0001145549-17-006461.txt : 20171006
0001145549-17-006461.hdr.sgml : 20171006
20171006152327
ACCESSION NUMBER: 0001145549-17-006461
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171006
DATE AS OF CHANGE: 20171006
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 171127042
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Sweep Shares
SWSXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-09-30
0000857156
S000004504
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
084-00896
N
N
N
Prime
Y
27
42
7858676424.47
7274424841.91
7509347464.72
7525395832.49
10034122873.68
13986127706.77
15139020568.54
15664318472.73
16631887650.34
18557590040.20
0.2131
0.1968
0.2025
0.2040
0.2728
0.3792
0.4096
0.4224
0.4509
0.5045
0.04
36749449440.22
36747146480.12
33626308.03
21376984.16
36759395804.03
36757575239.9500
1.0000
0.0129
1.0001
1.0001
1.0001
1.0001
1.0001
C000012378
1.00
36759395804.03
36757575239.9500
1.0001
1.0001
1.0001
1.0001
1.0001
1252127050.01
1297703700.67
1300688114.86
1221410747.85
1387213007.94
1418137177.27
1332576004.06
1370927036.97
1286020433.65
1389330748.48
5597773103.92
5658633814.35
0.0067
Y
Investment Advisor and its affiliates Contractual 2,311,281
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.310000%
00279JPZ9
0000931061
Certificate of Deposit
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
Santander UK Plc
1.0000
N
0.0121
155019066.55
155019066.55
0.0042
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.320000%
00279JQR6
0000931061
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
Y
Santander UK Plc
1.0000
N
0.0122
79511822.45
79511822.45
0.0022
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.300000%
00279JQW5
0000931061
Certificate of Deposit
Y
2017-11-27
2017-11-27
2017-11-27
N
Y
Santander UK Plc
1.0000
N
0.0122
21002558.01
21002558.01
0.0006
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.170000%
00279JRK0
0000931061
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Santander UK Plc
1.0000
N
0.0117
113000023.73
113000023.73
0.0031
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.050000%
AC28XWWI3WIBK2824319
0001484219
00799J004_1.05_1002
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2018-08-16
0.00
1100.00
1087.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-11-15
3.750000
2849000.00
3373217.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2042-11-15
2.750000
76900.00
76551.47
U.S. Treasuries (including strips)
United States Treasury Department
2028-11-15
5.250000
1114700.00
1453827.79
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
4808473.00
4808473.00
0.0001
N
Y
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EXQ7
Asset Backed Commercial Paper
Y
2017-10-24
2017-10-24
2017-10-24
N
Y
Credit Suisse AG
1.0000
N
0.0124
110904262.50
110904262.50
0.0030
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EXS3
Asset Backed Commercial Paper
Y
2017-10-26
2017-10-26
2017-10-26
N
Y
Credit Suisse AG
1.0000
N
0.0125
49953240.00
49953240.00
0.0014
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EY11
Asset Backed Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
Y
Credit Suisse AG
1.0000
N
0.0126
22973476.40
22973476.40
0.0006
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TX26
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0107
85992152.50
85992152.50
0.0023
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TX42
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-10-04
2017-10-04
2017-10-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0110
7203896.19
7203896.19
0.0002
N
N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TX67
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0112
30993279.20
30993279.20
0.0008
N
N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TY66
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0125
32956317.90
32956317.90
0.0009
N
N
N
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AXP0
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
Y
2017-10-23
2017-10-23
2017-10-23
N
N
N
0.0117
166870074.00
166870074.00
0.0045
N
N
N
N
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0.000000%
0556C2X57
KK5MZM9DIXLXZL9DZL15
Non-Financial Company Commercial Paper
Y
2017-10-05
2017-10-05
2017-10-05
N
Y
Bayerische Motoren Werke AG
1.0000
N
0.0109
43991978.80
43991978.80
0.0012
N
N
Y
N
BPCE SA
BPCE SA 0.000000%
05571BY31
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0121
191774688.00
191774688.00
0.0052
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BY80
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0122
117840310.60
117840310.60
0.0032
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400600%
06053PVZ7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0140
41000008.61
41000008.61
0.0011
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.290000%
06053PWE3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-23
2017-10-23
2017-10-23
N
N
N
0.0127
40000228.40
40000228.40
0.0011
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.361100%
06053PWU7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-10
2017-11-07
2017-11-07
N
N
N
0.0137
189999050.00
189999050.00
0.0052
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.366100%
06053PWV5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-13
2017-11-13
2017-11-13
N
N
N
0.0136
69000373.29
69000373.29
0.0019
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400000%
06053PXT9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0132
166038762.66
166038762.66
0.0045
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.341100%
06053PYB7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-10
2018-02-07
2018-02-07
N
N
N
0.0134
98001686.58
98001686.58
0.0027
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.345000%
06053PYD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-10
2018-02-09
2018-02-09
N
N
N
0.0135
60998920.30
60998920.30
0.0017
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400000%
06053PYG6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0134
252053224.92
252053224.92
0.0069
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.310000%
06371EDD6
Certificate of Deposit
Y
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0124
57001750.47
57001750.47
0.0016
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.300000%
06371EHZ3
Certificate of Deposit
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0125
96005156.16
96005156.16
0.0026
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.370000%
06371EKV8
Certificate of Deposit
Y
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0137
1499976.00
1499976.00
0.0000
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.310000%
06371EMH7
Certificate of Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0127
45003339.45
45003339.45
0.0012
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.070000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_1.07_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G08784 G
2047-09-01
3.500000
114741428.00
118792055.39
Agency Mortgage-Backed Securities
03.500 FGPC G08779 G
2047-09-02
3.500000
13635096.00
14077944.70
Agency Mortgage-Backed Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0107
129000000.00
129000000.00
0.0035
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.636100%
06417GQY7
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0124
175120751.75
175120751.75
0.0048
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.384400%
06417GVU9
Certificate of Deposit
Y
2017-10-30
2018-03-28
2018-03-28
N
N
N
0.0136
95008265.95
95008265.95
0.0026
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.686100%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2017-10-13
2018-02-13
2018-02-13
N
N
N
0.0135
288357986.88
288357986.88
0.0078
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 1.330000%
06426GPK7
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-10-30
2017-10-30
2017-10-30
N
N
N
0.0118
29003776.09
29003776.09
0.0008
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 1.350000%
06426GPQ4
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0125
58011907.98
58011907.98
0.0016
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000%
06538N2R7
Certificate of Deposit
Y
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0130
25004757.75
25004757.75
0.0007
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%
06538NG27
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0116
126002533.86
126002533.86
0.0034
N
Y
Y
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NX93
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
N
N
0.0125
88014080.88
88014080.88
0.0024
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.420000%
06539RCG0
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0142
136001402.16
136001402.16
0.0037
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.440000%
06539RDJ3
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0143
137004768.97
137004768.97
0.0037
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000%
06539REC7
Certificate of Deposit
Y
2018-03-06
2018-03-06
2018-03-06
N
N
N
0.0144
119005391.89
119005391.89
0.0032
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.370000%
06742TAL0
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0121
167018121.17
167018121.17
0.0045
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.370000%
06742TAM8
Certificate of Deposit
Y
2017-10-25
2017-10-25
2017-10-25
N
N
N
0.0121
94010538.34
94010538.34
0.0026
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.600000%
06742TAX4
Certificate of Deposit
Y
2018-02-22
2018-02-22
2018-02-22
N
N
N
0.0146
109059536.89
109059536.89
0.0030
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.210000%
06742TBP0
Certificate of Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0119
367001027.60
367001027.60
0.0100
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LXC7
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-10-12
2017-10-12
2017-10-12
N
Y
Societe Generale SA
1.0000
N
0.0130
64969437.00
64969437.00
0.0018
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LYA0
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
Y
Societe Generale SA
1.0000
N
0.0132
499228.25
499228.25
0.0000
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LYT9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-11-27
2017-11-27
2017-11-27
N
Y
Societe Generale SA
1.0000
N
0.0133
24945712.50
24945712.50
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AYD0
Asset Backed Commercial Paper
Y
2017-11-13
2017-11-13
2017-11-13
N
Y
Royal Bank of Canada
1.0000
N
0.0124
998456.30
998456.30
0.0000
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BA85
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
Royal Bank of Canada
1.0000
N
0.0130
24908610.00
24908610.00
0.0007
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LX27
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Societe Generale SA
1.0000
N
0.0120
24997500.00
24997500.00
0.0007
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LX35
Asset Backed Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
Y
Societe Generale SA
1.0000
N
0.0120
138981457.40
138981457.40
0.0038
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LXD3
Asset Backed Commercial Paper
Y
2017-10-13
2017-10-13
2017-10-13
N
Y
Societe Generale SA
1.0000
N
0.0121
14992918.50
14992918.50
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2XA7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
Y
Citibank NA
1.0000
N
0.0118
26990263.80
26990263.80
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2YU2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-11-28
2017-11-28
2017-11-28
N
Y
Citibank NA
1.0000
N
0.0124
24948542.50
24948542.50
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Z49
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Citibank NA
1.0000
N
0.0125
31926841.60
31926841.60
0.0009
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Z72
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Citibank NA
1.0000
N
0.0125
12968779.20
12968779.20
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZ49
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Citibank NA
1.0000
N
0.0128
44894812.50
44894812.50
0.0012
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZ80
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-08
2017-12-08
2017-12-08
N
Y
Citibank NA
1.0000
N
0.0128
35311754.88
35311754.88
0.0010
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZJ6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
Y
Citibank NA
1.0000
N
0.0130
51850011.20
51850011.20
0.0014
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZU1
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-28
2017-12-28
2017-12-28
N
Y
Citibank NA
1.0000
N
0.0132
3986800.00
3986800.00
0.0001
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.385600%
13606BJT4
0000800030
Certificate of Deposit
Y
2017-10-23
2018-03-22
2018-03-22
N
N
N
0.0138
175006476.75
175006476.75
0.0048
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.404400%
13606BLG9
0000800030
Certificate of Deposit
Y
2017-10-17
2018-04-17
2018-04-17
N
N
N
0.0139
163007499.63
163007499.63
0.0044
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.352200%
13606BMD5
0000800030
Certificate of Deposit
Y
2017-10-10
2018-02-08
2018-02-08
N
N
N
0.0132
30003870.30
30003870.30
0.0008
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JX21
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0117
43995710.00
43995710.00
0.0012
N
Y
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JXG0
Asset Backed Commercial Paper
Y
2017-10-16
2017-10-16
2017-10-16
N
Y
Lloyds Bank Plc
1.0000
N
0.0119
41976400.20
41976400.20
0.0011
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JYV6
Asset Backed Commercial Paper
Y
2017-11-29
2017-11-29
2017-11-29
N
Y
Lloyds Bank Plc
1.0000
N
0.0129
34923675.50
34923675.50
0.0010
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178LX54
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0111
22895747.47
22895747.47
0.0006
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VX53
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-10-05
2017-10-05
2017-10-05
N
Y
Citibank NA
1.0000
N
0.0122
23995104.00
23995104.00
0.0007
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VXA2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
Y
Citibank NA
1.0000
N
0.0123
49981210.00
49981210.00
0.0014
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VZ10
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Citibank NA
1.0000
N
0.0127
39911100.00
39911100.00
0.0011
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WC13
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
Citibank NA
1.0000
N
0.0143
36775761.50
36775761.50
0.0010
N
N
N
N
CHASE BANK USA NA
CHASE BANK USA NA 1.522100%
161453BS3
P75WI43B18E8SLP5FN93
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0115
223015835.23
223015835.23
0.0061
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.240000%
17305TPB2
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0115
50000685.50
50000685.50
0.0014
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.240000%
17305TPE6
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0116
13000200.33
13000200.33
0.0004
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.240000%
17305TPF3
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0116
56000868.56
56000868.56
0.0015
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.380000%
17305TQG0
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0130
338056009.98
338056009.98
0.0092
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.420000%
17305TRM6
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0129
130033762.30
130033762.30
0.0035
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CZM8
Asset Backed Commercial Paper
Y
2017-12-21
2017-12-21
2017-12-21
N
Y
JP Morgan Securities LLC
1.0000
N
0.0133
24923282.50
24923282.50
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DAB7
Asset Backed Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
Y
JP Morgan Securities LLC
1.0000
N
0.0137
32869584.00
32869584.00
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GB11
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0140
121605118.18
121605118.18
0.0033
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GC51
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0145
10930584.50
10930584.50
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.361700%
19423CDP4
Asset Backed Commercial Paper
Y
2017-10-02
2017-11-02
2017-11-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0120
312046803.12
312046803.12
0.0085
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 1.397200%
19423ECU0
Asset Backed Commercial Paper
Y
2017-10-24
2018-01-24
2018-01-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0132
200046602.00
200046602.00
0.0054
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.350000%
21685VC56
Certificate of Deposit
Y
2017-11-27
2017-11-27
2017-11-27
N
N
N
0.0124
227038206.37
227038206.37
0.0062
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.210000%
21685VXW4
Certificate of Deposit
Y
2017-10-19
2017-10-19
2017-10-19
N
N
N
0.0121
133999879.40
133999879.40
0.0036
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.230000%
21685VYW3
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0119
43500283.19
43500283.19
0.0012
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.000000%
22533TX27
Financial Company Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0109
85991866.12
85991866.12
0.0023
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.160000%
22534HQ95
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0116
106000043.46
106000043.46
0.0029
N
N
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.500000%
22549LCW3
Certificate of Deposit
Y
2018-01-05
2018-01-05
2018-01-05
N
N
N
0.0135
319127347.99
319127347.99
0.0087
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0X59
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-10-05
2017-10-05
2017-10-05
N
Y
Credit Suisse AG
1.0000
N
0.0120
69985951.00
69985951.00
0.0019
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0XX8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-10-31
2017-10-31
2017-10-31
N
Y
Credit Suisse AG
1.0000
N
0.0126
64927317.00
64927317.00
0.0018
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y17
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
Y
Credit Suisse AG
1.0000
N
0.0126
43949180.00
43949180.00
0.0012
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y25
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
Credit Suisse AG
1.0000
N
0.0126
53935637.40
53935637.40
0.0015
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y66
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
Y
Credit Suisse AG
1.0000
N
0.0127
25965201.60
25965201.60
0.0007
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.310000%
23328AXB5
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
N
N
0.0126
168011392.08
168011392.08
0.0046
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.110000%
23328AXR0
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0114
197999010.00
197999010.00
0.0054
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0X31
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0113
306961410.10
306961410.10
0.0084
N
N
Y
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585LX29
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0107
21998020.00
21998020.00
0.0006
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.250000%
25158BZD7
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0127
367000000.00
367000000.00
0.0100
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CX23
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0114
84491972.50
84491972.50
0.0023
N
Y
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CX31
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0114
99987320.00
99987320.00
0.0027
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.320000%
34959TLJ3
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0116
36005281.56
36005281.56
0.0010
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.330000%
34959TLY0
Certificate of Deposit
Y
2017-12-13
2017-12-13
2017-12-13
N
N
N
0.0124
124024131.64
124024131.64
0.0034
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.140000%
34959TMG8
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0114
68000014.28
68000014.28
0.0018
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.140000%
34959TMH6
Certificate of Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0114
47000014.10
47000014.10
0.0013
N
N
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.230000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0123
2885000.00
2885000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LX26
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0110
172984357.34
172984357.34
0.0047
N
Y
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LX43
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2017-10-04
2017-10-04
2017-10-04
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0114
54991315.50
54991315.50
0.0015
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.040000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_1.04_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC074PH R17F074
2046-08-25
3.000000
113206784.00
114656321.40
Agency Collateralized Mortgage Obligation
FNRM CL112G R13F112
2040-07-25
2.125000
101019904.00
47717246.36
Agency Collateralized Mortgage Obligation
FNRM CL092BC R11F092
2026-08-25
2.250000
50000000.00
3938294.43
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBAL9335
2040-12-01
3.409000
22547776.00
17463008.64
Agency Mortgage-Backed Securities
FMAR 2B4772 G
2045-10-01
3.028000
3706438.00
2885129.59
Agency Mortgage-Backed Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0104
183000000.00
183000000.00
0.0050
N
Y
Y
N
HSBC USA INC
HSBC USA INC 1.410600%
40434WBL4
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0115
31001333.31
31001333.31
0.0008
N
N
Y
N
HSBC USA INC
HSBC USA INC 1.401700%
40434WBM2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0115
100004801.00
100004801.00
0.0027
N
N
Y
N
HSBC USA INC
HSBC USA INC 1.337200%
40434WBY6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-10-24
2018-01-24
2018-01-24
N
N
N
0.0130
25002500.25
25002500.25
0.0007
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.160000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0116
36000000.00
36000000.00
0.0010
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.240000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0124
56000000.00
56000000.00
0.0015
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0ZJ0
Financial Company Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
Y
ING Bank NV
1.0000
N
0.0127
22934985.90
22934985.90
0.0006
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1B54
Financial Company Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
ING Bank NV
1.0000
N
0.0135
181120230.20
181120230.20
0.0049
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1B62
Financial Company Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
ING Bank NV
1.0000
N
0.0135
21892750.00
21892750.00
0.0006
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.376100%
44988KCB3
Financial Company Commercial Paper
Y
2017-10-12
2017-12-12
2017-12-12
N
Y
ING Bank NV
1.0000
N
0.0126
42010080.42
42010080.42
0.0011
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.352200%
44988KCJ6
Financial Company Commercial Paper
Y
2017-10-10
2018-02-08
2018-02-08
N
Y
ING Bank NV
1.0000
N
0.0132
50004950.50
50004950.50
0.0014
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.331700%
46640CDL3
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-10-06
2017-11-06
2017-11-06
N
N
N
0.0120
80011120.80
80011120.80
0.0022
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PXQ1
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0122
149872710.00
149872710.00
0.0041
N
N
N
N
JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD
TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.150000%
478271KA6
US478271KA63
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2043-08-15
Y
US Bank NA
1.0000
7
N
N
N
0.0115
6700000.00
6700000.00
0.0002
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TXT7
Asset Backed Commercial Paper
Y
2017-11-15
2017-11-15
2017-11-15
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0124
12981238.40
12981238.40
0.0004
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TYC3
Asset Backed Commercial Paper
Y
2017-12-15
2017-12-15
2017-12-15
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0128
98738907.30
98738907.30
0.0027
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WU55
Asset Backed Commercial Paper
Y
2017-10-27
2017-10-27
2017-10-27
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0121
47959598.40
47959598.40
0.0013
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WU71
Asset Backed Commercial Paper
Y
2017-10-31
2017-10-31
2017-10-31
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0122
62942499.90
62942499.90
0.0017
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WV62
Asset Backed Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0123
43292049.72
43292049.72
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WV70
Asset Backed Commercial Paper
Y
2017-10-20
2017-10-20
2017-10-20
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0119
19338457.73
19338457.73
0.0005
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WV88
Asset Backed Commercial Paper
Y
2017-10-23
2017-10-23
2017-10-23
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0120
99936880.00
99936880.00
0.0027
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WW20
Asset Backed Commercial Paper
Y
2017-11-16
2017-11-16
2017-11-16
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0124
111826400.00
111826400.00
0.0030
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WX29
Asset Backed Commercial Paper
Y
2017-12-14
2017-12-14
2017-12-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0128
71314271.60
71314271.60
0.0019
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WX78
Asset Backed Commercial Paper
Y
2017-12-13
2017-12-13
2017-12-13
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0128
11970249.60
11970249.60
0.0003
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFJ3
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0133
115554641.20
115554641.20
0.0031
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFK0
Asset Backed Commercial Paper
Y
2018-03-06
2018-03-06
2018-03-06
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0140
6958380.10
6958380.10
0.0002
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TEG5
Asset Backed Commercial Paper
Y
2017-10-20
2017-10-20
2017-10-20
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0119
11992842.00
11992842.00
0.0003
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NG22
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0117
133000027.93
133000027.93
0.0036
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.140000%
51489NG55
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0117
99999480.00
99999480.00
0.0027
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.260000%
51500LMY4
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0117
85000612.85
85000612.85
0.0023
N
Y
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LNG2
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0118
60000696.60
60000696.60
0.0016
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LNS6
Certificate of Deposit
Y
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0121
6000125.46
6000125.46
0.0002
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LPA3
Certificate of Deposit
Y
2017-10-20
2017-10-20
2017-10-20
N
N
N
0.0121
65001339.65
65001339.65
0.0018
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000%
51500LPQ8
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0117
153000231.03
153000231.03
0.0042
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QX21
US53944QX219
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0109
132987976.80
132987976.80
0.0036
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QXP0
Asset Backed Commercial Paper
Y
2017-10-23
2017-10-23
2017-10-23
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0124
16985958.00
16985958.00
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QY20
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0126
18977407.10
18977407.10
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QY79
Asset Backed Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0126
67906887.60
67906887.60
0.0018
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KXT8
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-10-27
2017-10-27
2017-10-27
N
N
N
0.0130
50948352.30
50948352.30
0.0014
N
N
N
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017C 1.200000%
56052FGQ2
549300SO05LH6D240016
US56052FGQ28
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2047-11-15
Y
Citibank NA
1.0000
7
Y
N
N
0.0120
39585000.00
39585000.00
0.0011
N
N
Y
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017E 1.230000%
56052FHZ1
549300SO05LH6D240016
US56052FHZ18
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2052-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0123
30000000.00
30000000.00
0.0008
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LXC3
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-10-12
2017-10-12
2017-10-12
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0120
104954503.50
104954503.50
0.0029
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UBS8
Asset Backed Commercial Paper
Y
2018-02-26
2018-02-26
2018-02-26
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0134
15911000.00
15911000.00
0.0004
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UC57
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0136
32804847.90
32804847.90
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.530000%
60682A5N2
0001021565
Certificate of Deposit
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0124
79025012.19
79025012.19
0.0021
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.420000%
60682A5Q5
0001021565
Certificate of Deposit
Y
2017-10-13
2017-10-13
2017-10-13
N
N
N
0.0121
235018496.85
235018496.85
0.0064
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.404400%
60682A6L5
0001021565
Certificate of Deposit
Y
2017-10-17
2017-11-17
2017-11-17
N
N
N
0.0122
3000762.03
3000762.03
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.405000%
60682A6X9
0001021565
Certificate of Deposit
Y
2017-10-10
2017-12-11
2017-12-11
N
N
N
0.0127
24006456.24
24006456.24
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.380000%
60682A6Z4
0001021565
Certificate of Deposit
Y
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0128
2000375.82
2000375.82
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.400000%
60682A7B6
0001021565
Certificate of Deposit
Y
2017-12-27
2017-12-27
2017-12-27
N
N
N
0.0131
137027620.57
137027620.57
0.0037
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.427200%
60682A7H3
0001021565
Certificate of Deposit
Y
2017-10-23
2018-01-23
2018-01-23
N
N
N
0.0136
62513250.63
62513250.63
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.000000%
60682WYG7
0001021565
Financial Company Commercial Paper
Y
2017-11-16
2017-11-16
2017-11-16
N
N
N
0.0124
2495856.75
2495856.75
0.0001
N
N
N
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.070000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_1.07_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF AY5624 C
2047-01-20
4.500000
811325.00
839528.82
Agency Mortgage-Backed Securities
GNII SF AX9970 C
2047-03-20
4.500000
4528625.00
4705762.64
Agency Mortgage-Backed Securities
GNII SF AW8891 C
2046-11-20
4.000000
2070113.00
2147513.37
Agency Mortgage-Backed Securities
GNII SF MA4690 M
2032-09-20
3.000000
646236.00
670898.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9577
2047-09-01
3.500000
2205259.00
2289136.16
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN6721
2026-07-01
3.170000
1650000.00
1708606.03
Agency Mortgage-Backed Securities
03.500 FGPC G08784 G
2047-09-01
3.500000
8969606.00
9286253.02
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5220
2027-04-01
3.379000
11300000.00
11735147.42
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4764
2029-02-01
3.513300
18457000.00
19168178.71
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.200000
9450000.00
9820549.04
Agency Mortgage-Backed Securities
04.000 FGPC G60969 G
2047-04-01
4.000000
385198.00
400530.62
Agency Mortgage-Backed Securities
03.500 FGPC Q51029 G
2047-09-01
3.500000
2916358.00
3019317.17
Agency Mortgage-Backed Securities
03.500 FGPC Q51028 G
2047-09-01
3.500000
5098579.00
5278579.35
Agency Mortgage-Backed Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0107
69000000.00
69000000.00
0.0019
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.530600%
60689D6C2
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0115
13000546.13
13000546.13
0.0004
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.350000%
60689D6V0
Certificate of Deposit
Y
2017-10-12
2017-10-12
2017-10-12
N
N
N
0.0116
75004890.75
75004890.75
0.0020
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.956900%
60689DQ71
US60689DQ718
Certificate of Deposit
Y
2017-10-20
2017-10-20
2017-10-20
N
N
N
0.0118
7503397.58
7503397.58
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.480600%
60700AAL8
Certificate of Deposit
Y
2017-10-03
2017-11-03
2017-11-03
N
N
N
0.0120
65018135.65
65018135.65
0.0018
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.471700%
60700AAM6
Certificate of Deposit
Y
2017-10-06
2017-11-06
2017-11-06
N
N
N
0.0120
31008897.31
31008897.31
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.350000%
60700ABA1
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
N
N
0.0121
30006069.30
30006069.30
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.390600%
60700ABN3
Certificate of Deposit
Y
2017-10-05
2017-12-05
2017-12-05
N
N
N
0.0125
100027601.00
100027601.00
0.0027
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.400000%
60700ACE2
Certificate of Deposit
Y
2018-01-03
2018-01-03
2018-01-03
N
N
N
0.0132
35007248.85
35007248.85
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.436100%
60700ACW2
Certificate of Deposit
Y
2017-10-12
2018-02-12
2018-02-12
N
N
N
0.0140
128018817.28
128018817.28
0.0035
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.427200%
60700ADM3
US60700ADM36
Certificate of Deposit
Y
2017-10-24
2018-01-24
2018-01-24
N
N
N
0.0138
23003726.23
23003726.23
0.0006
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000%
60700AEW0
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0138
32004665.92
32004665.92
0.0009
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.418700%
60700AFH2
Certificate of Deposit
Y
2017-10-02
2018-03-01
2018-03-01
N
N
N
0.0141
36001224.36
36001224.36
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.100000%
60700AHE7
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0115
2999983.20
2999983.20
0.0001
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.100000%
60700AHG2
Certificate of Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0115
119999136.00
119999136.00
0.0033
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LX53
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0119
19996020.00
19996020.00
0.0005
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LX61
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0120
199953520.00
199953520.00
0.0054
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939MC54
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0143
3974984.80
3974984.80
0.0001
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.350000%
63873NJC6
0001503859
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0118
137021496.67
137021496.67
0.0037
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.160000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0116
9000000.00
9000000.00
0.0002
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.190000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0119
100000000.00
100000000.00
0.0027
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.150000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0115
19000000.00
19000000.00
0.0005
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RXH8
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-10-17
2017-10-17
2017-10-17
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0124
4497214.50
4497214.50
0.0001
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RY87
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-11-08
2017-11-08
2017-11-08
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0127
50927921.70
50927921.70
0.0014
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FXT7
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
Y
2017-10-27
2017-10-27
2017-10-27
N
N
N
0.0117
58946127.10
58946127.10
0.0016
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.390000%
65590AKX3
0001002614
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0137
37002897.47
37002897.47
0.0010
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.425000%
67984RDT3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
Y
Royal Bank of Canada
1.0000
N
0.0116
133010641.33
133010641.33
0.0036
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.366700%
67984REW5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-10-27
2018-03-27
2018-03-27
N
Y
Royal Bank of Canada
1.0000
N
0.0135
9000351.09
9000351.09
0.0002
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984XDJ2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-11-30
2017-11-30
2017-11-30
N
Y
Royal Bank of Canada
1.0000
N
0.0129
19955636.00
19955636.00
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984XDK9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Royal Bank of Canada
1.0000
N
0.0130
19950166.00
19950166.00
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.345000%
67985BAX1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-10-10
2017-11-10
2017-11-10
N
Y
Royal Bank of Canada
1.0000
N
0.0130
26000845.26
26000845.26
0.0007
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.310000%
69033LA66
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0126
21000928.41
21000928.41
0.0006
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.320000%
69033LC80
Certificate of Deposit
Y
2017-11-14
2017-11-14
2017-11-14
N
N
N
0.0128
30001605.30
30001605.30
0.0008
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.140000%
69033LH51
Certificate of Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0117
117999480.80
117999480.80
0.0032
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.140000%
69033LH69
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0118
93999373.02
93999373.02
0.0026
N
N
Y
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AXB3
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-10-11
2017-10-11
2017-10-11
N
N
N
0.0118
62975285.10
62975285.10
0.0017
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AXC1
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-10-12
2017-10-12
2017-10-12
N
N
N
0.0118
131943702.00
131943702.00
0.0036
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JX33
Asset Backed Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
Y
BNP Paribas SA
1.0000
N
0.0120
999866.60
999866.60
0.0000
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JY24
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
BNP Paribas SA
1.0000
N
0.0126
3995243.60
3995243.60
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JY32
Asset Backed Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
Y
BNP Paribas SA
1.0000
N
0.0126
82398937.50
82398937.50
0.0022
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JY73
Asset Backed Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
Y
BNP Paribas SA
1.0000
N
0.0126
21969875.40
21969875.40
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JYE8
Asset Backed Commercial Paper
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
BNP Paribas SA
1.0000
N
0.0127
30949652.90
30949652.90
0.0008
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JYF5
Asset Backed Commercial Paper
Y
2017-11-15
2017-11-15
2017-11-15
N
Y
BNP Paribas SA
1.0000
N
0.0127
30948518.30
30948518.30
0.0008
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZ80
Asset Backed Commercial Paper
Y
2017-12-08
2017-12-08
2017-12-08
N
Y
BNP Paribas SA
1.0000
N
0.0131
2992346.70
2992346.70
0.0001
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.581100%
78009NR65
Certificate of Deposit
Y
2017-10-10
2018-03-07
2018-03-07
N
N
N
0.0134
25026850.25
25026850.25
0.0007
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.496100%
78009NS56
Certificate of Deposit
Y
2017-10-20
2017-12-20
2017-12-20
N
N
N
0.0127
232118786.32
232118786.32
0.0063
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.434400%
78009NV78
Certificate of Deposit
Y
2017-10-30
2018-06-28
2018-06-28
N
N
N
0.0141
134017555.34
134017555.34
0.0036
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.380600%
78009NW36
Certificate of Deposit
Y
2017-10-05
2018-04-05
2018-04-05
N
N
N
0.0135
22003212.22
22003212.22
0.0006
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.345000%
78009NY67
US78009NY670
Certificate of Deposit
Y
2017-10-10
2018-02-09
2018-02-09
N
N
N
0.0133
240511786.91
240511786.91
0.0065
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LX64
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
Y
Barclays Bank Plc
1.0000
N
0.0121
80981257.41
80981257.41
0.0022
N
N
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LXB3
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-10-11
2017-10-11
2017-10-11
N
Y
Barclays Bank Plc
1.0000
N
0.0119
34986105.00
34986105.00
0.0010
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LXW7
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-10-30
2017-10-30
2017-10-30
N
Y
Barclays Bank Plc
1.0000
N
0.0126
51943668.40
51943668.40
0.0014
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LY89
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-11-08
2017-11-08
2017-11-08
N
Y
Barclays Bank Plc
1.0000
N
0.0129
58915759.80
58915759.80
0.0016
N
N
N
N
SMITHSONIAN INSTITUTION
TAXABLE RB SERIES 2013B 1.300000%
832432AA6
US832432AA69
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
1.0000
7
Y
N
N
0.0130
27500000.00
27500000.00
0.0007
N
N
Y
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.340000%
83369YTK2
Certificate of Deposit
Y
2017-10-31
2017-10-31
2017-10-31
N
N
N
0.0119
191025672.31
191025672.31
0.0052
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.320000%
83369YTT3
Certificate of Deposit
Y
2017-10-31
2017-10-31
2017-10-31
N
N
N
0.0119
3000351.03
3000351.03
0.0001
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LY17
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
Y
BNP Paribas SA
1.0000
N
0.0126
23972323.20
23972323.20
0.0007
N
N
N
N
NETHERLANDS (KINGDOM OF)
NETHERLANDS (KINGDOM OF) 0.000000%
85730LXA4
254900G14ALGVKORFN62
Non-Financial Company Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
N
N
0.0122
122954342.40
122954342.40
0.0033
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.395000%
86563YC50
Certificate of Deposit
Y
2017-10-30
2018-01-29
2018-01-29
N
N
N
0.0138
5000285.05
5000285.05
0.0001
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.397200%
86563YD67
Certificate of Deposit
Y
2017-10-02
2018-02-01
2018-02-01
N
N
N
0.0138
35002065.35
35002065.35
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.300000%
86563YE90
Certificate of Deposit
Y
2017-11-09
2017-11-09
2017-11-09
N
N
N
0.0122
71006270.01
71006270.01
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.413900%
86563YJ20
Certificate of Deposit
Y
2017-10-06
2018-03-06
2018-03-06
N
N
N
0.0140
218014172.18
218014172.18
0.0059
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.530600%
86563YTH6
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0120
112004145.12
112004145.12
0.0030
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.450600%
86563YVM2
Certificate of Deposit
Y
2017-10-03
2017-11-03
2017-11-03
N
N
N
0.0125
111022423.11
111022423.11
0.0030
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.441700%
86563YVS9
Certificate of Deposit
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0125
45008910.45
45008910.45
0.0012
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.370000%
86563YXX6
Certificate of Deposit
Y
2017-12-19
2017-12-19
2017-12-19
N
N
N
0.0128
91017363.71
91017363.71
0.0025
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.425600%
86563YZX4
Certificate of Deposit
Y
2017-10-23
2018-01-22
2018-01-22
N
N
N
0.0137
86014792.86
86014792.86
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.310000%
86564EB21
Certificate of Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0121
77007038.57
77007038.57
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.190000%
86564EN51
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0117
155000435.55
155000435.55
0.0042
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.180000%
86564EN69
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0117
132000120.12
132000120.12
0.0036
N
Y
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.160000%
86564EP42
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0117
123999863.60
123999863.60
0.0034
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.150000%
86564EP59
Certificate of Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0117
248999228.10
248999228.10
0.0068
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.220000%
86958JMF3
0001448613
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0119
68000973.08
68000973.08
0.0018
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.370600%
86958JQT9
0001448613
Certificate of Deposit
Y
2017-10-05
2018-04-05
2018-04-05
N
N
N
0.0133
185042551.85
185042551.85
0.0050
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.358300%
86958JRS0
0001448613
Certificate of Deposit
Y
2017-10-26
2018-02-26
2018-02-26
N
N
N
0.0130
29005742.29
29005742.29
0.0008
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.130000%
87019U3L1
0001367624
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0115
186999401.60
186999401.60
0.0051
N
N
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.135000%
87019U3M9
0001367624
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0115
293999068.02
293999068.02
0.0080
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 1.330000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0133
3000000.00
3000000.00
0.0001
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602UC65
Asset Backed Commercial Paper
Y
2018-03-06
2018-03-06
2018-03-06
N
Y
Royal Bank of Canada
1.0000
N
0.0142
113288024.40
113288024.40
0.0031
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 1.411700%
88603ACA9
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Royal Bank of Canada
1.0000
N
0.0115
50001100.50
50001100.50
0.0014
N
Y
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88603H5X2
Asset Backed Commercial Paper
Y
2017-11-21
2017-11-21
2017-11-21
N
Y
Royal Bank of Canada
1.0000
N
0.0128
20461429.25
20461429.25
0.0006
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.300000%
89113W7M2
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0119
10000975.10
10000975.10
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.454400%
89113WA30
Certificate of Deposit
Y
2017-10-17
2017-10-17
2017-10-17
N
N
N
0.0117
102014383.02
102014383.02
0.0028
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.381100%
89113WJ49
Certificate of Deposit
Y
2017-10-10
2017-10-10
2017-10-10
N
N
N
0.0116
159010654.59
159010654.59
0.0043
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.703900%
89113WKF2
Certificate of Deposit
Y
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0117
461115715.61
461115715.61
0.0125
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.230000%
89113WL61
Certificate of Deposit
Y
2017-10-11
2017-10-11
2017-10-11
N
N
N
0.0117
73001365.83
73001365.83
0.0020
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.454400%
89113WYY6
Certificate of Deposit
Y
2017-10-17
2017-10-17
2017-10-17
N
N
N
0.0117
209029471.09
209029471.09
0.0057
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.350600%
89113XAE4
US89113XAE40
Certificate of Deposit
Y
2017-10-02
2018-03-02
2018-03-02
N
N
N
0.0131
4000644.04
4000644.04
0.0001
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.290000%
89113XAR5
Certificate of Deposit
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0120
87007978.77
87007978.77
0.0024
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XCT9
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0133
2000635.02
2000635.02
0.0001
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.611700%
89233ATB5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-10-03
2017-10-30
2017-10-30
N
N
N
0.0119
58020996.58
58020996.58
0.0016
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.371700%
89233AVR7
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-10-02
2018-02-23
2018-02-23
N
N
N
0.0129
107534508.58
107534508.58
0.0029
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.371700%
89233AVS5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-10-02
2018-02-26
2018-02-26
N
N
N
0.0129
100032301.00
100032301.00
0.0027
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.407200%
89233AWE5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-10-19
2018-03-16
2018-03-16
N
N
N
0.0132
50018100.50
50018100.50
0.0014
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HAB0
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
N
N
0.0131
14943319.50
14943319.50
0.0004
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HC10
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0140
120281598.80
120281598.80
0.0033
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HC85
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-03-08
2018-03-08
2018-03-08
N
N
N
0.0141
24843667.50
24843667.50
0.0007
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.372200%
90276JAX4
Financial Company Commercial Paper
Y
2017-10-09
2018-02-08
2018-02-08
N
N
N
0.0136
145003771.45
145003771.45
0.0039
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.383900%
90276JBE5
Financial Company Commercial Paper
Y
2017-10-02
2018-03-01
2018-03-01
N
N
N
0.0137
164010989.64
164010989.64
0.0045
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WZM0
Financial Company Commercial Paper
Y
2017-12-21
2017-12-21
2017-12-21
N
N
N
0.0130
160517080.50
160517080.50
0.0044
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XBE2
Financial Company Commercial Paper
Y
2018-02-14
2018-02-14
2018-02-14
N
N
N
0.0136
102463812.90
102463812.90
0.0028
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PYT2
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-11-27
2017-11-27
2017-11-27
N
N
N
0.0124
49898225.00
49898225.00
0.0014
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PYU9
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-11-28
2017-11-28
2017-11-28
N
N
N
0.0125
67858900.00
67858900.00
0.0018
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PZ12
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0125
104770134.00
104770134.00
0.0029
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.220800%
912828M23
US912828M235
U.S. Treasury Debt
Y
2017-10-02
2017-10-31
2017-10-31
N
N
N
0.0104
200028444.00
200028444.00
0.0054
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.800000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.80_0227
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.663600
2832145.00
2755743.45
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.477200
2078149.00
2066445.04
Asset-Backed Securities
COLLEGIATE FDG LN TR 2005-A B 20371228 FLT
2037-12-28
1.594800
10419757.00
4976795.21
Asset-Backed Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.517200
13898302.00
13324583.43
Asset-Backed Securities
NELNET ST LN TR 2008-4 A-4 20240425 FLT
2024-04-25
2.794400
5595473.00
4468045.16
Asset-Backed Securities
SLM STUDENT LOAN TR 2004-10 A-7A 20291025 FLT
54930060UIG70QCSNY68
2029-10-25
2.064400
2498000.00
2507171.95
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
1.584400
3901200.00
3772918.72
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.444400
19289.00
19169.62
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.424400
6881507.00
6806606.87
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.514400
1920464.00
1756090.79
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.414400
25181811.00
24963116.04
Asset-Backed Securities
SLM STUDENT LOAN TRUST 2009-3 A 20450125 FLT
2045-01-25
1.987200
1550000.00
798953.10
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.444400
10444796.00
9476568.56
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.514400
4925165.00
2760659.01
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-4 20231215 FLT
549300I2YWZ9E1B0EY33
2023-12-15
1.510000
1072870.00
113481.05
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B C 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
2.020000
700296.00
205428.15
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2
2032-12-15
1.430000
3700000.00
1673834.94
Asset-Backed Securities
SLC STUDENT LN TR 2004-1 A-6 20230515 FLT
2023-05-15
1.475000
2141654.00
1776110.00
Asset-Backed Securities
144A RAAC 2006-RP1 M2
2045-10-25
1.384800
1169218.00
1183107.68
Asset-Backed Securities
NHEL 2005-4 M1
2036-01-25
1.677200
11424640.00
11326776.05
Asset-Backed Securities
STUDENT LOAN CON CEN 2011-1 NOTES 20271025 FLT
5493008KMDJ3GC7JUA63
2027-10-25
2.457200
36575000.00
12253037.71
Asset-Backed Securities
SLM STUDENT LOAN TR 2011-1 A-2 20341025 FLT
2034-10-25
2.387200
4697844.00
4813922.78
Asset-Backed Securities
SLM PRIV ED LN TR 2014-A A-2A 20260115 2.5
549300XEL6YCZ2OF2E98
2026-01-15
2.590000
889595.00
807847.97
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.517200
2944598.00
2832851.23
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
1.00
0.91
Asset-Backed Securities
BANK AMER STUDENT LN TR 2010-1 A 20430225 FLT
2043-02-25
2.114400
10399800.00
1963985.14
Asset-Backed Securities
CLECO CORPORATE HLDGS LLC SR SEC GLBL NT26
5493002H80P81B3HXL31
2026-05-01
3.743000
1286525.00
1318505.30
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 39
6SHGI4ZSSLCXXQSBB395
2039-07-15
8.125000
981000.00
1559624.59
Corporate Debt Securities
CITIGROUP INC FR 3.3%042725
6SHGI4ZSSLCXXQSBB395
2025-04-27
3.300000
3197000.00
3262964.77
Corporate Debt Securities
DIAMOND 1 FIN CORP / DIAMOND 2FIN CORP
2019-06-01
3.480000
1557000.00
1606367.28
Corporate Debt Securities
CONSTELLATION BRANDS INC SR GLBL NT3.5%27
5493005GKEG8QCVY7037
2027-05-09
3.500000
3670841.00
3773334.96
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 25
51M0QTTNCGUN7KFCFZ59
2025-08-15
3.375000
417000.00
431601.25
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 3%24
51M0QTTNCGUN7KFCFZ59
2024-02-01
3.000000
6354000.00
6486756.24
Corporate Debt Securities
CBS CORP NEW SR GLBL NT2.5%23
5KYC8KF17ROCY24M3H09
2023-02-15
2.500000
783000.00
778020.99
Corporate Debt Securities
BAXTER INTL INC SR GLBL NT2.6%26
J5OIVXX3P24RJRW5CK77
2026-08-15
2.600000
8857000.00
8463640.95
Corporate Debt Securities
BARRICK NORTH AMERICA FIN LLC SR NT 7.5%38
2038-09-15
7.500000
160000.00
214073.07
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
8049000.00
8531716.42
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
80000.00
85898.33
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL 144A 22
2022-01-15
3.000000
16000.00
16358.03
Corporate Debt Securities
BRITISH SKY BROADCASTING GROUP SR 144A BD 22
2138003TS48MQKF4BZ29
2022-11-26
3.125000
1655000.00
1689783.27
Corporate Debt Securities
BRISTOL MYERS SQUIBB CO SR GLBL NT 23
HLYYNH7UQUORYSJQCN42
2023-11-01
3.250000
22000.00
23084.62
Corporate Debt Securities
BOEING CO SR NT 3.5%45
RVHJWBXLJ1RFUBSY1F30
2045-03-01
3.500000
1930000.00
1871969.19
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 45
PY6ZZQWO2IZFZC3IOL08
2045-11-16
4.375000
40000.00
42845.33
Corporate Debt Securities
ARCH CAPITAL GROUP INC SR NT 5.144%43
2043-11-01
5.144000
682000.00
772486.09
Corporate Debt Securities
APPLE INC SR GLBL FL NT 21
HWUPKR0MPOU8FGXBT394
2021-02-23
2.444400
520000.00
537224.71
Corporate Debt Securities
BARCLAYS PLC SR SB GLBL NT 26
213800LBQA1Y9L22JB70
2026-05-12
5.200000
2828000.00
3065973.06
Corporate Debt Securities
BARCLAYS PLC SUB GLBL NT 28
213800LBQA1Y9L22JB70
2028-05-09
4.836000
2407153.00
2540308.68
Corporate Debt Securities
BANK AMER CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
3255000.00
3451451.91
Corporate Debt Securities
BANK AMER CORP FR 2.6%011519
9DJT3UXIJIZJI4WXO774
2019-01-15
2.600000
10665000.00
10812970.95
Corporate Debt Securities
BANCO BILBAO VIZCAYA ARGENTARI SR GLBL NT 3%20
K8MS7FD7N5Z2WQ51AZ71
2020-10-20
3.000000
1488000.00
1538725.92
Corporate Debt Securities
BLACK HILLS CORP SR GLBL NT4.2%46
3MGELCRSTNSAMJ962671
2046-09-15
4.200000
2128000.00
2117643.73
Corporate Debt Securities
BLACK HILLS CORP SR GLBL NT 27
3MGELCRSTNSAMJ962671
2027-01-15
3.150000
3693000.00
3628760.27
Corporate Debt Securities
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
4295000.00
4983929.93
Corporate Debt Securities
BED BATH & BEYOND INC SR GLBL NT 34
2034-08-01
4.915000
696000.00
643618.07
Corporate Debt Securities
SOCIETE GENERALE LW TIER II 45
O2RNE8IBXP4R0TD8PU41
2045-11-24
5.625000
1126575.00
1383345.38
Corporate Debt Securities
WILLIAMS PARTNERS L P NEW FR 4%091525
WUURD1P1N0874ONXXO03
2025-09-15
4.000000
17561000.00
18012239.65
Corporate Debt Securities
WESTPAC BKG CORP GLBL NT FXD/FL31
EN5TNI6CI43VEPAMHL14
2031-11-23
4.322000
777000.00
811208.98
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 22
TINT358G1SSHR3L3PW36
2022-04-10
3.750000
4400000.00
4588074.33
Corporate Debt Securities
AMERISOURCEBERGEN CORP SR GLBL NT3.4%24
AI8GXW8LG5WK7E9UD086
2024-05-15
3.400000
100000.00
104414.56
Corporate Debt Securities
AMAZON COM INC SR GLBL BD4.8%34
ZXTILKJKG63JELOEG630
2034-12-05
4.800000
365000.00
418439.65
Corporate Debt Securities
ALLSTATE CORP SR GLBL NT4.2%46
OBT0W1ED8G0NWVOLOJ77
2046-12-15
4.200000
4205000.00
4500625.52
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 20
2020-07-01
4.250000
562000.00
593544.44
Corporate Debt Securities
ACE INA HLDG INC SR GLBL NT 22
CZCBJZWDMLTHWJDXU843
2022-11-03
2.875000
1643000.00
1694885.48
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 3.25%030323
2023-03-03
3.250000
219000.00
226565.84
Corporate Debt Securities
BHP BILLITON FIN USA LTD SR NT 5%43
5493003NUVITP3TMY274
2043-09-30
5.000000
68000.00
81594.64
Corporate Debt Securities
AES CORP SR GLBL NT 27
2NUNNB7D43COUIRE5295
2027-09-01
5.125000
6346405.00
6533976.53
Corporate Debt Securities
SANTANDER UK PLC 4% NTS 24
PTCQB104N23FMNK2RZ28
2024-03-13
4.000000
2593000.00
2744269.86
Corporate Debt Securities
NORTHWEST PIPELINE CORP SR GLBL 144A 27
2027-04-01
4.000000
11115155.00
11518845.08
Corporate Debt Securities
NORFOLK SOUTHERN CORP SR GLBL NT2.9%26
2026-06-15
2.900000
6740000.00
6726909.43
Corporate Debt Securities
OWENS CORNING NEW SR GLBL NT4.3%47
JO5M6676RDJIZ2U8X907
2047-07-15
4.300000
2429372.00
2343729.89
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR NT 3.6%24
549300W70ZOQDVLCHY06
2024-12-01
3.600000
5506000.00
5752173.26
Corporate Debt Securities
SUMITOMO MITSUI FINL GROUP INC SR GLBL BD 26
2026-07-14
2.632000
1500000.00
1438265.00
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 22
2022-09-01
3.875000
200000.00
209002.78
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 3.875%041122
2022-04-11
3.875000
695000.00
750386.87
Corporate Debt Securities
METHANEX CORP SR NT 5.25%22
549300TSJHRXT9QXRD13
2022-03-01
5.250000
1303000.00
1379842.25
Corporate Debt Securities
MARRIOTT INTL INC NEW SR GLBL -W NT 34
225YDZ14ZO8E1TXUSU86
2034-10-01
4.500000
4834000.00
5198773.63
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 38
549300PDHUGWPWGOT525
2038-01-15
6.950000
1000.00
1231.39
Corporate Debt Securities
JUNIPER NETWORKS INC SR NT 3.125%19
AUHIXNGG7U2U7JEHM527
2019-02-26
3.125000
1778000.00
1811736.81
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A27
2W8N8UU78PMDQKZENC08
2027-07-14
3.875000
2126180.00
2149723.01
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3.1%040522
549300RIPPWJB5Z0FK07
2022-04-05
3.100000
3313790.00
3352870.62
Corporate Debt Securities
GREAT RIV ENERGY 1ST MTG7A 144A38
5493007CIM8IF8LIUC91
2038-07-01
6.254000
2317000.00
2741769.95
Corporate Debt Securities
BBCMS TR 2014-BXO
2027-08-16
3.787200
8000000.00
3860994.70
Private Label Collateralized Mortgage Obligations
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
4.928900
3325000.00
3334547.69
Private Label Collateralized Mortgage Obligations
Y
2017-12-28
2017-12-28
2018-02-27
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0180
250026100.00
250026100.00
0.0068
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.830000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.83_0326
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.663600
28226.00
27464.56
Asset-Backed Securities
NHEL 2005-4 M1
2036-01-25
1.677200
115979.00
114985.52
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
3546162.00
3242114.07
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-8 A-4 20230425 FLT
2023-04-25
2.814400
2959854.00
3044671.43
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-5 B 20730725 FLT
2073-07-25
3.164400
770990.00
774407.85
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.444400
136655.00
123987.15
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.454400
5655844.00
5393242.43
Asset-Backed Securities
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.017200
1863731.00
1061681.32
Asset-Backed Securities
HOME EQUITY MTG TR 2007-2 2A-1A 20370625 FLT
2037-06-25
1.537200
21427636.00
1459856.98
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
2949961.00
4944.79
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-F 2A1A 1 20360715 FLT
2036-07-15
1.374400
20000000.00
1284198.17
Asset-Backed Securities
ROYAL BK OF SCOTLAND PLC SUB GLBL NT 22
2138005O9XJIJN4JPN90
2022-12-15
6.125000
176000.00
196997.58
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
858000.00
909456.17
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
2758000.00
2961345.05
Corporate Debt Securities
BARCLAYS PLC SUB GLBL NT 28
213800LBQA1Y9L22JB70
2028-05-09
4.836000
11577059.00
12217463.33
Corporate Debt Securities
AMERADA HESS CORP SR NT 7.3%31
UASVRYNXNK17ULIGK870
2031-08-15
7.300000
14661000.00
17393403.15
Corporate Debt Securities
METHANEX CORP SR NT 5.25%22
549300TSJHRXT9QXRD13
2022-03-01
5.250000
1459000.00
1545042.09
Corporate Debt Securities
Y
2017-12-28
2017-12-28
2018-03-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0183
45004837.50
45004837.50
0.0012
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.650000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_1.65_0102
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MORTGAGE EQU CONV TR 2007-FF3 A 20420525 FLT
2042-05-25
1.817400
19224024.00
9188693.87
Asset-Backed Securities
RIVERVIEW HECM TR 2007-3 A-1 20470925 FLT
2047-09-25
1.487200
145997821.00
69259698.68
Asset-Backed Securities
BANCO POP PUERTO RICO HATO REY PR
2045-08-10
2.311200
93166500.00
87165499.54
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
6.237200
95350000.00
88536108.25
Private Label Collateralized Mortgage Obligations
Y
2017-11-03
2017-11-03
2018-01-02
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0165
221002983.50
221002983.50
0.0060
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.36_1004
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
144A ALESC 10A A1
2WR5CR0FUX22SCWPNQ42
2036-09-23
1.668300
12635000.00
5132290.96
Asset-Backed Securities
144A ALESC 8A A1B
2035-12-23
1.669400
2000000.00
946129.20
Asset-Backed Securities
FHMS K039 A2
2024-07-25
3.303000
36865000.00
38773315.44
Private Label Collateralized Mortgage Obligations
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0136
39000413.40
39000413.40
0.0011
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.050000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.05_1002
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-07-31
1.625000
50000000.00
50202785.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-02-15
2.250000
40980800.00
40907909.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-01-31
1.375000
49645000.00
49608912.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2042-02-15
3.125000
27177800.00
28806160.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-15
0.00
50000000.00
49793500.00
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
215000000.00
215000000.00
0.0058
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.060000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.06_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2045-12-20
4.000000
3699559.00
2342030.93
Agency Mortgage-Backed Securities
GNAR AF MA3118 M
2045-09-20
3.000000
10859193.00
5502528.15
Agency Mortgage-Backed Securities
GNII SF AY2098 C
2047-01-20
4.000000
463664.00
459391.41
Agency Mortgage-Backed Securities
GNII SF AV1863 C
2047-01-20
4.000000
3195980.00
3363983.32
Agency Mortgage-Backed Securities
GNCL CL AP6700
2057-08-15
3.650000
3943835.00
4199692.32
Agency Mortgage-Backed Securities
GNII SF AF3761 C
2045-06-20
4.500000
6484156.00
5413491.16
Agency Mortgage-Backed Securities
GNII SF BC1506 C
2047-08-20
4.500000
1059143.00
1145977.02
Agency Mortgage-Backed Securities
GNII SF BB8032 C
2047-08-20
4.500000
4052946.00
4467898.81
Agency Mortgage-Backed Securities
GNMI SF 670008 X
2045-05-15
3.000000
2974641.00
2490294.83
Agency Mortgage-Backed Securities
GNMI SP 784250 X
2040-05-15
6.500000
749827.00
768036.47
Agency Mortgage-Backed Securities
GNMA
2042-03-20
2.375000
655210.00
117554.39
Agency Mortgage-Backed Securities
GNMI SF 734428 X
2041-05-15
4.500000
2775000.00
1017070.10
Agency Mortgage-Backed Securities
GNII SF 722027 C
2044-02-20
4.500000
1290613.00
1028924.76
Agency Mortgage-Backed Securities
GNMA
2041-03-20
4.500000
15000000.00
3330586.28
Agency Mortgage-Backed Securities
04.000 FGPC G06500 G
2041-04-01
4.000000
3583316.00
1570570.17
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-01-01
2.421000
11694689.00
2803764.79
Agency Mortgage-Backed Securities
03.500 FGPC D99177 G
2032-05-01
3.500000
11432660.00
5449389.17
Agency Mortgage-Backed Securities
04.000 FGPC D99058 G
2032-04-01
4.000000
2982076.00
926152.56
Agency Mortgage-Backed Securities
04.000 FGPC G30675 G
2033-12-01
4.000000
369646.00
246869.11
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.825000
1412.00
813.50
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.191000
3158.00
1059.56
Agency Mortgage-Backed Securities
FMAR 2B2669 G
2044-05-01
2.824000
7648972.00
3204605.18
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-08-01
3.134000
1169.00
693.10
Agency Mortgage-Backed Securities
FMAR 1B7743 G
2040-10-01
3.729000
166345.00
28587.88
Agency Mortgage-Backed Securities
03.500 FGPC G14248 G
2026-09-01
3.500000
716272.00
268582.12
Agency Mortgage-Backed Securities
04.500 FGPC Q49211 G
2047-06-01
4.500000
1495442.00
1640331.99
Agency Mortgage-Backed Securities
04.000 FGPC V83275 G
2047-07-01
4.000000
1901389.00
2009009.57
Agency Mortgage-Backed Securities
04.000 FGPC U90494 G
2042-05-01
4.000000
13647060.00
8600797.99
Agency Mortgage-Backed Securities
FMAR 2B6170 G
2047-05-01
2.984000
1867.00
1762.23
Agency Mortgage-Backed Securities
FMAR 2B5071 G
2046-01-01
2.516000
4797466.00
3378809.61
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-09-01
2.745000
6051.00
4326.78
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-04-01
3.475000
6183472.00
874308.25
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.394000
17403059.00
2822775.41
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
21519.00
9638.50
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-01-01
2.781000
178026.00
41484.64
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.000000
4893678.00
1276433.06
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
16666144.00
6538386.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8408
2046-03-01
2.621000
2105954.00
1377729.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8749
2045-01-01
2.507000
2553700.00
1672697.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9532
2042-11-01
2.669000
4677138.00
3755983.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9458
2039-08-01
3.230000
278069.00
226451.65
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-02-01
2.781000
217928.00
99277.71
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-05-01
2.816000
3419187.00
1203564.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3177
2044-08-01
4.500000
11597007.00
7464787.04
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
7729791.00
6052419.33
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS0608
2028-10-01
3.000000
6257567.00
3735192.33
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
11861040.00
8219410.25
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP9778
2027-10-01
2.500000
9994409.00
4499090.72
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-09-01
2.299000
6661148.00
2609905.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5597
2045-02-01
2.758000
10778.00
6156.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9785
2047-06-01
4.000000
8470816.00
8899154.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8690
2047-01-01
3.500000
2838658.00
2849852.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7754
2046-08-01
4.000000
434529.00
429690.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7311
2046-06-01
3.500000
81098.00
74740.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7082
2046-04-01
3.500000
1376088.00
1270216.11
Agency Mortgage-Backed Securities
GNII SF MA1760 M
2044-03-20
3.500000
814042.00
368398.96
Agency Mortgage-Backed Securities
GNMA
2042-07-20
3.000000
298935.00
48100.84
Agency Mortgage-Backed Securities
FNMS 05.800 MY957768
2023-07-01
5.800000
1535.00
69.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5907
2047-07-01
4.000000
4841323.00
5086803.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3486
2046-02-01
3.500000
100000.00
101047.20
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.000000
2743.00
2254.50
Agency Mortgage-Backed Securities
GNMA
2045-07-20
2.000000
510806.00
254564.68
Agency Mortgage-Backed Securities
GNMA
2045-05-20
5.000000
1030876.00
467782.38
Agency Mortgage-Backed Securities
GNAR AF MA3388 M
2046-01-20
3.000000
1612347.00
1007928.50
Agency Mortgage-Backed Securities
GNMA
2044-10-20
4.000000
2152864.00
882130.71
Agency Mortgage-Backed Securities
GNMA
2044-06-20
3.000000
1385661.00
342975.81
Agency Mortgage-Backed Securities
GNMA
2045-03-20
3.500000
1651469.00
967436.24
Agency Mortgage-Backed Securities
GNII SF BB8025 C
2047-08-20
4.500000
6029493.00
6624904.73
Agency Mortgage-Backed Securities
GNMI SF BB3517 X
2047-09-15
4.500000
382867.00
420218.89
Agency Mortgage-Backed Securities
GNII SF MA4510 M
2047-03-20
3.500000
4618344.00
4779312.67
Agency Mortgage-Backed Securities
GNII SF MA3802 M
2046-07-20
3.000000
3057316.00
2776511.95
Agency Mortgage-Backed Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0106
151368543.00
151368543.00
0.0041
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LX22
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Natixis SA
1.0000
N
0.0120
100989900.00
100989900.00
0.0027
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LXX4
Asset Backed Commercial Paper
Y
2017-10-31
2017-10-31
2017-10-31
N
Y
Natixis SA
1.0000
N
0.0129
56936007.81
56936007.81
0.0015
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LYA3
Asset Backed Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
Y
Natixis SA
1.0000
N
0.0128
24962812.50
24962812.50
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KX64
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0119
58680476.90
58680476.90
0.0016
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KYE6
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0127
38936660.10
38936660.10
0.0011
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KZ47
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0130
6983355.40
6983355.40
0.0002
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KZ88
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-12-08
2017-12-08
2017-12-08
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0131
2992387.50
2992387.50
0.0001
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LAH3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0138
24894735.00
24894735.00
0.0007
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.830000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.83_0116
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SACI FALABELLA SR REGS NT 25
2025-01-27
4.375000
230000.00
243090.39
Corporate Debt Securities
INVERSIONES CMPC SR GLBL REGS 23
549300G475ACIABB4385
2023-05-15
4.375000
374000.00
393139.35
Corporate Debt Securities
GRUPO BIMBO SAB DE CV SR REGS NT 24
5493000RIXURZEBFEV60
2024-06-27
3.875000
834000.00
870056.14
Corporate Debt Securities
GRUMA SAB DE CV GRUMA SR REGS NT 24
5493000XJLJ6C4T0PG82
2024-12-01
4.875000
263000.00
289886.27
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 1.8%18
AD6GFRVSDT01YPT1CS68
2018-11-05
1.800000
1389000.00
1400042.55
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT3.4%23
2023-04-16
3.400000
200000.00
207234.89
Corporate Debt Securities
WEA FIN LLC/ WESTFIELD UK & EU SR 144A NT 24
2024-09-17
3.750000
797000.00
811330.06
Corporate Debt Securities
UNION BANK NA SR NT 2.625%18
OX3PU53ZLPQKJ4700D47
2018-09-26
2.625000
1016000.00
1025681.21
Corporate Debt Securities
UBS GROUP AG SR 144A NT 3%21
2021-04-15
3.000000
263000.00
270702.39
Corporate Debt Securities
TENCENT HLDGS LTD SR GLBL REGS 25
2025-02-11
3.800000
4904000.00
5163405.25
Corporate Debt Securities
SIEMENS FIN NV SR FL 144A NT 19
TAFO772JB70PDRN5VS48
2019-09-13
1.636700
635000.00
636960.50
Corporate Debt Securities
HUTCHISON WHAMPOA REGS NT 3.625%24
2024-10-31
3.625000
200000.00
209746.69
Corporate Debt Securities
HUTCHISON WHAMPOA INTL LTD GTD SR REG S 22
2022-01-13
4.625000
2680000.00
2913813.62
Corporate Debt Securities
FRESNILLO PLC LONDON SR REGS NT5.5%23
549300JXWH1UV5J0XV81
2023-11-13
5.500000
200000.00
225155.56
Corporate Debt Securities
FRANSHION DEVELOPMENT LTD SR GLBL REGS 21
2021-04-15
6.750000
409000.00
467405.20
Corporate Debt Securities
CNOOC FIN 2001 LTD
2041-01-26
5.750000
461000.00
566588.59
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT 19
2019-05-14
2.750000
200000.00
203404.50
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 43
2043-04-24
4.250000
1900000.00
1971703.36
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 23
2023-04-24
3.125000
10089000.00
10306063.42
Corporate Debt Securities
MEGA ADVANCE INVESTMENTS LTD SR GLBL REGS 21
2021-05-12
5.000000
300000.00
326372.33
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -B REGS NT 25
2025-05-13
3.750000
200000.00
207803.33
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -A REGS NT 20
2020-05-13
2.875000
200000.00
203640.22
Corporate Debt Securities
HUTCHISON WHAMPOA INTL 12 LTD REGS NT 3.25%22
2022-11-08
3.250000
300000.00
311249.75
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR REGS NT 24
2024-05-07
4.125000
2097000.00
2272856.17
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 23
2023-05-22
3.125000
7857000.00
8051258.87
Corporate Debt Securities
SINOPEC GRP OVSEAS DEV 2015 SR REGS NT 25
2025-04-28
3.250000
3251000.00
3305135.47
Corporate Debt Securities
SINOPEC GRP OVSEAS DEV 2015 SR REGS NT2.5%20
2020-04-28
2.500000
3609000.00
3662218.72
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43
2043-10-17
5.375000
460000.00
558038.65
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 2012 LTD
2042-05-17
4.875000
6246000.00
7017724.54
Corporate Debt Securities
CENCOSUD S A SR GLBL REGS 23
549300NLTGCFV7482429
2023-01-20
4.875000
499000.00
535104.52
Corporate Debt Securities
ALPEK S A B DE C V
2022-11-20
4.500000
450000.00
465131.25
Corporate Debt Securities
BHARTI AIRTEL INTERNATIONAL SR REGS NT 24
724500ULW6PWKDAI7I46
2024-05-20
5.350000
1200000.00
1301533.00
Corporate Debt Securities
BHARTI AIRTEL INTERNATIONAL SR GLBL REGS 23
724500ULW6PWKDAI7I46
2023-03-11
5.125000
9827000.00
10365642.44
Corporate Debt Securities
MITSUBISHI TR & BKG CORP N Y SR REGS NT 19
JBONEPAGQXF4QP29B387
2019-10-16
2.450000
200000.00
203754.61
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR GLBL REGS 23
C3GTMMZIHMY46P4OIX74
2023-02-26
3.200000
450000.00
460122.00
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 23
549300UVMBCBCIPSUI70
2023-08-13
4.500000
324000.00
350642.52
Corporate Debt Securities
CORPBANCA SR GLBL REGS 19
549300DDPTTIZ06NIV06
2019-09-22
3.875000
684000.00
706943.73
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SR REGS NT 22
254900BOM7T4MG6T0J30
2022-02-08
4.750000
290000.00
311671.46
Corporate Debt Securities
COLBUN SA SR GLBL REGS 24
2024-07-10
4.500000
310000.00
329509.85
Corporate Debt Securities
CENCOSUD S A SR REGS NT 45
549300NLTGCFV7482429
2045-02-12
6.625000
735000.00
810542.79
Corporate Debt Securities
CENCOSUD S A SR REGS NT 25
549300NLTGCFV7482429
2025-02-12
5.150000
383000.00
412159.17
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SUB GLBL REGS 29
254900BOM7T4MG6T0J30
2029-07-15
5.250000
441000.00
469903.88
Corporate Debt Securities
EMPRESA ELECTRICA ANGAMO SA SR SEC REGS NT29
2029-05-25
4.875000
465000.00
480457.37
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR GLBL REGS 24
549300YP3P0JZBLIV197
2024-10-30
4.375000
419000.00
448153.03
Corporate Debt Securities
EMPRESA DE ENERGIA DE BOGOTA SA ESP
2021-11-10
6.125000
496000.00
520130.06
Corporate Debt Securities
E CL S A SR GLBL REGS 25
2025-01-29
4.500000
515000.00
544962.70
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 43
549300UVMBCBCIPSUI70
2043-10-18
5.625000
345000.00
419042.61
Corporate Debt Securities
TRANSPORTADORA DE GAS INTL S A E
2022-03-20
5.700000
480000.00
495084.00
Corporate Debt Securities
COMPANIA DE TELECOMUNICS CHILE SR GLBL REGS 22
2022-10-12
3.875000
300000.00
320635.71
Corporate Debt Securities
STATE BANK OF INDIA LONDON SR REGS NT 24
2024-04-17
4.875000
200000.00
221849.50
Corporate Debt Securities
STATE BANK OF INDIA LONDON REGS NT 3.25%18
2018-04-18
3.250000
700000.00
714381.31
Corporate Debt Securities
POSCO GLBL REGS NT 21
2021-04-14
5.250000
10500000.00
11587301.24
Corporate Debt Securities
GS CALTEX CORP SR GLBL REGS 18
988400KLBPXB4WMBUX18
2018-10-01
3.250000
200000.00
204585.89
Corporate Debt Securities
CNOOC CURTIS FUNDING NO.1 SR REGS NT4.5%23
2023-10-03
4.500000
599000.00
658492.68
Corporate Debt Securities
TRANPORT DE GAS DE4L PERUS
2028-04-30
4.250000
210000.00
220256.46
Corporate Debt Securities
AMERICA MOVIL SAB DE CV SR NT 4.375%42
5493000FNR3UCEAONM59
2042-07-16
4.375000
375000.00
389861.82
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT2.5%19
5493001NTNQJDH60PM02
2019-11-28
2.500000
350000.00
355341.97
Corporate Debt Securities
CNOOC NEXEN FINANCE ULC SR NT 4.25%24
2024-04-30
4.250000
3426000.00
3700971.72
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 21
213800LBQA1Y9L22JB70
2021-01-12
3.250000
337000.00
345347.96
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 47
213800LBQA1Y9L22JB70
2047-01-10
4.950000
482000.00
530967.58
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 28
213800LBQA1Y9L22JB70
2028-01-10
4.337000
507000.00
529367.47
Corporate Debt Securities
BAIDU INC SR GLBL NT 25
2025-06-30
4.125000
5551000.00
5881272.93
Corporate Debt Securities
BG ENERGY CAPITAL PLC GTD NT 144A 21
S2M8QDKEE05NZN8JD460
2021-10-15
4.000000
230000.00
247912.91
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR GLBL NT 20
207ALC1P1YM0OVDV0K75
2020-01-31
2.350000
397000.00
399908.47
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR NT 2.35%18
207ALC1P1YM0OVDV0K75
2018-08-17
2.350000
509000.00
512472.23
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR NT 1.65%18
207ALC1P1YM0OVDV0K75
2018-02-05
1.650000
1055000.00
1057146.93
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR FLT NT 18
207ALC1P1YM0OVDV0K75
2018-02-05
1.991700
1290000.00
1295266.01
Corporate Debt Securities
CAPITAL ONE BK USA NATL ASSN SR NT 2.25%19
LKE37K2B8CFZUR7F9816
2019-02-13
2.250000
310000.00
311811.95
Corporate Debt Securities
CNOOC FIN 2015 AUSTRALIA PTY SR NT 2.625%20
2020-05-05
2.625000
467000.00
474850.27
Corporate Debt Securities
FIFTH THIRD BK CIN OHIO MTN BE SR GLBL NT 21
QFROUN1UWUYU0DVIWD51
2021-10-01
2.875000
1380000.00
1425712.88
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR GLBL 144A 24
549300YP3P0JZBLIV197
2024-10-30
4.375000
220000.00
235307.08
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE GLBL 144A NT 23
549300UVMBCBCIPSUI70
2023-08-13
4.500000
406000.00
439385.38
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA SR NT 1.625%18
2018-03-12
1.625000
535000.00
535469.39
Corporate Debt Securities
COCA COLA ENTERPRISES INC NEW SR NT 3.25%21
2021-08-19
3.250000
686000.00
707760.68
Corporate Debt Securities
CENCOSUD S A SR 144A NT 45
549300NLTGCFV7482429
2045-02-12
6.625000
500000.00
551389.65
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 21
MLU0ZO3ML4LN2LL2TL39
2021-05-25
2.950000
933000.00
958014.77
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT4.3%26
MLU0ZO3ML4LN2LL2TL39
2026-03-08
4.300000
853000.00
917690.10
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 5%18
UDSQCVRUX5BONN0VY111
2018-05-15
5.000000
780000.00
810116.67
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 3.339%22
UDSQCVRUX5BONN0VY111
2022-03-28
3.339000
1811000.00
1842806.14
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 24
UDSQCVRUX5BONN0VY111
2024-01-09
3.810000
267000.00
274987.75
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 20
UDSQCVRUX5BONN0VY111
2020-01-09
2.681000
600000.00
608908.67
Corporate Debt Securities
LAFARGEHOLCIM FIN US LLC SR GLBL 144A 46
2046-09-22
4.750000
10250000.00
10644149.51
Corporate Debt Securities
KEYBANK NATIONAL ASSOCIATION SR NT 2.25%20
HUX2X73FUCYHUVH1BK78
2020-03-16
2.250000
833000.00
837541.93
Corporate Debt Securities
JD COM INC SR NT 3.125%21
549300HVTWB0GJZ16V92
2021-04-29
3.125000
757000.00
766917.33
Corporate Debt Securities
ING GROEP N V SR GLBL NT 22
549300NYKK9MWM7GGW15
2022-03-29
3.150000
223000.00
227538.05
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR REG S SR GLBL REGS 18
2018-02-21
4.700000
670000.00
680044.04
Corporate Debt Securities
HUNTINGTON NATL BANK SR NT 2%18
2WHM8VNJH63UN14OL754
2018-06-30
2.000000
640000.00
644713.24
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 1.5%18
AD6GFRVSDT01YPT1CS68
2018-02-23
1.500000
567000.00
567975.24
Corporate Debt Securities
MITSUBISHI UFJ FINL GROUP INC GLBL NT 2.95%21
2021-03-01
2.950000
4541000.00
4629569.68
Corporate Debt Securities
MANUFACTURER AND TRADERS SR NT 1.45%18
WWB2V0FCW3A0EE3ZJN75
2018-03-07
1.450000
250000.00
250116.53
Corporate Debt Securities
LLOYDS BKG GROUP PLC SR GLBL NT 27
549300PPXHEU2JF0AM85
2027-01-11
3.750000
5894000.00
6041615.23
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT2.3%18
H7FNTJ4851HG0EXQ1Z70
2018-11-27
2.300000
477000.00
483699.20
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT2.7%20
H7FNTJ4851HG0EXQ1Z70
2020-08-17
2.700000
350000.00
357171.50
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 23
549300F5XIFGNNW4CF72
2023-01-10
3.571000
15736000.00
16240438.89
Corporate Debt Securities
ROCHE HLDGS INC SR 144A NT 4%44
PVJRP0EQNV6OGDPZGY95
2044-11-28
4.000000
5115000.00
5394762.08
Corporate Debt Securities
PERRIGO FINANCE PLC SR GLBL NT3.5%21
549300E86RB6YCTMRM83
2021-03-15
3.500000
273000.00
280903.65
Corporate Debt Securities
PERRIGO FINANCE PLC SR NT 3.5%21
549300E86RB6YCTMRM83
2021-12-15
3.500000
232000.00
240602.82
Corporate Debt Securities
PERRIGO CO LTD SR GLBL NT 4%23
549300IFOQS6R1QLY196
2023-11-15
4.000000
1150000.00
1221160.72
Corporate Debt Securities
Y
2018-01-02
2018-01-02
2018-01-16
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0183
140035140.00
140035140.00
0.0038
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.840000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.84_0207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
REYNOLDS GROUP ISSUER LLC REYNOLDS GRO
2020-10-15
5.750000
3487000.00
3639362.53
Corporate Debt Securities
NISKA GAS STORAGE SR NT 6.5%19
2019-04-01
6.500000
13745000.00
14427286.51
Corporate Debt Securities
NATURAL RESOURCE PARTNERS LP SR GLBL NT 18
2018-10-01
9.125000
2290000.00
2393320.35
Corporate Debt Securities
LEXMARK INTL INC CR SEN SR NT 20
549300TGOGJOCWL57Z97
2020-03-15
6.375000
4215000.00
4409434.44
Corporate Debt Securities
CALPINE CORP SR SEC 144A NT24
43R4VPJBXTU2O15HEF41
2024-01-15
5.875000
2186000.00
2291641.49
Corporate Debt Securities
ALLEGIANT TRAVEL CO SR NT 5.5%19
549300JM9OZXOHWL2K18
2019-07-15
5.500000
4000000.00
4175222.23
Corporate Debt Securities
Y
2018-01-02
2018-01-02
2018-02-07
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0184
27007751.70
27007751.70
0.0007
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 1.060000%
NQQ6HPCNCCU6TUTQYE16
0000009622
927RLB004_1.06_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2021-07-15
0.625000
9214200.00
10318253.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-15
3.875000
22653400.00
23344775.00
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0106
32999904.30
32999904.30
0.0009
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.040000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.04_1002
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-02-15
3.625000
22262500.00
23462064.60
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0104
23000000.00
23000000.00
0.0006
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.060000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.06_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-06-25
6.500000
60.00
5.39
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2002-14 A1 20420125 7.0
2042-01-25
7.000000
20.00
1.23
Agency Collateralized Mortgage Obligation
03.000 FGPC U41068 G
2028-09-01
3.000000
4499340.00
1792358.50
Agency Mortgage-Backed Securities
03.500 FGPC Q18598 G
2043-05-01
3.500000
5856082.00
4201676.68
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-03-01
4.000000
10500000.00
8261123.90
Agency Mortgage-Backed Securities
02.500 FGPC U40854 G
2028-06-01
2.500000
2330585.00
1606503.64
Agency Mortgage-Backed Securities
04.000 FGPC Q09645 G
2042-07-01
4.000000
17529018.00
11403446.40
Agency Mortgage-Backed Securities
04.000 FGPC Q47338 G
2047-04-01
4.000000
4720914.00
4933987.15
Agency Mortgage-Backed Securities
03.500 FGPC Q46277 G
2047-02-01
3.500000
3301278.00
3314291.51
Agency Mortgage-Backed Securities
04.000 FGPC Q32515 G
2045-04-01
4.000000
4771254.00
3547009.56
Agency Mortgage-Backed Securities
04.500 FGPC Q24956 G
2044-02-01
4.500000
590864.00
424193.50
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-01-01
4.500000
4607633.00
3402224.74
Agency Mortgage-Backed Securities
03.500 FGPC K93269 G
2035-09-01
3.500000
1685040.00
1444253.07
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
700000.00
182330.96
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
10011416.00
3241481.91
Agency Mortgage-Backed Securities
FNMS 06.750 CL406608
2024-07-01
6.750000
12366669.00
269928.22
Agency Mortgage-Backed Securities
FMAR 972095 G
2022-06-01
4.393000
10219.00
42.99
Agency Mortgage-Backed Securities
03.500 FGPC G60440 G
2046-03-01
3.500000
129001.00
114538.83
Agency Mortgage-Backed Securities
04.000 FGPC Q48358 G
2047-06-01
4.000000
1329750.00
1421575.72
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
742672.00
408546.86
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK5390
2027-02-01
3.500000
6861861.00
1900082.59
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ7804
2026-11-01
3.000000
1073673.00
328183.58
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI2774
2026-06-01
4.000000
1303515.00
357894.11
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
1591.00
104.47
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.000000
1816672.00
535650.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO0306
2042-04-01
4.000000
7791110.00
4051479.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7481
2044-07-01
3.500000
40112960.00
32144522.83
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
2044-10-01
3.000000
1481288.00
1082163.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3950
2043-08-01
1.728000
1800000.00
743108.06
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4238
2026-02-01
3.500000
17004820.00
7265566.35
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
676735.00
387495.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ0074
2042-10-01
3.000000
530000.00
327689.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP5536
2042-09-01
3.000000
668561.00
389344.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2210
2042-08-01
3.500000
642459.00
322892.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO9579
2042-07-01
3.500000
90712.00
28630.12
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO7547
2027-08-01
3.000000
1291295.00
570823.32
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-05-01
2.500000
3423449.00
1701533.89
Agency Mortgage-Backed Securities
FNMS 03.000 CIAR4795
2028-05-01
3.000000
320160.00
170643.80
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR1015
2028-02-01
2.500000
11728838.00
6084146.54
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ9274
2043-01-01
3.500000
1905959.00
1671620.83
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ6810
2028-01-01
2.500000
2106932.00
1055117.82
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
2046323.00
1073156.69
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
60000.00
40005.60
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
4575744.00
3816220.62
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
273111.00
104073.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR8749
2043-03-01
3.000000
247000.00
165335.05
Agency Mortgage-Backed Securities
FNMS 03.000 CTAR7831
2033-05-01
3.000000
1152424.00
617316.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR6747
2043-03-01
3.500000
595000.00
394874.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR6035
2043-03-01
3.500000
2514663.00
1622861.99
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7607
2031-07-01
2.500000
1024.00
911.43
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS7070
2030-05-01
3.500000
1373622.00
1132248.66
Agency Mortgage-Backed Securities
FNMS 04.000 CQAS6501
2046-01-01
4.000000
3012811.00
2987013.51
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS5872
2030-09-01
2.500000
37009.00
29879.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7798
2046-08-01
3.000000
2229120.00
2074957.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7551
2046-07-01
4.000000
177000.00
174794.11
Agency Mortgage-Backed Securities
GNII SF MA4654 M
2047-08-20
4.500000
49999978.00
53578898.77
Agency Mortgage-Backed Securities
GNII SF MA3937 M
2046-08-20
3.500000
28429338.00
26136447.05
Agency Mortgage-Backed Securities
GNMA
2045-04-20
3.500000
7010631.00
4269837.46
Agency Mortgage-Backed Securities
GNMA
2046-01-20
3.500000
32856044.00
24437918.13
Agency Mortgage-Backed Securities
GNHF RF AB6528 H
2064-07-20
4.629000
1391153.00
1222984.24
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB1778
2025-11-01
3.500000
1219102.00
324252.06
Agency Mortgage-Backed Securities
GNMI SP 784312 X
2045-09-15
5.500000
589290.00
611608.69
Agency Mortgage-Backed Securities
GNMI SP 784292 X
2046-06-15
4.500000
2694309.00
2617718.67
Agency Mortgage-Backed Securities
GNMI SP 783781 X
2043-06-15
3.500000
6109368.00
4780374.46
Agency Mortgage-Backed Securities
GNCL CL AZ6150
2059-02-15
3.700000
4594661.00
4876717.03
Agency Mortgage-Backed Securities
GNMI SF BC1106 X
2047-07-15
5.000000
2975131.00
3338998.05
Agency Mortgage-Backed Securities
GNPL PN BB4414
2057-08-15
4.150000
1560620.00
1685140.96
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.000000
695000.00
523766.86
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS3931
2029-12-01
3.000000
11461600.00
7747859.76
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-07-01
4.500000
1164.00
57.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WD705715
2033-06-01
3.290000
2232.00
72.28
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.490000
22362096.00
2351985.92
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.110000
1155.00
54.20
Agency Mortgage-Backed Securities
FMAR 1B5066 G
2042-03-01
2.920000
20158973.00
6459908.87
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
2046-11-01
3.000000
1785000.00
1705404.78
Agency Mortgage-Backed Securities
03.000 FGPC G08666 G
2045-09-01
3.000000
3480579.00
2858696.82
Agency Mortgage-Backed Securities
04.500 FGPC G08772 G
2047-07-01
4.500000
5566274.00
5896214.99
Agency Mortgage-Backed Securities
FMAR 1J0482 G
2037-06-01
3.546000
9450000.00
376139.76
Agency Mortgage-Backed Securities
FMAR 2B0740 G
2042-09-01
2.605000
23233999.00
2978304.83
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.451000
97882700.00
3654463.75
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-06-01
3.685000
48251817.00
1087594.60
Agency Mortgage-Backed Securities
04.000 FGPC T62171 G
2047-10-01
4.000000
3924246.00
4089551.30
Agency Mortgage-Backed Securities
FMAR 1G3671 G
2037-06-01
2.951000
3237524.00
295521.08
Agency Mortgage-Backed Securities
FMAR 1G2162 G
2037-08-01
2.892000
5000000.00
216096.16
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-07-01
3.285000
32200360.00
1778444.16
Agency Mortgage-Backed Securities
03.500 FGPC Q06672 G
2042-03-01
3.500000
1317988.00
630478.10
Agency Mortgage-Backed Securities
04.000 FGPC Q06027 G
2042-02-01
4.000000
10099001.00
4695313.92
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-01-01
5.500000
3089808.00
1179470.66
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-09-01
2.794000
4543477.00
1829555.55
Agency Mortgage-Backed Securities
03.000 FGPC J28217 G
2029-05-01
3.000000
2401284.00
1261394.48
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
7965163.00
4530909.56
Agency Mortgage-Backed Securities
03.500 FGPC V83267 G
2047-07-01
3.500000
19739927.00
20386238.94
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2018-08-31
0.750000
14244500.00
14175158.90
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0106
334000000.00
334000000.00
0.0091
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.280000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.28_1005
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-06-25
6.500000
69.00
6.20
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2002-14 A1 20420125 7.0
2042-01-25
7.000000
119.00
7.34
Agency Collateralized Mortgage Obligation
CERBERUS ICQ LEVERED LLC
2025-10-15
6.353600
1115264.00
1154367.06
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-1 C 20310519 FLT
2031-05-19
3.084400
6360472.00
6382264.55
Asset-Backed Securities
GARRISON FDG 2016 1 LTD GARRISON FDG 2016 1
2028-10-20
4.376900
74161.00
75194.00
Asset-Backed Securities
TRALEE CLO III LTD 2014-3 A-2 20260720 FLT
2026-07-20
2.656900
9896257.00
9948137.81
Asset-Backed Securities
TGIF FDG LLC
2047-04-30
6.202000
37874530.00
38645540.56
Asset-Backed Securities
SYMPHONY CLO VIII LTD PARTNERSHIP SYMPHON
2023-01-09
5.354100
14850000.00
14993143.55
Asset-Backed Securities
DRYDEN 45 SR LN FD 2016-45 B 20270715 FLT
2027-07-15
3.103600
28631707.00
26559814.51
Asset-Backed Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
3.103610
20154465.00
16675622.95
Asset-Backed Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
0.00
19000000.00
16043904.00
Asset-Backed Securities
OCTAGON INV PTNS XXI 2014-21R B-R 20261116 FLT
2026-11-16
3.909100
17530212.00
16935295.99
Asset-Backed Securities
MADISON PARK FDG XXII 2016-22 C 20291025 FLT
2029-10-25
3.714400
8218035.00
7351126.40
Asset-Backed Securities
MADISON PARK FDG X 2012-10R B-R 20290122 FLT
2029-01-22
3.206900
4632907.00
4660735.18
Asset-Backed Securities
MADISON PARK FDG X 2012-10R C-R 20290122 FLT
2029-01-22
3.906900
13147543.00
13305803.94
Asset-Backed Securities
JFIN CLO 2015 II LTD JFIN CLO 2015 II LLC
2026-10-17
5.703600
535359.00
540502.31
Asset-Backed Securities
HOME PARTN AMER TR 2016-1 A 20330317 FLT
2033-03-17
2.884400
161407.00
129712.07
Asset-Backed Securities
MADISON ARBOR LTD
2018-12-17
0.00
30505186.00
17419203.88
Asset-Backed Securities
MADISON ARBOR LTD
2018-12-17
0.00
17417132.00
9945606.40
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
1.610000
23241296.00
22196755.72
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-3 20320615 FLT
2032-06-15
1.280000
5650000.00
5691282.67
Asset-Backed Securities
PARALLEL 2017 1 LTD PARALLEL 2017 1 LLC
2029-07-20
4.913400
793641.00
820694.79
Asset-Backed Securities
SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1
549300DU4YUH6HNZIN98
2022-01-18
4.120000
17136808.00
17387040.05
Asset-Backed Securities
SANTANDER DRIVE AUTO 2014-1 E 20210517 3.9
2021-05-17
3.920000
4749236.00
4822130.34
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
4087542.00
4084108.46
Asset-Backed Securities
VIBRANT CLO V LTD VIBRANT CLO V LLC
5493008KKJULULH1KN19
2029-01-20
5.306900
1735324.00
1770397.74
Asset-Backed Securities
ACIS CLO 2014 4 LTD ACIS CLO2014 4 LLC
2026-05-01
2.730600
36807.00
37092.23
Asset-Backed Securities
ANCHORAGE CAP CLO 7 LTD ANCHORAGE CAP CLO 7
2018-10-15
4.953600
4.00
4.03
Asset-Backed Securities
AMER AIRLINES PT TR 2015-1 A 20281101 3.3
2028-11-01
3.375000
35000.00
32313.62
Asset-Backed Securities
GALAXY XVII CLO LTD
2026-07-15
0.00
12797261.00
11466294.67
Asset-Backed Securities
ALM VIII LTD ALM VIII LLC
2028-10-16
3.103600
10518214.00
10601280.87
Asset-Backed Securities
VOYA CLO 2014 2 LTD VOYA CLO2014 2 LLC
2030-04-17
4.853600
3999985.00
3987133.93
Asset-Backed Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.375%031520
784F5XWPLTWKTBV3E584
2020-03-15
5.375000
2843000.00
3058528.62
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 3.15%090722
3C7474T6CDKPR9K6YT90
2022-09-07
3.150000
82000.00
85446.05
Corporate Debt Securities
CLEVELAND ELEC ILLUM CO 1M BD 8.875%18
2018-11-15
8.875000
3000.00
3325.78
Corporate Debt Securities
CITIGROUP INC SUB GLBL D NT 26
6SHGI4ZSSLCXXQSBB395
2026-11-20
4.300000
50000.00
52804.42
Corporate Debt Securities
ENTERTAINMENT PPTYS TR SR NT 5.75%22
549300YSSXFHMPOWZ492
2022-08-15
5.750000
525000.00
585510.33
Corporate Debt Securities
ENTERPRISE PRODS OPER LP JR SB NT7.034%68
5493004LGN656HWLDA30
2068-01-15
7.034000
425000.00
435394.98
Corporate Debt Securities
ENTERPRISE PRODS OPER LP JR SB NT7.034%68
5493004LGN656HWLDA30
2068-01-15
7.034000
3628000.00
3716736.45
Corporate Debt Securities
BELLSOUTH CAP FDG CORP SR GLBL DEB 30
2030-02-15
7.875000
938000.00
1257440.59
Corporate Debt Securities
BARCLAYS BK PLC SB 199 144A NT21
G5GSEF7VJP5I7OUK5573
2021-06-12
10.179000
143000.00
181507.65
Corporate Debt Securities
BARCLAYS BK PLC FR 3.75%051524
G5GSEF7VJP5I7OUK5573
2024-05-15
3.750000
2500000.00
2631695.83
Corporate Debt Securities
CREDIT SUISSE GROUP SR GLBL 144A 23
549300506SI9CRFV9Z86
2023-12-14
2.997000
1392.00
1392.32
Corporate Debt Securities
COMPUTER SCIENCES CORP SR NT 4.45%22
6113F6JQLWIUGTBN1L36
2022-09-15
4.450000
1570000.00
1668628.27
Corporate Debt Securities
COLUMBUS SOUTHERN PWR CO SR -D NT 6.6%33
06ZODLC132CY1O2Y7D77
2033-03-01
6.600000
4336000.00
5570560.37
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 21
9DJT3UXIJIZJI4WXO774
2021-10-01
2.328000
1433000.00
1432672.32
Corporate Debt Securities
BANK AMER CORP FR 4.2%082624
9DJT3UXIJIZJI4WXO774
2024-08-26
4.200000
70000.00
73823.40
Corporate Debt Securities
BANK AMER CORP FR 2.625%041921
9DJT3UXIJIZJI4WXO774
2021-04-19
2.625000
40000.00
40787.07
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 28
9DJT3UXIJIZJI4WXO774
2028-01-20
3.824000
9062000.00
9344818.97
Corporate Debt Securities
BANCO INBURSA S.A. SR GLBL 144A 24
2024-06-06
4.125000
1625000.00
1678540.36
Corporate Debt Securities
BNSF FUNDING TRUST 1 GTD PFD SECS 55
2055-12-15
6.613000
1000.00
1161.09
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.375%052620
9ET6B8VCXWW51H8Z3M54
2020-05-26
2.375000
59000.00
60049.88
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 1.875%050319
9ET6B8VCXWW51H8Z3M54
2019-05-03
1.875000
2555000.00
2578925.45
Corporate Debt Securities
BNSF FUNDING TRUST 1 GTD PFD SECS 55
2055-12-15
6.613000
998000.00
1158771.20
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 27
549300CRVT18MXX0AG93
2027-09-19
3.279000
7634109.00
7591135.33
Corporate Debt Securities
TYCO ELECTRONICS GROUP S A SR GLBL NT3.7%26
C33G1C5SYE2YM95EE712
2026-02-15
3.700000
24000.00
25173.65
Corporate Debt Securities
NORDSTROM INC SR GLBL NT 4%27
549300S3IZB5P35KNV16
2027-03-15
4.000000
21000.00
20869.92
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
10000.00
10486.27
Corporate Debt Securities
METLIFE INC EXT SB 144A NT68
C4BXATY60WC6XEOZDX54
2068-04-08
9.250000
3651000.00
5573023.30
Corporate Debt Securities
MCKESSON CORP NT 4.75%21
549300WZWOM80UCFSF54
2021-03-01
4.750000
618000.00
665539.31
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 45
3BNYRYQHD39K4LCKQF12
2045-12-15
5.850000
4000000.00
4449360.00
Corporate Debt Securities
NATIONWIDE FINL SVCS INC JR SB NT 6.75%87
2087-05-15
6.750000
2427000.00
2754948.38
Corporate Debt Securities
MORGAN STANLEY FR 5.625%092319
IGJSJL3JD5P30I6NJZ34
2019-09-23
5.625000
5815000.00
6219709.46
Corporate Debt Securities
MORGAN STANLEY FR 2.5%042121
IGJSJL3JD5P30I6NJZ34
2021-04-21
2.500000
1557000.00
1579159.57
Corporate Debt Securities
MORGAN STANLEY SR NT-F 3.75%23
IGJSJL3JD5P30I6NJZ34
2023-02-25
3.750000
52000.00
54444.61
Corporate Debt Securities
MORGAN STANLEY FR 4.375%012247
IGJSJL3JD5P30I6NJZ34
2047-01-22
4.375000
24000.00
25573.74
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
50000.00
50745.03
Corporate Debt Securities
HEXCEL CORP NEW CR SEN SR GLBL25
S6Q7LW43WUBUHXY2QP69
2025-08-15
4.700000
525000.00
569280.83
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 20
784F5XWPLTWKTBV3E584
2020-09-15
2.750000
195000.00
197926.84
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4%030324
784F5XWPLTWKTBV3E584
2024-03-03
4.000000
765000.00
807923.30
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-01-26
3.850000
8939000.00
9205449.24
Corporate Debt Securities
MP ENVIRONMENTAL FDG LLC SR SEC AMZ -A 21
2021-07-15
5.232500
1000.00
530.09
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT4.3%25
549300WR7IX8XE0TBO16
2025-06-01
4.300000
30000.00
31925.23
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR REG S FR 4%031826
2026-03-18
4.000000
5000000.00
5080161.11
Corporate Debt Securities
WILLIAMS PARTNERS L P NEW FR 4%091525
WUURD1P1N0874ONXXO03
2025-09-15
4.000000
3215000.00
3297611.21
Corporate Debt Securities
WESTPAC BKG CORP 144A PERP SUB GLBL
2049-12-29
5.000000
187712.00
188063.23
Corporate Debt Securities
ABBOTT LABS SR GLBL NT2.9%21
HQD377W2YR662HK5JX27
2021-11-30
2.900000
4000000.00
4104104.45
Corporate Debt Securities
AT&T INC SR GLBL NT4.5%35
549300Z40J86GGSTL398
2035-05-15
4.500000
2198000.00
2195582.20
Corporate Debt Securities
AT&T INC SR GLBL NT3.4%25
549300Z40J86GGSTL398
2025-05-15
3.400000
2000000.00
1996111.11
Corporate Debt Securities
INDIANA MICH PWR CO SR -I NT 7%19
JHR9V15J0ZRG02MIRD06
2019-03-15
7.000000
32000.00
34373.83
Corporate Debt Securities
RAST 2005-A15 5A1
2036-02-25
5.750000
717290.00
119282.53
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
6.237200
2097.00
2000.96
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.455900
20046.00
6442.58
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-3 B-2 20441025 FLT
2044-10-25
3.934100
4779000.00
4341038.52
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2015-1 B-3 20450125 FLT
5493007E0SBYHIR7SU85
2045-01-25
3.875000
2651849.00
2386993.85
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-4 B-3 20441125 FLT
549300BU8OEB78D7JI24
2044-11-25
3.873700
4017491.00
3651937.10
Private Label Collateralized Mortgage Obligations
BALTA 2005-10 11A1
2036-01-25
1.737200
17175153.00
1578366.89
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-8CB
2034-06-25
1.737200
13347658.00
8945195.44
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 10/28
2028-10-25
7.137200
3657638.00
4189941.46
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-10-25
6.487200
157771.00
181584.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.237200
6736044.00
7786442.06
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
7.987200
296543.00
349954.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.237200
12000.00
11967.69
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
4.237200
172827.00
181790.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 M-2 20290725 FLT
2029-07-25
4.487200
1827026.00
1908487.21
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
4.637200
4.00
0.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ2 M-3 20250527 FLT
2025-05-27
4.487200
2255858.00
2469141.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
5.937200
3183.00
3594.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
5.387200
159565.00
171554.38
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
6.087200
2500000.00
2574231.39
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-05-28
3.837200
217164.00
226290.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
6.787200
3182392.00
3515179.30
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
5.637200
443951.00
498515.44
Private Label Collateralized Mortgage Obligations
GSR MTG TR 2005-9F 5A-1 20351225 6.0
2035-12-25
6.000000
258400.00
41065.80
Private Label Collateralized Mortgage Obligations
ALT LOAN TR
2046-09-25
1.487200
1523707.00
845342.68
Private Label Collateralized Mortgage Obligations
IMPERIAL CMB TRUST
2036-02-25
1.937200
57461.00
9703.36
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-3 B-3 20441025 FLT
2044-10-25
3.934100
4449000.00
4006872.29
Private Label Collateralized Mortgage Obligations
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0128
378000567.00
378000567.00
0.0103
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.320000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.32_1004
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
STANDARD CHARTERED PLC COCO
U4LOSYZ7YG4W3S5F2G91
2049-12-29
6.500000
53439.00
56122.08
Corporate Debt Securities
GTL TRADE FIN INC SR REGS BD 24
2024-04-29
5.893000
21858000.00
23771758.98
Corporate Debt Securities
BRASKEM FINANCE LIMITED GTD SR NT REGS21
2021-04-15
5.750000
27911000.00
30735438.12
Corporate Debt Securities
QCP SNF WEST REIT LLC/QCP SNF 2LIEN SR 144A 23
2023-11-01
8.125000
882000.00
918076.25
Corporate Debt Securities
NEW HOME CO INC SR GLBL NT 22
549300PLCE8TB3TVRQ85
2022-04-01
7.250000
612019.00
656067.37
Corporate Debt Securities
ANADARKO PETE CORP SR ZERO NT 36
B78FQ7XBQFLP4AYJ6F79
2036-10-10
0.00
85000000.00
36030650.00
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
20759000.00
18262441.93
Corporate Debt Securities
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0132
96000691.20
96000691.20
0.0026
N
N
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.335000%
0001142175
931LFJ001
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0123
45003226.95
45003226.95
0.0012
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.335000%
0001142175
931WLW001
Certificate of Deposit
Y
2017-12-08
2017-12-08
2017-12-08
N
N
N
0.0128
236023040.68
236023040.68
0.0064
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.200000%
0000008565
931XAB007
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0120
38000069.54
38000069.54
0.0010
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.390000%
0000859994
931YLF004
Certificate of Deposit
Y
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0129
284089962.68
284089962.68
0.0077
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.020000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.02_1004
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4653 M
2047-08-20
4.000000
87540796.00
92708327.62
Agency Mortgage-Backed Securities
GNMA
2045-03-20
4.000000
18005.00
10058.36
Agency Mortgage-Backed Securities
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0102
89998398.00
89998398.00
0.0024
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.050000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.05_1002
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2045-05-15
3.000000
9210000.00
9567575.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-15
8.125000
100.00
125.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2047-02-15
3.000000
17461800.00
17987024.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-02-15
2.500000
16200100.00
15128901.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-02-15
3.125000
499800.00
528261.78
U.S. Treasuries (including strips)
United States Treasury Department
2040-02-15
4.625000
2380800.00
3144588.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-08-15
2.875000
2959900.00
2978168.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-08-15
3.625000
2860000.00
3288271.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2042-08-15
2.750000
199999000.00
197952814.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2047-05-15
3.000000
7020700.00
7286422.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-05-15
2.500000
60500000.00
56676827.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-01-31
1.750000
200000.00
198438.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-01-31
1.250000
3749900.00
3734855.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-11-15
3.000000
18548900.00
19255213.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-11-15
3.750000
27445800.00
32495843.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2042-11-15
2.750000
26101000.00
25982704.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-11-15
3.125000
7557800.00
8073214.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-12-31
1.250000
8890000.00
8902199.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-30
1.875000
5181800.00
5231733.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-30
1.000000
7277200.00
7228486.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-30
1.500000
9000000.00
9047443.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-18
0.00
1359300.00
1355071.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-04
0.00
18800.00
18748.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-30
0.00
5611000.00
5601377.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-16
0.00
242000.00
241690.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-02
0.00
445000.00
444588.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-09-13
0.00
150000.00
148147.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-22
0.00
39999900.00
39823500.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-01
0.00
221500.00
220685.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2039-02-15
3.500000
49998400.00
56622182.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-02-15
6.000000
29999900.00
38905916.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-28
0.00
28000000.00
27926391.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-21
0.00
108000.00
107750.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-07
0.00
8233800.00
8218110.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-06-30
1.625000
12000000.00
12088540.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-06-15
0.875000
8250000.00
8194181.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-08-15
1.500000
2974900.00
2795109.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-08-15
2.375000
9367000.00
9544918.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-08-15
2.500000
50000000.00
51512228.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-08-15
1.625000
30919000.00
30622937.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.625000
662000.00
666004.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-31
0.750000
7150700.00
7125925.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-09-15
1.375000
13100.00
13029.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-08-31
1.375000
16204000.00
15633805.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-08-31
1.625000
25400000.00
25119534.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-08-31
1.125000
2392000.00
2336317.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-31
1.375000
132000.00
131341.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-08-15
2.250000
20300.00
20251.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-10-31
1.375000
1358200.00
1355939.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-10-31
1.750000
40353600.00
40809222.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-12-31
1.750000
11000000.00
11078951.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-12-31
2.375000
12000000.00
12344225.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-28
1.500000
569900.00
571297.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-28
2.750000
557100.00
561959.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-28
0.750000
244414000.00
244120905.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-02-15
1.625000
7807300.00
7449234.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-01-31
2.250000
15885000.00
16112051.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-03-31
1.875000
4879600.00
4930415.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-03-31
1.250000
50900.00
50452.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
0.875000
704900.00
706698.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-15
1.625000
1926900.00
1932696.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-15
1.000000
56421900.00
56124372.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-02-29
2.125000
400.00
401.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
0.875000
4570000.00
4545264.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
3.125000
2175800.00
2260947.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-09-30
2.000000
2000000.00
2043015.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-09-30
1.375000
50204900.00
50218702.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-09-30
0.750000
20000000.00
19952715.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-11-15
2.000000
21976400.00
21606881.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-11-15
2.250000
77633100.00
78392845.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-11-15
2.750000
8998000.00
9460207.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-15
0.875000
95900.00
96182.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
2.000000
50000000.00
50828601.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-05-31
1.500000
25698200.00
25787604.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-31
0.875000
42813900.00
42827290.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-15
1.750000
37499100.00
37249916.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-05-15
1.500000
2480800.00
2491750.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-31
1.375000
24935000.00
24998692.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-15
1.500000
11696900.00
11711203.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-06-30
1.750000
315700.00
315266.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-06-30
1.125000
1896300.00
1860027.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-04-30
1.875000
910000.00
917548.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.250000
100.00
100.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.625000
11999000.00
12119853.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-15
0.875000
44196200.00
44012011.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-05-31
1.750000
77106400.00
77160800.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-10-15
0.875000
49999900.00
49941524.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2040-11-15
4.250000
9741800.00
12364872.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2031-02-15
5.375000
2290000.00
3085798.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-02-15
3.625000
1665200.00
1754925.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-15
2.625000
14542500.00
15125434.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-15
3.750000
663200.00
689764.04
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
1747000000.00
1747000000.00
0.0475
N
Y
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.335000%
0001142175
932DBJ002
Certificate of Deposit
Y
2017-11-20
2017-11-20
2017-11-20
N
N
N
0.0125
23002670.76
23002670.76
0.0006
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.395600%
94989RJD1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0115
19000380.19
19000380.19
0.0005
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.220000%
94989RKQ0
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0120
36000558.36
36000558.36
0.0010
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.332200%
94989RKY3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-10-10
2017-11-10
2017-11-10
N
N
N
0.0121
192027841.92
192027841.92
0.0052
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.355000%
94989RLB2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-10-10
2017-12-01
2017-12-01
N
N
N
0.0124
147028960.47
147028960.47
0.0040
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.400000%
94989RNR5
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0128
160069729.60
160069729.60
0.0044
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.410000%
94989RNU8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0127
412194426.92
412194426.92
0.0112
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.406100%
94989RNV6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-10-20
2018-04-20
2018-04-20
N
N
N
0.0136
168037297.68
168037297.68
0.0046
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.426700%
96121T3L0
Certificate of Deposit
Y
2017-10-27
2018-04-27
2018-04-27
N
N
N
0.0136
165061876.65
165061876.65
0.0045
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1002
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-01-03
0.00
225000.00
224527.50
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19
2019-11-04
0.00
244000.00
300998.40
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
205000.00
218755.50
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
480000.00
476496.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-11-05
0.00
110000.00
132594.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-10-03
0.00
590000.00
796500.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-09-04
0.00
125000.00
150475.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 21
PT3QB789TSUIDF371261
2021-11-03
0.00
30000.00
32022.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-11-03
0.00
40000.00
43380.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-10-05
0.00
28000.00
32144.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-09-03
0.00
600000.00
745620.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 20
PT3QB789TSUIDF371261
2020-08-03
0.00
39000.00
47724.30
Corporate Debt Securities
CENCOSUD S A SR GLBL REGS 27
549300NLTGCFV7482429
2027-07-17
4.375000
279000.00
282138.75
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR GLBL REGS 20
5493001IPW8ZGQ181Z16
2020-04-12
2.375000
3600000.00
3641174.50
Corporate Debt Securities
ANTHEM INC SR NT 5.8%40
8MYN82XMYQH89CTMTH67
2040-08-15
5.800000
145000.00
179280.74
Corporate Debt Securities
ANTHEM INC SR GLBL NT 36
8MYN82XMYQH89CTMTH67
2036-01-15
5.850000
10000.00
12264.85
Corporate Debt Securities
TORONTO DOMINION BANK SR IDX ZRO LKD18
PT3QB789TSUIDF371261
2018-11-30
0.00
220000.00
267498.00
Corporate Debt Securities
AMERICA MOVIL SAB DE CV SR NT 6.125%37
5493000FNR3UCEAONM59
2037-11-15
6.125000
165000.00
202895.32
Corporate Debt Securities
ALLSTATE CORP SR NT 5.55%35
OBT0W1ED8G0NWVOLOJ77
2035-05-09
5.550000
174000.00
212686.00
Corporate Debt Securities
CAMPUS RESH CORP PROM NT VAR 23
2023-06-01
1.280000
170000.00
170163.20
Corporate Debt Securities
BARRICK NORTH AMERICA FIN LLC SR NT 5.75%43
2043-05-01
5.750000
230000.00
284272.84
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD20
L3I9ZG2KFGXZ61BMYR72
2020-07-06
0.00
25000.00
25872.50
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD19
L3I9ZG2KFGXZ61BMYR72
2019-07-05
0.00
219000.00
234132.90
Corporate Debt Securities
BANK OF NOVA SCOTIA SR EQTY LKD 19
L3I9ZG2KFGXZ61BMYR72
2019-04-05
0.00
10000.00
11395.00
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-03-03
0.00
140000.00
165718.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2018-07-05
0.00
37000.00
44525.80
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR IDX20
2020-06-05
0.00
9000.00
8584.20
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2021-06-03
0.00
220000.00
251262.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2018-05-30
0.00
483000.00
575059.80
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2021-05-04
0.00
50000.00
59130.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR IDX ZRO LKD21
2021-04-05
0.00
284000.00
349149.60
Corporate Debt Securities
CANADIAN NAT RES LTD SR NT 6.75%39
549300T15RIMIKZC5Q38
2039-02-01
6.750000
135000.00
166319.33
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2020-11-04
0.00
175000.00
200987.50
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-10-07
0.00
25000.00
27960.00
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR 20
2IGI19DL77OX0HC3ZE78
2020-08-03
0.00
8000.00
7672.94
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2018-08-03
0.00
48000.00
59553.60
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-07-08
0.00
100000.00
96212.10
Corporate Debt Securities
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD18
6SHGI4ZSSLCXXQSBB395
2018-03-05
0.00
144000.00
176846.40
Corporate Debt Securities
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-02-05
0.00
410000.00
413977.00
Corporate Debt Securities
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-01-07
0.00
612000.00
608756.40
Corporate Debt Securities
CITIGROUP SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-07-08
0.00
14000.00
14386.40
Corporate Debt Securities
CITIGROUP SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-03-04
0.00
75000.00
76117.50
Corporate Debt Securities
CANADIAN PAC RY CO NEW CR SEN SR GLBL42
54930036474DURYNB481
2042-01-15
5.750000
375000.00
465161.04
Corporate Debt Securities
GRUPO TELEVISA DE CV,MX
2040-01-15
6.625000
20000.00
24528.96
Corporate Debt Securities
EXPRESS SCRIPTS HLDG CO SR NT 6.125%41
5493003UA6VMND084504
2041-11-15
6.125000
56000.00
68571.36
Corporate Debt Securities
EDUCATIONAL MGMT COR TAXDEM-03 VAR23
2023-04-01
1.280000
605000.00
605580.80
Corporate Debt Securities
ECOLAB INC SR BD 5.5%41
82DYEISM090VG8LTLS26
2041-12-08
5.500000
369000.00
459507.71
Corporate Debt Securities
DEERE & CO SR GLBL NT 29
PWFTNG3EI0Y73OXWDH08
2029-10-16
5.375000
18000.00
22290.24
Corporate Debt Securities
CORPORATE FIN MANAGERS INC VAR NT 43
2043-02-02
1.230000
100000.00
100095.67
Corporate Debt Securities
KIMBERLY CLARK CORP SR NT 5.3%41
MP3J6QPYPGN75NVW2S34
2041-03-01
5.300000
732000.00
895911.07
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 5.6%41
8I5DZWZKVSZI1NUHU748
2041-07-15
5.600000
764000.00
954397.29
Corporate Debt Securities
INTL PAPER CO SR NT 6%41
824LMFJDH41EY779Q875
2041-11-15
6.000000
415000.00
517298.88
Corporate Debt Securities
INTERNATIONAL LEASE FINANCE CORP
2022-01-15
8.625000
211000.00
262426.85
Corporate Debt Securities
HASBRO INC SR NT 6.35%40
549300NUB6D2R1ITYR45
2040-03-15
6.350000
12000.00
14674.31
Corporate Debt Securities
HSBC USA INC NEW SR IDX ZRO LKD22
549300LBOHZ4QSIWU288
2022-07-06
0.00
200000.00
195620.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD19
IGJSJL3JD5P30I6NJZ34
2019-02-05
0.00
50000.00
58975.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD19
IGJSJL3JD5P30I6NJZ34
2019-01-07
0.00
14000.00
16718.80
Corporate Debt Securities
MINING GROUP LLC TAXDEM-06 VAR 29
2029-06-01
1.230000
685000.00
685655.32
Corporate Debt Securities
LILLY ELI & CO SR GLBL NT 37
FRDRIPF3EKNDJ2CQJL29
2037-03-15
5.550000
11000.00
13734.58
Corporate Debt Securities
LEHMAN BRTH HLD RICI
2017-12-28
6.750000
165000.00
3316.34
Corporate Debt Securities
LEHMAN BRTH HLD RICI
2038-05-11
7.500000
4750000.00
95014.25
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-05-04
0.00
180000.00
208872.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
270000.00
331317.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
1082000.00
1279356.80
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-04
0.00
198000.00
226096.20
Corporate Debt Securities
MORGAN STANLEY SR GLBL EQTY 20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
174000.00
210418.20
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
17000.00
17567.80
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-11-05
0.00
216000.00
257018.40
Corporate Debt Securities
MORGAN STANLEY AUTOCLL SR 18
IGJSJL3JD5P30I6NJZ34
2018-10-05
0.00
20000.00
19352.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 18
IGJSJL3JD5P30I6NJZ34
2018-10-05
0.00
120000.00
139680.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 18
IGJSJL3JD5P30I6NJZ34
2018-09-04
0.00
267000.00
338636.10
Corporate Debt Securities
MORGAN STANLEY AUTOCLL SR 18
IGJSJL3JD5P30I6NJZ34
2018-08-03
0.00
100000.00
104650.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-06-03
0.00
204000.00
234436.80
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-03-04
0.00
325000.00
426107.50
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-02-04
0.00
579000.00
774702.00
Corporate Debt Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2024-07-23
0.00
104000.00
104000.00
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT40
549300SP2X2BS1KERD24
2040-09-30
5.250000
764000.00
936881.10
Corporate Debt Securities
NSTAR ELEC CO SR DEB 5.5%40
54930080R72Y2Z31UR68
2040-03-15
5.500000
278000.00
347218.91
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 18
IGJSJL3JD5P30I6NJZ34
2018-12-31
0.00
12000.00
15051.60
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-08-06
0.00
154000.00
193223.80
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-07-05
0.00
75000.00
93622.50
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-02-05
0.00
150000.00
200955.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD19
ES7IP3U3RHIGC71XBU11
2019-02-04
0.00
180000.00
201132.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-08-06
0.00
50000.00
53765.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-04-05
0.00
85000.00
98251.50
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-03-03
0.00
41000.00
48843.30
Corporate Debt Securities
ROYAL BK CDA -G 22
ES7IP3U3RHIGC71XBU11
2022-02-03
0.00
28000.00
28714.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-02-03
0.00
20000.00
24160.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
80000.00
102248.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
25000.00
33187.50
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 20
PT3QB789TSUIDF371261
2020-07-06
0.00
30000.00
35232.00
Corporate Debt Securities
TORONTO DOMINION BANK SR IDX ZRO LKD18
PT3QB789TSUIDF371261
2018-05-04
0.00
2729000.00
3252422.20
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-08-03
0.00
185000.00
200373.50
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-07-06
0.00
140000.00
163898.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-06-01
0.00
64000.00
74060.80
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-04-05
0.00
25000.00
24692.50
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-11-04
0.00
200000.00
226300.00
Corporate Debt Securities
BCAP LLC TR 2012-RR12 2A3 20350626 FLT
2035-06-26
5.697000
4295119.00
5991089.20
Private Label Collateralized Mortgage Obligations
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0131
30000120.00
30000120.00
0.0008
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1003
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ICBCIL FINANCE CO. LTD. SR GLBL REGS 21
549300ZCUURSNVTOEU07
2021-05-19
2.750000
500000.00
498795.28
Corporate Debt Securities
HYUNDAI CAP SVCS INC SR GLBL REGS 21
549300MALMDAGL2ZJJ27
2021-03-16
2.875000
2343169.00
2341290.23
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO GLBL REGS NT 47
549300YP3P0JZBLIV197
2047-09-14
4.500000
250000.00
239568.75
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP FR 3.95%011222
5U0XI89JRFVHWIBS4F54
2022-01-12
3.950000
750000.00
797743.96
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2016 SR GLBL REGS 21
2021-05-18
2.125000
300000.00
297324.79
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26
2026-09-29
2.750000
14300000.00
13605163.00
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 1.45%051518
2018-05-15
1.450000
750000.00
753972.92
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC SR 144A NT 4%27
TINT358G1SSHR3L3PW36
2027-09-11
4.000000
4425000.00
4385352.00
Corporate Debt Securities
ANZ NEW ZEALAND INTL LTD 144A FR 2.875%012522
2022-01-25
2.875000
750000.00
761580.83
Corporate Debt Securities
BARCLAYS PLC FR 2.75%110819
213800LBQA1Y9L22JB70
2019-11-08
2.750000
1472000.00
1502162.51
Corporate Debt Securities
BANK CHINA LTD FR 5%111324
54930053HGCFWVHYZX42
2024-11-13
5.000000
15200000.00
16598687.11
Corporate Debt Securities
BANK AMER CHRLT NC MTN FR 2.05%120718
B4TYDEB6GKMZO031MB27
2018-12-07
2.050000
432000.00
436409.76
Corporate Debt Securities
BANK AMER CHRLT NC MTN FR 1.65%032618
B4TYDEB6GKMZO031MB27
2018-03-26
1.650000
1701000.00
1702237.48
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 27
549300CRVT18MXX0AG93
2027-09-19
3.279000
1775000.00
1765008.23
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 2%111618
2018-11-16
2.000000
1268000.00
1280830.75
Corporate Debt Securities
CITIZENS BANK N A FR 2.55%051321
DRMSV1Q0EKMEXLAU1P80
2021-05-13
2.550000
784000.00
794014.29
Corporate Debt Securities
CITIZENS BANK N A FR 2.5%031419
DRMSV1Q0EKMEXLAU1P80
2019-03-14
2.500000
300000.00
302601.50
Corporate Debt Securities
CITIZENS BANK N A FR 2.25%030220
DRMSV1Q0EKMEXLAU1P80
2020-03-02
2.250000
290000.00
291153.48
Corporate Debt Securities
BOC AVIATION PTE LTD FR 3.875%042726
2026-04-27
3.875000
3396000.00
3537515.10
Corporate Debt Securities
BB&T CO GLOBAL BK MTN FR 1.45%051019
JJKC32MCHWDI71265Z06
2019-05-10
1.450000
1157000.00
1157669.45
Corporate Debt Securities
BB&T CO GLOBAL BK MTN FR 2.625%011522
JJKC32MCHWDI71265Z06
2022-01-15
2.625000
3465000.00
3541666.01
Corporate Debt Securities
RABOBANK NEDERLAND NY FR 2.5%011921
2021-01-19
2.500000
385000.00
390975.63
Corporate Debt Securities
COOPERATIEVE CENTRALE
2020-01-14
2.250000
1084000.00
1096864.37
Corporate Debt Securities
COMMONWEALTH BK AUSTRA
2018-09-20
2.500000
449000.00
452796.29
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA FR 2.25%031319
2019-03-13
2.250000
755000.00
760836.15
Corporate Debt Securities
CITIZENS BANK N A FR 2.45%120419
DRMSV1Q0EKMEXLAU1P80
2019-12-04
2.450000
375000.00
381137.40
Corporate Debt Securities
CITIZENS BANK N A FR 2.3%120318
DRMSV1Q0EKMEXLAU1P80
2018-12-03
2.300000
250000.00
252905.28
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
491000.00
539056.52
Corporate Debt Securities
DISCOVER BK FR 2.6%111318
X05BVSK68TQ7YTOSNR22
2018-11-13
2.600000
580000.00
589548.09
Corporate Debt Securities
CREDIT SUISSE NEW YORK BRANCH SR NT 3.625%24
2024-09-09
3.625000
453000.00
471733.31
Corporate Debt Securities
CREDIT SUISSE NEW YORK BRANCH FR 2.3%052819
2019-05-28
2.300000
1973000.00
2002162.03
Corporate Debt Securities
CRED SUIS NY 1.700
2018-04-27
1.700000
1355000.00
1365620.19
Corporate Debt Securities
RABOBANK NEDERLAND NY FR 3.375%052125
2025-05-21
3.375000
488000.00
508003.12
Corporate Debt Securities
ICBC LTD NEW YORK BRANCH FR 2.452%102021
2021-10-20
2.452000
2535000.00
2531475.50
Corporate Debt Securities
ICBC LTD NEW YORK BRANCH FR 2.635%052621
2021-05-26
2.635000
989000.00
992306.14
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR REG S FR 4%031826
2026-03-18
4.000000
12234000.00
12430138.21
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR REG S FR 3.5%031820
2020-03-18
3.500000
315000.00
321013.18
Corporate Debt Securities
HSBC BK USA N A GLOBAL FR 7%011539
1IE8VN30JCEQV1H4R804
2039-01-15
7.000000
358000.00
516224.86
Corporate Debt Securities
GRUPO TELEVISA SA FR 4.625%013026
2026-01-30
4.625000
1225000.00
1318381.58
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S FR 3.5%070226
2026-07-02
3.500000
4852000.00
4963587.91
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S SR GLBL REGS 24
2024-02-12
3.875000
3200000.00
3345724.89
Corporate Debt Securities
KEYBANK NATIONAL ASSOCIATION FR 3.4%052026
HUX2X73FUCYHUVH1BK78
2026-05-20
3.400000
553000.00
557846.12
Corporate Debt Securities
KEYBANK NATIONAL ASSOCIATION FR 1.65%020118
HUX2X73FUCYHUVH1BK78
2018-02-01
1.650000
598000.00
599733.20
Corporate Debt Securities
JP MORGAN CHASE BANK FR 1.45%092118
7H6GLXDRUGQFU57RNE97
2018-09-21
1.450000
908000.00
906948.74
Corporate Debt Securities
ICBC LTD NEW YORK BRANCH FR 2.905%111320
2020-11-13
2.905000
418000.00
425337.76
Corporate Debt Securities
NORDEA BK AB MTN 144A FR 2.375%040419
6SCPQ280AIY8EP3XFW53
2019-04-04
2.375000
235000.00
239532.01
Corporate Debt Securities
NORDEA BK AB MTN 144A SR NT 4.875%21
6SCPQ280AIY8EP3XFW53
2021-01-14
4.875000
250000.00
272509.06
Corporate Debt Securities
NATL BANK OF CANADA FR 1.45%110717
BSGEFEIOM18Y80CKCV46
2017-11-07
1.450000
330000.00
331890.72
Corporate Debt Securities
MUNICIPALITY FINANCE PLC HELSI SR GLBL 144A 21
529900HEKOENJHPNN480
2021-09-21
1.375000
251000.00
244686.23
Corporate Debt Securities
MANUFACTURER AND TRADERS FR 2.1%020620
WWB2V0FCW3A0EE3ZJN75
2020-02-06
2.100000
265000.00
266290.99
Corporate Debt Securities
KOREA WESTERN POWER CO LTD FR 2.875%101018
2018-10-10
2.875000
2325000.00
2370445.68
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.55%120921
AD6GFRVSDT01YPT1CS68
2021-12-09
2.550000
288000.00
292982.88
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.4%101819
AD6GFRVSDT01YPT1CS68
2019-10-18
2.400000
605000.00
617247.22
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 1.85%072018
AD6GFRVSDT01YPT1CS68
2018-07-20
1.850000
329000.00
330850.90
Corporate Debt Securities
OVERSEA-CHINESE BKG CORP LTD FR 4.25%061924
5493007O3QFXCPOGWK22
2024-06-19
4.250000
500000.00
527952.78
Corporate Debt Securities
NORDEA BK AB EURO MTN FR 1.625%051518
6SCPQ280AIY8EP3XFW53
2018-05-15
1.625000
16416000.00
16528590.96
Corporate Debt Securities
CK HUTCHISON INTERNATIONAL GLBL REGS NT 26
2026-10-03
2.750000
5205000.00
5086401.18
Corporate Debt Securities
CHINA CINDA FIN 2015 I LTD FR 3.125%042320
2020-04-23
3.125000
3800000.00
3868330.33
Corporate Debt Securities
AIR LIQUIDE FIN S A SR -2046 REGS 46
549300YGXL5Z3R14K812
2046-09-27
3.500000
240000.00
227804.27
Corporate Debt Securities
NORDEA BK AB MTN 144A FR 1.625%093019
6SCPQ280AIY8EP3XFW53
2019-09-30
1.625000
975000.00
977681.11
Corporate Debt Securities
AIR LIQUIDE FIN S A SR GLBL REGS 26
549300YGXL5Z3R14K812
2026-09-27
2.500000
125000.00
119062.36
Corporate Debt Securities
BRF GMBH SR GLBL REGS 26
5299002S6DY5RA2IOQ11
2026-09-29
4.350000
90000.00
87750.00
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 2.125%102819
6BYL5QZYBDK8S7L73M02
2019-10-28
2.125000
2200000.00
2236769.03
Corporate Debt Securities
UBS AG STAMFORD BRH FR 2.375%081419
2019-08-14
2.375000
1263000.00
1278394.39
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 1.5%090619
NHBDILHZTYCNBV5UYZ31
2019-09-06
1.500000
368000.00
365703.07
Corporate Debt Securities
SHINHAN BK FR 3.875%032426
5493003P813VL21KG928
2026-03-24
3.875000
325000.00
328782.41
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 21
2021-09-29
2.000000
4500000.00
4390380.00
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 19
2019-09-29
1.750000
50000.00
49447.00
Corporate Debt Securities
CK HUTCHISON INTL 17 II LTD GLBL REGS NT 23
2023-03-29
2.750000
5000000.00
4985150.00
Corporate Debt Securities
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0131
122000744.20
122000744.20
0.0033
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1004
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLS FARGO COML TR 2016-C32 D 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
3.788000
18000000.00
13020685.40
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
3500000.00
2478369.83
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.052800
6046626.00
4160882.96
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-IVR3 B-5 20440925 FLT
2044-09-25
3.050600
4178781.00
2707706.98
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
2.169300
6862814.00
5517390.05
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-5 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.488400
2003095.00
1482614.42
Private Label Collateralized Mortgage Obligations
BANK 2017-BNK7 D 20600917 2.7
2060-09-17
2.708000
3242000.00
2470952.62
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2010-RR4 3-2A12 20370126 FLT
2037-01-26
5.810000
21788423.00
14641028.13
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR14 I-A2 20370526 FLT
2037-05-26
6.000000
18749529.00
10136619.08
Private Label Collateralized Mortgage Obligations
AJAX MTG LN TR 2015-B A 20600726 FLT
2060-07-26
3.875000
3496125.00
2538497.50
Private Label Collateralized Mortgage Obligations
ADJUSTABLE RATE MTG 2005-11 2-A-3 20360225 FLT
2036-02-25
3.409400
4559613.00
3133546.01
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2009-5 4A2 20370325 6.0
2037-03-25
6.000000
14319668.00
8104010.88
Private Label Collateralized Mortgage Obligations
CSMC TR 2013-6
2043-08-25
3.305300
2383135.00
1875426.25
Private Label Collateralized Mortgage Obligations
CSMC 2013-6 B5
2043-08-25
3.305300
8064330.00
4394473.58
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-2R 7-A-5 20370326 6.0
2037-03-26
6.000000
75452772.00
43197242.71
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 1-A-2 20350926 FLT
2035-09-26
3.814400
12778183.00
8768465.96
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-14R 2-A-2 20370626 6.0
2037-06-26
6.000000
31779264.00
16159588.40
Private Label Collateralized Mortgage Obligations
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.814400
9680130.00
6593497.37
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2008-C2 A-1A 20510212 5.9
2051-02-12
5.998000
1171032.00
923795.66
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-2R 3-A-2 20351226 5.7
2035-12-26
5.750000
7871911.00
5123002.45
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 2-A-2 20370827 6.0
2037-08-27
6.000000
10670159.00
5854496.18
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 27-A-2 20370128 6.0
2037-01-28
6.000000
4199999.00
2993531.31
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2014-GC25 D 20471011 3.5
2047-10-11
3.548000
9469000.00
7418747.08
Private Label Collateralized Mortgage Obligations
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0132
151001087.20
151001087.20
0.0041
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1006
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
KOREA HYDRO & NUCLEAR PWR CO SR REGS BD 19
2019-10-28
2.375000
250000.00
251727.95
Corporate Debt Securities
ICICI BK LTD HONG KONG BRH GLBL REGS BD 20
2020-11-16
5.750000
425000.00
472061.55
Corporate Debt Securities
BANK OF CHINA SUB NT REGS 20
KNPC1X7GHDZW8U2ZSF89
2020-02-11
5.550000
960000.00
1030329.60
Corporate Debt Securities
BBVA BANCOMER S A INST DE BANC SR 144A NT 24
2024-04-10
4.375000
908000.00
976679.48
Corporate Debt Securities
BBVA BANCOMER SA INSTITUCION DE BANCA MULTIPLE GR
2021-03-10
6.500000
325000.00
360239.93
Corporate Debt Securities
AMERICA MOVIL SAB DE CV GTD SR NT 5%19
5493000FNR3UCEAONM59
2019-10-16
5.000000
1146000.00
1243019.09
Corporate Debt Securities
AIR LIQUIDE FIN S A SR -2046 144A 46
549300YGXL5Z3R14K812
2046-09-27
3.500000
9000000.00
8542660.00
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 22
2022-07-01
4.625000
150000.00
162687.83
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 19
2019-05-15
3.750000
315000.00
326953.72
Corporate Debt Securities
BANCO SANTANDER S A SR 144A NT 22
SCRYQ25DTVRHYYMM6P89
2022-11-09
4.125000
150000.00
159336.25
Corporate Debt Securities
BANCOLOMBIA S A SR NT 5.95%21
54930052NWJRPNMP1W58
2021-06-03
5.950000
168000.00
188877.73
Corporate Debt Securities
BANCO LATINOAMERICANO DE SR 144A NT 20
549300CN3134K4LC0651
2020-05-07
3.250000
170000.00
176514.31
Corporate Debt Securities
BRF GMBH SR GLBL 144A 26
5299002S6DY5RA2IOQ11
2026-09-29
4.350000
425000.00
414375.00
Corporate Debt Securities
BP AMI LEASING INC SR GLBL 144A 19
549300FJOXFUONBUSB24
2019-05-08
5.523000
100000.00
107545.17
Corporate Debt Securities
BBVA BANCOMER S A INST DE BANC SUB 144A NT 22
2022-09-30
6.750000
655000.00
771958.44
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC SR 144A NT 20
549300423Z16BB673J12
2020-05-18
2.450000
645000.00
655878.10
Corporate Debt Securities
CORPBANCA SR NT 3.125%18
549300DDPTTIZ06NIV06
2018-01-15
3.125000
1382000.00
1392964.25
Corporate Debt Securities
CK HUTCHISON INTERNATIONAL 144A NT 2.75%26
2026-10-03
2.750000
200000.00
195442.89
Corporate Debt Securities
BAYER US FIN LLC SR FL 144A NT 17
54930093Q75GSEM74I71
2017-10-06
1.582100
525000.00
526925.51
Corporate Debt Securities
BAYER US FIN LLC SR 144A NT1.5%17
54930093Q75GSEM74I71
2017-10-06
1.500000
1400000.00
1410091.67
Corporate Debt Securities
BARCLAYS BANK PLC SUB GLBL 144A 17
G5GSEF7VJP5I7OUK5573
2017-12-04
6.050000
1954000.00
2005695.79
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 20
UDSQCVRUX5BONN0VY111
2020-03-27
2.459000
1055000.00
1056884.87
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 20
UDSQCVRUX5BONN0VY111
2020-01-15
8.125000
196000.00
224224.27
Corporate Debt Securities
FOMENTO ECONOMICO MEXICANO SAB SR GLBL NT 23
549300A8MDWDJNMLV153
2023-05-10
2.875000
1068000.00
1076544.74
Corporate Debt Securities
FIFTH THIRD BK CIN OHIO MTN BE SR NT 2.3%19
QFROUN1UWUYU0DVIWD51
2019-03-15
2.300000
750000.00
756145.83
Corporate Debt Securities
DEUTSCHE TELEKOM INTL FIN B V SR GLBL 144A 20
529900ERDFHS6C1M4U58
2020-01-17
2.225000
1250000.00
1258187.50
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC SR 144A NT 2%21
549300423Z16BB673J12
2021-07-06
2.000000
195000.00
193102.87
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT 24
VGRQXHF3J8VDLUA7XE92
2024-02-12
3.625000
10251000.00
10791972.32
Corporate Debt Securities
ING BANK NV FR 2%112618
3TK20IVIUJ8J3ZU0QE75
2018-11-26
2.000000
535000.00
539158.73
Corporate Debt Securities
ICICI BANK LTD HONG KONG BRANC SR GLBL 144A 20
2020-11-16
5.750000
400000.00
444293.22
Corporate Debt Securities
HUTCHISON WHAMPOA INTL GTD SR NT 144A33
2033-11-24
7.450000
150000.00
214309.21
Corporate Debt Securities
HSBC USA INC NEW SUB NT 5%20
549300LBOHZ4QSIWU288
2020-09-27
5.000000
302000.00
324809.39
Corporate Debt Securities
GRUPO TELEVISA SA SR GLBL NT 6%18
2018-05-15
6.000000
150000.00
157049.00
Corporate Debt Securities
KOMMUNINVEST I SVERIGE AB -1899 144A NT 19
EV2XZWMLLXF2QRX0CD47
2019-09-17
1.125000
1000000.00
988735.00
Corporate Debt Securities
INVERSIONES CMPC S A SR 144A NT 18
2018-01-19
4.750000
150000.00
151764.92
Corporate Debt Securities
INTERNATIONAL CCE INC SR GLBL NT3.5%20
2020-09-15
3.500000
332000.00
344632.97
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT 22
VGRQXHF3J8VDLUA7XE92
2022-11-09
2.875000
100000.00
103627.06
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR NT 2.9%21
VGRQXHF3J8VDLUA7XE92
2021-11-01
2.900000
2384000.00
2477386.58
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR NT 3.375%23
VGRQXHF3J8VDLUA7XE92
2023-08-01
3.375000
697000.00
730126.67
Corporate Debt Securities
MORGAN STANLEY SR -F NT 5.5%20
IGJSJL3JD5P30I6NJZ34
2020-07-24
5.500000
528000.00
579401.09
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 3.875%041122
2022-04-11
3.875000
2115000.00
2283551.40
Corporate Debt Securities
PRICOA GLBL FDG I MTN 144A SR 144A NT 19
2019-09-13
1.450000
165000.00
163604.83
Corporate Debt Securities
PHARMACIA CORP SR DEB 6.5%18
2018-12-01
6.500000
200000.00
215195.11
Corporate Debt Securities
PERNOD RICARD S A SR NT 144A 21
52990097YFPX9J0H5D87
2021-04-07
5.750000
278000.00
315586.22
Corporate Debt Securities
NBCUNIVERSAL ENTERPRISE INC
2019-04-15
1.974000
387000.00
392020.42
Corporate Debt Securities
NBCUNIVERSAL ENTERPRISE INC SR 144A NT 18
2018-04-15
1.662000
949000.00
956972.87
Corporate Debt Securities
MUNICIPALITY FINANCE PLC HELSI SR 144A 19
529900HEKOENJHPNN480
2019-09-16
1.125000
292000.00
288576.67
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC NT5.75%24
549300KJYBG7C6WJYZ11
2024-05-15
5.750000
330000.00
375039.32
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC NT6.25%22
549300KJYBG7C6WJYZ11
2022-03-15
6.250000
128000.00
144169.03
Corporate Debt Securities
ROHM & HAAS CO SR DEB 7.85%29
2029-07-15
7.850000
147000.00
204423.51
Corporate Debt Securities
ROCHE HLDGS INC SR FL 144A NT 19
PVJRP0EQNV6OGDPZGY95
2019-09-30
1.675000
200000.00
201642.19
Corporate Debt Securities
HARVEST OPERATIONS CORP SR GLBL REGS 18
B1EEF6ML54YDWRC6ZK53
2018-05-14
2.125000
428000.00
431397.78
Corporate Debt Securities
VOLKSWAGEN GROUP AMER FIN LLC SR 144A NT1.6%17
5493002SQ1AVQBY41K40
2017-11-20
1.600000
600000.00
603476.00
Corporate Debt Securities
UNILEVER CAP CORP SR GLBL NT2.1%20
MYF1DAS6G5WY7PRWCU78
2020-07-30
2.100000
274000.00
276381.52
Corporate Debt Securities
TELEFONOS DE MEXICO S A DE CV
2019-11-15
5.500000
356000.00
389564.47
Corporate Debt Securities
TARGET CORP SR NT 6%18
8WDDFXB5T1Z6J0XC1L66
2018-01-15
6.000000
266000.00
272736.01
Corporate Debt Securities
SOUTHERN COPPER CORP
2035-07-27
7.500000
229000.00
299004.54
Corporate Debt Securities
SUAM FINANCE BV SR REGS NT 24
2024-04-17
4.875000
1795000.00
1957784.06
Corporate Debt Securities
MITSUBISHI TR & BKG CORP N Y SR REGS NT1.6%17
JBONEPAGQXF4QP29B387
2017-10-16
1.600000
6100000.00
6144740.11
Corporate Debt Securities
INVERSIONES CMPC S A SR REGS NT 18
2018-01-19
4.750000
2193000.00
2218803.08
Corporate Debt Securities
HUTCHISON WHAMPOA INTL 09 LI
2019-04-09
7.625000
2050000.00
2286912.23
Corporate Debt Securities
HUTCHISON WHAMPOA SR GLBL C REGS27
2027-08-01
7.500000
300000.00
404368.00
Corporate Debt Securities
GTL TRADE FIN
2017-10-20
7.250000
1835000.00
1895593.23
Corporate Debt Securities
BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GR
2021-03-10
6.500000
276000.00
305926.83
Corporate Debt Securities
BANCO LATINOAMERICANO DE SR REGS NT 20
549300CN3134K4LC0651
2020-05-07
3.250000
330000.00
342645.42
Corporate Debt Securities
BANCO INTERNACIONAL DEL PERU S A A
2020-10-07
5.750000
561000.00
629987.42
Corporate Debt Securities
BANCO INBURSA S.A. SR GLBL REGS 24
2024-06-06
4.125000
834000.00
861478.56
Corporate Debt Securities
BANCO BILBAO VIZCAYA ARGENTARI SR REGS NT 25
5493009W53901OCHI065
2025-04-21
4.875000
397000.00
428817.90
Corporate Debt Securities
BANCO DAVIVIENDA SA SR GLBL REGS 18
549300P161V4IPKAQS70
2018-01-29
2.950000
633000.00
638359.40
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR NT REG S 19
549300YP3P0JZBLIV197
2019-07-08
6.250000
415000.00
447947.89
Corporate Debt Securities
E CL SA
2021-01-15
5.625000
450000.00
497890.13
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE SR NT REGS 20
549300UVMBCBCIPSUI70
2020-11-04
3.750000
421000.00
446998.50
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 42
549300UVMBCBCIPSUI70
2042-07-17
4.250000
360000.00
359496.00
Corporate Debt Securities
CENCOSUD S A GTD SR REGS 21
549300NLTGCFV7482429
2021-01-20
5.500000
2750000.00
3005782.08
Corporate Debt Securities
BBVA BANCOMER S A INST DE BANC SR REGS NT 24
2024-04-10
4.375000
876000.00
942259.06
Corporate Debt Securities
INVERSIONES CMPC S A GLBL REGS NT 22
549300G475ACIABB4385
2022-04-25
4.500000
260000.00
277760.60
Corporate Debt Securities
INVERSIONES CMPC SR REGS NT 19
549300G475ACIABB4385
2019-11-05
6.125000
259000.00
284242.14
Corporate Debt Securities
GRUPO BIMBO SAB DE CV GTD SR NT REGS20
5493000RIXURZEBFEV60
2020-06-30
4.875000
499000.00
540363.15
Corporate Debt Securities
GRUPO BIMBO SAB DE CV SR REGS NT4.5%22
5493000RIXURZEBFEV60
2022-01-25
4.500000
128000.00
137756.16
Corporate Debt Securities
FONDO MIVIVIENDA S A SR GLBL 144A 19
549300X41PNOK11PZ670
2019-04-02
3.375000
3500000.00
3623703.13
Corporate Debt Securities
FONDO MIVIVIENDA S A SR REGS NT3.5%23
549300X41PNOK11PZ670
2023-01-31
3.500000
2330000.00
2397194.61
Corporate Debt Securities
TELEKOM MALAYSIA BHD SR GLBL REGS 25
2025-08-01
7.875000
200000.00
262199.50
Corporate Debt Securities
PETROLIAM NASIONAL BERHAD SR REGS BD 26
2026-10-15
7.625000
2000000.00
2746832.22
Corporate Debt Securities
SK TELECOM CO LTD NT REGS 6.625%27
9884003WEA1PHW006037
2027-07-20
6.625000
625000.00
795761.20
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 3%011023
2023-01-10
3.000000
3688000.00
3777815.09
Corporate Debt Securities
LLOYDS BANK PLC SR NT 1.75%18
H7FNTJ4851HG0EXQ1Z70
2018-05-14
1.750000
753000.00
758724.68
Corporate Debt Securities
LLOYDS BANK PLC SR NT 1.75%18
H7FNTJ4851HG0EXQ1Z70
2018-03-16
1.750000
1955000.00
1957819.00
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT 19
H7FNTJ4851HG0EXQ1Z70
2019-01-22
2.050000
200000.00
201231.06
Corporate Debt Securities
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0132
80997302.70
80997302.70
0.0022
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.07_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC Q50762 G
2047-09-01
3.500000
1517410.00
1570977.95
Agency Mortgage-Backed Securities
03.500 FGPC Q50852 G
2047-09-01
3.500000
3708906.00
3839845.30
Agency Mortgage-Backed Securities
03.500 FGPC Q50381 G
2047-09-01
3.500000
36581537.00
37911551.70
Agency Mortgage-Backed Securities
03.500 FGPC Q50554 G
2047-09-01
3.500000
42446648.00
43945109.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE0867
2032-06-01
3.500000
1398227.00
1447957.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8830
2047-02-01
4.500000
40798478.00
42246678.25
Agency Mortgage-Backed Securities
03.500 FGPC G61147 G
2047-08-01
3.500000
60803086.00
63096214.30
Agency Mortgage-Backed Securities
03.500 FGPC Q51138 G
2047-10-01
3.500000
11565776.00
11974094.41
Agency Mortgage-Backed Securities
03.500 FGPC Q51109 G
2047-10-01
3.500000
17208808.00
17816348.14
Agency Mortgage-Backed Securities
03.500 FGPC Q51096 G
2047-09-01
3.500000
5074019.00
5253152.28
Agency Mortgage-Backed Securities
FNMS 03.500 CIBH4863
2032-06-01
3.500000
2057235.00
2134600.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4395
2046-11-01
3.500000
1257091.00
1301637.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1099
2047-07-01
3.500000
3081465.00
3197091.61
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE9399
2032-06-01
3.500000
1891746.00
1959444.12
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE8702
2032-08-01
3.500000
1008611.00
1045326.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3702
2047-06-01
4.000000
178453787.00
185192561.76
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA3163
2047-09-01
3.500000
120800.00
125338.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4519
2047-07-01
3.500000
1293583.00
1339998.17
Agency Mortgage-Backed Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0107
409000000.00
409000000.00
0.0111
N
Y
Y
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.300000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0130
22375000.00
22375000.00
0.0006
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 1.000000%
0001457970
98599G006_1.00_1002
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2021-11-15
8.000000
1607452500.00
2053171122.56
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0100
2053000000.00
2053000000.00
0.0558
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.630000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.63_1122
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
414294.90
Private Label Collateralized Mortgage Obligations
GSR
2033-03-25
2.420000
1700000.00
44405.27
Private Label Collateralized Mortgage Obligations
GPMF 2006-AR6 2A2
2046-10-25
1.462200
32071728.00
2725100.71
Private Label Collateralized Mortgage Obligations
HVMLT 2003-3 2A3
2034-02-19
2.237200
1800000.00
884600.31
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
1.817200
1.00
0.07
Private Label Collateralized Mortgage Obligations
IMM 2005-2 1M1
2035-04-25
1.882200
5000000.00
397415.98
Private Label Collateralized Mortgage Obligations
IMPAC CMB TRUST SERIES 200
2035-05-25
1.882200
272881.00
17523.60
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-LC9 F
2047-12-15
4.529900
3166847.00
2521153.20
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C6 G
2045-05-15
2.972000
325000.00
220247.50
Private Label Collateralized Mortgage Obligations
LBUBS 2006-C6 D
2039-09-15
5.502000
400000.00
14044.40
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C7 C
2045-09-15
6.389200
5194000.00
4669354.55
Private Label Collateralized Mortgage Obligations
LBUBS 2001-C3 D
2036-06-15
6.731000
100000.00
79087.77
Private Label Collateralized Mortgage Obligations
LUM 2005-1 A2
2035-11-25
1.577200
15000000.00
1657537.67
Private Label Collateralized Mortgage Obligations
MLMI
2033-02-25
3.107100
1700000.00
31707.09
Private Label Collateralized Mortgage Obligations
ML CFC COML MTGE TR 2007-8
2049-08-12
5.969900
2810938.00
2823989.75
Private Label Collateralized Mortgage Obligations
MSC 2007-HQ11 C
5493004BO35O1811XR94
2044-02-12
5.558000
317000.00
25145.36
Private Label Collateralized Mortgage Obligations
144A MSC 2007-HQ11 K
5493004BO35O1811XR94
2044-02-12
6.165100
2000000.00
8652.93
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
750000.00
454747.75
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.689100
339000.00
348790.93
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.689100
173150.00
164500.80
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.689100
150550.00
137582.75
Private Label Collateralized Mortgage Obligations
RALI 2007-QH2 A2
2037-03-25
1.407200
17500000.00
26562.79
Private Label Collateralized Mortgage Obligations
RALI 2007-QH3 A2
2037-04-25
1.447200
20000000.00
278831.66
Private Label Collateralized Mortgage Obligations
RALI 2006-QS4 A5
2036-04-25
1.737200
36060000.00
3694925.38
Private Label Collateralized Mortgage Obligations
RALI 2006-QS6 1A11
2036-06-25
1.937220
46729000.00
4128589.57
Private Label Collateralized Mortgage Obligations
CWALT 2006-41CB 1A3
2037-01-25
6.000000
4000000.00
403343.02
Private Label Collateralized Mortgage Obligations
AHM 2007-1 GA1A
2047-05-25
1.394400
6900000.00
2251287.57
Private Label Collateralized Mortgage Obligations
AHM 2004-1 4A
2044-04-25
3.491000
62160000.00
4175373.90
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B1
549300R6YCKOB8RJNO42
2037-12-10
1.665000
12810000.00
7580949.27
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.714600
5000000.00
4281000.79
Private Label Collateralized Mortgage Obligations
BSABS 2006-AC1 1A2
2036-02-25
6.250000
4900000.00
1107399.62
Private Label Collateralized Mortgage Obligations
BALTA 2005-2 2A5
2035-04-25
3.589400
9658500.00
904711.08
Private Label Collateralized Mortgage Obligations
BSMF 2007-AR4 2A2A
2037-06-25
1.477200
23722800.00
3757198.02
Private Label Collateralized Mortgage Obligations
144A CBAC 2005-1A A
2035-07-25
1.557200
37200000.00
2947651.29
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS6 VAR 12/47
2047-12-10
4.613700
132000.00
97350.93
Private Label Collateralized Mortgage Obligations
CWALT INC
2035-04-25
1.687200
15000000.00
1524813.92
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 04/35
2035-04-25
1.687200
2975000.00
337463.65
Private Label Collateralized Mortgage Obligations
CSAIL 3.005% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.005000
23410000.00
14392168.84
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA D
549300818AKCJ4Q9TD76
2037-09-15
4.373300
5000000.00
4811140.30
Private Label Collateralized Mortgage Obligations
COMM 2013-CCRE8 VAR 06/46
549300NGGFIEJ2ER3D22
2046-06-10
4.093500
113000.00
102335.59
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL F
549300FBVMRSN384BA29
2029-04-15
5.984400
8000000.00
8043680.19
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
11500000.00
9795007.97
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.126400
5055000.00
3993910.20
Private Label Collateralized Mortgage Obligations
144A COMM 2013-CR10 D
549300YJIXJB9DCDOI21
2046-08-10
4.948100
750000.00
666831.05
Private Label Collateralized Mortgage Obligations
CSMLT 2015-3 FLT 11/45
2045-11-25
3.676200
1984000.00
1476495.98
Private Label Collateralized Mortgage Obligations
CWALT 2005-56 5A3
2035-11-25
1.627200
29658000.00
1077917.29
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 1A2
2046-04-25
1.537200
87637000.00
334509.92
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 2A2
2046-04-25
1.537200
54262000.00
382758.17
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 3A2
2046-04-25
1.537200
53910840.00
1368222.50
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
1.987200
8413000.00
2221052.55
Private Label Collateralized Mortgage Obligations
CWALT 2005-20CB 2A8
2035-07-25
5.500000
2422900.00
30059.05
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 12/35
2035-12-25
1.657200
15000000.00
960706.92
Private Label Collateralized Mortgage Obligations
CWALT 2005-61 2A4
2035-12-25
1.737200
6500000.00
13475.03
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 01/43
2043-01-14
4.778600
4000000.00
2604026.79
Private Label Collateralized Mortgage Obligations
CMLTI 2005-11 A2B
2035-10-25
3.630000
4854524.00
478706.02
Private Label Collateralized Mortgage Obligations
144A COMM 2000-C1 G
2033-08-15
6.850000
5000000.00
359501.35
Private Label Collateralized Mortgage Obligations
CSMC 2007-C4 A1AJ
2039-09-15
6.267000
60000.00
2363.58
Private Label Collateralized Mortgage Obligations
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
9740000.00
9374193.60
Private Label Collateralized Mortgage Obligations
CSMC 2007-C1 AM
549300FW5RBJHRQ6VP04
2040-02-15
5.416000
3997097.00
2630634.90
Private Label Collateralized Mortgage Obligations
CSFB 2002-26 3M3
2032-10-25
6.304700
3000000.00
2413413.58
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB1
2033-04-25
5.654500
4810000.00
887723.93
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB2
2033-04-25
5.654500
1133646.00
159762.38
Private Label Collateralized Mortgage Obligations
DBALT 2005-2 M
2035-04-25
5.471000
6855590.00
241329.71
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5627347.47
Private Label Collateralized Mortgage Obligations
EMAC OWNER VAR 01/27
2027-01-15
5.932900
23000000.00
823210.62
Private Label Collateralized Mortgage Obligations
144A EMAC 2000-1 A2
2027-01-15
5.932900
8500000.00
388625.51
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
5.384400
6000000.00
6020081.52
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
5.734400
30649129.00
30717499.96
Private Label Collateralized Mortgage Obligations
FREMF MORTGAGE VAR 03/27
2027-03-25
4.116400
7280000.00
7090908.59
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 4A1
2035-02-25
3.050300
500000.00
31685.85
Private Label Collateralized Mortgage Obligations
144A GAHR 2015-NRF FFX
2034-12-15
3.494900
5000000.00
4982962.91
Private Label Collateralized Mortgage Obligations
144A GAHR 2015-NRF GFX
2034-12-15
3.494900
6000000.00
5921085.83
Private Label Collateralized Mortgage Obligations
GMACC 2005-C1 AJ
2043-05-10
4.806000
500000.00
163899.84
Private Label Collateralized Mortgage Obligations
RALI 2006-QH1 A2
2036-12-25
1.467200
12500000.00
588768.53
Private Label Collateralized Mortgage Obligations
RALI SERIES VAR 02/35
2035-02-25
3.823400
4100000.00
105471.13
Private Label Collateralized Mortgage Obligations
SEMT 2003-5 B2
2033-09-20
2.656500
6447000.00
620493.57
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 08/46
2046-08-25
1.487200
230161262.00
30465964.97
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 10/36
2036-10-25
1.397200
9754000.00
536976.56
Private Label Collateralized Mortgage Obligations
SASC 2006-S2 A2
2036-06-25
6.000000
86237000.00
27060983.60
Private Label Collateralized Mortgage Obligations
CMO STRUCTURED ASSET INVESTMEN
2033-04-25
2.617200
5000000.00
23499.91
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR5 B2
2035-07-19
1.937200
8638000.00
2302671.84
Private Label Collateralized Mortgage Obligations
144A SASC 1998-RF1 A
2027-04-15
5.751300
113712486.00
2000120.38
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
1.877200
1.00
0.03
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.30
Private Label Collateralized Mortgage Obligations
144A WFRBS 2014-C19 E
549300FCX3YXSYSLU895
2047-03-15
5.136900
101000.00
74998.29
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
966.71
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C31 K
2047-04-15
6.233300
5000000.00
31240.65
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C16 E
2046-09-15
3.850000
15389000.00
11271076.05
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 06/46
2046-06-25
1.390000
9002600.00
1589006.59
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR5 A1B3
2046-06-25
1.587200
12279000.00
474121.42
Private Label Collateralized Mortgage Obligations
WFMBS 2005-AR6 B2
2035-04-25
3.265500
5502000.00
1346513.70
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-15
3.356000
11188000.00
7080327.04
Private Label Collateralized Mortgage Obligations
WFMBS2006-06
2036-05-25
1.637200
18200000.00
1235855.29
Private Label Collateralized Mortgage Obligations
WELLS FARGO 5.75% 06/37
2037-06-25
5.750000
91000.00
17601.11
Private Label Collateralized Mortgage Obligations
Y
2017-11-03
2017-11-03
2017-11-22
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0163
237000971.70
237000971.70
0.0064
N
N
N
Y
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.150000%
0000859994
ATD0MTO58
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0115
410000143.50
410000143.50
0.0112
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.150000%
0000352613
ATD0MUDY4
Non-Negotiable Time Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0115
370999795.95
370999795.95
0.0101
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.100000%
0001448613
ATD0MV471
Non-Negotiable Time Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0110
254998227.75
254998227.75
0.0069
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.120000%
0000926171
ATD0MVTL3
Non-Negotiable Time Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0112
230997770.85
230997770.85
0.0063
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.110000%
0000859994
ATD0MVTM1
Non-Negotiable Time Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0111
111998796.00
111998796.00
0.0030
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.130000%
0000917311
ATD0MVTO7
Non-Negotiable Time Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0113
134998852.50
134998852.50
0.0037
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.050000%
0001448613
ATD0MWKC0
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
379999088.00
379999088.00
0.0103
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.050000%
0000833029
ATD0MWKE6
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
916997799.20
916997799.20
0.0249
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.110000%
0000859994
ATD0MWKF3
Non-Negotiable Time Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0111
99998925.00
99998925.00
0.0027
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.130000%
0000917311
ATD0MWKK2
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0113
598991673.90
598991673.90
0.0163
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.050000%
0001002614
ATD0MWKQ9
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
213999486.40
213999486.40
0.0058
N
Y
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.020000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0MWKT3
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0102
733997614.50
733997614.50
0.0200
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.130000%
0001498632
ATD0MWKY2
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0113
426994064.70
426994064.70
0.0116
N
N
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.080000%
0001503859
ATD0MWL13
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0108
229999632.00
229999632.00
0.0063
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.120000%
0000926171
ATD0MWL47
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0112
133997949.80
133997949.80
0.0036
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.120000%
0000947263
ATD0MWL96
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0112
346994690.90
346994690.90
0.0094
N
N
Y
N
The Charles Schwab Family of Funds
2017-10-06
Mark Fischer
Mark Fischer
Chief Financial Officer