0001145549-17-008006.txt : 20171207
0001145549-17-008006.hdr.sgml : 20171207
20171207172448
ACCESSION NUMBER: 0001145549-17-008006
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20171130
FILED AS OF DATE: 20171207
DATE AS OF CHANGE: 20171207
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: 171245573
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
2017-11-30
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
22
30
8237766255.27
9128665926.33
8385203454.55
7695248307.54
17795708129.76
18806793983.77
19310510901.08
19819974803.04
0.00
0.2251
0.2510
0.2303
0.2116
0.4863
0.5171
0.5303
0.5450
0.0000
0.04
36003644430.12
36002298548.41
28589241.95
35915546.03
35994972244.37
35993151680.5500
1.0000
0.0130
1.0001
1.0001
1.0001
1.0001
0.0000
C000012378
0.00
35994972244.37
35993151680.5500
1.0001
1.0001
1.0001
1.0001
0.0000
1676902081.78
1507743539.83
1281119237.39
1511041455.43
1424229535.07
1366383955.76
1188836814.78
1245272252.91
0.00
0.00
5803889400.21
6231041185.34
0.0071
Y
Investment Advisor and its affiliates Voluntary 463,975
ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)
ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) 0.000000%
0018A3B78
Financial Company Commercial Paper
Y
2018-02-07
2018-02-07
2018-02-07
N
Y
ANZ BANK NEW ZEALAND LTD
1.0000
N
0.0127
85790994.20
85790994.20
0.0024
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000%
00279JRZ7
0000931061
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Santander UK Plc
1.0000
N
0.0144
107995906.80
107995906.80
0.0030
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.160000%
00279JSV5
0000931061
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Santander UK Plc
1.0000
N
0.0117
19999974.00
19999974.00
0.0006
N
N
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.160000%
00279JSW3
0000931061
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Santander UK Plc
1.0000
N
0.0118
149999475.00
149999475.00
0.0042
N
N
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.160000%
00279JSX1
0000931061
Certificate of Deposit
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Santander UK Plc
1.0000
N
0.0118
81000000.00
81000000.00
0.0023
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.030000%
AC28XWWI3WIBK2824319
0001484219
00799J004_1.03_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury Department
2018-05-31
2.375000
77300.00
77650.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-15
1.750000
1791900.00
1756241.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-31
0.750000
725300.00
727108.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-31
2.750000
413800.00
418919.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-31
2.625000
100.00
101.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-15
1.000000
200.00
199.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-15
3.375000
12000.00
12386.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-15
3.750000
100.00
102.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-10-31
1.875000
4013000.00
3978022.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-10-31
1.250000
3000000.00
2918627.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-10-31
1.500000
687200.00
684510.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-12-31
2.375000
156500.00
160338.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-12-15
1.375000
2014100.00
2010447.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-30
1.875000
100.00
99.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.000000
4087300.00
4060814.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-01-31
2.125000
804700.00
815840.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-31
0.875000
1400000.00
1403165.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-01-15
1.375000
1044500.00
1041028.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
0.750000
1148900.00
1147830.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-15
1.000000
196700.00
196941.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-02-28
1.500000
600.00
583.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-02-28
2.000000
3989400.00
4019909.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-01-31
1.750000
79900.00
78915.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-01-31
1.500000
4447800.00
4376792.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.125000
3000000.00
2954046.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
2.625000
100.00
100.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-15
0.875000
2000.00
1979.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-03-31
2.250000
1900.00
1926.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-31
1.375000
111400.00
110542.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-06-30
1.375000
2340000.00
2351914.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-06-15
1.500000
67700.00
67623.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-05-31
1.875000
100.00
99.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-05-15
1.625000
373300.00
352889.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-15
4.000000
600.00
617.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-15
0.750000
88000.00
86851.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-06-30
1.750000
566700.00
562853.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-06-30
1.125000
19100.00
18637.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-06-30
1.000000
3516300.00
3490811.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-06-30
2.375000
100.00
101.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-09-30
1.375000
123000.00
117863.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-09-30
1.750000
29800.00
29878.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-09-15
1.000000
1397500.00
1393670.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.000000
1951400.00
1931151.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.250000
3598800.00
3578906.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-08-15
2.125000
3300000.00
3337920.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-15
2.000000
722000.00
723049.59
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
50000000.00
50000000.00
0.0014
N
Y
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02088XBF4
Asset Backed Commercial Paper
Y
2018-02-15
2018-02-15
2018-02-15
N
Y
Credit Suisse AG
1.0000
N
0.0153
6977122.60
6977122.60
0.0002
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089FAW6
Asset Backed Commercial Paper
Y
2018-01-30
2018-01-30
2018-01-30
N
Y
Credit Suisse AG
1.0000
N
0.0151
217443707.60
217443707.60
0.0060
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TZ16
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0112
30999018.23
30999018.23
0.0009
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UB50
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0146
10970028.30
10970028.30
0.0003
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UBC5
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-02-12
2018-02-12
2018-02-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0148
99695370.00
99695370.00
0.0028
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BZ63
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0114
154970441.50
154970441.50
0.0043
N
N
Y
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
0.0140
165997194.60
165997194.60
0.0046
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.353200%
06053PYB7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-12-07
2018-02-07
2018-02-07
N
N
N
0.0148
98000853.58
98000853.58
0.0027
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.353900%
06053PYD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-12-11
2018-02-09
2018-02-09
N
N
N
0.0147
61001665.91
61001665.91
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
0.0146
251965702.80
251965702.80
0.0070
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.500000%
06053PZZ3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-12
2018-04-12
2018-04-12
N
N
N
0.0155
73986939.00
73986939.00
0.0021
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
0.0133
1500081.32
1500081.32
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
0.0122
45000526.95
45000526.95
0.0013
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.350000%
06371ERZ2
Certificate of Deposit
Y
2018-01-18
2018-01-18
2018-01-18
N
N
N
0.0132
47001523.27
47001523.27
0.0013
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.050000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-02-01
2.500000
33131044.00
20637067.03
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0168
2057-02-01
3.500000
101617513.00
102962933.52
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
120000000.00
120000000.00
0.0033
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
0.0114
175002451.75
175002451.75
0.0049
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.487600%
06417GVU9
Certificate of Deposit
Y
2017-12-28
2018-03-28
2018-03-28
N
N
N
0.0143
95026315.95
95026315.95
0.0026
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.694900%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2017-12-13
2018-02-13
2018-02-13
N
N
N
0.0130
288290882.88
288290882.88
0.0080
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
0.0117
58003080.38
58003080.38
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
0.0128
25001105.25
25001105.25
0.0007
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.420000%
06539RCG0
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0145
135988263.20
135988263.20
0.0038
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
0.0147
136988807.10
136988807.10
0.0038
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
0.0148
118990408.60
118990408.60
0.0033
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.270000%
06539RLM7
Certificate of Deposit
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0129
95998963.20
95998963.20
0.0027
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.280000%
06539RLP0
Certificate of Deposit
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0129
249998550.00
249998550.00
0.0069
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.290000%
06539RLR6
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0130
59999586.00
59999586.00
0.0017
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%
06539RMG9
Certificate of Deposit
Y
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0143
72000000.00
72000000.00
0.0020
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
0.0138
109053443.79
109053443.79
0.0030
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.230000%
06742TCK0
Certificate of Deposit
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0120
618004888.38
618004888.38
0.0172
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LZF8
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-12-15
2017-12-15
2017-12-15
N
Y
Societe Generale SA
1.0000
N
0.0129
31535107.06
31535107.06
0.0009
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MA97
549300KOFKIMD0C37W24
US06945MA971
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
Societe Generale SA
1.0000
N
0.0136
99849110.00
99849110.00
0.0028
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
0.0135
24963572.50
24963572.50
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BDA7
Asset Backed Commercial Paper
Y
2018-04-10
2018-04-10
2018-04-10
N
Y
Royal Bank of Canada
1.0000
N
0.0156
9446175.85
9446175.85
0.0003
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LZ66
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Societe Generale SA
1.0000
N
0.0121
122975129.40
122975129.40
0.0034
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MA46
Asset Backed Commercial Paper
Y
2018-01-04
2018-01-04
2018-01-04
N
Y
Societe Generale SA
1.0000
N
0.0137
44939974.50
44939974.50
0.0012
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MAG9
Asset Backed Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
Y
Societe Generale SA
1.0000
N
0.0146
13973369.20
13973369.20
0.0004
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.000000%
09659JZ71
Financial Company Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0117
143967240.00
143967240.00
0.0040
N
N
Y
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
0.0118
31995801.60
31995801.60
0.0009
N
N
Y
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
0.0119
12997004.80
12997004.80
0.0004
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3B68
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Citibank NA
1.0000
N
0.0141
49866645.00
49866645.00
0.0014
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
0.0117
44994132.00
44994132.00
0.0013
N
N
Y
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
0.0119
35390647.32
35390647.32
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
0.0124
51967890.00
51967890.00
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
0.0130
3995949.20
3995949.20
0.0001
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UB67
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Citibank NA
1.0000
N
0.0146
9972498.00
9972498.00
0.0003
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.444200%
13606BJT4
0000800030
Certificate of Deposit
Y
2017-12-22
2018-03-22
2018-03-22
N
N
N
0.0137
175072451.75
175072451.75
0.0049
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.436000%
13606BLG9
0000800030
Certificate of Deposit
Y
2017-12-18
2018-04-17
2018-04-17
N
N
N
0.0142
163068787.63
163068787.63
0.0045
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.364200%
13606BMD5
0000800030
Certificate of Deposit
Y
2017-12-08
2018-02-08
2018-02-08
N
N
N
0.0129
30010680.30
30010680.30
0.0008
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JZ45
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Lloyds Bank Plc
1.0000
N
0.0118
49993460.00
49993460.00
0.0014
N
N
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JZF0
Asset Backed Commercial Paper
Y
2017-12-15
2017-12-15
2017-12-15
N
Y
Lloyds Bank Plc
1.0000
N
0.0121
19989958.00
19989958.00
0.0006
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JZJ2
Asset Backed Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
Y
Lloyds Bank Plc
1.0000
N
0.0123
39975500.00
39975500.00
0.0011
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KB14
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
Lloyds Bank Plc
1.0000
N
0.0145
54860245.00
54860245.00
0.0015
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178LZ60
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0112
319940064.00
319940064.00
0.0089
N
N
Y
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
0.0118
39998684.00
39998684.00
0.0011
N
Y
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WB63
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Citibank NA
1.0000
N
0.0146
90749731.80
90749731.80
0.0025
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
0.0152
36858212.30
36858212.30
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WD95
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-04-09
2018-04-09
2018-04-09
N
Y
Citibank NA
1.0000
N
0.0158
16654734.38
16654734.38
0.0005
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.380000%
17305TQG0
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0125
338023325.38
338023325.38
0.0094
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.420000%
17305TRM6
Certificate of Deposit
Y
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0123
130009127.30
130009127.30
0.0036
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
0.0128
24981407.50
24981407.50
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
0.0138
32947061.40
32947061.40
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
0.0144
121891848.26
121891848.26
0.0034
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
0.0151
10956313.50
10956313.50
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 1.487500%
19423ECU0
Asset Backed Commercial Paper
Y
2017-12-27
2018-01-24
2018-01-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0126
200074802.00
200074802.00
0.0056
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 1.498600%
19423EDM7
Asset Backed Commercial Paper
Y
2017-12-27
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0144
31010447.31
31010447.31
0.0009
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.180000%
22534HV99
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
359001005.20
359001005.20
0.0100
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
0.0123
319083932.09
319083932.09
0.0089
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.030000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_1.03_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury Department
2018-09-30
1.375000
149405000.00
149439997.56
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
146505426.00
146505426.00
0.0041
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.170000%
23328AYN8
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0118
193999689.60
193999689.60
0.0054
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.170000%
23328AYP3
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0119
165000000.00
165000000.00
0.0046
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0Z62
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
258950064.80
258950064.80
0.0072
N
N
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.200000%
25158BA77
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0120
362000072.40
362000072.40
0.0101
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DAR1
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0136
49894380.00
49894380.00
0.0014
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DAW0
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2018-01-30
2018-01-30
2018-01-30
N
N
N
0.0139
28632549.26
28632549.26
0.0008
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
0.0117
124007205.64
124007205.64
0.0034
N
N
N
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JZ15
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
General Electric Co
1.0000
N
0.0112
62998141.50
62998141.50
0.0018
N
Y
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.350000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0135
2885000.00
2885000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ16
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0106
106996854.20
106996854.20
0.0030
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ40
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0108
106987202.80
106987202.80
0.0030
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ57
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0108
258961046.40
258961046.40
0.0072
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ65
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0109
144973682.50
144973682.50
0.0040
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ73
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0112
187959788.68
187959788.68
0.0052
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MA95
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0137
59908536.00
59908536.00
0.0017
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MB11
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0147
10971702.50
10971702.50
0.0003
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MBP8
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-02-23
2018-02-23
2018-02-23
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0151
72740251.40
72740251.40
0.0020
N
N
N
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.030000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_1.03_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
365000.00
206413.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5660
2046-07-01
3.500000
20451.00
17990.63
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-11-01
7.000000
300000.00
16991.64
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.500000
1200000.00
90391.17
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.500000
2279348.00
740346.84
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
605788.00
26905.97
Agency Mortgage-Backed Securities
FNMS 04.500 CIAA7370
2022-01-01
4.500000
1246042.00
29076.66
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.000000
1451472.00
30790.55
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.000000
300000.00
15685.44
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-08-01
3.353000
23468480.00
1564146.97
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-10-01
5.000000
626540.00
29806.34
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-09-01
3.500000
368478.00
228860.95
Agency Mortgage-Backed Securities
FNMS 04.500 CI357464
2018-12-01
4.500000
733607.00
6387.95
Agency Mortgage-Backed Securities
FNMS 05.000 CL962440
2038-04-01
5.000000
425000.00
24969.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAC4623
2040-10-01
4.000000
8100000.00
5341558.86
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB9428
2028-05-01
2.500000
844827.00
425170.41
Agency Mortgage-Backed Securities
03.000 FGPC J36011 G
2027-01-01
3.000000
1497200.00
1402771.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC9043
2031-11-01
2.500000
545000.00
489641.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC9566
2046-05-01
3.000000
55256160.00
50152885.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ0204
2037-10-01
3.500000
1594000.00
467822.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL4679
2043-12-01
3.500000
30739712.00
21305603.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3129
2043-01-01
2.777000
4000000.00
761721.53
Agency Mortgage-Backed Securities
FNMS 05.000 CI972280
2023-04-01
5.000000
390000.00
33515.16
Agency Mortgage-Backed Securities
FNMS 05.500 CL942468
2037-07-01
5.500000
5576664.00
200932.32
Agency Mortgage-Backed Securities
FNMS 05.500 CT928366
2027-06-01
5.500000
13573216.00
432396.07
Agency Mortgage-Backed Securities
FNMS 02.500 CQMA1536
2043-06-01
2.500000
1052142.00
617217.43
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
83000000.00
83000000.00
0.0023
N
Y
Y
N
HSBC USA INC
HSBC USA INC 1.427500%
40434WBY6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-12-27
2018-01-24
2018-01-24
N
N
N
0.0126
25007300.25
25007300.25
0.0007
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.250000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0125
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
2017-12-07
2017-12-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0124
56000000.00
56000000.00
0.0016
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
0.0124
22985751.50
22985751.50
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
0.0138
181531877.80
181531877.80
0.0050
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
0.0138
21942529.40
21942529.40
0.0006
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.384900%
44988KCB3
Financial Company Commercial Paper
Y
2017-12-12
2017-12-12
2017-12-12
N
Y
ING Bank NV
1.0000
N
0.0117
42003066.42
42003066.42
0.0012
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.364200%
44988KCJ6
Financial Company Commercial Paper
Y
2017-12-08
2018-02-08
2018-02-08
N
Y
ING Bank NV
1.0000
N
0.0129
50017800.50
50017800.50
0.0014
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PZ55
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0121
325945069.00
325945069.00
0.0091
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PZC0
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0122
104957265.00
104957265.00
0.0029
N
N
N
N
JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD
TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.250000%
478271KA6
US478271KA63
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2043-08-15
Y
US Bank NA
1.0000
7
N
N
N
0.0125
6700000.00
6700000.00
0.0002
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TXY6
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0117
24996757.50
24996757.50
0.0007
N
N
Y
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
0.0119
98960796.00
98960796.00
0.0027
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
0.0119
71474109.85
71474109.85
0.0020
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
0.0118
11996860.80
11996860.80
0.0003
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WZ43
Asset Backed Commercial Paper
Y
2018-01-19
2018-01-19
2018-01-19
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0139
24954502.50
24954502.50
0.0007
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
0.0138
115813912.80
115813912.80
0.0032
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
0.0153
6972980.70
6972980.70
0.0002
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFX2
Asset Backed Commercial Paper
Y
2018-02-07
2018-02-07
2018-02-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0146
88768359.70
88768359.70
0.0025
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFY0
Asset Backed Commercial Paper
Y
2018-02-09
2018-02-09
2018-02-09
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0147
77782832.40
77782832.40
0.0022
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFZ7
Asset Backed Commercial Paper
Y
2018-02-14
2018-02-14
2018-02-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0148
54839350.50
54839350.50
0.0015
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NL91
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0120
163999376.80
163999376.80
0.0046
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NM25
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0120
85999587.20
85999587.20
0.0024
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X0Z57
Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0120
999832.90
999832.90
0.0000
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.270000%
51500LSQ5
Certificate of Deposit
Y
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0129
62999591.13
62999591.13
0.0018
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.270000%
51500LSV4
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0131
38999169.30
38999169.30
0.0011
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000%
51500LTG6
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0122
64999948.00
64999948.00
0.0018
N
Y
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000%
51500LTH4
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0123
128999367.90
128999367.90
0.0036
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000%
51500LTJ0
Certificate of Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0124
65999557.80
65999557.80
0.0018
N
N
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.766700%
53943NP36
0001167831
Certificate of Deposit
Y
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0117
15002985.15
15002985.15
0.0004
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ11
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0112
74997624.75
74997624.75
0.0021
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ45
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0115
53593149.92
53593149.92
0.0015
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ52
Asset Backed Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0116
40993423.60
40993423.60
0.0011
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RAB4
Asset Backed Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0138
103833163.20
103833163.20
0.0029
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.280000%
53945GNK3
0001167831
Certificate of Deposit
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0127
85200418.33
85200418.33
0.0024
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LAJ3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-01-18
2018-01-18
2018-01-18
N
N
N
0.0140
130749842.40
130749842.40
0.0036
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LB29
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0143
50870072.40
50870072.40
0.0014
N
N
N
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017C 1.220000%
56052FGQ2
549300SO05LH6D240016
US56052FGQ28
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2047-11-15
Y
Citibank NA
1.0000
7
Y
N
N
0.0122
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
2017-12-07
2017-12-07
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%
56274LZJ6
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0125
24984375.00
24984375.00
0.0007
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MAH5
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0143
51900643.60
51900643.60
0.0014
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MAP7
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-01-23
2018-01-23
2018-01-23
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0145
48893498.50
48893498.50
0.0014
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UA34
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-01-03
2018-01-03
2018-01-03
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0133
97876990.40
97876990.40
0.0027
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UBS8
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-02-26
2018-02-26
2018-02-26
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0146
15942819.20
15942819.20
0.0004
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UC57
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0147
32872161.30
32872161.30
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.413900%
60682A6X9
0001021565
Certificate of Deposit
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0116
24001824.24
24001824.24
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
0.0133
2000028.22
2000028.22
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
0.0136
137003316.77
137003316.77
0.0038
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.517500%
60682A7H3
0001021565
Certificate of Deposit
Y
2017-12-27
2018-01-23
2018-01-23
N
N
N
0.0126
62525375.63
62525375.63
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.480000%
60683BBM4
0001021565
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0153
4999087.00
4999087.00
0.0001
N
N
N
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.050000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4779 M
2047-10-20
4.000000
87252041.00
91670000.15
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
89000000.00
89000000.00
0.0025
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.402100%
60700ABN3
Certificate of Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0115
100003501.00
100003501.00
0.0028
N
N
Y
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
0.0134
35001802.85
35001802.85
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.444900%
60700ACW2
Certificate of Deposit
Y
2017-12-12
2018-02-12
2018-02-12
N
N
N
0.0130
128062721.28
128062721.28
0.0036
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.517500%
60700ADM3
US60700ADM36
Certificate of Deposit
Y
2017-12-27
2018-01-24
2018-01-24
N
N
N
0.0126
23009660.23
23009660.23
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
0.0146
31996726.40
31996726.40
0.0009
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.422100%
60700AFH2
Certificate of Deposit
Y
2017-12-01
2018-03-01
2018-03-01
N
N
N
0.0134
36017820.36
36017820.36
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.370000%
60700AJJ4
Certificate of Deposit
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0140
158991207.30
158991207.30
0.0044
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.380000%
60700AJS4
Certificate of Deposit
Y
2018-01-31
2018-01-31
2018-01-31
N
N
N
0.0142
47996592.00
47996592.00
0.0013
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MA56
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-01-05
2018-01-05
2018-01-05
N
N
N
0.0134
349530650.00
349530650.00
0.0097
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MBM8
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-02-21
2018-02-21
2018-02-21
N
N
N
0.0142
24918152.50
24918152.50
0.0007
N
N
N
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
3984884.40
3984884.40
0.0001
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1AP6
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-01-23
2018-01-23
2018-01-23
N
N
N
0.0143
142693479.50
142693479.50
0.0040
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1B18
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
220438836.80
220438836.80
0.0061
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.400000%
63873NMY4
0001503859
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0128
28005989.48
28005989.48
0.0008
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.190000%
63873NNH0
0001503859
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0119
335000036.85
335000036.85
0.0093
N
Y
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.240000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0124
9000000.00
9000000.00
0.0003
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
2017-12-07
2017-12-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0119
100000000.00
100000000.00
0.0028
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.240000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0124
19000000.00
19000000.00
0.0005
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RZ60
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0118
49990200.00
49990200.00
0.0014
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SAB4
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0138
49919440.00
49919440.00
0.0014
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
0.0145
36994220.60
36994220.60
0.0010
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UAG8
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
Y
Royal Bank of Canada
1.0000
N
0.0139
92830991.10
92830991.10
0.0026
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.458600%
67984REW5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-12-27
2018-03-27
2018-03-27
N
Y
Royal Bank of Canada
1.0000
N
0.0141
9002268.09
9002268.09
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67985A7E9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-01-25
2018-01-25
2018-01-25
N
Y
Royal Bank of Canada
1.0000
N
0.0142
143681472.00
143681472.00
0.0040
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.400000%
69033LK57
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0147
58992347.70
58992347.70
0.0016
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.360000%
69033LK65
Certificate of Deposit
Y
2018-01-11
2018-01-11
2018-01-11
N
N
N
0.0138
199994980.00
199994980.00
0.0056
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.360000%
69033LR27
Certificate of Deposit
Y
2018-01-04
2018-01-04
2018-01-04
N
N
N
0.0135
14000093.94
14000093.94
0.0004
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.360000%
69033LR68
Certificate of Deposit
Y
2018-01-04
2018-01-04
2018-01-04
N
N
N
0.0135
47000314.90
47000314.90
0.0013
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BAR1
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0143
132704154.80
132704154.80
0.0037
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LZ47
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0116
49993550.00
49993550.00
0.0014
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LZ54
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0116
24995962.50
24995962.50
0.0007
N
N
Y
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
0.0120
2999200.80
2999200.80
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KA84
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
BNP Paribas SA
1.0000
N
0.0137
151775237.60
151775237.60
0.0042
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.593200%
78009NR65
Certificate of Deposit
Y
2017-12-07
2018-03-07
2018-03-07
N
N
N
0.0135
25024100.25
25024100.25
0.0007
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.542700%
78009NS56
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0118
232044082.32
232044082.32
0.0064
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.537600%
78009NV78
Certificate of Deposit
Y
2017-12-28
2018-06-28
2018-06-28
N
N
N
0.0152
134038325.34
134038325.34
0.0037
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.392100%
78009NW36
Certificate of Deposit
Y
2017-12-05
2018-04-05
2018-04-05
N
N
N
0.0141
22007964.22
22007964.22
0.0006
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.353900%
78009NY67
US78009NY670
Certificate of Deposit
Y
2017-12-11
2018-02-09
2018-02-09
N
N
N
0.0130
240579848.41
240579848.41
0.0067
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MA83
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
Barclays Bank Plc
1.0000
N
0.0138
28956552.20
28956552.20
0.0008
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MA91
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
Barclays Bank Plc
1.0000
N
0.0139
102841153.40
102841153.40
0.0029
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MAA8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-10
2018-01-10
2018-01-10
N
Y
Barclays Bank Plc
1.0000
N
0.0139
32947609.20
32947609.20
0.0009
N
N
N
N
SMITHSONIAN INSTITUTION
TAXABLE RB SERIES 2013B 1.270000%
832432AA6
US832432AA69
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
1.0000
7
Y
N
N
0.0127
27500000.00
27500000.00
0.0008
N
N
Y
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.290000%
83369YXC5
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0121
45000103.95
45000103.95
0.0013
N
Y
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MA94
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
BNP Paribas SA
1.0000
N
0.0137
92858640.00
92858640.00
0.0026
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.506800%
86563YC50
Certificate of Deposit
Y
2017-12-29
2018-01-29
2018-01-29
N
N
N
0.0132
5001595.05
5001595.05
0.0001
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.402100%
86563YD67
Certificate of Deposit
Y
2017-12-01
2018-02-01
2018-02-01
N
N
N
0.0133
35011550.35
35011550.35
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.422100%
86563YJ20
Certificate of Deposit
Y
2017-12-06
2018-03-06
2018-03-06
N
N
N
0.0141
218069108.18
218069108.18
0.0061
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
0.0126
91004905.81
91004905.81
0.0025
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.484200%
86563YZX4
Certificate of Deposit
Y
2017-12-22
2018-01-22
2018-01-22
N
N
N
0.0130
86027950.86
86027950.86
0.0024
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.350000%
86564EQ25
Certificate of Deposit
Y
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0136
124998701.25
124998701.25
0.0035
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.355000%
86564ER24
Certificate of Deposit
Y
2018-01-24
2018-01-24
2018-01-24
N
N
N
0.0137
155995101.60
155995101.60
0.0043
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.402700%
86564ES49
Certificate of Deposit
Y
2017-12-20
2018-01-22
2018-01-22
N
N
N
0.0130
228047882.28
228047882.28
0.0063
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.200000%
86564EY26
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0119
126000202.86
126000202.86
0.0035
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.180000%
86564EY75
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0117
75000023.25
75000023.25
0.0021
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.382100%
86958JQT9
0001448613
Certificate of Deposit
Y
2017-12-05
2018-04-05
2018-04-05
N
N
N
0.0138
185079921.85
185079921.85
0.0051
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.448600%
86958JRS0
0001448613
Certificate of Deposit
Y
2017-12-27
2018-02-26
2018-02-26
N
N
N
0.0133
29010875.29
29010875.29
0.0008
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SB94
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0128
90771171.40
90771171.40
0.0025
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.160000%
87019U6K0
0001367624
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0116
197000021.67
197000021.67
0.0055
N
Y
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.165000%
87019U6M6
0001367624
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0116
294000061.74
294000061.74
0.0082
N
Y
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 1.450000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0145
3000000.00
3000000.00
0.0001
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602UAG5
Asset Backed Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
Y
Royal Bank of Canada
1.0000
N
0.0139
20961836.70
20961836.70
0.0006
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602UBC3
Asset Backed Commercial Paper
Y
2018-02-12
2018-02-12
2018-02-12
N
Y
Royal Bank of Canada
1.0000
N
0.0146
37885722.60
37885722.60
0.0011
N
N
N
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
0.0151
113541868.20
113541868.20
0.0032
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.363300%
89113XAE4
US89113XAE40
Certificate of Deposit
Y
2017-12-04
2018-03-02
2018-03-02
N
N
N
0.0134
4001488.04
4001488.04
0.0001
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
0.0148
1999634.00
1999634.00
0.0001
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XHH0
Certificate of Deposit
Y
2018-02-12
2018-02-12
2018-02-12
N
N
N
0.0145
139988282.00
139988282.00
0.0039
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%
89113XHV9
Certificate of Deposit
Y
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0146
495959724.80
495959724.80
0.0138
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%
89113XJE5
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0146
9998989.00
9998989.00
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.250000%
89113XNH3
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0127
208998202.60
208998202.60
0.0058
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.430000%
89113XNJ9
Certificate of Deposit
Y
2018-01-29
2018-01-29
2018-01-29
N
N
N
0.0143
111000822.51
111000822.51
0.0031
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PZ54
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
Y
Total SA
1.0000
N
0.0112
226964837.70
226964837.70
0.0063
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.383300%
89233AVR7
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-12-04
2018-02-23
2018-02-23
N
N
N
0.0133
107545796.08
107545796.08
0.0030
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.383300%
89233AVS5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-12-04
2018-02-26
2018-02-26
N
N
N
0.0133
100042401.00
100042401.00
0.0028
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.452700%
89233AWE5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-12-19
2018-03-16
2018-03-16
N
N
N
0.0135
50024950.50
50024950.50
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
0.0124
14978317.50
14978317.50
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
0.0134
120591068.40
120591068.40
0.0034
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
0.0135
24907852.50
24907852.50
0.0007
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.384200%
90276JAX4
Financial Company Commercial Paper
Y
2017-12-08
2018-02-08
2018-02-08
N
N
N
0.0130
145052491.45
145052491.45
0.0040
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.392100%
90276JBE5
Financial Company Commercial Paper
Y
2017-12-01
2018-03-01
2018-03-01
N
N
N
0.0136
164061009.64
164061009.64
0.0046
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
0.0123
160884208.80
160884208.80
0.0045
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
0.0133
102711229.20
102711229.20
0.0029
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
0.0118
104996566.50
104996566.50
0.0029
N
Y
Y
N
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
NELNET ED LN FDG 2005-2 A-5 20370322 FLT
2037-03-22
1.423100
700000.00
617957.68
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.588600
18094758.00
10662902.85
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.567400
85306.00
47334.50
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-4 20281025 FLT
2028-10-25
1.507400
1604664.00
1600680.02
Asset-Backed Securities
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.719200
28226.00
27530.55
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.497400
26616.00
24878.53
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.567400
1371998.00
1256955.53
Asset-Backed Securities
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.108600
1863731.00
1033222.41
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
2949961.00
3278.52
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-5 B 20730725 FLT
2073-07-25
3.217400
770990.00
770231.07
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.497400
136655.00
124251.91
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.507400
5719071.00
5458128.93
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.527400
7858502.00
7328711.59
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
3546162.00
3256380.28
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.662100
24816.00
23167.33
Asset-Backed Securities
GCO ELF TRUST-II 2007-1 A6L 14 20261125 FLT
2026-11-25
1.572100
20750000.00
17593988.99
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.622100
26087.00
25941.12
Asset-Backed Securities
AGL CAP CORP SR GLBL NT4.4%43
E8CD46SWUD2TSN8PA636
2043-06-01
4.400000
36000.00
38474.92
Corporate Debt Securities
GREAT RIV ENERGY 1ST MTG7A 144A38
5493007CIM8IF8LIUC91
2038-07-01
6.254000
7000.00
8375.46
Corporate Debt Securities
CAESARS ENTMT RESORT PPTYS LLC 1PRI SR SEC 8%20
2020-10-01
8.000000
1900000.00
1967661.11
Corporate Debt Securities
BOEING CO SR GLBL NT 26
RVHJWBXLJ1RFUBSY1F30
2026-06-15
2.250000
50000.00
48366.63
Corporate Debt Securities
Y
2018-02-28
2018-02-28
2018-03-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0183
44983993.50
44983993.50
0.0012
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.960000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.96_0529
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.588600
388624.00
229008.86
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT
5493001IJLRQI58G5Z31
2025-07-25
1.667400
21107481.00
21079680.40
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-8L 20250525 FLT
2025-05-25
1.592100
66975499.00
19871880.72
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B B 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
1.610000
2611404.00
1234859.21
Asset-Backed Securities
NELNET ST LN TR 2008-4 A-4 20240425 FLT
2024-04-25
2.847400
2697000.00
2023300.33
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B C 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
2.020000
700296.00
206546.71
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-7 A-5A 20331215 FLT
549300IWUQEXD0TZWG69
2033-12-15
2.520000
36846840.00
21565916.53
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2
2032-12-15
1.430000
3700000.00
1680304.23
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
1.637400
6527483.00
6301860.13
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.477400
6881507.00
6767390.82
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.507400
12822707.00
12237649.80
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.527400
19141028.00
17850612.47
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.567400
4925165.00
2732870.44
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-4 20231215 FLT
549300I2YWZ9E1B0EY33
2023-12-15
1.510000
1072870.00
113784.29
Asset-Backed Securities
SLM PRIVATE ST LN TR 2004-B B 20330915 FLT
549300HIOV1ESFZYQ040
2033-09-15
1.790000
14679000.00
5788059.78
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
1.00
0.92
Asset-Backed Securities
STUDENT LOAN CON CEN 2011-1 NOTES 20271025 FLT
5493008KMDJ3GC7JUA63
2027-10-25
2.547500
13175000.00
4318619.86
Asset-Backed Securities
SLM STUDENT LOAN TR 2011-1 A-2 20341025 FLT
2034-10-25
2.478600
4697844.00
4811120.30
Asset-Backed Securities
SLM STUDENT LOAN TRUST 2009-3 A 20450125 FLT
2045-01-25
2.078600
1550000.00
788554.85
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.497400
10577774.00
9617713.28
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.662100
14169920.00
13228530.65
Asset-Backed Securities
COLLEGIATE FDG LN TR 2005-A B 20371228 FLT
2037-12-28
1.630800
18000000.00
8372100.53
Asset-Backed Securities
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.719200
2971774.00
2898553.08
Asset-Backed Securities
BANK AMER STUDENT LN TR 2010-1 A 20430225 FLT
2043-02-25
2.167400
10399800.00
1814818.69
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.497400
17479307.00
16338272.12
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.567400
3770816.00
3454631.87
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.467400
121347.00
120695.35
Asset-Backed Securities
SLC STUDENT LN TR 2004-1 A-6 20230515 FLT
2023-05-15
1.575900
6295308.00
4685616.86
Asset-Backed Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.662100
13898302.00
13491897.21
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.622100
3465582.00
3446202.91
Asset-Backed Securities
ALTICE FINANCING S.A. SR SEC GLBL 22
549300DIYGW8HVDF7Q17
2022-01-15
6.500000
1685000.00
1779486.37
Corporate Debt Securities
NORFOLK SOUTHERN CORP SR GLBL NT2.9%26
2026-06-15
2.900000
6591000.00
6577433.53
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR NT 3.6%24
549300W70ZOQDVLCHY06
2024-12-01
3.600000
6029000.00
6319597.80
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 22
2022-09-01
3.875000
200000.00
206165.97
Corporate Debt Securities
BBCMS TR 2014-BXO
2027-08-16
3.799200
8000000.00
3862561.09
Private Label Collateralized Mortgage Obligations
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
4.937800
3325000.00
3335033.29
Private Label Collateralized Mortgage Obligations
BX TRUST 2017-SLCT B 20340717 FLT
2034-07-17
2.450300
847975.00
848839.81
Private Label Collateralized Mortgage Obligations
Y
2018-02-28
2018-02-28
2018-05-29
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0196
200321760.00
200321760.00
0.0056
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
BYVW OPP MST FD IVB 2016-CRT1 M-2 20271027 FLT
2027-10-27
3.240000
54040000.00
53195176.44
Asset-Backed Securities
MONTAUK POINT CDO II LTD
2046-04-06
1.174300
340000000.00
67909256.97
Asset-Backed Securities
MARATHON REAL ESTATE CDO 2006 PFD SHS 144A
2046-05-25
0.00
90776507.00
72712526.77
Asset-Backed Securities
CWCAPITAL COBALT VR LTD
2032-11-26
5.920000
423288000.00
57633953.44
Asset-Backed Securities
JPMCC 2006-LDP7 AJ
2045-04-15
6.138000
3426101.00
2699087.11
Private Label Collateralized Mortgage Obligations
Y
2018-01-02
2018-01-02
2018-01-02
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
33
N
N
N
0.0165
220960197.90
220960197.90
0.0061
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.36_1206
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSAIL 2016-C7 COML
5493006MX7HG5PC85C29
2049-11-15
3.957900
20460000.00
21296928.47
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY FLT 08/26
2026-08-15
4.251000
57000.00
57100.96
Private Label Collateralized Mortgage Obligations
NYMT 2005-3 A3
2036-02-25
1.967500
2360000.00
287268.28
Private Label Collateralized Mortgage Obligations
144A CCMFC 2004-A A1
549300CK5LJGUSKZWZ58
2035-03-25
1.687500
30000000.00
608518.35
Private Label Collateralized Mortgage Obligations
CGCMT 2014-GC25 AS
2047-10-10
4.017000
100000.00
104449.46
Private Label Collateralized Mortgage Obligations
144A FREMF 2014-K37 B
2047-01-25
4.713500
250000.00
267360.90
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 3.964% 11/47
549300V3F4KBEWHAZP46
2047-11-10
3.964000
950000.00
987771.43
Private Label Collateralized Mortgage Obligations
GSMS 2014-GC18 B
2047-01-10
4.885000
500000.00
534177.24
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 5.713% 05/32
2032-05-03
5.713000
2000000.00
2309579.37
Private Label Collateralized Mortgage Obligations
144A JPMBB 2014-C19 CSQ
2047-04-15
4.969400
500000.00
497287.90
Private Label Collateralized Mortgage Obligations
MLCC 2004-E A2A
2029-11-25
2.191000
500000.00
13260.31
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 12/49
2049-12-15
4.288500
793000.00
794865.32
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ11 B
2042-10-15
6.360100
20000.00
19801.41
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY DEAN WITTER
2052-10-12
5.317100
295000.00
296149.53
Private Label Collateralized Mortgage Obligations
WBCMT 2005-C21 B
2044-10-15
5.468000
1000000.00
890634.83
Private Label Collateralized Mortgage Obligations
CITIGROUP 3.366% 11/49
2049-11-15
3.366000
3075000.00
3072545.64
Private Label Collateralized Mortgage Obligations
CITIGROUP 3.772% 02/48
2048-02-10
3.772000
1500000.00
1507409.16
Private Label Collateralized Mortgage Obligations
144A CSFB 1998-C1 F
2040-05-17
6.000000
77000.00
5179.18
Private Label Collateralized Mortgage Obligations
CSFB 2003-AR28 6M3
2033-12-25
3.405800
2000000.00
627734.96
Private Label Collateralized Mortgage Obligations
CSMC 2016-NXSR COML MTG TR
2049-12-15
4.049100
1000000.00
1048019.77
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
3.150200
80000.00
80105.12
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
3.500200
78000.00
78113.84
Private Label Collateralized Mortgage Obligations
STACR 2015-HQ1 M2
2025-03-25
3.527500
3290000.00
1267957.75
Private Label Collateralized Mortgage Obligations
144A AVMT 2013-AVM B
2032-12-05
3.867400
6500000.00
6706322.07
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS5 VAR 09/47
2047-09-10
4.514000
500000.00
525190.23
Private Label Collateralized Mortgage Obligations
CSMC 2017-HD FLT 02/31
549300ZNPQY52H8RRO71
2031-02-15
2.263000
1076000.00
1079034.08
Private Label Collateralized Mortgage Obligations
CSAIL 2016-C6 VAR 01/49
549300C2HE5FJAWYZL57
2049-01-15
3.346400
1000000.00
998836.52
Private Label Collateralized Mortgage Obligations
144A COMM 2012-CR4 B
2045-10-15
3.703000
40000.00
40648.12
Private Label Collateralized Mortgage Obligations
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0136
40000636.00
40000636.00
0.0011
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.030000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.03_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury Department
2018-09-30
1.375000
13079700.00
13082764.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-15
1.750000
58093900.00
56937839.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-02-15
0.625000
17366100.00
17616571.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-16
0.00
39640700.00
39214122.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-15
1.000000
951900.00
953070.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-02-15
2.250000
15010300.00
14945487.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-12-31
1.625000
19816900.00
19885761.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-12-31
1.250000
20708300.00
20720456.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-12-15
1.375000
5746000.00
5735579.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-12-15
1.250000
4053100.00
4058623.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-08-15
2.250000
18700000.00
18596628.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-02-15
2.500000
23883200.00
22608888.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-01-31
2.250000
43164000.00
43565392.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-01-31
1.375000
8477700.00
8377565.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
1.125000
20000000.00
19943342.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-08-15
2.875000
39323900.00
40098163.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-15
4.000000
6649900.00
6839458.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-07-31
1.875000
4370700.00
4358258.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-06-30
2.125000
26803900.00
27190544.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-06-30
2.375000
730500.00
741365.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-04-30
1.375000
11524500.00
11321547.82
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
389000000.00
389000000.00
0.0108
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MA82
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
Natixis SA
1.0000
N
0.0137
30953958.80
30953958.80
0.0009
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KZ13
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0116
18499402.45
18499402.45
0.0005
N
Y
Y
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
0.0117
6999087.20
6999087.20
0.0002
N
N
Y
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
0.0119
2999207.40
2999207.40
0.0001
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LA59
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-05
2018-01-05
2018-01-05
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0140
170760429.00
170760429.00
0.0047
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LA83
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0141
99847360.00
99847360.00
0.0028
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LA91
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0141
39937244.00
39937244.00
0.0011
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
0.0144
24951967.50
24951967.50
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LAJ9
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-18
2018-01-18
2018-01-18
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0145
25948826.80
25948826.80
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LB25
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0151
36370167.30
36370167.30
0.0010
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LBP4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-02-23
2018-02-23
2018-02-23
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0153
70743512.50
70743512.50
0.0020
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.880000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.88_0416
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EMPRESA DE TRANSPORTE DE PASAJ SR GLBL REGS 24
2024-02-04
4.750000
254000.00
277788.51
Corporate Debt Securities
EMPRESA ELECTRICA ANGAMO SA SR SEC REGS NT29
2029-05-25
4.875000
465000.00
460683.44
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR NT REG S 19
549300YP3P0JZBLIV197
2019-07-08
6.250000
735000.00
800534.64
Corporate Debt Securities
E CL SA
2021-01-15
5.625000
450000.00
499681.69
Corporate Debt Securities
BANCO DE CREDITO E ENVERSIONES SR GLBL REGS 23
549300E9E5Y3PKW24142
2023-02-11
4.000000
223000.00
235588.60
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE SR NT REGS 20
549300UVMBCBCIPSUI70
2020-11-04
3.750000
421000.00
436609.98
Corporate Debt Securities
GRUMA SAB DE CV GRUMA SR REGS NT 24
5493000XJLJ6C4T0PG82
2024-12-01
4.875000
230000.00
252480.10
Corporate Debt Securities
GLOBAL BK CORP CVD BK BD SR GLBL REGS 19
5493005ROG3FS85TE513
2019-10-30
5.125000
340000.00
355109.88
Corporate Debt Securities
FONDO MIVIVIENDA S A SR REGS NT3.5%23
549300X41PNOK11PZ670
2023-01-31
3.500000
2215000.00
2268313.82
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SUB GLBL REGS 29
254900BOM7T4MG6T0J30
2029-07-15
5.250000
441000.00
473937.19
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SR GLBL REGS 25
254900BOM7T4MG6T0J30
2025-07-15
4.750000
274000.00
299088.12
Corporate Debt Securities
BANCO LATINOAMERICANO DE SR 144A NT 20
549300CN3134K4LC0651
2020-05-07
3.250000
170000.00
173378.99
Corporate Debt Securities
BAIDU COM INC
2022-11-28
3.500000
200000.00
204538.89
Corporate Debt Securities
BRF GMBH SR GLBL 144A 26
5299002S6DY5RA2IOQ11
2026-09-29
4.350000
425000.00
416445.10
Corporate Debt Securities
BP AMI LEASING INC SR GLBL 144A 19
549300FJOXFUONBUSB24
2019-05-08
5.523000
100000.00
104839.52
Corporate Debt Securities
BG ENERGY CAPITAL PLC GTD NT 144A 21
S2M8QDKEE05NZN8JD460
2021-10-15
4.000000
1230000.00
1299261.30
Corporate Debt Securities
BBVA BANCOMER S A INST DE BANC SUB 144A NT 22
2022-09-30
6.750000
655000.00
749287.25
Corporate Debt Securities
BRITISH SKY BROADCASTING GROUP SR 144A NT 24
2138003TS48MQKF4BZ29
2024-09-16
3.750000
250000.00
259542.08
Corporate Debt Securities
BARCLAYS BANK PLC SUB GLBL 144A 17
G5GSEF7VJP5I7OUK5573
2017-12-04
6.050000
2414000.00
2486221.52
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 21
213800LBQA1Y9L22JB70
2021-01-12
3.250000
225000.00
230775.37
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 47
213800LBQA1Y9L22JB70
2047-01-10
4.950000
232000.00
257086.16
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 23
213800LBQA1Y9L22JB70
2023-01-10
3.684000
3705000.00
3817582.60
Corporate Debt Securities
BANCO SANTANDER S A SR 144A NT 22
SCRYQ25DTVRHYYMM6P89
2022-11-09
4.125000
150000.00
155235.94
Corporate Debt Securities
CORPBANCA SR NT 3.125%18
549300DDPTTIZ06NIV06
2018-01-15
3.125000
2881000.00
2916058.17
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA SR NT 1.625%18
2018-03-12
1.625000
535000.00
536937.15
Corporate Debt Securities
COCA COLA ENTERPRISES INC NEW SR NT 3.25%21
2021-08-19
3.250000
721000.00
746759.93
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR GLBL NT 20
207ALC1P1YM0OVDV0K75
2020-01-31
2.350000
14008000.00
14081935.00
Corporate Debt Securities
TELEKOM MALAYSIA BHD SR GLBL REGS 25
2025-08-01
7.875000
200000.00
262512.25
Corporate Debt Securities
STATE BANK OF INDIA LONDON SR REGS NT 24
2024-04-17
4.875000
250000.00
273163.23
Corporate Debt Securities
STATE BANK OF INDIA LONDON SR REGS NT 19
2019-04-17
3.622000
380000.00
386671.39
Corporate Debt Securities
PETRONAS CAPITAL LIMITED
2019-08-12
5.250000
1021000.00
1085190.27
Corporate Debt Securities
SK TELECOM CO LTD NT REGS 6.625%27
9884003WEA1PHW006037
2027-07-20
6.625000
9625000.00
12351989.76
Corporate Debt Securities
KOREA HYDRO & NUCLEAR PWR CO SR REGS BD 19
2019-10-28
2.375000
250000.00
248842.78
Corporate Debt Securities
BBVA BANCOMER S A INST DE BANC SR 144A NT 24
2024-04-10
4.375000
455000.00
477102.26
Corporate Debt Securities
BBVA BANCOMER SA INSTITUCION DE BANCA MULTIPLE GR
2021-03-10
6.500000
325000.00
358944.44
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 6.82%37
ODVCVCQG2BP6VHV36M30
2037-11-15
6.820000
8138000.00
10748277.06
Corporate Debt Securities
AMERICA MOVIL SAB DE CV GTD SR NT 5%19
5493000FNR3UCEAONM59
2019-10-16
5.000000
270000.00
285060.90
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT4.5%34
5493001NTNQJDH60PM02
2034-11-28
4.500000
1553000.00
1724513.32
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT2.5%19
5493001NTNQJDH60PM02
2019-11-28
2.500000
350000.00
351042.61
Corporate Debt Securities
GERDAU HOLDINGS INC
2020-01-20
7.000000
218000.00
240078.56
Corporate Debt Securities
TRANPORT DE GAS DE4L PERUS
2028-04-30
4.250000
210000.00
217568.75
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SR GLBL REGS 19
2019-07-15
3.250000
523000.00
537219.06
Corporate Debt Securities
COMPANIA DE TELECOMUNICS CHILE SR GLBL REGS 22
2022-10-12
3.875000
525000.00
545982.50
Corporate Debt Securities
INVERSIONES CMPC S A GLBL REGS NT 22
549300G475ACIABB4385
2022-04-25
4.500000
360000.00
377767.80
Corporate Debt Securities
INVERSIONES CMPC SR REGS NT 19
549300G475ACIABB4385
2019-11-05
6.125000
271000.00
291393.69
Corporate Debt Securities
INVERSIONES CMPC SR GLBL REGS 23
549300G475ACIABB4385
2023-05-15
4.375000
374000.00
389043.37
Corporate Debt Securities
GRUPO BIMBO SAB DE CV GTD SR NT REGS20
5493000RIXURZEBFEV60
2020-06-30
4.875000
499000.00
537149.80
Corporate Debt Securities
GRUPO BIMBO SAB DE CV SR REGS NT4.5%22
5493000RIXURZEBFEV60
2022-01-25
4.500000
110000.00
118534.35
Corporate Debt Securities
ICICI BK LTD HONG KONG BRH GLBL REGS BD 20
2020-11-16
5.750000
225000.00
243311.87
Corporate Debt Securities
GS CALTEX CORP SR GLBL REGS 18
988400KLBPXB4WMBUX18
2018-10-01
3.250000
200000.00
201859.28
Corporate Debt Securities
BANK OF CHINA SUB NT REGS 20
KNPC1X7GHDZW8U2ZSF89
2020-02-11
5.550000
5440000.00
5838774.66
Corporate Debt Securities
BHARTI AIRTEL LIMITED SR REGS NT 25
335800KQ1FPKOQ84OR26
2025-06-10
4.375000
1110000.00
1149282.59
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 3.2%21
UDSQCVRUX5BONN0VY111
2021-01-15
3.200000
2044000.00
2103521.28
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 20
UDSQCVRUX5BONN0VY111
2020-01-09
2.681000
4050000.00
4111967.36
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 18
UDSQCVRUX5BONN0VY111
2018-01-09
2.145000
1095000.00
1104648.32
Corporate Debt Securities
FOMENTO ECONOMICO MEXICANO SAB SR GLBL NT 23
549300A8MDWDJNMLV153
2023-05-10
2.875000
518000.00
514211.98
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 5.875%21
UDSQCVRUX5BONN0VY111
2021-08-02
5.875000
769000.00
865138.03
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 5%18
UDSQCVRUX5BONN0VY111
2018-05-15
5.000000
340000.00
345505.73
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 3.339%22
UDSQCVRUX5BONN0VY111
2022-03-28
3.339000
2030000.00
2071737.82
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 20
UDSQCVRUX5BONN0VY111
2020-03-27
2.459000
245000.00
245503.05
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT4.3%26
MLU0ZO3ML4LN2LL2TL39
2026-03-08
4.300000
418000.00
449147.04
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT3.4%21
MLU0ZO3ML4LN2LL2TL39
2021-03-08
3.400000
617000.00
637567.35
Corporate Debt Securities
GRUPO TELEVISA SA SR GLBL NT 6%18
2018-05-15
6.000000
199000.00
202962.09
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 17
UDSQCVRUX5BONN0VY111
2017-12-06
1.724000
3890000.00
3922491.87
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 24
UDSQCVRUX5BONN0VY111
2024-09-08
3.664000
443000.00
449988.67
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR NT 1.65%18
207ALC1P1YM0OVDV0K75
2018-02-05
1.650000
565000.00
567746.37
Corporate Debt Securities
CNOOC NEXEN FINANCE ULC SR NT 4.25%24
2024-04-30
4.250000
14766000.00
15738513.37
Corporate Debt Securities
DEUTSCHE TELEKOM INTL FIN B V SR 144A NT3.6%27
529900ERDFHS6C1M4U58
2027-01-19
3.600000
1030000.00
1051331.30
Corporate Debt Securities
DAIMLER FIN NORTH
2021-09-15
3.875000
5000000.00
5265914.58
Corporate Debt Securities
DAIMLER FIN NORTH AMER LLC
2018-01-11
1.875000
710000.00
715267.90
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE GLBL 144A NT 23
549300UVMBCBCIPSUI70
2023-08-13
4.500000
406000.00
440321.21
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE SR 144A NT 3%22
549300UVMBCBCIPSUI70
2022-07-17
3.000000
280000.00
283293.73
Corporate Debt Securities
FIVE CORNERS FDG TR SR 144A NT 23
2023-11-15
4.419000
1645000.00
1772818.56
Corporate Debt Securities
FIFTH THIRD BK CIN OHIO MTN BE SR GLBL NT 21
QFROUN1UWUYU0DVIWD51
2021-10-01
2.875000
510000.00
518609.72
Corporate Debt Securities
FIFTH THIRD BK CIN OHIO MTN BE SR NT 2.3%19
QFROUN1UWUYU0DVIWD51
2019-03-15
2.300000
795000.00
801448.78
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR GLBL 144A 24
549300YP3P0JZBLIV197
2024-10-30
4.375000
220000.00
230871.48
Corporate Debt Securities
DEUTSCHE TELEKOM INTL FIN B V SR 144A NT1.5%19
529900ERDFHS6C1M4U58
2019-09-19
1.500000
200000.00
197885.67
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 21
UDSQCVRUX5BONN0VY111
2021-03-18
3.336000
1425000.00
1464062.10
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL BD 19
UDSQCVRUX5BONN0VY111
2019-03-12
2.375000
1075000.00
1081123.02
Corporate Debt Securities
HSBC HOLDINGS PLC 4.375% SUBORDINATED NOTES DUE 1
MLU0ZO3ML4LN2LL2TL39
2026-11-23
4.375000
520000.00
540602.76
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 25
MLU0ZO3ML4LN2LL2TL39
2025-08-18
4.250000
843000.00
887292.62
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT3.6%23
MLU0ZO3ML4LN2LL2TL39
2023-05-25
3.600000
658000.00
680240.40
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 21
MLU0ZO3ML4LN2LL2TL39
2021-05-25
2.950000
1162000.00
1176059.88
Corporate Debt Securities
HSBC HLDGS PLC SUB NT 4.25%24
MLU0ZO3ML4LN2LL2TL39
2024-03-14
4.250000
330000.00
346979.23
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 23
MLU0ZO3ML4LN2LL2TL39
2023-03-13
3.262000
374000.00
382993.60
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR REG S SR GLBL REGS 18
2018-02-21
4.700000
670000.00
682123.65
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR 144A FR 4.8%052219
2019-05-22
4.800000
700000.00
721893.67
Corporate Debt Securities
ICICI BANK LTD HONG KONG BRANC SR GLBL 144A 20
2020-11-16
5.750000
400000.00
432554.44
Corporate Debt Securities
HUTCHISON WHAMPOA INTL GTD SR NT 144A33
2033-11-24
7.450000
150000.00
215953.75
Corporate Debt Securities
HSBC USA INC NEW SUB NT 5%20
549300LBOHZ4QSIWU288
2020-09-27
5.000000
169000.00
181200.11
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S SR GLBL REGS 18
2018-07-29
2.875000
1545000.00
1563622.18
Corporate Debt Securities
KOREA FINANCE CORP SR NT 2.875%18
549300ML2LNRZUCS7149
2018-08-22
2.875000
250000.00
252886.60
Corporate Debt Securities
KOMMUNINVEST I SVERIGE AB -1899 144A NT 19
EV2XZWMLLXF2QRX0CD47
2019-09-17
1.125000
1700000.00
1678174.12
Corporate Debt Securities
KEYBANK NATIONAL ASSOCIATION SR NT 2.25%20
HUX2X73FUCYHUVH1BK78
2020-03-16
2.250000
1103000.00
1107527.82
Corporate Debt Securities
JD COM INC SR NT 3.875%26
549300HVTWB0GJZ16V92
2026-04-29
3.875000
3000000.00
3019940.42
Corporate Debt Securities
INTERNATIONAL CCE INC SR GLBL NT3.5%20
2020-09-15
3.500000
847000.00
879162.00
Corporate Debt Securities
METLIFE INC SR NT 5.875%41
C4BXATY60WC6XEOZDX54
2041-02-06
5.875000
1183000.00
1535763.70
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT 19
H7FNTJ4851HG0EXQ1Z70
2019-09-05
2.350000
350000.00
353041.01
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT2.7%20
H7FNTJ4851HG0EXQ1Z70
2020-08-17
2.700000
725000.00
736581.88
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT 19
H7FNTJ4851HG0EXQ1Z70
2019-01-22
2.050000
200000.00
201361.78
Corporate Debt Securities
LAFARGEHOLCIM FIN US LLC SR GLBL 144A 46
2046-09-22
4.750000
9250000.00
9807610.55
Corporate Debt Securities
MORGAN STANLEY SR -F NT 5.5%20
IGJSJL3JD5P30I6NJZ34
2020-07-24
5.500000
708000.00
775656.48
Corporate Debt Securities
MONDELEZ INTL HLDGS NETH B V 144A NT 2%21
549300CW356R8I7N8D33
2021-10-28
2.000000
1220000.00
1190485.49
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC 144A NT21
2021-09-15
1.950000
3079000.00
3032514.80
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 3.875%041122
2022-04-11
3.875000
6322000.00
6677892.60
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 3%011023
2023-01-10
3.000000
4114000.00
4214285.61
Corporate Debt Securities
MITSUBISHI TR & BKG CORP N Y SR REGS NT 19
JBONEPAGQXF4QP29B387
2019-10-16
2.450000
400000.00
402337.78
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR NT REG S 18
C3GTMMZIHMY46P4OIX74
2018-09-09
2.700000
200000.00
202403.00
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR GLBL REGS 23
C3GTMMZIHMY46P4OIX74
2023-02-26
3.200000
450000.00
460523.50
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR REGS NT 44
2044-05-07
4.850000
300000.00
351239.58
Corporate Debt Securities
BBVA BANCOMER S A INST DE BANC SR REGS NT 24
2024-04-10
4.375000
493000.00
516948.16
Corporate Debt Securities
BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GR
2021-03-10
6.500000
359000.00
396495.56
Corporate Debt Securities
BANCO SANTANDER (MEXICO) S.A. SUB REGS NT 22
SCRYQ25DTVRHYYMM6P89
2022-11-09
4.125000
262000.00
271145.44
Corporate Debt Securities
BANCO LATINOAMERICANO DE SR REGS NT 20
549300CN3134K4LC0651
2020-05-07
3.250000
830000.00
846497.40
Corporate Debt Securities
BANCO INTERNACIONAL DEL PERU S A A
2020-10-07
5.750000
641000.00
701712.49
Corporate Debt Securities
BANCO DAVIVIENDA SA SR GLBL REGS 18
549300P161V4IPKAQS70
2018-01-29
2.950000
419000.00
423154.50
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 43
549300UVMBCBCIPSUI70
2043-10-18
5.625000
345000.00
420359.21
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 42
549300UVMBCBCIPSUI70
2042-07-17
4.250000
360000.00
367837.70
Corporate Debt Securities
CENCOSUD S A SR REGS NT 25
549300NLTGCFV7482429
2025-02-12
5.150000
443000.00
477655.89
Corporate Debt Securities
CENCOSUD S A SR GLBL REGS 23
549300NLTGCFV7482429
2023-01-20
4.875000
1001000.00
1069882.98
Corporate Debt Securities
CENCOSUD S A GTD SR REGS 21
549300NLTGCFV7482429
2021-01-20
5.500000
2750000.00
2993680.55
Corporate Debt Securities
BBVA BANCOMER INSTITUION DE BANCA MULTIPLE
2022-09-30
6.750000
843000.00
964349.85
Corporate Debt Securities
PERNOD RICARD S A SR NT 144A 21
52990097YFPX9J0H5D87
2021-04-07
5.750000
528000.00
586874.79
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 1.8%18
AD6GFRVSDT01YPT1CS68
2018-11-05
1.800000
1259000.00
1259931.66
Corporate Debt Securities
NORDEA BK AB MTN 144A SR 144A NT2.5%20
6SCPQ280AIY8EP3XFW53
2020-09-17
2.500000
5000000.00
5041497.22
Corporate Debt Securities
MUNICIPALITY FINANCE PLC HELSI SR 144A 19
529900HEKOENJHPNN480
2019-09-16
1.125000
1292000.00
1274599.99
Corporate Debt Securities
PRICOA GLBL FDG I MTN 144A SR 144A NT 19
2019-09-13
1.450000
1165000.00
1152454.57
Corporate Debt Securities
PHARMACIA CORP SR DEB 6.5%18
2018-12-01
6.500000
439000.00
472693.00
Corporate Debt Securities
PETRONAS CAP LTD SR 144A NT 19
2019-08-12
5.250000
100000.00
106287.00
Corporate Debt Securities
PERRIGO FINANCE PLC SR GLBL NT3.5%21
549300E86RB6YCTMRM83
2021-03-15
3.500000
373000.00
382239.83
Corporate Debt Securities
PERRIGO FINANCE PLC SR NT 3.5%21
549300E86RB6YCTMRM83
2021-12-15
3.500000
372000.00
384890.42
Corporate Debt Securities
PERRIGO CO LTD SR GLBL NT 4%23
549300IFOQS6R1QLY196
2023-11-15
4.000000
550000.00
568258.17
Corporate Debt Securities
TENCENT HLDGS LTD SR GLBL REGS 25
2025-02-11
3.800000
564000.00
592620.49
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 23
549300F5XIFGNNW4CF72
2023-01-10
3.571000
19781000.00
20401079.42
Corporate Debt Securities
ROCHE HLDGS INC SR 144A NT 4%44
PVJRP0EQNV6OGDPZGY95
2044-11-28
4.000000
675000.00
712302.00
Corporate Debt Securities
ROCHE HLDGS INC SR FL 144A NT 19
PVJRP0EQNV6OGDPZGY95
2019-09-30
1.675000
200000.00
201373.64
Corporate Debt Securities
CHINA CINDA FIN 2014 LTD SR REGS NT 24
2024-05-14
5.625000
2544000.00
2846532.48
Corporate Debt Securities
HARVEST OPERATIONS CORP SR GLBL REGS 18
B1EEF6ML54YDWRC6ZK53
2018-05-14
2.125000
428000.00
427650.94
Corporate Debt Securities
WEA FIN LLC/ WESTFIELD UK & EU SR 144A NT 44
2044-09-17
4.750000
1060000.00
1110670.06
Corporate Debt Securities
UNILEVER CAP
2021-02-10
4.250000
346000.00
371118.25
Corporate Debt Securities
UBS GROUP AG SR 144A NT 3%21
2021-04-15
3.000000
263000.00
266555.76
Corporate Debt Securities
UBS AG STAMFORD BRH SR NT 1.8%18
2018-03-26
1.800000
1435000.00
1440338.20
Corporate Debt Securities
GERDAU TRADE INC
2021-01-30
5.750000
478000.00
523609.17
Corporate Debt Securities
FRESNILLO PLC LONDON SR REGS NT5.5%23
549300JXWH1UV5J0XV81
2023-11-13
5.500000
300000.00
330029.17
Corporate Debt Securities
FRANSHION DEVELOPMENT LTD SR GLBL REGS 21
2021-04-15
6.750000
409000.00
455064.65
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT 19
2019-05-14
2.750000
200000.00
200838.44
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT3.4%23
2023-04-16
3.400000
486000.00
496709.28
Corporate Debt Securities
CHINA CINDA FIN 2015 I LTD REGS NT 4.25%25
2025-04-23
4.250000
351000.00
364396.99
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -A REGS NT 20
2020-05-13
2.875000
200000.00
200755.53
Corporate Debt Securities
HUTCHISON WHAMPOA INTL 12 LTD REGS NT 3.25%22
2022-11-08
3.250000
200000.00
203707.22
Corporate Debt Securities
HUTCHISON WHAMPOA REGS NT 3.625%24
2024-10-31
3.625000
5200000.00
5382524.33
Corporate Debt Securities
HUTCHISON WHAMPOA INTL LTD GTD SR REG S 22
2022-01-13
4.625000
410000.00
445920.38
Corporate Debt Securities
HUTCHISON WHAMPOA SR GLBL C REGS27
2027-08-01
7.500000
300000.00
406926.50
Corporate Debt Securities
GRUPOSURA FINANCE SR GLBL REGS 21
2021-05-18
5.700000
638000.00
685467.20
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 2012 LTD
2042-05-17
4.875000
2146000.00
2417705.95
Corporate Debt Securities
SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22
2022-05-17
3.900000
1923000.00
2005301.20
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 43
2043-04-24
4.250000
4450000.00
4559292.00
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 23
2023-04-24
3.125000
10337000.00
10384498.52
Corporate Debt Securities
SINOCHEM OVERSEAS CAPITAL COMPANY LIMIT
2040-11-12
6.300000
130000.00
168759.50
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -B REGS NT 25
2025-05-13
3.750000
200000.00
205380.17
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR REGS NT 24
2024-05-07
4.125000
357000.00
380189.08
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 43
2043-05-22
4.375000
200000.00
216498.44
Corporate Debt Securities
SINOPEC GRP OVSEAS DEV 2015 SR REGS NT4.1%45
2045-04-28
4.100000
294000.00
296879.57
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43
2043-10-17
5.375000
5868000.00
7122579.22
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 23
2023-10-17
4.375000
200000.00
215169.14
Corporate Debt Securities
SUAM FINANCE BV SR REGS NT 24
2024-04-17
4.875000
2055000.00
2212871.09
Corporate Debt Securities
ENEL FIN INTL S A SR 144A BD 6%39
0YQH6LCEF474UTUV4B96
2039-10-07
6.000000
141000.00
172715.60
Corporate Debt Securities
PEPSI BOTTLING GROUP INC GTD SR NT 7%29
DH19ZBW4LH3FCX1QFM39
2029-03-01
7.000000
584000.00
802828.04
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 18
2018-10-17
2.500000
200000.00
200979.22
Corporate Debt Securities
ALFA SA DE CV ALFA SR REGS NT 24
549300ZCGJ6T8YDJ4M34
2024-03-25
5.250000
496000.00
528601.67
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 19
UDSQCVRUX5BONN0VY111
2019-05-03
2.021000
400000.00
398706.30
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 19
UDSQCVRUX5BONN0VY111
2019-03-28
2.262000
400000.00
401090.27
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 1.897%19
UDSQCVRUX5BONN0VY111
2019-08-12
1.897000
285000.00
284190.89
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC SR 144A NT 2%18
549300423Z16BB673J12
2018-08-03
2.000000
480000.00
483432.00
Corporate Debt Securities
ING BANK NV SR 144A NT1.8%18
3TK20IVIUJ8J3ZU0QE75
2018-03-16
1.800000
1000000.00
1003750.00
Corporate Debt Securities
LAFARGEHOLCIM FIN US LLC SR GLBL 144A 26
2026-09-22
3.500000
951000.00
950458.99
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC 144A NT20
2020-12-03
2.500000
1400000.00
1425930.33
Corporate Debt Securities
NORDEA BK AB MTN 144A SR 144A NT 18
6SCPQ280AIY8EP3XFW53
2018-09-17
1.875000
1000000.00
1003692.08
Corporate Debt Securities
SIEMENS FIN NV SR 144A NT 2%23
TAFO772JB70PDRN5VS48
2023-09-15
2.000000
745000.00
718974.67
Corporate Debt Securities
SIEMENS FIN NV SR 144A NT1.7%21
TAFO772JB70PDRN5VS48
2021-09-15
1.700000
4876000.00
4782925.29
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 20
2020-10-30
4.625000
181000.00
191352.14
Corporate Debt Securities
Y
2018-03-05
2018-03-05
2018-04-16
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0188
230930861.70
230930861.70
0.0064
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 1.030000%
NQQ6HPCNCCU6TUTQYE16
0000009622
927RLB004_1.03_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2023-12-31
2.250000
47290500.00
47851110.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-11-15
2.250000
43028200.00
42577525.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-15
1.750000
54555000.00
54415551.32
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
142000000.00
142000000.00
0.0039
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.570000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DGC008_1.57_0122
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SANTANDER DRIVE AUTO 2017-1 E 20240715 5.0
2024-07-15
5.050000
192374.00
198917.50
Asset-Backed Securities
CIFC FUNDING LTD 2016-I E 20281023 FLT
2028-10-23
8.112500
1000000.00
1040273.19
Asset-Backed Securities
CATAMARAN CLO LTD 2014-2 D 20261018 FLT
2026-10-18
6.203900
503484.00
498860.95
Asset-Backed Securities
HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT
2037-01-25
1.518600
3625006.00
2538356.21
Asset-Backed Securities
PARSLEY ENERGY LLC SR 144A NT 27
2027-10-15
5.625000
5500000.00
5635808.75
Corporate Debt Securities
TULLOW OIL PLC SR GLBL 144A 20
2138003EYHWO75RKS857
2020-11-01
6.000000
7829000.00
7925557.67
Corporate Debt Securities
BARCLAYS PLC
213800LBQA1Y9L22JB70
2099-12-31
8.250000
2628000.00
2815658.91
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
10080000.00
8918574.00
Corporate Debt Securities
DEUTSCHE BANK A G SUB GLBL NT 28
7LTWFZYICNSX8D621K86
2028-05-24
4.296000
219000.00
217993.91
Corporate Debt Securities
CITGO HOLDING INC SR SEC GLBL 20
2020-02-15
10.750000
7200000.00
7779000.01
Corporate Debt Securities
CITIGROUP INC PERP SR -P BD
6SHGI4ZSSLCXXQSBB395
2099-12-31
5.950000
8000000.00
8639833.33
Corporate Debt Securities
PETROBRAS GLOB FIN SR GLBL REGS 28
549300FNENFFSMO3GT38
2028-01-27
5.999000
9660000.00
10007726.99
Corporate Debt Securities
UNICREDIT SPA FR 5.861%061932
549300TRUWO2CD2G5692
2032-06-19
5.861000
328000.00
359301.60
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT2.8%23
5493004T21MOAFINJP35
2023-07-21
2.800000
3000000.00
2682610.00
Corporate Debt Securities
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-12-26
6.327500
119258.00
137755.28
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-10-25
5.977500
403211.00
454298.43
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
6.328600
2568719.00
2352452.76
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
6.328600
209898.00
194577.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
3.827500
1755319.00
1769429.97
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
8.078600
8675.00
10205.51
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 01/29
2029-01-25
5.778600
68117.00
75152.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.977500
397740.00
400425.76
Private Label Collateralized Mortgage Obligations
Y
2018-01-04
2018-01-04
2018-01-22
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0157
55984023.20
55984023.20
0.0016
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.030000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.03_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2018-12-15
1.250000
100.00
100.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-10-31
2.250000
100.00
100.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-31
2.125000
100000000.00
101276185.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-07-31
1.125000
100.00
97.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-07-31
1.125000
3821200.00
3720815.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.132900
200.00
200.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.625000
29029600.00
29022246.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-01-31
1.375000
3096100.00
3059530.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-08-15
3.125000
56156500.00
60064783.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2029-08-15
6.125000
54428100.00
75884492.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2039-02-15
3.500000
19032500.00
21742092.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-30
1.750000
17800.00
17794.44
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
289000000.00
289000000.00
0.0080
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.050000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
986000.00
730468.24
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.500000
23479760.00
14203694.89
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
6000000.00
2557791.25
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.500000
17400000.00
3788879.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ9872
2043-01-01
3.500000
1046431.00
623679.97
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
3589487.00
2004428.34
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
3254040.00
2291467.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6759
2046-03-01
3.500000
2818804.00
2517962.22
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
1748620.00
1593786.83
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2031-01-01
3.000000
7492990.00
6490600.69
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-04-01
4.000000
1033746.00
746861.13
Agency Mortgage-Backed Securities
GNMA
2041-06-20
3.250000
1103.00
63.02
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-01
3.500000
16682768.00
10063676.33
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2034-05-01
3.500000
25782752.00
14475574.11
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.500000
1011791.00
525832.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ1532
2045-05-01
4.500000
1220883.00
1005279.69
Agency Mortgage-Backed Securities
GNII SF MA3309 M
2045-12-20
3.000000
19109300.00
14588671.16
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
1122650.00
558600.80
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
33553293.00
16960170.78
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
9461904.00
4233424.55
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.500000
8058599.00
2080751.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY3140
2045-06-01
4.000000
2916190.00
1857725.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5317
2044-03-01
4.500000
18634208.00
9479502.94
Agency Mortgage-Backed Securities
FNMS 03.500 CTAS3958
2034-12-01
3.500000
7054624.00
4062122.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX8716
2045-01-01
4.000000
2176080.00
1349409.46
Agency Mortgage-Backed Securities
03.000 FGPC U70374 G
2028-04-01
3.000000
1187862.00
751585.62
Agency Mortgage-Backed Securities
04.500 FGPC A95236 G
2040-11-01
4.500000
1328823.00
568500.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ3309
2045-06-01
4.000000
1593114.00
1561317.46
Agency Mortgage-Backed Securities
03.500 FGPC Q32685 G
2045-04-01
3.500000
1846640.00
1608672.61
Agency Mortgage-Backed Securities
04.000 FGPC Q17567 G
2043-04-01
4.000000
14734878.00
10190531.99
Agency Mortgage-Backed Securities
04.000 FGPC Q51779 G
2047-10-01
4.000000
8578280.00
8993989.11
Agency Mortgage-Backed Securities
04.000 FGPC Q50602 G
2047-09-01
4.000000
2069484.00
2192839.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9470
2046-07-01
4.000000
2216000.00
2058758.19
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL2877
2028-01-01
3.500000
138457.00
60428.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR2704
2043-04-01
3.500000
130274.00
79571.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO8564
2042-07-01
4.000000
1658278.00
1010195.25
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL8240
2031-03-01
3.000000
86459.00
69694.47
Agency Mortgage-Backed Securities
FNMS 03.500 CRAS7969
2046-09-01
3.500000
600000.00
534539.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS7568
2046-07-01
4.500000
35000.00
28330.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7384
2046-06-01
3.500000
1132728.00
999966.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6196
2045-11-01
3.500000
700000.00
549796.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY0233
2045-02-01
4.000000
2127959.00
1493797.94
Agency Mortgage-Backed Securities
FNMS 03.000 CIAU9743
2030-05-01
3.000000
1740576.00
1159891.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9917
2047-07-01
4.000000
8456747.00
8787563.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8479
2047-01-01
3.000000
22684680.00
21743731.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ4434
2045-05-01
4.500000
1192433.00
843609.29
Agency Mortgage-Backed Securities
05.000 FGPC G30786 G
2028-02-01
5.000000
890810.00
508167.93
Agency Mortgage-Backed Securities
03.000 FGPC U70473 G
2028-05-01
3.000000
6594640.00
3888293.16
Agency Mortgage-Backed Securities
02.500 FGPC J34855 G
2031-07-01
2.500000
12477915.00
10218178.14
Agency Mortgage-Backed Securities
03.000 FGPC J33906 G
2031-03-01
3.000000
4623984.00
3550126.43
Agency Mortgage-Backed Securities
04.000 FGPC Q48576 G
2047-06-01
4.000000
1371834.00
1456267.52
Agency Mortgage-Backed Securities
04.500 FGPC Q36521 G
2045-10-01
4.500000
1716700.00
1585538.97
Agency Mortgage-Backed Securities
03.500 FGPC C91888 G
2036-08-01
3.500000
8495371.00
7276022.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ0322
2045-10-01
4.500000
1427671.00
952551.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ0392
2045-06-01
4.500000
1150513.00
970195.68
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3228
2047-11-01
3.000000
6597649.00
6585101.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7802
2047-08-01
3.500000
1717664.00
1774895.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7156
2047-04-01
4.000000
68322236.00
69987462.86
Agency Mortgage-Backed Securities
FNMS 03.000 CIBA3734
2030-11-01
3.000000
1407864.00
926143.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLAZ7417
2045-08-01
4.500000
1549793.00
1483669.82
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2022-12-31
2.125000
8815000.00
8899402.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-08-15
2.375000
9400.00
9532.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-31
1.000000
14953200.00
14920489.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-15
1.750000
10225200.00
10199063.24
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
320000000.00
320000000.00
0.0089
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.280000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.28_1205
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NELNET ED LN FDG 2005-3 B 20370922 FLT
2037-09-22
1.603100
9408133.00
3877724.98
Asset-Backed Securities
ECP CLO 2014 6 LTD ECP CLO 2014 6 LLC
2026-07-15
2.809200
10000000.00
10045334.30
Asset-Backed Securities
DRIVE AUTO RECV TR 2016-A D 20230515 4.8
2023-05-15
4.850000
8063783.00
8202923.84
Asset-Backed Securities
DRIVE AUTO REC TR 2015-A D 20220715 4.1
2022-07-15
4.120000
4620000.00
4708430.80
Asset-Backed Securities
DT AUTO OWNER TRUST 2017-3 C 20230515 3.0
2023-05-15
3.010000
11000000.00
10957564.93
Asset-Backed Securities
DT AUTO OWNER TR 2016-2 D 20221115 5.4
2022-11-15
5.430000
3735093.00
3860436.74
Asset-Backed Securities
MADISON PRK FDG XVIII 2015-18R A-1-R 20301021 FLT
2030-10-21
2.552500
27713345.00
27968149.96
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
10660000.00
10772545.79
Asset-Backed Securities
GALAXY CLO XV 2013-15R A-R 20301015 FLT
2030-10-15
2.559200
190954.00
176310.67
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 C 20320318 FLT
2032-03-18
3.789000
576.00
578.07
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B C 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
1.720000
19641818.00
6102863.02
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-3 20320615 FLT
2032-06-15
1.280000
5650000.00
5703882.17
Asset-Backed Securities
TGIF FDG LLC
2047-04-30
6.202000
9614044.00
9752599.21
Asset-Backed Securities
SYMPHONY CLO VIII LTD PARTNERSHIP SYMPHON
2023-01-09
5.400300
14850000.00
14966132.89
Asset-Backed Securities
SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1
549300DU4YUH6HNZIN98
2022-01-18
4.120000
17910316.00
18119088.79
Asset-Backed Securities
DRYDEN 45 SR LN FD 2016-45 B 20270715 FLT
2027-07-15
3.159200
29275372.00
27355411.35
Asset-Backed Securities
GALAXY XVII CLO LTD
2026-07-15
3.159170
12797261.00
11429604.92
Asset-Backed Securities
CRESTLINE DANALI CLO XIV LTD CRESTLINE DANALI CLO
2028-10-23
3.312500
22875000.00
22305401.38
Asset-Backed Securities
BRISTOL PK CLO LTD 2016-1 B 20290416 FLT
2029-04-16
3.259200
992178.00
988796.09
Asset-Backed Securities
BRISTOL PK CLO LTD 2016-1 C 20290416 FLT
2029-04-16
3.959200
23046205.00
21434675.74
Asset-Backed Securities
ALM VIII LTD ALM VIII LLC
2028-10-16
3.159200
10518214.00
10565158.97
Asset-Backed Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
3.753890
19000000.00
16188304.00
Asset-Backed Securities
OCTAGON INV PTNS XXI 2014-21R B-R 20261116 FLT
2026-11-16
4.012900
17530212.00
16796651.63
Asset-Backed Securities
MADISON PARK FDG XXII 2016-22 C 20291025 FLT
2029-10-25
3.767400
22500000.00
20472812.31
Asset-Backed Securities
MADISON PARK FDG X 2012-10R C-R 20290122 FLT
2029-01-22
3.962600
13514346.00
13304221.64
Asset-Backed Securities
MADISON PARK FDG X 2012-10R B-R 20290122 FLT
2029-01-22
3.262600
29726787.00
29940905.06
Asset-Backed Securities
KKR CLO 15 LTD 2016-15 B 20281018 FLT
2028-10-18
3.153900
24408331.00
24890237.81
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR2 C 20361017 4.7
2036-10-17
4.705000
328373.00
350936.37
Asset-Backed Securities
NORTHSTAR EDUCATION FIN 2002 A-3 20420401 FLT
2042-04-01
2.117000
5750000.00
5196876.04
Asset-Backed Securities
ALM VIII LTD ALM VIII LLC
2028-10-16
3.959200
23425364.00
22743568.45
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2017-2 D 20221215 3.2
2022-12-15
3.280000
5000000.00
4976811.83
Asset-Backed Securities
BANK OF AMERICA FUNDING CORPORATION 2002-1
9DJT3UXIJIZJI4WXO774
2027-11-25
4.183000
11000.00
11465.64
Corporate Debt Securities
BANK AMER CORP FR 2.625%101920
9DJT3UXIJIZJI4WXO774
2020-10-19
2.625000
3171000.00
3197096.01
Corporate Debt Securities
BANK AMER CORP FR 2.65%040119
9DJT3UXIJIZJI4WXO774
2019-04-01
2.650000
11000.00
11129.06
Corporate Debt Securities
ATMOS ENERGY CORP SR GLBL NT8.5%19
QVLWEGTD2S8GJMO8D383
2019-03-15
8.500000
1813000.00
1989710.09
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE CR SEN NT 8%39
549300CRGMZK3K53BF92
2039-11-15
8.000000
676000.00
1056171.13
Corporate Debt Securities
ENTERPRISE PRODS OPER LP JR SB NT7.034%68
5493004LGN656HWLDA30
2068-01-15
7.034000
274000.00
281912.44
Corporate Debt Securities
ENTERPRISE PRODS OPER LP JR SB NT7.034%68
5493004LGN656HWLDA30
2068-01-15
7.034000
684000.00
703752.21
Corporate Debt Securities
ENTERPRISE PRODS OPER LP JR SB NT7.034%68
5493004LGN656HWLDA30
2068-01-15
7.034000
883000.00
908498.83
Corporate Debt Securities
AT&T INC SR GLBL NT3.8%24
549300Z40J86GGSTL398
2024-03-01
3.800000
2000.00
2071.37
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 4.625%010721
3C7474T6CDKPR9K6YT90
2021-01-07
4.625000
13000.00
14074.34
Corporate Debt Securities
MORGAN STANLEY FR 7.3%051319
IGJSJL3JD5P30I6NJZ34
2019-05-13
7.300000
450000.00
483658.75
Corporate Debt Securities
MORGAN STANLEY FR 4.375%012247
IGJSJL3JD5P30I6NJZ34
2047-01-22
4.375000
765000.00
828767.00
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
1000.00
1053.96
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 2.75%120920
2020-12-09
2.750000
9529000.00
9776873.11
Corporate Debt Securities
MP ENVIRONMENTAL FDG LLC SR SEC AMZ -A 21
2021-07-15
5.232500
1000.00
531.72
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 2.2%052620
UE2136O97NLB5BYP9H04
2020-05-26
2.200000
134000.00
134007.30
Corporate Debt Securities
ENEL AMERICAS S A SR NT 4%26
549300LKH11TFCJLZK20
2026-10-25
4.000000
1000000.00
1018888.89
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 23
549300G0CFPGEF6X2043
2023-03-01
2.050000
54000.00
53298.43
Corporate Debt Securities
FNMA CONN AVE SECS 2017-C07 1M-1 20300525 FLT
2030-05-25
1.893300
8445798.00
6648982.62
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2M-2 20300525 FLT
2030-05-25
3.743300
853239.00
854085.27
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1B-1 20300525 FLT
2030-05-25
5.243300
1000000.00
1000162.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-2 20280725 FLT
2028-07-25
4.227500
2300000.00
2367764.95
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2006-8 3-A3 20360625 FLT
2036-06-25
4.623000
39683.00
15136.90
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.453100
2248.00
682.64
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 01/29
2029-01-25
5.778600
1242.00
1370.29
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
5.727500
14980.00
16854.69
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
6.028600
2962.00
3358.64
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2025-03-25
5.127500
1336.00
1437.94
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
6.328600
360436.00
330090.08
Private Label Collateralized Mortgage Obligations
HVMLT
2036-03-19
1.477800
18360.00
3662.87
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
4.227500
170337.00
172956.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-1 20291126 FLT
2029-11-26
2.177500
4901.00
4715.59
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.177500
50887.00
51853.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-1 20291126 FLT
2029-11-26
2.177500
672520.00
647077.22
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-10-25
6.577500
986588.00
1135307.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-1 20290925 FLT
2029-09-25
2.477500
807.00
772.98
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-25
6.827500
2750000.00
2905900.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
6.877500
24648.00
29324.63
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
4.727500
7.00
0.88
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2
2024-04-25
4.927500
1239.00
1360.27
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
13497092.00
2014418.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.328600
3570725.00
4174803.08
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
8.078600
55.00
64.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.328600
27146.00
26547.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.977500
2352153.00
2368036.02
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-10-25
5.977500
1267.00
1427.53
Private Label Collateralized Mortgage Obligations
MASTR ALTERNATIVE LOAN TRUST 2002 1
2036-02-25
2.028600
4.00
0.44
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR1 1A1B
2046-01-25
2.071400
5.00
0.81
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.340800
2506.00
1469.98
Private Label Collateralized Mortgage Obligations
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0128
375002100.00
375002100.00
0.0104
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.320000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.32_1206
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
METAL 2017-1 LTD B 20421015 6.5
2042-10-15
6.500000
4719174.00
4609031.26
Asset-Backed Securities
VOYA CLO 2014 3 LTD
5493000X4YEVJOIVRG48
2026-07-25
6.367400
188648.00
189470.61
Asset-Backed Securities
ACE SECS HEQ 2006-HE4 A-2C 20361025 FLT
2036-10-25
1.488600
16488000.00
4291920.25
Asset-Backed Securities
PARRALLEL 2015 1 LTD
2027-07-20
6.512600
756335.00
755793.78
Asset-Backed Securities
OPTION ONE MTG LN TR 2005-5 M-2 20351225 FLT
2035-12-25
1.748600
119729.00
101206.41
Asset-Backed Securities
OCTAGON INV PTNS XVIII 2013-18 D 20241216 FLT
2024-12-16
6.669000
381182.00
383035.88
Asset-Backed Securities
SCOF 2 LTD
2028-01-15
8.159170
173385.00
151481.45
Asset-Backed Securities
MS HEQ LN TR 2006-1 M-2 20351225 FLT
2035-12-25
1.768600
911794.00
723788.93
Asset-Backed Securities
SOUND PT CLO XII
549300EBWPUX52MGF160
2028-10-20
7.762600
541193.00
556602.86
Asset-Backed Securities
PROGRESS RESIDENTIAL 2017-SFR1TR
2034-08-17
5.350000
1371556.00
1411720.71
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT
2035-06-25
2.378600
99633.00
65192.71
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ2 M-5 20350525 FLT
2035-05-25
2.363600
93408.00
61568.25
Asset-Backed Securities
CATAMARAN CLO LTD 2014-2 D 20261018 FLT
2026-10-18
6.203900
1272268.00
1260585.87
Asset-Backed Securities
FLAGSHIP CLO VIII 2014-8 F 20260116 FLT
2026-01-16
7.209200
368150.00
342617.40
Asset-Backed Securities
CAIXA ECONOMICA
2018-10-03
4.500000
9085000.00
9272378.12
Corporate Debt Securities
EAGLE HOLDING CO. II LLC SR PIK 144A NT22
2022-05-15
7.625000
1500000.00
1531015.62
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR NT 5.625%24
2024-05-01
5.625000
346000.00
371580.21
Corporate Debt Securities
LAMB WESTON HLDGS INC SR GLBL 144A 24
5493005SMYID1D2OY946
2024-11-01
4.625000
1500000.00
1561838.54
Corporate Debt Securities
HOVNANIAN K ENTERPRISES INC SR AMRTZ NT 6%17
2017-12-01
0.00
17295422.00
17295422.00
Corporate Debt Securities
PARK AEROSPACE HLDGS LTD SR GLBL 144A 23
2023-03-15
4.500000
1500000.00
1491285.00
Corporate Debt Securities
ALGECO SCOTSMAN GLOBAL FIN SR SEC 144A NT18
5493000PLZTCKZAJDO03
2018-10-15
8.500000
3000000.00
2960625.00
Corporate Debt Securities
DEUTSCHE BANK A G SUB GLBL NT 28
7LTWFZYICNSX8D621K86
2028-05-24
4.296000
10817000.00
10767306.70
Corporate Debt Securities
DANA FING LUXEMBOURG S A R L SR 144A NT 25
222100DKCE3D036DQU13
2025-04-15
5.750000
1500000.00
1600481.25
Corporate Debt Securities
COBALT INTL ENERGY INC 2LIEN SR 144A23
549300LQHH5G4WPME241
2023-12-01
7.750000
45824.00
30651.20
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC. SR SEC 144A NT22
RLTHESQ0RNFQJWPBJN60
2022-01-01
7.000000
1170000.00
1265322.50
Corporate Debt Securities
UNICREDIT SPA FR 5.861%061932
549300TRUWO2CD2G5692
2032-06-19
5.861000
1555000.00
1703396.29
Corporate Debt Securities
SUNOCO LP/SUNOCO FIN CORP SR GLBL NT 21
2021-04-15
6.250000
2100000.00
2197781.25
Corporate Debt Securities
STENA INTL SA SR SEC 144A BD24
213800A4LTGG4W55QP46
2024-03-01
5.750000
2500000.00
2398038.19
Corporate Debt Securities
SPRINT CORP SR GLBL NT 23
549300ZTTY7CXOLJ6539
2023-09-15
7.875000
2000000.00
2195312.50
Corporate Debt Securities
SPRINT CORP SR GLBL NT 21
549300ZTTY7CXOLJ6539
2021-09-15
7.250000
2000000.00
2164208.33
Corporate Debt Securities
VALVOLINE FINCO TWO LLC SR 144A NT5.5%24
549300CMHPBEY6VPOT75
2024-07-15
5.500000
2000000.00
2171250.00
Corporate Debt Securities
VALEANT PHARMACEUTICALS INTL GTD SR NT 144A21
KOO0397YRO83WY5MGD97
2021-08-15
6.750000
1666000.00
1657149.37
Corporate Debt Securities
VRX ESCROW CORP SR 144A NT 23
B3BS7ACMDUWISF18KY76
2023-05-15
5.875000
611000.00
533829.43
Corporate Debt Securities
VRX ESCROW CORP SR 144A NT 25
B3BS7ACMDUWISF18KY76
2025-04-15
6.125000
136000.00
117491.25
Corporate Debt Securities
AMC NETWORKS INC SR GLBL NT 25
549300VGG9K75226LR46
2025-08-01
4.750000
495000.00
499451.56
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.25%051319
2019-05-13
4.250000
7550000.00
7697277.43
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
1388000.00
1480171.88
Corporate Debt Securities
BOXER PARENT CO INC SR PIK 144A NT19
5493006T045HLTF7YX04
2019-10-15
9.000000
1471000.00
1493065.00
Corporate Debt Securities
AVANTOR INC SR SEC GLBL 24
5493003VM0XB4U8YD238
2024-10-01
6.000000
1352000.00
1365294.67
Corporate Debt Securities
AMERICAN AXLE & MFG INC SR GLBL 144A 27
RY5TAKFOBLDUGX31MS24
2027-04-01
6.500000
850000.00
886679.86
Corporate Debt Securities
NEPTUNE FINCO CORP SR 144A NT 25
3HG2WD2W22M120IUNG49
2025-10-15
6.625000
1042000.00
1151247.19
Corporate Debt Securities
US WEST COMMUNICATIONS INC SR GLBL DEB 33
2033-09-15
6.875000
2141000.00
2051491.03
Corporate Debt Securities
CENOVUS ENERGY INC SR GLBL 144A 47
549300DK79J32SE1QE52
2047-06-15
5.400000
444345.00
470636.89
Corporate Debt Securities
DYNEGY INC NEW DEL SR NT 6.75%19
KBIQURE23BXCOWVJ9H03
2019-11-01
6.750000
270000.00
280918.13
Corporate Debt Securities
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-10-25
5.977500
20546904.00
23150226.87
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
6.877500
2013.00
2394.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
3.827500
2987199.00
3011213.03
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-07-25
4.878600
308721.00
327818.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.977500
249165.00
250847.50
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-12-26
6.327500
1664583.00
1922764.91
Private Label Collateralized Mortgage Obligations
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0132
107998455.60
107998455.60
0.0030
N
N
Y
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
0.0127
236003273.32
236003273.32
0.0066
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.390000%
0001142175
931WXW008
Certificate of Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0141
103995833.76
103995833.76
0.0029
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
0.0124
284064181.16
284064181.16
0.0079
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.020000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.02_1205
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLMA2863
2047-01-01
3.000000
43810280.00
41843723.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9846
2047-02-01
4.500000
152988216.00
131961450.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3209
2047-11-01
3.000000
37263993.00
37380721.59
Agency Mortgage-Backed Securities
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0102
204996699.50
204996699.50
0.0057
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.020000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.02_1206
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4510 M
2047-03-20
3.500000
10113448.00
10302043.43
Agency Mortgage-Backed Securities
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0102
9999782.00
9999782.00
0.0003
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.050000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.05_1204
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-02-15
0.750000
5290900.00
5241261.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-05-15
2.875000
1290000.00
1309429.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-10-31
1.750000
1939800.00
1936250.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
0.875000
370000.00
365623.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
3.125000
9321600.00
9521558.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-15
1.625000
11600.00
11592.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-02-29
2.125000
2019000.00
2018276.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-02-15
2.250000
200.00
199.14
U.S. Treasuries (including strips)
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0105
19999822.00
19999822.00
0.0006
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.050000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.05_1205
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBM2002
2047-10-01
4.000000
52430042.00
53134163.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8650
2047-01-01
3.000000
80279267.00
76672334.21
Agency Mortgage-Backed Securities
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0105
125998286.40
125998286.40
0.0035
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.060000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.06_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury Department
2028-11-15
5.250000
361400.00
460780.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-15
0.875000
1291000.00
1294630.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
0.875000
9042100.00
9040168.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-28
0.00
29664500.00
29637019.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-07
0.00
970800.00
970595.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-15
0.00
15305000.00
15265207.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-08
0.00
100.00
99.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-01
0.00
1157000.00
1154634.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-04-30
2.000000
100.00
98.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-04-30
1.875000
133650000.00
132813867.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-04-30
2.250000
1500000.00
1517796.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.375000
10258000.00
10162698.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-15
0.875000
5000000.00
4948328.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-03-31
1.875000
3737000.00
3721163.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-31
1.625000
48895000.00
47548431.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-05-31
1.750000
31125900.00
30711303.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
1.375000
19275300.00
18895817.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-31
1.000000
243000.00
242468.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-05-15
2.125000
25000000.00
24731013.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
0.875000
17152400.00
16949531.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-06-30
2.125000
350000.00
353967.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-06-30
1.750000
4485000.00
4454561.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-06-30
2.125000
100.00
101.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-06-30
1.000000
22600000.00
22436180.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-06-15
1.500000
25458900.00
25430265.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-06-15
1.125000
3800000.00
3812497.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-01-31
2.125000
10900000.00
11050908.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-01-31
1.250000
10000000.00
9927377.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
1.500000
11000000.00
11028919.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-15
1.125000
28200000.00
28141590.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-11-15
2.875000
16040000.00
16228972.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-28
0.750000
21814100.00
21824551.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-02-15
2.750000
2780000.00
2886712.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-02-15
2.000000
2000000.00
1999130.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-02-15
3.625000
2621700.00
2789430.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-15
0.750000
3650000.00
3615756.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-15
2.750000
11200000.00
11426054.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-31
1.375000
224900.00
223169.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-15
1.000000
62530000.00
62080374.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-02-29
2.125000
6401000.00
6398707.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-02-28
1.500000
2557200.00
2487236.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-02-28
2.000000
1980000.00
1995142.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-11-15
3.000000
1000000.00
1037024.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-11-15
3.000000
36492000.00
37871601.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-11-15
3.125000
11148000.00
11859185.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-11-15
7.625000
200.00
252.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2047-08-15
2.750000
294000.00
292193.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-08-15
2.375000
12529000.00
12705572.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-15
0.750000
24202500.00
23851580.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-07-31
1.875000
31610000.00
31520023.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.625000
200.00
200.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-31
0.750000
58200900.00
58045513.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-06-30
2.000000
50000000.00
49657760.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-08-31
1.875000
44999900.00
44162604.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-31
1.375000
1000000.00
990916.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.625000
14900000.00
14925403.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.250000
54327000.00
54026694.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-08-15
1.500000
100.00
93.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-08-15
2.000000
2871800.00
2825234.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-09-30
2.125000
586000.00
583050.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-09-30
1.375000
2000000.00
1916483.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-09-30
2.000000
9400.00
9469.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-09-30
1.375000
5200000.00
5143550.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-09-30
1.750000
35752500.00
35846178.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-09-15
1.000000
1000000.00
997259.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-15
2.000000
20165500.00
20194815.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-10-31
2.000000
1399900.00
1396480.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-10-31
1.375000
999000.00
986089.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-10-31
1.750000
38654100.00
38583373.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-10-31
1.500000
4630000.00
4611882.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-30
2.000000
3000000.00
3010781.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-12-31
2.000000
82421600.00
83026180.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-12-31
1.750000
11000000.00
11031908.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-12-31
2.375000
13500000.00
13831078.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-11-30
2.125000
35165000.00
35044032.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-11-30
2.000000
4000000.00
3981875.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-30
1.875000
2750000.00
2737968.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2047-02-15
3.000000
7011900.00
7325053.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-02-15
2.500000
18950000.00
17938904.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-02-15
4.750000
2000000.00
2719102.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2036-02-15
4.500000
10882000.00
14115550.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2031-02-15
5.375000
4504000.00
6061414.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-02-15
6.625000
100.00
137.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-08-15
3.750000
2000000.00
2367747.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2039-08-15
4.500000
100.00
130.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2047-05-15
3.000000
1500000.00
1555594.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-05-15
2.500000
100.00
93.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-05-15
3.000000
43325000.00
44941156.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-15
8.125000
40000000.00
48422168.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-11
0.00
251000.00
250664.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-30
1.000000
45000.00
44325.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-11-15
2.250000
2811000.00
2810556.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-11-15
2.750000
13927500.00
14380833.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-11-15
1.625000
12000000.00
11749330.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-15
1.750000
50000000.00
49872194.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-12
0.00
4186000.00
4165744.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-11-15
2.250000
16526000.00
16352907.84
U.S. Treasuries (including strips)
CASH
2017-12-01
0.00
14086274.41
14086274.41
Other Instrument
CASH
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0106
1438000000.00
1438000000.00
0.0400
N
Y
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.505000%
0001142175
932GDB000
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0150
21000125.37
21000125.37
0.0006
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.363900%
94989RLB2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0114
147000883.47
147000883.47
0.0041
N
Y
Y
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
0.0136
160011569.60
160011569.60
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
0.0134
412047466.52
412047466.52
0.0114
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.452700%
94989RNV6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-12-20
2018-04-20
2018-04-20
N
N
N
0.0143
168061489.68
168061489.68
0.0047
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.518600%
96121T3L0
Certificate of Deposit
Y
2017-12-27
2018-04-27
2018-04-27
N
N
N
0.0144
165076561.65
165076561.65
0.0046
N
N
N
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.050000%
549300LCO2FLSSVFFR64
0000050916
964FUN008_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4002 M
2046-10-20
2.500000
11854581.00
10759925.72
Agency Mortgage-Backed Securities
04.000 FGPC G67702 G
2047-01-01
4.000000
63939392.00
61122230.95
Agency Mortgage-Backed Securities
03.500 FGPC Q52638 G
2047-12-01
3.500000
69452.00
71873.36
Agency Mortgage-Backed Securities
02.500 FGPC G18669 G
2032-12-01
2.500000
58726249.00
58859785.97
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
127000000.00
127000000.00
0.0035
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.050000%
549300QJJX6CVVUXLE15
0000050916
964FUR009_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4510 M
2047-03-20
3.500000
245423349.00
249999999.94
Agency Mortgage-Backed Securities
GNII SF MA3597 M
2046-04-20
3.500000
41129827.00
32228232.02
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
274000000.00
274000000.00
0.0076
N
Y
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.540000%
0000319432
964GAF005
Certificate of Deposit
Y
2018-04-23
2018-04-23
2018-04-23
N
N
N
0.0154
6999930.35
6999930.35
0.0002
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1201
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MS CAPITAL I TR 2015-MS1 A-SB 20480515 3.4
2048-05-15
3.458000
9000000.00
9332419.80
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-3 20570425 FLT
2057-04-25
5.453100
1500000.00
1545768.36
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2016-C28 A-4 20490115 3.5
2049-01-15
3.544000
3171922.00
3284863.57
Private Label Collateralized Mortgage Obligations
WELLS FARGO CM MTG TR 2012-LC5 C 20451017 FLT
2045-10-17
4.693000
4938058.00
5075182.52
Private Label Collateralized Mortgage Obligations
WELLS FARGO COMM MTG TRUST 2
2043-11-18
5.785100
3578303.00
3711211.70
Private Label Collateralized Mortgage Obligations
WFRBS 2012-C9 C
2045-11-17
4.543000
50000.00
51391.02
Private Label Collateralized Mortgage Obligations
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0131
20000000.00
20000000.00
0.0006
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1205
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BP CAP MKTS P L C SR GLBL NT 23
549300CRVT18MXX0AG93
2023-05-10
2.750000
2872000.00
2888823.54
Corporate Debt Securities
BP CAP MKTS P L C SR NT 2.237%19
549300CRVT18MXX0AG93
2019-05-10
2.237000
565000.00
567425.42
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 20
213800ITMMKU4Z7I4F78
2020-11-10
2.250000
1903000.00
1907681.38
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 1.9%18
213800ITMMKU4Z7I4F78
2018-08-10
1.900000
35000.00
35251.49
Corporate Debt Securities
ICBCIL FINANCE CO. LTD. SR GLBL REGS 26
549300ZCUURSNVTOEU07
2026-05-19
3.625000
9000.00
9008.35
Corporate Debt Securities
ICBCIL FINANCE CO. LTD. SR GLBL REGS 21
549300ZCUURSNVTOEU07
2021-05-19
2.750000
12000000.00
11871003.33
Corporate Debt Securities
HYUNDAI CAP SVCS INC SR GLBL REGS 21
549300MALMDAGL2ZJJ27
2021-03-16
2.875000
8300000.00
8302238.70
Corporate Debt Securities
HQI TRANSELEC CHILE S A SR GLBL REGS 29
549300DPF7MAL5F6CR86
2029-01-12
3.875000
650000.00
653155.21
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 27
549300CRVT18MXX0AG93
2027-01-16
3.017000
1170000.00
1167285.53
Corporate Debt Securities
ANZ NEW ZEALAND INTL LTD 144A SR GLBL 144A 27
2027-07-17
3.450000
6999805.00
7171650.21
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 19
549300CRVT18MXX0AG93
2019-05-03
1.676000
324000.00
322936.31
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 20
549300CRVT18MXX0AG93
2020-02-13
2.315000
191000.00
193187.08
Corporate Debt Securities
BANCO INBURSA S.A. SR 144A NT 27
2027-04-11
4.375000
6514000.00
6547578.77
Corporate Debt Securities
BANCO SANTANDER SA SR SEC NT 3.8%28
5493006QMFDDMYWIAM13
2028-02-23
3.800000
3101892.00
3098359.29
Corporate Debt Securities
BANCO GENERAL S A SR GLBL 144A 27
549300B5C08LGDFB7205
2027-08-07
4.125000
400000.00
405179.17
Corporate Debt Securities
BP CAPITAL MARKETS P.L.C.
2018-09-26
2.241000
266000.00
267857.74
Corporate Debt Securities
DEUTSCHE BK AG SR GLBL NT 21
7LTWFZYICNSX8D621K86
2021-10-14
4.250000
505000.00
528578.73
Corporate Debt Securities
DEUTSCHE BANK A G SR GLBL -D NT 20
2020-07-13
2.700000
345000.00
348082.58
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE GLBL 144A NT 47
549300UVMBCBCIPSUI70
2047-08-01
4.500000
635000.00
666854.77
Corporate Debt Securities
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
2024-10-30
3.300000
574000.00
575176.70
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SUB GLBL NT 77
5493004LGN656HWLDA30
2077-08-16
4.875000
1612000.00
1626642.33
Corporate Debt Securities
ENT PRODUCTS OPERATING LLC
2067-06-01
4.258100
40000.00
39421.08
Corporate Debt Securities
DIAGEO CAPITAL PLC
2023-04-29
2.625000
776000.00
780291.60
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 20
549300F5XIFGNNW4CF72
2020-10-16
2.875000
242000.00
244263.64
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
4750000.00
4750934.17
Corporate Debt Securities
PACIFIC LIFE INS CO SUB GLBL 144A 67
8WC3XYHE06SQFW7CQK10
2067-10-24
4.300000
5600000.00
5659696.00
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A27
2W8N8UU78PMDQKZENC08
2027-07-14
3.875000
22000.00
22373.54
Corporate Debt Securities
SHELL INTERNATIONAL FINANCE B.V.
2025-05-11
3.250000
33000.00
33766.43
Corporate Debt Securities
SHELL INTERNATIONAL FINANCE B.V.
2018-11-15
2.000000
42000.00
42106.82
Corporate Debt Securities
SHELL INTL FIN B V
2022-08-21
2.375000
30000.00
30006.64
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP SR NT 2.092%19
5U0XI89JRFVHWIBS4F54
2019-10-18
2.092000
400000.00
399748.27
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26
2026-05-03
3.500000
9000.00
9146.93
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR REGS NT 19
2019-05-03
2.125000
50000.00
49798.69
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR REGS NT 27
5493001IPW8ZGQ181Z16
2027-09-13
3.250000
80000.00
79094.51
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR GLBL REGS 27
5493001IPW8ZGQ181Z16
2027-04-12
3.625000
30000.00
30486.70
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR GLBL REGS 20
5493001IPW8ZGQ181Z16
2020-04-12
2.375000
650000.00
648782.33
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26
2026-09-29
2.750000
5664599.00
5424531.72
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 19
2019-09-29
1.750000
50000.00
49397.76
Corporate Debt Securities
THREE GORGES FINANCE I SR GLBL REGS 26
549300FD0MPTWEITI779
2026-06-02
3.150000
200000.00
199961.00
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR REGS NT 4%47
5493001IPW8ZGQ181Z16
2047-09-13
4.000000
1500000.00
1496753.33
Corporate Debt Securities
BANISTMO SA SR GLBL REGS 22
549300E94AMW3HSSMU17
2022-09-19
3.650000
148000.00
149065.39
Corporate Debt Securities
BANCO DE CREDITO DEL PERU SR GLBL REGS 19
2019-10-25
2.250000
750000.00
751640.63
Corporate Debt Securities
BANCO DE BOGOTA SA GLBL REGS NT 27
549300LYHE7LWSKDZT53
2027-08-03
4.375000
430000.00
437619.06
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR REGS NT 26
549300YP3P0JZBLIV197
2026-08-05
3.750000
405000.00
407502.56
Corporate Debt Securities
SURA ASSET MANAGEMENT SA SR GLBL REGS 27
549300013ETMS1C0EA22
2027-04-11
4.375000
75000.00
76009.11
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 18
549300CRVT18MXX0AG93
2018-02-13
1.674000
195000.00
196005.32
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL FL NT 18
549300CRVT18MXX0AG93
2018-05-10
1.919800
1182000.00
1185333.13
Corporate Debt Securities
KOREA HYDRO & NUCLEAR PWR CO SR GLBL REGS 25
2025-06-15
3.250000
500000.00
507172.92
Corporate Debt Securities
BROOKFIELD FIN INC SR GLBL BD4.7%47
2047-09-20
4.700000
30000.00
31287.38
Corporate Debt Securities
BANCO SANTANDER SA SR SEC -24 NT 23
5493006QMFDDMYWIAM13
2023-02-23
3.125000
3000000.00
3005455.83
Corporate Debt Securities
COUNCIL OF EUROPE NT 1.875%20
549300UYNXMI821WYG82
2020-01-27
1.875000
20776000.00
20869621.85
Corporate Debt Securities
CORPORACION ANDINA DE FOMENTO SR GLBL NT 21
UKZ46SXGNYCZK0UOZE76
2021-09-27
2.125000
76000.00
74853.82
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL NT 22
5493006YXS1U5GIHE750
2022-03-15
2.250000
45000.00
45224.89
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 47
0YQH6LCEF474UTUV4B96
2047-05-25
4.750000
360000.00
376682.30
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL NT 18
5493006YXS1U5GIHE750
2018-08-15
1.125000
421000.00
420651.10
Corporate Debt Securities
EUROPEAN INVT BK GLBL NT 2.375%22
5493006YXS1U5GIHE750
2022-06-15
2.375000
83000.00
84325.96
Corporate Debt Securities
EUROPEAN INVT BK GLBL NT 1%18
5493006YXS1U5GIHE750
2018-06-15
1.000000
259000.00
259272.81
Corporate Debt Securities
EUROPEAN INVT BK GLBL NT 1.75%20
5493006YXS1U5GIHE750
2020-05-15
1.750000
5000000.00
4975195.83
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL NT 19
5493006YXS1U5GIHE750
2019-05-15
1.250000
80000.00
79346.47
Corporate Debt Securities
EUROPEAN INVT BK SR NT 1.625%20
5493006YXS1U5GIHE750
2020-03-16
1.625000
1267000.00
1261754.97
Corporate Debt Securities
SANTANDER UK PLC 2.5% MTN 19
PTCQB104N23FMNK2RZ28
2019-03-14
2.500000
535000.00
540637.71
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL NT 19
5493006YXS1U5GIHE750
2019-12-16
1.250000
250000.00
247946.11
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 26
213800ITMMKU4Z7I4F78
2026-05-10
2.875000
1860000.00
1841208.83
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 19
213800ITMMKU4Z7I4F78
2019-05-10
1.375000
144000.00
142947.92
Corporate Debt Securities
SANTANDER UK PLC 2.35% NTS 19
PTCQB104N23FMNK2RZ28
2019-09-10
2.350000
44000.00
44312.50
Corporate Debt Securities
SANTANDER UK PLC 3.05% MTN 23
PTCQB104N23FMNK2RZ28
2018-08-23
3.050000
113000.00
114843.94
Corporate Debt Securities
SANTANDER UK PLC 2.375% MTN 20
PTCQB104N23FMNK2RZ28
2020-03-16
2.375000
11000.00
11079.11
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 21
213800ITMMKU4Z7I4F78
2021-09-12
1.750000
7609000.00
7481866.29
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 19
213800ITMMKU4Z7I4F78
2019-09-12
1.375000
358000.00
355286.06
Corporate Debt Securities
TRANSCANADA PIPELINES LTD SR GLBL FL NT 18
5BV01I6231JPDAPMGH09
2018-01-12
2.146700
41000.00
41146.87
Corporate Debt Securities
TRANSCANADA PIPELINES LTD SR GLBL NT 18
5BV01I6231JPDAPMGH09
2018-01-12
1.875000
225000.00
226590.19
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP SR GLBL FL NT 19
5U0XI89JRFVHWIBS4F54
2019-10-18
1.663900
500000.00
501130.60
Corporate Debt Securities
SOUTH CAROLINA ELEC & GAS CO 1M GLBL BD4.5%64
3QRVFYR22IUIEOORTK28
2064-06-01
4.500000
2422000.00
2475974.27
Corporate Debt Securities
SHINHAN BK SUB REGS NT 27
5493003P813VL21KG928
2027-09-20
3.750000
1000000.00
1012781.67
Corporate Debt Securities
GRUPOSURA FINANCE GLBL REGS NT 26
2026-04-29
5.500000
473000.00
513671.43
Corporate Debt Securities
GERDAU TRADE INC SR GLBL REGS 27
5493008RWEW71JB0LO29
2027-10-24
4.875000
190000.00
192199.25
Corporate Debt Securities
UBS AG LONDON BRH SR GLBL 144A 20
2020-06-08
2.200000
8786000.00
8837935.03
Corporate Debt Securities
TRANSCANADA PIPELINES LTD SR GLBL NT 19
5BV01I6231JPDAPMGH09
2019-01-15
3.125000
14000.00
14324.50
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 46
2046-05-03
4.250000
1500000.00
1549691.25
Corporate Debt Securities
BRASKEM NETH FIN B V SR GLBL REGS 28
2028-01-10
4.500000
258000.00
261286.92
Corporate Debt Securities
RAIZEN FUELS FINANCE SA SR GLBL REGS 27
52990010NH26VC32Q522
2027-01-20
5.300000
133000.00
142474.77
Corporate Debt Securities
MITSUBISHI TR & BKG CORP N Y SR GLBL REGS 20
JBONEPAGQXF4QP29B387
2020-10-19
2.650000
250000.00
251889.51
Corporate Debt Securities
BANK TOKYO-MITSUBISH UFJ LTD SR GLBL REGS 20
C3GTMMZIHMY46P4OIX74
2020-09-14
2.750000
3005000.00
3046004.89
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 27
549300UVMBCBCIPSUI70
2027-08-01
3.625000
3038000.00
3073704.52
Corporate Debt Securities
CERRO DEL AGUILA S.A. SR GLBL REGS 27
549300NG1PWEI5BZG095
2027-08-16
4.125000
316000.00
317616.87
Corporate Debt Securities
BANCO GENERAL S A SR GLBL REGS 27
549300B5C08LGDFB7205
2027-08-07
4.125000
1000.00
1012.95
Corporate Debt Securities
KALLPA GENERACION S A SR GLBL REGS 26
2026-05-24
4.875000
38000.00
39835.88
Corporate Debt Securities
INVERSIONES CMPC SR REGS NT 27
549300G475ACIABB4385
2027-04-04
4.375000
370000.00
380350.96
Corporate Debt Securities
GLOBAL BK CORP CVD BK BD SR GLBL REGS 21
5493005ROG3FS85TE513
2021-10-20
4.500000
40000.00
40950.00
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE SR REGS NT4.5%25
549300UVMBCBCIPSUI70
2025-09-16
4.500000
2137000.00
2320012.68
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 47
549300UVMBCBCIPSUI70
2047-08-01
4.500000
200000.00
210033.00
Corporate Debt Securities
SIGMA ALIMENTOS S A SR GLBL REGS 26
549300FW3RGHPHT21D10
2026-05-02
4.125000
210000.00
212668.75
Corporate Debt Securities
PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47
549300ZMGDLC9JT2OR80
2047-06-19
5.625000
10000.00
10876.56
Corporate Debt Securities
PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 32
549300ZMGDLC9JT2OR80
2032-06-19
4.750000
400000.00
418293.22
Corporate Debt Securities
MEXICO CITY ARPT TR SR SEC GLBL 26
2026-10-31
4.250000
200000.00
207208.33
Corporate Debt Securities
MEXICO CITY ARPT TR SR SEC GLBL 47
2047-07-31
5.500000
120000.00
122631.67
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SUB GLBL NT 77
5493004LGN656HWLDA30
2077-08-16
5.250000
1077000.00
1095359.26
Corporate Debt Securities
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0131
124001004.40
124001004.40
0.0034
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1201
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BIOGEN INC SR GLBL NT5.2%45
W8J5WZB5IY3K0NDQT671
2045-09-15
5.200000
179000.00
207681.77
Corporate Debt Securities
CBS CORP NEW GTD SR NT 5.9%40
5KYC8KF17ROCY24M3H09
2040-10-15
5.900000
340000.00
395081.70
Corporate Debt Securities
TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 44
O06XD7BJ4EPXNABVFN69
2044-09-15
4.900000
387000.00
441926.27
Corporate Debt Securities
WAL-MART STORES INC SR NT 4.875%40
Y87794H0US1R65VBXU25
2040-07-08
4.875000
225000.00
276781.31
Corporate Debt Securities
MIDAMERICAN ENERGY HLDGS NEW SR NT 5.15%43
549300JD0S5IZJE9LY15
2043-11-15
5.150000
13000.00
15470.21
Corporate Debt Securities
MIDAMERICAN ENERGY CO 1MTG BD 4.8%43
NINLOILYRTLIMK26MZ18
2043-09-15
4.800000
50000.00
59638.00
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 55
INR2EJN1ERAN0W5ZP974
2055-11-03
4.750000
948000.00
1126434.93
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT 43
RIMU48P07456QXSO0R61
2043-06-01
4.750000
210000.00
242515.99
Corporate Debt Securities
NORFOLK SOUTHERN CORP SR NT 4.8%43
2043-08-15
4.800000
2370000.00
2699074.50
Corporate Debt Securities
NOBLE ENERGY INC SR NT 6%41
02VFQXG2D1LR5ZH3K186
2041-03-01
6.000000
25000.00
29423.33
Corporate Debt Securities
NEVADA POWER CO 1ST MTG SER L
2041-05-15
5.450000
40000.00
48039.23
Corporate Debt Securities
POTASH CORP SASK INC SR GLBL NT 40
QKQ43I6KFB8KSER22F66
2040-12-01
5.625000
165000.00
200123.34
Corporate Debt Securities
PEPSICO INC SR GLBL NT4.6%45
FJSUNZKFNQ5YPJ5OT455
2045-07-17
4.600000
275000.00
316933.22
Corporate Debt Securities
PEPSICO INC SR NT 5.5%40
FJSUNZKFNQ5YPJ5OT455
2040-01-15
5.500000
11000.00
14128.79
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
784F5XWPLTWKTBV3E584
2045-05-22
5.150000
103000.00
117190.77
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.45%36
784F5XWPLTWKTBV3E584
2036-05-01
6.450000
463000.00
592476.02
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 5.95%011527
784F5XWPLTWKTBV3E584
2027-01-15
5.950000
378000.00
449314.42
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 43
54930070NSV60J38I987
2043-10-02
6.250000
15000.00
17491.19
Corporate Debt Securities
INTL PAPER CO CR SEN SR GLBL21
824LMFJDH41EY779Q875
2021-08-15
7.500000
15000.00
17885.77
Corporate Debt Securities
INTL PAPER CO SR NT 5.15%46
824LMFJDH41EY779Q875
2046-05-15
5.150000
30000.00
34413.78
Corporate Debt Securities
INTL LEASE FIN CORP
2020-12-15
8.250000
26000.00
30922.65
Corporate Debt Securities
INTERNATIONAL LEASE FINANCE CORP
2022-01-15
8.625000
109000.00
135612.76
Corporate Debt Securities
HASBRO INC SR NT 6.35%40
549300NUB6D2R1ITYR45
2040-03-15
6.350000
17000.00
20748.83
Corporate Debt Securities
LILLY ELI & CO SR GLBL NT5.5%27
FRDRIPF3EKNDJ2CQJL29
2027-03-15
5.500000
1211000.00
1466967.05
Corporate Debt Securities
KONINKLIJKE PHILIPS N V SR NT 5%42
H1FJE8H61JGM1JSGM897
2042-03-15
5.000000
8000.00
9361.57
Corporate Debt Securities
JOHNSON CONTROLS INTERNATION SR GLBL NT 45
549300XQ6S1GYKGBL205
2045-09-14
5.125000
259000.00
300085.03
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 5.6%41
8I5DZWZKVSZI1NUHU748
2041-07-15
5.600000
705000.00
894800.10
Corporate Debt Securities
INTL PAPER CO SR NT 6%41
824LMFJDH41EY779Q875
2041-11-15
6.000000
13000.00
16147.95
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 45
INR2EJN1ERAN0W5ZP974
2045-11-03
4.450000
72000.00
81889.74
Corporate Debt Securities
MICROSOFT CORP SR NT 5.3%41
INR2EJN1ERAN0W5ZP974
2041-02-08
5.300000
764000.00
978736.63
Corporate Debt Securities
METLIFE INC SR NT 4.875%43
C4BXATY60WC6XEOZDX54
2043-11-13
4.875000
3977000.00
4574512.77
Corporate Debt Securities
MARTIN MARIETTA MATERIALS
2037-05-01
6.250000
148000.00
178580.46
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 45
3BNYRYQHD39K4LCKQF12
2045-12-15
5.850000
86000.00
100288.26
Corporate Debt Securities
LOWES COS INC SR NT 5%43
WAFCR4OKGSC504WU3E95
2043-09-15
5.000000
490000.00
574258.77
Corporate Debt Securities
TEACHERS INS & ANNUITY ASSN AM SR REGS NT4.9%44
O06XD7BJ4EPXNABVFN69
2044-09-15
4.900000
443000.00
505874.25
Corporate Debt Securities
WHOLE FOODS MKT INC SR GLBL NT5.2%25
2025-12-03
5.200000
280000.00
326521.07
Corporate Debt Securities
WAL-MART STORES INC SR NT 5%40
Y87794H0US1R65VBXU25
2040-10-25
5.000000
23000.00
28449.65
Corporate Debt Securities
WALMART STORES
2035-09-01
5.250000
62000.00
78272.47
Corporate Debt Securities
ALTRIA GROUP INC SR NT 5.375%44
XSGZFLO9YTNO9VCQV219
2044-01-31
5.375000
12981000.00
15738389.78
Corporate Debt Securities
ALLSTATE CORP SR GLBL NT 36
OBT0W1ED8G0NWVOLOJ77
2036-04-01
5.950000
1400000.00
1815703.94
Corporate Debt Securities
ALBEMARLE CORP SR GLBL NT 44
HDBLS2Q6GV1LSKQPBS54
2044-12-01
5.450000
64000.00
75560.87
Corporate Debt Securities
ABBOTT LABORATORIES SR GLBL NT 37
HQD377W2YR662HK5JX27
2037-11-30
6.150000
4000.00
4943.60
Corporate Debt Securities
AT&T INC SR GLBL NT 40
549300Z40J86GGSTL398
2040-03-15
6.350000
41000.00
47774.40
Corporate Debt Securities
AT&T INC SR GLBL NT 41
549300Z40J86GGSTL398
2041-03-01
6.375000
362000.00
425723.01
Corporate Debt Securities
AMGEN INC
2040-03-15
5.750000
5000.00
6149.90
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 6.4%20
ODVCVCQG2BP6VHV36M30
2020-12-15
6.400000
3944000.00
4508399.56
Corporate Debt Securities
AMERICA MOVIL SAB DE CV SR NT 6.125%37
5493000FNR3UCEAONM59
2037-11-15
6.125000
65000.00
80246.54
Corporate Debt Securities
AMERICA MOVIL SAB DE CV SR NT6.375%35
5493000FNR3UCEAONM59
2035-03-01
6.375000
213000.00
271255.59
Corporate Debt Securities
AMAZON COM INC SR GLBL BD4.8%34
ZXTILKJKG63JELOEG630
2034-12-05
4.800000
77000.00
90745.53
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL19
XSGZFLO9YTNO9VCQV219
2019-08-06
9.250000
47000.00
53848.92
Corporate Debt Securities
BARRICK PD AUSTRALIA FIN PTY L GTD NT 5.95%39
2039-10-15
5.950000
62000.00
76413.60
Corporate Debt Securities
BARRICK NORTH AMERICA
2041-05-30
5.700000
2170000.00
2613396.10
Corporate Debt Securities
BARRICK GOLD CORP SR NT 5.25%42
0O4KBQCJZX82UKGCBV73
2042-04-01
5.250000
549000.00
633350.65
Corporate Debt Securities
ARCH CAPITAL FINANCE LLC SR NT 5.031%46
2046-12-15
5.031000
534000.00
613330.37
Corporate Debt Securities
AMGEN INC SR NT 5.15%41
62QBXGPJ34PQ72Z12S66
2041-11-15
5.150000
100000.00
114779.58
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 41
2041-09-15
4.950000
31000.00
36427.25
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DB5.4%41
2041-06-01
5.400000
68000.00
85463.76
Corporate Debt Securities
BRISTOL-MYERS SQUIBB COMPANY
2044-03-01
4.500000
23000.00
26325.22
Corporate Debt Securities
CATERPILLAR INC DEL SR NT 4.75%64
WRJR7GS4GTRECRRTVX92
2064-05-15
4.750000
78000.00
89905.85
Corporate Debt Securities
CANADIAN PAC RY CO NEW SR NT 4.8%35
54930036474DURYNB481
2035-09-15
4.800000
2080000.00
2401380.80
Corporate Debt Securities
CANADIAN PAC RY CO NEW CR SEN SR GLBL42
54930036474DURYNB481
2042-01-15
5.750000
375000.00
485040.94
Corporate Debt Securities
CSX CORP SR GLBL NT5.5%41
549300JVQR4N1MMP3Q88
2041-04-15
5.500000
140000.00
170573.90
Corporate Debt Securities
CMS ENERGY CORP SR GLBL NT 44
549300IA9XFBAGNIBW29
2044-03-01
4.875000
655000.00
760135.41
Corporate Debt Securities
EL PASO PIPELINE PARTNERS OPER GTD SR NT 7.5%40
549300PDHUGWPWGOT525
2040-11-15
7.500000
145000.00
182545.58
Corporate Debt Securities
CUMMINS INC SR GLBL NT 43
ZUNI8PYC725B6H8JU438
2043-10-01
4.875000
75000.00
88782.72
Corporate Debt Securities
CONOCOPHILLIPS CDA FDG CO II SR NT 5.95%36
BK65Z2O7CLUGY4T66M97
2036-10-15
5.950000
191000.00
241469.36
Corporate Debt Securities
CELGENE CORP SR NT 5.7%40
4SIHMF0MOSTTL8CD0X64
2040-10-15
5.700000
97000.00
112676.65
Corporate Debt Securities
FRANCE TELECOM
2042-01-13
5.375000
25000.00
30401.12
Corporate Debt Securities
FMG RESOURCES AUGUST 2006 PTY SR SEC 144A NT22
549300EFD6S2NFE9D745
2022-03-01
9.750000
6905000.00
7844799.27
Corporate Debt Securities
ENBRIDGE ENERGY PARTNERS L P SR NT 5.875%25
CZ6VG2MNE1J6YDI02G48
2025-10-15
5.875000
111000.00
126724.68
Corporate Debt Securities
HARRIS CORP DEL SR GLBL NT 45
549300UTE50ZMDBG8A20
2045-04-27
5.054000
671000.00
773027.45
Corporate Debt Securities
GUARDIAN LIFE INS CO AMER SUB 144A NT 64
N1YIDVMMKBHFYCCAIX69
2064-06-19
4.875000
15000.00
17254.83
Corporate Debt Securities
ORANGE SR GLBL NT5.5%44
969500MCOONR8990S771
2044-02-06
5.500000
27000.00
33474.24
Corporate Debt Securities
ORACLE CORP NT 5.375%40
1Z4GXXU7ZHVWFCD8TV52
2040-07-15
5.375000
142000.00
177344.69
Corporate Debt Securities
ONEOK PARTNERS LP GTD SR NT6.85%37
T4DHW82NMF6BXJT50795
2037-10-15
6.850000
434000.00
540673.94
Corporate Debt Securities
STANLEY BLACK & DECKER INC SR GLBL NT5.2%40
549300DJ09SMTO561131
2040-09-01
5.200000
25000.00
29483.39
Corporate Debt Securities
SOUTHERN COPPER CORP
2040-04-16
6.750000
65000.00
84276.40
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR NT 5.45%43
54930030NVF3Y2OL0A78
2043-10-01
5.450000
250000.00
301145.49
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 43
02S2RPPVO9RP4NEU2740
2043-09-15
6.150000
95000.00
121493.84
Corporate Debt Securities
PRINCIPAL FINL GROUP INC SR NT 6.05%36
CUMYEZJOAF02RYZ1JJ85
2036-10-15
6.050000
2433000.00
3118771.46
Corporate Debt Securities
TYSON FOODS INC SR NT 5.15%44
WD6L6041MNRW1JE49D58
2044-08-15
5.150000
76000.00
88420.74
Corporate Debt Securities
TRAVELERS COMPANIES INC SR GLBL NT4.6%43
549300Y650407RU8B149
2043-08-01
4.600000
1182000.00
1352770.11
Corporate Debt Securities
TIME WARNER INC SR DEB 6.2%40
KNG3XRAA0RHN9H62OK76
2040-03-15
6.200000
408000.00
489957.68
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR GLBL NT 25
5493006LL0CKP8WQW329
2025-12-01
5.950000
680000.00
785097.21
Corporate Debt Securities
VULCAN MATERIALS COMPANY
2021-06-15
7.500000
136000.00
162775.00
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT5.7%40
549300GHBMY8T5GXDE41
2040-10-15
5.700000
1016000.00
1312687.24
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 45
549300GHBMY8T5GXDE41
2045-07-15
4.750000
7818000.00
9117449.32
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 35
549300GHBMY8T5GXDE41
2035-07-15
4.625000
2557000.00
2954699.80
Corporate Debt Securities
NBCUNIVERSAL MEDIA LLC SR NT 5.95%41
VTBDOQJ6KOGQ6K786R46
2041-04-01
5.950000
80000.00
102779.31
Corporate Debt Securities
MOODYS CORP SR GLBL NT 44
549300GCEDD8YCF5WU84
2044-07-15
5.250000
30000.00
36379.12
Corporate Debt Securities
MIDAMERICAN ENERGY HLDGS NEW SR BD 5.95%37
549300JD0S5IZJE9LY15
2037-05-15
5.950000
38000.00
48863.41
Corporate Debt Securities
NORFOLK SOUTHERN CORP SR GLBL NT 46
2046-01-15
4.650000
678000.00
776626.97
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL36
549300LWGYFM1TVO1Z12
2036-04-01
5.375000
24000.00
27755.74
Corporate Debt Securities
INTEL CORP SR NT 4.8%41
KNX4USFCNGPY45LOCE31
2041-10-01
4.800000
12000.00
14286.80
Corporate Debt Securities
LINCOLN NATL CORP IND SR GLBL NT6.3%37
EFQMQROEDSNBRIP7LE47
2037-10-09
6.300000
500000.00
631442.50
Corporate Debt Securities
AGL CAP CORP SR NT 5.875%41
E8CD46SWUD2TSN8PA636
2041-03-15
5.875000
61000.00
75431.96
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 43
2043-09-01
5.150000
647000.00
787924.33
Corporate Debt Securities
CVS HEALTH CORP SR NT 5.3%43
549300EJG376EN5NQE29
2043-12-05
5.300000
68000.00
78400.86
Corporate Debt Securities
ENBRIDGE INC SR GLBL NT5.5%46
98TPTUM4IVMFCZBCUR27
2046-12-01
5.500000
94000.00
111308.90
Corporate Debt Securities
DU PONT E I DE NEMOURS & CO SR GLBL -2 NT 36
GLU7INWNWH88J9XBXD45
2036-12-15
5.600000
69000.00
85459.72
Corporate Debt Securities
GENERAL MLS INC SR NT 5.4%40
2TGYMUGI08PO8X8L6150
2040-06-15
5.400000
13000.00
15708.55
Corporate Debt Securities
EXELON CORP SR GLBL NT5.1%45
3SOUA6IRML7435B56G12
2045-06-15
5.100000
7872000.00
9293801.29
Corporate Debt Securities
ENBRIDGE ENERGY PARTNERS L P SR NT 7.5%38
CZ6VG2MNE1J6YDI02G48
2038-04-15
7.500000
16000.00
20500.88
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR NT 5%44
54930030NVF3Y2OL0A78
2044-03-15
5.000000
67000.00
76596.19
Corporate Debt Securities
THERMO FISHER SCIENTIFIC INC SR NT 5.3%44
HCHV7422L5HDJZCRFL38
2044-02-01
5.300000
1468000.00
1756387.79
Corporate Debt Securities
UNUM GROUP SR NT 5.75%42
549300E32YFDO6TZ8R31
2042-08-15
5.750000
250000.00
306022.71
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 41
2041-03-01
5.050000
10000.00
11973.25
Corporate Debt Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0132
81000000.00
81000000.00
0.0023
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-02-05
0.00
410000.00
416765.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 21
PT3QB789TSUIDF371261
2021-11-03
0.00
18000.00
19771.20
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-09-03
0.00
605000.00
771435.50
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 22
PT3QB789TSUIDF371261
2022-08-03
0.00
47000.00
45567.44
Corporate Debt Securities
HSBC USA INC NEW SR IDX ZRO LKD22
549300LBOHZ4QSIWU288
2022-07-06
0.00
200000.00
203060.00
Corporate Debt Securities
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-01-07
0.00
1012000.00
1011696.40
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-04-05
0.00
25000.00
25522.50
Corporate Debt Securities
ROYAL BK CDA -G 22
ES7IP3U3RHIGC71XBU11
2022-02-03
0.00
37000.00
39257.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
480000.00
485280.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-08-06
0.00
50000.00
56290.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-03-02
0.00
243000.00
243145.80
Corporate Debt Securities
MORGAN STANLEY AUTOCLL SR 18
IGJSJL3JD5P30I6NJZ34
2018-10-05
0.00
20000.00
19372.00
Corporate Debt Securities
MORGAN STANLEY AUTOCLL SR 18
IGJSJL3JD5P30I6NJZ34
2018-08-03
0.00
100000.00
105550.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-05-04
0.00
180000.00
216090.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
17000.00
18344.70
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-07-05
0.00
75000.00
96420.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-01-03
0.00
225000.00
229252.50
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-11-04
0.00
200000.00
232400.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-07-08
0.00
100000.00
95900.20
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL EQTY 20
2020-07-06
0.00
80000.00
94368.00
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR IDX20
2020-06-05
0.00
9000.00
8663.40
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2021-05-04
0.00
50000.00
62430.00
Corporate Debt Securities
CITIGROUP SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-07-08
0.00
14000.00
14512.40
Corporate Debt Securities
CITIGROUP SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-03-04
0.00
75000.00
76740.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2IGI19DL77OX0HC3ZE78
2018-11-05
0.00
223000.00
224076.64
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR 20
2IGI19DL77OX0HC3ZE78
2020-08-03
0.00
8000.00
7674.73
Corporate Debt Securities
CITIGROUP SR EQTY LKD 19
6SHGI4ZSSLCXXQSBB395
2019-08-05
0.00
13000.00
15706.60
Corporate Debt Securities
TORONTO DOMINION BANK SR EQTY LKD 20
PT3QB789TSUIDF371261
2020-12-03
0.00
77000.00
88750.20
Corporate Debt Securities
CANADIAN IMP BK COMM VR 100417-100520
2IGI19DL77OX0HC3ZE78
2020-10-05
0.00
200000.00
191140.00
Corporate Debt Securities
MORGAN STANLEY AUTOCLL SR 18
IGJSJL3JD5P30I6NJZ34
2018-12-31
0.00
15000.00
13822.50
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2020-04-06
0.00
40000.00
43820.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2021-01-04
0.00
68000.00
73053.08
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-09-03
0.00
10000.00
11410.00
Corporate Debt Securities
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
6.080000
800000.00
791664.27
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 D 20491015 4.3
2049-10-15
4.358000
4700000.00
4701648.92
Private Label Collateralized Mortgage Obligations
AJAX MTG LN TR 2017-A A 20570425 FLT
2057-04-25
3.470000
120000.00
109668.69
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-CH2 B-4 20471225 FLT
2047-12-25
4.646700
7625000.00
6792558.69
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-CH2 A-19 20471225 FLT
2047-12-25
4.000000
15899000.00
16459289.59
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-CH2 B-2B 20471225 FLT
2047-12-25
4.646700
2383000.00
2409437.88
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-CH2 B-3 20471225 FLT
2047-12-25
4.646700
3972000.00
3936904.88
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-CH2 B-1B 20471225 FLT
2047-12-25
4.646700
7625000.00
8087054.94
Private Label Collateralized Mortgage Obligations
COREVEST AMERN FIN 2017 1 TR
2049-10-15
3.756000
1400000.00
1400032.76
Private Label Collateralized Mortgage Obligations
BCAP 2009-RR3
2036-11-26
6.000000
15424901.00
14801601.21
Private Label Collateralized Mortgage Obligations
BAMLL COML MTG TR 2015-ASHF E 20280118 FLT
54930034M2IT90J8DR12
2028-01-18
5.250300
3200000.00
3218261.81
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2015-3 B-1 20450325 FLT
2045-03-25
3.936500
5472000.00
5125026.24
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR1 B-4 20431125 FLT
2043-11-25
3.686800
3305000.00
3032807.55
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.427900
5315000.00
4639698.88
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-5 20350726 FLT
2035-07-26
3.639700
5414000.00
5180319.36
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
3.639700
8027000.00
6552441.78
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
5.000300
7000000.00
7023462.95
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-1 B-3 20470225 FLT
2047-02-25
3.638700
3943000.00
3056575.54
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2016-3 B-3 20461125 FLT
2046-11-25
3.709900
4118000.00
3152680.14
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C25 D 20471118 FLT
2047-11-18
3.803000
80000.00
60509.53
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C32 C 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
4.878700
44000.00
42158.27
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C32 D 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
3.788000
18000000.00
12996992.40
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
3500000.00
2680541.33
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 C 20480515 FLT
549300S7ENI2U7O0XH56
2048-05-15
4.269900
1105000.00
1078521.70
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC18 D 20471217 FLT
5493007CD1Q2V06I4172
2047-12-17
3.957000
4000000.00
3363771.80
Private Label Collateralized Mortgage Obligations
WBCMT 2007-C34 AJ
2046-05-17
6.266400
3113000.00
3200291.67
Private Label Collateralized Mortgage Obligations
144A BAFC 2009-R7A 4A2
2035-08-26
3.475500
5410975.00
4866694.39
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
3.543200
7677000.00
7254466.40
Private Label Collateralized Mortgage Obligations
PFP LTD 2017-4 D 20330916 FLT
2033-09-16
4.837000
3750000.00
3737425.42
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2016-3 B-4 20560925 FLT
2056-09-25
5.484700
1118000.00
1037056.78
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-25
5.684400
855000.00
800196.70
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2015-1 B-4 20520528 FLT
549300RCJSGOC0A85G53
2052-05-28
5.346000
2635000.00
2014787.88
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.040200
5512000.00
5152815.34
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
2.172800
9718309.00
7892695.34
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-5 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.486900
2003095.00
1478857.42
Private Label Collateralized Mortgage Obligations
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.824800
7316066.00
5269599.38
Private Label Collateralized Mortgage Obligations
HILT MTG TR 2014-ORL E 20290716 FLT
2029-07-16
4.500300
711012.00
717213.39
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2014-2 B-4 20540525 FLT
2054-05-25
5.401100
4035000.00
3172183.31
Private Label Collateralized Mortgage Obligations
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0132
149962530.00
149962530.00
0.0042
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.040000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.04_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2018-05-15
1.000000
16795300.00
16769340.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-18
0.00
43507200.00
43439522.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.375000
2951400.00
2946997.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-15
0.750000
26063400.00
26027016.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-11
0.00
52671700.00
52601236.97
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0104
139000000.00
139000000.00
0.0039
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.050000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLMA3121
2047-09-01
4.000000
80794653.00
83556639.40
Agency Mortgage-Backed Securities
03.500 FGPC Q49488 G
2047-07-01
3.500000
8657038.00
8925497.79
Agency Mortgage-Backed Securities
03.500 FGPC Q51067 G
2047-10-01
3.500000
2107787.00
2174263.18
Agency Mortgage-Backed Securities
03.500 FGPC Q51145 G
2047-09-01
3.500000
1021906.00
1055973.33
Agency Mortgage-Backed Securities
03.500 FGPC Q50902 G
2047-09-01
3.500000
8859982.00
9139934.82
Agency Mortgage-Backed Securities
03.500 FGPC Q50884 G
2047-09-01
3.500000
5394259.00
5567206.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7206
2047-11-01
3.500000
1150160.00
1189190.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7193
2047-11-01
3.500000
1116226.00
1154104.84
Agency Mortgage-Backed Securities
FNMS 03.500 CIBH3231
2032-08-01
3.500000
1554823.00
1604294.14
Agency Mortgage-Backed Securities
FNMS 03.500 CIBH3222
2032-08-01
3.500000
1747694.00
1801676.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2288
2047-09-01
3.500000
4662422.00
4806969.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5534
2046-06-01
4.000000
32000.00
33093.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ0738
2047-09-01
3.500000
2690068.00
2782010.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ0042
2032-08-01
3.500000
1603460.00
1657687.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
2047-11-01
3.500000
242516601.00
249999999.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3708
2047-11-01
3.500000
3339833.00
3453174.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1662
2047-12-01
3.500000
109778915.00
113166392.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1636
2047-11-01
3.500000
75084742.00
77401651.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1522
2047-10-01
3.500000
2404928.00
2484130.97
Agency Mortgage-Backed Securities
03.500 FGPC J37275 G
2032-08-01
3.500000
2088598.00
2155152.81
Agency Mortgage-Backed Securities
04.000 FGPC G16373 G
2032-11-01
4.000000
4863160.00
5024785.48
Agency Mortgage-Backed Securities
03.500 FGPC Q51064 G
2047-10-01
3.500000
1643579.00
1696277.37
Agency Mortgage-Backed Securities
03.500 FGPC Q51752 G
2047-10-01
3.500000
2292770.00
2367112.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9710
2047-10-01
4.000000
3199308.00
3302517.65
Agency Mortgage-Backed Securities
FNMS 03.500 CIBH9864
2032-09-01
3.500000
289010.00
298176.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8471
2047-11-01
3.500000
5241764.00
5413065.37
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ0049
2032-07-01
3.500000
1594202.00
1646343.06
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
571000000.00
571000000.00
0.0159
N
Y
Y
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.300000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
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
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.640000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.64_0215
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RALI
2036-03-25
1.727500
44229000.00
3397626.35
Private Label Collateralized Mortgage Obligations
CSMC 2006-3 5A7
2036-04-25
6.000000
3510000.00
369595.74
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A FLT 08/37
2037-08-25
1.487500
20439000.00
1416632.92
Private Label Collateralized Mortgage Obligations
ALTERNATIVE 5.5% 11/35
2035-11-25
5.500000
38000000.00
6916594.42
Private Label Collateralized Mortgage Obligations
BEAR STEARNS FLT 06/47
2047-06-25
1.547500
25000000.00
4414817.32
Private Label Collateralized Mortgage Obligations
INDA 2007-AR1 1A1
2037-03-25
3.606000
17200000.00
2681814.24
Private Label Collateralized Mortgage Obligations
MERRILL LYNCH VAR 11/37
2037-11-12
5.540200
3000000.00
1453050.88
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST FLT 11/35
2035-11-25
1.757500
31038000.00
2247696.60
Private Label Collateralized Mortgage Obligations
CCMFC 2006-3X A2
2047-08-25
1.507500
11400000.00
1529298.94
Private Label Collateralized Mortgage Obligations
RALI 2007-QS4 3A9
2037-03-25
6.000000
8300000.00
2582673.00
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA8 1A2
549300EBNJLBIQBKE071
2046-07-25
1.557500
46340000.00
978671.22
Private Label Collateralized Mortgage Obligations
CWALT 2006-41CB 1A3
2037-01-25
6.000000
4000000.00
397022.78
Private Label Collateralized Mortgage Obligations
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-19CB
2036-08-25
2.027500
7260917.00
1668486.35
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-18CB A-11 20360725 FLT
2036-07-25
1.827500
11036092.00
889382.32
Private Label Collateralized Mortgage Obligations
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
9740000.00
9273216.93
Private Label Collateralized Mortgage Obligations
CSFB 2002-26 3M3
2032-10-25
1.811100
3000000.00
2377211.99
Private Label Collateralized Mortgage Obligations
CSFB VAR 11/33
2033-11-25
5.266000
2741515.00
38735.93
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB2
2033-04-25
5.659300
1133646.00
151735.69
Private Label Collateralized Mortgage Obligations
DBALT 2005-2 M
2035-04-25
5.460300
6855590.00
232143.39
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5764699.82
Private Label Collateralized Mortgage Obligations
EMAC OWNER VAR 01/27
2027-01-15
7.920000
23000000.00
764638.88
Private Label Collateralized Mortgage Obligations
144A EMAC 2000-1 A2
2027-01-15
8.210000
8500000.00
361137.40
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 04/35
2035-04-25
1.777500
13675000.00
1498436.85
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
7320000.00
6187644.57
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 02/35
2035-02-25
3.952500
1000000.00
333692.13
Private Label Collateralized Mortgage Obligations
CWALT 2005-76 2A2
2036-02-25
2.644100
34667200.00
729802.11
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA6 1A3
2046-07-25
1.597500
7860520.00
754555.46
Private Label Collateralized Mortgage Obligations
CWALT 2005-56 5A3
2035-11-25
1.717500
29658000.00
987624.03
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 1A2
2046-04-25
1.627500
19316800.00
63889.42
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
2.077500
8413000.00
2078732.54
Private Label Collateralized Mortgage Obligations
CWALT 2005-24 4A3
2035-07-20
2.027100
4712960.00
3170.48
Private Label Collateralized Mortgage Obligations
CWALT 2005-20CB 2A8
2035-07-25
5.500000
2422900.00
28057.70
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 12/35
2035-12-25
1.747500
15000000.00
930925.01
Private Label Collateralized Mortgage Obligations
ALTERNATIVE 5.5% 12/35
2035-12-25
5.500000
2718000.00
31166.83
Private Label Collateralized Mortgage Obligations
144A CBAC 2006-1A A
2038-06-25
1.577500
27004436.00
1600550.26
Private Label Collateralized Mortgage Obligations
144A CCMFC 2005-1A B1
549300IPR6D6ZFC6NF33
2036-01-25
1.697500
20472800.00
3768983.03
Private Label Collateralized Mortgage Obligations
CHEVY 2005-C
549300FD9K7Y5ALOZO79
2046-10-25
1.777500
21983000.00
5270534.59
Private Label Collateralized Mortgage Obligations
CMLTI 2006-AR6 1A1
2036-08-25
3.477100
3000000.00
295590.90
Private Label Collateralized Mortgage Obligations
AHM 2007-1 GA1A
2047-05-25
1.397800
6900000.00
2240703.89
Private Label Collateralized Mortgage Obligations
AHM 2006-3 11A2
2046-12-25
1.557500
10000000.00
452695.12
Private Label Collateralized Mortgage Obligations
AMERICAN HOME STEP 09/35
2035-09-25
5.383000
14000000.00
7894335.39
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B1
549300R6YCKOB8RJNO42
2037-12-10
1.676000
12810000.00
7747012.90
Private Label Collateralized Mortgage Obligations
144A BAYC 2006-3A M2
2036-10-25
1.687500
3796000.00
777489.73
Private Label Collateralized Mortgage Obligations
BAYVIEW FLT 10/36
2036-10-25
1.697500
3505000.00
710517.73
Private Label Collateralized Mortgage Obligations
BSABS 2006-AC1 1A2
2036-02-25
6.250000
4900000.00
1093479.39
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT A TRUST 2002 1
2036-04-25
1.767500
40600000.00
4031615.27
Private Label Collateralized Mortgage Obligations
BSMF 2007-AR4 1A2
2047-09-25
1.567500
25961400.00
4662120.05
Private Label Collateralized Mortgage Obligations
BSMF 2007-AR2 A2
2037-03-25
1.527500
3230000.00
394031.44
Private Label Collateralized Mortgage Obligations
BEAR STEARNS FLT 09/46
2046-09-25
1.567500
76000000.00
881888.91
Private Label Collateralized Mortgage Obligations
BSMF 2006-AR5 2A2
2037-01-25
1.557500
8000000.00
925201.71
Private Label Collateralized Mortgage Obligations
BSMF 2007-AR4 2A2A
2037-06-25
1.567500
43722800.00
8347604.98
Private Label Collateralized Mortgage Obligations
BSMF 2007-AR5 2A2
2037-06-25
1.557500
16821000.00
4405229.03
Private Label Collateralized Mortgage Obligations
CWALT INC
2035-04-25
1.777500
15000000.00
1462952.46
Private Label Collateralized Mortgage Obligations
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
395322.06
Private Label Collateralized Mortgage Obligations
GSR MORT LOAN TRUST 2001-1
2034-01-25
6.703400
262000.00
84149.98
Private Label Collateralized Mortgage Obligations
GPMF 2006-OH1 A2
2037-01-25
1.557500
20000000.00
269830.39
Private Label Collateralized Mortgage Obligations
HASC
2036-01-25
1.867500
1675000.00
755493.60
Private Label Collateralized Mortgage Obligations
HVMLT 2007-2 2A1B
2038-05-25
1.527500
13194415.00
81918.53
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
1.862600
1.00
0.06
Private Label Collateralized Mortgage Obligations
IMM
2035-05-25
2.017500
341102.00
20247.85
Private Label Collateralized Mortgage Obligations
INDX 2006-AR6 2A1B
2046-06-25
1.577500
10000000.00
5424.38
Private Label Collateralized Mortgage Obligations
INDY MAC BANK
2034-06-25
2.077500
10090000.00
409922.32
Private Label Collateralized Mortgage Obligations
JPALT 2007-S1 M1
2047-04-25
1.707500
2786000.00
1480356.09
Private Label Collateralized Mortgage Obligations
JP MORGAN VAR 10/36
2036-10-25
3.450100
4147000.00
798.92
Private Label Collateralized Mortgage Obligations
LBUBS 2006-C6 D
2039-09-15
5.502000
400000.00
13777.69
Private Label Collateralized Mortgage Obligations
LXS 2007-10H 2A1
2037-07-25
1.487500
27118060.00
3686375.34
Private Label Collateralized Mortgage Obligations
LMT 2006-7 4A1
2036-11-25
1.577500
6426250.00
199545.35
Private Label Collateralized Mortgage Obligations
LUM 2005-1 A2
2035-11-25
1.667500
15000000.00
1642560.44
Private Label Collateralized Mortgage Obligations
LUM 2005-1 M1
2035-11-25
1.817500
4815000.00
1138714.54
Private Label Collateralized Mortgage Obligations
LUM 2006-7 2A2
2036-12-25
1.547500
28000000.00
495589.82
Private Label Collateralized Mortgage Obligations
MLMI 2005-A6 M2
2035-08-25
1.977500
6682203.00
480523.80
Private Label Collateralized Mortgage Obligations
MSC 2007-HQ11 C
5493004BO35O1811XR94
2044-02-12
5.558000
317000.00
33595.78
Private Label Collateralized Mortgage Obligations
SARM 2007-2 1A1
2037-03-25
1.477500
141656000.00
17814751.99
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 10/36
2036-10-25
1.487500
9754000.00
716644.88
Private Label Collateralized Mortgage Obligations
SAMI 2007-AR2 1A2
2037-02-25
1.517500
74159000.00
10723462.42
Private Label Collateralized Mortgage Obligations
SASC 2006-S2 A2
2036-06-25
6.000000
96432000.00
40641159.01
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 09/47
2047-09-25
1.557500
33506400.00
2211302.31
Private Label Collateralized Mortgage Obligations
SAMI 2004-AR3 B1
2034-07-19
2.182600
10498700.00
1102835.30
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR5 B2
2035-07-19
2.332600
9015000.00
2209698.26
Private Label Collateralized Mortgage Obligations
144A SASC 1998-RF1 A
2027-04-15
5.329000
113712486.00
1928699.18
Private Label Collateralized Mortgage Obligations
SAMI 2006-AR2 A2
2036-02-25
1.637500
15800000.00
897715.47
Private Label Collateralized Mortgage Obligations
SAMI 2006-AR1 2A2
2036-02-25
1.637500
11199567.00
245823.83
Private Label Collateralized Mortgage Obligations
144A MSC 2007-HQ11 K
5493004BO35O1811XR94
2044-02-12
6.158800
2000000.00
2008.96
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
750000.00
443414.21
Private Label Collateralized Mortgage Obligations
MHL
2036-04-25
1.607500
10000000.00
208913.94
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.684400
150550.00
135763.30
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ACCEPT CORP
2037-04-25
1.607500
27500239.00
5408275.19
Private Label Collateralized Mortgage Obligations
RALI 2007-QH2 A2
2037-03-25
1.497500
17500000.00
21726.41
Private Label Collateralized Mortgage Obligations
RALI 2007-QH3 A2
2037-04-25
1.537500
20000000.00
263686.01
Private Label Collateralized Mortgage Obligations
RALI 2006-QS4 A5
2036-04-25
1.827500
36060000.00
3605872.17
Private Label Collateralized Mortgage Obligations
RALI 2007-QS1 2A2
2037-01-25
1.687500
39826500.00
6699252.35
Private Label Collateralized Mortgage Obligations
RALI 2006-QS6 1A11
2036-06-25
2.028620
46729000.00
4033843.20
Private Label Collateralized Mortgage Obligations
RALI 2006-QH1 A2
2036-12-25
1.557500
12500000.00
588618.22
Private Label Collateralized Mortgage Obligations
RALI SERIES VAR 02/35
2035-02-25
3.823100
4100000.00
103496.69
Private Label Collateralized Mortgage Obligations
RALI 2006-QS2 1A10
2036-02-25
1.827500
60000000.00
12418267.43
Private Label Collateralized Mortgage Obligations
SEMT 2003-5 B2
2033-09-20
2.643700
6447000.00
600362.42
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
1.967500
1.00
0.03
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.41
Private Label Collateralized Mortgage Obligations
WAMU 2005-AR13 B1
2045-10-25
1.927500
27687000.00
14039996.45
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C30 E 20431215 FLT
2043-12-15
5.553000
5710000.00
4004753.96
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C31 K
2047-04-15
6.243700
5000000.00
32148.56
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR5 A1B3
2046-06-25
1.677500
12279000.00
459373.15
Private Label Collateralized Mortgage Obligations
WFMBS2006-06
2036-05-25
1.727500
18200000.00
1234118.52
Private Label Collateralized Mortgage Obligations
WELLS FARGO 5.75% 06/37
2037-06-25
5.750000
91000.00
16621.64
Private Label Collateralized Mortgage Obligations
Y
2018-01-04
2018-01-04
2018-02-15
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0164
229949055.00
229949055.00
0.0064
N
N
N
Y
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.160000%
0001002614
ATD0NQDF3
Non-Negotiable Time Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0116
190999761.25
190999761.25
0.0053
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.160000%
0000917311
ATD0NR271
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0116
623998970.40
623998970.40
0.0173
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0NR2P1
Non-Negotiable Time Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0115
95999822.40
95999822.40
0.0027
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.150000%
0001448613
ATD0NR2R7
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0115
250999372.50
250999372.50
0.0070
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0NR3P0
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0115
134999662.50
134999662.50
0.0038
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.180000%
0000947263
ATD0NR479
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0118
478000000.00
478000000.00
0.0133
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.160000%
0001002614
ATD0NR487
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0116
316999476.95
316999476.95
0.0088
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.160000%
0000859994
ATD0NRTR8
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
194999619.75
194999619.75
0.0054
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.160000%
0001498632
ATD0NRTT4
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
461999099.10
461999099.10
0.0128
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.160000%
0001002614
ATD0NRU21
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
235999539.80
235999539.80
0.0066
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.200000%
0001245022
ATD0NRUW5
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0120
124000310.00
124000310.00
0.0034
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0NRVC8
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0115
127999603.20
127999603.20
0.0036
N
N
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.040000%
JJKC32MCHWDI71265Z06
0000838135
ATD0NSJU0
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0104
426000000.00
426000000.00
0.0118
N
Y
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.040000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0NSJW6
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0104
719000000.00
719000000.00
0.0200
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.200000%
0000859994
ATD0NSKG9
Non-Negotiable Time Deposit
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0120
514001773.30
514001773.30
0.0143
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.160000%
0000352613
ATD0NSKH7
Non-Negotiable Time Deposit
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0116
360999241.90
360999241.90
0.0100
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.050000%
0000833029
ATD0NSKV6
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
898000000.00
898000000.00
0.0249
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.060000%
0001448613
ATD0NSKW4
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0106
246000000.00
246000000.00
0.0068
N
Y
Y
N
The Charles Schwab Family of Funds
2017-12-07
Mark Fischer
Mark Fischer
Chief Financial Officer