCZBCUR27
          
            2077-07-15
          
          5.500000
          458000.00
          424720.70
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             GLBL 144A NT 27
          0YQH6LCEF474UTUV4B96
          
            2027-05-25
          
          3.625000
          2150000.00
          2112833.97
          Corporate Debt Securities
        
        
          HYUNDAI CAP SVCS INC           FR 1.25%020826
          549300MALMDAGL2ZJJ27
          
            2026-02-08
          
          1.250000
          280000.00
          256664.49
          Corporate Debt Securities
        
        
          FRESB MTG TR 2022-SB97         A-5H   20420225 FLT
          
            2042-02-25
          
          1.660000
          16000000.00
          15162293.33
          Private Label Collateralized Mortgage Obligations
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-15
          
          1.750000
          8800.00
          8618.17
          U.S. Treasuries (including strips)
        
        
          GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535
          549300G6UZOB126GBY72
          
            2035-11-15
          
          4.418000
          785000.00
          784272.74
          Corporate Debt Securities
        
        
          VERISIGN INC                   SR GLBL NT2.7%31
          LMPL4N8ZOJRMF0KOF759
          
            2031-06-15
          
          2.700000
          99000.00
          84509.37
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     FR 4.65%111547
          2S72QS2UO2OESLG6Y829
          
            2047-11-15
          
          4.650000
          25000.00
          23220.67
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 3.584%052228
          PBLD0EJDB5FWOLXP3B76
          
            2028-05-22
          
          3.584000
          21000.00
          20511.25
          Corporate Debt Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          55900.00
          52088.93
          U.S. Treasuries (including strips)
        
        
          ALTRIA GROUP INC               CR SEN SR GLBL39
          XSGZFLO9YTNO9VCQV219
          
            2039-02-06
          
          10.200000
          5878000.00
          8299579.25
          Corporate Debt Securities
        
        
          DANSKE BK A/S                  FR 4.298%040128
          MAES062Z21O4RZ2U7M96
          
            2028-04-01
          
          4.298000
          8810000.00
          8627755.85
          Corporate Debt Securities
        
        
          AVOLON HLDGS FDG LTD           SR GLBL 144A 26
          635400ZRKEX9L1BKCH30
          
            2026-02-21
          
          2.125000
          260000.00
          233977.58
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             SR NT FXD/FLT 25
          9DJT3UXIJIZJI4WXO774
          
            2025-10-01
          
          3.093000
          3000.00
          2971.28
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 2.087%061429
          9DJT3UXIJIZJI4WXO774
          
            2029-06-14
          
          2.087000
          2000.00
          1788.40
          Corporate Debt Securities
        
        
          HCA INC.                       SR SEC GLBL NT29
          L3CJ6J7LJ2DX62FTXD46
          
            2029-06-15
          
          4.125000
          819000.00
          813243.11
          Corporate Debt Securities
        
        
          LLOYDS TSB GROUP PLC           SR SB GLBL NT 26
          549300PPXHEU2JF0AM85
          
            2026-03-24
          
          4.650000
          571000.00
          579087.74
          Corporate Debt Securities
        
        
          MYLAN NV                       SR GLBL NT 46
          254900JOFV74IJ7H9933
          
            2046-06-15
          
          5.250000
          17407000.00
          15920065.05
          Corporate Debt Securities
        
        
          NISSAN MTR ACCEP CO LLC        FR 3.875%092123
          7D6DIU2QXTUJRFNNJA49
          
            2023-09-21
          
          3.875000
          100000.00
          101037.47
          Corporate Debt Securities
        
        
          PNC BK N A PITTSBURGH PA DISC  FR 2.7%102229
          AD6GFRVSDT01YPT1CS68
          
            2029-10-22
          
          2.700000
          469000.00
          425375.97
          Corporate Debt Securities
        
        
          MEDTRONIC PLC                  SR GLBL NT 45
          D56MRZY2INAN94ZONZ37
          
            2045-03-15
          
          4.625000
          646000.00
          695647.61
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          SR GLBL NT 4%46
          1HNPXZSMMB7HMBMVBS46
          
            2046-12-01
          
          4.000000
          3569000.00
          2681853.67
          Corporate Debt Securities
        
        
          CITIGROUP INC                  FR 3.3%042725
          6SHGI4ZSSLCXXQSBB395
          
            2025-04-27
          
          3.300000
          42000.00
          41861.68
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SUB GLBL NT 27
          6SHGI4ZSSLCXXQSBB395
          
            2027-09-29
          
          4.450000
          1710000.00
          1731945.95
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL FL NT 26
          6SHGI4ZSSLCXXQSBB395
          
            2026-03-17
          
          2.046920
          135000.00
          136087.35
          Corporate Debt Securities
        
        
          COMMONSPIRIT HEALTH            SR GLBL -2019 49
          4SXHN5XW08IBO0UG2V58
          
            2049-10-01
          
          3.817000
          1000.00
          883.20
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 4.271%072329
          9DJT3UXIJIZJI4WXO774
          
            2029-07-23
          
          4.271000
          12000.00
          12137.59
          Corporate Debt Securities
        
        
          ABBVIE INC                     SR GLBL NT 49
          FR5LCKFTG8054YNNRU85
          
            2049-11-21
          
          4.250000
          970000.00
          921636.34
          Corporate Debt Securities
        
        
          DUKE ENERGY CORP NEW           SR GLBL NT4.8%45
          I1BZKREC126H0VB1BL91
          
            2045-12-15
          
          4.800000
          860000.00
          851334.07
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 5.013%040451
          PBLD0EJDB5FWOLXP3B76
          
            2051-04-04
          
          5.013000
          4638000.00
          4929392.79
          Corporate Debt Securities
        
        
          CROWN CASTLE INTL CORP         SR GLBL NT 27
          54930012H97VSM0I2R19
          
            2027-09-01
          
          3.650000
          1043000.00
          1027433.22
          Corporate Debt Securities
        
        
          COMCAST CORP NEW               GLBL NT 3.969%47
          51M0QTTNCGUN7KFCFZ59
          
            2047-11-01
          
          3.969000
          543000.00
          500818.40
          Corporate Debt Securities
        
        
          BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47
          5493003T8SZSHOGGAW52
          
            2047-06-22
          
          4.700000
          10742000.00
          9346059.20
          Corporate Debt Securities
        
        
          SOUTHERN PWR CO                SR GLBL 2021A 26
          5LADC78JBG2BMZD5XF57
          
            2026-01-15
          
          0.900000
          4630000.00
          4208114.40
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FIN BV     SR NT 4.375%45
          213800ITMMKU4Z7I4F78
          
            2045-05-11
          
          4.375000
          440000.00
          441681.04
          Corporate Debt Securities
        
        
          MCDONALDS CORP                 FR 3.7%013026
          UE2136O97NLB5BYP9H04
          
            2026-01-30
          
          3.700000
          35000.00
          35843.27
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC                 SB GLBL NT6.5%36
          MLU0ZO3ML4LN2LL2TL39
          
            2036-05-02
          
          6.500000
          800000.00
          897796.44
          Corporate Debt Securities
        
        
          ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.7%36
          5493000EYEKDT0FBSQ91
          
            2036-02-01
          
          4.700000
          59000.00
          60595.16
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 4.1%060326
          PBLD0EJDB5FWOLXP3B76
          
            2026-06-03
          
          4.100000
          18000.00
          18438.34
          Corporate Debt Securities
        
        
          ALBERTA PROV                   GLBL BD 3.35%23
          LQPXMHHNJKIPJYE53543
          
            2023-11-01
          
          3.350000
          3140000.00
          3186477.23
          Corporate Debt Securities
        
        
          GENERAL MTRS CO                SR GLBL NT 49
          54930070NSV60J38I987
          
            2049-04-01
          
          5.950000
          1381000.00
          1388604.71
          Corporate Debt Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0092
      242000000.00
      242000000.00
      0.0033
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.880000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      ARP0T9ZJ4
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ALLY FINL INC                  SR NT 8%31
          549300JBN1OSM8YNAI90
          
            2031-11-01
          
          8.000000
          178000.00
          208307.47
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            3.96%27
          8I5DZWZKVSZI1NUHU748
          
            2027-01-29
          
          3.960000
          117000.00
          118704.69
          Corporate Debt Securities
        
        
          BMW US CAP LLC EXTND IAM FLTG  REGS NT 3.75%28
          KK5MZM9DIXLXZL9DZL15
          
            2028-04-12
          
          3.750000
          10000000.00
          9997141.67
          Corporate Debt Securities
        
        
          AXIS BANK LTD 144A             FR 4.1%
          549300HVNWMJPOFVNI41
          
            2500-12-31
          
          4.100000
          500000.00
          447464.44
          Corporate Debt Securities
        
        
          KOOKMIN BANK                   FR 4.35%
          549300XXMOJSIW8P4769
          
            2099-12-31
          
          4.350000
          5827000.00
          5829233.68
          Corporate Debt Securities
        
        
          AT&amp;T INC                       SR GLBL NT 59
          549300Z40J86GGSTL398
          
            2059-09-15
          
          3.650000
          3000.00
          2424.29
          Corporate Debt Securities
        
        
          BPCE S A                       VR 091218-091223
          9695005MSX1OYEMGDF46
          
            2023-09-12
          
          2.042860
          1000000.00
          1012039.69
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 1.486%051924
          9DJT3UXIJIZJI4WXO774
          
            2024-05-19
          
          1.486000
          200000.00
          197205.07
          Corporate Debt Securities
        
        
          BANK NEW ZEALAND               SR GLBL REGS 25
          N7LGVZM7X4UQ66T7LT74
          
            2025-02-21
          
          2.000000
          22191000.00
          21499306.53
          Corporate Debt Securities
        
        
          BARCLAYS PLC                   SR GLBL COCO 25
          213800LBQA1Y9L22JB70
          
            2025-03-16
          
          3.650000
          594000.00
          595725.07
          Corporate Debt Securities
        
        
          ISTAR INC                      SR GLBL NT5.5%26
          QFFLKWYYS3UPWD86E794
          
            2026-02-15
          
          5.500000
          25000.00
          25509.86
          Corporate Debt Securities
        
        
          IRON MTN INC DEL               SR GLBL 144A 32
          SQL3F6CKNNBM3SQGHX24
          
            2032-07-15
          
          5.625000
          158000.00
          155748.50
          Corporate Debt Securities
        
        
          BOEING CO                      CR SEN SR GLBL25
          RVHJWBXLJ1RFUBSY1F30
          
            2025-05-01
          
          4.875000
          2000.00
          2027.88
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INC         SR GLBL NT 28
          549300GHBMY8T5GXDE41
          
            2028-12-15
          
          3.875000
          141000.00
          146431.05
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT 50
          2S72QS2UO2OESLG6Y829
          
            2050-11-20
          
          2.875000
          149000.00
          113141.43
          Corporate Debt Securities
        
        
          VICI PPTYS INC                 SR GLBL 144A 27
          
            2027-02-15
          
          3.750000
          9308000.00
          8715840.55
          Corporate Debt Securities
        
        
          VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL COCO 28
          5493002SQ1AVQBY41K40
          
            2028-11-13
          
          4.750000
          297000.00
          305376.89
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 3.75%012424
          PBLD0EJDB5FWOLXP3B76
          
            2024-01-24
          
          3.750000
          87000.00
          89368.94
          Corporate Debt Securities
        
        
          L AIR LIQUIDE                  SR GLBL REGS 26
          549300YGXL5Z3R14K812
          
            2026-09-27
          
          2.500000
          1293000.00
          1250208.17
          Corporate Debt Securities
        
        
          OCCIDENTAL PETE CORP           SR GLBL NT6.6%46
          IM7X0T3ECJW4C1T7ON55
          
            2046-03-15
          
          6.600000
          100000.00
          114893.33
          Corporate Debt Securities
        
        
          ORIX CORP                      SR GLBL NT 24
          35380016EMHNBOVYE123
          
            2024-12-04
          
          3.250000
          849000.00
          859093.90
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL 28 BD 5
          1HNPXZSMMB7HMBMVBS46
          
            2050-07-01
          
          4.950000
          93004.00
          79868.58
          Corporate Debt Securities
        
        
          PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 25
          6354003EUPCHXTWUU869
          
            2025-03-30
          
          1.378020
          65000.00
          64883.21
          Corporate Debt Securities
        
        
          PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31
          549300W1D516HBDEU871
          
            2031-09-15
          
          5.750000
          502000.00
          443797.56
          Corporate Debt Securities
        
        
          3M CO                          SR GLBL NT 29
          LUZQVYP4VS22CLWDAR65
          
            2029-08-26
          
          2.375000
          38818000.00
          36021448.84
          Corporate Debt Securities
        
        
          TOYOTA MTR CR CORP             FR 3.2%011127
          Z2VZBHUMB7PWWJ63I008
          
            2027-01-11
          
          3.200000
          796000.00
          795581.66
          Corporate Debt Securities
        
        
          SYNGENTA FIN N V               CR SEN SR GLBL28
          54930042S3BYCEGOCN86
          
            2028-04-24
          
          5.182000
          600000.00
          608605.20
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             GLBL REGS NT 27
          0YQH6LCEF474UTUV4B96
          
            2027-05-25
          
          3.625000
          34690000.00
          34090330.35
          Corporate Debt Securities
        
        
          COMISION FEDERAL DE ELECTRICID GLBL REGS NT 27
          4469000001BFPONMPF32
          
            2027-02-23
          
          4.750000
          1093000.00
          1094692.63
          Corporate Debt Securities
        
        
          KALLPA GENERACION S A          SR GLBL REGS 26
          549300NG1PWEI5BZG095
          
            2026-05-24
          
          4.875000
          500000.00
          489156.25
          Corporate Debt Securities
        
        
          LOUISIANA PAC CORP             SR GLBL 144A 29
          549300C7E2UAO5BVRR75
          
            2029-03-15
          
          3.625000
          10000.00
          8733.03
          Corporate Debt Securities
        
        
          LOWES COS INC                  SR GLBL NT2.8%41
          WAFCR4OKGSC504WU3E95
          
            2041-09-15
          
          2.800000
          3000.00
          2387.79
          Corporate Debt Securities
        
        
          MACQUARIE GROUP LIMITED        FR 4.15%032724
          ACMHD8HWFMFUIQQ8Y590
          
            2024-03-27
          
          4.150000
          150000.00
          152058.38
          Corporate Debt Securities
        
        
          MAGIC MERGECO INC              SR SEC 144A NT28
          549300H9LWMBP7HYLR98
          
            2028-05-01
          
          5.250000
          2329000.00
          1910280.74
          Corporate Debt Securities
        
        
          MATTEL INC                     SR GLBL NT6.2%40
          549300VELLG24KHTJ564
          
            2040-10-01
          
          6.200000
          100000.00
          102033.33
          Corporate Debt Securities
        
        
          MCDONALDS CORP                 FR 1.45%090125
          UE2136O97NLB5BYP9H04
          
            2025-09-01
          
          1.450000
          1000.00
          946.70
          Corporate Debt Securities
        
        
          MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27
          
            2027-06-20
          
          6.500000
          2555.00
          2626.79
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 1.794%021332
          IGJSJL3JD5P30I6NJZ34
          
            2032-02-13
          
          1.794000
          6500000.00
          5391243.00
          Corporate Debt Securities
        
        
          GLAXOSMITHKLINE CAP INC        SR GLBL NT2.8%23
          5493007Q8VD7Q3ZYZS59
          
            2023-03-18
          
          2.800000
          115000.00
          116233.69
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC                 SR GLBL COCO 27
          MLU0ZO3ML4LN2LL2TL39
          
            2027-05-24
          
          1.589000
          1000000.00
          897648.97
          Corporate Debt Securities
        
        
          VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 25
          5493002SQ1AVQBY41K40
          
            2025-05-13
          
          3.350000
          718000.00
          712044.19
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 FR 2.95%061527
          7260JQNI6SCF9FIV2392
          
            2027-06-15
          
          2.950000
          232000.00
          228696.96
          Corporate Debt Securities
        
        
          CAISSE CENTRALE DESJARDINS     FR 2.05%021025
          549300B2Q47IR0CR5B54
          
            2025-02-10
          
          2.050000
          317000.00
          305157.14
          Corporate Debt Securities
        
        
          ENGIE SA                       SR GLBL 144A 22
          LAXUQCHT4FH58LRZDY46
          
            2022-10-10
          
          2.875000
          567000.00
          569649.62
          Corporate Debt Securities
        
        
          SK HYNIX INC                   GLBL REGS NT 26
          988400XAIK6XISWQV045
          
            2026-01-19
          
          1.500000
          250000.00
          229714.58
          Corporate Debt Securities
        
        
          APPLE INC                      SR GLBL NT2.4%23
          HWUPKR0MPOU8FGXBT394
          
            2023-05-03
          
          2.400000
          668000.00
          670936.97
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 0.529%012524
          IGJSJL3JD5P30I6NJZ34
          
            2024-01-25
          
          0.529000
          300000.00
          295596.45
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 1.928%042832
          IGJSJL3JD5P30I6NJZ34
          
            2032-04-28
          
          1.928000
          2682000.00
          2231202.29
          Corporate Debt Securities
        
        
          BANK NEW YORK MELLON CORP      FR 3.5%042823
          WFLLPEPC7FZXENRZV188
          
            2023-04-28
          
          3.500000
          745000.00
          753715.26
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC                 SR GLBL NT4.3%26
          MLU0ZO3ML4LN2LL2TL39
          
            2026-03-08
          
          4.300000
          581000.00
          591129.09
          Corporate Debt Securities
        
        
          CSC HLDGS LLC                  SR GLBL 144A 30
          3HG2WD2W22M120IUNG49
          
            2030-01-15
          
          5.750000
          3843000.00
          3295573.19
          Corporate Debt Securities
        
        
          IRON MTN INC DEL               SR GLBL 144A 28
          SQL3F6CKNNBM3SQGHX24
          
            2028-07-15
          
          5.000000
          4026000.00
          3921641.61
          Corporate Debt Securities
        
        
          GRIFFON CORP                   SR GLBL NT 28
          5493000C2SGNC7ZN3242
          
            2028-03-01
          
          5.750000
          16000.00
          15750.80
          Corporate Debt Securities
        
        
          WALMART INC                    SR GLBL NT 35
          Y87794H0US1R65VBXU25
          
            2035-09-01
          
          5.250000
          9643000.00
          11225175.22
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 3.55%092925
          PBLD0EJDB5FWOLXP3B76
          
            2025-09-29
          
          3.550000
          73000.00
          73512.74
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               FR 2.625%072222
          PBLD0EJDB5FWOLXP3B76
          
            2022-07-22
          
          2.625000
          58000.00
          58620.96
          Corporate Debt Securities
        
        
          CREDIT SUISSE INTERNATIONAL    ALT TIER I PERP
          549300506SI9CRFV9Z86
          
            2500-12-31
          
          7.500000
          400000.00
          405298.67
          Corporate Debt Securities
        
        
          MIZUHO BANK LTD.               SR GLBL REGS 23
          RB0PEZSDGCO3JS6CEU02
          
            2023-03-21
          
          3.500000
          2931000.00
          2968629.15
          Corporate Debt Securities
        
        
          MIZUHO BANK LTD.               SR GLBL REGS 24
          RB0PEZSDGCO3JS6CEU02
          
            2024-09-25
          
          3.600000
          8804000.00
          8901724.40
          Corporate Debt Securities
        
        
          MITSUBISHI HC CAPITAL INC      SR GLBL REGS 23
          353800MZ3QX9RLMH7B09
          
            2023-09-19
          
          3.960000
          3062000.00
          3114911.36
          Corporate Debt Securities
        
        
          NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 44
          549300Y0HHMFW3EVWY08
          
            2044-10-16
          
          5.100000
          1700000.00
          1723414.67
          Corporate Debt Securities
        
        
          NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 47
          549300Y0HHMFW3EVWY08
          
            2047-09-19
          
          4.000000
          1326000.00
          1279827.21
          Corporate Debt Securities
        
        
          GNMI SF 619283 X
          549300M8ZYFG0OCMTT87
          
            2035-01-15
          
          6.000000
          507428.00
          26765.13
          Agency Mortgage-Backed Securities
        
        
          SUMITOMO MITSUI TR BK LTD      FR 1.55%032526
          5493006GGLR4BTEL8O61
          
            2026-03-25
          
          1.550000
          2086000.00
          1923914.90
          Corporate Debt Securities
        
        
          PRUDENTIAL FINL INC            SR GLBL NT 47
          5PRBRS5FEH7NREC8OR45
          
            2047-12-07
          
          3.905000
          17000.00
          15785.42
          Corporate Debt Securities
        
        
          7-ELEVEN INC                   GLBL 144A NT 31
          549300K23JPL0SS3LB18
          
            2031-02-10
          
          1.800000
          35270000.00
          28776087.60
          Corporate Debt Securities
        
        
          SHINHAN FINANCIAL GROUP CO LTD FR 3.34%020530
          988400EB8A6G49E5KO54
          
            2030-02-05
          
          3.340000
          1448000.00
          1433128.24
          Corporate Debt Securities
        
        
          SOCIETE GENERALE               FR 4.25%091423
          O2RNE8IBXP4R0TD8PU41
          
            2023-09-14
          
          4.250000
          200000.00
          203722.44
          Corporate Debt Securities
        
        
          TYSON FOODS INC                SR GLBL NT 4%26
          WD6L6041MNRW1JE49D58
          
            2026-03-01
          
          4.000000
          800000.00
          816336.00
          Corporate Debt Securities
        
        
          STATE STR CORP                 SR GLBL NT 31
          549300ZFEEJ2IP5VME73
          
            2031-03-30
          
          3.152000
          344000.00
          323495.31
          Corporate Debt Securities
        
        
          SYNOVUS FINL CORP              SR NT 3.125%22
          549300EIUS8UN5JTLE54
          
            2022-11-01
          
          3.125000
          200000.00
          200778.83
          Corporate Debt Securities
        
        
          LUMEN TECHNOLOGIES INC         SR GLBL -Y NT 24
          8M3THTGWLTYZVE6BBY25
          
            2024-04-01
          
          7.500000
          2699000.00
          2823828.75
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL FL NT 23
          6SHGI4ZSSLCXXQSBB395
          
            2023-07-24
          
          2.134000
          7000000.00
          7014378.00
          Corporate Debt Securities
        
        
          BMW US CAP LLC EXTND IAM FLTG  GLBL 144A NT 27
          KK5MZM9DIXLXZL9DZL15
          
            2027-04-01
          
          3.450000
          74000.00
          73854.96
          Corporate Debt Securities
        
        
          BANK OF MONTREAL               FR 1.5%102926
          NQQ6HPCNCCU6TUTQYE16
          
            2026-10-29
          
          1.500000
          210000.00
          196350.70
          Corporate Debt Securities
        
        
          VERMILION ENERGY INC           SR 144A NT 30
          WT03B8BB1IX8WI9ZGV02
          
            2030-05-01
          
          6.875000
          480000.00
          462265.93
          Corporate Debt Securities
        
        
          ONEOK INC NEW                  SR GLBL NT 26
          2T3D6M0JSY48PSZI1Q41
          
            2026-01-15
          
          5.850000
          699000.00
          752774.07
          Corporate Debt Securities
        
        
          ORIX CORP                      GLBL NT 4%32
          35380016EMHNBOVYE123
          
            2032-04-13
          
          4.000000
          2200000.00
          2187577.33
          Corporate Debt Securities
        
        
          JEFFERIES FINANCE LLC/JFIN CP  SR 144A NT 5%28
          
            2028-08-15
          
          5.000000
          1944000.00
          1729620.00
          Corporate Debt Securities
        
        
          M/I HOMES INC                  SR NT 3.95%30
          5299005M71FH9CCSFB69
          
            2030-02-15
          
          3.950000
          50000.00
          41243.03
          Corporate Debt Securities
        
        
          MASONITE INTL CORP             SR GLBL 144A 30
          549300H0H07ZFT4JYM32
          
            2030-02-15
          
          3.500000
          75000.00
          66706.17
          Corporate Debt Securities
        
        
          TRUST F/1401                   SR GLBL REGS 30
          
            2030-01-15
          
          4.869000
          2750000.00
          2515614.06
          Corporate Debt Securities
        
        
          SOUTH32 TREAS LTD              SR REGS NT 32
          213800HFGZMXST64GP53
          
            2032-04-14
          
          4.350000
          10000000.00
          9681283.33
          Corporate Debt Securities
        
        
          TD SYNNEX CORPORATION          CR SEN SR GLBL26
          5493004HI6PFLF46NS53
          
            2026-08-09
          
          1.750000
          4910000.00
          4415093.82
          Corporate Debt Securities
        
        
          AIA GROUP LTD HONG KONG        FR 3.2%031125
          ZP5ILWVSYE4LJGMMVD57
          
            2025-03-11
          
          3.200000
          217000.00
          217560.34
          Corporate Debt Securities
        
        
          WESTPAC BKG CORP               SR GLBL NT 27
          EN5TNI6CI43VEPAMHL14
          
            2027-03-08
          
          3.350000
          43000.00
          42687.55
          Corporate Debt Securities
        
        
          WYNN MACAU LTD                 SR GLBL 144A 26
          254900NMDQ8ENTHU1I31
          
            2026-01-15
          
          5.500000
          500000.00
          424642.50
          Corporate Debt Securities
        
        
          BRITISH TELECOMMUNICATIONS PLC SR GLBL NT 28
          549300OWFMSO9NYV4H90
          
            2028-12-04
          
          5.125000
          720000.00
          759627.30
          Corporate Debt Securities
        
        
          CI FINL CORP                   SR GLBL NT3.2%30
          549300M9W7JJQSVCEM78
          
            2030-12-17
          
          3.200000
          950000.00
          805084.89
          Corporate Debt Securities
        
        
          NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 42
          549300Y0HHMFW3EVWY08
          
            2042-10-18
          
          5.000000
          686000.00
          691661.79
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI TR BK LTD      SR GLBL REGS 23
          5493006GGLR4BTEL8O61
          
            2023-09-12
          
          0.800000
          3101000.00
          3023950.49
          Corporate Debt Securities
        
        
          SCHWAB CHARLES CORP            SR GLBL FL NT 27
          549300VSGCJ7E698NM85
          
            2027-03-03
          
          1.441820
          800000.00
          795203.60
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            GLBL FLT NT 25
          8I5DZWZKVSZI1NUHU748
          
            2025-12-10
          
          1.047420
          820000.00
          803891.75
          Corporate Debt Securities
        
        
          CONSOLIDATED EDISON CO N Y INC GLBL 2021A DB 31
          VZFZPMWDHTQCFKYOBP05
          
            2031-06-15
          
          2.400000
          13526000.00
          12068528.41
          Corporate Debt Securities
        
        
          DEVON ENERGY CORP NEW          GLBL NT 5.25%24
          54930042348RKR3ZPN35
          
            2024-09-15
          
          5.250000
          700000.00
          731040.33
          Corporate Debt Securities
        
        
          GA GLOBAL FUNDING TRUST        SR SEC 144A NT27
          54930029I8ROQ4OROZ88
          
            2027-01-06
          
          2.250000
          194000.00
          180337.07
          Corporate Debt Securities
        
        
          SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 24
          549300C6OZZ8LTVR8209
          
            2024-08-08
          
          2.500000
          8000000.00
          7983342.22
          Corporate Debt Securities
        
        
          UBS GROUP AG                   ALT TIER I PERP
          549300SZJ9VS8SGXAN81
          
            2500-12-31
          
          4.875000
          5001000.00
          4579453.21
          Corporate Debt Securities
        
        
          CENCOSUD S A                   SR REGS NT 25
          549300NLTGCFV7482429
          
            2025-02-12
          
          5.150000
          4500000.00
          4580820.00
          Corporate Debt Securities
        
        
          JOHNSON &amp; JOHNSON              SR GLBL NT 26
          549300G0CFPGEF6X2043
          
            2026-03-01
          
          2.450000
          53000.00
          52196.25
          Corporate Debt Securities
        
        
          MACQUARIE GROUP LIMITED        FR 1.34%011227
          ACMHD8HWFMFUIQQ8Y590
          
            2027-01-12
          
          1.340000
          100000.00
          90101.67
          Corporate Debt Securities
        
        
          CREDIT SUISSE INTERNATIONAL    ALT TIER I PERP
          549300506SI9CRFV9Z86
          
            2099-12-31
          
          7.500000
          200000.00
          207291.67
          Corporate Debt Securities
        
        
          DTE ENERGY CO                  SR -C STEP NT 24
          549300IX8SD6XXD71I78
          
            2024-10-01
          
          2.529000
          730000.00
          716571.65
          Corporate Debt Securities
        
        
          DEUTSCHE BK AG                 ALT TIER I COCO
          7LTWFZYICNSX8D621K86
          
            2099-12-31
          
          7.500000
          200000.00
          198703.47
          Corporate Debt Securities
        
        
          SOCIETE GENERALE               ALT TIER I PERP
          O2RNE8IBXP4R0TD8PU41
          
            2500-12-31
          
          7.375000
          200000.00
          203286.44
          Corporate Debt Securities
        
        
          BLUE OWL FINANCE LLC           SR GLBL 144A 31
          254900OF2NO2GYFV5T41
          
            2031-06-10
          
          3.125000
          55000.00
          45024.86
          Corporate Debt Securities
        
        
          BOC AVIATION PTE LTD           FR 3.5%101024
          254900H06V5RMEB3KE72
          
            2024-10-10
          
          3.500000
          3327000.00
          3337084.51
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATIONS INC     SR GLBL NT 29
          2S72QS2UO2OESLG6Y829
          
            2029-12-03
          
          4.016000
          5000000.00
          5091284.44
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          SR GLBL NT3.3%2
          1HNPXZSMMB7HMBMVBS46
          
            2027-12-01
          
          3.300000
          321000.00
          297762.81
          Corporate Debt Securities
        
        
          STATE GRID OVERSEAS INVT 2013  SR GLBL REGS 23
          529900GBH9XYPD4XZZ70
          
            2023-05-22
          
          3.125000
          17272000.00
          17331147.00
          Corporate Debt Securities
        
        
          STATE GRID OVERSEAS INVT 2016  FR 3.5%050427
          3003006V8BHG5158QO96
          
            2027-05-04
          
          3.500000
          17044000.00
          17050268.40
          Corporate Debt Securities
        
        
          RAIZEN FUELS FINANCE SA        GLBL REGS NT 27
          52990010NH26VC32Q522
          
            2027-01-20
          
          5.300000
          4182000.00
          4276006.71
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI TR BK LTD      SR GLBL REGS 25
          5493006GGLR4BTEL8O61
          
            2025-09-12
          
          1.050000
          200000.00
          183729.00
          Corporate Debt Securities
        
        
          PROSUS N V                     GLBL REGS NT 25
          635400Z5LQ5F9OLVT688
          
            2025-07-21
          
          5.500000
          2697000.00
          2742116.31
          Corporate Debt Securities
        
        
          PROSUS N V                     SR GLBL REGS 30
          635400Z5LQ5F9OLVT688
          
            2030-01-21
          
          3.680000
          823000.00
          696288.18
          Corporate Debt Securities
        
        
          PEPSICO INC                    SR GLBL NT 3%27
          FJSUNZKFNQ5YPJ5OT455
          
            2027-10-15
          
          3.000000
          5822000.00
          5854506.17
          Corporate Debt Securities
        
        
          SIX FLAGS ENTERTAINMENT CORP.  SR GLBL 144A 24
          549300JYTDUAA4JQ3717
          
            2024-07-31
          
          4.875000
          240000.00
          240300.00
          Corporate Debt Securities
        
        
          DEERE JOHN CAPITAL CORP        FR 2.8%090827
          E0KSF7PFQ210NWI8Z391
          
            2027-09-08
          
          2.800000
          1000.00
          976.15
          Corporate Debt Securities
        
        
          SUMITOMO MITSUI BANKING CORP   BD 3.2%22
          5U0XI89JRFVHWIBS4F54
          
            2022-07-18
          
          3.200000
          633000.00
          641597.55
          Corporate Debt Securities
        
        
          STATE GRID OVERSEAS INVT 2016  FR 3.75%050223
          3003006V8BHG5158QO96
          
            2023-05-02
          
          3.750000
          2300000.00
          2327822.33
          Corporate Debt Securities
        
        
          NORTHWESTERN BELL TEL CO       SR DEB 7.75%30
          
            2030-05-01
          
          7.750000
          3000000.00
          3243955.00
          Corporate Debt Securities
        
        
          NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829
          549300XFX12G42QIKN82
          
            2029-03-08
          
          4.302000
          770000.00
          762691.93
          Corporate Debt Securities
        
        
          BBCMS MTG TR 2019-BWAY         A      20341115 FLT
          
            2034-11-15
          
          1.831000
          4072000.00
          3957710.27
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COM MTG 2019-C50   A-SB   20520517 3.6
          
            2052-05-17
          
          3.635000
          1717462.00
          1704541.82
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MTG TR 2018-B8       C      20520118 FLT
          
            2052-01-18
          
          4.860890
          3000000.00
          2901098.22
          Private Label Collateralized Mortgage Obligations
        
        
          CIM TR 2020-R5
          
            2059-12-25
          
          2.750000
          666853.00
          666053.89
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC 2019-NQM1                 A-1    20591025 FLT
          
            2059-10-25
          
          2.656000
          1338086.00
          240399.37
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2016-C3    A-2    20491118 2.5
          
            2049-11-18
          
          2.505000
          28422.00
          2492.86
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R03   1M-2   20420325 FLT
          
            2042-03-25
          
          4.084460
          11447.00
          11283.10
          Private Label Collateralized Mortgage Obligations
        
        
          GRACE TR 2020-GRCE             A      20401212 2.3
          
            2040-12-12
          
          2.347000
          246811.00
          211448.13
          Private Label Collateralized Mortgage Obligations
        
        
          OBX TRUST 2021-NQM2            A-3    20610525 FLT
          
            2061-05-25
          
          1.563000
          180000.00
          114828.12
          Private Label Collateralized Mortgage Obligations
        
        
          COLT MTG LN TR 2020-3          A-1    20650427 FLT
          
            2065-04-27
          
          1.506000
          615923.00
          110286.49
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2014-LC16  A-SB   20500817 3.4
          549300PX4QZK7CUM8D08
          
            2050-08-17
          
          3.477000
          840000.00
          332218.52
          Private Label Collateralized Mortgage Obligations
        
        
          VERUS SEC TR 2019-4            A-3    20591025 FLT
          
            2059-10-25
          
          3.000000
          134820.00
          61846.09
          Private Label Collateralized Mortgage Obligations
        
        
          JPMDB COML MTG SEC TR 2017-C5  A-S    20500317 FLT
          
            2050-03-17
          
          3.857500
          3988664.00
          3871263.99
          Private Label Collateralized Mortgage Obligations
        
        
          HOMEWARD OPT FUND I 2020-2     A-1    20650525 FLT
          
            2065-05-25
          
          1.657000
          1000000.00
          97175.28
          Private Label Collateralized Mortgage Obligations
        
        
          JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT
          
            2053-05-15
          
          3.724380
          2036612.00
          1839395.96
          Private Label Collateralized Mortgage Obligations
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-03
          
          0.00
          8456000.00
          8404841.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-05-15
          
          2.875000
          9658900.00
          9335935.36
          U.S. Treasuries (including strips)
        
        
          INTERNATIONAL BUSINESS MACHS   SR GLBL NT 26
          VGRQXHF3J8VDLUA7XE92
          
            2026-02-19
          
          3.450000
          2037000.00
          2059091.26
          Corporate Debt Securities
        
        
          WOORI BK KOREA                 FR 0.75%020126
          549300VUVMRL6RE7R376
          
            2026-02-01
          
          0.750000
          1004000.00
          911882.16
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP          SR GLBL NT 27
          ZUE8T73ROZOF6FLBAR73
          
            2027-05-11
          
          3.650000
          765000.00
          749476.45
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP          SR GLBL NT 24
          ZUE8T73ROZOF6FLBAR73
          
            2024-12-06
          
          1.343000
          180000.00
          174889.52
          Corporate Debt Securities
        
        
          SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 25
          549300C6OZZ8LTVR8209
          
            2025-05-13
          
          2.150000
          39300000.00
          38053218.42
          Corporate Debt Securities
        
        
          PENSKE TRUCK LEASING CO L P    SR GLBL 144A 23
          
            2023-08-01
          
          4.125000
          260000.00
          266289.40
          Corporate Debt Securities
        
        
          BRASKEM NETH FIN B V           SR GLBL REGS 28
          2549000TLMHFQ74DS330
          
            2028-01-10
          
          4.500000
          3000000.00
          2964600.00
          Corporate Debt Securities
        
        
          SURA ASSET MANAGEMENT SA       SR GLBL REGS 27
          549300013ETMS1C0EA22
          
            2027-04-11
          
          4.375000
          3692000.00
          3622054.55
          Corporate Debt Securities
        
        
          SINOPEC GROUP OVRSEAS DEV 2014 SR GLBL REGS 24
          549300ZIMV82UUECOQ45
          
            2024-04-10
          
          4.375000
          29440000.00
          30341052.09
          Corporate Debt Securities
        
        
          SINOPEC GRP OVERSEAS DEV 2018  3.75%23
          549300C6OZZ8LTVR8209
          
            2023-09-12
          
          3.750000
          200000.00
          203497.00
          Corporate Debt Securities
        
        
          BNP PARIBAS                    ALT TIER I PERP
          R0MUWSFPU8MPRO8K5P83
          
            2500-12-31
          
          7.000000
          2752000.00
          2860159.72
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 VR 042417-050824
          IGJSJL3JD5P30I6NJZ34
          
            2024-05-08
          
          2.590710
          2956000.00
          2974839.21
          Corporate Debt Securities
        
        
          SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 29
          549300C6OZZ8LTVR8209
          
            2029-08-08
          
          2.950000
          24774000.00
          23324913.69
          Corporate Debt Securities
        
        
          DAI-ICHI LIFE HOLDINGS INC     PERP SUB GLBL
          3538001235ACEIORUV72
          
            2500-12-31
          
          4.000000
          47600000.00
          46586596.00
          Corporate Debt Securities
        
        
          SANTANDER HOLDINGS USA INC     SR GLBL NT3.4%23
          549300SMVCQN2P0O6I58
          
            2023-01-18
          
          3.400000
          300000.00
          304518.33
          Corporate Debt Securities
        
        
          SPRINT SPECTRUM CO LLC/SPRINT  EXTND SR SEC 29
          
            2029-09-20
          
          5.152000
          714000.00
          741832.35
          Corporate Debt Securities
        
        
          JPMCC COML MTG SEC TR 2016-JP2 C      20490817 FLT
          
            2049-08-17
          
          3.770610
          51059.00
          46867.42
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK MTG TR 2020-B18      C      20530717 FLT
          
            2053-07-17
          
          3.646240
          1334307.00
          1175256.99
          Private Label Collateralized Mortgage Obligations
        
        
          PACIFIC GAS &amp; ELEC CO          SR NT 4.45%42
          1HNPXZSMMB7HMBMVBS46
          
            2042-04-15
          
          4.450000
          1000.00
          804.67
          Corporate Debt Securities
        
        
          PENN NATL GAMING INC           SR GLBL 144A 29
          
            2029-07-01
          
          4.125000
          4000.00
          3373.95
          Corporate Debt Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0088
      508000000.00
      508000000.00
      0.0070
      N
      Y
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 0.970000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0T9ZK1
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AMERICAN AIRLN PSTHRU 2019-1   B      20290815 3.8
          
            2029-08-15
          
          3.850000
          455000.00
          337188.12
          Asset-Backed Securities
        
        
          AQUA FIN TR 2020-A             D      20460717 7.1
          
            2046-07-17
          
          7.150000
          8750000.00
          8583037.36
          Asset-Backed Securities
        
        
          BELLEMEADE RE 2021-1 LTD       M-2    20310325 FLT
          
            2031-03-25
          
          5.434460
          29188000.00
          29717871.46
          Asset-Backed Securities
        
        
          EAGLE RE LTD 2021-2            M-1C   20340425 FLT
          
            2034-04-25
          
          4.034460
          9044000.00
          8528079.68
          Asset-Backed Securities
        
        
          EAGLE RE 2021-1 LTD            M-2    20331025 FLT
          
            2033-10-25
          
          5.034460
          28760076.00
          27956723.00
          Asset-Backed Securities
        
        
          HALCYON LN ADV FDG 2014-3      D      20251022 FLT
          549300NL4H585I318G08
          
            2025-10-22
          
          4.786290
          6900000.00
          6287384.52
          Asset-Backed Securities
        
        
          HARBOURVIEW CLO LTD 2018-7R    D      20310718 FLT
          
            2031-07-18
          
          4.404290
          4500000.00
          3730233.06
          Asset-Backed Securities
        
        
          HERTZ VEHICLE 2021-1 FIN LLC   D      20251225 3.9
          5493004IHDYOZ9K9WF47
          
            2025-12-25
          
          3.980000
          10000000.00
          9330373.33
          Asset-Backed Securities
        
        
          HERTZ VEHICLE FIN 2021-2 LLC   D      20271225 4.3
          
            2027-12-25
          
          4.340000
          14000000.00
          12095850.67
          Asset-Backed Securities
        
        
          HOME RE LTD 2022-1             M-1C   20341025 FLT
          
            2034-10-25
          
          5.775030
          10000000.00
          9764115.05
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2007-1  A-4    20331025 FLT
          635400RGALHFSPGKCR23
          
            2033-10-25
          
          1.310710
          26910000.00
          14728933.70
          Asset-Backed Securities
        
        
          OAKTOWN RE 2021-6 LTD          M-1C   20331025 FLT
          
            2033-10-25
          
          3.584460
          4500000.00
          4291854.34
          Asset-Backed Securities
        
        
          SARANAC CLO VII LTD 2014-7R    D-R    20291120 FLT
          5493000RC2FP2JRHW627
          
            2029-11-20
          
          4.848000
          1500000.00
          1391552.00
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2016-3B    B      20270415 3.7
          
            2027-04-15
          
          3.750000
          7576000.00
          4212904.44
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2016-3B    B      20270415 3.7
          
            2027-04-15
          
          3.750000
          130000.00
          72291.13
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2016-3B    B      20270415 3.7
          
            2027-04-15
          
          3.750000
          1339000.00
          744598.61
          Asset-Backed Securities
        
        
          GALLATIN CLO IX LTD 2018-1     E      20280121 FLT
          
            2028-01-21
          
          6.568290
          2000000.00
          1900596.20
          Asset-Backed Securities
        
        
          SLM PRIVATE ST LN TR 2003-A    A-4    20320615 FLT
          
            2032-06-15
          
          1.581000
          13950000.00
          13853605.50
          Asset-Backed Securities
        
        
          SLM PRIVATE ST LN TR 2003-C    A-4    20320915 FLT
          549300IQIXBXDNPLSE92
          
            2032-09-15
          
          3.081000
          24200000.00
          24101990.00
          Asset-Backed Securities
        
        
          TRIANGLE RE LTD 2021-3         M-1B   20340225 FLT
          
            2034-02-25
          
          3.484460
          13367000.00
          12757474.74
          Asset-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0097
      169000000.00
      169000000.00
      0.0023
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 1.280000%
      549300HN4UKV1E2R3U73
      0001675365
      ARP0T9ZV7
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 CB
          549300FP31R9WZ7QYR65
          
            2500-12-31
          
          N/A
          106116.00
          2253903.84
          Equities
        
        
          INVESCO DB US DLR INDEX TR     BULLISH FD
          549300QQBOFDEGGI5W06
          
            2500-12-31
          
          N/A
          29740.00
          807738.40
          Equities
        
        
          IPSIDY INC                     COM NEW
          549300Y6W232R9ZMQS42
          
            2500-12-31
          
          N/A
          900.00
          2700.00
          Equities
        
        
          IRIDEX CORP                    COM
          
            2500-12-31
          
          N/A
          561.00
          1761.54
          Equities
        
        
          ISHARES INC                    MSCI WORLD ETF
          549300SBOOZR51TG3W64
          
            2500-12-31
          
          N/A
          55.00
          6526.85
          Equities
        
        
          ISHARES INC                    MSCI EM ASIA ETF
          549300QNROXHZ53JWF91
          
            2500-12-31
          
          N/A
          1924.00
          133063.84
          Equities
        
        
          ISHARES TR                     LATN AMER 40 ETF
          549300LU9LZBB8WGN795
          
            2500-12-31
          
          N/A
          86.00
          2478.52
          Equities
        
        
          ISHARES TR                     GL TIMB FORE ETF
          549300L3MTKRASOKOH78
          
            2500-12-31
          
          N/A
          4498.00
          404460.16
          Equities
        
        
          ISHARES TR                     MRGSTR MD CP GRW
          
            2500-12-31
          
          N/A
          1404.00
          80898.48
          Equities
        
        
          ISHARES TR                     NATIONAL MUN ETF
          549300H21FUYFQW9N157
          
            2500-12-31
          
          N/A
          111747.00
          12099965.16
          Equities
        
        
          ISHARES TR                     USD INV GRDE ETF
          5493004QFMCNV0WLX398
          
            2500-12-31
          
          N/A
          6067.00
          320034.25
          Equities
        
        
          ISHARES TR                     NEW ZEALAND ETF
          549300BBCVC1Z8Y7R424
          
            2500-12-31
          
          N/A
          734.00
          35143.04
          Equities
        
        
          KRANESHARES TR                 GLOBAL CARB STRA
          549300N19OWO53YWFA13
          
            2500-12-31
          
          N/A
          60.00
          2938.20
          Equities
        
        
          KRANESHARES TR                 EMRNG MKT CONS
          
            2500-12-31
          
          N/A
          192.00
          3050.88
          Equities
        
        
          LM FDG AMER INC                COM
          549300GIN6G8BHZ7AF66
          
            2500-12-31
          
          N/A
          8500.00
          11730.00
          Equities
        
        
          LA JOLLA PHARMACEUTICAL CO     COM
          
            2500-12-31
          
          N/A
          7600.00
          28652.00
          Equities
        
        
          LATCH INC                      COM
          
            2500-12-31
          
          N/A
          191559.00
          434838.93
          Equities
        
        
          LATCH INC                      COM
          
            2500-12-31
          
          N/A
          241439.00
          548066.53
          Equities
        
        
          LEUTHOLD FDS INC               CORE ETF
          549300TJCQCU5YLMMI80
          
            2500-12-31
          
          N/A
          200.00
          5966.40
          Equities
        
        
          LEXARIA BIOSCIENCE CORP        COM NEW
          
            2500-12-31
          
          N/A
          7715.00
          15892.90
          Equities
        
        
          LEXINFINTECH HLDGS LTD         ADR
          549300F9QU71NQ28CS19
          
            2500-12-31
          
          N/A
          83419.00
          197703.03
          Equities
        
        
          LIFEVANTAGE CORP               COM NEW
          5493001Z5YYT109QZ980
          
            2500-12-31
          
          N/A
          1541.00
          6302.69
          Equities
        
        
          LIMINAL BIOSCIENCES INC        COM
          529900ICS2ZUY1ULZR25
          
            2500-12-31
          
          N/A
          26300.00
          13533.98
          Equities
        
        
          LIQTECH INTL INC               COM
          5493001UFZ03YRLEYN28
          
            2500-12-31
          
          N/A
          39600.00
          22572.00
          Equities
        
        
          LIQUIDIA CORPORATION           COM NEW
          
            2500-12-31
          
          N/A
          245354.00
          998590.78
          Equities
        
        
          LIVEVOX HOLDING INC            COM CL A
          5493008LL6C0ZXV5O729
          
            2500-12-31
          
          N/A
          19677.00
          42502.32
          Equities
        
        
          LIXTE BIOTECHNOLOGY HLDGS INC  COM
          5493004HPIB1PBNQ3L69
          
            2500-12-31
          
          N/A
          19600.00
          14911.68
          Equities
        
        
          LIZHI INC                      ADS
          
            2500-12-31
          
          N/A
          18966.00
          22948.86
          Equities
        
        
          LMP AUTOMOTIVE HLDGS INC       COM
          549300XDDBPQ3Q5BJX89
          
            2500-12-31
          
          N/A
          1810.00
          8090.70
          Equities
        
        
          LOTTERY COM INC                COM
          5493007X22HUUM7DN509
          
            2500-12-31
          
          N/A
          55743.00
          78597.63
          Equities
        
        
          MICT INC                       COM
          
            2500-12-31
          
          N/A
          531993.00
          356062.91
          Equities
        
        
          MARIN SOFTWARE INC             COM NEW
          529900G58P3UFOACQI16
          
            2500-12-31
          
          N/A
          29900.00
          62790.00
          Equities
        
        
          NEUROMETRIX INC                COM
          549300WDIIBGIRV0N856
          
            2500-12-31
          
          N/A
          21400.00
          87740.00
          Equities
        
        
          NOVA LIFESTYLE INC             COM NEW
          529900567T0XT4YBUB80
          
            2500-12-31
          
          N/A
          42200.00
          33662.94
          Equities
        
        
          NOVAN INC                      COM NEW
          549300SC84JW2WRRE324
          
            2500-12-31
          
          N/A
          10005.00
          25812.90
          Equities
        
        
          NOVAN INC                      COM NEW
          549300SC84JW2WRRE324
          
            2500-12-31
          
          N/A
          35670.00
          92028.60
          Equities
        
        
          NOVO INTEGRATED SCIENCES INC   COM NEW
          
            2500-12-31
          
          N/A
          3900.00
          7956.00
          Equities
        
        
          NUZEE INC                      COM NEW
          549300TVHCHY3640I014
          
            2500-12-31
          
          N/A
          5600.00
          7224.00
          Equities
        
        
          OLB GROUP INC                  COM
          
            2500-12-31
          
          N/A
          2142.00
          2227.68
          Equities
        
        
          LOGICMARK INC                  COM NEW
          549300DMV01ZUXZONE77
          
            2500-12-31
          
          N/A
          275900.00
          364188.00
          Equities
        
        
          O2MICRO INTERNATIONAL LIMITED  SPONS ADR
          5299007KRREO0400F739
          
            2500-12-31
          
          N/A
          88081.00
          356728.05
          Equities
        
        
          ONCONOVA THERAPEUTICS INC      COM NEW
          549300BRAR7BTG2PIY51
          
            2500-12-31
          
          N/A
          16787.00
          19305.05
          Equities
        
        
          ONCOSEC MED INC                COM
          529900NA4JNULYG7UU40
          
            2500-12-31
          
          N/A
          11800.00
          10268.36
          Equities
        
        
          180 LIFE SCIENCES CORP         COM
          
            2500-12-31
          
          N/A
          77520.00
          106202.40
          Equities
        
        
          ONE STOP SYS INC               COM
          549300JIBHBZNCC8X044
          
            2500-12-31
          
          N/A
          7300.00
          30295.00
          Equities
        
        
          ONECONNECT FINL TECHNOLOGY CO  SPONSORED ADS
          
            2500-12-31
          
          N/A
          26734.00
          37694.94
          Equities
        
        
          OPGEN INC                      COM
          549300ZOCQGHZ50BYX61
          
            2500-12-31
          
          N/A
          24606.00
          13779.36
          Equities
        
        
          ORBITAL ENERGY GROUP INC       COM
          549300Z34T2S6KBY7S35
          
            2500-12-31
          
          N/A
          123080.00
          135388.00
          Equities
        
        
          OVERSEAS SHIPHOLDING GROUP INC CL A NEW
          
            2500-12-31
          
          N/A
          80764.00
          180103.72
          Equities
        
        
          CAPRICOR THERAPEUTICS INC      COM NEW
          5493002ZI5PDLXV4DX14
          
            2500-12-31
          
          N/A
          39400.00
          142234.00
          Equities
        
        
          CATALYST BIOSCIENCES INC       COM NEW
          549300TE6BBPJ0S88K48
          
            2500-12-31
          
          N/A
          8597.00
          10574.31
          Equities
        
        
          CATALYST BIOSCIENCES INC       COM NEW
          549300TE6BBPJ0S88K48
          
            2500-12-31
          
          N/A
          183599.00
          225826.77
          Equities
        
        
          CBAK ENERGY TECHNOLOGY INC     COM
          
            2500-12-31
          
          N/A
          142464.00
          160984.32
          Equities
        
        
          CELLECTAR BIOSCIENCES INC      COM PAR
          5493000NFZCRG7BYQV93
          
            2500-12-31
          
          N/A
          10700.00
          4601.00
          Equities
        
        
          CELLECTIS S A                  SPON ADS
          5493000KKX5VQ37Q2W83
          
            2500-12-31
          
          N/A
          10634.00
          42323.32
          Equities
        
        
          CEPTON INC                     COM
          
            2500-12-31
          
          N/A
          17264.00
          41433.60
          Equities
        
        
          CEPTON INC                     COM
          
            2500-12-31
          
          N/A
          137400.00
          329760.00
          Equities
        
        
          CHEMBIO DIAGNOSTICS INC        COM NEW
          
            2500-12-31
          
          N/A
          150857.00
          101768.13
          Equities
        
        
          CHEMOMAB THERAPEUTICS LTD      SPONSORED ADS
          894500LSC3H1WGG6LV25
          
            2500-12-31
          
          N/A
          4273.00
          12947.19
          Equities
        
        
          GREEN GIANT INC                COM NEW
          
            2500-12-31
          
          N/A
          6800.00
          8840.00
          Equities
        
        
          CIDARA THERAPEUTICS INC        COM
          549300IHQ9Z7RI1X2D22
          
            2500-12-31
          
          N/A
          19072.00
          8746.42
          Equities
        
        
          PLX PHARMA INC                 COM
          549300KEXDQRVGRQPE70
          
            2500-12-31
          
          N/A
          2900.00
          6960.00
          Equities
        
        
          POLAR PWR INC                  COM
          549300QOGO0JPJM23M83
          
            2500-12-31
          
          N/A
          12700.00
          37973.00
          Equities
        
        
          PRECIPIO INC                   COM
          54930079ULTBRXUQNR89
          
            2500-12-31
          
          N/A
          4099.00
          4754.84
          Equities
        
        
          DISRUPTIVE ACQUISITION CORP I  CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          36087.00
          352209.12
          Equities
        
        
          DOGNESS INTERNATIONAL CORP     COM CL A
          
            2500-12-31
          
          N/A
          74720.00
          289913.60
          Equities
        
        
          DRAGON VICTORY INTL LTD        SHS
          
            2500-12-31
          
          N/A
          8300.00
          7968.00
          Equities
        
        
          DUDDELL STREET ACQUISITN CORP  CL A
          213800ES9QGPFJR85C09
          
            2500-12-31
          
          N/A
          24045.00
          239247.75
          Equities
        
        
          E-HOME HOUSEHOLD SVC HLDGS LTD ORD SHS
          
            2500-12-31
          
          N/A
          8600.00
          3042.68
          Equities
        
        
          ELITE EDUCATION GROUP INTL LTD COM
          
            2500-12-31
          
          N/A
          1700.00
          3043.00
          Equities
        
        
          CLPS INCORPORATION             COM
          5493001SK6OL0NWMTW78
          
            2500-12-31
          
          N/A
          6800.00
          12308.00
          Equities
        
        
          GLOBAL INTERNET OF PEOPLE INC  SHS
          
            2500-12-31
          
          N/A
          800.00
          1544.00
          Equities
        
        
          G MED INNOVATIONS HLDGS LTD    SHS NEW
          
            2500-12-31
          
          N/A
          21300.00
          14537.25
          Equities
        
        
          GLORY STAR NEW MED GP HLDG LTD SHS
          
            2500-12-31
          
          N/A
          7000.00
          4895.10
          Equities
        
        
          EBANG INTL HLDGS INC           CL A SHS
          5493003ALD4F1DLNRZ68
          
            2500-12-31
          
          N/A
          1440800.00
          1100338.96
          Equities
        
        
          GOBI ACQUISITION CORP          CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          661.00
          6398.48
          Equities
        
        
          GREENLAND TECHNOLOGIES HLDG    SHS NEW
          
            2500-12-31
          
          N/A
          5200.00
          18928.00
          Equities
        
        
          GUARDFORCE AI CO LTD           SHS NEW
          
            2500-12-31
          
          N/A
          24400.00
          14025.12
          Equities
        
        
          RECON TECHNOLOGY LTD           CL A SHS
          529900WIUZ0003EEAM23
          
            2500-12-31
          
          N/A
          15449.00
          12059.49
          Equities
        
        
          ROIVANT SCIENCES LTD           SHS
          549300DL466NY5J6U724
          
            2500-12-31
          
          N/A
          79000.00
          319160.00
          Equities
        
        
          SCIENJOY HOLDING CORP          CLASS A ORD
          
            2500-12-31
          
          N/A
          47196.00
          103359.24
          Equities
        
        
          BIT DIGITAL INC                SHS
          
            2500-12-31
          
          N/A
          69978.00
          114763.92
          Equities
        
        
          BON NATURAL LIFE LIMITED       ORD SHS
          
            2500-12-31
          
          N/A
          5300.00
          19981.00
          Equities
        
        
          BORQS TECHNOLOGIES INC         SHS
          
            2500-12-31
          
          N/A
          164097.00
          27994.95
          Equities
        
        
          CARTESIAN GROWTH CORP          CL A SHS
          
            2500-12-31
          
          N/A
          65990.00
          650661.40
          Equities
        
        
          TDH HLDGS INC                  SHS
          
            2500-12-31
          
          N/A
          42200.00
          8743.84
          Equities
        
        
          TIO TECH A                     CLASS A ORD SHS
          9845003AFE50FBFE3940
          
            2500-12-31
          
          N/A
          23688.00
          230721.12
          Equities
        
        
          TROOPS INC                     SHS
          529900V9GM18A5WVNQ34
          
            2500-12-31
          
          N/A
          17600.00
          49808.00
          Equities
        
        
          TZP STRATEGIES ACQUISTN CORP   CL A SHS
          
            2500-12-31
          
          N/A
          53678.00
          526581.18
          Equities
        
        
          UTIME LTD                      SHS
          
            2500-12-31
          
          N/A
          2500.00
          3050.00
          Equities
        
        
          WAH FU EDUCATION GROUP LIMITED SHS
          
            2500-12-31
          
          N/A
          9800.00
          22148.00
          Equities
        
        
          UNIVERSE PHARMACEUTICALS INC   SHS
          
            2500-12-31
          
          N/A
          4100.00
          3772.41
          Equities
        
        
          NEUROSENSE THERAPEUTICS LTD    ORDINARY SHARES
          
            2500-12-31
          
          N/A
          1900.00
          2831.00
          Equities
        
        
          KRANESHARES TR                 CSI CHI INTERNET
          549300URDNVSGEWBN526
          
            2500-12-31
          
          N/A
          54290.00
          1509804.90
          Equities
        
        
          PALISADE BIO INC               COM
          549300W6LIDX3I5XXT34
          
            2500-12-31
          
          N/A
          20800.00
          10649.60
          Equities
        
        
          PALTALK INC                    COM
          
            2500-12-31
          
          N/A
          28200.00
          57810.00
          Equities
        
        
          PEAR THERAPEUTICS INC          CLASS A COM
          
            2500-12-31
          
          N/A
          42000.00
          163800.00
          Equities
        
        
          PERASO INC                     COM
          5493000OBQ3XDIK7IG32
          
            2500-12-31
          
          N/A
          12200.00
          24400.00
          Equities
        
        
          PERFORMANT FINL CORP           COM
          
            2500-12-31
          
          N/A
          10300.00
          25132.00
          Equities
        
        
          PETVIVO HLDGS INC              COM NEW
          
            2500-12-31
          
          N/A
          7700.00
          14707.00
          Equities
        
        
          PHARMACYTE BIOTECH INC         COM NEW
          
            2500-12-31
          
          N/A
          9300.00
          20739.00
          Equities
        
        
          PHASEBIO PHARMACEUTICALS INC   COM
          549300FC27CEJIY52K95
          
            2500-12-31
          
          N/A
          46800.00
          36485.28
          Equities
        
        
          PHASEBIO PHARMACEUTICALS INC   COM
          549300FC27CEJIY52K95
          
            2500-12-31
          
          N/A
          35436.00
          27625.91
          Equities
        
        
          PHUNWARE INC                   COM
          549300HLAJYKT2FUQZ26
          
            2500-12-31
          
          N/A
          35111.00
          50559.84
          Equities
        
        
          PINE TECHNOLOGY ACQUISITN CORP CLASS A COM
          
            2500-12-31
          
          N/A
          33628.00
          327873.00
          Equities
        
        
          PIONEER PWR SOLUTIONS INC      COM NEW
          
            2500-12-31
          
          N/A
          978.00
          4665.06
          Equities
        
        
          PIONEER PWR SOLUTIONS INC      COM NEW
          
            2500-12-31
          
          N/A
          22800.00
          108756.00
          Equities
        
        
          PLURISTEM THERAPEUTICS INC     COM NEW
          529900OZKMF7JGZMYM81
          
            2500-12-31
          
          N/A
          67848.00
          101772.00
          Equities
        
        
          SONOMA PHARMACEUTICALS INC     COM NEW
          54930008C5Z4F02SWO71
          
            2500-12-31
          
          N/A
          5300.00
          17861.00
          Equities
        
        
          SPHERE 3D CORP NEW             COM
          
            2500-12-31
          
          N/A
          540186.00
          567195.30
          Equities
        
        
          STAFFING 360 SOLUTIONS INC     COM NEW
          549300CWMOEBMKFWN694
          
            2500-12-31
          
          N/A
          9400.00
          7584.86
          Equities
        
        
          STAR EQUITY HOLDINGS INC       COM
          549300ZB8Z6KMJ4LVV61
          
            2500-12-31
          
          N/A
          10300.00
          10191.85
          Equities
        
        
          STATERA BIOPHARMA INC          COM
          
            2500-12-31
          
          N/A
          103100.00
          24733.69
          Equities
        
        
          STRAN &amp; COMPANY INC            COMMON STOCK
          549300KE0C6619P5BF59
          
            2500-12-31
          
          N/A
          27100.00
          58536.00
          Equities
        
        
          WAVEDANCER INC                 COM
          
            2500-12-31
          
          N/A
          13500.00
          34020.00
          Equities
        
        
          INNATE PHARMA S A              SPONSORED ADS
          9695002Y8420ZB8HJE29
          
            2500-12-31
          
          N/A
          24219.00
          73141.38
          Equities
        
        
          INPIXON                        COM
          5493002DPKW4RCP0PN02
          
            2500-12-31
          
          N/A
          25500.00
          4357.95
          Equities
        
        
          MOTUS GI HLDGS INC             COM
          5493005RU1LEOIG1KS82
          
            2500-12-31
          
          N/A
          286100.00
          78591.67
          Equities
        
        
          MULLEN AUTOMOTIVE INC          COM
          549300HXMIP6GFG42241
          
            2500-12-31
          
          N/A
          849548.00
          820833.28
          Equities
        
        
          MUSCLE MAKER INC               COM
          549300XU5TO0OK1BC857
          
            2500-12-31
          
          N/A
          10067.00
          3805.33
          Equities
        
        
          VOXELJET AG                    ADS
          549300Q9IJOM3G3T2T75
          
            2500-12-31
          
          N/A
          3801.00
          15470.07
          Equities
        
        
          VYNE THERAPEUTICS INC          COM
          
            2500-12-31
          
          N/A
          22500.00
          8523.00
          Equities
        
        
          INVESCO CURRENCYSHARES EURO TR EURO SHS
          
            2500-12-31
          
          N/A
          100.00
          9946.00
          Equities
        
        
          WINDTREE THERAPEUTICS INC      COM
          
            2500-12-31
          
          N/A
          67300.00
          30621.50
          Equities
        
        
          WISDOMTREE TR                  EM EX ST-OWNED
          549300T3CSCFW1IFJC98
          
            2500-12-31
          
          N/A
          75.00
          2254.50
          Equities
        
        
          WISDOMTREE TR                  CHINADIV EX FI
          5493003W9PJD7JCV4542
          
            2500-12-31
          
          N/A
          578.00
          21524.72
          Equities
        
        
          WISDOMTREE TR                  CHINADIV EX FI
          5493003W9PJD7JCV4542
          
            2500-12-31
          
          N/A
          38.00
          1415.12
          Equities
        
        
          ISHARES INC                    MSCI MEXICO ETF
          549300SQ92O6OZ19G545
          
            2500-12-31
          
          N/A
          40721.00
          2164728.36
          Equities
        
        
          XCEL BRANDS INC                COM NEW
          
            2500-12-31
          
          N/A
          4600.00
          5014.00
          Equities
        
        
          XENETIC BIOSCIENCES INC        COM
          5493002WV0KYX8JXAH52
          
            2500-12-31
          
          N/A
          3100.00
          2241.30
          Equities
        
        
          XINYUAN REAL ESTATE CO LTD     SPONS ADR
          5493005I1X3PG0G3GC95
          
            2500-12-31
          
          N/A
          3500.00
          3290.00
          Equities
        
        
          PROSHARES TR                   ULSH 20YRTRE NEW
          Z0SKYMVDUZNKXP7CCC49
          
            2500-12-31
          
          N/A
          230.00
          12284.30
          Equities
        
        
          PROSHARES TR                   PSHS ULTRUSS2000
          9PQYJGVJO8FNJLFCK011
          
            2500-12-31
          
          N/A
          10040.00
          382022.00
          Equities
        
        
          PROSHARES TR                   SHRT 20+YR TRE
          MNF315G62CW700KJGX62
          
            2500-12-31
          
          N/A
          34783.00
          676529.35
          Equities
        
        
          KRANESHARES TR                 BOSERA MSCI CHIN
          
            2500-12-31
          
          N/A
          55131.00
          1849093.74
          Equities
        
        
          LEAP THERAPEUTICS INC          COM
          549300T31SMMJ2DDLI13
          
            2500-12-31
          
          N/A
          169857.00
          188541.27
          Equities
        
        
          QUALIGEN THERAPEUTICS INC      COM
          549300D1RXK87UWSJV72
          
            2500-12-31
          
          N/A
          35800.00
          19460.88
          Equities
        
        
          QUANTUM SI INC                 COM CL A
          
            2500-12-31
          
          N/A
          780000.00
          3307200.00
          Equities
        
        
          QUOIN PHARMACEUTICALS LTD      SPON ADS NEW 21
          549300BWL6XZSU0ZFR32
          
            2500-12-31
          
          N/A
          4897.00
          3070.42
          Equities
        
        
          RLX TECHNOLOGY INC             SPONSORED ADS
          984500EG5DBB2F7F4002
          
            2500-12-31
          
          N/A
          399400.00
          810782.00
          Equities
        
        
          RECRUITER COM GROUP INC        COM NEW
          5493007WH4V9MK8Y7L08
          
            2500-12-31
          
          N/A
          2400.00
          2904.00
          Equities
        
        
          RED CAT HLDGS INC              COM
          5493005OGSQW28V2PY05
          
            2500-12-31
          
          N/A
          10900.00
          22454.00
          Equities
        
        
          REEDS INC                      COM
          
            2500-12-31
          
          N/A
          21999.00
          4399.80
          Equities
        
        
          REGULUS THERAPEUTICS INC       COM NEW
          529900ZYH2KYFH6Z7098
          
            2500-12-31
          
          N/A
          834284.00
          258628.04
          Equities
        
        
          RELIANCE GLOBAL GROUP INC      COM NEW
          
            2500-12-31
          
          N/A
          14636.00
          34101.88
          Equities
        
        
          REMARK HLDGS INC               COM
          549300E67O8VBQOF3V34
          
            2500-12-31
          
          N/A
          208300.00
          100879.69
          Equities
        
        
          MARKER THERAPEUTICS INC        COM
          549300ZJ2JUDG0FI5Y49
          
            2500-12-31
          
          N/A
          22199.00
          6659.70
          Equities
        
        
          MARKETWISE INC                 COM CL A
          
            2500-12-31
          
          N/A
          27824.00
          88480.32
          Equities
        
        
          MARKETWISE INC                 COM CL A
          
            2500-12-31
          
          N/A
          11799.00
          37520.82
          Equities
        
        
          MARPAI INC                     CL A COM
          
            2500-12-31
          
          N/A
          8500.00
          11220.00
          Equities
        
        
          MAWSON INFRASTRUCTURE GROUP IN COM NEW
          549300O0BJLT7G4BZ277
          
            2500-12-31
          
          N/A
          11700.00
          24804.00
          Equities
        
        
          BELLICUM PHARMACEUTICALS INC   COM NEW
          529900HBXNLX2TBQZQ65
          
            2500-12-31
          
          N/A
          2400.00
          3504.00
          Equities
        
        
          BELONG ACQUISITION CORP        CLASS A COM
          
            2500-12-31
          
          N/A
          7687.00
          75255.73
          Equities
        
        
          BETTER THERAPEUTICS INC        COMMON STOCK
          
            2500-12-31
          
          N/A
          21600.00
          43848.00
          Equities
        
        
          BIG SKY GROWTH PARTNERS INC    CLASS A COM
          
            2500-12-31
          
          N/A
          31230.00
          303867.90
          Equities
        
        
          BIGLARI HLDGS INC              COM STK CL A
          549300GLWWSODF8TM682
          
            2500-12-31
          
          N/A
          11.00
          7315.00
          Equities
        
        
          BIO-PATH HLDGS INC             COM
          
            2500-12-31
          
          N/A
          35300.00
          125315.00
          Equities
        
        
          BIO-KEY INTL INC               COM NEW
          549300VFT6WAQB4BVB07
          
            2500-12-31
          
          N/A
          8900.00
          16554.00
          Equities
        
        
          AUDDIA INC                     COM
          
            2500-12-31
          
          N/A
          3900.00
          4017.00
          Equities
        
        
          AUDIOEYE INC                   COM NEW
          
            2500-12-31
          
          N/A
          13000.00
          42900.00
          Equities
        
        
          AURORA CANNABIS INC            COM
          549300F6VHCLKCUWDT34
          
            2500-12-31
          
          N/A
          481946.00
          809669.28
          Equities
        
        
          AUTOWEB INC                    COM
          
            2500-12-31
          
          N/A
          18300.00
          9278.10
          Equities
        
        
          AVEO PHARMACEUTICALS INC       COM NEW
          529900PLC55DUQO4CR76
          
            2500-12-31
          
          N/A
          25125.00
          106278.75
          Equities
        
        
          AVINGER INC                    COM NEW
          549300MRCUER3C2G1659
          
            2500-12-31
          
          N/A
          57730.00
          117769.20
          Equities
        
        
          AYALA PHARMACEUTICALS INC      COM
          
            2500-12-31
          
          N/A
          3800.00
          5928.00
          Equities
        
        
          AYTU BIOPHARMA INC             COM NEW
          549300SMWHEALCU7Q019
          
            2500-12-31
          
          N/A
          2201.00
          1258.53
          Equities
        
        
          AYTU BIOPHARMA INC             COM NEW
          549300SMWHEALCU7Q019
          
            2500-12-31
          
          N/A
          31100.00
          17782.98
          Equities
        
        
          BIT MINING LIMITED             SPON ADR REP A
          5299003CDPQ0UW1SQC26
          
            2500-12-31
          
          N/A
          600.00
          1140.00
          Equities
        
        
          CHINA AUTOMOTIVE SYS INC       COM
          52990059UORTCZ66JW45
          
            2500-12-31
          
          N/A
          4800.00
          13968.00
          Equities
        
        
          CINEDIGM CORP                  COM NEW CL A
          549300QPGXUR8OY7KD24
          
            2500-12-31
          
          N/A
          9802.00
          6568.32
          Equities
        
        
          EUCRATES BIOMEDICAL ACQU CORP  SHS
          
            2500-12-31
          
          N/A
          14297.00
          141540.30
          Equities
        
        
          ORGANOVO HLDGS INC             COM NEW
          
            2500-12-31
          
          N/A
          34900.00
          86203.00
          Equities
        
        
          SPI ENERGY CO LTD              SHS NEW
          549300K7TD5EMOM7D333
          
            2500-12-31
          
          N/A
          142000.00
          296780.00
          Equities
        
        
          ANTELOPE ENTERPRISE HLDGS LTD  SHS
          
            2500-12-31
          
          N/A
          36800.00
          29145.60
          Equities
        
        
          AUTHENTIC EQUITY ACQUISTN CORP CL A SHS
          
            2500-12-31
          
          N/A
          50998.00
          500800.36
          Equities
        
        
          VIVOPOWER INTERNATIONAL PLC    SHS
          549300ODRTEH2PFA0F45
          
            2500-12-31
          
          N/A
          10000.00
          14400.00
          Equities
        
        
          PAINREFORM LTD                 SHS
          
            2500-12-31
          
          N/A
          9100.00
          7508.41
          Equities
        
        
          PETROS PHARMACEUTICALS INC     COM
          
            2500-12-31
          
          N/A
          75700.00
          71203.42
          Equities
        
        
          PHIO PHARMACEUTICALS CORP      COM NEW
          549300KOGMLSPLDVHR52
          
            2500-12-31
          
          N/A
          56300.00
          41403.02
          Equities
        
        
          PIERIS PHARMACEUTICALS INC     COM
          254900AJDH8PAOOI5T33
          
            2500-12-31
          
          N/A
          485433.00
          839799.09
          Equities
        
        
          SONIM TECHNOLOGIES INC         COM NEW
          549300LVHTR09ZVBSB66
          
            2500-12-31
          
          N/A
          32600.00
          18203.84
          Equities
        
        
          SONNET BIOTHERAPEUTC HLDNG INC COM
          5493002WX622LZQC4F93
          
            2500-12-31
          
          N/A
          81300.00
          21568.89
          Equities
        
        
          INDEXIQ ACTIVE ETF TR          IQ ULTR SHT DU
          5493005TWXGQCEG58C67
          
            2500-12-31
          
          N/A
          20608.00
          984547.20
          Equities
        
        
          INTERPRIVATE IV INFRATECH PRTN CLASS A COM
          
            2500-12-31
          
          N/A
          21151.00
          206433.76
          Equities
        
        
          WHEELER REAL ESTATE INVT TR    COM NEW
          5493005TOFFG62ETJY29
          
            2500-12-31
          
          N/A
          2800.00
          6440.00
          Equities
        
        
          WORKSPORT LTD                  COM NEW
          
            2500-12-31
          
          N/A
          2100.00
          4137.00
          Equities
        
        
          WRAP TECHNOLOGIES INC          COM
          
            2500-12-31
          
          N/A
          15942.00
          32999.94
          Equities
        
        
          PROSHARES TR II                PSHS ULSSLVR NEW
          V7DVKGAJ7ZORY4IOJ616
          
            2500-12-31
          
          N/A
          6500.00
          175955.00
          Equities
        
        
          PROTAGENIC THERAPEUTICS INC    COM
          549300KPBYAVJLPDKB70
          
            2500-12-31
          
          N/A
          32100.00
          25333.32
          Equities
        
        
          LLOYDS BANKING GROUP PLC       SPONSORED ADR
          549300PPXHEU2JF0AM85
          
            2500-12-31
          
          N/A
          2647580.00
          6010006.60
          Equities
        
        
          NEUROBO PHARMACEUTICALS INC    COM
          
            2500-12-31
          
          N/A
          144000.00
          62092.80
          Equities
        
        
          NEWBURY STREET ACQUISITN CORP  COM
          
            2500-12-31
          
          N/A
          12991.00
          126402.43
          Equities
        
        
          NEXTPLAY TECHNOLOGIES INC      COM
          5493007WOZ7DXCC1JP68
          
            2500-12-31
          
          N/A
          10400.00
          2225.60
          Equities
        
        
          BTCS INC                       COM NEW
          549300HVP35DWSOZOH21
          
            2500-12-31
          
          N/A
          3000.00
          7860.00
          Equities
        
        
          BANK OF MONTREAL               MCROSECTR 3XINVR
          
            2500-12-31
          
          N/A
          100.00
          1173.00
          Equities
        
        
          BANK OF MONTREAL               BIG OIL 3X LEV
          
            2500-12-31
          
          N/A
          200.00
          132728.00
          Equities
        
        
          BANK OF MONTREAL               BIG OIL INDX 3X
          
            2500-12-31
          
          N/A
          2665.00
          146281.85
          Equities
        
        
          BANNIX ACQUISITION CORP        COM
          
            2500-12-31
          
          N/A
          3816.00
          37778.40
          Equities
        
        
          BARCLAYS BANK PLC              ETN LKD 48
          
            2500-12-31
          
          N/A
          200.00
          12618.00
          Equities
        
        
          BAUDAX BIO INC                 COM NEW
          
            2500-12-31
          
          N/A
          13463.00
          10180.72
          Equities
        
        
          APPLIED DNA SCIENCES INC       COM
          549300PCOT1RLQ23DL21
          
            2500-12-31
          
          N/A
          14042.00
          17271.66
          Equities
        
        
          APTEVO THERAPEUTICS INC        COM NEW
          529900UTQOXOZBMZFN24
          
            2500-12-31
          
          N/A
          27700.00
          132683.00
          Equities
        
        
          APTOSE BIOSCIENCES INC         COM NEW
          5299003EUHV3CD08L949
          
            2500-12-31
          
          N/A
          34114.00
          32517.46
          Equities
        
        
          APREA THERAPEUTICS INC         COM
          
            2500-12-31
          
          N/A
          9041.00
          7413.62
          Equities
        
        
          APTINYX INC                    COM
          
            2500-12-31
          
          N/A
          167899.00
          86148.98
          Equities
        
        
          AQUA METALS INC                COM
          549300RYC8R46H1FXA06
          
            2500-12-31
          
          N/A
          48300.00
          41137.11
          Equities
        
        
          ARCADIA BIOSCIENCES INC        COM NEW
          54930027ZPNA80B8O763
          
            2500-12-31
          
          N/A
          54900.00
          74115.00
          Equities
        
        
          ARIDIS PHARMACEUTICALS INC     COM
          
            2500-12-31
          
          N/A
          6700.00
          7370.00
          Equities
        
        
          ARMADA ACQUISITION CORP I      COM
          
            2500-12-31
          
          N/A
          10724.00
          105631.40
          Equities
        
        
          ARTELO BIOSCIENCES INC         COM NEW
          
            2500-12-31
          
          N/A
          142600.00
          49011.62
          Equities
        
        
          ASLAN PHARMACEUTICALS LTD      ADS
          549300L9VD6FZWFBND47
          
            2500-12-31
          
          N/A
          3129.00
          1282.89
          Equities
        
        
          ASSEMBLY BIOSCIENCES INC       COM
          5299007Y1X8RBDFT8C40
          
            2500-12-31
          
          N/A
          1489.00
          2873.77
          Equities
        
        
          ASTRA SPACE INC                COM CL A
          
            2500-12-31
          
          N/A
          62600.00
          154622.00
          Equities
        
        
          ASTREA ACQUISITION CORP        COM CL A
          
            2500-12-31
          
          N/A
          76481.00
          747984.18
          Equities
        
        
          DIREXION SHS ETF TR            DAILY TRANS 3X
          549300VMLDHN310YUM33
          
            2500-12-31
          
          N/A
          100.00
          3145.00
          Equities
        
        
          DIREXION SHS ETF TR            DLY S&amp;P500 BR 1
          549300T7XOX6HMMC6T83
          
            2500-12-31
          
          N/A
          32735.00
          511975.40
          Equities
        
        
          DIREXION SHS ETF TR            DLY SEMICNDTR BR
          549300SN0D4Z5YWQPF52
          
            2500-12-31
          
          N/A
          53800.00
          2159532.00
          Equities
        
        
          DIREXION SHS ETF TR            DAILY TECH OCT21
          2W17JRUPUUYX24VGL682
          
            2500-12-31
          
          N/A
          3909.00
          152138.28
          Equities
        
        
          DIREXION SHS ETF TR            DIREXION MRNA
          
            2500-12-31
          
          N/A
          4032.00
          56305.27
          Equities
        
        
          DIREXION SHS ETF TR            NANOTECHNOLOGY
          5493005JV5GPT423QF89
          
            2500-12-31
          
          N/A
          552.00
          8708.52
          Equities
        
        
          DIREXION SHS ETF TR            DAILY METAL MINE
          
            2500-12-31
          
          N/A
          18000.00
          749880.00
          Equities
        
        
          DIREXION SHS ETF TR            DAILY US INFRAST
          549300XEOT6ITY13LR68
          
            2500-12-31
          
          N/A
          929.00
          26411.93
          Equities
        
        
          DIREXION SHS ETF TR            OIL GAS BL 2X SH
          549300K7JGG8P4IIGY05
          
            2500-12-31
          
          N/A
          7.00
          1531.88
          Equities
        
        
          CORVUS PHARMACEUTICALS INC     COM
          549300I3AVJ8F75NCX65
          
            2500-12-31
          
          N/A
          66300.00
          71604.00
          Equities
        
        
          CREATIVE MED TECHNOLOGY HLDGS  COM NEW
          
            2500-12-31
          
          N/A
          367200.00
          341275.68
          Equities
        
        
          CREATIVE REALITIES INC         COM NEW
          5493009BPEB04TIQA243
          
            2500-12-31
          
          N/A
          33900.00
          22109.58
          Equities
        
        
          CREDIT SUISSE AG NASSAU BRH    X LINK GOLD SHS
          
            2033-02-02
          
          N/A
          4300.00
          34443.00
          Equities
        
        
          CUMBERLAND PHARMACEUTICALS INC COM
          
            2500-12-31
          
          N/A
          5046.00
          10848.90
          Equities
        
        
          CYCLACEL PHARMACEUTICALS INC   COM
          549300IE74IVYY7IL203
          
            2500-12-31
          
          N/A
          44500.00
          55180.00
          Equities
        
        
          CYCLO THERAPEUTICS INC         COM NEW
          
            2500-12-31
          
          N/A
          3700.00
          8066.00
          Equities
        
        
          CYCLO THERAPEUTICS INC         COM NEW
          
            2500-12-31
          
          N/A
          4109.00
          8957.62
          Equities
        
        
          CYCLERION THERAPEUTICS INC     COM
          
            2500-12-31
          
          N/A
          7074.00
          4209.74
          Equities
        
        
          CYNGN INC                      COM
          
            2500-12-31
          
          N/A
          96798.00
          157780.74
          Equities
        
        
          DIDI GLOBAL INC                SPONSORED ADS
          8368006Y2DHY77ADSY31
          
            2500-12-31
          
          N/A
          229294.00
          460880.94
          Equities
        
        
          DATA STORAGE CORP              COM NEW
          
            2500-12-31
          
          N/A
          23500.00
          77080.00
          Equities
        
        
          DATASEA INC                    COM NEW
          549300P9H0IKFTYMF560
          
            2500-12-31
          
          N/A
          27000.00
          39960.00
          Equities
        
        
          DATCHAT INC                    COM
          
            2500-12-31
          
          N/A
          38500.00
          50820.00
          Equities
        
        
          DAVE INC                       CLASS A COM
          
            2500-12-31
          
          N/A
          282500.00
          652575.00
          Equities
        
        
          DAVE INC                       CLASS A COM
          
            2500-12-31
          
          N/A
          78110.00
          180434.10
          Equities
        
        
          DESWELL INDS INC               COM
          529900C4GZKVGSEF2O27
          
            2500-12-31
          
          N/A
          917.00
          2989.42
          Equities
        
        
          DESTINATION XL GROUP INC       COM
          
            2500-12-31
          
          N/A
          5889.00
          26147.16
          Equities
        
        
          DIGITAL ALLY INC               COM NEW
          529900DE18BKLSW12F89
          
            2500-12-31
          
          N/A
          2300.00
          2057.35
          Equities
        
        
          DIGITAL BRANDS GROUP INC       COM
          
            2500-12-31
          
          N/A
          42300.00
          7867.80
          Equities
        
        
          BIORESTORATIVE THERAPIES INC   COM NEW
          549300I1PJXVT7ISIV91
          
            2500-12-31
          
          N/A
          858.00
          3191.76
          Equities
        
        
          BIORESTORATIVE THERAPIES INC   COM NEW
          549300I1PJXVT7ISIV91
          
            2500-12-31
          
          N/A
          5800.00
          21576.00
          Equities
        
        
          BIOCEPT INC                    COM
          5493000MP9GU5S88NF42
          
            2500-12-31
          
          N/A
          26000.00
          37700.00
          Equities
        
        
          BIOSIG TECHNOLOGIES INC        COM NEW
          
            2500-12-31
          
          N/A
          1100.00
          1298.00
          Equities
        
        
          BIONDVAX PHARMACEUTICALS LTD   SPOND ADS
          549300VWSLMYAANYZ711
          
            2500-12-31
          
          N/A
          22100.00
          28730.00
          Equities
        
        
          BIOFRONTERA INC                COM
          
            2500-12-31
          
          N/A
          13304.00
          39113.76
          Equities
        
        
          BLACKBOXSTOCKS INC             COM NEW
          549300MNYTH4SEBRIO25
          
            2500-12-31
          
          N/A
          18900.00
          29862.00
          Equities
        
        
          BLUEJAY DIAGNOSTICS INC        COM
          
            2500-12-31
          
          N/A
          16898.00
          17911.88
          Equities
        
        
          BRICKELL BIOTECH INC           COM
          549300QODBI5C7YUJE09
          
            2500-12-31
          
          N/A
          642900.00
          102542.55
          Equities
        
        
          BRIDGELINE DIGITAL INC         COM
          5493007XAMAJ1KUXPN28
          
            2500-12-31
          
          N/A
          21690.00
          28197.00
          Equities
        
        
          BRIGHT LIGHTS ACQUISITION CORP COM CL A
          
            2500-12-31
          
          N/A
          42286.00
          416939.96
          Equities
        
        
          BSQUARE CORP                   COM NEW
          
            2500-12-31
          
          N/A
          6000.00
          8160.00
          Equities
        
        
          BURGERFI INTERNATIONAL INC     COM
          549300TMBK34NK5FIQ38
          
            2500-12-31
          
          N/A
          11000.00
          34650.00
          Equities
        
        
          BURNING ROCK BIOTECH LTD       SPONSORED ADS
          
            2500-12-31
          
          N/A
          32900.00
          78302.00
          Equities
        
        
          CIIG CAPITAL PARTNERS II INC   COM CL A
          
            2500-12-31
          
          N/A
          29340.00
          288705.60
          Equities
        
        
          CSI COMPRESSCO LP              COM UNIT
          549300STALDQYSVEO325
          
            2500-12-31
          
          N/A
          105101.00
          136631.30
          Equities
        
        
          CSI COMPRESSCO LP              COM UNIT
          549300STALDQYSVEO325
          
            2500-12-31
          
          N/A
          37300.00
          48490.00
          Equities
        
        
          CABALETTA BIO INC              COM
          
            2500-12-31
          
          N/A
          39289.00
          52254.37
          Equities
        
        
          CALADRIUS BIOSCIENCES INC      COM NEW
          5493002287F62M3EGQ04
          
            2500-12-31
          
          N/A
          353456.00
          163791.51
          Equities
        
        
          CALITHERA BIOSCIENCES INC      COM
          54930042TDFRLM4C8X19
          
            2500-12-31
          
          N/A
          7064.00
          1504.63
          Equities
        
        
          CALYXT INC                     COM
          
            2500-12-31
          
          N/A
          7584.00
          2516.37
          Equities
        
        
          CANDEL THERAPEUTICS INC        COM
          
            2500-12-31
          
          N/A
          1385.00
          5886.25
          Equities
        
        
          DIREXION SHS ETF TR            DAILY GLOBAL CLN
          549300SEQNLR8Z4U3X15
          
            2500-12-31
          
          N/A
          14000.00
          247660.00
          Equities
        
        
          DIREXION SHS ETF TR            LOW PRICED STK
          
            2500-12-31
          
          N/A
          1411.00
          9065.67
          Equities
        
        
          DIREXION SHS ETF TR            SELECT LARGE CAP
          549300AVX3XI2ZLLLL36
          
            2500-12-31
          
          N/A
          23917.00
          139196.94
          Equities
        
        
          DIREXION SHS ETF TR            DLY ENRGY BULL2X
          2JB4KUARIHFQ3UW6AS94
          
            2500-12-31
          
          N/A
          3261.00
          236259.45
          Equities
        
        
          DIREXION SHS ETF TR            BRZ BL 2X SHS
          549300T02YU3KFGO6S08
          
            2500-12-31
          
          N/A
          35.00
          3589.60
          Equities
        
        
          DIREXION SHS ETF TR            BRZ BL 2X SHS
          549300T02YU3KFGO6S08
          
            2500-12-31
          
          N/A
          464.00
          47587.84
          Equities
        
        
          DIREXION SHS ETF TR            DLY GOLD INDX 2X
          549300MB9DTLS8R65137
          
            2500-12-31
          
          N/A
          63.00
          3112.83
          Equities
        
        
          DIREXION SHS ETF TR            RETAIL BULL 3X
          549300BMKL5PJ58Y1S44
          
            2500-12-31
          
          N/A
          36100.00
          436810.00
          Equities
        
        
          DIREXION SHS ETF TR            DAILY S&amp;P BULL
          5493009WIRTFF4FYBG67
          
            2500-12-31
          
          N/A
          1681.00
          69290.82
          Equities
        
        
          DIRTT ENVIRONMENTAL SOLUTIONS  COM
          
            2500-12-31
          
          N/A
          3100.00
          3317.00
          Equities
        
        
          DIREXION SHS ETF TR            DLY EMG MK BL 3X
          25X0LWHQPBGJZE4GP927
          
            2500-12-31
          
          N/A
          37.00
          1584.34
          Equities
        
        
          DBX ETF TR                     DALY HOM B&amp;S BU
          549300R16KXSBVCMYA81
          
            2500-12-31
          
          N/A
          29.00
          1170.73
          Equities
        
        
          DOLPHIN ENTMT INC              COM NEW
          
            2500-12-31
          
          N/A
          3700.00
          14319.00
          Equities
        
        
          DYNATRONICS CORP               COM NEW
          
            2500-12-31
          
          N/A
          12900.00
          8854.56
          Equities
        
        
          ETFIS SER TR I                 VIRTUS NEWFLEET
          549300GEZPD8IV08PZ43
          
            2500-12-31
          
          N/A
          3700.00
          85174.00
          Equities
        
        
          ETF MANAGERS TR                PRIME CYBR SCRTY
          5493004MXR6Z3HXGJ429
          
            2500-12-31
          
          N/A
          34.00
          1666.68
          Equities
        
        
          ETF MANAGERS TR                PRIME MOBILE PAY
          549300IRZZNTG5RM7Y44
          
            2500-12-31
          
          N/A
          24.00
          1116.24
          Equities
        
        
          ETF MANAGERS TR                ETFMG ALTR HRVST
          5493003O7BRWBH63XT11
          
            2500-12-31
          
          N/A
          8000.00
          58400.00
          Equities
        
        
          ETF MANAGERS TR                BLUESTAR ISRAEL
          549300FQE7AXJKR26A92
          
            2500-12-31
          
          N/A
          46.00
          2236.06
          Equities
        
        
          EFFECTOR THERAPEUTICS INC      COM
          
            2500-12-31
          
          N/A
          2100.00
          4074.00
          Equities
        
        
          GRUPO SUPERVIELLE S.A.         SPONSORED ADR
          549300IQJL3KLZ3IYQ14
          
            2500-12-31
          
          N/A
          2964.00
          5601.96
          Equities
        
        
          HCW BIOLOGICS INC              COM
          
            2500-12-31
          
          N/A
          2000.00
          4060.00
          Equities
        
        
          HARBOR CUSTOM DEVELOPMENT INC  COM
          549300X40TN4PVCY6F45
          
            2500-12-31
          
          N/A
          58000.00
          107880.00
          Equities
        
        
          HEALTHWELL ACQUISITION CORP I  CLASS A COM
          
            2500-12-31
          
          N/A
          11598.00
          111804.72
          Equities
        
        
          HEALTHCARE TRIANGLE INC        COM
          549300KKBM83T87VHO35
          
            2500-12-31
          
          N/A
          5600.00
          4653.04
          Equities
        
        
          EKSO BIONICS HLDGS INC         COM
          549300KPH77IVQVN2I21
          
            2500-12-31
          
          N/A
          17500.00
          32025.00
          Equities
        
        
          ELECTRAMECCANICA VEHS CORP     COM NEW
          
            2500-12-31
          
          N/A
          289803.00
          460786.77
          Equities
        
        
          ELECTRIC LAST MILE SOLUTNS INC CLASS A COM
          
            2500-12-31
          
          N/A
          140500.00
          99797.15
          Equities
        
        
          ELOXX PHARMACEUTICALS INC      COM
          549300UB28QGWJMFFA11
          
            2500-12-31
          
          N/A
          47000.00
          14147.00
          Equities
        
        
          EMBARK TECHNOLOGY INC          COM
          
            2500-12-31
          
          N/A
          708207.00
          1062310.50
          Equities
        
        
          EMBARK TECHNOLOGY INC          COM
          
            2500-12-31
          
          N/A
          51660.00
          77490.00
          Equities
        
        
          ENDRA LIFE SCIENCES INC        COM
          
            2500-12-31
          
          N/A
          60900.00
          13940.01
          Equities
        
        
          ENEL CHILE S.A.                SPONSORED ADR
          549300YM5CWCAUVOPB53
          
            2500-12-31
          
          N/A
          91225.00
          123153.75
          Equities
        
        
          PROCURE ETF TRUST II           SPACE ETF
          549300MQIFQ5M3WPKM32
          
            2500-12-31
          
          N/A
          99.00
          2261.16
          Equities
        
        
          BIORA THERAPEUTICS INC         COM
          5493005XOS7E58D57T10
          
            2500-12-31
          
          N/A
          23400.00
          19534.32
          Equities
        
        
          PROSHARES TR                   ULSHOIL&amp;GASNEW1
          FQG71REHBHQSGRANGU57
          
            2500-12-31
          
          N/A
          76.00
          1217.52
          Equities
        
        
          PROSHARES TR                   PSHS ULTRA O&amp;G
          TDJO5587152SHBGDDZ44
          
            2500-12-31
          
          N/A
          210.00
          9475.20
          Equities
        
        
          HEARTBEAM INC                  COM
          
            2500-12-31
          
          N/A
          700.00
          1057.00
          Equities
        
        
          HELBIZ INC                     CLASS A COM
          549300Z6TFLNGRBTFZ11
          
            2500-12-31
          
          N/A
          7100.00
          7952.00
          Equities
        
        
          FIRST TR EXCHANGE-TRADED FD VI EMERGING MKTS
          549300H5H50JELOPN794
          
            2500-12-31
          
          N/A
          1764.00
          82059.87
          Equities
        
        
          FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD
          
            2500-12-31
          
          N/A
          4437.00
          131157.72
          Equities
        
        
          FIRST TR EXCHANGE-TRADED FD IV SSI STRG ETF
          549300E2LXTTRLNEGB53
          
            2500-12-31
          
          N/A
          748.00
          25589.08
          Equities
        
        
          FIRST TR EXCHNG TRADED FD VIII TCW OPPORTUNIS
          549300LRCGY6CYZU0S37
          
            2500-12-31
          
          N/A
          3136.00
          149869.44
          Equities
        
        
          FIRST WAVE BIOPHARMA INC       COM
          549300I3YKRXWGWPG039
          
            2049-01-01
          
          N/A
          11100.00
          4079.25
          Equities
        
        
          FLEXSHARES TR                  ESG &amp; CLM INVES
          549300O6OIB1MH003G37
          
            2500-12-31
          
          N/A
          4429.00
          191884.65
          Equities
        
        
          FLEXSHARES TR                  ESG &amp; CM HI YLD
          549300JCY58RV6UB2850
          
            2500-12-31
          
          N/A
          4280.00
          193884.00
          Equities
        
        
          FLUX PWR HLDGS INC             COM NEW
          
            2500-12-31
          
          N/A
          34452.00
          87852.60
          Equities
        
        
          ALFI INC                       COM
          
            2500-12-31
          
          N/A
          10800.00
          12636.00
          Equities
        
        
          ALPS ETF TR                    CLEAN ENERGY
          549300UUHWBEG7BV1941
          
            2500-12-31
          
          N/A
          24975.00
          1353395.25
          Equities
        
        
          AMCI ACQUISITION CORP II       CLASS A COM
          
            2500-12-31
          
          N/A
          33551.00
          328799.80
          Equities
        
        
          ARK ETF TR                     INNOVATION ETF
          254900636IK9WKHH6949
          
            2500-12-31
          
          N/A
          266461.00
          12099994.01
          Equities
        
        
          ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS
          5493001S1GI0VA48N983
          
            2500-12-31
          
          N/A
          497.00
          44059.05
          Equities
        
        
          ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET
          549300Z131D2C4MBX897
          
            2500-12-31
          
          N/A
          5177.00
          464118.05
          Equities
        
        
          ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET
          549300Z131D2C4MBX897
          
            2500-12-31
          
          N/A
          75.00
          6723.75
          Equities
        
        
          ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS
          5493000YXSZBKTIMZK40
          
            2500-12-31
          
          N/A
          4189.00
          89016.25
          Equities
        
        
          ABRDN GOLD ETF TRUST           PHYSCL GOLD SHS
          549300DWUGC6Q38L2L08
          
            2500-12-31
          
          N/A
          79.00
          1403.83
          Equities
        
        
          ABRDN GOLD ETF TRUST           PHYSCL GOLD SHS
          549300DWUGC6Q38L2L08
          
            2500-12-31
          
          N/A
          11673.00
          207429.21
          Equities
        
        
          ACORDA THERAPEUTICS INC        COM NEW
          5493007NPB5YRM8QGL53
          
            2500-12-31
          
          N/A
          8500.00
          3570.00
          Equities
        
        
          ADAMIS PHARMACEUTICALS CORP    COM NEW
          549300EBMD9JZ2H87I37
          
            2500-12-31
          
          N/A
          363413.00
          167533.39
          Equities
        
        
          MEDALIST DIVERSIFIED REIT INC  COM
          549300YQJ014Y3GPL792
          
            2500-12-31
          
          N/A
          2400.00
          2309.52
          Equities
        
        
          MEDIACO HLDG INC               CL A
          549300JMXURWCNFIYY50
          
            2500-12-31
          
          N/A
          1400.00
          4480.00
          Equities
        
        
          MEDICINOVA INC                 COM NEW
          
            2500-12-31
          
          N/A
          80175.00
          198834.00
          Equities
        
        
          MEREO BIOPHARMA GROUP PLC      ADS
          213800U8JQHIJOS5AS09
          
            2500-12-31
          
          N/A
          154739.00
          80619.02
          Equities
        
        
          MICROVAST HOLDINGS INC         COM
          549300J4UX9OMHSTKS35
          
            2500-12-31
          
          N/A
          932440.00
          4438414.40
          Equities
        
        
          MINERVA NEUROSCIENCES INC      COM
          54930017PANCHC5LYH79
          
            2500-12-31
          
          N/A
          6496.00
          2729.62
          Equities
        
        
          MINERVA SURGICAL INC           COM
          
            2500-12-31
          
          N/A
          800.00
          2000.00
          Equities
        
        
          MIROMATRIX MED INC             COM
          
            2500-12-31
          
          N/A
          1400.00
          5572.00
          Equities
        
        
          MIZUHO FINANCIAL GROUP INC     SPONSORED ADR
          353800CI5L6DDAN5XZ33
          
            2500-12-31
          
          N/A
          108986.00
          259386.68
          Equities
        
        
          MOLECULIN BIOTECH INC          COM
          549300IB1TLJZCHEO353
          
            2500-12-31
          
          N/A
          14400.00
          21600.00
          Equities
        
        
          MOMENTUS INC                   COM CL A
          
            2500-12-31
          
          N/A
          148840.00
          470334.40
          Equities
        
        
          NRX PHARMACEUTICALS INC        COM
          5493003FN4CLS0670T77
          
            2500-12-31
          
          N/A
          901590.00
          481990.01
          Equities
        
        
          NANOVIBRONIX INC               COM
          5493008114LTFZQ2I595
          
            2500-12-31
          
          N/A
          2600.00
          1897.48
          Equities
        
        
          NATURAL ORDER ACQUISITION CORP COM
          
            2500-12-31
          
          N/A
          37994.00
          374620.84
          Equities
        
        
          NEMAURA MED INC                COM NEW
          549300P7MGHAVZCM1N34
          
            2500-12-31
          
          N/A
          14202.00
          40333.68
          Equities
        
        
          NEPHROS INC                    COM
          549300TLN1G9WX00KA57
          
            2500-12-31
          
          N/A
          3300.00
          6105.00
          Equities
        
        
          NEPTUNE WELLNESS SOLUTIONS INC COM
          5493000MC5RJH74XZ687
          
            2500-12-31
          
          N/A
          132418.00
          20696.93
          Equities
        
        
          CHINA LIBERAL ED HLDGS LTD     ORD
          
            2500-12-31
          
          N/A
          194900.00
          214390.00
          Equities
        
        
          BIT ORIGIN LTD                 SHS
          549300MXMBF4HBZ76I76
          
            2500-12-31
          
          N/A
          8700.00
          7134.00
          Equities
        
        
          COLISEUM ACQUISITION CORP      CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          17765.00
          171965.20
          Equities
        
        
          COLOR STAR TECHNOLOGY CO LTD   SHS NEW
          
            2500-12-31
          
          N/A
          14600.00
          1959.32
          Equities
        
        
          CORNER GROWTH ACQUISITN CORP 2 CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          29208.00
          291495.84
          Equities
        
        
          COMPASS DIGITAL ACQUISITN CORP CLASS A ORD
          
            2500-12-31
          
          N/A
          32723.00
          315122.49
          Equities
        
        
          DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS
          
            2500-12-31
          
          N/A
          30275.00
          297603.25
          Equities
        
        
          DHC ACQUISITION CORP           CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          23903.00
          233293.28
          Equities
        
        
          INVESCO QQQ TR                 UNIT SER 1
          549300VY6FEJBCIMET58
          
            2500-12-31
          
          N/A
          1.00
          309.10
          Equities
        
        
          INVESCO QQQ TR                 UNIT SER 1
          549300VY6FEJBCIMET58
          
            2500-12-31
          
          N/A
          39144.00
          12099410.40
          Equities
        
        
          INVESCO ACTVELY MNGD ETC FD TR OPTIMUM YIELD
          549300FMDZNC0BEIYQ10
          
            2500-12-31
          
          N/A
          9482.00
          186510.94
          Equities
        
        
          INTRUSION INC                  COM NEW
          
            2500-12-31
          
          N/A
          23837.00
          76040.03
          Equities
        
        
          INVESCO EXCHANGE TRADED FD TR  DYNMC SOFTWARE
          549300U2XUTJF7H4HV96
          
            2500-12-31
          
          N/A
          16865.00
          1672827.54
          Equities
        
        
          INVESCO DB COMMDY INDX TRCK FD UNIT
          549300HIW8J5DIIYYM41
          
            2500-12-31
          
          N/A
          400.00
          11600.00
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR INVSC 30 MUNI BD
          549300TVYVFWZ8TYU483
          
            2500-12-31
          
          N/A
          1000.00
          22465.00
          Equities
        
        
          NLS PHARMACEUTICS LTD          SHS
          
            2500-12-31
          
          N/A
          1600.00
          1044.96
          Equities
        
        
          OBSEVA SA                      COM
          549300PNZ0UEJVKN1618
          
            2500-12-31
          
          N/A
          48416.00
          85696.32
          Equities
        
        
          ARRIVAL GROUP                  SHS
          549300IID9QLI5KRBG37
          
            2500-12-31
          
          N/A
          695726.00
          1259264.06
          Equities
        
        
          ARRIVAL GROUP                  SHS
          549300IID9QLI5KRBG37
          
            2500-12-31
          
          N/A
          1650766.00
          2987886.46
          Equities
        
        
          COMPUGEN LTD                   ORD
          
            2500-12-31
          
          N/A
          149200.00
          279004.00
          Equities
        
        
          ENTERA BIO LTD                 SHS
          549300C3XPVV86UK2O23
          
            2500-12-31
          
          N/A
          16700.00
          38410.00
          Equities
        
        
          INSPIRA TECHNOLOGIES OXY BHN   SHS
          
            2500-12-31
          
          N/A
          8500.00
          13855.00
          Equities
        
        
          KRANESHARES TR                 BOSERA MSCI CHIN
          
            2500-12-31
          
          N/A
          76.00
          2549.04
          Equities
        
        
          FUTURE FINTECH GROUP INC       COM
          549300ON6WZ5PWKH5626
          
            2500-12-31
          
          N/A
          68800.00
          33505.60
          Equities
        
        
          FUSION PHARMACEUTICALS INC     COM
          
            2500-12-31
          
          N/A
          1799.00
          6512.38
          Equities
        
        
          GBS INC                        COM
          549300JIQ6MVR4PC5311
          
            2500-12-31
          
          N/A
          123500.00
          71790.55
          Equities
        
        
          GAIN THERAPEUTICS INC          COM
          
            2500-12-31
          
          N/A
          19482.00
          56108.16
          Equities
        
        
          GALECTIN THERAPEUTICS INC      COM NEW
          5299004HFYSAZM2ALW85
          
            2500-12-31
          
          N/A
          41299.00
          54514.68
          Equities
        
        
          GAUCHO GROUP HLDGS INC         COM NEW
          549300OJQBEC14FI7W33
          
            2500-12-31
          
          N/A
          34318.00
          37406.62
          Equities
        
        
          GELESIS HLDGS INC              COM
          
            2500-12-31
          
          N/A
          21629.00
          103170.33
          Equities
        
        
          GENETRON HLDGS LTD             ADS
          
            2500-12-31
          
          N/A
          12989.00
          18834.05
          Equities
        
        
          GENOCEA BIOSCIENCES INC        COM NEW
          549300BRZWG25RBYA369
          
            2500-12-31
          
          N/A
          154399.00
          9572.74
          Equities
        
        
          GENPREX INC                    COM
          549300KS9771JZ234890
          
            2500-12-31
          
          N/A
          5199.00
          7798.50
          Equities
        
        
          GETNET ADQUIRENCIA E SERVICOS  SPONSORED ADS
          
            2500-12-31
          
          N/A
          5913.00
          10939.05
          Equities
        
        
          GLIMPSE GROUP INC              COM
          894500CSTVM1UWLRAR80
          
            2500-12-31
          
          N/A
          2050.00
          8405.00
          Equities
        
        
          GLOBAL X FDS                   THMATC GWT ETF
          54930044AFS7LABEEY46
          
            2500-12-31
          
          N/A
          5000.00
          158350.00
          Equities
        
        
          GLOBAL X FDS                   CLOUD COMPUTNG
          549300F8H8CYXO517159
          
            2500-12-31
          
          N/A
          57.00
          1037.97
          Equities
        
        
          GOOD TIMES RESTAURANTS INC     COM NEW
          
            2500-12-31
          
          N/A
          1600.00
          4368.00
          Equities
        
        
          GOOD WKS II ACQUISITION CORP   COMMON STOCK
          
            2500-12-31
          
          N/A
          14446.00
          142870.94
          Equities
        
        
          GRAYBUG VISION INC             COM SHS
          
            2500-12-31
          
          N/A
          18522.00
          16710.55
          Equities
        
        
          GREENPRO CAP CORP              COM
          
            2500-12-31
          
          N/A
          26600.00
          8490.72
          Equities
        
        
          GROM SOCIAL ENTERPRISES INC    COM NEW
          
            2500-12-31
          
          N/A
          3600.00
          2710.80
          Equities
        
        
          ISHARES TR                     CORE TOTAL USD
          549300IWM5U5LVTDP761
          
            2500-12-31
          
          N/A
          25985.00
          1251957.30
          Equities
        
        
          ISHARES TR                     IBONDS DEC24 ETF
          549300R93OGRBVTV2G26
          
            2500-12-31
          
          N/A
          4439.00
          111241.34
          Equities
        
        
          ISHARES TR                     IBONDS DEC 2031
          549300LPRACPC43DIL75
          
            2500-12-31
          
          N/A
          100.00
          2232.50
          Equities
        
        
          XPRESSPA GROUP INC             COM
          5493008DNQXUL3S4T320
          
            2500-12-31
          
          N/A
          182800.00
          141194.72
          Equities
        
        
          XERIS BIOPHARMA HOLDINGS INC   COM
          
            2500-12-31
          
          N/A
          4730.00
          10689.80
          Equities
        
        
          XERIS BIOPHARMA HOLDINGS INC   COM
          
            2500-12-31
          
          N/A
          1000338.00
          2260763.88
          Equities
        
        
          XOS INC                        COMMON STOCK
          254900ZQWJF169CBQB40
          
            2500-12-31
          
          N/A
          214807.00
          612199.95
          Equities
        
        
          YATSEN HLDG LTD                ADS
          
            2500-12-31
          
          N/A
          120629.00
          59204.71
          Equities
        
        
          YIELD10 BIOSCIENCE INC         COM
          5493008TC8RB9CSBE696
          
            2500-12-31
          
          N/A
          5029.00
          14533.81
          Equities
        
        
          YUMANITY THERAPEUTICS INC      COM
          549300GNQLMQP5WNHC81
          
            2500-12-31
          
          N/A
          4200.00
          4620.00
          Equities
        
        
          ZIVO BIOSCIENCE INC            COM NEW
          549300WXWSRBQ5NTCF69
          
            2500-12-31
          
          N/A
          10800.00
          33480.00
          Equities
        
        
          ENGLOBAL CORP                  COM
          529900UKIZ4H2BMAZ150
          
            2500-12-31
          
          N/A
          105700.00
          125783.00
          Equities
        
        
          ENSYSCE BIOSCIENCES INC        COM
          
            2500-12-31
          
          N/A
          162900.00
          86353.29
          Equities
        
        
          ENVERIC BIOSCIENCES INC        COM NEW
          549300CATCWKUQ6G5854
          
            2500-12-31
          
          N/A
          558500.00
          114995.15
          Equities
        
        
          ENVERIC BIOSCIENCES INC        COM NEW
          549300CATCWKUQ6G5854
          
            2500-12-31
          
          N/A
          40465.00
          8331.74
          Equities
        
        
          ENVVENO MEDICAL CORPORATION    COM
          549300KF5KREFECSNV87
          
            2500-12-31
          
          N/A
          37444.00
          155392.60
          Equities
        
        
          ENVVENO MEDICAL CORPORATION    COM
          549300KF5KREFECSNV87
          
            2500-12-31
          
          N/A
          8106.00
          33639.90
          Equities
        
        
          ESPORTS ENTMT GROUP INC        COM
          549300OQ4VBDLOB5RA47
          
            2500-12-31
          
          N/A
          216200.00
          84490.96
          Equities
        
        
          ESPORTS ENTMT GROUP INC        COM
          549300OQ4VBDLOB5RA47
          
            2500-12-31
          
          N/A
          13512.00
          5280.49
          Equities
        
        
          ETON PHARMACEUTICALS INC       COM
          
            2500-12-31
          
          N/A
          41100.00
          130287.00
          Equities
        
        
          EVOLV TECHNOLOGIES HLDNGS INC  COM CL A
          
            2500-12-31
          
          N/A
          112562.00
          323052.94
          Equities
        
        
          EVOLV TECHNOLOGIES HLDNGS INC  COM CL A
          
            2500-12-31
          
          N/A
          19239.00
          55215.93
          Equities
        
        
          EXCHANGE TRADED CONCEPTS TR    ROBO GLB ETF
          549300DWX5221AQZYJ12
          
            2500-12-31
          
          N/A
          3242.00
          164499.08
          Equities
        
        
          EXCHANGE LISTED FDS TR         CABANA MODERATE
          
            2500-12-31
          
          N/A
          408.00
          8972.94
          Equities
        
        
          FIRST TR EXCHANGE TRADED FD II NASDQ CLN EDGE
          549300IMO4B4W5RWYH14
          
            2500-12-31
          
          N/A
          1495.00
          129825.80
          Equities
        
        
          OXBRIDGE RE HLDGS LTD          SHS
          
            2500-12-31
          
          N/A
          10200.00
          50694.00
          Equities
        
        
          MOXIAN BVI INC                 ORDINARY SHARES
          
            2500-12-31
          
          N/A
          2700.00
          3105.00
          Equities
        
        
          REWALK ROBOTICS LTD            SHS
          529900YOD61G7ECPV281
          
            2500-12-31
          
          N/A
          49762.00
          47676.97
          Equities
        
        
          REE AUTOMOTIVE LTD             CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          84300.00
          139938.00
          Equities
        
        
          TABOOLA.COM LTD                ORD SHS
          
            2500-12-31
          
          N/A
          20800.00
          73840.00
          Equities
        
        
          VASCULAR BIOGENICS LTD         COM
          54930046IZW5JCXF4M07
          
            2500-12-31
          
          N/A
          170003.00
          331505.85
          Equities
        
        
          ATAI LIFE SCIENCES NV          SHS
          391200Z8UWPJSNBNCA11
          
            2500-12-31
          
          N/A
          412517.00
          1678944.19
          Equities
        
        
          INFLARX NV                     COM
          391200708PAUDLQ31581
          
            2500-12-31
          
          N/A
          41068.00
          60369.96
          Equities
        
        
          LILIUM N V                     CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          5424.00
          15132.96
          Equities
        
        
          PROQR THRAPEUTICS N V          SHS EURO
          549300NGS2FJGGDBGS06
          
            2500-12-31
          
          N/A
          105433.00
          71673.35
          Equities
        
        
          CENNTRO ELECTRIC GROUP LIMITED ORD SHS
          549300UDHPKCYMMCEM56
          
            2500-12-31
          
          N/A
          466192.00
          843807.52
          Equities
        
        
          CASTOR MARITIME INC            SHS NEW
          213800G77XJSMF52UL75
          
            2500-12-31
          
          N/A
          78383.00
          152846.85
          Equities
        
        
          EQONEX LIMITED                 SHS
          9845005F6E0700AD5F45
          
            2500-12-31
          
          N/A
          137100.00
          156294.00
          Equities
        
        
          GLOBUS MARITIME LIMITED NEW    COM NEW
          549300UI7941O67A7N93
          
            2500-12-31
          
          N/A
          47100.00
          93729.00
          Equities
        
        
          IMPERIAL PETE INC              COMMON SHARES
          
            2500-12-31
          
          N/A
          134673.00
          73800.80
          Equities
        
        
          JX LUXVENTURE LIMITED          COM NEW
          54930094TV6SSEXV2R56
          
            2500-12-31
          
          N/A
          5500.00
          8140.00
          Equities
        
        
          OCEANPAL INC                   COMMON STOCK
          
            2500-12-31
          
          N/A
          91000.00
          55055.00
          Equities
        
        
          PERFORMANCE SHIPPING INC       COM NEW
          529900TDUX3CQLRVFO49
          
            2500-12-31
          
          N/A
          4100.00
          2719.12
          Equities
        
        
          PERFORMANCE SHIPPING INC       COM NEW
          529900TDUX3CQLRVFO49
          
            2500-12-31
          
          N/A
          3046.00
          2020.11
          Equities
        
        
          SEANERGY MARITIME HLDGS CORP   SHS NEW
          213800S7JIZA8FZXF245
          
            2500-12-31
          
          N/A
          255600.00
          306720.00
          Equities
        
        
          TOP SHIPS INC                  COM
          549300MWKDPUU7NJX050
          
            2500-12-31
          
          N/A
          43600.00
          29643.64
          Equities
        
        
          ADMA BIOLOGICS INC             COM
          
            2500-12-31
          
          N/A
          586553.00
          1196568.12
          Equities
        
        
          CINGULATE INC                  COMMON STOCK
          
            2500-12-31
          
          N/A
          2700.00
          3051.00
          Equities
        
        
          CLARUS THERAPEUTICS HLDNGS INC COM
          
            2500-12-31
          
          N/A
          178620.00
          75627.71
          Equities
        
        
          CLEARSIGN TECHNOLOGIES CORP    COM
          529900KAAUSQWCW66J95
          
            2500-12-31
          
          N/A
          8300.00
          10375.00
          Equities
        
        
          CLEARONE INC                   COM
          
            2500-12-31
          
          N/A
          54300.00
          31217.07
          Equities
        
        
          CLEVER LEAVES HOLDINGS INC     COM
          
            2500-12-31
          
          N/A
          1602.00
          1826.28
          Equities
        
        
          CLOVER HEALTH INVESTMENTS CORP COM CL A
          5493000HLYOYQU6LK133
          
            2500-12-31
          
          N/A
          525766.00
          1424825.86
          Equities
        
        
          COCRYSTAL PHARMA INC           COM
          549300QCJ6RBUJKI7S66
          
            2500-12-31
          
          N/A
          79800.00
          32893.56
          Equities
        
        
          CODE CHAIN NEW CONTINENT LTD   COM
          
            2049-01-01
          
          N/A
          40400.00
          26260.00
          Equities
        
        
          COMSTOCK HLDG COS INC          CL A NEW
          549300PHU1FSZ2GXMI11
          
            2500-12-31
          
          N/A
          352.00
          1693.12
          Equities
        
        
          RVL PHARMACEUTICALS PLC        SHS
          549300UFONE2USNRQ615
          
            2500-12-31
          
          N/A
          31800.00
          48336.00
          Equities
        
        
          PEPPERLIME HEALTH ACQUSTN CORP CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          20609.00
          202792.56
          Equities
        
        
          PLUM ACQUISITION CORP I        CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          13951.00
          136022.25
          Equities
        
        
          POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
          
            2500-12-31
          
          N/A
          108500.00
          35750.75
          Equities
        
        
          PROVIDENT ACQUISITION CORP     CL A
          
            2500-12-31
          
          N/A
          52085.00
          514599.80
          Equities
        
        
          PUHUI WEALTH INVT MGMT CO LTD  SHS
          
            2500-12-31
          
          N/A
          8600.00
          5074.00
          Equities
        
        
          QILIAN INTL HLDG GROUP LTD     COM
          
            2500-12-31
          
          N/A
          4800.00
          8352.00
          Equities
        
        
          AMERICAN REBEL HOLDINGS INC    COM
          549300FMVBRLWQQTW231
          
            2500-12-31
          
          N/A
          3150.00
          2187.99
          Equities
        
        
          AMERICAN RES CORP              CL A
          549300X4SNBGP0DDRY09
          
            2500-12-31
          
          N/A
          119500.00
          204345.00
          Equities
        
        
          AMERICAN VRTUAL CLOUD TECH INC COM
          
            2500-12-31
          
          N/A
          69794.00
          29662.45
          Equities
        
        
          AMESITE INC                    COM
          549300KJTPTB48X4PR54
          
            2500-12-31
          
          N/A
          3900.00
          2258.49
          Equities
        
        
          AMPLIFY ETF TR                 AMPLIFY LITHIUM
          549300SPZTELK054BM10
          
            2500-12-31
          
          N/A
          9400.00
          143256.00
          Equities
        
        
          HELIUS MED TECHNOLOGIES INC    COM CL A NEW
          549300BWJLIT2S349463
          
            2500-12-31
          
          N/A
          12300.00
          16482.00
          Equities
        
        
          HENNESSY CAPITAL INVS CORP V   COM CL A
          
            2500-12-31
          
          N/A
          90796.00
          889800.80
          Equities
        
        
          HENNESSY CAPITAL INVST CORP VI CLASS A COM
          
            2500-12-31
          
          N/A
          30400.00
          293664.00
          Equities
        
        
          HEXO CORP                      COM NEW
          529900NCXLID5EDY2E78
          
            2500-12-31
          
          N/A
          269532.00
          66709.17
          Equities
        
        
          HISTOGEN INC                   COM
          549300XHWPP338YQ8O67
          
            2500-12-31
          
          N/A
          55770.00
          9837.83
          Equities
        
        
          HOTH THERAPEUTICS INC          COM
          
            2500-12-31
          
          N/A
          7700.00
          3406.48
          Equities
        
        
          HYCROFT MINING HOLDING CORP    COM CL A
          
            2500-12-31
          
          N/A
          62600.00
          80128.00
          Equities
        
        
          HYCROFT MINING HOLDING CORP    COM CL A
          
            2500-12-31
          
          N/A
          47730.00
          61094.40
          Equities
        
        
          HYPERFINE INC                  COM CL A
          
            2500-12-31
          
          N/A
          189500.00
          517335.00
          Equities
        
        
          HYZON MOTORS INC               COM CL A
          
            2500-12-31
          
          N/A
          42200.00
          202560.00
          Equities
        
        
          IMAC HLDGS INC                 COM
          549300TXY4OF7MHCTD62
          
            2500-12-31
          
          N/A
          6930.00
          7969.50
          Equities
        
        
          IMAC HLDGS INC                 COM
          549300TXY4OF7MHCTD62
          
            2500-12-31
          
          N/A
          59500.00
          68425.00
          Equities
        
        
          INVO BIOSCIENCE INC            COM
          
            2500-12-31
          
          N/A
          1100.00
          1182.50
          Equities
        
        
          ISPECIMEN INC                  COM
          
            2500-12-31
          
          N/A
          8634.00
          26506.38
          Equities
        
        
          IDERA PHARMACEUTICALS INC      COM PAR
          549300JLJLICQGQFXF87
          
            2500-12-31
          
          N/A
          15200.00
          10475.84
          Equities
        
        
          IHUMAN INC                     ADS COMMON
          
            2500-12-31
          
          N/A
          6216.00
          14918.40
          Equities
        
        
          IMEDIA BRANDS INC              COM CL A
          5299009C9SZXPB0EEN07
          
            2500-12-31
          
          N/A
          6102.00
          11593.80
          Equities
        
        
          IMMUNOME INC                   COM
          
            2500-12-31
          
          N/A
          63498.00
          217163.16
          Equities
        
        
          INDAPTUS THERAPEUTICS INC      COM
          
            2500-12-31
          
          N/A
          6200.00
          14756.00
          Equities
        
        
          EXCHANGE LISTED FDS TR         CABANA CONSERVAT
          
            2500-12-31
          
          N/A
          109.00
          2324.97
          Equities
        
        
          EXELA TECHNOLOGIES INC         COM NEW
          549300CP95F46H3HDR87
          
            2500-12-31
          
          N/A
          1045000.00
          229900.00
          Equities
        
        
          EYENOVIA INC                   COM
          
            2500-12-31
          
          N/A
          3584.00
          8422.40
          Equities
        
        
          FTAC PARNASSUS ACQUISITN CORP  CLASS A COM
          
            2500-12-31
          
          N/A
          17791.00
          173640.16
          Equities
        
        
          FARADAY FUTRE INTLGT ELCTR INC COM
          
            2500-12-31
          
          N/A
          33710.00
          107534.90
          Equities
        
        
          FAST RADIUS INC                CLASS A COM
          
            2500-12-31
          
          N/A
          13200.00
          6864.00
          Equities
        
        
          FEMASYS INC                    COM
          
            2500-12-31
          
          N/A
          3900.00
          6045.00
          Equities
        
        
          FINGERMOTION INC               COM
          
            2500-12-31
          
          N/A
          2600.00
          4420.00
          Equities
        
        
          FIRST TR MID CAP CORE ALPHADEX COM SHS
          549300UMAZSND6P4WH64
          
            2500-12-31
          
          N/A
          442.00
          42082.82
          Equities
        
        
          SRAX INC                       CL A
          
            2500-12-31
          
          N/A
          3700.00
          13135.00
          Equities
        
        
          SPAR GROUP INC                 COM
          529900GHU4LESX3IFN94
          
            2500-12-31
          
          N/A
          2784.00
          3452.16
          Equities
        
        
          SPAR GROUP INC                 COM
          529900GHU4LESX3IFN94
          
            2500-12-31
          
          N/A
          2900.00
          3596.00
          Equities
        
        
          SALARIUS PHARMACEUTICALS INC   COM NEW
          549300CLUMLZXIHU7X22
          
            2500-12-31
          
          N/A
          362100.00
          66590.19
          Equities
        
        
          SALEM MEDIA GROUP INC          CL A
          549300CTHBTS2MIXZL54
          
            2500-12-31
          
          N/A
          14000.00
          40180.00
          Equities
        
        
          SARCOS TECHN AND ROBOTICS CORP COM
          
            2500-12-31
          
          N/A
          400.00
          1680.00
          Equities
        
        
          SCHWAB STRATEGIC TR            US MID-CAP ETF
          549300CX4Y7E1N0YFZ10
          
            2500-12-31
          
          N/A
          4754.00
          337296.30
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWB FDT EMK LG
          
            2500-12-31
          
          N/A
          12511.00
          347180.25
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWAB FDT US SC
          
            2500-12-31
          
          N/A
          3803.00
          193040.28
          Equities
        
        
          DIREXION SHS ETF TR            DLY TECH BULL 3X
          UVI6FKSURIFX5JUWGQ81
          
            2500-12-31
          
          N/A
          76.00
          3035.44
          Equities
        
        
          DIREXION SHS ETF TR            DLY SCOND 3XBU
          549300CSAWUY4LTETA16
          
            2500-12-31
          
          N/A
          93.00
          2349.18
          Equities
        
        
          DIREXION SHS ETF TR            20YR TRES BULL
          HIB1RJORN6PDA2VE6Q12
          
            2500-12-31
          
          N/A
          4500.00
          63450.00
          Equities
        
        
          DIREXION SHS ETF TR            DLY SMCAP BULL3X
          EI6O4TKYTT2L506TQD71
          
            2500-12-31
          
          N/A
          41.00
          1866.73
          Equities
        
        
          DIREXION SHS ETF TR            DRX S&amp;P500BULL
          WJRYIWB43R3GOXOHLG28
          
            2500-12-31
          
          N/A
          4591.00
          408644.91
          Equities
        
        
          DIREXION SHS ETF TR            HEALTHCARE BUL
          549300YXL6ODSHWJHM16
          
            2500-12-31
          
          N/A
          33.00
          3921.39
          Equities
        
        
          DIREXION SHS ETF TR            DAILY SM CP BEAR
          B4C8M27JY7DGJ8T2DE32
          
            2500-12-31
          
          N/A
          78.00
          2851.68
          Equities
        
        
          DIREXION SHS ETF TR            DAILY FINL BEAR
          GYVWXN884A53FOCS2U10
          
            2500-12-31
          
          N/A
          6466.00
          138372.40
          Equities
        
        
          DIREXION SHS ETF TR            DLY S&amp;P500 BR 3
          549300ITND2RJHT23406
          
            2500-12-31
          
          N/A
          54.00
          1137.78
          Equities
        
        
          DIREXION SHS ETF TR            DAILY DJ BULL
          549300XXKV22AN28JF38
          
            2500-12-31
          
          N/A
          30268.00
          357767.76
          Equities
        
        
          DIREXION SHS ETF TR            DAILY FTSE CHINA
          549300PYW6HP5QKTQV16
          
            2500-12-31
          
          N/A
          5931.00
          93235.32
          Equities
        
        
          RENOVORX INC                   COM NEW
          
            2500-12-31
          
          N/A
          11600.00
          22620.00
          Equities
        
        
          RESHAPE LIFESCIENCES INC       COM
          549300TKI48OFOSV4780
          
            2500-12-31
          
          N/A
          6900.00
          5417.88
          Equities
        
        
          RESEARCH FRONTIERS INC         COM
          
            2500-12-31
          
          N/A
          25100.00
          42670.00
          Equities
        
        
          REVELATION BIOSCIENCES INC     COM
          
            2500-12-31
          
          N/A
          8600.00
          4595.84
          Equities
        
        
          REVIVA PHARMACEUTCLS HLDGS INC COM
          
            2500-12-31
          
          N/A
          9300.00
          16089.00
          Equities
        
        
          RICEBRAN TECHNOLOGIES          COM NEW
          549300DZDR8N8C3WJ144
          
            2500-12-31
          
          N/A
          62400.00
          41489.76
          Equities
        
        
          ROOT INC                       COM CL A
          
            2500-12-31
          
          N/A
          38902.00
          55240.84
          Equities
        
        
          ROOT INC                       COM CL A
          
            2500-12-31
          
          N/A
          269113.00
          382140.46
          Equities
        
        
          SAB BIOTHERAPEUTICS INC        COM
          
            2500-12-31
          
          N/A
          11522.00
          22813.56
          Equities
        
        
          SCP &amp; CO HEALTHCARE ACQUSTN CO COM CL A
          
            2500-12-31
          
          N/A
          29195.00
          287570.75
          Equities
        
        
          ISHARES TR                     CONSER ALLOC ETF
          5493006RWQOSWQVI0659
          
            2500-12-31
          
          N/A
          31598.00
          1141635.74
          Equities
        
        
          ISHARES TR                     0-5 YR TIPS ETF
          549300GIWSEGOQLZR212
          
            2500-12-31
          
          N/A
          3394.00
          354163.90
          Equities
        
        
          ISHARES TR                     IBNDS MAR23 ETF
          54930072NH2YOKLOWY24
          
            2500-12-31
          
          N/A
          2200.00
          53515.00
          Equities
        
        
          ISHARES INC                    ESG AWR MSCI EM
          549300JES9K0OUJ8F389
          
            2500-12-31
          
          N/A
          100.00
          3383.00
          Equities
        
        
          VANGUARD SCOTTSDALE FDS        VNG RUS2000GRW
          
            2500-12-31
          
          N/A
          2026.00
          329468.12
          Equities
        
        
          VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL
          
            2500-12-31
          
          N/A
          1300.00
          174642.00
          Equities
        
        
          VAXXINITY INC                  COM CL A
          
            2500-12-31
          
          N/A
          26600.00
          119700.00
          Equities
        
        
          VERB TECHNOLOGY CO INC         COM
          54930048C3BMORBXZM88
          
            2500-12-31
          
          N/A
          56639.00
          30585.06
          Equities
        
        
          VERONA PHARMA PLC              SPONSORED ADS
          213800EVI6O6J3TIAL06
          
            2500-12-31
          
          N/A
          40600.00
          179452.00
          Equities
        
        
          VERSUS SYSTEMS INC             COM NEW
          5299008J9WHQVAXZVU55
          
            2500-12-31
          
          N/A
          65365.00
          33656.44
          Equities
        
        
          VIRPAX PHARMACEUTICALS INC     COM
          
            2500-12-31
          
          N/A
          55500.00
          79365.00
          Equities
        
        
          VISLINK TECHNOLOGIES INC       COM
          549300QXCON16MHSX919
          
            2500-12-31
          
          N/A
          275000.00
          196185.00
          Equities
        
        
          VIVEVE MED INC                 COM NEW
          
            2500-12-31
          
          N/A
          5500.00
          3937.45
          Equities
        
        
          VIVOS THERAPEUTICS INC         COM
          
            2500-12-31
          
          N/A
          12300.00
          23001.00
          Equities
        
        
          VOLCON INC                     COM
          
            2500-12-31
          
          N/A
          3500.00
          4515.00
          Equities
        
        
          STRATA SKIN SCIENCES INC       COM NEW
          529900JXBTG5OB59PM04
          
            2500-12-31
          
          N/A
          2000.00
          2220.00
          Equities
        
        
          STRYVE FOODS INC               CLASS A COM
          
            2500-12-31
          
          N/A
          8300.00
          10624.00
          Equities
        
        
          WISA TECHNOLOGIES INC          COM NEW
          549300ZRVZV7FC0R7594
          
            2500-12-31
          
          N/A
          24659.00
          17584.33
          Equities
        
        
          SUNDIAL GROWERS INC            COM
          549300O3OT13PHMLHI97
          
            2500-12-31
          
          N/A
          10240336.00
          3978370.54
          Equities
        
        
          SUNSHINE BIOPHARMA INC         COM NEW
          
            2500-12-31
          
          N/A
          183700.00
          244321.00
          Equities
        
        
          SUNWORKS INC                   COM NEW
          549300LGWVGT6Q975H59
          
            2500-12-31
          
          N/A
          1233.00
          2453.67
          Equities
        
        
          SUPER LEAGUE GAMING INC        COM
          549300WQTSJRTPRU5C77
          
            2500-12-31
          
          N/A
          26000.00
          29640.00
          Equities
        
        
          SURGEPAYS INC                  COM NEW
          549300107QZQ6Y0W4S20
          
            2500-12-31
          
          N/A
          5000.00
          24650.00
          Equities
        
        
          SURROZEN INC                   COM
          
            2500-12-31
          
          N/A
          6600.00
          17886.00
          Equities
        
        
          SYNCHRONOSS TECHNOLOGIES INC   COM
          5493007Z5J8Z2TA76376
          
            2500-12-31
          
          N/A
          3599.00
          5758.40
          Equities
        
        
          TMC THE METALS COMPANY INC     COM
          
            2500-12-31
          
          N/A
          140200.00
          217310.00
          Equities
        
        
          TASTEMAKER ACQUISITION CORP    COM CL A
          
            2500-12-31
          
          N/A
          40201.00
          397989.90
          Equities
        
        
          TERAWULF INC                   COM
          
            2500-12-31
          
          N/A
          7347.00
          24245.10
          Equities
        
        
          TERAWULF INC                   COM
          
            2500-12-31
          
          N/A
          11671.00
          38514.30
          Equities
        
        
          THE VERY GOOD FOOD CO INC      COM
          52990096LFOS4TLZBF38
          
            2500-12-31
          
          N/A
          18000.00
          4752.00
          Equities
        
        
          THUNDER BRDG CAP PRTNRS IV INC CLASS A COM
          
            2500-12-31
          
          N/A
          48509.00
          474418.02
          Equities
        
        
          TIDAL ETF TR                   RPAR RISK PARI
          549300P6SPNYGRUISQ43
          
            2500-12-31
          
          N/A
          2637.00
          56721.87
          Equities
        
        
          TITAN PHARMACEUTICALS INC DEL  COM NEW
          549300NOUZGB2ZNVJ794
          
            2500-12-31
          
          N/A
          236007.00
          98650.93
          Equities
        
        
          TOMI ENVIRONMENTAL SOLUTIONS I COM NEW
          
            2500-12-31
          
          N/A
          14500.00
          13775.00
          Equities
        
        
          TRANSGLOBE ENERGY CORP         COM
          549300QMNS6BDY8UUB03
          
            2500-12-31
          
          N/A
          2989.00
          14048.30
          Equities
        
        
          TREVI THERAPEUTICS INC         COM
          
            2500-12-31
          
          N/A
          17400.00
          41586.00
          Equities
        
        
          TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE
          549300U53RY8KUMDBL44
          
            2500-12-31
          
          N/A
          9297.00
          190123.65
          Equities
        
        
          SCIENCE 37 HOLDINGS INC        COM
          
            2500-12-31
          
          N/A
          167700.00
          617136.00
          Equities
        
        
          BIT MINING LIMITED             SPON ADR REP A
          
            2500-12-31
          
          N/A
          3000.00
          1140.00
          Equities
        
        
          SEACHANGE INTL INC             COM
          5299000DNT7FHOUI6489
          
            2500-12-31
          
          N/A
          127301.00
          101267.95
          Equities
        
        
          SELLAS LIFE SCIENCES GROUP INC COM NEW
          549300VZIH50VYURLQ98
          
            2500-12-31
          
          N/A
          27700.00
          81992.00
          Equities
        
        
          SEMA4 HOLDINGS CORP            COM CL A
          
            2500-12-31
          
          N/A
          722475.00
          1560546.00
          Equities
        
        
          SEMA4 HOLDINGS CORP            COM CL A
          
            2500-12-31
          
          N/A
          423230.00
          914176.80
          Equities
        
        
          SENESTECH INC                  COM NEW
          549300YVNQPK8VJ8TT73
          
            2500-12-31
          
          N/A
          17700.00
          8402.19
          Equities
        
        
          SENESTECH INC                  COM NEW
          549300YVNQPK8VJ8TT73
          
            2500-12-31
          
          N/A
          5892.00
          2796.93
          Equities
        
        
          SHAPEWAYS HOLDINGS INC         COMMON STOCK
          
            2500-12-31
          
          N/A
          8168.00
          13640.56
          Equities
        
        
          SHARECARE INC                  COM CL A
          
            2500-12-31
          
          N/A
          89984.00
          252855.04
          Equities
        
        
          SHARECARE INC                  COM CL A
          
            2500-12-31
          
          N/A
          367430.00
          1032478.30
          Equities
        
        
          SHIFTPIXY INC                  COM NEW
          5299000XGQMB6TK04R72
          
            2500-12-31
          
          N/A
          147277.00
          52121.33
          Equities
        
        
          SHINECO INC                    COM
          
            2500-12-31
          
          N/A
          28800.00
          47232.00
          Equities
        
        
          SIDUS SPACE INC                CLASS A COM
          
            2500-12-31
          
          N/A
          4100.00
          6478.00
          Equities
        
        
          SILVERSUN TECHNOLOGIES INC     COM NEW
          
            2500-12-31
          
          N/A
          3300.00
          9537.00
          Equities
        
        
          SINGULARITY FUTURE TECH LTD    COM NEW
          529900WGYD5BTM777Z32
          
            2500-12-31
          
          N/A
          34796.00
          159713.64
          Equities
        
        
          SMILEDIRECTCLUB INC            CL A COM
          254900QFZEGKCURCJS93
          
            2500-12-31
          
          N/A
          360170.00
          525848.20
          Equities
        
        
          SO YOUNG INTERNATIONAL INC     SPONSORED ADS
          
            2500-12-31
          
          N/A
          44124.00
          52066.32
          Equities
        
        
          SOLIGENIX INC                  COM
          549300MN2EF9LQHLT817
          
            2500-12-31
          
          N/A
          15400.00
          9087.54
          Equities
        
        
          SONDER HOLDINGS INC            CLASS A COM
          
            2500-12-31
          
          N/A
          54643.00
          123493.18
          Equities
        
        
          SONDER HOLDINGS INC            CLASS A COM
          
            2500-12-31
          
          N/A
          115763.00
          261624.38
          Equities
        
        
          BANK OF MONTREAL               NT LKD 41
          
            2500-12-31
          
          N/A
          35502.00
          227567.82
          Equities
        
        
          ADVANCED HUMAN IMAGING LTD     ADS
          
            2500-12-31
          
          N/A
          19200.00
          14937.60
          Equities
        
        
          WORLDWIDE WEBB ACQUISITION COR CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          27550.00
          270541.00
          Equities
        
        
          ZENVIA INC                     CLASS A COM
          
            2500-12-31
          
          N/A
          11400.00
          44916.00
          Equities
        
        
          AGILE THERAPEUTICS INC         COM NEW
          529900AJZBQ4SDDB0T37
          
            2500-12-31
          
          N/A
          7167.00
          11108.85
          Equities
        
        
          ALLARITY THERAPEUTICS INC      COMMON STOCK
          
            2500-12-31
          
          N/A
          653.00
          1874.11
          Equities
        
        
          ALLENA PHARMACEUTICALS         COM
          549300749HO5QS40BX97
          
            2500-12-31
          
          N/A
          108500.00
          13291.25
          Equities
        
        
          HHG CAPITAL CORPORATION        ORDINARY SHARES
          
            2500-12-31
          
          N/A
          517.00
          5159.66
          Equities
        
        
          IX ACQUISITION CORP            CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          5152.00
          50438.08
          Equities
        
        
          LAMF GLOBAL VENTURES CORP I    CLASS A ORD
          
            2500-12-31
          
          N/A
          38396.00
          380120.40
          Equities
        
        
          LUOKUNG TECHNOLOGY CORP        SHS
          549300COL9W0H0S72M02
          
            2500-12-31
          
          N/A
          72300.00
          27654.75
          Equities
        
        
          METEN HOLDING GROUP LTD        SHS NEW
          
            2500-12-31
          
          N/A
          15163.00
          22289.61
          Equities
        
        
          NEWEGG COMMERCE INC            COMMON SHARES
          
            2500-12-31
          
          N/A
          14698.00
          66728.92
          Equities
        
        
          SONIC FDRY INC                 COM NEW
          
            2500-12-31
          
          N/A
          3100.00
          5084.00
          Equities
        
        
          T2 BIOSYSTEMS INC              COM
          54930027RQTU9CHLKL88
          
            2500-12-31
          
          N/A
          22300.00
          4658.47
          Equities
        
        
          UNICYCIVE THERAPEUTICS INC     COM
          
            2500-12-31
          
          N/A
          4800.00
          4272.00
          Equities
        
        
          UXIN LTD                       ADS
          549300OV7Z440PI54J04
          
            2500-12-31
          
          N/A
          31827.00
          14099.36
          Equities
        
        
          VMG CONSUMER ACQUISITION CORP  CLASS A COM
          
            2500-12-31
          
          N/A
          27016.00
          267188.24
          Equities
        
        
          VACASA INC                     CLASS A COM
          
            2500-12-31
          
          N/A
          89800.00
          404100.00
          Equities
        
        
          VANECK ETF TRUST               FUTURE OF FOOD
          549300DI4M8CH44TKM27
          
            2500-12-31
          
          N/A
          100.00
          2121.18
          Equities
        
        
          VANGUARD ADMIRAL FDS INC       500 VAL IDX FD
          
            2500-12-31
          
          N/A
          420.00
          61593.00
          Equities
        
        
          VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX
          
            2500-12-31
          
          N/A
          681.00
          128055.24
          Equities
        
        
          VANGUARD ADMIRAL FDS INC       MIDCP 400 IDX
          
            2500-12-31
          
          N/A
          100.00
          17171.00
          Equities
        
        
          VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF
          
            2500-12-31
          
          N/A
          43347.00
          3046427.16
          Equities
        
        
          SPDR INDEX SHS FDS             MSCI ACWI CLMTE
          5493002MYQ9QUL9F9T82
          
            2500-12-31
          
          N/A
          65408.00
          1872722.61
          Equities
        
        
          SPDR INDEX SHS FDS             ASIA PACIF ETF
          549300EIUBUJ3UVV3B27
          
            2500-12-31
          
          N/A
          17.00
          1748.97
          Equities
        
        
          SPDR INDEX SHS FDS             S&amp;P INTL SMLCP
          5493002VC63NJO18II02
          
            2500-12-31
          
          N/A
          4273.00
          139884.77
          Equities
        
        
          SPDR SER TR                    COMP SOFTWARE
          5493005QE6PTF3R7AJ47
          
            2500-12-31
          
          N/A
          2009.00
          249778.97
          Equities
        
        
          SPDR SER TR                    AEROSPACE DEF
          5493006TZ0473G1GOE68
          
            2500-12-31
          
          N/A
          92.00
          10061.12
          Equities
        
        
          SPDR SER TR                    PORTFOLIO AGRGTE
          549300E2D1JKWI3P9D54
          
            2500-12-31
          
          N/A
          428.00
          11560.28
          Equities
        
        
          J P MORGAN EXCHANGE TRADED FD  US AGGREGATE ETF
          549300Y7I30NRICF3S33
          
            2500-12-31
          
          N/A
          12500.00
          614500.00
          Equities
        
        
          JOHN HANCOCK EXCHANGE TRADED   PREFERRED INCOME
          549300B5ZQWG9ZS59L44
          
            2500-12-31
          
          N/A
          860.00
          20270.20
          Equities
        
        
          ISHARES GOLD TR                ISHARES NEW
          5493006UOY7GXQW0IP42
          
            2500-12-31
          
          N/A
          374.00
          13176.02
          Equities
        
        
          ISHARES INC                    JP MORGAN EM ETF
          549300ZZ765YKMMG3526
          
            2500-12-31
          
          N/A
          4691.00
          166061.40
          Equities
        
        
          ISHARES TR                     INTL TREA BD ETF
          549300B2GPMXZXJU1462
          
            2500-12-31
          
          N/A
          3291.00
          142368.66
          Equities
        
        
          ISHARES TR                     CALIF MUN BD ETF
          5493005PBQ3IFT3REX09
          
            2500-12-31
          
          N/A
          6367.00
          365465.80
          Equities
        
        
          ISHARES TR                     ASIA 50 ETF
          549300SI0W8VMRSNVL85
          
            2500-12-31
          
          N/A
          4128.00
          265389.12
          Equities
        
        
          ISHARES TR                     IBOXX HI YD ETF
          
            2500-12-31
          
          N/A
          150891.00
          12099949.29
          Equities
        
        
          LISTED FD TR                   TRUESHARES LW VO
          549300HDZ3ZBMFM40D82
          
            2500-12-31
          
          N/A
          100.00
          3091.55
          Equities
        
        
          LIXIANG ED HLDG CO LTD         ADS
          
            2500-12-31
          
          N/A
          1200.00
          4008.00
          Equities
        
        
          NEXTNAV INC                    COMMON STOCK
          
            2500-12-31
          
          N/A
          156200.00
          546700.00
          Equities
        
        
          NEXTNAV INC                    COMMON STOCK
          
            2500-12-31
          
          N/A
          37165.00
          130077.50
          Equities
        
        
          ODYSSEY MARINE EXPL INC        COM NEW
          549300KNVIY6EZIJ2221
          
            2500-12-31
          
          N/A
          4500.00
          17820.00
          Equities
        
        
          ONCOLYTICS BIOTECH INC         COM NEW
          
            2500-12-31
          
          N/A
          5900.00
          6608.00
          Equities
        
        
          CANOPY GROWTH CORP             COM
          529900CSD7NH1UBC9X07
          
            2500-12-31
          
          N/A
          8791.00
          42900.08
          Equities
        
        
          SMART POWERR CORP              COM
          549300UTVWIHBTUTIY20
          
            2500-12-31
          
          N/A
          3302.00
          12415.52
          Equities
        
        
          POLARITYTE INC                 COM NEW
          549300S23HGL0P1Y1N41
          
            2500-12-31
          
          N/A
          26900.00
          67250.00
          Equities
        
        
          FGI INDUSTRIES LTD             ORDINARY SHARES
          
            2500-12-31
          
          N/A
          2307.00
          5098.47
          Equities
        
        
          ROSE HILL ACQUISITION CORP     CLASS A ORD
          
            2500-12-31
          
          N/A
          9190.00
          91900.00
          Equities
        
        
          SATELLOGIC INC                 CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          31000.00
          147870.00
          Equities
        
        
          7 ACQUISITION CORPORATION      SHS CL A
          
            2500-12-31
          
          N/A
          16443.00
          162950.13
          Equities
        
        
          SWVL HOLDINGS CORP             CLASS A COM
          
            2500-12-31
          
          N/A
          2900.00
          14181.00
          Equities
        
        
          TALON 1 ACQUISITION CORP       CLASS A ORD
          
            2500-12-31
          
          N/A
          8995.00
          90669.60
          Equities
        
        
          BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW
          
            2500-12-31
          
          N/A
          2857.00
          3485.54
          Equities
        
        
          GOGORO INC                     ORDINARY SHARES
          
            2500-12-31
          
          N/A
          24360.00
          102312.00
          Equities
        
        
          SPINNAKER ETF SERIES           TRAJAN WEALTH
          549300WYHPPSSN255520
          
            2500-12-31
          
          N/A
          4900.00
          47040.00
          Equities
        
        
          MOUNT RAINIER ACQUISITION CORP COM
          
            2500-12-31
          
          N/A
          31818.00
          317861.82
          Equities
        
        
          WISDOMTREE TR                  EMG MKTS SMCAP
          549300IH7SUKJY3BJ337
          
            2500-12-31
          
          N/A
          3494.00
          174420.48
          Equities
        
        
          MAXPRO CAPITAL ACQUISITN CORP  CLASS A COM
          
            2500-12-31
          
          N/A
          817.00
          8186.34
          Equities
        
        
          AURORA INNOVATION INC          CLASS A COM
          
            2500-12-31
          
          N/A
          196569.00
          621158.04
          Equities
        
        
          AVADEL PHARMACEUTICALS PLC     SPONSORED ADR
          549300E27PTSG2RHC762
          
            2500-12-31
          
          N/A
          127100.00
          317750.00
          Equities
        
        
          B RILEY PRINCIPAL 150 MERGER   COM CL A
          
            2500-12-31
          
          N/A
          65006.00
          639659.04
          Equities
        
        
          BANK OF MONTREAL               CAL LKD 41
          
            2500-12-31
          
          N/A
          61.00
          4693.95
          Equities
        
        
          BARCLAYS BANK PLC              IPATHBBGNATGAS37
          
            2500-12-31
          
          N/A
          52.00
          2358.72
          Equities
        
        
          BARCLAYS BANK PLC              IPATH B AGRCULTR
          
            2500-12-31
          
          N/A
          28976.00
          821310.23
          Equities
        
        
          APOLLO ENDOSURGERY INC         COM
          549300OD82W5UIMD4H13
          
            2500-12-31
          
          N/A
          5900.00
          27553.00
          Equities
        
        
          APPLIED GENETIC TECHNOLOGIES C COM
          549300I3X9WJZYN79L35
          
            2500-12-31
          
          N/A
          72400.00
          60823.24
          Equities
        
        
          ARBOR RAPHA CAP BIOHLDS CORP I CLASS A COM
          
            2500-12-31
          
          N/A
          27777.00
          278603.31
          Equities
        
        
          ARENA FORTIFY ACQUISITION CORP CLASS A COM
          
            2500-12-31
          
          N/A
          2081.00
          20747.57
          Equities
        
        
          ASTRIA THERAPEUTICS INC        COM
          
            2500-12-31
          
          N/A
          2584.00
          8604.72
          Equities
        
        
          DIREXION SHS ETF TR            DAILY S&amp;P 500 E
          549300KZ2SY4W78RX066
          
            2500-12-31
          
          N/A
          1574.00
          35228.17
          Equities
        
        
          DIREXION SHS ETF TR            DAILY REAL ESTAT
          69OMT0616WH2YACLX786
          
            2500-12-31
          
          N/A
          40.00
          1637.20
          Equities
        
        
          DIREXION SHS ETF TR            DIREXION DAILY O
          549300WGYFWFLHTYX355
          
            2500-12-31
          
          N/A
          14000.00
          590903.60
          Equities
        
        
          DIREXION SHS ETF TR            DAILY US FINTECH
          549300HFJM1C0F53V449
          
            2500-12-31
          
          N/A
          2198.00
          36277.99
          Equities
        
        
          CORE SCIENTIFIC INC            COMMON STOCK
          
            2500-12-31
          
          N/A
          169515.00
          625510.35
          Equities
        
        
          CRIXUS BH3 ACQUISITION CO      CLASS A COM
          
            2500-12-31
          
          N/A
          21113.00
          207751.92
          Equities
        
        
          DBX ETF TR                     XTRACK HRVST CSI
          549300KGVW9YY7MPVQ67
          
            2500-12-31
          
          N/A
          401326.00
          12099978.90
          Equities
        
        
          DELCATH SYS INC                COM NEW
          549300NVPLITUM6URT02
          
            2500-12-31
          
          N/A
          3503.00
          15973.68
          Equities
        
        
          DIMENSIONAL ETF TRUST          WORLD EX US CORE
          549300BQCVVATR5RKZ27
          
            2500-12-31
          
          N/A
          3452.00
          82088.56
          Equities
        
        
          BIOVIE INC                     CL A NEW
          
            2500-12-31
          
          N/A
          800.00
          2112.00
          Equities
        
        
          BRILLIANT EARTH GROUP INC      CL A COM
          
            2500-12-31
          
          N/A
          44200.00
          198900.00
          Equities
        
        
          BRILLIANT EARTH GROUP INC      CL A COM
          
            2500-12-31
          
          N/A
          7832.00
          35244.00
          Equities
        
        
          EHANG HLDGS LTD                ADS
          
            2500-12-31
          
          N/A
          32341.00
          273604.86
          Equities
        
        
          EHANG HLDGS LTD                ADS
          
            2500-12-31
          
          N/A
          5145.00
          43526.70
          Equities
        
        
          ETF SER SOLUTIONS              U S GLOBAL SEA T
          54930042C14KZNH0Z454
          
            2500-12-31
          
          N/A
          15859.00
          350307.87
          Equities
        
        
          ETF SER SOLUTIONS              DEFIANCE HTL AIR
          549300USRO7L8TO8SJ51
          
            2500-12-31
          
          N/A
          4600.00
          89838.00
          Equities
        
        
          HTG MOLECULAR DIAGNOSTICS INC  COM NEW
          5493001QFG6NIN60NK56
          
            2500-12-31
          
          N/A
          19400.00
          10476.00
          Equities
        
        
          ENERGY SVCS ACQUISITION CORP   COM
          
            2500-12-31
          
          N/A
          489.00
          1193.16
          Equities
        
        
          PROSHARES TR                   ULTRASHRT S&amp;P50
          1X5PN4N7IS336EIQEE06
          
            2500-12-31
          
          N/A
          35362.00
          1510311.02
          Equities
        
        
          FOCUS IMPACT ACQUISITION CORP  CLASS A COM
          
            2500-12-31
          
          N/A
          29998.00
          297880.14
          Equities
        
        
          FRANKLIN TEMPLETON ETF TR      FTSE EUROPE HG
          549300SR8YGS4HESFV02
          
            2500-12-31
          
          N/A
          3394.00
          91196.78
          Equities
        
        
          MOLECULAR DATA INC             SPONSORD ADS NEW
          
            2500-12-31
          
          N/A
          1300.00
          1215.50
          Equities
        
        
          CRESCERA CAP ACQUISITION CORP  CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          20611.00
          204255.01
          Equities
        
        
          INVESCO EXCHANGE TRADED FD TR  NASDAQ INTERNT
          549300D0OD8WYOH2QQ27
          
            2500-12-31
          
          N/A
          20158.00
          2661863.90
          Equities
        
        
          INVESCO EXCHANGE TRADED FD TR  GLOBAL DRGN CN
          549300GS3XG8X8IIAM80
          
            2500-12-31
          
          N/A
          115.00
          3131.45
          Equities
        
        
          INVESCO EXCHANGE TRADED FD TR  FTSE RAFI 1500
          549300214WQK8EQ12B13
          
            2500-12-31
          
          N/A
          333.00
          56610.00
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   S&amp;P MIDCP LOW
          5493006N8S5L4ERILR37
          
            2500-12-31
          
          N/A
          50.00
          2746.50
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   CALIF AMT MUN
          549300M4U7LQNGAVRJ41
          
            2500-12-31
          
          N/A
          5700.00
          142899.00
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   PFD ETF
          549300J11Q08WEERN210
          
            2500-12-31
          
          N/A
          333322.00
          4336519.22
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   NATL AMT MUNI
          549300WEUZO7LPK3WU38
          
            2500-12-31
          
          N/A
          17047.00
          412196.46
          Equities
        
        
          INVESCO EXCH TRADED FD TR II   TAXABLE MUN BD
          5493005CJDPIU03Q9Y94
          
            2500-12-31
          
          N/A
          47.00
          1328.22
          Equities
        
        
          SOPHIA GENETICS SA             ORDINARY SHARES
          
            2500-12-31
          
          N/A
          6426.00
          27696.06
          Equities
        
        
          CELLEBRITE DI LTD              ORDINARY SHARES
          
            2500-12-31
          
          N/A
          37435.00
          186800.65
          Equities
        
        
          ENLIVEX THERAPEUTICS LTD       COM
          549300BG1T7KL678Y212
          
            2500-12-31
          
          N/A
          48500.00
          228920.00
          Equities
        
        
          KAMADA LTD                     SHS
          
            2500-12-31
          
          N/A
          17100.00
          76950.00
          Equities
        
        
          G3 VRM ACQUISITION CORP        CLASS A COM
          
            2500-12-31
          
          N/A
          5785.00
          58486.35
          Equities
        
        
          GLOBAL X FDS                   GENOMIC BIOTECH
          549300YI350KRC1BQK73
          
            2500-12-31
          
          N/A
          194.00
          2405.60
          Equities
        
        
          GREENIDGE GENERATION HLDGS INC CLASS A COM
          
            2500-12-31
          
          N/A
          3026.00
          14222.20
          Equities
        
        
          GREENIDGE GENERATION HLDGS INC CLASS A COM
          
            2500-12-31
          
          N/A
          43565.00
          204755.50
          Equities
        
        
          GREENPOWER MTR CO INC          COM NEW
          529900A39PTXO69SHI03
          
            2500-12-31
          
          N/A
          9382.00
          42219.00
          Equities
        
        
          ISHARES TR                     CUR HD EURZN ETF
          54930050U0OPYGNOU074
          
            2500-12-31
          
          N/A
          11385.00
          392554.80
          Equities
        
        
          ISHARES TR                     GLOBAL REIT ETF
          549300254BKG04Y2B303
          
            2500-12-31
          
          N/A
          1028.00
          27416.76
          Equities
        
        
          ISHARES TR                     MSCI UAE ETF
          549300W8A4HMFQBPVC48
          
            2500-12-31
          
          N/A
          813.00
          13780.35
          Equities
        
        
          ISHARES TR                     MSCI INTL VLU FT
          549300HD4TSTWEGNNR73
          
            2500-12-31
          
          N/A
          2575.00
          65276.25
          Equities
        
        
          ZOSANO PHARMA CORP             COM
          5493006NX8EN835MNW49
          
            2500-12-31
          
          N/A
          29472.00
          57765.12
          Equities
        
        
          EVOFEM BIOSCIENCES INC         COM NEW
          5493007VAGG43TIEJW57
          
            2500-12-31
          
          N/A
          510993.00
          178540.95
          Equities
        
        
          EVOFEM BIOSCIENCES INC         COM NEW
          5493007VAGG43TIEJW57
          
            2500-12-31
          
          N/A
          47604.00
          16632.84
          Equities
        
        
          EXCELFIN ACQUISITION CORP      COM CL A
          
            2500-12-31
          
          N/A
          31135.00
          308859.20
          Equities
        
        
          FIRST TR EXCH TRD ALPHDX FD II EX US SML CP
          549300MQEZAKNP64I421
          
            2500-12-31
          
          N/A
          100.00
          3988.00
          Equities
        
        
          SONO GROUP N V                 COM
          391200GTRCF4TK71DT34
          
            2500-12-31
          
          N/A
          277530.00
          896421.90
          Equities
        
        
          PYXIS TANKERS INC              COM NEW
          
            2500-12-31
          
          N/A
          3300.00
          8844.00
          Equities
        
        
          PYXIS TANKERS INC              COM NEW
          
            2500-12-31
          
          N/A
          665.00
          1782.20
          Equities
        
        
          COLUMBIA ETF TR II             EMRG MARKETS ETF
          549300CMRJ1WQR25KR42
          
            2500-12-31
          
          N/A
          200.00
          4184.00
          Equities
        
        
          COMERA LIFE SCIENCES HLDGS INC COM
          
            2500-12-31
          
          N/A
          7398.00
          18495.00
          Equities
        
        
          THRIVE ACQUISITION CORPORATION CLASS A ORD
          
            2500-12-31
          
          N/A
          38765.00
          387262.35
          Equities
        
        
          HILLSTREAM BIOPHARMA INC       COM
          
            2500-12-31
          
          N/A
          10900.00
          9276.99
          Equities
        
        
          HOUR LOOP INC                  COM
          
            2500-12-31
          
          N/A
          18947.00
          55893.65
          Equities
        
        
          IO BIOTECH INC                 COM
          
            2500-12-31
          
          N/A
          3300.00
          15015.00
          Equities
        
        
          IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT
          549300QJINFBX83IZ837
          
            2500-12-31
          
          N/A
          800.00
          3632.00
          Equities
        
        
          SSGA ACTIVE ETF TR             BLACKSTONE SENR
          549300ME4SR63Y3TRD06
          
            2500-12-31
          
          N/A
          280092.00
          12099974.40
          Equities
        
        
          SPDR S&amp;P MIDCAP 400 ETF TR     UTSER1 S&amp;PD
          
            2500-12-31
          
          N/A
          19751.00
          9161501.35
          Equities
        
        
          SQL TECHNOLOGIES CORP          COM
          
            2500-12-31
          
          N/A
          22300.00
          76266.00
          Equities
        
        
          SCHULTZE SPL PURP ACQ CORP II  CLASS A COM
          
            2500-12-31
          
          N/A
          8342.00
          82085.28
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWB FDT INT SC
          5493007DE85B48NURI65
          
            2500-12-31
          
          N/A
          5626.00
          190890.18
          Equities
        
        
          SCHWAB STRATEGIC TR            SCHWB FDT INT LG
          
            2500-12-31
          
          N/A
          9604.00
          305887.40
          Equities
        
        
          DIREXION SHS ETF TR            DAILY MSCI EMERG
          Y4Z6ZO508YYIG9WS7R32
          
            2500-12-31
          
          N/A
          80.00
          1008.00
          Equities
        
        
          ROCKWELL MED INC               COM NEW
          529900Y6YUB5X93MMD77
          
            2500-12-31
          
          N/A
          4453.00
          6189.67
          Equities
        
        
          ROTH CH ACQUISITION V CO       COM
          
            2500-12-31
          
          N/A
          27996.00
          276880.44
          Equities
        
        
          ISHARES TR                     MSCI EURO FL ETF
          549300TJBWJWP3BXSM63
          
            2500-12-31
          
          N/A
          12802.00
          236068.88
          Equities
        
        
          ISHARES U S ETF TR             GSCI CMDTY STGY
          549300E6DRJWWX0UKV73
          
            2500-12-31
          
          N/A
          2878.00
          126085.18
          Equities
        
        
          ISHARES INC                    MSCI ITALY ETF
          549300S0PVI5CQLC2571
          
            2500-12-31
          
          N/A
          25781.00
          746875.57
          Equities
        
        
          ISHARES TR                     MSCI LW CRB TG
          54930029MR4GLRAO7563
          
            2500-12-31
          
          N/A
          20.00
          3012.60
          Equities
        
        
          VIGIL NEUROSCIENCE INC         COM
          
            2500-12-31
          
          N/A
          1510.00
          4333.70
          Equities
        
        
          VILLAGE FARMS INTL INC         COM
          529900TR69X5FFZ6K955
          
            2500-12-31
          
          N/A
          33461.00
          103729.10
          Equities
        
        
          VIRGIN ORBIT HOLDINGS INC      COMMON STOCK
          
            2500-12-31
          
          N/A
          139566.00
          660147.18
          Equities
        
        
          VISION SENSING ACQUISITION COR CLASS A COM
          5493000VKS3Q4KRJ7514
          
            2500-12-31
          
          N/A
          27101.00
          271010.00
          Equities
        
        
          VIVAKOR INC                    COM NEW
          
            2500-12-31
          
          N/A
          6200.00
          10788.00
          Equities
        
        
          TILE SHOP HLDGS INC            COM
          549300Q3SS4FSW01UE50
          
            2500-12-31
          
          N/A
          18911.00
          83964.84
          Equities
        
        
          TILRAY BRANDS INC              COM CL 2
          549300Y4V60733TO1478
          
            2500-12-31
          
          N/A
          2659328.00
          12099942.40
          Equities
        
        
          TIVIC HEALTH SYSTEMS INC       COMMON STOCK
          
            2500-12-31
          
          N/A
          19548.00
          32840.64
          Equities
        
        
          SIFY TECHNOLOGIES LTD          SPONSORED ADS
          335800SEJMWAEEAXLR21
          
            2500-12-31
          
          N/A
          12108.00
          26879.76
          Equities
        
        
          SOLENO THERAPEUTICS INC        COM NEW
          5493003LCY77N7FXK844
          
            2500-12-31
          
          N/A
          22100.00
          3721.64
          Equities
        
        
          ADIAL PHARMACEUTICALS INC      COM
          
            2500-12-31
          
          N/A
          35454.00
          45026.58
          Equities
        
        
          ADVISORSHARES TR               DORSY SHRT ETF
          549300LTRG88VTGUGS49
          
            2500-12-31
          
          N/A
          600.00
          5622.00
          Equities
        
        
          AETERNA ZENTARIS INC           COM
          529900BJUYJKNV5H2P27
          
            2500-12-31
          
          N/A
          46242.00
          9498.11
          Equities
        
        
          WEJO GROUP LIMITED             COMMON SHARES
          
            2500-12-31
          
          N/A
          76200.00
          143256.00
          Equities
        
        
          MEIWU TECHNOLOGY COMPANY LTD   ORD SHS
          
            2500-12-31
          
          N/A
          23200.00
          15453.52
          Equities
        
        
          XPAC ACQUISITION CORP          CLASS A ORD
          
            2500-12-31
          
          N/A
          20052.00
          195908.04
          Equities
        
        
          AC IMMUNE SA                   SHS
          967600VLQ0ZC2HSOG765
          
            2500-12-31
          
          N/A
          76220.00
          245428.40
          Equities
        
        
          AETHLON MED INC                COM
          54930036LMXCIW3XG337
          
            2500-12-31
          
          N/A
          63000.00
          92295.00
          Equities
        
        
          AESTHER HEALTHCARE ACQSTN CORP CLASS A COM
          
            2500-12-31
          
          N/A
          15929.00
          160564.32
          Equities
        
        
          AGRIFY CORP                    COM
          
            2500-12-31
          
          N/A
          241581.00
          625694.79
          Equities
        
        
          AGROFRESH SOLUTIONS INC        COM
          549300SBHHYUXDIB7F37
          
            2500-12-31
          
          N/A
          17343.00
          31390.83
          Equities
        
        
          AGILETHOUGHT INC               CLASS A COM
          
            2500-12-31
          
          N/A
          15600.00
          66924.00
          Equities
        
        
          AKERNA CORP                    COM
          
            2500-12-31
          
          N/A
          175200.00
          74179.68
          Equities
        
        
          AKUMIN INC                     COM
          
            2500-12-31
          
          N/A
          8700.00
          7557.69
          Equities
        
        
          ALKALINE WTR CO INC            COM NEW
          549300I2ISCNYQMQQA67
          
            2500-12-31
          
          N/A
          18700.00
          8228.00
          Equities
        
        
          ALLIED ESPORTS ENTMT INC       COM
          549300LQ2W8Q2EETCL11
          
            2500-12-31
          
          N/A
          900.00
          1341.00
          Equities
        
        
          ALLIED HEALTHCARE PRODS INC    COM NEW
          549300JCNCTXXAG8MR63
          
            2500-12-31
          
          N/A
          1200.00
          2520.00
          Equities
        
        
          ALPHA HEALTHCARE ACQU CORP III CLASS A COM
          
            2500-12-31
          
          N/A
          4065.00
          39227.25
          Equities
        
        
          ALSET EHOME INTERNATIONAL INC  COM
          549300W38TE207R3Y863
          
            2500-12-31
          
          N/A
          40144.00
          15214.58
          Equities
        
        
          ALZAMEND NEURO INC             COM NEW
          549300W6G6EUO4ZRIB82
          
            2500-12-31
          
          N/A
          71092.00
          68248.32
          Equities
        
        
          AMARIN CORP PLC                SPONS ADR NEW
          5493009JFIGUFEVPK217
          
            2500-12-31
          
          N/A
          1631902.00
          2349938.88
          Equities
        
        
          AMBEV SA                       SPONSORED ADR
          549300TH5Q6VRP8OT012
          
            2500-12-31
          
          N/A
          4087808.00
          12099911.68
          Equities
        
        
          AMERICAN CENTY ETF TR          AVANTIS EMGMKT
          549300FLNHJ0Y6F35177
          
            2500-12-31
          
          N/A
          8526.00
          475239.24
          Equities
        
        
          AMERICAN CENTY ETF TR          US SML CP VALU
          549300OVTYY3CGRMI219
          
            2500-12-31
          
          N/A
          1001.00
          79459.38
          Equities
        
        
          HAPPINESS DEVELOPMENT GRP LTD  ORD SHS CL A
          549300GBRO0XJ6KQYM11
          
            2500-12-31
          
          N/A
          15700.00
          2888.80
          Equities
        
        
          ITHAX ACQUISITION CORP         CL A SHS
          
            2500-12-31
          
          N/A
          48048.00
          472792.32
          Equities
        
        
          JIUZI HOLDINGS INC             ORD SHS
          
            2500-12-31
          
          N/A
          6300.00
          6615.00
          Equities
        
        
          KAIXIN AUTO HLDGS              SHS
          549300WYFZM867Q8Q259
          
            2500-12-31
          
          N/A
          14400.00
          12582.72
          Equities
        
        
          KISMET ACQUISITION THREE CORP  CL A SHARES
          
            2026-02-22
          
          N/A
          45363.00
          443196.51
          Equities
        
        
          LAKESHORE ACQUISITION I CORP   ORDINARY SHARES
          
            2500-12-31
          
          N/A
          7252.00
          71794.80
          Equities
        
        
          LUMIRADX LTD                   SHS
          
            2500-12-31
          
          N/A
          8600.00
          33540.00
          Equities
        
        
          MALACCA STRAITS ACQUISITION CO COM CL A
          
            2500-12-31
          
          N/A
          9648.00
          97734.24
          Equities
        
        
          MDJM LTD                       SHS
          
            2500-12-31
          
          N/A
          4300.00
          6321.00
          Equities
        
        
          MINGZHU LOGISTICS HLDGS LTD    COM
          
            2500-12-31
          
          N/A
          3100.00
          5766.00
          Equities
        
        
          MMTEC INC                      SHS
          
            2500-12-31
          
          N/A
          5100.00
          1897.20
          Equities
        
        
          MODEL PERFORMANCE ACQU CORP    CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          14326.00
          145695.42
          Equities
        
        
          ITERUM THERAPEUTICS PLC        SHS
          
            2500-12-31
          
          N/A
          403096.00
          90051.65
          Equities
        
        
          NABRIVA THERAPEUTICS PLC       SHS
          529900R7DZDU655YTV33
          
            2500-12-31
          
          N/A
          203200.00
          40233.60
          Equities
        
        
          NISUN INTL ENT DVPMT GP CO LTD COM CL A
          
            2500-12-31
          
          N/A
          9700.00
          7305.07
          Equities
        
        
          ORIENTAL CULTURE HOLDING LTD   ORD SHS
          
            2500-12-31
          
          N/A
          2751.00
          9573.48
          Equities
        
        
          ZYNERBA PHARMACEUTICALS INC    COM
          549300JLJ5VQU2CN6016
          
            2500-12-31
          
          N/A
          351919.00
          343402.56
          Equities
        
        
          AGRIFORCE GROWING SYSTEMS LTD  COM
          
            2500-12-31
          
          N/A
          657.00
          1839.60
          Equities
        
        
          TRXADE HEALTH INC              COM NEW
          549300GHZ32QH7U06I52
          
            2500-12-31
          
          N/A
          5900.00
          9912.00
          Equities
        
        
          TUNIU CORP                     SPONSORED ADS A
          529900H3I6TN4LFDZP44
          
            2500-12-31
          
          N/A
          235791.00
          126053.87
          Equities
        
        
          26 CAPITAL ACQUISITION CORP    COM CL A
          
            2500-12-31
          
          N/A
          43311.00
          427479.57
          Equities
        
        
          23ANDME HOLDING CO             CLASS A COM
          
            2500-12-31
          
          N/A
          1326100.00
          3792646.00
          Equities
        
        
          TYME TECHNOLOGIES INC          COM
          549300HF903Y0NJLOG06
          
            2500-12-31
          
          N/A
          18100.00
          4706.00
          Equities
        
        
          UBS AG LONDON BRANCH           ETRACS ALER MLP
          
            2500-12-31
          
          N/A
          100.00
          1900.73
          Equities
        
        
          U S ENERGY CORP WYO            COM
          549300MS9QJ0KPN83B63
          
            2500-12-31
          
          N/A
          27500.00
          113850.00
          Equities
        
        
          US WELL SERVICES INC           CL A NEW
          
            2500-12-31
          
          N/A
          232800.00
          176928.00
          Equities
        
        
          UNITY BIOTECHNOLOGY INC        COM
          549300WDOM0RU3CUO763
          
            2500-12-31
          
          N/A
          107065.00
          88553.46
          Equities
        
        
          VTV THERAPEUTICS INC           CL A
          549300WQE5EI9R35SE66
          
            2500-12-31
          
          N/A
          42000.00
          21256.20
          Equities
        
        
          VACCINEX INC                   COM
          
            2500-12-31
          
          N/A
          7000.00
          8890.00
          Equities
        
        
          VANECK MERK GOLD TR            GOLD TRUST
          
            2500-12-31
          
          N/A
          10018.00
          180424.18
          Equities
        
        
          VANGUARD WHITEHALL FDS         INTL HIGH ETF
          
            2500-12-31
          
          N/A
          2095.00
          138416.65
          Equities
        
        
          SG BLOCKS INC                  COM NEW
          549300YU3PQ0R0U6EL17
          
            2500-12-31
          
          N/A
          10661.00
          21748.44
          Equities
        
        
          SPDR INDEX SHS FDS             PORTFOLIO EMG MK
          5493005Z5SCOTBZOLJ04
          
            2500-12-31
          
          N/A
          4158.00
          149937.48
          Equities
        
        
          SPDR INDEX SHS FDS             DJ GLB RL ES ETF
          549300NEMKJTY73KOC44
          
            2500-12-31
          
          N/A
          897.00
          44069.61
          Equities
        
        
          SPDR INDEX SHS FDS             S&amp;P EMKTSC ETF
          
            2500-12-31
          
          N/A
          12109.00
          634280.32
          Equities
        
        
          SPDR SER TR                    BBG CONV SEC ETF
          549300IXKU3G7R6DMX93
          
            2500-12-31
          
          N/A
          118.00
          8162.06
          Equities
        
        
          SPDR SER TR                    S&amp;P 600 SML CAP
          5493007OO1K0YLD9NV09
          
            2500-12-31
          
          N/A
          1092.00
          97089.72
          Equities
        
        
          ISLEWORTH HEALTHCARE ACQU CORP COM
          
            2500-12-31
          
          N/A
          41773.00
          414388.16
          Equities
        
        
          ISUN INC                       COM
          5493000GTIV839VV6A74
          
            2500-12-31
          
          N/A
          8600.00
          27348.00
          Equities
        
        
          J P MORGAN EXCHANGE TRADED FD  CARBON TRANITIN
          549300VHO9GXCKX6VN89
          
            2500-12-31
          
          N/A
          100.00
          5582.81
          Equities
        
        
          JAGUAR HEALTH INC              COM NEW
          549300DJ0Q0D9TVY5O19
          
            2500-12-31
          
          N/A
          29591.00
          11084.79
          Equities
        
        
          JANUS DETROIT STR TR           HENDERSON US REL
          549300MYPCRLSQM4UC55
          
            2500-12-31
          
          N/A
          847.00
          21270.80
          Equities
        
        
          JASPER THERAPEUTICS INC        COM
          
            2500-12-31
          
          N/A
          10724.00
          33673.36
          Equities
        
        
          JUPITER ACQUISITION CORP       CL A
          
            2500-12-31
          
          N/A
          15932.00
          153584.48
          Equities
        
        
          JUPITER WELLNESS INC           COM NEW
          
            2500-12-31
          
          N/A
          4200.00
          3716.58
          Equities
        
        
          KAIVAL BRNDS INNOVATNS GRP INC COM NEW
          
            2500-12-31
          
          N/A
          55200.00
          62928.00
          Equities
        
        
          KANDI TECHNOLOGIES GROUP INC   COM
          529900TXUELWMVI79005
          
            2500-12-31
          
          N/A
          604903.00
          1578796.83
          Equities
        
        
          KANDI TECHNOLOGIES GROUP INC   COM
          529900TXUELWMVI79005
          
            2500-12-31
          
          N/A
          162300.00
          423603.00
          Equities
        
        
          KATAPULT HOLDINGS INC          COM
          
            2500-12-31
          
          N/A
          176593.00
          248996.13
          Equities
        
        
          KIDPIK CORP                    COM
          
            2500-12-31
          
          N/A
          16065.00
          31487.40
          Equities
        
        
          KLUDEIN I ACQUISITION CORP     CL A
          
            2500-12-31
          
          N/A
          32286.00
          321891.42
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 CB
          54930088HGHVG7A27C92
          
            2500-12-31
          
          N/A
          614.00
          12912.42
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 HY
          549300AY15E3FQ2CEH68
          
            2500-12-31
          
          N/A
          3100.00
          74896.00
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 CB
          549300B7Q5M927YE5L63
          
            2500-12-31
          
          N/A
          38352.00
          808076.64
          Equities
        
        
          INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 HY
          549300O1N10GTRVVNI93
          
            2500-12-31
          
          N/A
          1401.00
          31844.73
          Equities
        
      
      Y
      2022-06-01
      2022-09-22
      2022-09-22
      N
      N
      N
      0.0176
      241634398.50
      241634398.50
      0.0033
      N
      N
      N
      Y
    
    
      BMO CAPITAL MARKETS CORP
      BMO CAPITAL MARKETS CORP 0.910000%
      RUC0QBLBRPRCU4W1NE59
      0000772028
      ARP0TAGR4
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          FS KKR CAP CORP                SR GLBL NT 27
          549300TYRSI1T21B1360
          
            2027-07-15
          
          3.250000
          3658000.00
          3336304.30
          Corporate Debt Securities
        
        
          GATX CORP                      SR GLBL NT 4%30
          549300IHYHCQP2PIR591
          
            2030-06-30
          
          4.000000
          560000.00
          553602.93
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 38
          784F5XWPLTWKTBV3E584
          
            2038-10-31
          
          4.017000
          800000.00
          754694.00
          Corporate Debt Securities
        
        
          SANTANDER UK GROUP HOLDINGS    GLBL COCO 28
          549300F5XIFGNNW4CF72
          
            2028-01-11
          
          2.469000
          1143000.00
          1054762.30
          Corporate Debt Securities
        
        
          BANCO SANTANDER S.A.           SNR NPF GLBL 27
          5493006QMFDDMYWIAM13
          
            2027-04-11
          
          4.250000
          2000000.00
          1986585.56
          Corporate Debt Securities
        
        
          BRITISH COLUMBIA PROV CDA      SR GLBL 24
          54930058TO7MEKUHWL16
          
            2024-09-27
          
          1.750000
          80000.00
          78501.69
          Corporate Debt Securities
        
        
          BROWN &amp; BROWN INC              SR GLBL NT4.2%3
          549300PC8KTJ71XKFY89
          
            2032-03-17
          
          4.200000
          1300000.00
          1245352.33
          Corporate Debt Securities
        
        
          AXA FINL INC                   SR DEB      7%28
          549300FIBAKMNHPZ4009
          
            2028-04-01
          
          7.000000
          1150000.00
          1317378.67
          Corporate Debt Securities
        
        
          AMAZON COM INC                 SR GLBL NT3.6%32
          ZXTILKJKG63JELOEG630
          
            2032-04-13
          
          3.600000
          198000.00
          198279.18
          Corporate Debt Securities
        
        
          ARES FIN CO IV LLC             GLBL 144A NT 52
          
            2052-02-01
          
          3.650000
          2879000.00
          2208396.13
          Corporate Debt Securities
        
        
          GLOBAL PMTS INC                SR GLBL NT 28
          549300NOMHGVQBX6S778
          
            2028-06-01
          
          4.450000
          6000000.00
          6108420.00
          Corporate Debt Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-30
          
          2.875000
          712900.00
          718861.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          100.00
          98.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-15
          
          0.375000
          989700.00
          947615.82
          U.S. Treasuries (including strips)
        
        
          GOLDMAN SACHS GROUP INC        SR NT 6.25%41
          784F5XWPLTWKTBV3E584
          
            2041-02-01
          
          6.250000
          30000.00
          36192.10
          Corporate Debt Securities
        
        
          CANADIAN IMP BK COMM           EXTND SR SEC 23
          2IGI19DL77OX0HC3ZE78
          
            2023-07-27
          
          2.350000
          4334000.00
          4373718.70
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 SR GLBL NT3.5%40
          549300GZKULIZ0WOW665
          
            2040-05-13
          
          3.500000
          14573000.00
          13056970.81
          Corporate Debt Securities
        
        
          FIDELITY &amp; GTY LIFE HLDGS INC  SR GLBL 144A 25
          549300WCR5QBFH98VZ75
          
            2025-05-01
          
          5.500000
          853000.00
          886969.30
          Corporate Debt Securities
        
        
          WESTPAC BKG CORP               COCO SUB FX/FL31
          EN5TNI6CI43VEPAMHL14
          
            2031-11-23
          
          4.322000
          1397000.00
          1371603.16
          Corporate Debt Securities
        
        
          COOPERATIEVE RABOBANK U.A.     SUB NT 4.625%23
          DG3RU1DBUFHT4ZF9WN62
          
            2023-12-01
          
          4.625000
          6000000.00
          6246090.00
          Corporate Debt Securities
        
        
          KRAFT HEINZ FOODS CO           SR NT 5.2%45
          5493003STKEZ2S0RNU91
          
            2045-07-15
          
          5.200000
          12453000.00
          12384688.38
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             -DD 6.3%
          9DJT3UXIJIZJI4WXO774
          
            2500-12-31
          
          6.300000
          500000.00
          515382.50
          Corporate Debt Securities
        
        
          BANK OF MONTREAL               LW TIER II GLBL
          NQQ6HPCNCCU6TUTQYE16
          
            2028-10-05
          
          4.338000
          13289000.00
          13492428.01
          Corporate Debt Securities
        
        
          ROYAL BK CDA                   EXTND GLBL 23
          ES7IP3U3RHIGC71XBU11
          
            2023-09-23
          
          1.900000
          4000000.00
          4013275.56
          Corporate Debt Securities
        
        
          ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53
          5493004LGN656HWLDA30
          
            2053-02-15
          
          3.300000
          4119000.00
          3213094.60
          Corporate Debt Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          1.375000
          100.00
          94.84
          U.S. Treasuries (including strips)
        
        
          EVEREST REINS HLDGS INC        SR GLBL NT3.5%50
          
            2050-10-15
          
          3.500000
          10218000.00
          8229906.45
          Corporate Debt Securities
        
        
          PROVINCE OF QUEBEC             SR DEB 7.5%23
          549300WN65YFEQH74Y36
          
            2023-07-15
          
          7.500000
          270000.00
          292243.50
          Corporate Debt Securities
        
        
          SCHWAB CHARLES CORP            ALT TIER I PERP
          549300VSGCJ7E698NM85
          
            2500-12-31
          
          5.375000
          3000000.00
          3071092.50
          Corporate Debt Securities
        
        
          SELECTIVE INS GROUP INC        5.375%49
          549300R3WGJWLE40R258
          
            2049-03-01
          
          5.375000
          1750000.00
          1778818.12
          Corporate Debt Securities
        
        
          KEMPER CORP                    GLBL NT 3.8%32
          549300FNI1JKTRY2PV09
          
            2032-02-23
          
          3.800000
          12999000.00
          12155682.65
          Corporate Debt Securities
        
        
          PENSKE TRUCK LEASING CO L P    4.45%26
          
            2026-01-29
          
          4.450000
          3104000.00
          3183774.52
          Corporate Debt Securities
        
        
          PENSKE TRUCK LEASING CO L P    SR GLBL 144A 29
          
            2029-11-01
          
          3.350000
          8167000.00
          7675523.55
          Corporate Debt Securities
        
        
          BOEING CO                      CR SEN SR GLBL25
          RVHJWBXLJ1RFUBSY1F30
          
            2025-05-01
          
          4.875000
          5926000.00
          6008623.25
          Corporate Debt Securities
        
        
          ALBERTA PROV                   SR BD 2.2%22
          LQPXMHHNJKIPJYE53543
          
            2022-07-26
          
          2.200000
          2321000.00
          2340934.81
          Corporate Debt Securities
        
        
          AMERICAN EQTY INVT LIFE HLD CO CR SEN SR GLBL27
          549300RK5RZQ740FPL83
          
            2027-06-15
          
          5.000000
          400000.00
          415066.22
          Corporate Debt Securities
        
        
          SUNOCO LOGISTICS PARTNERS      SR GLBL NT 25
          MTLVN9N7JE8MIBIJ1H73
          
            2025-12-01
          
          5.950000
          6000.00
          6512.10
          Corporate Debt Securities
        
        
          GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31
          
            2031-06-15
          
          3.125000
          2043000.00
          1765989.06
          Corporate Debt Securities
        
      
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0091
      121000000.00
      121000000.00
      0.0017
      N
      N
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.880000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      ARP0TAX79
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          GNMI SF 476508 X
          549300M8ZYFG0OCMTT87
          
            2028-06-15
          
          7.000000
          38370.00
          863.42
          Agency Mortgage-Backed Securities
        
        
          GNMI SF 698386 X
          549300M8ZYFG0OCMTT87
          
            2039-07-15
          
          4.500000
          1085.00
          82.05
          Agency Mortgage-Backed Securities
        
        
          DISNEY WALT CO                 FR 3%021326
          7260JQNI6SCF9FIV2392
          
            2026-02-13
          
          3.000000
          3191000.00
          3182671.49
          Corporate Debt Securities
        
        
          CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL NT29
          549300I7CIEWU1BBLQ53
          
            2029-11-15
          
          3.700000
          35000.00
          33309.31
          Corporate Debt Securities
        
        
          COMCAST CORP NEW               GLBL NT 3.4%30
          51M0QTTNCGUN7KFCFZ59
          
            2030-04-01
          
          3.400000
          2000.00
          1955.03
          Corporate Debt Securities
        
        
          DT MIDSTREAM INC               SR GLBL 144A 29
          
            2029-06-15
          
          4.125000
          480000.00
          464688.40
          Corporate Debt Securities
        
        
          DISNEY WALT CO                 FR 2.95%061527
          7260JQNI6SCF9FIV2392
          
            2027-06-15
          
          2.950000
          6746000.00
          6649955.70
          Corporate Debt Securities
        
        
          BNP PARIBAS                    FR 3.375%010925
          R0MUWSFPU8MPRO8K5P83
          
            2025-01-09
          
          3.375000
          9606000.00
          9625584.23
          Corporate Debt Securities
        
        
          DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29
          L2Z2MO2EQURH3BREWI15
          
            2029-05-15
          
          4.125000
          5000.00
          4795.37
          Corporate Debt Securities
        
        
          AVALONBAY CMNTYS INC           FR 3.45%060125
          K9G90K85RBWD2LAGQX17
          
            2025-06-01
          
          3.450000
          5000.00
          5067.90
          Corporate Debt Securities
        
        
          EOG RES INC                    SR GLBL NT 30
          XWTZDRYZPBUHIQBKDB46
          
            2030-04-15
          
          4.375000
          2000.00
          2089.36
          Corporate Debt Securities
        
        
          AVOLON HLDGS FDG LTD           SR 144A NT 25
          635400ZRKEX9L1BKCH30
          
            2025-02-15
          
          2.875000
          170000.00
          161577.42
          Corporate Debt Securities
        
        
          BAT CAPITAL CORP               FR 2.726%032531
          2138005GYEXN7XRHFA84
          
            2031-03-25
          
          2.726000
          18000.00
          14987.30
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 3.875%080125
          9DJT3UXIJIZJI4WXO774
          
            2025-08-01
          
          3.875000
          5000000.00
          5147383.33
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             SR GLBL NT 23
          9DJT3UXIJIZJI4WXO774
          
            2023-12-20
          
          3.004000
          25000.00
          25347.36
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             FR 2.572%102032
          9DJT3UXIJIZJI4WXO774
          
            2032-10-20
          
          2.572000
          12000.00
          10413.35
          Corporate Debt Securities
        
        
          BP CAP MKTS AMER INC           GLBL NT 1.749%30
          5493009NTB34VXE1T760
          
            2030-08-10
          
          1.749000
          1000.00
          858.58
          Corporate Debt Securities
        
        
          FIDELITY NATL INFORMATION SVCS SR GLBL NT 28
          6WQI0GK1PRFVBA061U48
          
            2028-03-01
          
          1.650000
          3000.00
          2641.88
          Corporate Debt Securities
        
        
          BANK OF MONTREAL               FR 2.15%030824
          NQQ6HPCNCCU6TUTQYE16
          
            2024-03-08
          
          2.150000
          30000.00
          29748.81
          Corporate Debt Securities
        
        
          BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 32
          549300RLHFT5RU20WM87
          
            2032-03-15
          
          2.875000
          3000.00
          2797.98
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30
          
            2030-03-01
          
          4.750000
          4250000.00
          3959788.75
          Corporate Debt Securities
        
        
          GILEAD SCIENCES INC            SR GLBL NT 23
          549300WTZWR07K8MNV44
          
            2023-09-29
          
          0.750000
          5000.00
          4872.11
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            4.203%29
          8I5DZWZKVSZI1NUHU748
          
            2029-07-23
          
          4.203000
          8000.00
          8096.19
          Corporate Debt Securities
        
        
          EMERSON ELEC CO                SR GLBL NT2.2%31
          FGLT0EWZSUIRRITFOA30
          
            2031-12-21
          
          2.200000
          1000.00
          889.37
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             SR 144A NT 41
          0YQH6LCEF474UTUV4B96
          
            2041-07-12
          
          2.875000
          700000.00
          522830.58
          Corporate Debt Securities
        
        
          ENTEGRIS INC                   SR GLBL 144A 28
          IYX6OWO7BT5DKO3BYG52
          
            2028-04-15
          
          4.375000
          9000.00
          8581.59
          Corporate Debt Securities
        
        
          VICI PPTYS INC                 SR GLBL 144A 29
          
            2029-12-01
          
          4.625000
          5455000.00
          5278558.03
          Corporate Debt Securities
        
        
          VALVOLINE INC                  SR GLBL 144A 31
          549300CMHPBEY6VPOT75
          
            2031-06-15
          
          3.625000
          50000.00
          45239.22
          Corporate Debt Securities
        
        
          US BANCORP                     FR 1.375%072230
          N1GZ7BBF3NP8GI976H15
          
            2030-07-22
          
          1.375000
          2000.00
          1660.37
          Corporate Debt Securities
        
        
          FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32
          549300EFD6S2NFE9D745
          
            2032-04-15
          
          6.125000
          732000.00
          736938.66
          Corporate Debt Securities
        
        
          UBS GROUP AG                   SR GLBL COCO 25
          549300SZJ9VS8SGXAN81
          
            2025-09-24
          
          4.125000
          3666000.00
          3728844.40
          Corporate Debt Securities
        
        
          TRANSOCEAN PHOENIX 2 LIMITED   SR SEC 144A 24
          
            2024-10-15
          
          7.750000
          2000.00
          897.05
          Corporate Debt Securities
        
        
          3M CO                          SR GLBL NT 29
          LUZQVYP4VS22CLWDAR65
          
            2029-08-26
          
          2.375000
          2000.00
          1855.91
          Corporate Debt Securities
        
        
          ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 40
          549300CRGMZK3K53BF92
          
            2040-06-01
          
          4.350000
          5221000.00
          5090892.68
          Corporate Debt Securities
        
        
          MAGIC MERGECO INC              SR SEC 144A NT28
          549300H9LWMBP7HYLR98
          
            2028-05-01
          
          5.250000
          5700000.00
          4675225.50
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP INC        SR GLBL NT 24
          784F5XWPLTWKTBV3E584
          
            2024-10-21
          
          0.925000
          3000.00
          2903.93
          Corporate Debt Securities
        
        
          BANK 2018-BNK15                B      20611117 FLT
          
            2061-11-17
          
          4.655870
          4250000.00
          4227211.04
          Private Label Collateralized Mortgage Obligations
        
        
          TELECOM ITALIA CAP             GTD SR NT 6%34
          549300777DJZOR5C4L39
          
            2034-09-30
          
          6.000000
          1000.00
          820.00
          Corporate Debt Securities
        
        
          CENTENE CORP DEL               SR GLBL NT2.5%31
          549300Z7JJ4TQSQGT333
          
            2031-03-01
          
          2.500000
          37000.00
          32143.75
          Corporate Debt Securities
        
        
          ALLY FINL INC                  GLBL NT 1.45%23
          549300JBN1OSM8YNAI90
          
            2023-10-02
          
          1.450000
          5000.00
          4902.38
          Corporate Debt Securities
        
        
          COINBASE GLOBAL INC            SR GLBL 144A 28
          5493004G3J2SC154DU06
          
            2028-10-01
          
          3.375000
          200000.00
          148925.00
          Corporate Debt Securities
        
        
          ALLY FINL INC                  SUB GLBL NT 25
          549300JBN1OSM8YNAI90
          
            2025-11-20
          
          5.750000
          277000.00
          286394.99
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            SR GLBL NT 30
          8I5DZWZKVSZI1NUHU748
          
            2030-05-06
          
          3.702000
          11000.00
          10663.19
          Corporate Debt Securities
        
        
          ENEL FIN INTL N.V.             GLBL REGS NT 27
          0YQH6LCEF474UTUV4B96
          
            2027-05-25
          
          3.625000
          6744000.00
          6627419.66
          Corporate Debt Securities
        
        
          KIA MTRS CORP                  GLBL REGS NT1%24
          988400V8MJK9N7OI5X76
          
            2024-04-16
          
          1.000000
          2733000.00
          2625079.90
          Corporate Debt Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-27
          
          0.00
          19015100.00
          18910136.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          3.875000
          100.00
          112.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          2.250000
          400.00
          336.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2052-02-15
          
          2.250000
          400.00
          343.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.875000
          18777600.00
          18587655.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          100.00
          98.43
          U.S. Treasuries (including strips)
        
        
          JPMORGAN CHASE &amp; CO            3.96%27
          8I5DZWZKVSZI1NUHU748
          
            2027-01-29
          
          3.960000
          4000.00
          4058.28
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            SR GLBL NT 29
          8I5DZWZKVSZI1NUHU748
          
            2029-12-05
          
          4.452000
          4000.00
          4126.30
          Corporate Debt Securities
        
        
          7-ELEVEN INC                   GLBL 144A NT 31
          549300K23JPL0SS3LB18
          
            2031-02-10
          
          1.800000
          1628000.00
          1328252.64
          Corporate Debt Securities
        
        
          INTERNATIONAL FLAVORS&amp;FRAGRANC SR 144A NT2.3%3
          BZLRL03D3GPGMOGFO832
          
            2030-11-01
          
          2.300000
          10000.00
          8586.87
          Corporate Debt Securities
        
        
          HONEYWELL INTL INC             SR GLBL NT1.1%27
          ISRPG12PN4EIEOEMW547
          
            2027-03-01
          
          1.100000
          4000.00
          3639.92
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 4.431%012330
          IGJSJL3JD5P30I6NJZ34
          
            2030-01-23
          
          4.431000
          1000.00
          1026.10
          Corporate Debt Securities
        
        
          AMERICAN TOWER CORP            SR GLBL NT2.7%31
          5493006ORUSIL88JOE18
          
            2031-04-15
          
          2.700000
          2000.00
          1714.80
          Corporate Debt Securities
        
        
          GFL ENVIRONMENTAL INC          SR GLBL 144A 29
          549300FYK4MBXWIVZU26
          
            2029-06-15
          
          4.750000
          2530000.00
          2370364.03
          Corporate Debt Securities
        
        
          CVS HEALTH CORP                SR GLBL NT 3%26
          549300EJG376EN5NQE29
          
            2026-08-15
          
          3.000000
          8000.00
          7871.95
          Corporate Debt Securities
        
        
          CSC HLDGS LLC                  SR GLBL 144A 30
          3HG2WD2W22M120IUNG49
          
            2030-01-15
          
          5.750000
          3218000.00
          2759603.05
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 3.625%012027
          IGJSJL3JD5P30I6NJZ34
          
            2027-01-20
          
          3.625000
          2000.00
          2005.86
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29
          
            2029-06-01
          
          5.375000
          866000.00
          864783.27
          Corporate Debt Securities
        
        
          BROOKFIELD FIN INC             SR NT 3.9%28
          549300XH8D8K6OYWGD17
          
            2028-01-25
          
          3.900000
          4642000.00
          4622782.12
          Corporate Debt Securities
        
        
          HORMEL FOODS CORP              SR GLBL NT1.8%30
          MSD54751OJP1FS2ND863
          
            2030-06-11
          
          1.800000
          15000.00
          12970.05
          Corporate Debt Securities
        
        
          MUELLER WTR PRODS INC          SR GLBL 144A 29
          549300F7ZU4P1F8V8L60
          
            2029-06-15
          
          4.000000
          50000.00
          46172.22
          Corporate Debt Securities
        
        
          DANSKE BK A/S                  FR 5.375%011224
          MAES062Z21O4RZ2U7M96
          
            2024-01-12
          
          5.375000
          15947000.00
          16649691.27
          Corporate Debt Securities
        
        
          BX TR 2021-RISE                D      20361117 1.8
          
            2036-11-17
          
          2.625000
          2880000.00
          2710974.72
          Private Label Collateralized Mortgage Obligations
        
        
          CIM TR 2020-R5
          
            2059-12-25
          
          2.750000
          7560146.00
          7551086.43
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL COML MTG TR 2018-C14     D      20511117 FLT
          
            2051-11-17
          
          4.923240
          3968000.00
          3440917.46
          Private Label Collateralized Mortgage Obligations
        
        
          MORTGAGEIT MTG LN TR 2006-1    2-A1A  20360425 FLT
          
            2036-04-25
          
          1.425710
          234366.00
          20544.63
          Private Label Collateralized Mortgage Obligations
        
        
          WISCONSIN PWR &amp; LT CO          SR GLBL DEB 50
          JWBYHVQVMY66CVCOSO49
          
            2050-04-01
          
          3.650000
          82000.00
          70556.35
          Corporate Debt Securities
        
        
          MIZUHO BANK LTD.               SR GLBL REGS 22
          RB0PEZSDGCO3JS6CEU02
          
            2022-10-17
          
          2.950000
          4829000.00
          4860888.84
          Corporate Debt Securities
        
        
          HOWMET AEROSPACE INC           SR GLBL NT 37
          549300HO5WFZUT5N2T22
          
            2037-02-01
          
          5.950000
          18000.00
          18177.36
          Corporate Debt Securities
        
        
          AMERICAN HONDA FIN CORP MTN    FR 0.75%080924
          B6Q2VFHD1797Q7NZ3E43
          
            2024-08-09
          
          0.750000
          6000.00
          5726.54
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 FR 2.63%021826
          IGJSJL3JD5P30I6NJZ34
          
            2026-02-18
          
          2.630000
          1000.00
          976.30
          Corporate Debt Securities
        
        
          BANK NEW ZEALAND               SR GLBL REGS 25
          N7LGVZM7X4UQ66T7LT74
          
            2025-02-21
          
          2.000000
          258000.00
          249958.14
          Corporate Debt Securities
        
        
          CQP HOLDCO LP &amp; BIP-V CHINOOK  SR SEC 144A NT3
          
            2031-06-15
          
          5.500000
          1355000.00
          1325286.36
          Corporate Debt Securities
        
        
          NYU HOSPS CTR                  AMZ -2017A BD 47
          
            2047-07-01
          
          4.368000
          1000.00
          956.78
          Corporate Debt Securities
        
        
          CIENA CORP                     SR GLBL 144A 30
          W0CZ7N0GH8UIGXDM1H41
          
            2030-01-31
          
          4.000000
          51000.00
          47673.67
          Corporate Debt Securities
        
        
          CONSOLIDATED EDISON CO N Y INC GLBL 2021A DB 31
          VZFZPMWDHTQCFKYOBP05
          
            2031-06-15
          
          2.400000
          5127000.00
          4574548.66
          Corporate Debt Securities
        
        
          BOOKING HOLDINGS INC           SR GLBL NT 30
          FXM8FAOHMYDIPD38UZ17
          
            2030-04-13
          
          4.625000
          2000.00
          2086.39
          Corporate Debt Securities
        
        
          D R HORTON INC                 SR GLBL NT2.6%25
          529900ZIUEYVSB8QDD25
          
            2025-10-15
          
          2.600000
          10000.00
          9627.22
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            GLBL NT 2.522%3
          8I5DZWZKVSZI1NUHU748
          
            2031-04-22
          
          2.522000
          3000.00
          2665.96
          Corporate Debt Securities
        
        
          BOSTON PPTYS LTD PARTNERSHIP   SR NT 3.8%24
          BVHHEFJI6SHNOKQT2572
          
            2024-02-01
          
          3.800000
          1000.00
          1020.50
          Corporate Debt Securities
        
        
          JPMORGAN CHASE &amp; CO            GLBL NT 1.561%2
          8I5DZWZKVSZI1NUHU748
          
            2025-12-10
          
          1.561000
          5000.00
          4786.97
          Corporate Debt Securities
        
        
          BP CAP MKTS AMER INC           SR GLBL NT 28
          5493009NTB34VXE1T760
          
            2028-11-06
          
          4.234000
          3601000.00
          3682635.67
          Corporate Debt Securities
        
        
          WAMU MTG CERT 2006-AR11        3A-1A  20460925 FLT
          
            2046-09-25
          
          1.243730
          2650857.00
          278691.34
          Private Label Collateralized Mortgage Obligations
        
        
          NVR INC                        SR GLBL NT 3%30
          529900RWXR4JI3JYTV70
          
            2030-05-15
          
          3.000000
          2000.00
          1794.61
          Corporate Debt Securities
        
        
          CROCS INC                      SR GLBL 144A 31
          549300B0J6YCXD63OG72
          
            2031-08-15
          
          4.125000
          200000.00
          164305.17
          Corporate Debt Securities
        
        
          NEWELL BRANDS INC              CR SEN SR GLBL36
          549300LWGYFM1TVO1Z12
          
            2036-04-01
          
          5.625000
          100000.00
          95859.50
          Corporate Debt Securities
        
        
          CITIGROUP INC                  SR GLBL FL NT 23
          6SHGI4ZSSLCXXQSBB395
          
            2023-07-24
          
          2.134000
          831000.00
          832706.87
          Corporate Debt Securities
        
        
          PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31
          549300W1D516HBDEU871
          
            2031-09-15
          
          5.750000
          52000.00
          45971.06
          Corporate Debt Securities
        
        
          PRUDENTIAL FINL INC            SR GLBL NT 47
          5PRBRS5FEH7NREC8OR45
          
            2047-12-07
          
          3.905000
          5000.00
          4642.77
          Corporate Debt Securities
        
        
          NCR CORP NEW                   SR GLBL 144A 29
          549300YKTY8JX1DV2R67
          
            2029-09-01
          
          6.125000
          295000.00
          286192.04
          Corporate Debt Securities
        
        
          TARGET CORP                    SR GLBL NT 27
          8WDDFXB5T1Z6J0XC1L66
          
            2027-01-15
          
          1.950000
          32000.00
          30617.57
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             SR GLBL NT 28
          9DJT3UXIJIZJI4WXO774
          
            2028-12-20
          
          3.419000
          1000.00
          974.25
          Corporate Debt Securities
        
        
          BLACKSTONE PRIVATE CREDIT FUND SR GLBL 144A 24
          549300ORP3TTCNXSYO43
          
            2024-11-22
          
          2.350000
          326000.00
          306289.23
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BK LTD144A  FR 1.887%011227
          F8SB4JFBSYQFRQEH3Z21
          
            2027-01-12
          
          1.887000
          10275000.00
          9571609.46
          Corporate Debt Securities
        
        
          SLM CORP                       SR GLBL NT 26
          
            2026-11-02
          
          3.125000
          5000.00
          4658.94
          Corporate Debt Securities
        
        
          SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT25
          549300KJYBG7C6WJYZ11
          
            2025-03-01
          
          5.625000
          35000.00
          36935.94
          Corporate Debt Securities
        
        
          SAN DIEGO GAS &amp; ELEC CO        1M GLBL VVV BD3
          KNIRVXKVNJJ4P8OTMS63
          
            2030-10-01
          
          1.700000
          1000.00
          847.60
          Corporate Debt Securities
        
        
          SHELL INTERNATIONAL FIN BV     SR GLBL NT 42
          213800ITMMKU4Z7I4F78
          
            2042-08-21
          
          3.625000
          3000.00
          2718.51
          Corporate Debt Securities
        
        
          ALPEK SA DE CV                 SR REGS NT 23
          549300PWKJTP62D4IQ66
          
            2023-08-08
          
          5.375000
          9153000.00
          9489210.03
          Corporate Debt Securities
        
        
          STORE MSTR FDG I-VII 2019-1    A-2    20491120 3.6
          
            2049-11-20
          
          3.650000
          3144723.00
          2814255.35
          Private Label Collateralized Mortgage Obligations
        
        
          JPMCC COML MTG SEC TR 2017-JP5 D      20500317 FLT
          
            2050-03-17
          
          4.535940
          754000.00
          647034.50
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R03   1M-2   20420325 FLT
          
            2042-03-25
          
          4.084460
          12449.00
          12270.75
          Private Label Collateralized Mortgage Obligations
        
        
          OCCIDENTAL PETE CORP           SR GLBL NT 36
          IM7X0T3ECJW4C1T7ON55
          
            2036-09-15
          
          6.450000
          50000.00
          56658.83
          Corporate Debt Securities
        
        
          ROCHE HOLDINGS INC             SR 144A NT 51
          PVJRP0EQNV6OGDPZGY95
          
            2051-12-13
          
          2.607000
          658000.00
          515119.25
          Corporate Debt Securities
        
        
          OCCIDENTAL PETE CORP           SR GLBL NT3.4%26
          IM7X0T3ECJW4C1T7ON55
          
            2026-04-15
          
          3.400000
          2000.00
          1963.69
          Corporate Debt Securities
        
        
          OMNICOM GROUP INC              SR GLBL NT3.6%26
          HKUPACFHSSASQK8HLS17
          
            2026-04-15
          
          3.600000
          30000.00
          30001.20
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL 29 BD 3
          1HNPXZSMMB7HMBMVBS46
          
            2030-07-01
          
          4.550000
          37427.00
          35759.94
          Corporate Debt Securities
        
        
          PACIFIC GAS &amp; ELEC CO          1M GLBL 31 NT 4
          1HNPXZSMMB7HMBMVBS46
          
            2040-07-01
          
          4.500000
          54116.00
          45350.29
          Corporate Debt Securities
        
      
      Y
      2022-06-03
      2022-06-03
      2022-06-03
      N
      N
      N
      0.0086
      172000261.44
      172000261.44
      0.0024
      N
      N
      Y
      N
    
    
      FICC - BANK OF NEW YORK
      FICC - BANK OF NEW YORK 0.810000%
      549300H47WTHXPU08X20
      ARP0TB818
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEPC 03.500 CLZT0537
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          3.500000
          217094727.00
          89916678.48
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLSD0781
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          97121842.00
          87890619.39
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLSD0577
          S6XOOCT0IEG5ABCC6L87
          
            2051-04-01
          
          3.000000
          90681624.00
          75976384.96
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLSD0670
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          3.000000
          92849649.00
          83736518.56
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLSD0755
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          84948890.00
          77193392.42
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.500 CLSD7548
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          2.500000
          3723252.00
          3379883.14
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLCA5146
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          274553549.00
          154631189.22
          Agency Mortgage-Backed Securities
        
        
          FNMS 01.500 CLMA4209
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          1.500000
          93688020.00
          71125419.02
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.500 CLSD0882
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          2.500000
          89914477.00
          82155704.67
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.500 CLSD0930
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          2.500000
          79941360.00
          73755267.77
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLSD0945
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          3.500000
          83577027.00
          82316392.80
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLSD0996
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          3.000000
          92809344.00
          89127920.59
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.000 CLSD8222
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.000000
          94482944.00
          95273041.87
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.500 CLRA5759
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.500000
          165365906.00
          149097198.08
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLCB2545
          B1V7KEBTPIMZEU4LTD58
          
            2052-01-01
          
          3.000000
          244832084.00
          230469366.61
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLCB3493
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.000000
          79580629.00
          76333966.99
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLCB3514
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.000000
          139968744.00
          133861055.86
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      1608000000.00
      1608000000.00
      0.0223
      N
      Y
      Y
      N
    
    
      FICC - BANK OF NEW YORK
      FICC - BANK OF NEW YORK 0.800000%
      549300H47WTHXPU08X20
      ARP0TB826
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-15
          
          0.125000
          179667700.00
          204000071.23
          U.S. Treasuries (including strips)
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      200000000.00
      200000000.00
      0.0028
      N
      Y
      Y
      N
    
    
      FEDERAL RESERVE BANK OF NEW YORK
      FEDERAL RESERVE BANK OF NEW YORK 0.800000%
      254900Y8NKGV541U8Q32
      0001457970
      ARP0TB8D2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          0.125000
          3363787000.00
          3315073757.93
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          460729300.00
          420258157.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          0.375000
          3197981100.00
          3053668068.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          0.750000
          1992090100.00
          1905193310.97
          U.S. Treasuries (including strips)
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      8694000000.00
      8694000000.00
      0.1203
      N
      Y
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 1.700000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TB8G5
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          FREEPORT MCMORAN INC           SR GLBL NT 30
          549300IRDTHJQ1PVET45
          
            2030-08-01
          
          4.625000
          300000.00
          294071.00
          Corporate Debt Securities
        
        
          VODAFONE GROUP PLC             SUB GLBL NT 81
          213800TB53ELEUKM7Q61
          
            2081-06-04
          
          4.125000
          2000.00
          1689.24
          Corporate Debt Securities
        
        
          BLACKROCK INC                  SR GLBL NT2.4%30
          549300LRIF3NWCU26A80
          
            2030-04-30
          
          2.400000
          797000.00
          719985.89
          Corporate Debt Securities
        
        
          BOOZ ALLEN HAMILTON INC        SR GLBL 144A 29
          549300D7XCH2480XU542
          
            2029-07-01
          
          4.000000
          700000.00
          679081.67
          Corporate Debt Securities
        
        
          MINERAL RES LTD                SR REGS NT8.5%30
          5299007V1ACKFFX2P066
          
            2030-05-01
          
          8.500000
          100000.00
          102286.11
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INC         SR GLBL NT3.7%27
          549300GHBMY8T5GXDE41
          
            2027-05-15
          
          3.700000
          5485000.00
          5568594.45
          Corporate Debt Securities
        
        
          CREDIT SUISSE NEW YORK BRANCH  LW TIER II GLBL
          ANGGYXNX0JLX3X63JN86
          
            2023-08-08
          
          6.500000
          3000000.00
          3124416.67
          Corporate Debt Securities
        
        
          AT&amp;T INC                       SR GLBL NT 34
          549300Z40J86GGSTL398
          
            2034-06-15
          
          6.450000
          465000.00
          554276.12
          Corporate Debt Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.500000
          67257700.00
          67260390.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2038-02-15
          
          4.375000
          29351300.00
          35310726.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
          6310200.00
          6080599.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          1.125000
          48060700.00
          34621972.91
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          16981900.00
          20443211.11
          U.S. Treasuries (including strips)
        
        
          SVB FINANCIAL GROUP            ALT TIER I PERP
          549300D2KJ20JMXE7542
          
            2500-12-31
          
          4.100000
          994000.00
          747311.29
          Corporate Debt Securities
        
        
          SYNCHRONY FINANCIAL            SR NT 4.5%25
          549300RS7EWPM9MA6C78
          
            2025-07-23
          
          4.500000
          500000.00
          507660.00
          Corporate Debt Securities
        
        
          HUNTINGTON BANCSHARES INC      TIER I PERP GLBL
          549300XTVCVV9I7B5T19
          
            2500-12-31
          
          4.450000
          600000.00
          553263.67
          Corporate Debt Securities
        
        
          WELLS FARGO &amp; CO               TIER I PERP GLB
          PBLD0EJDB5FWOLXP3B76
          
            2500-12-31
          
          3.900000
          30000.00
          27413.80
          Corporate Debt Securities
        
        
          CARROLS RESTAURANT GROUP INC.  SR GLBL 144A 29
          529900HZEMNWQSAKFJ98
          
            2029-07-01
          
          5.875000
          3000000.00
          2263437.50
          Corporate Debt Securities
        
        
          CONN AVE SECS 2019-R06         2B-1   20390926 FLT
          
            2039-09-26
          
          4.755710
          2000000.00
          1888059.24
          Private Label Collateralized Mortgage Obligations
        
        
          OI SA                          SR GLBL PIK NT25
          254900YEMWCRRAGD4978
          
            2025-07-27
          
          10.000000
          15880000.00
          12417277.78
          Corporate Debt Securities
        
        
          NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT
          635400CI2B1FTO6YXF12
          
            2032-01-26
          
          1.365710
          3250000.00
          2427368.51
          Asset-Backed Securities
        
        
          TRALEE CLO IV LTD / TRALEE CLOIV LLC
          549300TO44EYB43F5661
          
            2030-01-20
          
          7.162710
          2373000.00
          1972787.69
          Asset-Backed Securities
        
      
      Y
      2022-07-05
      2022-07-05
      2022-08-29
      Y
      
        BNP Paribas SA
        1.0000
        35
        N
      
      N
      N
      0.0170
      190000000.00
      190000000.00
      0.0026
      N
      N
      N
      Y
    
    
      RBC DOMINION SECURITIES INC
      RBC DOMINION SECURITIES INC 0.800000%
      549300QJJX6CVVUXLE15
      0001317808
      ARP0TB8U4
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNRM 2021-029 DA
          549300M8ZYFG0OCMTT87
          
            2051-02-20
          
          1.250000
          33903500.00
          25987511.72
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2021-104 KE
          549300M8ZYFG0OCMTT87
          
            2051-06-20
          
          1.250000
          6478540.00
          5228617.36
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-022 YF
          549300M8ZYFG0OCMTT87
          
            2052-02-20
          
          1.249430
          266552366.00
          246405211.47
          Agency Collateralized Mortgage Obligation
        
        
          Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-25
          
          1.555710
          1735650.00
          1211358.21
          Agency Collateralized Mortgage Obligation
        
        
          Freddie Mac
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-25
          
          1.355710
          1073.00
          649.51
          Agency Collateralized Mortgage Obligation
        
        
          Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-25
          
          1.325710
          12407.00
          621.16
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2018-51 FE
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          1.627290
          66203148.00
          18627719.31
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2019-57 FL
          549300M8ZYFG0OCMTT87
          
            2049-05-20
          
          1.647290
          22093000.00
          7811908.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMS 02.000 CLMA4492
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.000000
          53540784.00
          46818128.51
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          419900.00
          676335.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          244300.00
          306918.27
          U.S. Treasuries (including strips)
        
        
          GNII SF MA7938 M
          549300M8ZYFG0OCMTT87
          
            2052-03-20
          
          3.500000
          1000.00
          993.29
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLAE0399
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          5.000000
          1439.00
          68.99
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7254 M
          549300M8ZYFG0OCMTT87
          
            2051-03-20
          
          2.000000
          9492641.00
          7422283.36
          Agency Mortgage-Backed Securities
        
        
          GNII SF 004882 M
          549300M8ZYFG0OCMTT87
          
            2040-12-20
          
          4.000000
          1000.00
          80.45
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      350000000.00
      350000000.00
      0.0048
      N
      Y
      Y
      N
    
    
      BANCO SANTANDER SA
      BANCO SANTANDER SA 0.805000%
      5493006QMFDDMYWIAM13
      0000891478
      ARP0TB8V2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMS 04.000 CLBN6615
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          9832304.00
          2910645.99
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.000 CLRA5764
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.000000
          97562368.00
          83103511.54
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBD5369
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          949449.00
          496293.52
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBN8289
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          1027738.00
          689625.90
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBV7734
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.000000
          980372.00
          941963.07
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLFM9530
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.500000
          1000.00
          898.15
          Agency Mortgage-Backed Securities
        
        
          03.500 FGPC G14942 G
          S6XOOCT0IEG5ABCC6L87
          
            2028-12-01
          
          3.500000
          1923443.00
          325779.91
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.500 CLZN4962
          S6XOOCT0IEG5ABCC6L87
          
            2049-04-01
          
          4.500000
          2693597.00
          1516320.14
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.500 CLZN5959
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          2462980.00
          1468207.88
          Agency Mortgage-Backed Securities
        
        
          04.000 FGPC Q11101 G
          S6XOOCT0IEG5ABCC6L87
          
            2042-09-01
          
          4.000000
          2947492.00
          858993.71
          Agency Mortgage-Backed Securities
        
        
          04.000 FGPC Q47593 G
          S6XOOCT0IEG5ABCC6L87
          
            2047-04-01
          
          4.000000
          35527584.00
          11859389.51
          Agency Mortgage-Backed Securities
        
        
          04.000 FGPC Q49500 G
          S6XOOCT0IEG5ABCC6L87
          
            2047-07-01
          
          4.000000
          28652451.00
          13326363.72
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLAK5724
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          5.000000
          2608517.00
          393128.89
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBK1100
          B1V7KEBTPIMZEU4LTD58
          
            2048-08-01
          
          4.000000
          1375492.00
          850257.44
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL3238
          B1V7KEBTPIMZEU4LTD58
          
            2034-07-01
          
          2.980000
          594248.00
          565327.93
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB2286
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          12859856.00
          11675267.44
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLBR1035
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.000000
          17403765.00
          14679413.83
          Agency Mortgage-Backed Securities
        
        
          04.500 FGPC Q24956 G
          S6XOOCT0IEG5ABCC6L87
          
            2044-02-01
          
          4.500000
          28128362.00
          8005382.76
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBH9882
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          4.000000
          1082.00
          222.70
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAK8200
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          4.000000
          11550915.00
          2890588.93
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLQB4758
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          1952312.00
          1475867.97
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLQA0841
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          3902363.00
          1376606.05
          Agency Mortgage-Backed Securities
        
        
          FEPC 04.500 CLZN6041
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          4.500000
          1526906.00
          1030786.63
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLMA3386
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          5.000000
          1374.00
          182.48
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBM5136
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          4.000000
          3072768.00
          1485482.92
          Agency Mortgage-Backed Securities
        
        
          04.000 FGPC V83190 G
          S6XOOCT0IEG5ABCC6L87
          
            2047-05-01
          
          4.000000
          3590000.00
          998896.72
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAS8362
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          2108848.00
          844594.29
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      159000000.00
      159000000.00
      0.0022
      N
      Y
      Y
      N
    
    
      WELLS FARGO SECURITIES LLC
      WELLS FARGO SECURITIES LLC 0.810000%
      VYVVCKR63DVZZN70PB21
      0001224385
      ARP0TB8W0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMS 02.000 CLMA4562
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          2.000000
          25000000.00
          22134198.15
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLMA4492
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.000000
          2373241.00
          2075253.55
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLMA4208
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.000000
          6500000.00
          4839093.79
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CJAJ7718
          B1V7KEBTPIMZEU4LTD58
          
            2026-12-01
          
          3.500000
          1993747.00
          92025.43
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CRBM5357
          B1V7KEBTPIMZEU4LTD58
          
            2044-12-01
          
          4.000000
          5000000.00
          1745188.15
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CIFS1774
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          3.500000
          21977477.00
          22357086.63
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAJ3501
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          4.000000
          2736090.00
          633415.89
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAL2382
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          100000.00
          21561.50
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CIAL8525
          B1V7KEBTPIMZEU4LTD58
          
            2026-04-01
          
          4.000000
          20000000.00
          2316090.11
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAO7444
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          1299056.00
          542076.70
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAP1371
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          3.500000
          155000.00
          31336.86
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLAS0299
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          2.500000
          580717.00
          176404.38
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAS2703
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.000000
          1000000.00
          147332.90
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLAS8980
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          4.500000
          272000.00
          61837.94
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAS9487
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          19710500.00
          2369070.50
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLAS9610
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          863000.00
          194421.58
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CIBM5549
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          3600000.00
          1357194.47
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBP6345
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.000000
          1268352.00
          822375.04
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBP7422
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.000000
          7666374.00
          6071771.60
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBQ6630
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          3.500000
          744201.00
          493209.94
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBR2807
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          495000.00
          373708.52
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBT2021
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          5026895.00
          4827937.26
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLBT2029
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          2.000000
          5144127.00
          4285488.12
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CIBT2235
          B1V7KEBTPIMZEU4LTD58
          
            2037-04-01
          
          2.500000
          5005852.00
          4820449.29
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CIBT8171
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          2.500000
          2930451.00
          2857073.48
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CIBT8172
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          2.500000
          5122522.00
          4992672.90
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBT9385
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          3.000000
          445558.00
          419322.20
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBU0328
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          2.500000
          5948216.00
          5443653.42
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBU3597
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          3.500000
          2783230.00
          2666221.34
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBU2872
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          3.000000
          1813242.00
          1729622.65
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBU3618
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          3.000000
          605862.00
          557607.69
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CIBU8861
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          2.500000
          11011529.00
          10619653.15
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLAQ1224
          B1V7KEBTPIMZEU4LTD58
          
            2042-11-01
          
          3.000000
          625000.00
          183485.40
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAS9454
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          4.000000
          243000.00
          23378.51
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CKAU4184
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          1000000.00
          128889.60
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLCA4346
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.000000
          600000.00
          427869.73
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBE3695
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          3.500000
          2750000.00
          479584.29
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 RIAL6425
          B1V7KEBTPIMZEU4LTD58
          
            2029-10-01
          
          2.500000
          6000000.00
          902659.17
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAO4385
          B1V7KEBTPIMZEU4LTD58
          
            2042-06-01
          
          3.500000
          2314862.00
          346437.80
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAZ4750
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          836000.00
          205192.47
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAZ4779
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          4.000000
          2374000.00
          402968.21
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLCA4016
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.000000
          88000.00
          32184.13
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CTBV1328
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          2.000000
          3615770.00
          3259882.36
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBV6944
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.500000
          511869.00
          510306.09
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBV9037
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          4.000000
          999900.00
          1008558.47
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CIBV9920
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          3.500000
          100000.00
          101360.37
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBC2098
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          4.000000
          49869.00
          14907.92
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBH4380
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          19063.00
          8800.18
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBH5748
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          289600.00
          142612.85
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLBK6690
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.500000
          558000.00
          468166.68
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBM1121
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          600000.00
          224603.14
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBW1536
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          1766360.00
          1812356.60
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCA6247
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          24000.00
          17260.35
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLCA5747
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          715963.00
          316219.18
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLCA6943
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          9342000.00
          7071260.15
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLCB1639
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          3.500000
          885443.00
          602981.41
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB2289
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          50004.00
          45452.80
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CIFM3755
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          2.000000
          1000000.00
          585643.57
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CTBM5440
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          4.500000
          6000.00
          2101.60
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CTBM3906
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          5.000000
          250000.00
          83467.50
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CIMA3864
          B1V7KEBTPIMZEU4LTD58
          
            2034-12-01
          
          2.500000
          1500000.00
          498726.49
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.500 CIAL3588
          B1V7KEBTPIMZEU4LTD58
          
            2025-05-01
          
          5.500000
          3500000.00
          14210.41
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLAR2626
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          2.500000
          36000.00
          9990.51
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 PLAR8153
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.000000
          2597000.00
          970849.12
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAS1557
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          281418.00
          51537.30
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAS9831
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          50000.00
          6359.70
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAX2491
          B1V7KEBTPIMZEU4LTD58
          
            2044-10-01
          
          4.000000
          500000.00
          57321.99
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBH5672
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          19136.00
          6106.67
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CTBM3905
          B1V7KEBTPIMZEU4LTD58
          
            2031-08-01
          
          5.000000
          145000.00
          24947.55
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      128000000.00
      128000000.00
      0.0018
      N
      Y
      Y
      N
    
    
      ROYAL BANK OF CANADA
      ROYAL BANK OF CANADA 0.800000%
      ES7IP3U3RHIGC71XBU11
      0000352613
      ARP0TB8Y6
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMI SF 714555 X
          549300M8ZYFG0OCMTT87
          
            2039-06-15
          
          4.500000
          2200.00
          77.13
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.500 CLQC7943
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.500000
          2294709.00
          2087255.88
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBU0171
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          2.500000
          3502660.00
          3145346.57
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBU8983
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          1310189.00
          1173860.01
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          24219900.00
          19568834.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-05-15
          
          1.250000
          150706900.00
          99449746.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-08-15
          
          1.375000
          100.00
          68.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-08-15
          
          1.375000
          33600.00
          23032.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          1.125000
          100.00
          72.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          63068900.00
          45546854.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-05-15
          
          2.375000
          24095200.00
          21104831.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-08-15
          
          2.000000
          67291800.00
          54223806.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          2.000000
          138568400.00
          114589770.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          2.250000
          27182100.00
          26662004.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-31
          
          1.875000
          1906200.00
          1886917.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          850000.00
          844445.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          10453400.00
          10183119.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          2.375000
          154000.00
          155825.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          2.500000
          6747800.00
          6778956.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          472800.00
          475733.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          2.750000
          703400.00
          709824.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-30
          
          2.875000
          1316000.00
          1326650.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          8683400.00
          8730985.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          106852000.00
          109001295.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          4714000.00
          4761956.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          2.625000
          158800.00
          159611.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.250000
          500000.00
          499040.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          2316000.00
          2259138.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          1.750000
          966000.00
          958445.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-06-30
          
          1.875000
          2353000.00
          2294107.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          474000.00
          475510.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          1558000.00
          1533506.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          1.875000
          321000.00
          323088.91
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          168874400.00
          166433871.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          13020000.00
          13165484.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          22468200.00
          22603708.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          63534000.00
          61333461.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          1.250000
          220000.00
          218643.40
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.125000
          1229100.00
          1225983.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.250000
          7421900.00
          7482257.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          4600200.00
          4521226.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          1086000.00
          1075900.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          2.000000
          99000.00
          98817.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          2.750000
          3900.00
          3953.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          1.750000
          1662000.00
          1645072.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          146000.00
          143900.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-31
          
          1.500000
          88000.00
          83617.81
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          4247500.00
          4089410.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-30
          
          0.375000
          10525900.00
          9852493.93
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          0.625000
          252512000.00
          214542714.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          0.250000
          605000.00
          562746.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          0.125000
          100.00
          99.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-15
          
          0.125000
          55000000.00
          62448642.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          1.117850
          11617500.00
          11636736.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          1.117850
          90810400.00
          90960765.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-15
          
          0.250000
          187600.00
          182223.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          0.125000
          315000.00
          312348.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          698300.00
          668936.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-29
          
          0.00
          978800.00
          969721.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          0.00
          3020000.00
          3018357.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-18
          
          0.00
          224200.00
          223688.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-29
          
          0.00
          5100000.00
          5079278.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-13
          
          0.00
          287000.00
          285605.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-27
          
          0.00
          1200.00
          1193.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-12
          
          0.00
          1417900.00
          1416564.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-19
          
          0.00
          2217000.00
          2214437.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          7.125000
          37003900.00
          39163685.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          6.250000
          90800.00
          96900.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          6.750000
          999300.00
          1175318.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          6.375000
          13149300.00
          15655556.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          6.125000
          7900000.00
          9234413.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          6.125000
          11285500.00
          13191768.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          5.500000
          10628400.00
          12415470.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          5.250000
          24036800.00
          28000850.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.500000
          1332500.00
          1335951.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-20
          
          0.00
          1364500.00
          1357449.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-10
          
          0.00
          14288200.00
          14196612.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-23
          
          0.00
          499800.00
          498545.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-20
          
          0.00
          25000000.00
          24903450.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          0.125000
          34369900.00
          33651961.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-31
          
          1.000000
          50000200.00
          45079926.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          0.125000
          104600.00
          101976.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-15
          
          0.375000
          5000000.00
          4761158.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-09-30
          
          1.250000
          84391600.00
          77001708.89
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-15
          
          0.625000
          96000.00
          91755.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-10-31
          
          1.375000
          400.00
          367.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-15
          
          1.000000
          898700.00
          867333.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          0.750000
          7021100.00
          6871308.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          1.047850
          663000.00
          663516.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          0.875000
          1644000.00
          1608506.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-28
          
          1.875000
          469500.00
          446005.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-05-15
          
          6.250000
          8116900.00
          10157272.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-11-15
          
          4.250000
          5280700.00
          6138221.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          4.375000
          21500.00
          25330.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          62354300.00
          67648830.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          3.125000
          3000000.00
          2970486.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
          96460600.00
          92950818.16
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          16448600.00
          14573482.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          3.000000
          16066100.00
          15861444.51
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          952500.00
          833718.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          72131500.00
          63136313.07
          U.S. Treasuries (including strips)
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      1800000000.00
      1800000000.00
      0.0249
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.800000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      ARP0TBA23
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-28
          
          0.00
          193905700.00
          193800021.39
          U.S. Treasuries (including strips)
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      190000000.00
      190000000.00
      0.0026
      N
      Y
      Y
      N
    
    
      MIZUHO SECURITIES USA LLC
      MIZUHO SECURITIES USA LLC 0.920000%
      7TK5RJIZDFROZCA6XF66
      0000812291
      ARP0TBA31
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          AESTHER HEALTHCARE ACQSTN CORP CLASS A COM
          
            2500-12-31
          
          N/A
          15929.00
          160564.32
          Equities
        
        
          GLOBAL CONSUMER ACQUISITN CORP COM
          
            2500-12-31
          
          N/A
          47974.00
          481658.96
          Equities
        
        
          GLOBALINK INVT INC             COM
          
            2500-12-31
          
          N/A
          13552.00
          134164.80
          Equities
        
        
          HEALTH CATALYST INC            COM
          549300223PL6GWKVJG92
          
            2500-12-31
          
          N/A
          129300.00
          1877436.00
          Equities
        
        
          ARDAGH METAL PACKAGING S A     SHS
          5493009WKQTU4FN9G032
          
            2500-12-31
          
          N/A
          377297.00
          2343014.37
          Equities
        
        
          BLUE SAFARI GRP ACQUISITN CORP CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          19978.00
          201578.02
          Equities
        
        
          GCM GROSVENOR INC              COM CL A
          
            2500-12-31
          
          N/A
          329943.00
          2781419.49
          Equities
        
        
          DELUXE CORP                    COM
          KWGNKB8TX9LE5TV29231
          
            2500-12-31
          
          N/A
          22100.00
          539461.00
          Equities
        
        
          CISCO SYS INC                  COM
          549300LKFJ962MZ46593
          
            2500-12-31
          
          N/A
          3400.00
          155108.00
          Equities
        
        
          EDIFY ACQUISITION CORP         CL A
          
            2500-12-31
          
          N/A
          13600.00
          133416.00
          Equities
        
        
          BREEZE HOLDINGS ACQUISITN CORP COM
          
            2500-12-31
          
          N/A
          164442.00
          1678952.82
          Equities
        
        
          BROOKLINE CAP ACQUISITION CORP COM
          
            2500-12-31
          
          N/A
          40781.00
          412703.72
          Equities
        
        
          CAPITAL ONE FINL CORP          COM
          ZUE8T73ROZOF6FLBAR73
          
            2500-12-31
          
          N/A
          14500.00
          1833670.00
          Equities
        
        
          VENTOUX CCM ACQUISITION CORP   COM
          
            2500-12-31
          
          N/A
          73742.00
          749956.14
          Equities
        
        
          BIG SKY GROWTH PARTNERS INC    CLASS A COM
          
            2500-12-31
          
          N/A
          31230.00
          303867.90
          Equities
        
        
          BOSTON SCIENTIFIC CORP         COM
          Y6ZDD9FP4P8JSSJMW954
          
            2500-12-31
          
          N/A
          87378.00
          3599973.60
          Equities
        
        
          GOLDENBRIDGE ACQUISITION LTD   SHS
          
            2500-12-31
          
          N/A
          9087.00
          91960.44
          Equities
        
        
          10X CAP VENTURE ACQSTN CORP II COM CL A
          
            2500-12-31
          
          N/A
          50436.00
          497803.32
          Equities
        
        
          TISHMAN SPEYER INNOVATION CORP COM CL A
          
            2500-12-31
          
          N/A
          37208.00
          363522.16
          Equities
        
        
          US WELL SERVICES INC           CL A NEW
          
            2500-12-31
          
          N/A
          149600.00
          113696.00
          Equities
        
        
          PONO CAPITAL CORP              CLASS A COM
          
            2500-12-31
          
          N/A
          12300.00
          124353.00
          Equities
        
        
          BANNIX ACQUISITION CORP        COM
          
            2500-12-31
          
          N/A
          3816.00
          37778.40
          Equities
        
        
          BENESSERE CAPITAL ACQUSTN CORP COM CL A
          
            2500-12-31
          
          N/A
          95013.00
          977683.77
          Equities
        
        
          MONTEREY BIO ACQUISITION CORP  COM
          
            2500-12-31
          
          N/A
          22736.00
          226905.28
          Equities
        
        
          LIGHTWAVE LOGIC INC            COM
          
            2500-12-31
          
          N/A
          53500.00
          426930.00
          Equities
        
        
          ACTIVISION BLIZZARD INC        COM
          549300TPQQDBP9GNOF40
          
            2500-12-31
          
          N/A
          5000.00
          391000.00
          Equities
        
        
          THE NECESSITY RETAIL REIT INC  COM CLASS A
          549300GN4H0K3IUS8983
          
            2500-12-31
          
          N/A
          62700.00
          496584.00
          Equities
        
        
          BCE INC                        COM NEW
          5493001I9203PRB5KR45
          
            2500-12-31
          
          N/A
          8500.00
          459850.00
          Equities
        
        
          ICAHN ENTERPRISES LP           DEPOSITARY UNIT
          549300T0G4GS0SINS786
          
            2500-12-31
          
          N/A
          46800.00
          2430324.00
          Equities
        
        
          JOHNSON &amp; JOHNSON              COM
          549300G0CFPGEF6X2043
          
            2500-12-31
          
          N/A
          2300.00
          416507.00
          Equities
        
        
          QIAGEN NV                      SHS NEW
          54930036WK3GMCN17Z57
          
            2500-12-31
          
          N/A
          75965.00
          3599981.35
          Equities
        
        
          IX ACQUISITION CORP            CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          30000.00
          293700.00
          Equities
        
        
          ALPHA STAR ACQUISITION CORP    ORDINARY SHARES
          
            2500-12-31
          
          N/A
          48967.00
          484773.30
          Equities
        
        
          GREEN VISOR FIN TEC ACQ CORP I CLASS A ORD
          
            2500-12-31
          
          N/A
          41154.00
          411128.46
          Equities
        
        
          FINANCIAL STRATEGIES ACQUISITI CLASS A COM
          
            2500-12-31
          
          N/A
          13754.00
          136439.68
          Equities
        
        
          FORTUNE RISE ACQUISITION CORP  CL A
          
            2500-12-31
          
          N/A
          17504.00
          175565.12
          Equities
        
        
          GAMING &amp; LEISURE PPTYS INC     COM
          5493006GWRDBCZYWTM57
          
            2500-12-31
          
          N/A
          75566.00
          3599964.24
          Equities
        
        
          WYNDHAM HOTELS &amp; RESORTS INC   COM
          549300FE3MQ4RVXXC673
          
            2500-12-31
          
          N/A
          36400.00
          2930928.00
          Equities
        
        
          DELTA AIR LINES INC DEL        COM NEW
          Q2CCMS6R0AS67HJMBN42
          
            2500-12-31
          
          N/A
          7000.00
          295610.00
          Equities
        
        
          DIGITAL RLTY TR INC            COM
          549300HKCZ31D08NEI41
          
            2500-12-31
          
          N/A
          24600.00
          3481146.00
          Equities
        
        
          EAST WEST BANCORP INC          COM
          
            2500-12-31
          
          N/A
          25100.00
          1843344.00
          Equities
        
        
          ELECTRONIC ARTS INC            COM
          549300O7A67PUEYKDL45
          
            2500-12-31
          
          N/A
          14691.00
          2035144.23
          Equities
        
        
          COLGATE PALMOLIVE CO           COM
          YMEGZFW4SBUSS5BQXF88
          
            2500-12-31
          
          N/A
          6599.00
          520397.14
          Equities
        
        
          CNO FINL GROUP INC             COM
          11XPYHB76MPM4Y4P2897
          
            2500-12-31
          
          N/A
          44900.00
          924491.00
          Equities
        
        
          CAPITOL FED FINL INC           COM
          
            2500-12-31
          
          N/A
          49200.00
          499380.00
          Equities
        
        
          VIMEO INC                      COMMON STOCK
          
            2500-12-31
          
          N/A
          250900.00
          2240537.00
          Equities
        
        
          WALGREENS BOOTS ALLIANCE INC   COM
          549300RPTUOIXG4LIH86
          
            2500-12-31
          
          N/A
          3400.00
          148614.00
          Equities
        
        
          WELSBACH TECH METALS ACQU CORP COM
          
            2500-12-31
          
          N/A
          19315.00
          191025.35
          Equities
        
        
          SOFI TECHNOLOGIES INC          COM
          549300SW81JCMVZDDY09
          
            2500-12-31
          
          N/A
          76100.00
          574555.00
          Equities
        
        
          THOMSON REUTERS CORP.          COM NEW
          549300561UZND4C7B569
          
            2500-12-31
          
          N/A
          3400.00
          335750.00
          Equities
        
        
          NETAPP INC                     COM
          QTX3D84DZDD5JYOCYH15
          
            2500-12-31
          
          N/A
          6800.00
          496740.00
          Equities
        
        
          PPG INDS INC                   COM
          549300BKPEP01R3V6C59
          
            2500-12-31
          
          N/A
          2800.00
          364084.00
          Equities
        
        
          PARSEC CAPITAL ACQUISITION     CL A
          
            2500-12-31
          
          N/A
          23117.00
          231863.51
          Equities
        
        
          RAYMOND JAMES FINL INC         COM
          RGUZHJ05YTITL6D76949
          
            2500-12-31
          
          N/A
          36293.00
          3599902.67
          Equities
        
        
          MANHATTAN ASSOCIATES INC       COM
          529900Q1GJP7KD52SW51
          
            2500-12-31
          
          N/A
          18824.00
          2307445.92
          Equities
        
        
          JABIL INC                      COM
          5493000CGCQY2OQU7669
          
            2500-12-31
          
          N/A
          26500.00
          1642470.00
          Equities
        
        
          CENTENNIAL RESOURCE DEV INC    CL A
          529900NXUJPOKU7OJ511
          
            2500-12-31
          
          N/A
          459770.00
          3599999.10
          Equities
        
        
          SNAP INC                       CL A
          549300JNC0L6VP8A2Q35
          
            2500-12-31
          
          N/A
          60.00
          934.80
          Equities
        
        
          ACE GLOBAL BUSINESS ACQU LTD   ORDINARY SHARES
          
            2500-12-31
          
          N/A
          1562.00
          16026.12
          Equities
        
        
          AGBA ACQUISITION LTD           SHS
          5493006NA1XBERP7JE98
          
            2500-12-31
          
          N/A
          2979.00
          33632.91
          Equities
        
        
          SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          97800.00
          955506.00
          Equities
        
        
          NASDAQ INC                     COM
          549300L8X1Q78ERXFD06
          
            2500-12-31
          
          N/A
          3400.00
          529176.00
          Equities
        
        
          MUDRICK CAPITAL ACQU CORP II   COM CL A
          
            2500-12-31
          
          N/A
          46100.00
          464227.00
          Equities
        
        
          LAZARD GROWTH ACQUISITION CORP CL A ORD SHS
          
            2500-12-31
          
          N/A
          51500.00
          505215.00
          Equities
        
        
          KINS TECHNOLOGY GROUP INC      COM CL A
          
            2500-12-31
          
          N/A
          59045.00
          595764.05
          Equities
        
        
          HEALTH ASSURN ACQUISITION CORP COM CL A
          
            2500-12-31
          
          N/A
          2700.00
          26649.00
          Equities
        
        
          MARATHON DIGITAL HOLDINGS INC  COM
          549300M8ISKPTX2W7F94
          
            2500-12-31
          
          N/A
          23300.00
          239291.00
          Equities
        
        
          MID-AMER APT CMNTYS INC        COM
          549300FQZKFR5YNSHZ21
          
            2500-12-31
          
          N/A
          19584.00
          3599930.88
          Equities
        
        
          HOME DEPOT INC                 COM
          QEKMOTMBBKA8I816DO57
          
            2500-12-31
          
          N/A
          3500.00
          1079610.00
          Equities
        
        
          MONSTER BEVERAGE CORP NEW      COM
          52990090AP0E7HCB6F33
          
            2500-12-31
          
          N/A
          40147.00
          3599981.49
          Equities
        
        
          AERCAP HOLDINGS NV             SHS
          549300SZYINBBLJQU475
          
            2500-12-31
          
          N/A
          2600.00
          127400.00
          Equities
        
        
          INTERNATIONAL MEDIA ACQUISITIO CLASS A COM
          
            2500-12-31
          
          N/A
          49836.00
          495868.20
          Equities
        
        
          IG ACQUISITION CORP            COM CL A
          
            2500-12-31
          
          N/A
          1000.00
          9900.00
          Equities
        
        
          DATA KNIGHTS ACQUISITION CORP  CLASS A COM
          
            2500-12-31
          
          N/A
          15681.00
          160573.44
          Equities
        
        
          COINBASE GLOBAL INC            COM CL A
          5493004G3J2SC154DU06
          
            2500-12-31
          
          N/A
          68.00
          5121.76
          Equities
        
        
          CLOVER LEAF CAPITAL CORP       COM CL A
          
            2500-12-31
          
          N/A
          10920.00
          110292.00
          Equities
        
        
          CF ACQUISITION CORP IV         COM CL A
          
            2500-12-31
          
          N/A
          102594.00
          1007473.08
          Equities
        
        
          SERVICENOW INC                 COM
          549300HJTQM36M0E1G39
          
            2500-12-31
          
          N/A
          200.00
          95258.00
          Equities
        
        
          EJF ACQUISITION CORP           CL A SHS
          
            2500-12-31
          
          N/A
          300.00
          2982.00
          Equities
        
        
          SCHWAB CHARLES CORP            COM
          549300VSGCJ7E698NM85
          
            2500-12-31
          
          N/A
          34300.00
          2421237.00
          Equities
        
        
          MODEL PERFORMANCE ACQU CORP    CLASS A ORD SHS
          
            2500-12-31
          
          N/A
          14326.00
          145695.42
          Equities
        
        
          NATURAL ORDER ACQUISITION CORP COM
          
            2500-12-31
          
          N/A
          1000.00
          9860.00
          Equities
        
        
          LMF ACQUISITION OPPORTUNIT INC CL A COM
          
            2500-12-31
          
          N/A
          11381.00
          115630.96
          Equities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0092
      72000000.00
      72000000.00
      0.0010
      N
      Y
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 0.960000%
      ZBUT11V806EZRVTWT807
      0000782124
      ARP0TBA56
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          YPF SOCIEDAD ANONIMA           FR 8.75%040424
          5493003N7447U18U5U53
          
            2024-04-04
          
          8.750000
          268000.00
          169025.93
          Corporate Debt Securities
        
        
          ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 28
          
            2028-03-01
          
          8.000000
          62710848.00
          67536099.36
          Corporate Debt Securities
        
        
          ANAGRAM INTERNATIONAL INC.     SR SEC GLBL 26
          
            2026-08-15
          
          10.000000
          13757.00
          14574.78
          Corporate Debt Securities
        
        
          ASCENDIS PHARMA A/S            SR GLBL COCO 28
          549300B66JN3W3J8GH73
          
            2028-04-01
          
          2.250000
          13260000.00
          11693662.50
          Corporate Debt Securities
        
        
          CALIFORNIA RES CORP            SR GLBL 144A 26
          5493003Q8F0T4F4YMR48
          
            2026-02-01
          
          7.125000
          5870000.00
          6140665.70
          Corporate Debt Securities
        
        
          CERDIA FINANZ GMBH             SR SEC 144A NT27
          391200KURNDJSX9GX570
          
            2027-02-15
          
          10.500000
          7586000.00
          6849841.92
          Corporate Debt Securities
        
        
          DELEK LOGISTICS PARTNERS LP    6.75%25
          
            2025-05-15
          
          6.750000
          78000.00
          76479.00
          Corporate Debt Securities
        
        
          DIAGEO CAP PLC                 SR GLBL NT 2%30
          213800L23DJLALFC4O95
          
            2030-04-29
          
          2.000000
          3425000.00
          3022349.39
          Corporate Debt Securities
        
        
          DIGICEL GROUP 0.5 LIMITED      SR SEC GLBL 24
          
            2024-04-01
          
          10.000000
          23958144.00
          23632047.04
          Corporate Debt Securities
        
        
          DONNELLEY R R &amp; SONS CO        SR DEB 8.82%31
          SU4X0P4WWRGOQDTSV032
          
            2031-04-15
          
          8.820000
          1060000.00
          1336946.20
          Corporate Debt Securities
        
        
          HEALTHEQUITY INC               SR GLBL 144A 29
          529900LRJU1RAFQHM467
          
            2029-10-01
          
          4.500000
          3424000.00
          3218560.00
          Corporate Debt Securities
        
        
          JACKSON NATL LIFE GLOBAL FDG   SR SEC GLBL 29
          635400PQXLYXWJI5QD78
          
            2029-06-21
          
          3.050000
          21000.00
          20009.13
          Corporate Debt Securities
        
        
          JAGUAR LAND ROVER PLC          SR 144A NT5.5%29
          529900L73GEWN1O5NH84
          
            2029-07-15
          
          5.500000
          3066000.00
          2436044.31
          Corporate Debt Securities
        
        
          LIFE TIME FITNESS              SR GLBL 144A 26
          549300PALKE96VYH4X17
          
            2026-04-15
          
          8.000000
          4950000.00
          4906995.50
          Corporate Debt Securities
        
        
          99 ESCROW ISSUER INCORPORATED  SR SEC GLBL 26
          
            2026-01-15
          
          7.500000
          19028000.00
          13287886.67
          Corporate Debt Securities
        
        
          PROCTER &amp; GAMBLE CO            SR GLBL NT2.8%2
          2572IBTT8CCZW6AU4141
          
            2027-03-25
          
          2.800000
          336000.00
          331707.04
          Corporate Debt Securities
        
        
          WEWORK COS LLC / WW CO-OBLIGOR GLBL 144A NT5%25
          
            2025-07-10
          
          5.000000
          44492000.00
          34965669.57
          Corporate Debt Securities
        
        
          TEEKAY OFFSHORE PARTNERS L P   SR GLBL REGS 23
          
            2023-07-15
          
          8.500000
          204000.00
          118702.50
          Corporate Debt Securities
        
        
          PROVINCIA DE CORDOBA           GLBL AMZ STEP 25
          5299006CLM2Z97AATT29
          
            2025-12-10
          
          5.000000
          15585952.00
          13044056.41
          Corporate Debt Securities
        
        
          PROVINCIA DE CORDOBA           GLBL AMZ STEP 29
          5299006CLM2Z97AATT29
          
            2029-02-01
          
          5.000000
          8348768.00
          5792607.15
          Corporate Debt Securities
        
        
          BROADCOM INC                   SR GLBL REGS 35
          549300WV6GIDOZJTV909
          
            2035-11-15
          
          3.137000
          72000.00
          58331.10
          Corporate Debt Securities
        
        
          AERCAP IRELAND CAPITAL LIMITED 4.125%23
          
            2023-07-03
          
          4.125000
          808000.00
          822300.25
          Corporate Debt Securities
        
        
          CARVANA CO                     SR GLBL 144A 30
          5493003WEAK2PJ5WS063
          
            2030-05-01
          
          10.250000
          1080000.00
          979687.50
          Corporate Debt Securities
        
        
          CONOCOPHILLIPS                 SR GLBL NT4.3%28
          WPTL2Z3FIYTHSP5V2253
          
            2028-08-15
          
          4.300000
          444000.00
          459771.37
          Corporate Debt Securities
        
        
          DELMARVA PWR &amp; LT CO           1MTG BD 4%42
          NJ98T8DDD027ZFXUDB24
          
            2042-06-01
          
          4.000000
          240000.00
          218469.60
          Corporate Debt Securities
        
        
          DUKE ENERGY FLA LLC            1MTG BD 6.35%37
          7MOHLM3DKE63RX2ZCN83
          
            2037-09-15
          
          6.350000
          2128000.00
          2544291.18
          Corporate Debt Securities
        
        
          KANSAS CITY PWR &amp; LT CO        SR GLBL NT5.3%4
          1128SIJQ26096WL7IO82
          
            2041-10-01
          
          5.300000
          558000.00
          598267.14
          Corporate Debt Securities
        
        
          KANSAS CITY SOUTHERN           SR GLBL NT 3%23
          5493008C12PZMWP3WY03
          
            2023-05-15
          
          3.000000
          520000.00
          521109.33
          Corporate Debt Securities
        
        
          KROGER CO                      SR NT 5.4%40
          6CPEOKI6OYJ13Q6O7870
          
            2040-07-15
          
          5.400000
          200000.00
          214972.00
          Corporate Debt Securities
        
        
          MEMORIAL HEALTH SVCS           SR -2019 BD 49
          549300FTIZOMIONZZ882
          
            2049-11-01
          
          3.447000
          80000.00
          69652.20
          Corporate Debt Securities
        
        
          NCL CORP LTD                   SR GLBL 144A 29
          UNZWILHE4KMRP9K2L524
          
            2029-02-15
          
          7.750000
          11024000.00
          10165763.23
          Corporate Debt Securities
        
        
          SKILLZ INC                     SR SEC GLBL 26
          
            2026-12-15
          
          10.250000
          17456000.00
          13626333.01
          Corporate Debt Securities
        
        
          TORONTO DOMINION BANK          SR GLBL INDX 25
          PT3QB789TSUIDF371261
          
            2025-04-01
          
          0.00
          48000.00
          82963.82
          Corporate Debt Securities
        
        
          TRUSTEES OF PRINCETON UNIV     -2022 BD 52
          549300PJZYINN64GDJ90
          
            2052-03-01
          
          4.201000
          1600000.00
          1658598.18
          Corporate Debt Securities
        
        
          ALPHA HLDG S A DE C V          SR GLBL REGS 25
          549300R872G37EN6NT94
          
            2025-02-10
          
          9.000000
          8340000.00
          708900.00
          Corporate Debt Securities
        
        
          BANCO DO BRASIL S A GRAND CAYM ALT TIER I PERP
          QE0Q0253K88YAGNPE356
          
            2500-12-31
          
          9.000000
          860000.00
          930451.20
          Corporate Debt Securities
        
        
          MASTELLONE HERMANOS S A        SR REGS NT 26
          529900WALS20HV8LJG92
          
            2026-06-30
          
          10.950000
          546831.00
          558183.21
          Corporate Debt Securities
        
        
          AMKOR TECHNOLOGY INC           6.625%27
          529900VHLRTKPWZJBM84
          
            2027-09-15
          
          6.625000
          35000.00
          35317.31
          Corporate Debt Securities
        
        
          CVR PARTNERS LP/CVR NITROGEN   SR SEC GLBL 28
          
            2028-06-15
          
          6.125000
          3902000.00
          3848359.42
          Corporate Debt Securities
        
        
          CALFRAC HLDGS LP               SR GLBL 144A 26
          
            2026-03-15
          
          10.875000
          117424.00
          110138.82
          Corporate Debt Securities
        
        
          CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40
          549300TM2WLI2BJMDD86
          
            2040-10-01
          
          6.250000
          3625000.00
          3353729.17
          Corporate Debt Securities
        
        
          SERVICE PPTYS TR               SR NT 4.5%25
          529900IS770AG1K9QG27
          
            2025-03-15
          
          4.500000
          2226000.00
          1959881.70
          Corporate Debt Securities
        
        
          SERVICE PPTYS TR               SR GLBL NT 24
          529900IS770AG1K9QG27
          
            2024-10-01
          
          4.350000
          2699000.00
          2463728.17
          Corporate Debt Securities
        
        
          K HOVNANIAN ENTERPRISES INC    SR SEC GLBL 25
          549300JJCQ0KAI7CJG32
          
            2025-11-15
          
          10.000000
          31861000.00
          33715133.19
          Corporate Debt Securities
        
        
          NORTHERN STS PWR CO MINN       1MTG BD 4.85%40
          3S1GHB0TEH85KX44SB51
          
            2040-08-15
          
          4.850000
          254000.00
          264810.38
          Corporate Debt Securities
        
        
          ONE CALL CORP                  SR SEC GLBL 28
          549300WUCCV86ZQHG041
          
            2028-11-01
          
          8.500000
          59882000.00
          70402640.38
          Corporate Debt Securities
        
        
          PECO ENERGY CO                 1ST MTG BD4.8%43
          YH65D4JBECK76IFEJ279
          
            2043-10-15
          
          4.800000
          628000.00
          626425.81
          Corporate Debt Securities
        
        
          SPIRIT AEROSYSTEMS INC         3.95%23
          ZD2NBKV6GCC3UMGBM518
          
            2023-06-15
          
          3.950000
          2519000.00
          2476715.79
          Corporate Debt Securities
        
        
          UNITI GROUP LP / UNITI FIBER/  SR SEC GLBL 25
          
            2025-02-15
          
          7.875000
          2764000.00
          2914631.09
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30
          
            2030-05-15
          
          8.750000
          16424000.00
          17341576.94
          Corporate Debt Securities
        
        
          MORGAN STANLEY                 RGE ACCRL 10%32
          IGJSJL3JD5P30I6NJZ34
          
            2032-03-30
          
          4.608000
          392000.00
          269094.59
          Corporate Debt Securities
        
        
          UBS GROUP AG                   GLBL COCO 33
          549300SZJ9VS8SGXAN81
          
            2033-02-11
          
          2.746000
          3297000.00
          2849012.25
          Corporate Debt Securities
        
        
          ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 25
          213800H4GKEF3CJ8C774
          
            2025-11-30
          
          10.500000
          800000.00
          781742.67
          Corporate Debt Securities
        
        
          AMC ENTMT HLDGS INC            SR SB GLBL NT 26
          549300ZO77UNR6NRBR11
          
            2026-11-15
          
          5.875000
          1347000.00
          792401.19
          Corporate Debt Securities
        
        
          ALLEGION PLC                   SR GLBL NT3.5%29
          984500560CAC2E6FB757
          
            2029-10-01
          
          3.500000
          493000.00
          450850.14
          Corporate Debt Securities
        
        
          ALLIANCE RES OP PART LP/ALLIAN SR GLBL 144A 25
          
            2025-05-01
          
          7.500000
          4621000.00
          4669335.66
          Corporate Debt Securities
        
        
          BLACKROCK INC                  GLBL NT 1.9%31
          549300LRIF3NWCU26A80
          
            2031-01-28
          
          1.900000
          384000.00
          330421.12
          Corporate Debt Securities
        
        
          JAGUAR LAND ROVER PLC          SR GLBL 144A 28
          529900L73GEWN1O5NH84
          
            2028-01-15
          
          5.875000
          2962000.00
          2516193.08
          Corporate Debt Securities
        
        
          JABIL INC                      SR GLBL NT1.7%26
          5493000CGCQY2OQU7669
          
            2026-04-15
          
          1.700000
          1230000.00
          1120495.83
          Corporate Debt Securities
        
        
          GLOBAL PARTNERS LP             SR GLBL NT 7%27
          
            2027-08-01
          
          7.000000
          286000.00
          281233.33
          Corporate Debt Securities
        
        
          DISH DBS CORPORATION           SR GLBL NT 29
          
            2029-06-01
          
          5.125000
          550000.00
          396893.75
          Corporate Debt Securities
        
        
          PARTY CITY HLDGS INC           SR SEC GLBL 26
          5493005PYM1JS6EZN307
          
            2026-02-15
          
          8.750000
          13913000.00
          10862767.99
          Corporate Debt Securities
        
        
          PAR PHARMACEUTICAL INC         SR SEC GLBL 27
          549300KK5WR4MGN4YT97
          
            2027-04-01
          
          7.500000
          3088000.00
          2462680.00
          Corporate Debt Securities
        
        
          LUMEN TECHNOLOGIES INC         SR GLBL 144A 29
          8M3THTGWLTYZVE6BBY25
          
            2029-06-15
          
          5.375000
          6487000.00
          5710406.99
          Corporate Debt Securities
        
        
          IHEARTCOMMUNICATIONS INC       8.375%27
          54930076J6KDZL504O62
          
            2027-05-01
          
          8.375000
          674455.00
          636941.25
          Corporate Debt Securities
        
        
          SERVICE PPTYS TR               SR NT 5%22
          529900IS770AG1K9QG27
          
            2022-08-15
          
          5.000000
          269000.00
          273135.13
          Corporate Debt Securities
        
        
          HERTZ CORP                     SR GLBL 144A 29
          549300PD0C69OJ0NLB27
          
            2029-12-01
          
          5.000000
          906000.00
          826725.00
          Corporate Debt Securities
        
        
          HERTZ CORP                     SR GLBL 144A 26
          549300PD0C69OJ0NLB27
          
            2026-12-01
          
          4.625000
          299000.00
          280499.38
          Corporate Debt Securities
        
        
          DEUTSCHE BK AG                 FR 1%050123
          7LTWFZYICNSX8D621K86
          
            2023-05-01
          
          1.000000
          18728000.00
          20522766.67
          Corporate Debt Securities
        
        
          CONSTELLATION MERGER SUB INC   8.5%25
          
            2025-09-15
          
          8.500000
          10086000.00
          9333528.37
          Corporate Debt Securities
        
        
          CLOROX CO DEL                  SR GLBL NT1.8%30
          54930044KVSC06Z79I06
          
            2030-05-15
          
          1.800000
          150000.00
          126528.00
          Corporate Debt Securities
        
        
          CENGAGE LEARNING INC           SR 144A NT9.5%24
          549300BYGM0FWUSVXJ88
          
            2024-06-15
          
          9.500000
          9814000.00
          9704137.72
          Corporate Debt Securities
        
        
          CARVANA CO                     SR GLBL 144A 28
          5493003WEAK2PJ5WS063
          
            2028-10-01
          
          5.875000
          3537000.00
          2515661.77
          Corporate Debt Securities
        
        
          WERNER FINCO LP/ WERNER        SR GLBL 144A 25
          
            2025-07-15
          
          8.750000
          93000.00
          97067.41
          Corporate Debt Securities
        
        
          K HOVNANIAN ENTERPRISES INC    SR SEC GLBL 26
          549300JJCQ0KAI7CJG32
          
            2026-02-15
          
          10.500000
          12679000.00
          13134133.84
          Corporate Debt Securities
        
        
          INSTALLED BLDG PRODS INC       SR GLBL 144A 28
          549300I95Y9P9YM5FI86
          
            2028-02-01
          
          5.750000
          189000.00
          180284.58
          Corporate Debt Securities
        
      
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0096
      403000000.00
      403000000.00
      0.0056
      N
      N
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC
      DAIWA CAPITAL MARKETS AMERICA INC 0.800000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      ARP0TBAA5
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Farm Federal Credit Bank
          254900C5LP6DN9OP9V83
          
            2029-05-18
          
          3.050000
          392000.00
          390667.35
          Agency Debentures and Agency Strips
        
        
          03.500 FGPC Q42622 G
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          2405455.00
          546650.12
          Agency Mortgage-Backed Securities
        
        
          GNII SP 785295 M
          549300M8ZYFG0OCMTT87
          
            2049-11-20
          
          5.000000
          219491.00
          89547.66
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLMA4548
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          2.500000
          608000.00
          553720.70
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLBO4501
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          9741903.00
          4500301.37
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLBR7117
          B1V7KEBTPIMZEU4LTD58
          
            2051-04-01
          
          2.000000
          1439701.00
          1232224.04
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAL5477
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.000000
          3417361.00
          892119.24
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLCA2372
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          5.000000
          7251056.00
          1671609.40
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLCB3315
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.500000
          50000000.00
          48472700.14
          Agency Mortgage-Backed Securities
        
        
          FNMS 05.000 CLFM5563
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          5.000000
          70649052.00
          44173930.46
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLAO0774
          B1V7KEBTPIMZEU4LTD58
          
            2042-04-01
          
          3.500000
          128174879.00
          15900289.99
          Agency Mortgage-Backed Securities
        
        
          FEPC 01.500 CTRB5144
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-01
          
          1.500000
          353626.00
          304519.30
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7827 M
          549300M8ZYFG0OCMTT87
          
            2052-01-20
          
          2.500000
          13264359.00
          12345439.85
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7852 M
          549300M8ZYFG0OCMTT87
          
            2037-02-20
          
          2.000000
          107457.00
          98963.98
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7934 M
          549300M8ZYFG0OCMTT87
          
            2052-03-20
          
          1.500000
          151570.00
          132412.12
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLQC2515
          S6XOOCT0IEG5ABCC6L87
          
            2051-06-01
          
          3.000000
          2385601.00
          1964910.09
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.500 CLQD9973
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          2.500000
          10559852.00
          9760923.24
          Agency Mortgage-Backed Securities
        
        
          03.000 FGPC G14502 G
          S6XOOCT0IEG5ABCC6L87
          
            2027-02-01
          
          3.000000
          24520985.00
          2325641.04
          Agency Mortgage-Backed Securities
        
        
          03.000 FGPC J25150 G
          S6XOOCT0IEG5ABCC6L87
          
            2028-08-01
          
          3.000000
          13943665.00
          2374658.49
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLSD8221
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.500000
          392674.00
          387831.02
          Agency Mortgage-Backed Securities
        
        
          GNII SF BL2994 C
          549300M8ZYFG0OCMTT87
          
            2049-01-20
          
          4.500000
          12315.00
          5784.72
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA8043 M
          549300M8ZYFG0OCMTT87
          
            2052-05-20
          
          3.000000
          877328.00
          853061.11
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CLMA4624
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.000000
          1352564.00
          1299841.06
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CIMA4629
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          3.000000
          82289.00
          81742.44
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CNMA3132
          B1V7KEBTPIMZEU4LTD58
          
            2027-09-01
          
          3.500000
          409556.00
          94202.79
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CNRD5102
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          3.000000
          294929.00
          295855.08
          Agency Mortgage-Backed Securities
        
        
          FEPC 01.500 CNRD5094
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          1.500000
          167145.00
          158407.16
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.000 CNRD5095
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          2.000000
          3134.00
          3036.77
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBU0981
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          2.500000
          2619215.00
          2342801.96
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CIBV7589
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          3.000000
          42523.00
          41880.86
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA8047 M
          549300M8ZYFG0OCMTT87
          
            2052-05-20
          
          5.000000
          211105.00
          219970.07
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CTMA4632
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.000000
          911990.00
          885806.77
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CNMA4636
          B1V7KEBTPIMZEU4LTD58
          
            2032-05-01
          
          2.500000
          1273500.00
          1255076.70
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CNMA4637
          B1V7KEBTPIMZEU4LTD58
          
            2032-05-01
          
          3.000000
          2763464.00
          2772141.28
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA8018 M
          549300M8ZYFG0OCMTT87
          
            2037-05-20
          
          3.000000
          182042.00
          180248.52
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA8019 M
          549300M8ZYFG0OCMTT87
          
            2037-05-20
          
          3.500000
          118030.00
          119378.34
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBP7215
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          2856170.00
          2344989.57
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLBP7667
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          2.500000
          6720000.00
          5248599.33
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CIBM3231
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          3.500000
          34438.00
          7158.00
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLQA1225
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          5745000.00
          2365280.35
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CLBP2977
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          690661.00
          262853.28
          Agency Mortgage-Backed Securities
        
        
          FNMS 01.500 CLMA4464
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          1.500000
          7825000.00
          6542964.97
          Agency Mortgage-Backed Securities
        
        
          GNII SF MA7313 M
          549300M8ZYFG0OCMTT87
          
            2051-04-20
          
          3.000000
          22743000.00
          16305811.14
          Agency Mortgage-Backed Securities
        
        
          FEPC 02.500 CLQA9207
          S6XOOCT0IEG5ABCC6L87
          
            2050-05-01
          
          2.500000
          3041318.00
          2407386.98
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLQE3080
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.000000
          16168893.00
          15547393.09
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CTRB5169
          S6XOOCT0IEG5ABCC6L87
          
            2042-05-01
          
          3.500000
          81626.00
          81583.28
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-15
          
          1.375000
          59375700.00
          59479734.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          1.250000
          500000.00
          437487.35
          U.S. Treasuries (including strips)
        
        
          FNMS 03.500 CLAP1289
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          6019000.00
          852104.02
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLAS9656
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.500000
          94867182.00
          26911598.47
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLAS3870
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          7405591.00
          2377598.72
          Agency Mortgage-Backed Securities
        
        
          02.500 FGPC G18540 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-02-01
          
          2.500000
          3000000.00
          520521.19
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      290000000.00
      290000000.00
      0.0040
      N
      Y
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC 0.800000%
      ZBUT11V806EZRVTWT807
      0000782124
      ARP0TBAD9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Farm Federal Credit Bank
          254900C5LP6DN9OP9V83
          
            2046-08-24
          
          2.590000
          4050000.00
          3198153.82
          Agency Debentures and Agency Strips
        
        
          Farm Federal Credit Bank
          254900C5LP6DN9OP9V83
          
            2046-08-03
          
          2.650000
          4220000.00
          3373569.75
          Agency Debentures and Agency Strips
        
        
          Farm Federal Credit Bank
          254900C5LP6DN9OP9V83
          
            2041-12-16
          
          2.920000
          34722000.00
          29958465.67
          Agency Debentures and Agency Strips
        
        
          Freddie Mac
          S6XOOCT0IEG5ABCC6L87
          
            2040-07-13
          
          2.150000
          9651000.00
          7640336.40
          Agency Debentures and Agency Strips
        
        
          FNAR XX.XXX S1888121
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          2.079000
          570000.00
          10442.45
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB995437
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          1.932000
          28871104.00
          965375.23
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN2232
          B1V7KEBTPIMZEU4LTD58
          
            2026-07-01
          
          2.460000
          32621100.00
          31956934.40
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN5640
          B1V7KEBTPIMZEU4LTD58
          
            2027-06-01
          
          3.080000
          11620000.00
          11589284.47
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN7976
          B1V7KEBTPIMZEU4LTD58
          
            2028-01-01
          
          3.080000
          8000000.00
          7389205.64
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8093
          B1V7KEBTPIMZEU4LTD58
          
            2028-01-01
          
          3.090000
          17000000.00
          15560694.35
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8443
          B1V7KEBTPIMZEU4LTD58
          
            2028-02-01
          
          3.120000
          25000000.00
          23208621.70
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAO9682
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          1.905000
          10090700.00
          11953.95
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAP3877
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          1.935000
          10000000.00
          352845.17
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAT4250
          B1V7KEBTPIMZEU4LTD58
          
            2043-06-01
          
          1.785000
          400000.00
          29495.28
          Agency Mortgage-Backed Securities
        
        
          FMAR 8D0200 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          2.595000
          652000.00
          622697.49
          Agency Mortgage-Backed Securities
        
        
          FMAR 2B0132 G
          S6XOOCT0IEG5ABCC6L87
          
            2042-01-01
          
          2.050000
          18248864.00
          918763.87
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CAAY0382
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          4.000000
          73706.00
          12618.07
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB832417
          B1V7KEBTPIMZEU4LTD58
          
            2035-08-01
          
          1.618000
          50005312.00
          276064.60
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB841125
          B1V7KEBTPIMZEU4LTD58
          
            2036-07-01
          
          2.080000
          22698752.00
          241663.30
          Agency Mortgage-Backed Securities
        
        
          FMAR 1H2526 G
          S6XOOCT0IEG5ABCC6L87
          
            2035-09-01
          
          2.256000
          110055424.00
          926067.20
          Agency Mortgage-Backed Securities
        
        
          FMAR 1G2003 G
          S6XOOCT0IEG5ABCC6L87
          
            2037-06-01
          
          2.025000
          8400000.00
          71641.69
          Agency Mortgage-Backed Securities
        
        
          FMAR 849506 G
          S6XOOCT0IEG5ABCC6L87
          
            2044-11-01
          
          1.892000
          358000.00
          24318.38
          Agency Mortgage-Backed Securities
        
        
          FMAR 2B3104 G
          S6XOOCT0IEG5ABCC6L87
          
            2044-08-01
          
          1.870000
          5673096.00
          721674.65
          Agency Mortgage-Backed Securities
        
        
          FMAR 2B4464 G
          S6XOOCT0IEG5ABCC6L87
          
            2045-08-01
          
          2.452000
          75000.00
          7882.14
          Agency Mortgage-Backed Securities
        
        
          FMAR 2B4644 G
          S6XOOCT0IEG5ABCC6L87
          
            2045-09-01
          
          1.870000
          60000.00
          5928.46
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.500 CLQE3166
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.500000
          13150640.00
          12997299.15
          Agency Mortgage-Backed Securities
        
        
          FMAR 840423 G
          S6XOOCT0IEG5ABCC6L87
          
            2046-10-01
          
          2.700000
          187000.00
          16492.69
          Agency Mortgage-Backed Securities
        
        
          FMAR 781804 G
          S6XOOCT0IEG5ABCC6L87
          
            2034-07-01
          
          2.250000
          26100000.00
          204066.15
          Agency Mortgage-Backed Securities
        
        
          FMAR 783285 G
          S6XOOCT0IEG5ABCC6L87
          
            2038-07-01
          
          2.334000
          17701280.00
          164496.53
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX W2573665
          B1V7KEBTPIMZEU4LTD58
          
            2030-06-01
          
          1.205000
          32551296.00
          165701.54
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAL3673
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          2.202000
          1900000.00
          98050.33
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAL4278
          B1V7KEBTPIMZEU4LTD58
          
            2043-05-01
          
          2.113000
          2449000.00
          187895.90
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAL9156
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          2.573000
          44226048.00
          7169401.43
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBE7175
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          2.360000
          250000.00
          29225.40
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBO1843
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.012000
          30000.00
          9525.54
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBO4955
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          2.841000
          20000.00
          7180.22
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBT9466
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.012000
          14153680.00
          12861663.63
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLBU0490
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          4.000000
          1204554.00
          1090588.69
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAO2258
          B1V7KEBTPIMZEU4LTD58
          
            2042-07-01
          
          1.950000
          37166720.00
          912671.22
          Agency Mortgage-Backed Securities
        
        
          FMAR 1L0290 G
          S6XOOCT0IEG5ABCC6L87
          
            2035-12-01
          
          2.375000
          10295000.00
          83334.10
          Agency Mortgage-Backed Securities
        
        
          FMAR 849278 G
          S6XOOCT0IEG5ABCC6L87
          
            2044-04-01
          
          2.075000
          108000.00
          7442.13
          Agency Mortgage-Backed Securities
        
        
          FMAR 2B4443 G
          S6XOOCT0IEG5ABCC6L87
          
            2045-07-01
          
          2.759000
          137000.00
          18919.15
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS573676
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          3.150000
          11200192.00
          47760.59
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB995811
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          2.068000
          37988864.00
          917168.16
          Agency Mortgage-Backed Securities
        
        
          FMAR 1G1506 G
          S6XOOCT0IEG5ABCC6L87
          
            2037-01-01
          
          2.000000
          1500000.00
          11162.57
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBU9403
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          1.978000
          3264250.00
          3070980.01
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV9204
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          2.311000
          4038576.00
          3874270.93
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV9230
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.899000
          3222780.00
          3123102.10
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CIFM2151
          B1V7KEBTPIMZEU4LTD58
          
            2028-11-01
          
          4.000000
          12876848.00
          3912564.47
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX S1889373
          B1V7KEBTPIMZEU4LTD58
          
            2038-01-01
          
          2.453000
          9720384.00
          206970.86
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX S1995046
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          2.464000
          80018304.00
          1699978.25
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.000 CTMA3890
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          3.000000
          1747124.00
          467250.53
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAE1955
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          2.010000
          5031096.00
          522195.79
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAE4166
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          2.010000
          10080560.00
          92652.40
          Agency Mortgage-Backed Securities
        
        
          FMAR 8C0278 G
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.088000
          926002.00
          884150.41
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAL6752
          B1V7KEBTPIMZEU4LTD58
          
            2042-10-01
          
          1.926000
          2500000.00
          156236.57
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAU1674
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          2.445000
          1320000.00
          177222.09
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAL9150
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          2.378000
          981000.00
          136274.11
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.500 CLBN6789
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.500000
          2383340.00
          1090314.48
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM1806
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.151000
          60000.00
          7070.43
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBJ2721
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          3.374000
          60000.00
          7629.16
          Agency Mortgage-Backed Securities
        
        
          FMAR 783103 G
          S6XOOCT0IEG5ABCC6L87
          
            2035-04-01
          
          3.088000
          74260352.00
          214779.68
          Agency Mortgage-Backed Securities
        
        
          FEPC 05.000 CLZS4787
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          5.000000
          56797.00
          10536.07
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB703832
          B1V7KEBTPIMZEU4LTD58
          
            2033-05-01
          
          2.915000
          3144990.00
          18142.81
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAU9506
          B1V7KEBTPIMZEU4LTD58
          
            2043-10-01
          
          2.159000
          1650000.00
          326546.47
          Agency Mortgage-Backed Securities
        
        
          FNMS 03.500 CQAQ5369
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          200000.00
          34479.45
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8933
          B1V7KEBTPIMZEU4LTD58
          
            2033-04-01
          
          3.530000
          4951000.00
          4971604.41
          Agency Mortgage-Backed Securities
        
        
          FNMS 04.000 CLFM3905
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          17600000.00
          4825993.48
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS323917
          B1V7KEBTPIMZEU4LTD58
          
            2029-07-01
          
          3.011000
          26320992.00
          94311.80
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      200000000.00
      200000000.00
      0.0028
      N
      Y
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 0.910000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TBAM9
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          TRIANGLE RE 2020-1 LTD         M-2    20301025 FLT
          
            2030-10-25
          
          6.605710
          3032362.00
          3066900.46
          Asset-Backed Securities
        
        
          FOCUS BRANDS FDG LLC 2018-1    A-2    20481030 5.1
          
            2048-10-30
          
          5.184000
          9895758.00
          9456672.18
          Asset-Backed Securities
        
        
          DRYDEN 36 SENIOR LN 2014-R3    D-R3   20281016 FLT
          549300XLLT7H0EYXK263
          
            2028-10-16
          
          4.734290
          2323075.00
          2216537.32
          Asset-Backed Securities
        
        
          CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT
          
            2042-03-25
          
          9.599000
          500000.00
          486783.50
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA3 B-1    20420425 FLT
          
            2042-04-25
          
          6.234460
          2750000.00
          2590934.71
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC REMIC TR 2021-HQA3 B-1    20410925 FLT
          
            2041-09-25
          
          3.934460
          5457900.00
          4737155.61
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA4 B-1    20411226 FLT
          
            2041-12-26
          
          4.334460
          938000.00
          826731.07
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R05   2B-2   20420425 FLT
          
            2042-04-25
          
          7.584460
          3360000.00
          3213050.66
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R04   1M-2   20420325 FLT
          
            2042-03-25
          
          3.684460
          4600000.00
          4447772.55
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R04   1B-1   20420325 FLT
          
            2042-03-25
          
          5.834460
          11500000.00
          10892471.21
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA3          B-1    20500627 FLT
          
            2050-06-27
          
          6.105710
          729000.00
          681668.44
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R02         2B-1   20411125 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-25
          
          3.884460
          1086000.00
          972374.44
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R01  1B-2   20411226 FLT
          
            2041-12-26
          
          6.584460
          10000000.00
          8510974.10
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA2 B-1    20420225 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-25
          
          5.334460
          11800000.00
          10947344.70
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R03         1B-2   20411226 FLT
          
            2041-12-26
          
          6.084460
          8030000.00
          6673051.07
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R02  2M-2   20420127 FLT
          
            2042-01-27
          
          3.584460
          8762000.00
          8248822.01
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R02  2B-1   20420127 FLT
          
            2042-01-27
          
          5.084460
          3000000.00
          2747539.23
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2016-C03    2B     20281025 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-25
          
          13.755700
          846000.00
          931810.86
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SEC 2022-R03   1B-1   20420325 FLT
          
            2042-03-25
          
          6.834460
          2000000.00
          1973492.15
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA3          B-2    20331025 FLT
          
            2033-10-25
          
          6.834460
          10000000.00
          8610850.77
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA6          B-1    20411025 FLT
          
            2041-10-25
          
          3.984460
          1000000.00
          880345.08
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC 2021-DNA5          B-2    20340125 FLT
          
            2034-01-25
          
          6.084460
          2000000.00
          1627710.15
          Private Label Collateralized Mortgage Obligations
        
        
          CONNECTICUT AVE SECS 2022-R02  2B-1   20420127 FLT
          
            2042-01-27
          
          5.084460
          1000000.00
          915846.41
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-HQA1          B-2    20490225 FLT
          54930047IR7X5WWFY307
          
            2049-02-25
          
          13.255700
          850000.00
          918929.29
          Private Label Collateralized Mortgage Obligations
        
        
          FREDDIE SCRT SERIES 2021-2     M      20601125 FLT
          
            2060-11-25
          
          4.250000
          1200000.00
          1083974.00
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-3      M      20581025 FLT
          
            2058-10-25
          
          4.750000
          2360000.00
          2247129.07
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2020-2      M      20591125 FLT
          
            2059-11-25
          
          4.250000
          9500000.00
          8766786.83
          Private Label Collateralized Mortgage Obligations
        
        
          FREDDIE SCRT SERIES 2021-1     M      20600925 FLT
          
            2060-09-25
          
          4.250000
          8820000.00
          8150470.86
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2022-DNA2 B-2    20420225 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2042-02-25
          
          9.084460
          1200000.00
          1108650.09
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC TRUST 2022-HQA1    B-2    20420325 FLT
          
            2042-03-25
          
          11.584500
          5750000.00
          5660476.77
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA2          B-1    20490325 FLT
          549300Y6KOVOWQ8OJC33
          
            2049-03-25
          
          5.355710
          10540000.00
          10486326.30
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-FTR2          M-2    20481125 FLT
          5493008J93RJW7PJFN93
          
            2048-11-25
          
          3.155710
          1300000.00
          1241598.74
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-FTR2          B-2    20481125 FLT
          5493008J93RJW7PJFN93
          
            2048-11-25
          
          8.405710
          6000000.00
          5406857.71
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-HQA1          B-2    20500125 FLT
          549300TCRXCIFPAC3B85
          
            2050-01-25
          
          6.105710
          1000000.00
          863499.62
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-HQA2          B-2    20500325 FLT
          
            2050-03-25
          
          8.605710
          1000000.00
          914769.29
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA4 B-2    20411226 FLT
          
            2041-12-26
          
          7.584460
          2750000.00
          2385729.71
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-HRP1        M-2    20391125 FLT
          549300Z5THZ1JXIHVK60
          
            2039-11-25
          
          3.155710
          5000000.00
          2683975.57
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R01         1B-1   20411025 FLT
          
            2041-10-25
          
          3.684460
          900000.00
          783220.57
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2021-R01         1B-2   20411025 FLT
          
            2041-10-25
          
          6.584460
          500000.00
          421686.21
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R03         1B-1   20310925 FLT
          
            2031-09-25
          
          5.105710
          1200000.00
          1202101.14
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2021-DNA1          B-2    20510125 FLT
          
            2051-01-25
          
          5.334460
          2500023.00
          1977200.88
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA2 B-2    20331227 FLT
          
            2033-12-27
          
          6.034460
          1000000.00
          789492.74
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR REMIC TR 2021-HQA1 B-2    20330825 FLT
          
            2033-08-25
          
          5.584460
          7600000.00
          5905350.05
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HRP2          B-2    20470225 FLT
          549300YG8OJES76WL398
          
            2047-02-25
          
          11.505700
          6000000.00
          6335541.71
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R04         2B-1   20390627 FLT
          
            2039-06-27
          
          6.255710
          750000.00
          724442.71
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C01    1M-2   20290725 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-07-25
          
          4.555710
          364000.00
          206418.54
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STARC REMIC TR 2021-HQA3 B-2    20410925 FLT
          
            2041-09-25
          
          6.834460
          6400000.00
          5396563.69
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA1          B-2    20500125 FLT
          5493003FQV7GR462GO02
          
            2050-01-25
          
          6.255710
          2500000.00
          2173166.55
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-HQA3          B-2    20490927 FLT
          
            2049-09-27
          
          8.505710
          1000000.00
          963129.62
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA3          B-2    20490726 FLT
          549300KB1O80CETXGJ21
          
            2049-07-26
          
          9.155710
          1000000.00
          1000920.95
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HQA2          B-2    20481026 FLT
          5493005RUXPCBST1N217
          
            2048-10-26
          
          12.005700
          9870000.00
          10640649.12
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HRP2          B-1    20470225 FLT
          549300YG8OJES76WL398
          
            2047-02-25
          
          5.205710
          6200000.00
          5978880.83
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HQA2          B-1    20481026 FLT
          5493005RUXPCBST1N217
          
            2048-10-26
          
          5.255710
          2010000.00
          1989815.48
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-4      M      20590225 FLT
          
            2059-02-25
          
          4.500000
          874000.00
          796728.79
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-DNA3          B-1    20480925 FLT
          549300BL200YC56BUV20
          
            2048-09-25
          
          4.905710
          1090000.00
          1053343.97
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2018-C05    1B-1   20310127 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-27
          
          5.255710
          1500000.00
          1505822.93
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-DNA2          B-1    20301226 FLT
          549300L8K4CLYS7FCQ06
          
            2030-12-26
          
          4.705710
          579000.00
          554890.03
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC SCRTT SERIES 2019-1      M      20580725 FLT
          
            2058-07-25
          
          4.750000
          1849900.00
          1754686.26
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2016-HQA1          M-3    20280925 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2028-09-25
          
          7.355710
          3907000.00
          1941784.41
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2014-DN3           M-3    20240826 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2024-08-26
          
          5.005710
          26409000.00
          4246059.39
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-HRP1          B-1    20430525 FLT
          549300D2VO9JVX6KU482
          
            2043-05-25
          
          4.755710
          2216000.00
          2186242.71
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2018-C01    1M-2   20300725 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-25
          
          3.255710
          108000.00
          62100.74
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C04    2B-1   20291126 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-11-26
          
          6.055710
          536000.00
          565877.86
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C03    1M-2   20291025 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-10-25
          
          4.005710
          5000000.00
          3379592.55
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA5          B-1    20501025 FLT
          
            2050-10-25
          
          5.384460
          4250000.00
          4357233.49
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C02    2B-1   20290925 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-09-25
          
          6.505710
          970000.00
          1043298.33
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2016-C05    2M-2   20290125 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-25
          
          5.455710
          380000.00
          154470.00
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2020-R01         1B-1   20400125 FLT
          
            2040-01-25
          
          4.255710
          4000000.00
          3734621.14
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2017-DNA1          B-1    20290725 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2029-07-25
          
          5.955710
          930000.00
          974049.10
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA6          B-2    20501227 FLT
          
            2050-12-27
          
          6.234460
          5200000.00
          4469722.80
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC REMIC 2020-HQA4          B-1    20500926 FLT
          
            2050-09-26
          
          6.255710
          6716703.00
          6867725.50
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA1          B-2    20490125 FLT
          5493007222WHFWMBOC78
          
            2049-01-25
          
          11.755700
          1725000.00
          1865382.72
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2016-C07    2M-2   20290525 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-25
          
          5.355710
          10041493.00
          4962488.41
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2016-C01    2M-2   20280825 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2028-08-25
          
          7.955710
          8680835.00
          2773159.36
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2015-C04    2M-2   20280425 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-25
          
          6.555710
          668000.00
          215204.45
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2015-C04    1M-2   20280425 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-25
          
          6.705710
          1051000.00
          409571.07
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2015-C03    1M-2   20250725 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2025-07-25
          
          6.005710
          31132263.00
          5241127.89
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R02         1B-1   20310825 FLT
          
            2031-08-25
          
          5.155710
          843000.00
          844567.38
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2018-DNA3          B-2    20480925 FLT
          549300BL200YC56BUV20
          
            2048-09-25
          
          8.755710
          8970000.00
          8809251.19
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2014-DN4           M-3    20241025 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2024-10-25
          
          5.555710
          6500000.00
          795551.97
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2018-C04    2B-1   20301226 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2030-12-26
          
          5.505710
          1300000.00
          1329189.70
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2018-C03    1B-1   20301025 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2030-10-25
          
          4.755710
          1910000.00
          1890037.86
          Private Label Collateralized Mortgage Obligations
        
        
          FNMA CONN AVE SECS 2017-C01    1B-1   20290725 FLT
          B1V7KEBTPIMZEU4LTD58
          
            2029-07-25
          
          6.755710
          8460000.00
          9122536.03
          Private Label Collateralized Mortgage Obligations
        
        
          CONN AVE SECS 2019-R01         2B-1   20310725 FLT
          
            2031-07-25
          
          5.355710
          4590000.00
          4584935.48
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2017-DNA2          B-1    20291025 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2029-10-25
          
          6.155710
          7850000.00
          8166927.67
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2017-HQA1          B-1    20290827 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2029-08-27
          
          6.005710
          250000.00
          260921.74
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2016-DNA3          M-3    20281226 FLT
          S6XOOCT0IEG5ABCC6L87
          
            2028-12-26
          
          6.005710
          10000000.00
          5174116.17
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA4          B-2    20500825 FLT
          
            2050-08-25
          
          11.005700
          6450000.00
          7707313.24
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA4          B-1    20500825 FLT
          
            2050-08-25
          
          7.005710
          10000000.00
          10487006.18
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2020-DNA3          B-2    20500627 FLT
          
            2050-06-27
          
          10.355700
          700000.00
          815901.07
          Private Label Collateralized Mortgage Obligations
        
        
          FHLMC STACR 2019-DNA1          M-2    20490125 FLT
          5493007222WHFWMBOC78
          
            2049-01-25
          
          3.655710
          321000.00
          235788.88
          Private Label Collateralized Mortgage Obligations
        
        
          EXETER AUTO REC TR 2020-3      B      20240916 0.7
          
            2024-09-16
          
          0.790000
          5000.00
          916.67
          Asset-Backed Securities
        
      
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0091
      269000000.00
      269000000.00
      0.0037
      N
      N
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 0.970000%
      R0MUWSFPU8MPRO8K5P83
      0000872786
      ARP0TBAN7
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ACCREDITED MTG LN TR 2007-1    M-3    20370225 FLT
          
            2037-02-25
          
          1.295710
          6917000.00
          5344481.97
          Asset-Backed Securities
        
        
          ACE SECS HEQ 2005-HE5          M-5    20350825 FLT
          
            2035-08-25
          
          1.965710
          6375000.00
          3603229.80
          Asset-Backed Securities
        
        
          ACE SECS HEQ 2005-SD3          M-2    20450825 FLT
          
            2045-08-25
          
          3.255710
          9882000.00
          7359931.95
          Asset-Backed Securities
        
        
          GSAMP TRUST 2005-WMC1          M-2    20350925 FLT
          
            2035-09-25
          
          1.785710
          1418060.00
          610632.68
          Asset-Backed Securities
        
        
          HOME EQUITY MTG INABS 2005-A   M-7    20350325 FLT
          
            2035-03-25
          
          2.955710
          4860000.00
          4668810.61
          Asset-Backed Securities
        
        
          ML MTG INVESTORS 2005-FM1      M-2    20360525 FLT
          
            2036-05-25
          
          1.875710
          14049900.00
          11386258.40
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2007-1  B      20331125 FLT
          635400RGALHFSPGKCR23
          
            2033-11-25
          
          1.335710
          5360000.00
          2888464.43
          Asset-Backed Securities
        
        
          PEOPLES CHOICE HM LN 2005-1    M5     20350225 FLT
          
            2035-02-25
          
          2.505710
          4100000.00
          3225976.84
          Asset-Backed Securities
        
        
          BRAVO MTG ASSET TR 2006-1      M-2    20360725 FLT
          
            2036-07-25
          
          1.680710
          26138600.00
          4320771.70
          Asset-Backed Securities
        
        
          C-BASS ABS LLC 2004-CB4        M-2    20340625 FLT
          
            2034-06-25
          
          6.767000
          4300000.00
          682812.51
          Asset-Backed Securities
        
        
          CWABS INC 2006-2               M-3    20360425 FLT
          
            2036-04-25
          
          1.665710
          3100000.00
          2207243.86
          Asset-Backed Securities
        
        
          CWABS INC 2005-3               MV-8   20350425 FLT
          
            2035-04-25
          
          3.105710
          3531000.00
          3049467.73
          Asset-Backed Securities
        
        
          CWABS INC 2004-8               M-5    20341025 FLT
          
            2034-10-25
          
          3.030710
          4312000.00
          444812.25
          Asset-Backed Securities
        
        
          AAMES MTG TR 2005-2            M6     20350725 FLT
          
            2035-07-25
          
          2.085710
          3796000.00
          2547562.48
          Asset-Backed Securities
        
        
          CWABS INC 2005-1               MF-4   20350425 FLT
          
            2035-04-25
          
          5.654000
          4000000.00
          2606308.09
          Asset-Backed Securities
        
        
          CWABS INC 2005-1               MV-8   20350325 FLT
          
            2035-03-25
          
          3.105710
          4000000.00
          3365124.42
          Asset-Backed Securities
        
        
          AAMES MTG TR 2004-1            M7     20350125 FLT
          
            2035-01-25
          
          3.705710
          1999981.00
          1471431.26
          Asset-Backed Securities
        
        
          AAMES MTG TR 2004-1            M7     20350125 FLT
          
            2035-01-25
          
          3.705710
          5499900.00
          4046400.83
          Asset-Backed Securities
        
        
          CITIGROUP MTG LN TR 2007-WFHE4 M-4    20370725 FLT
          549300R1KUK063S4I339
          
            2037-07-25
          
          3.505710
          1437000.00
          1319946.70
          Asset-Backed Securities
        
        
          GSAMP TRUST 2005-AHL2          M-1    20351225 FLT
          
            2035-12-25
          
          1.665710
          12600000.00
          5451228.04
          Asset-Backed Securities
        
        
          RENAISSANCE HEQ 2005-3         M-1    20351125 FLT
          
            2035-11-25
          
          5.256000
          4050000.00
          1654000.05
          Asset-Backed Securities
        
        
          WELLS FARGO HEQ 2005-2         M-11   20340925 FLT
          
            2034-09-25
          
          4.755710
          2016000.00
          1858638.33
          Asset-Backed Securities
        
        
          ASSET BACKED FDG 2005-HE1      M-4    20350325 FLT
          
            2035-03-25
          
          2.010710
          16318000.00
          3180582.46
          Asset-Backed Securities
        
        
          BEAR STEARNS ABS TR 2007-HE3   I-A-4  20370427 FLT
          
            2037-04-27
          
          1.355710
          3402973.00
          2806914.75
          Asset-Backed Securities
        
        
          BEAR STEARNS ABS TR 2007-2     M-1    20370525 FLT
          
            2037-05-25
          
          1.655710
          3650000.00
          2215202.99
          Asset-Backed Securities
        
        
          HOME RE LTD 2018-1             M-2    20281025 FLT
          254900E6IUAJSN9WD709
          
            2028-10-25
          
          4.005710
          5812966.00
          5745109.03
          Asset-Backed Securities
        
        
          MASTR ASSET BKD SECS 2005-WMC1 M-6    20350325 FLT
          
            2035-03-25
          
          2.085710
          5000000.00
          3712339.54
          Asset-Backed Securities
        
        
          NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT
          635400CI2B1FTO6YXF12
          
            2032-01-26
          
          1.365710
          13576000.00
          10139678.43
          Asset-Backed Securities
        
        
          NOMURA HEQ LN TR 2006-FM1      M-1    20351125 FLT
          
            2035-11-25
          
          1.620710
          11850000.00
          4957335.17
          Asset-Backed Securities
        
        
          NOVASTAR HEQ LN TR 2005-3      M-4    20360125 FLT
          
            2036-01-25
          
          1.890710
          1800000.00
          1510217.72
          Asset-Backed Securities
        
        
          OPTION ONE MTG LN TR 2005-1    M-2    20350225 FLT
          
            2035-02-25
          
          1.815710
          8800000.00
          1878285.69
          Asset-Backed Securities
        
        
          PEOPLES CHOICE HM LN 2005-3    M4     20350825 FLT
          
            2035-08-25
          
          2.055710
          8187000.00
          5931216.39
          Asset-Backed Securities
        
        
          POPULAR ABS 2006-A             M-3    20360225 FLT
          
            2036-02-25
          
          2.040710
          3600000.00
          2677630.88
          Asset-Backed Securities
        
        
          CWABS INC 2006-11              MV-1   20350625 FLT
          
            2035-06-25
          
          1.275710
          5000000.00
          3416796.79
          Asset-Backed Securities
        
        
          CWABS INC 2006-5               M-2    20360725 FLT
          
            2036-07-25
          
          1.560710
          3692000.00
          2414132.13
          Asset-Backed Securities
        
        
          CWABS INC 2004-11              M-5    20341225 FLT
          
            2034-12-25
          
          3.180710
          9375000.00
          3119433.89
          Asset-Backed Securities
        
        
          CWABS INC 2007-3               2-A-4  20350925 FLT
          
            2035-09-25
          
          1.325710
          7761000.00
          5043677.72
          Asset-Backed Securities
        
        
          CITICORP RES MTG TR 2006-2     M-2    20360925 FLT
          
            2036-09-25
          
          5.069590
          12100740.00
          10943905.12
          Asset-Backed Securities
        
        
          COINSTAR FDG LLC 2017-1        A-2    20470425 5.2
          
            2047-04-25
          
          5.216000
          65850000.00
          61145827.45
          Asset-Backed Securities
        
        
          COINSTAR FUNDING LLC 2018-1    A-2    20470425 5.0
          
            2047-04-25
          
          5.082000
          89000000.00
          83136998.17
          Asset-Backed Securities
        
        
          EAGLE RE LTD 2019-1            M-2    20290425 FLT
          254900L82OLW9QTLJ788
          
            2029-04-25
          
          4.305710
          42670000.00
          41978516.36
          Asset-Backed Securities
        
        
          METAL 2017-1 LTD               B      20421015 6.5
          
            2042-10-15
          
          6.500000
          10000000.00
          1483788.03
          Asset-Backed Securities
        
        
          JP MORGAN MTG ACQ 2007-CH1     MF-1   20361125 FLT
          
            2036-11-25
          
          4.629040
          1826000.00
          2011778.22
          Asset-Backed Securities
        
      
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0097
      290000000.00
      290000000.00
      0.0040
      N
      N
      Y
      N
    
    
      BOFA SECURITIES INC
      BOFA SECURITIES INC 0.800000%
      549300HN4UKV1E2R3U73
      0001675365
      ARP0TBAO5
      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
          14238158.18
          Agency Collateralized Mortgage Obligation
        
        
          FNAR XX.XXX WD653894
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          2.275000
          500000.00
          942.38
          Agency Mortgage-Backed Securities
        
        
          FMAR 841076 G
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          3.009000
          1200000.00
          372772.07
          Agency Mortgage-Backed Securities
        
        
          FMAR 841083 G
          S6XOOCT0IEG5ABCC6L87
          
            2049-05-01
          
          2.807000
          26380000.00
          7794593.70
          Agency Mortgage-Backed Securities
        
        
          FMAR 841390 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.119000
          20231419.00
          20719700.93
          Agency Mortgage-Backed Securities
        
        
          FMAR 841391 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.429000
          3207125.00
          3269917.83
          Agency Mortgage-Backed Securities
        
        
          FMAR 841392 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.429000
          3207126.00
          3269918.85
          Agency Mortgage-Backed Securities
        
        
          FMAR 841393 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.119000
          20231419.00
          20719700.93
          Agency Mortgage-Backed Securities
        
        
          FMAR 841394 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.005000
          37267865.00
          35297506.77
          Agency Mortgage-Backed Securities
        
        
          FMAR 841398 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.003000
          18736300.00
          18402259.88
          Agency Mortgage-Backed Securities
        
        
          FMAR 841399 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.093000
          19628001.00
          18984873.19
          Agency Mortgage-Backed Securities
        
        
          FMAR 841402 G
          S6XOOCT0IEG5ABCC6L87
          
            2048-11-01
          
          3.192000
          7564456.00
          7720578.81
          Agency Mortgage-Backed Securities
        
        
          FMAR 841403 G
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          2.943000
          19031553.00
          19311117.00
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS062942
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          2.222000
          2000000.00
          593.71
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS070179
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          3.500000
          1500000.00
          355.47
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WT124554
          B1V7KEBTPIMZEU4LTD58
          
            2022-10-01
          
          1.969000
          1000000.00
          76.00
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS224713
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          5.582000
          550000.00
          1110.90
          Agency Mortgage-Backed Securities
        
        
          FKAR 03.040 WAWA3304
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          3.040000
          525000.00
          481296.56
          Agency Mortgage-Backed Securities
        
        
          FMAR 972088 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-03-01
          
          3.179000
          1800348.00
          3283.19
          Agency Mortgage-Backed Securities
        
        
          FMAR 390234 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-04-01
          
          1.473000
          1620000.00
          1923.24
          Agency Mortgage-Backed Securities
        
        
          FMAR 390236 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-12-01
          
          1.473000
          1000000.00
          1058.98
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS013207
          B1V7KEBTPIMZEU4LTD58
          
            2025-09-01
          
          4.250000
          205000.00
          26.06
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS037029
          B1V7KEBTPIMZEU4LTD58
          
            2026-11-01
          
          4.883000
          500000.00
          313.64
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS849926
          B1V7KEBTPIMZEU4LTD58
          
            2032-09-01
          
          2.739000
          1670699.00
          116950.38
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBH2589
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          2.985000
          7500000.00
          1321034.69
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBH1926
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          2.701000
          8015839.00
          2352337.13
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBJ2464
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          2.747000
          1240000.00
          214495.96
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBJ8151
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          2.824000
          7673857.00
          751484.23
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0232
          B1V7KEBTPIMZEU4LTD58
          
            2030-10-01
          
          3.790000
          8905000.00
          9175260.81
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0241
          B1V7KEBTPIMZEU4LTD58
          
            2028-11-01
          
          3.890000
          300000.00
          308339.90
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0411
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-01
          
          3.890000
          5000000.00
          5186253.33
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HXBL1296
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          3.575000
          9000000.00
          9061723.50
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL5134
          B1V7KEBTPIMZEU4LTD58
          
            2030-01-01
          
          2.460000
          250000.00
          240294.50
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM1535
          B1V7KEBTPIMZEU4LTD58
          
            2047-08-01
          
          2.905000
          26909345.00
          4123609.81
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM1852
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          2.944000
          8000000.00
          1474428.58
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM3187
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          2.792000
          15000000.00
          1801196.07
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM4007
          B1V7KEBTPIMZEU4LTD58
          
            2048-05-01
          
          3.002000
          15000000.00
          2368174.20
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6136
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          2.857000
          11500000.00
          3027607.35
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6964
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          2.689000
          41800971.00
          42094197.84
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6965
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.088000
          15786447.00
          15874524.85
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6952
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.831000
          28631663.00
          28947818.59
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6953
          B1V7KEBTPIMZEU4LTD58
          
            2045-04-01
          
          3.069000
          18758209.00
          19066472.03
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM6954
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.664000
          26714286.00
          26066437.85
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBM6955
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.255000
          29459487.00
          29273023.18
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBP4672
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          2.753000
          1387885.00
          1376704.43
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBP4674
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.910000
          2879669.00
          2829870.88
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS4025
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          2.390000
          2250000.00
          1851225.00
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS5298
          B1V7KEBTPIMZEU4LTD58
          
            2032-05-01
          
          3.070000
          36743000.00
          36046438.45
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS5330
          B1V7KEBTPIMZEU4LTD58
          
            2032-05-01
          
          2.850000
          14317000.00
          13836936.67
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV9764
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.907000
          566689.00
          557217.64
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV9765
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.916000
          611993.00
          608779.42
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBW0841
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.219000
          11143020.00
          10461615.04
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBW0856
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.617000
          1526580.00
          1507662.37
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WD341502
          B1V7KEBTPIMZEU4LTD58
          
            2026-07-01
          
          2.598000
          1750000.00
          1393.16
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS623021
          B1V7KEBTPIMZEU4LTD58
          
            2028-03-01
          
          2.903000
          11645274.00
          13337.22
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS623017
          B1V7KEBTPIMZEU4LTD58
          
            2031-10-01
          
          2.528000
          132637844.00
          118952.66
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI0552
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          2.996000
          100067470.00
          1719612.70
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI4069
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          2.000000
          46149233.00
          692247.92
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI4081
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          2.000000
          30056912.00
          403732.13
          Agency Mortgage-Backed Securities
        
        
          FMAR 841404 G
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          2.721000
          26401105.00
          26547802.74
          Agency Mortgage-Backed Securities
        
        
          FMAR 845513 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-01
          
          2.376000
          50721231.00
          1019.54
          Agency Mortgage-Backed Securities
        
        
          FMAR 845517 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-01
          
          2.343000
          50768390.00
          18621.65
          Agency Mortgage-Backed Securities
        
        
          FMAR 845538 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-01
          
          2.250000
          50000000.00
          21.02
          Agency Mortgage-Backed Securities
        
        
          FMAR 845650 G
          S6XOOCT0IEG5ABCC6L87
          
            2023-12-01
          
          2.385000
          76932788.00
          4724.48
          Agency Mortgage-Backed Securities
        
        
          FMAR 710131 G
          S6XOOCT0IEG5ABCC6L87
          
            2022-10-01
          
          2.375000
          1000000.00
          66.35
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ7941
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          2.050000
          20003877.00
          935792.45
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ9417
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          2.000000
          50065689.00
          1250165.30
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAK0010
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          2.059000
          29890084.00
          811958.31
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WSAL0930
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          2.320000
          7652136.00
          1548879.99
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM0519
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.920000
          1200000.00
          1016515.85
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAM4789
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-01
          
          4.180000
          1200000.00
          1132878.92
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8740
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-01
          
          3.400000
          60750000.00
          61061485.50
          Agency Mortgage-Backed Securities
        
        
          FMAR 8D0233 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.570000
          2179809.00
          2160049.03
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN1805
          B1V7KEBTPIMZEU4LTD58
          
            2026-08-01
          
          2.435000
          3115000.00
          2885753.97
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN3540
          B1V7KEBTPIMZEU4LTD58
          
            2026-11-01
          
          2.480000
          210000.00
          199113.10
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI4083
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          2.044000
          50449498.00
          1490183.48
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI4088
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          2.000000
          49924203.00
          1335286.41
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI6661
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          2.066000
          152139734.00
          2551590.39
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI8345
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          2.065000
          45005757.00
          1764539.95
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI9503
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          1.930000
          50023691.00
          1211238.68
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAI9515
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          2.055000
          29989854.00
          218541.26
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ0192
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          2.000000
          24780078.00
          503424.17
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ0618
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          1.895000
          18619342.00
          392542.99
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ1552
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.065000
          45084591.00
          376301.38
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ2157
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          2.000000
          24932331.00
          1146692.86
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ3224
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          1.895000
          34808486.00
          921221.48
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ5362
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          1.763000
          25114421.00
          695875.46
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ4889
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          2.045000
          14912984.00
          290815.41
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ5683
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          2.055000
          18763737.00
          1080085.93
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ6975
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          2.000000
          49473928.00
          1495184.77
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAJ8006
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          1.895000
          33212566.00
          620703.21
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBW1634
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          2.633000
          1528000.00
          1509821.64
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBW1635
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.301000
          2402320.00
          2389829.94
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBW1636
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.433000
          1415000.00
          1422407.29
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB2287
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          111010885.00
          100275165.88
          Agency Mortgage-Backed Securities
        
        
          FMAR 8B0143 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          2.199000
          1438238.00
          1395205.20
          Agency Mortgage-Backed Securities
        
        
          FMAR 8B0146 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.720000
          1527976.00
          1541730.84
          Agency Mortgage-Backed Securities
        
        
          FMAR 8B0148 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.196000
          2250076.00
          2248395.94
          Agency Mortgage-Backed Securities
        
        
          FMAR 8C0270 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.615000
          14914267.00
          14952857.67
          Agency Mortgage-Backed Securities
        
        
          FMAR 8C0273 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.817000
          3741768.00
          3662653.93
          Agency Mortgage-Backed Securities
        
        
          FMAR 8C0276 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.148000
          9273731.00
          9149707.21
          Agency Mortgage-Backed Securities
        
        
          FMAR 8C0280 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.176000
          2559304.00
          2525922.14
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAM6558
          B1V7KEBTPIMZEU4LTD58
          
            2034-09-01
          
          3.700000
          6340000.00
          5548088.43
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAM7016
          B1V7KEBTPIMZEU4LTD58
          
            2029-10-01
          
          3.470000
          57307.00
          53389.94
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAM7357
          B1V7KEBTPIMZEU4LTD58
          
            2029-12-01
          
          3.380000
          44573.00
          41445.73
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8272
          B1V7KEBTPIMZEU4LTD58
          
            2028-02-01
          
          3.170000
          2697000.00
          2716962.29
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN8397
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          3.540000
          1336000.00
          1190942.64
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8467
          B1V7KEBTPIMZEU4LTD58
          
            2033-03-01
          
          3.290000
          8822000.00
          8696389.42
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8663
          B1V7KEBTPIMZEU4LTD58
          
            2033-03-01
          
          3.560000
          4618000.00
          4671197.82
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8693
          B1V7KEBTPIMZEU4LTD58
          
            2030-03-01
          
          3.468000
          40000.00
          39718.90
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8813
          B1V7KEBTPIMZEU4LTD58
          
            2033-04-01
          
          3.720000
          743000.00
          756843.58
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9524
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          3.660000
          4230000.00
          4335119.73
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9618
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.760000
          5375000.00
          5508979.04
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9683
          B1V7KEBTPIMZEU4LTD58
          
            2030-06-01
          
          3.530000
          3304000.00
          3354226.31
          Agency Mortgage-Backed Securities
        
        
          FMAR 8D0180 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          2.306000
          3417011.00
          3205737.14
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM7602
          B1V7KEBTPIMZEU4LTD58
          
            2045-02-01
          
          3.450000
          2386000.00
          2018504.47
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN0423
          B1V7KEBTPIMZEU4LTD58
          
            2026-01-01
          
          3.120000
          350000.00
          331381.20
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN0620
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.010000
          45811.00
          42025.96
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN0987
          B1V7KEBTPIMZEU4LTD58
          
            2036-02-01
          
          3.550000
          121000.00
          117950.82
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN2269
          B1V7KEBTPIMZEU4LTD58
          
            2046-08-01
          
          3.240000
          7659000.00
          6923055.38
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN2497
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          2.600000
          490000.00
          453066.59
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN2973
          B1V7KEBTPIMZEU4LTD58
          
            2036-10-01
          
          2.840000
          1000000.00
          856637.22
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN5386
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-01
          
          3.250000
          40000.00
          39527.46
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN4927
          B1V7KEBTPIMZEU4LTD58
          
            2029-03-01
          
          3.450000
          40000.00
          39272.97
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN5944
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.190000
          230000.00
          207826.96
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX H2AN8045
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          3.210000
          1631000.00
          1533554.26
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN7503
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          3.510000
          4146532.00
          4034948.82
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8984
          B1V7KEBTPIMZEU4LTD58
          
            2028-04-01
          
          3.510000
          2986000.00
          2973498.85
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8990
          B1V7KEBTPIMZEU4LTD58
          
            2030-04-01
          
          3.530000
          8483000.00
          8405292.18
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.500 CLCB2374
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          250529279.00
          228441669.13
          Agency Mortgage-Backed Securities
        
        
          FNMS 02.000 CLMA4492
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.000000
          285897715.00
          249999999.31
          Agency Mortgage-Backed Securities
        
        
          FKAR 02.950 WAWA4809
          S6XOOCT0IEG5ABCC6L87
          
            2040-01-01
          
          2.950000
          788586.00
          698468.97
          Agency Mortgage-Backed Securities
        
        
          FMAR 8C0208 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          1.660000
          13332710.00
          12349225.22
          Agency Mortgage-Backed Securities
        
        
          FMAR 8D0176 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          2.082000
          6000000.00
          5564623.42
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9738
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          3.570000
          941000.00
          958171.37
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS660528
          B1V7KEBTPIMZEU4LTD58
          
            2028-11-01
          
          2.562000
          18922282.00
          50437.46
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB735961
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          1.798000
          43000.00
          880.39
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS754031
          B1V7KEBTPIMZEU4LTD58
          
            2033-12-01
          
          2.273000
          43000.00
          647.17
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB758900
          B1V7KEBTPIMZEU4LTD58
          
            2033-12-01
          
          2.071000
          43000.00
          188.04
          Agency Mortgage-Backed Securities
        
        
          FMAR 841084 G
          S6XOOCT0IEG5ABCC6L87
          
            2047-08-01
          
          2.476000
          109300000.00
          38770701.71
          Agency Mortgage-Backed Securities
        
        
          FMAR 841362 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          1.722000
          37943828.00
          34814576.70
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS062689
          B1V7KEBTPIMZEU4LTD58
          
            2028-06-01
          
          4.096000
          6425000.00
          4499.92
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS064731
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          3.827000
          8447300.00
          8001.52
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS070925
          B1V7KEBTPIMZEU4LTD58
          
            2028-08-01
          
          4.041000
          10000000.00
          8081.35
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS074095
          B1V7KEBTPIMZEU4LTD58
          
            2029-02-01
          
          4.670000
          21386756.00
          26388.92
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109476
          B1V7KEBTPIMZEU4LTD58
          
            2028-08-01
          
          3.750000
          2996906.00
          3061612.20
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109466
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.830000
          2116000.00
          2165291.62
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109732
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.780000
          3629765.00
          3710287.71
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS173200
          B1V7KEBTPIMZEU4LTD58
          
            2029-04-01
          
          2.625000
          1000000.00
          295.30
          Agency Mortgage-Backed Securities
        
        
          FMAR 390233 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-01-01
          
          1.473000
          8200000.00
          1060.28
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS004582
          B1V7KEBTPIMZEU4LTD58
          
            2024-01-01
          
          5.000000
          1000000.00
          108.18
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS013183
          B1V7KEBTPIMZEU4LTD58
          
            2024-09-01
          
          5.250000
          1200000.00
          448.13
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS020101
          B1V7KEBTPIMZEU4LTD58
          
            2024-10-01
          
          5.500000
          8811465.00
          2467.63
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS047933
          B1V7KEBTPIMZEU4LTD58
          
            2027-03-01
          
          4.864000
          12807410.00
          12164.03
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS052597
          B1V7KEBTPIMZEU4LTD58
          
            2027-07-01
          
          2.162000
          9900000.00
          6426.76
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS053839
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          1.742000
          2000000.00
          1849.70
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS029137
          B1V7KEBTPIMZEU4LTD58
          
            2026-05-01
          
          3.579000
          23870000.00
          6959.36
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX AS029138
          B1V7KEBTPIMZEU4LTD58
          
            2026-06-01
          
          3.500000
          11342000.00
          4516.01
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WD780365
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          2.344000
          129000.00
          2258.26
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB794808
          B1V7KEBTPIMZEU4LTD58
          
            2034-10-01
          
          1.465000
          11000.00
          12.63
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WN813586
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          2.550000
          11000.00
          32.48
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB826082
          B1V7KEBTPIMZEU4LTD58
          
            2035-07-01
          
          1.805000
          43000.00
          158.28
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB835058
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          2.978000
          43000.00
          660.85
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS844532
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.029000
          11000.00
          191.60
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0027
          B1V7KEBTPIMZEU4LTD58
          
            2033-09-01
          
          3.830000
          2460000.00
          2537754.86
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0058
          B1V7KEBTPIMZEU4LTD58
          
            2038-09-01
          
          3.970000
          702000.00
          672857.36
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LB829708
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          2.099000
          43000.00
          616.03
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0122
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          3.800000
          6110000.00
          6284530.11
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0340
          B1V7KEBTPIMZEU4LTD58
          
            2030-10-01
          
          3.760000
          4374000.00
          4510793.93
          Agency Mortgage-Backed Securities
        
        
          FMAR 420191 G
          S6XOOCT0IEG5ABCC6L87
          
            2030-06-01
          
          4.391000
          4000000.00
          3699.01
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0409
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-01
          
          3.780000
          4417000.00
          4566016.33
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0407
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          4.020000
          7860000.00
          7800979.25
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HXBL0547
          B1V7KEBTPIMZEU4LTD58
          
            2025-11-01
          
          3.780000
          6196000.00
          6221655.35
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS128776
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          5.951000
          13000000.00
          8597.19
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0745
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          4.090000
          2556000.00
          2550930.33
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1672
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          3.960000
          8995000.00
          9362310.83
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0939
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          4.300000
          977000.00
          980658.22
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0944
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          3.930000
          2778000.00
          2887161.51
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1016
          B1V7KEBTPIMZEU4LTD58
          
            2028-12-01
          
          3.955000
          4036000.00
          4161466.46
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1126
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          4.000000
          4000000.00
          3889673.04
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS083490
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-01
          
          2.500000
          1650000.00
          1809.76
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1362
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          3.800000
          5458000.00
          5369844.67
          Agency Mortgage-Backed Securities
        
        
          MNMS 04.690 MLBL1470
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.690000
          368000.00
          361351.50
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1444
          B1V7KEBTPIMZEU4LTD58
          
            2029-01-01
          
          3.620000
          2000000.00
          1911980.07
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1454
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          3.870000
          3262000.00
          3163921.62
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY109407
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.910000
          150000.00
          155818.70
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1480
          B1V7KEBTPIMZEU4LTD58
          
            2029-02-01
          
          3.520000
          2106222.00
          2149027.45
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1560
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          3.980000
          2000000.00
          2088399.33
          Agency Mortgage-Backed Securities
        
        
          FMAR 841344 G
          S6XOOCT0IEG5ABCC6L87
          
            2052-01-01
          
          1.809000
          7950000.00
          7119824.56
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1618
          B1V7KEBTPIMZEU4LTD58
          
            2034-03-01
          
          3.750000
          6000000.00
          6143130.00
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1644
          B1V7KEBTPIMZEU4LTD58
          
            2034-03-01
          
          3.660000
          4506000.00
          4573274.58
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1981
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          1664000.00
          1677581.01
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYAN9902
          B1V7KEBTPIMZEU4LTD58
          
            2038-09-01
          
          3.810000
          1903000.00
          1811779.21
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2339
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.340000
          6500000.00
          6426669.17
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2318
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.570000
          3222000.00
          3243371.53
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2454
          B1V7KEBTPIMZEU4LTD58
          
            2029-05-01
          
          3.160000
          50000.00
          47935.99
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL2761
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.950000
          1565000.00
          1477646.58
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL2763
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.990000
          991000.00
          976260.34
          Agency Mortgage-Backed Securities
        
        
          FNMS 01.500 CLMA4254
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          1.500000
          322161680.00
          249999999.93
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN8993
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          3.780000
          1770000.00
          1623038.56
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN8918
          B1V7KEBTPIMZEU4LTD58
          
            2033-05-01
          
          3.695000
          2000000.00
          1946158.33
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL5565
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          2.990000
          1668000.00
          1507255.95
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL6365
          B1V7KEBTPIMZEU4LTD58
          
            2035-04-01
          
          2.090000
          650000.00
          544101.28
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL6486
          B1V7KEBTPIMZEU4LTD58
          
            2030-04-01
          
          2.310000
          50000.00
          46856.35
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN6653
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.080000
          1000000.00
          974061.67
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM5045
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          3.346000
          6276000.00
          939987.13
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN6043
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          3.290000
          439000.00
          426980.47
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS0152
          B1V7KEBTPIMZEU4LTD58
          
            2035-12-01
          
          1.610000
          3689000.00
          2958351.74
          Agency Mortgage-Backed Securities
        
        
          MNMS 01.850 2MBS2363
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          1.850000
          50000.00
          43584.09
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3483
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.260000
          1335000.00
          1038161.86
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBS2833
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          2.570000
          100000.00
          80791.08
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3265
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.290000
          1686000.00
          1317122.31
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN6174
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          3.210000
          5896000.00
          5697611.39
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3447
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.265000
          1021000.00
          794629.50
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBS3452
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          2.435000
          5409000.00
          4172146.51
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBU9505
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          2.016000
          1177150.00
          1136054.85
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV4110
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          1.829000
          35319063.00
          33140145.15
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV4709
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          2.124000
          2047630.00
          1981746.88
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV8193
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          1.866000
          4068780.00
          3907203.69
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX SOBV9506
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          1.928000
          2623470.00
          2523985.86
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX WS309607
          B1V7KEBTPIMZEU4LTD58
          
            2023-10-01
          
          3.405000
          2378690.00
          3871.45
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HY387880
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          3.960000
          955000.00
          937712.23
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HA462152
          B1V7KEBTPIMZEU4LTD58
          
            2034-12-01
          
          6.150000
          280000.00
          95279.81
          Agency Mortgage-Backed Securities
        
        
          FMAR 2B7404 G
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.172000
          64355242.00
          16786418.39
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN4850
          B1V7KEBTPIMZEU4LTD58
          
            2047-03-01
          
          3.850000
          1918000.00
          1747086.49
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN0448
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.880000
          27387000.00
          24792086.30
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM9689
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          3.850000
          3784000.00
          3395751.78
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAM7937
          B1V7KEBTPIMZEU4LTD58
          
            2045-06-01
          
          3.770000
          100000.00
          89848.00
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYAN9673
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.850000
          5911000.00
          6064262.38
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYAN9592
          B1V7KEBTPIMZEU4LTD58
          
            2033-08-01
          
          3.810000
          3260000.00
          3356691.60
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9408
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.750000
          2775000.00
          2841624.98
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9381
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.730000
          2975315.00
          3035652.40
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HLAN9377
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.020000
          11993000.00
          11297873.82
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9165
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          3.880000
          2510000.00
          2373268.02
          Agency Mortgage-Backed Securities
        
        
          FMAR 2B7397 G
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.195000
          68805200.00
          16563205.84
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9136
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-01
          
          3.480000
          817000.00
          774183.89
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX HYAN9095
          B1V7KEBTPIMZEU4LTD58
          
            2033-05-01
          
          3.640000
          2615000.00
          2484370.21
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS0391
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          1.630000
          55000.00
          46874.54
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0855
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          4.150000
          1696000.00
          1758411.67
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0793
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          4.150000
          2000000.00
          1974542.92
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX H2BL0062
          B1V7KEBTPIMZEU4LTD58
          
            2031-07-01
          
          3.780000
          2174000.00
          2121525.48
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL0375
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.370000
          1025000.00
          1012785.34
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0661
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          3.990000
          7078000.00
          6959440.77
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL1303
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.750000
          794000.00
          754316.97
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM1696
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          2.981000
          33693683.00
          6152839.21
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL9579
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          1.980000
          2175000.00
          1654094.02
          Agency Mortgage-Backed Securities
        
        
          MNMS 04.080 MLBL1502
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.080000
          8398000.00
          8018557.58
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1584
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          3.890000
          3706000.00
          3612189.97
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2006
          B1V7KEBTPIMZEU4LTD58
          
            2031-04-01
          
          3.710000
          1036000.00
          1060099.09
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2950
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.370000
          25021000.00
          24770222.86
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL2951
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.370000
          16355496.00
          16191570.32
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0466
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          3.690000
          406000.00
          413522.77
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0243
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          3.800000
          3000000.00
          3085850.00
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0218
          B1V7KEBTPIMZEU4LTD58
          
            2030-12-01
          
          3.800000
          23605871.00
          24433461.36
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HLBL3695
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.460000
          2683000.00
          2431283.34
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM3895
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          2.874000
          52012109.00
          11611208.42
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6608
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          2.946000
          15920103.00
          8695784.08
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBS3288
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          2.160000
          9973000.00
          7765855.42
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6516
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          2.885000
          7720269.00
          3246411.00
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6135
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          2.857000
          16766291.00
          4414064.86
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6187
          B1V7KEBTPIMZEU4LTD58
          
            2047-12-01
          
          2.764000
          29809926.00
          7249535.06
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM3757
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          2.996000
          56292163.00
          12172941.38
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM1439
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          2.896000
          44031238.00
          9882220.40
          Agency Mortgage-Backed Securities
        
        
          MNMS 02.240 MLBL9887
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.240000
          100000.00
          78155.47
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1982
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          750000.00
          756121.25
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1986
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          170000.00
          171387.48
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1985
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          190000.00
          191550.72
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL1984
          B1V7KEBTPIMZEU4LTD58
          
            2034-05-01
          
          3.590000
          180000.00
          181469.10
          Agency Mortgage-Backed Securities
        
        
          MNAR XX.XXX HYBL0092
          B1V7KEBTPIMZEU4LTD58
          
            2033-10-01
          
          3.690000
          437000.00
          445097.17
          Agency Mortgage-Backed Securities
        
        
          FMAR 846772 G
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          2.371000
          63361120.00
          188287.86
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBAH2406
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          2.125000
          150492736.00
          4485025.44
          Agency Mortgage-Backed Securities
        
        
          FNAR XX.XXX LBBM6674
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          3.194000
          25488206.00
          12459621.19
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      2000000000.00
      2000000000.00
      0.0277
      N
      Y
      Y
      N
    
    
      BARCLAYS BANK PLC
      BARCLAYS BANK PLC 0.800000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      ARP0TBAS6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-30
          
          2.875000
          1518200.00
          1530895.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-14
          
          0.00
          22473200.00
          22450389.70
          U.S. Treasuries (including strips)
        
      
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0080
      23510526.00
      23510526.00
      0.0003
      N
      Y
      Y
      N
    
    
      ING BANK NV
      ING BANK NV 0.840000%
      3TK20IVIUJ8J3ZU0QE75
      0000319432
      ATD19X1D0
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0084
      973000000.00
      973000000.00
      0.0135
      N
      Y
      Y
      N
    
    
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.830000%
      ZUHK7JXNDU6FLQ1O6482
      ATD19X1G3
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0083
      145000000.00
      145000000.00
      0.0020
      N
      Y
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.830000%
      JHE42UYNWWTJB8YTTU19
      0000859994
      ATD19X1K4
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0083
      863000000.00
      863000000.00
      0.0119
      N
      Y
      Y
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.820000%
      NHBDILHZTYCNBV5UYZ31
      0001448613
      ATD19XSO7
      Non-Negotiable Time Deposit
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0082
      569000000.00
      569000000.00
      0.0079
      N
      N
      Y
      N
    
    
      BANCO SANTANDER SA (NEW YORK BRANCH)
      BANCO SANTANDER SA (NEW YORK BRANCH) 0.830000%
      5493006QMFDDMYWIAM13
      0000891478
      ATD19XSR0
      Non-Negotiable Time Deposit
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0083
      720000000.00
      720000000.00
      0.0100
      N
      N
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.830000%
      JHE42UYNWWTJB8YTTU19
      0000859994
      ATD19XSU3
      Non-Negotiable Time Deposit
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0083
      791000000.00
      791000000.00
      0.0109
      N
      N
      Y
      N
    
    
      ABN AMRO BANK NV
      ABN AMRO BANK NV 0.830000%
      BFXS5XCH7N0Y05NIXW11
      0001245022
      ATD19XSW9
      Non-Negotiable Time Deposit
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0083
      351000000.00
      351000000.00
      0.0049
      N
      N
      Y
      N
    
    
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.830000%
      ZUHK7JXNDU6FLQ1O6482
      ATD19XSZ2
      Non-Negotiable Time Deposit
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0083
      300000000.00
      300000000.00
      0.0042
      N
      N
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.810000%
      F3JS33DEI6XQ4ZBPTN86
      0000917311
      ATD19YP18
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      374000000.00
      374000000.00
      0.0052
      N
      Y
      Y
      N
    
    
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
      LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.830000%
      ZUHK7JXNDU6FLQ1O6482
      ATD19ZWL3
      Non-Negotiable Time Deposit
      Y
      2022-06-06
      2022-06-06
      2022-06-06
      N
      N
      N
      0.0083
      246000000.00
      246000000.00
      0.0034
      N
      N
      Y
      N
    
    
      TORONTO-DOMINION BANK/THE
      TORONTO-DOMINION BANK/THE 0.820000%
      PT3QB789TSUIDF371261
      0000947263
      ATD19ZWM1
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0082
      100000000.00
      100000000.00
      0.0014
      N
      Y
      Y
      N
    
    
      MIZUHO BANK LTD (NEW YORK BRANCH)
      MIZUHO BANK LTD (NEW YORK BRANCH) 0.820000%
      RB0PEZSDGCO3JS6CEU02
      0001512734
      ATD19ZWN9
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0082
      97000000.00
      97000000.00
      0.0013
      N
      Y
      Y
      N
    
    
      NORDEA BANK ABP (NEW YORK BRANCH)
      NORDEA BANK ABP (NEW YORK BRANCH) 0.810000%
      529900ODI3047E2LIV03
      0001002614
      ATD19ZWP4
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      200000000.00
      200000000.00
      0.0028
      N
      Y
      Y
      N
    
    
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
      COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.810000%
      DG3RU1DBUFHT4ZF9WN62
      0001098062
      ATD19ZWQ2
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      155000000.00
      155000000.00
      0.0021
      N
      Y
      Y
      N
    
    
      ABN AMRO BANK NV
      ABN AMRO BANK NV 0.830000%
      BFXS5XCH7N0Y05NIXW11
      0001245022
      ATD19ZWR0
      Non-Negotiable Time Deposit
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0083
      245000000.00
      245000000.00
      0.0034
      N
      N
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL
      CREDIT INDUSTRIEL ET COMMERCIAL 0.850000%
      N4JDFKKH2FTD8RKFXO39
      0001274419
      ATD19ZWS8
      Non-Negotiable Time Deposit
      Y
      2022-06-07
      2022-06-07
      2022-06-07
      N
      N
      N
      0.0085
      116000000.00
      116000000.00
      0.0016
      N
      N
      Y
      N
    
    
      DNB BANK ASA (CAYMAN ISLANDS BRANCH)
      DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.810000%
      549300GKFG0RYRRQ1414
      0001498632
      ATD1A01B4
      Non-Negotiable Time Deposit
      Y
      2022-06-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0081
      387000000.00
      387000000.00
      0.0054
      N
      Y
      Y
      N
    
    
      The Charles Schwab Family of Funds
      2022-06-07
      Mark Fischer
      Mark Fischer
      Chief Financial Officer
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