0001145549-18-001158.txt : 20180207
0001145549-18-001158.hdr.sgml : 20180207
20180207171413
ACCESSION NUMBER: 0001145549-18-001158
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180131
FILED AS OF DATE: 20180207
DATE AS OF CHANGE: 20180207
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: 18581928
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
2018-01-31
0000857156
549300I77JNLD629OV19
S000004504
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
11
14
10006534696.15
9188704806.57
6940903797.94
7828520240.12
20461928694.56
19804036535.94
19737707124.09
19233480525.98
0.00
0.2807
0.2750
0.2086
0.2493
0.5741
0.5927
0.5932
0.6125
0.0000
0.17
30177971203.09
30177306736.60
24955903.20
21892303.36
30180370336.61
30178556945.1700
1.0000
0.0151
1.0000
1.0000
1.0000
1.0000
0.0000
C000012378
0.00
30180370336.61
30178556945.1700
1.0000
1.0000
1.0000
1.0000
0.0000
1647502751.38
1876159544.42
1585442447.67
3824806905.17
1582293132.00
1715948233.19
1580837096.53
3667507913.53
0.00
0.00
7339083174.95
13019346658.78
0.0092
Y
Investment Advisor and its affiliates Voluntary 412,508
ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)
ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) 0.000000%
0018A3B78
213800VD256NU2D97H12
Financial Company Commercial Paper
Y
2018-02-07
2018-02-07
2018-02-07
N
Y
ANZ BANK NEW ZEALAND LTD
1.0000
N
0.0142
85976221.00
85976221.00
0.0028
N
N
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000%
00279JRZ7
R83QYRLEMH4ZSHI0L097
0000931061
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Santander UK Plc
1.0000
N
0.0145
107999373.60
107999373.60
0.0036
N
N
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.430000%
00279JUM2
R83QYRLEMH4ZSHI0L097
0000931061
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
Santander UK Plc
1.0000
N
0.0143
122000000.00
122000000.00
0.0040
N
Y
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.430000%
00279JUS9
R83QYRLEMH4ZSHI0L097
0000931061
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Santander UK Plc
1.0000
N
0.0145
45999852.80
45999852.80
0.0015
N
N
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000%
00279JUT7
R83QYRLEMH4ZSHI0L097
0000931061
Certificate of Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
Y
Santander UK Plc
1.0000
N
0.0144
24999815.00
24999815.00
0.0008
N
N
Y
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 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
0.0151
6995610.30
6995610.30
0.0002
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UB19
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0137
37996480.08
37996480.08
0.0013
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
10997776.90
10997776.90
0.0004
N
N
Y
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
0.0149
99950330.00
99950330.00
0.0033
N
N
N
N
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0.000000%
0556C3B59
KK5MZM9DIXLXZL9DZL15
Non-Financial Company Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
Bayerische Motoren Werke AG
1.0000
N
0.0143
24995052.50
24995052.50
0.0008
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.665000%
06053PYB7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0169
98000040.18
98000040.18
0.0032
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.662500%
06053PYD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0169
61000037.21
61000037.21
0.0020
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
0.0142
251996850.00
251996850.00
0.0083
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
0.0154
73993258.60
73993258.60
0.0025
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.610000%
06371EC62
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-03-02
2018-03-02
2018-03-02
N
N
N
0.0148
6000664.86
6000664.86
0.0002
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.610000%
06371ED38
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0149
220024796.20
220024796.20
0.0073
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.550000%
06371EWM5
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0149
2000112.22
2000112.22
0.0001
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.716900%
06417GVU9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-02-28
2018-03-28
2018-03-28
N
N
N
0.0153
95028215.95
95028215.95
0.0031
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417KCK3
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2018-03-19
2018-03-19
2018-03-19
N
N
N
0.0153
100798383.80
100798383.80
0.0033
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.009500%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2018-02-13
2018-02-13
2018-02-13
N
N
N
0.0143
288060194.88
288060194.88
0.0095
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
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0153
135990779.20
135990779.20
0.0045
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
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0156
136985491.70
136985491.70
0.0045
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
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-03-06
2018-03-06
2018-03-06
N
N
N
0.0158
118984553.80
118984553.80
0.0039
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.650000%
06539RQX8
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-03-22
2018-03-22
2018-03-22
N
N
N
0.0163
161003769.01
161003769.01
0.0053
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.600000%
06742TAX4
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-02-22
2018-02-22
2018-02-22
N
N
N
0.0150
109005669.09
109005669.09
0.0036
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.440000%
06742TEF9
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
516999896.60
516999896.60
0.0171
N
Y
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MB54
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
Societe Generale SA
1.0000
N
0.0152
49989465.00
49989465.00
0.0017
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MB62
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Societe Generale SA
1.0000
N
0.0152
34991127.50
34991127.50
0.0012
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MB88
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-02-08
2018-02-08
2018-02-08
N
Y
Societe Generale SA
1.0000
N
0.0153
141951748.40
141951748.40
0.0047
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MBC9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-02-12
2018-02-12
2018-02-12
N
Y
Societe Generale SA
1.0000
N
0.0154
24987132.50
24987132.50
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MBG0
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-02-16
2018-02-16
2018-02-16
N
Y
Societe Generale SA
1.0000
N
0.0156
9993076.00
9993076.00
0.0003
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MBL9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-02-20
2018-02-20
2018-02-20
N
Y
Societe Generale SA
1.0000
N
0.0157
49956390.00
49956390.00
0.0017
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MC53
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
Societe Generale SA
1.0000
N
0.0161
21967451.00
21967451.00
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
0.0168
9469446.10
9469446.10
0.0003
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MB11
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
Societe Generale SA
1.0000
N
0.0144
12999481.30
12999481.30
0.0004
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MB52
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
Societe Generale SA
1.0000
N
0.0146
120975545.90
120975545.90
0.0040
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.000000%
09659KB17
KGCEPHLVVKVRZYO1T647
Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0148
240990119.00
240990119.00
0.0080
N
Y
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
0.0145
49987890.00
49987890.00
0.0017
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3CF7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-03-15
2018-03-15
2018-03-15
N
Y
Citibank NA
1.0000
N
0.0157
48908404.30
48908404.30
0.0016
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
0.0145
9997582.00
9997582.00
0.0003
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.711200%
13606BJT4
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-02-22
2018-03-22
2018-03-22
N
N
N
0.0152
175049351.75
175049351.75
0.0058
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.726100%
13606BLG9
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-02-20
2018-04-17
2018-04-17
N
N
N
0.0158
163056399.63
163056399.63
0.0054
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.675000%
13606BMD5
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-02-08
2018-02-08
2018-02-08
N
N
N
0.0142
30001710.30
30001710.30
0.0010
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
0.0144
54997800.00
54997800.00
0.0018
N
Y
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KC70
Asset Backed Commercial Paper
Y
2018-03-07
2018-03-07
2018-03-07
N
Y
Lloyds Bank Plc
1.0000
N
0.0157
998473.60
998473.60
0.0000
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178MB15
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0137
36998594.00
36998594.00
0.0012
N
Y
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MB23
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0137
176986494.90
176986494.90
0.0059
N
N
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MB64
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0140
82680714.36
82680714.36
0.0027
N
N
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MB72
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0143
155957229.48
155957229.48
0.0052
N
N
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
0.0149
90977341.00
90977341.00
0.0030
N
N
Y
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
0.0157
36953206.10
36953206.10
0.0012
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
0.0171
16695833.85
16695833.85
0.0006
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.530000%
17305TTB8
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-02-22
2018-02-22
2018-02-22
N
N
N
0.0150
223703201.15
223703201.15
0.0074
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.510000%
17305TTK8
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0150
132000555.72
132000555.72
0.0044
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
0.0145
122195063.12
122195063.12
0.0040
N
Y
Y
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
0.0158
10984028.00
10984028.00
0.0004
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 1.731400%
19423EDM7
Asset Backed Commercial Paper
Y
2018-02-26
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0160
31010230.31
31010230.31
0.0010
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.000000%
20272EBT4
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2018-02-27
2018-02-27
2018-02-27
N
N
N
0.0153
194775945.00
194775945.00
0.0065
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.430000%
22534H2J9
1VUV7VQFKUOQSJ21A208
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0142
311000251.91
311000251.91
0.0103
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1C19
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
Credit Suisse AG
1.0000
N
0.0157
73906649.00
73906649.00
0.0024
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.420000%
23328AZK3
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0145
301998731.60
301998731.60
0.0100
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1B25
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0139
34997294.50
34997294.50
0.0012
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1B74
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0144
11996709.96
11996709.96
0.0004
N
N
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.440000%
25158BD41
7LTWFZYICNSX8D621K86
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
312999906.10
312999906.10
0.0104
N
Y
Y
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601WCS6
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2018-03-26
2018-03-26
2018-03-26
N
Y
Bank of Montreal
1.0000
N
0.0167
12967532.50
12967532.50
0.0004
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GBF9
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-02-15
2018-02-15
2018-02-15
N
N
N
0.0147
174893180.00
174893180.00
0.0058
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GC50
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0156
135805275.20
135805275.20
0.0045
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.560000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0156
2790000.00
2790000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MB10
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0138
101996103.60
101996103.60
0.0034
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MB28
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0138
138989338.70
138989338.70
0.0046
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MB69
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0140
59986002.00
59986002.00
0.0020
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MB77
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0144
143960519.52
143960519.52
0.0048
N
N
Y
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
0.0143
10999563.30
10999563.30
0.0004
N
Y
Y
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
0.0154
72928408.90
72928408.90
0.0024
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.600000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0160
36000000.00
36000000.00
0.0012
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.470000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0147
56000000.00
56000000.00
0.0019
N
N
Y
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
0.0147
181962890.20
181962890.20
0.0060
N
N
Y
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
0.0147
21994605.60
21994605.60
0.0007
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 1.675000%
44988KCJ6
Financial Company Commercial Paper
Y
2018-02-08
2018-02-08
2018-02-08
N
Y
ING Bank NV
1.0000
N
0.0142
50002850.50
50002850.50
0.0017
N
N
N
N
JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD
TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.550000%
478271KA6
US478271KA63
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2043-08-15
Y
US Bank NA
1.0000
7
N
N
N
0.0155
6700000.00
6700000.00
0.0002
N
N
Y
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
0.0157
6991158.30
6991158.30
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
0.0143
88992915.60
88992915.60
0.0029
N
N
Y
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
0.0144
77981241.00
77981241.00
0.0026
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
0.0145
54980062.50
54980062.50
0.0018
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.440000%
51489NR95
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
82999983.40
82999983.40
0.0028
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.440000%
51489NS29
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0145
118999928.60
118999928.60
0.0039
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.560000%
51500LVL2
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0149
191003497.21
191003497.21
0.0063
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.560000%
51500LVR9
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-02-13
2018-02-13
2018-02-13
N
N
N
0.0150
94002059.54
94002059.54
0.0031
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.530000%
51500LVY4
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0151
48000446.88
48000446.88
0.0016
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RB15
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0134
134994964.50
134994964.50
0.0045
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RC71
Asset Backed Commercial Paper
Y
2018-03-07
2018-03-07
2018-03-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0159
998454.20
998454.20
0.0000
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RC89
Asset Backed Commercial Paper
Y
2018-03-08
2018-03-08
2018-03-08
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0159
58906013.00
58906013.00
0.0020
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
0.0149
50995777.20
50995777.20
0.0017
N
N
Y
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017C 1.470000%
56052FGQ2
549300SO05LH6D240016
US56052FGQ28
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2047-11-15
Y
Citibank NA
1.0000
7
Y
N
N
0.0147
39585000.00
39585000.00
0.0013
N
N
Y
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017E 1.470000%
56052FHZ1
549300SO05LH6D240016
US56052FHZ18
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2052-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0147
30000000.00
30000000.00
0.0010
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MBD3
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-02-13
2018-02-13
2018-02-13
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0149
79957016.00
79957016.00
0.0026
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MBL5
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-02-20
2018-02-20
2018-02-20
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0153
21857442.59
21857442.59
0.0007
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MC18
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0156
33195204.47
33195204.47
0.0011
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UB25
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0144
49996005.00
49996005.00
0.0017
N
N
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UBP4
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-02-23
2018-02-23
2018-02-23
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0149
65188097.33
65188097.33
0.0022
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
0.0150
15982643.20
15982643.20
0.0005
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
0.0154
32953476.60
32953476.60
0.0011
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
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0168
4998248.50
4998248.50
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.600000%
60683BDJ9
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0146
136000531.76
136000531.76
0.0045
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.753800%
60700ACW2
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-02-12
2018-02-12
2018-02-12
N
N
N
0.0143
128013825.28
128013825.28
0.0042
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000%
60700AEW0
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0151
31998259.20
31998259.20
0.0011
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.747800%
60700AFH2
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-02-01
2018-03-01
2018-03-01
N
N
N
0.0147
36008280.36
36008280.36
0.0012
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.749500%
60700AGM0
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-02-15
2018-03-15
2018-03-15
N
N
N
0.0150
26008112.26
26008112.26
0.0009
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000%
60700ARJ5
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0144
92999953.50
92999953.50
0.0031
N
Y
Y
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
0.0153
24977672.50
24977672.50
0.0008
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
0.0156
3994269.20
3994269.20
0.0001
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MC62
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-03-06
2018-03-06
2018-03-06
N
N
N
0.0157
49926050.00
49926050.00
0.0017
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
0.0147
220990961.10
220990961.10
0.0073
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.000000%
63873KB14
KX1WK48MPD4Y2NCUIZ63
0001503859
Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0134
97996175.06
97996175.06
0.0032
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.400000%
63873NMY4
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0141
27999991.60
27999991.60
0.0009
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.600000%
63873NNT4
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-03-07
2018-03-07
2018-03-07
N
N
N
0.0145
6000841.26
6000841.26
0.0002
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975VB58
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0144
154969046.50
154969046.50
0.0051
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.530000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0153
9000000.00
9000000.00
0.0003
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.470000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0147
100000000.00
100000000.00
0.0033
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.500000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0150
19000000.00
19000000.00
0.0006
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (33 BOND ST) SERIES 2017A 1.470000%
64987BW61
5493000LS7KCDB02O506
US64987BW615
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2049-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0147
20000000.00
20000000.00
0.0007
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SB15
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0144
99996010.00
99996010.00
0.0033
N
Y
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SBN7
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-02-22
2018-02-22
2018-02-22
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0154
74929282.50
74929282.50
0.0025
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
36997872.50
36997872.50
0.0012
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.696900%
67984REW5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-02-27
2018-03-27
2018-03-27
N
Y
Royal Bank of Canada
1.0000
N
0.0157
9001827.09
9001827.09
0.0003
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.400000%
69033LK57
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0142
58999769.90
58999769.90
0.0020
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.640000%
69033LU64
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0152
54005940.54
54005940.54
0.0018
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.650000%
69033LV48
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-03-13
2018-03-13
2018-03-13
N
N
N
0.0155
170018480.70
170018480.70
0.0056
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB17
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0138
136994766.60
136994766.60
0.0045
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB25
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0138
94992713.50
94992713.50
0.0031
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB58
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0140
101980242.60
101980242.60
0.0034
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB66
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0140
119972004.00
119972004.00
0.0040
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB74
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0146
49986291.50
49986291.50
0.0017
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB82
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-02-08
2018-02-08
2018-02-08
N
N
N
0.0147
93970442.64
93970442.64
0.0031
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KB59
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
BNP Paribas SA
1.0000
N
0.0146
154968612.50
154968612.50
0.0051
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KDJ7
Asset Backed Commercial Paper
Y
2018-04-18
2018-04-18
2018-04-18
N
Y
BNP Paribas SA
1.0000
N
0.0175
996256.90
996256.90
0.0000
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.680000%
78009N5R3
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0150
195018955.95
195018955.95
0.0065
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.905000%
78009NR65
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-02-07
2018-03-07
2018-03-07
N
N
N
0.0148
25010750.25
25010750.25
0.0008
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.766900%
78009NV78
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-02-28
2018-06-28
2018-06-28
N
N
N
0.0169
134045695.34
134045695.34
0.0044
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.706900%
78009NW36
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-02-05
2018-04-05
2018-04-05
N
N
N
0.0155
22006864.22
22006864.22
0.0007
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.662500%
78009NY67
ES7IP3U3RHIGC71XBU11
US78009NY670
Certificate of Deposit
Y
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0142
240514432.41
240514432.41
0.0080
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MC65
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-03-06
2018-03-06
2018-03-06
N
Y
Barclays Bank Plc
1.0000
N
0.0160
89864424.00
89864424.00
0.0030
N
N
N
N
SMITHSONIAN INSTITUTION
TAXABLE RB SERIES 2013B 1.650000%
832432AA6
US832432AA69
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
1.0000
7
Y
N
N
0.0165
27500000.00
27500000.00
0.0009
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.560000%
86563Y4L4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0146
147001941.87
147001941.87
0.0049
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.550000%
86563Y5C3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0152
100001731.00
100001731.00
0.0033
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.770100%
86563Y5T6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-02-26
2018-07-24
2018-07-24
N
N
N
0.0180
40997212.00
40997212.00
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.560000%
86563Y6C2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0155
136000979.20
136000979.20
0.0045
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.727800%
86563YD67
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0140
35000315.35
35000315.35
0.0012
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.735000%
86563YJ20
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-02-06
2018-03-06
2018-03-06
N
N
N
0.0148
218056464.18
218056464.18
0.0072
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.600000%
86564E3N4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-02-13
2018-02-13
2018-02-13
N
N
N
0.0149
135005131.35
135005131.35
0.0045
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.640000%
86564E3P9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0156
19001286.49
19001286.49
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.650000%
86564E3Z7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-03-16
2018-03-16
2018-03-16
N
N
N
0.0160
5000314.05
5000314.05
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.570000%
86564E5D4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0155
111001688.31
111001688.31
0.0037
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.570000%
86564E5G7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0155
300004560.00
300004560.00
0.0099
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.696900%
86958JQT9
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-02-05
2018-04-05
2018-04-05
N
N
N
0.0156
185051801.85
185051801.85
0.0061
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.681400%
86958JRS0
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-02-26
2018-02-26
2018-02-26
N
N
N
0.0146
29004756.29
29004756.29
0.0010
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
0.0140
90968059.00
90968059.00
0.0030
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.420000%
87019VCF2
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0140
153000200.43
153000200.43
0.0051
N
N
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.425000%
87019VCJ4
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0140
205000309.55
205000309.55
0.0068
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 1.660000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0166
3000000.00
3000000.00
0.0001
N
N
Y
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
0.0150
37981026.60
37981026.60
0.0013
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
0.0159
113829136.80
113829136.80
0.0038
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.687800%
89113XAE4
PT3QB789TSUIDF371261
US89113XAE40
Certificate of Deposit
Y
2018-02-02
2018-03-02
2018-03-02
N
N
N
0.0147
4000760.04
4000760.04
0.0001
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XCT9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0152
1999804.40
1999804.40
0.0001
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XHH0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-02-12
2018-02-12
2018-02-12
N
N
N
0.0147
139997130.00
139997130.00
0.0046
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%
89113XHV9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0148
495985864.00
495985864.00
0.0164
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%
89113XJE5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0149
9999566.00
9999566.00
0.0003
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.000000%
89119BCN4
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-03-22
2018-03-22
2018-03-22
N
N
N
0.0159
4988944.50
4988944.50
0.0002
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QB66
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Total SA
1.0000
N
0.0143
183956244.80
183956244.80
0.0061
N
N
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QBG4
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-02-16
2018-02-16
2018-02-16
N
Y
Total SA
1.0000
N
0.0150
268820657.70
268820657.70
0.0089
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.707800%
89233AVR7
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-02-02
2018-02-23
2018-02-23
N
N
N
0.0145
107518168.58
107518168.58
0.0036
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.707800%
89233AVS5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-02-02
2018-02-26
2018-02-26
N
N
N
0.0146
100018701.00
100018701.00
0.0033
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.727500%
89233AWE5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-02-20
2018-03-16
2018-03-16
N
N
N
0.0150
50014400.50
50014400.50
0.0017
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
0.0148
120855743.80
120855743.80
0.0040
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
0.0150
24962425.00
24962425.00
0.0008
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.695000%
90276JAX4
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2018-02-08
2018-02-08
2018-02-08
N
N
N
0.0142
145008846.45
145008846.45
0.0048
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.717800%
90276JBE5
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2018-02-01
2018-03-01
2018-03-01
N
N
N
0.0147
164033785.64
164033785.64
0.0054
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XBE2
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2018-02-14
2018-02-14
2018-02-14
N
N
N
0.0152
102939075.50
102939075.50
0.0034
N
N
N
N
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
PSEG PWR LLC SR NT 5.125%20
2020-04-15
5.125000
9803000.00
10460784.02
Corporate Debt Securities
OPTION ONE MTG LN TR 2007-FXD1 I-A-1 20370125 FLT
2037-01-25
5.866000
3126076.00
996093.40
Asset-Backed Securities
NELNET ST LN TR 2008-4 A-4 20240425 FLT
2024-04-25
3.225200
2697000.00
1939976.16
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2
2032-12-15
1.698500
3700000.00
1643444.54
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.015200
6527483.00
6307412.61
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT
5493001IJLRQI58G5Z31
2025-07-25
2.045200
21108003.00
21056156.82
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.855200
6881507.00
6409698.68
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.875200
26717445.00
23514516.20
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 B 20270125 FLT
2027-01-25
1.945200
168527.00
162373.47
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.905200
20352503.00
19724738.86
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.945200
8126111.00
4400916.17
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B B 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
1.878500
2611404.00
1194591.89
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-4 20231215 FLT
549300I2YWZ9E1B0EY33
2023-12-15
1.778500
1072870.00
35450.30
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B C 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
2.288500
2171120.00
584468.80
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-7 A-5A 20331215 FLT
549300IWUQEXD0TZWG69
2033-12-15
2.788500
36617008.00
20921349.25
Asset-Backed Securities
SOLOSO CDO 2007-1 A-1LA 20371007 FLT
549300TYY1BQ1R0Y8R40
2037-10-07
1.963800
22276084.00
13441391.94
Asset-Backed Securities
SLM STUDENT LOAN TR 2011-1 A-2 20341025 FLT
2034-10-25
2.711400
4697844.00
4809618.28
Asset-Backed Securities
SLM STUDENT LOAN TRUST 2009-3 A 20450125 FLT
2045-01-25
2.311400
1550000.00
776091.67
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.875200
10577774.00
10274618.52
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.885200
12822707.00
12258098.85
Asset-Backed Securities
WESTPAC BNKING CRP ECN
EN5TNI6CI43VEPAMHL14
2019-08-01
2.522200
35339.00
35762.77
Corporate Debt Securities
STUDENT LOAN CON CEN 2011-1 NOTES 20271025 FLT
5493008KMDJ3GC7JUA63
2027-10-25
2.781400
13175000.00
4056763.65
Asset-Backed Securities
CITIBANK CCIT 2017-A6 A 20290514 FLT
R8AG6FXVDQAMDKCSJJ64
2029-05-14
2.329500
12036657.00
12246039.79
Asset-Backed Securities
BLUEMOUNTAIN CLO 2013-2R A-1-R 20301022 FLT
2030-10-22
2.924700
2954438.00
2976359.73
Asset-Backed Securities
BANK AMER STUDENT LN TR 2010-1 A 20430225 FLT
2043-02-25
2.545200
10399800.00
1667812.37
Asset-Backed Securities
BX TRUST 2017-SLCT B 20340717 FLT
2034-07-17
2.759400
847975.00
851128.21
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO D 20270816 FLT
2027-08-16
4.559400
8000000.00
3864710.49
Private Label Collateralized Mortgage Obligations
ALESCO PREFERRED FDG II 2003-2 A-2 20340130 FLT
2034-01-30
2.220000
207731.00
199434.57
Asset-Backed Securities
FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25
2025-06-01
6.000000
2884000.00
3028200.00
Corporate Debt Securities
EXELON CORP JR SB GLBL STP22
3SOUA6IRML7435B56G12
2022-06-01
3.497000
15000.00
15200.98
Corporate Debt Securities
DEUTSCHE BK AG VR 021315-021318
7LTWFZYICNSX8D621K86
2018-02-13
2.092900
744000.00
747410.94
Corporate Debt Securities
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
5.255000
3325000.00
3336149.26
Private Label Collateralized Mortgage Obligations
COLLEGIATE FDG LN TR 2005-A B 20371228 FLT
2037-12-28
1.985800
18000000.00
8128106.71
Asset-Backed Securities
CLECO CORPORATE HLDGS LLC SR SEC GLBL NT26
5493002H80P81B3HXL31
2026-05-01
3.743000
679611.00
674532.61
Corporate Debt Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.821400
388624.00
205515.57
Asset-Backed Securities
NTC CAP II CAP-B PSTH FLT27
2027-04-15
2.310200
837000.00
783454.39
Corporate Debt Securities
GREAT RIV ENERGY 1ST MTG7A 144A38
5493007CIM8IF8LIUC91
2038-07-01
6.254000
16000.00
18798.75
Corporate Debt Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.662300
13898302.00
13624093.07
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.622100
3827577.00
3819439.65
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.945200
3770816.00
3466109.56
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.845200
754699.00
713000.41
Asset-Backed Securities
SLC STUDENT LN TR 2004-1 A-6 20230515 FLT
2023-05-15
1.575900
5500000.00
4104601.12
Asset-Backed Securities
SPRINGLEAF FINANCE CORPORATION SR GLBL NT 23
5493008I795YYBFWFU90
2023-03-15
5.625000
25075.00
25286.57
Corporate Debt Securities
MORGAN STANLEY FR 2.45%020119
IGJSJL3JD5P30I6NJZ34
2019-02-01
2.450000
1259000.00
1276676.36
Corporate Debt Securities
Y
2018-05-01
2018-05-01
2018-05-29
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0196
200131640.00
200131640.00
0.0066
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.160000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_2.16_0627
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SPRINGLEAF FINANCE CORPORATION SR GLBL NT 23
5493008I795YYBFWFU90
2023-03-15
5.625000
418173.00
421701.33
Corporate Debt Securities
EXELON CORP JR SB GLBL STP22
3SOUA6IRML7435B56G12
2022-06-01
3.497000
28000.00
28375.15
Corporate Debt Securities
ECOLAB INC SR GLBL NT 2%19
82DYEISM090VG8LTLS26
2019-01-14
2.000000
6000.00
5997.21
Corporate Debt Securities
PSEG PWR LLC SR NT 5.125%20
2020-04-15
5.125000
1096000.00
1169541.90
Corporate Debt Securities
OPTION ONE MTG LN TR 2007-FXD1 I-A-1 20370125 FLT
2037-01-25
5.866000
1326544.00
422690.21
Asset-Backed Securities
NELNET ED LN FDG 2005-2 A-5 20370322 FLT
2037-03-22
1.757900
700000.00
598593.16
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.821400
18094758.00
9569029.43
Asset-Backed Securities
NTC CAP II CAP-B PSTH FLT27
2027-04-15
2.310200
540000.00
505454.45
Corporate Debt Securities
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.341400
1863731.00
990674.00
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-4 20281025 FLT
2028-10-25
1.885200
1604664.00
1597333.57
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.015200
1.00
0.97
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT
5493001IJLRQI58G5Z31
2025-07-25
2.045200
254.00
253.38
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.875200
167316.00
147257.90
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.945200
1371998.00
1261131.64
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.845200
2417255.00
2283696.95
Asset-Backed Securities
SOLOSO CDO 2007-1 A-1LA 20371007 FLT
549300TYY1BQ1R0Y8R40
2037-10-07
1.963800
1195565.00
721404.07
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-5 B 20730725 FLT
2073-07-25
3.595200
770990.00
797050.46
Asset-Backed Securities
ALESCO PREFERRED FDG II 2003-2 A-2 20340130 FLT
2034-01-30
2.220000
28547.00
27406.88
Asset-Backed Securities
INTESA SANPAOLO S P A SR GLBL-X 144A27
2W8N8UU78PMDQKZENC08
2027-07-14
3.875000
1350284.00
1320469.54
Corporate Debt Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
2949961.00
2344.54
Asset-Backed Securities
GREAT RIV ENERGY 1ST MTG7A 144A38
5493007CIM8IF8LIUC91
2038-07-01
6.254000
2967000.00
3485992.59
Corporate Debt Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.622100
26860.00
26802.90
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.875200
136655.00
132738.51
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.885200
5719071.00
5467249.44
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.905200
7981473.00
7735287.92
Asset-Backed Securities
CLECO CORPORATE HLDGS LLC SR SEC GLBL NT26
5493002H80P81B3HXL31
2026-05-01
3.743000
1894351.00
1880195.46
Corporate Debt Securities
CITIBANK CCIT 2017-A6 A 20290514 FLT
R8AG6FXVDQAMDKCSJJ64
2029-05-14
2.329500
10958621.00
11149250.90
Asset-Backed Securities
BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22
2022-07-01
6.125000
2000.00
2087.11
Corporate Debt Securities
BLUEMOUNTAIN CLO 2013-2R A-1-R 20301022 FLT
2030-10-22
2.924700
52716.00
53107.15
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.945200
89841.00
48655.83
Asset-Backed Securities
WESTPAC BNKING CRP ECN
EN5TNI6CI43VEPAMHL14
2019-08-01
2.522200
683.00
691.19
Corporate Debt Securities
Y
2018-05-01
2018-05-01
2018-06-27
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0216
45029439.00
45029439.00
0.0015
N
N
N
Y
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
0.0143
36465111.73
36465111.73
0.0012
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LB58
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0144
99980030.00
99980030.00
0.0033
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LBL3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-02-20
2018-02-20
2018-02-20
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0152
98916671.70
98916671.70
0.0033
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
70930597.50
70930597.50
0.0024
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LC73
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-03-07
2018-03-07
2018-03-07
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0157
99847070.00
99847070.00
0.0033
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LC99
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-03-09
2018-03-09
2018-03-09
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0158
90852134.10
90852134.10
0.0030
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 1.880000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DGC008_1.88_0402
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
3.534080
12907021.00
12953228.14
Asset-Backed Securities
REGAL ENTMT GROUP SR NT 5.75%25
549300FW4ECF8G8U5T62
2025-02-01
5.750000
9670000.00
10213937.51
Corporate Debt Securities
NATHANS FAMOUS INC NEW SR SEC GLBL 25
54930034SKNSF1JIE673
2025-11-01
6.625000
236828.00
249039.44
Corporate Debt Securities
KINDRED HEALTHCARE INC SR GLBL NT 8%20
549300OITC7AXM1AND14
2020-01-15
8.000000
166000.00
176965.22
Corporate Debt Securities
COVERIS HLDGS S A SR 144A NT 19
549300N263GYIVPVLC38
2019-11-01
7.875000
9243000.00
9332541.56
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22
2022-07-01
6.125000
3282000.00
3424944.78
Corporate Debt Securities
AVANTOR INC SR GLBL 144A 25
5493003VM0XB4U8YD238
2025-10-01
9.000000
9320000.00
9508730.00
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
10209000.00
9333294.68
Corporate Debt Securities
GREAT WESTN PETE LLC/GREAT WES SR GLBL 144A 21
2021-09-30
9.000000
8799000.00
9527117.23
Corporate Debt Securities
Y
2018-03-07
2018-03-07
2018-04-02
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0188
56025457.60
56025457.60
0.0019
N
N
N
Y
WAL-MART STORES INC
WAL-MART STORES INC 0.000000%
93114FBL7
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0150
194837506.50
194837506.50
0.0065
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.390000%
MAES062Z21O4RZ2U7M96
0001142175
931WXW008
Certificate of Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0154
103997012.08
103997012.08
0.0034
N
N
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.505000%
MAES062Z21O4RZ2U7M96
0001142175
932GDB000
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0154
20999415.15
20999415.15
0.0007
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.400000%
94989RNR5
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0150
159996464.00
159996464.00
0.0053
N
N
Y
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
0.0150
411997734.00
411997734.00
0.0137
N
N
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.731200%
94989RNV6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-02-20
2018-04-20
2018-04-20
N
N
N
0.0159
168057625.68
168057625.68
0.0056
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.756900%
96121T3L0
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2018-02-27
2018-04-27
2018-04-27
N
N
N
0.0160
165063526.65
165063526.65
0.0055
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.660000%
96121T5F1
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0150
200018002.00
200018002.00
0.0066
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.660000%
96121T5J3
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2018-02-21
2018-02-21
2018-02-21
N
N
N
0.0150
148013735.88
148013735.88
0.0049
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1BP1
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2018-02-23
2018-02-23
2018-02-23
N
N
N
0.0150
124879887.50
124879887.50
0.0041
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.540000%
3TK20IVIUJ8J3ZU0QE75
0000319432
964GAF005
Certificate of Deposit
Y
2018-04-23
2018-04-23
2018-04-23
N
N
N
0.0169
6997582.41
6997582.41
0.0002
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.600000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2018-02-07
2018-02-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0160
22375000.00
22375000.00
0.0007
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.250000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FS212_2.25_0710
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AXIS EQUIP FIN RECV 2015-1 D 20200520 4.0
2020-05-20
4.050000
2000000.00
1965127.98
Asset-Backed Securities
ATRIUM X 2013-10 E 20250716 FLT
2025-07-16
6.221500
3500000.00
3514533.05
Asset-Backed Securities
ATLAS SR LN FD IV LTD 2014-4 B-2L 20260217 FLT
2026-02-17
6.115900
2500000.00
2524103.15
Asset-Backed Securities
APIDOS CLO XVI 2014-16 D 20250121 FLT
549300SXGU1ZTWUMZ124
2025-01-21
6.239200
3500000.00
3494504.04
Asset-Backed Securities
ALM XVI LTD 2015-16 E 20270715 FLT
2027-07-15
8.471500
2000000.00
2007059.60
Asset-Backed Securities
CARLYE GLOBAL MKT
2025-04-17
6.181300
3000000.00
3017981.55
Asset-Backed Securities
CWABS INC 2005-7 MF-1 20350825 FLT
2035-08-25
5.006000
2490263.00
2485422.51
Asset-Backed Securities
CIFC FUNDING LTD 2014-II B-2L 20260524 FLT
2026-05-24
6.054000
4750000.00
4784821.45
Asset-Backed Securities
BENEFIT STR PARTNERS CLO V LTD
2026-10-20
6.894700
6850000.00
6872650.99
Asset-Backed Securities
BCC FDG X LLC 2015-1 D 20201221 4.5
2020-12-21
4.544000
2000000.00
1993996.89
Asset-Backed Securities
BCC FDG X LLC 2015-1 F 20230821 6.9
2023-08-21
6.985000
4936000.00
4954333.81
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 D 20470311 FLT
2047-03-11
4.367000
3200000.00
3208592.07
Asset-Backed Securities
CUTWATER LTD 2015-I E 20270715 FLT
2027-07-15
7.721500
3000000.00
3001341.90
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 F 20320719 FLT
2032-07-19
5.203800
6578000.00
6606545.76
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
4.359400
8555000.00
8569480.55
Asset-Backed Securities
CATSKILL PK CLO LTD / CATSKILLPK CLO LLC
2029-04-20
3.444700
1300000.00
1307881.31
Asset-Backed Securities
ING IM CLO LTD 2014-1 D 20260418 FLT
2026-04-18
6.634100
5000000.00
5019428.20
Asset-Backed Securities
HUNT CRE 2017-FL1 LTD D 20340817 FLT
2034-08-17
4.859500
5500000.00
5512483.70
Asset-Backed Securities
GOLUB CAP PARTNERS CLO 35 B LTD
549300WOCHCRLVQ18888
2029-07-20
8.244700
4000000.00
4025436.86
Asset-Backed Securities
US RESI OPP FD III TR 2017-1 A 20371127 FLT
2037-11-27
3.351500
2904242.00
2842868.98
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B1 20561025 FLT
2056-10-25
3.574700
690008.00
678074.85
Asset-Backed Securities
THL CR WIND RIVER CLO 2014-1 E 20260420 FLT
2026-04-20
6.684100
2102976.00
2099093.27
Asset-Backed Securities
TELOS CLO 2014-6 LTD
549300S94NIRW4K03T89
2027-01-17
5.880000
3000000.00
3002870.00
Asset-Backed Securities
VOLT LIX LLC 2017-NPL6 A-2 20470528 FLT
2047-05-28
5.375000
2437000.00
2442010.80
Asset-Backed Securities
VOLT XXXVIII LLC 2015-NPL12 A-2 20450925 FLT
2045-09-25
4.500000
5000000.00
4991482.32
Asset-Backed Securities
OAKTREE CLO 2014 2 LTD
2026-10-20
6.994700
4000000.00
4005640.00
Asset-Backed Securities
ACIS CLO 2013
2024-04-18
7.334080
3750000.00
3758250.00
Asset-Backed Securities
WHITEHORSE VII LTD 2013-7 B-2L 20251124 FLT
549300X9MCOC3M41BS71
2025-11-24
6.254000
4800000.00
4837881.34
Asset-Backed Securities
VOYA CLO 2014 3 LTD
5493000X4YEVJOIVRG48
2026-07-25
6.745200
2500000.00
2512135.50
Asset-Backed Securities
SOUND PNT CLO VI LTD 2014-6 E 20261020 FLT
2026-10-20
6.794700
3230000.00
3236479.89
Asset-Backed Securities
VOLT LIV LLC 2017-NPL1 A-2 20470225 FLT
2047-02-25
5.875000
700000.00
699879.72
Asset-Backed Securities
VIBRANT CLO III LTD VIRBANT CLO LLI LLC
54930073XIEUISQCY218
2026-04-20
6.744700
4000000.00
4003203.52
Asset-Backed Securities
VIBRANT CLO II LTD
2024-07-24
6.641300
316936.00
310534.96
Asset-Backed Securities
VENTURE VIII CDO LTD 2007-8 E 20210722 FLT
549300S6D9RLWQMUIA53
2021-07-22
5.994700
2000000.00
1995284.31
Asset-Backed Securities
PROGRESS RESI TR 2017-SFR1 E 20340817 4.2
2034-08-17
4.261000
200000.00
199884.85
Asset-Backed Securities
PINNACLE PK CLO LTD
2026-04-15
6.670200
2625000.00
2630773.02
Asset-Backed Securities
SOUND PNT CLO IV 2013-4 E 20260121 FLT
2026-01-21
6.244700
7500000.00
7505982.83
Asset-Backed Securities
SOUND PNT CLO III LTD 2013-3 E 20250715 FLT
2025-07-15
6.320200
784000.00
790862.68
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-5 A-6 20300615 FLT
549300Q3EYTM3HF1XJ85
2030-06-15
0.00
600000.00
601800.00
Asset-Backed Securities
VOLT LXIII 2017-NPL10 A-1 20471025 FLT
2047-10-25
3.000000
100000.00
99608.03
Asset-Backed Securities
GALAXY CLO XVII 2014-17 E 20260715 FLT
2026-07-15
6.371500
1500000.00
1498297.20
Asset-Backed Securities
GLS AUTO RECV TR 2016-1 B 20210115 4.3
2021-01-15
4.390000
2234625.00
2265177.71
Asset-Backed Securities
MADISON PK FDG XII LTD
2026-07-20
6.844700
2000000.00
2008302.87
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 E 20320819 FLT
2032-08-19
5.309400
3586000.00
3627804.82
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 F 20320318 FLT
2032-03-18
5.859400
5000000.00
5031474.37
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 E 20320318 FLT
2032-03-18
5.759500
5480000.00
5514308.01
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 E 20320617 FLT
2032-06-17
4.706100
100000.00
100748.93
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 F 20320617 FLT
2032-06-17
5.256100
2100000.00
2120840.51
Asset-Backed Securities
OCTAGON INV PTNS XXI 2014-21 E 20261116 FLT
2026-11-16
7.512900
2000000.00
1997658.47
Asset-Backed Securities
OCTAGON INV PTNRS XVI 2013-16 E 20250717 FLT
2025-07-17
6.231300
3000000.00
3012159.89
Asset-Backed Securities
OAK HILL ADV RESI TR 2017-NPL1 A-2 20570625 FLT
2057-06-25
5.000000
900000.00
893777.16
Asset-Backed Securities
NAVITAS EQIP RECV 2015-1 C 20190617 4.5
549300E6VQ8QJ801VH21
2019-06-17
4.500000
1750000.00
1760474.80
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-5 A-7 20300615 FLT
549300Q3EYTM3HF1XJ85
2030-06-15
0.00
500000.00
499657.50
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-5 A-9 20300615 FLT
549300Q3EYTM3HF1XJ85
2030-06-15
2.931000
600000.00
599955.05
Asset-Backed Securities
REGATTA IV FDG LTD 2014-4 E 20260727 FLT
2026-07-27
6.695200
3000000.00
2996417.60
Asset-Backed Securities
PARK PLACE SECS 2005-WCH1 M-5 20350125 FLT
2035-01-25
2.881400
3600000.00
3567791.84
Asset-Backed Securities
ABN AMRO BANK N V RIMM
2030-01-20
0.00
3000000.00
2953980.00
Asset-Backed Securities
EASTLAND CLO LTD 2007 C 20220501 FLT
2022-05-01
2.876800
11000000.00
10983081.45
Asset-Backed Securities
HARBOURVIEW CLO VII LTD 2014-7 E 20261118 FLT
2026-11-18
6.565700
7000000.00
7033102.72
Asset-Backed Securities
ING IM CLO LTD 2013-3 E 20260118 FLT
2026-01-18
7.234100
3000000.00
2999976.92
Asset-Backed Securities
WAVE 2017-1 LLC C 20421115 6.6
2042-11-15
6.656000
3000000.00
2995835.45
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2017-1 E 20240515 4.8
2024-05-15
4.890000
1213940.00
1195043.97
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-2 A-7 20280915 FLT
549300HZ5P6KYIDITL52
2028-09-15
2.744000
250000.00
250189.92
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-2 A-6 20280915 FLT
549300HZ5P6KYIDITL52
2028-09-15
1.849000
150000.00
150183.84
Asset-Backed Securities
OAK HILL ADV RESI TR 2017-NPL2 A-2 20570725 FLT
2057-07-25
4.875000
3057000.00
3044628.32
Asset-Backed Securities
SHACKLETON 2014 V CLO LTD
2026-05-07
5.741900
4027057.00
3976992.06
Asset-Backed Securities
Y
2018-05-07
2018-05-07
2018-07-10
Y
WELLS FARGO SECURITIES LLC
1.0000
96
N
N
N
0.0225
172923274.50
172923274.50
0.0057
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.960000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0FTNZ2_1.96_0417
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC TR 2016-MFF
2033-11-15
6.538100
12620000.00
12782021.65
Private Label Collateralized Mortgage Obligations
WASHINGTON 5% 03/20
2020-03-25
5.000000
105000.00
3361.15
Private Label Collateralized Mortgage Obligations
LMT 2006-4 1A1
2036-08-25
6.000000
3999998.00
916891.12
Private Label Collateralized Mortgage Obligations
GRACE 2014-GRCE VAR 06/28
2028-06-10
3.590100
5000000.00
4909354.15
Private Label Collateralized Mortgage Obligations
CWALT 2005-3CB 1A11
2035-03-25
5.500000
52005000.00
323389.22
Private Label Collateralized Mortgage Obligations
BOAMS 2005-A 2A1
2035-02-25
3.552000
65000.00
6112.80
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-15
3.356000
11188000.00
6976023.30
Private Label Collateralized Mortgage Obligations
WELLS FARGO 5.75% 06/37
2037-06-25
5.750000
91000.00
15515.65
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE VAR 06/34
2034-06-25
2.863900
5500000.00
1811447.92
Private Label Collateralized Mortgage Obligations
BSABS 2006-AC1 1A2
2036-02-25
6.250000
4900000.00
1074941.73
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS6 VAR 12/47
2047-12-10
4.464900
132000.00
90577.83
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 04/35
2035-04-25
2.011300
13675000.00
1469680.04
Private Label Collateralized Mortgage Obligations
CSAIL 3.005% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.005000
23410000.00
14182343.88
Private Label Collateralized Mortgage Obligations
HVMLT 2005-11 2A1B
2045-08-19
1.937500
9100000.00
791523.63
Private Label Collateralized Mortgage Obligations
IMM 2005-2 1M1
2035-04-25
2.206300
5000000.00
385606.55
Private Label Collateralized Mortgage Obligations
INDYMAC INDX FLT 07/35
2035-07-25
1.821300
33600000.00
3541050.34
Private Label Collateralized Mortgage Obligations
JPMMT 2007-A1 2A3
2035-07-25
3.634000
8618000.00
552519.08
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-LC9 F
2047-12-15
4.371800
3166847.00
2518170.05
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C6 G
2045-05-15
2.972000
325000.00
223108.98
Private Label Collateralized Mortgage Obligations
LMT 2006-1 3A5
2036-02-25
5.500000
1279000.00
427320.39
Private Label Collateralized Mortgage Obligations
MLMI
2033-02-25
3.290800
1700000.00
29033.81
Private Label Collateralized Mortgage Obligations
MSM 2005-2AR A
549300M91PFQR7JLJ570
2035-04-25
1.821300
2460000.00
152361.64
Private Label Collateralized Mortgage Obligations
MSAC 2007-NC1 A2D
2036-11-25
1.781300
7600000.00
3524960.28
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ12 AJ
2043-12-15
5.399000
750000.00
418780.31
Private Label Collateralized Mortgage Obligations
RALI 2006-QS6 1A11
2036-06-25
2.261350
46729000.00
4017958.48
Private Label Collateralized Mortgage Obligations
RALI 2007-QS4 3A9
2037-03-25
6.000000
8300000.00
2612434.53
Private Label Collateralized Mortgage Obligations
RALI SERIES VAR 02/35
2035-02-25
3.822400
4100000.00
101466.15
Private Label Collateralized Mortgage Obligations
SEMT 2003-5 B2
2033-09-20
2.683800
6447000.00
569988.28
Private Label Collateralized Mortgage Obligations
SARM 2007-2 1A1
2037-03-25
1.711300
77056000.00
9705302.61
Private Label Collateralized Mortgage Obligations
SASC 2006-S2 A2
2036-06-25
6.000000
96432000.00
40206065.29
Private Label Collateralized Mortgage Obligations
FREMF MORTGAGE VAR 03/27
2027-03-25
3.980400
14615000.00
14062217.41
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 4A1
2035-02-25
3.632200
500000.00
22265.16
Private Label Collateralized Mortgage Obligations
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
378574.61
Private Label Collateralized Mortgage Obligations
GSR
2033-03-25
3.180000
1700000.00
43677.86
Private Label Collateralized Mortgage Obligations
HASC
2036-01-25
2.101300
1675000.00
749079.47
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
2.137500
1.00
0.06
Private Label Collateralized Mortgage Obligations
144A CBAC 2006-1A A
2038-06-25
2.052100
27004436.00
1606401.92
Private Label Collateralized Mortgage Obligations
CFLX 2007-2 A2
549300B1U8MKA7ONX421
2037-05-25
1.901300
28381000.00
4972411.26
Private Label Collateralized Mortgage Obligations
CHASE MORTGAGE 5.5% 02/34
2034-02-25
5.500000
3000000.00
363636.11
Private Label Collateralized Mortgage Obligations
144A CCMFC 2005-4A A2
5493000HGUJLFEQO2209
2036-10-25
1.811300
8944453.00
710465.02
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 01/43
2043-01-14
4.624500
4000000.00
2524855.14
Private Label Collateralized Mortgage Obligations
CMLTI 2006-AR6 1A1
2036-08-25
3.519900
3000000.00
294435.09
Private Label Collateralized Mortgage Obligations
CMLTI 2005-11 A2B
2035-10-25
3.630000
4854524.00
449304.04
Private Label Collateralized Mortgage Obligations
144A COMM 2000-C1 G
2033-08-15
6.850000
5000000.00
327598.71
Private Label Collateralized Mortgage Obligations
CSFB 2002-26 3M3
2032-10-25
6.306200
3000000.00
2405194.94
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB2
2033-04-25
5.659500
1133646.00
153242.58
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A FLT 08/37
2037-08-25
1.721300
20439000.00
902058.37
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5830755.11
Private Label Collateralized Mortgage Obligations
EMAC OWNER VAR 01/27
2027-01-15
7.920000
23000000.00
703647.36
Private Label Collateralized Mortgage Obligations
144A EMAC 2000-1 A2
2027-01-15
8.210000
8500000.00
332405.18
Private Label Collateralized Mortgage Obligations
CSMC TR 2017-LSTK
2033-04-05
3.441500
95000.00
93808.39
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA D
549300818AKCJ4Q9TD76
2037-09-15
4.373300
14895000.00
14396815.41
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL F
549300FBVMRSN384BA29
2029-04-15
6.309400
8000000.00
8021034.24
Private Label Collateralized Mortgage Obligations
144A CSMC 2009-12R 5A1
2036-06-27
6.000000
36656000.00
11745216.00
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.127800
5055000.00
3896872.74
Private Label Collateralized Mortgage Obligations
CWALT 2004-5CB M
2034-03-25
5.805400
3674300.00
853644.51
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
2.311300
8413000.00
2045516.11
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 12/35
2035-12-25
1.981300
15000000.00
947546.55
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
2.201300
1.00
0.03
Private Label Collateralized Mortgage Obligations
280 PARK AVENUE FLT 09/34
2034-09-15
2.907300
22000000.00
22054078.10
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.46
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
944.08
Private Label Collateralized Mortgage Obligations
SARM 2007-6 2A1
2037-07-25
1.751300
15000000.00
3405547.37
Private Label Collateralized Mortgage Obligations
144A SASC 1998-RF1 A
2027-04-15
5.642400
113712486.00
1852264.32
Private Label Collateralized Mortgage Obligations
AHM 2004-1 4A
2044-04-25
3.928400
62160000.00
3923183.06
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.562600
5000000.00
4233643.71
Private Label Collateralized Mortgage Obligations
BSARM
2034-11-25
3.455100
4610000.00
101634.55
Private Label Collateralized Mortgage Obligations
BALTA 2006-1 11A1
2036-02-25
2.041300
16700000.00
1630652.83
Private Label Collateralized Mortgage Obligations
144A BAYC 2006-4A A2
2036-12-25
1.831300
10000000.00
2195505.20
Private Label Collateralized Mortgage Obligations
144A BAYC 2006-3A M2
2036-10-25
1.921300
3796000.00
804700.40
Private Label Collateralized Mortgage Obligations
BAYVIEW FLT 10/36
2036-10-25
1.931300
3505000.00
693192.88
Private Label Collateralized Mortgage Obligations
BAYC 2006-2A M4
2036-07-25
1.981300
8708088.00
1278279.29
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
11500000.00
9605584.29
Private Label Collateralized Mortgage Obligations
Y
2018-03-07
2018-03-07
2018-04-17
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0166
213132656.40
213132656.40
0.0071
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.530000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0FWAR7_1.53_0201
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TARGET CORP SR GLBL NT3.9%47
8WDDFXB5T1Z6J0XC1L66
2047-11-15
3.900000
1664875.00
1690994.11
Corporate Debt Securities
ABN AMRO BK NV MTN SR SB 144A FR 2.65%011921
BFXS5XCH7N0Y05NIXW11
2021-01-19
2.650000
516.00
514.06
Corporate Debt Securities
ARES XLI CLO LTD ARES XLI CLO LLC
2029-01-15
3.159200
22000000.00
22149689.66
Asset-Backed Securities
DT AUTO OWNER TRUST 2017-2 D 20230117 3.8
2023-01-17
3.890000
1761333.00
1785691.16
Asset-Backed Securities
COLONY STARWOOD TR 2016-2 C 20331219 FLT
2033-12-19
3.709400
227506.00
228079.74
Asset-Backed Securities
CFIP CLO LTD 2017-1 C 20300118 FLT
635400N9HTJKJSK1AS88
2030-01-18
3.496100
4982534.00
5003323.45
Asset-Backed Securities
SYNCHRONY FINANCIAL VR 010218-033020
549300UATVPGSLE43Z27
2020-03-30
2.312400
799152.00
802734.40
Corporate Debt Securities
STRUCTURED ASSET INV 2003-BC7 1-A2 20330725 1.9
2033-07-25
2.511400
21132.00
1428.91
Asset-Backed Securities
REGATTA X FDG LTD REGATTA X FDG LLC
549300E2FIIBY7XTJE98
2031-01-17
3.485000
956.00
955.54
Asset-Backed Securities
REGATTA X FDG LTD REGATTA X FDG LLC
549300E2FIIBY7XTJE98
2031-01-17
3.485000
3499044.00
3497375.87
Asset-Backed Securities
PIEDMONT NAT GAS INC SR NT 4.65%43
VXB4M3BDPKF3I2AZ3G89
2043-08-01
4.650000
2033000.00
2318595.84
Corporate Debt Securities
MANITOBA PROV CDA SR GLBL GM DB 20
5493003QILFOB3JRKE30
2020-11-30
2.050000
3045000.00
3010511.15
Corporate Debt Securities
FHLMC STACR 2018-DNA1 B-1 20300725 FLT
2030-07-25
4.711300
742305.00
739425.73
Private Label Collateralized Mortgage Obligations
CFG INVST LTD 2017-1 A 20261115 7.8
2026-11-15
7.870000
9548143.00
10024703.02
Asset-Backed Securities
FHLMC STACR 2017-HQA3 M-2 20300425 FLT
2030-04-25
3.911300
2583305.00
2639842.29
Private Label Collateralized Mortgage Obligations
GRUPO TELEVISA SA SR NT 5%45
549300O4AF0C816ILN62
2045-05-13
5.000000
2845000.00
2785406.74
Corporate Debt Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
3.534080
14519619.00
14571599.24
Asset-Backed Securities
SINOPEC GROUP OVERSEAS DEV 201 SR REGS NT 19
2019-05-03
2.125000
56893.00
56685.02
Corporate Debt Securities
DRYDEN 45 SR LN FD 2016-45 B 20270715 FLT
2027-07-15
3.521500
124527.00
125577.67
Asset-Backed Securities
WELLS FARGO & CO FR 2.625%072222
PBLD0EJDB5FWOLXP3B76
2022-07-22
2.625000
124441.00
122571.43
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.1%060326
PBLD0EJDB5FWOLXP3B76
2026-06-03
4.100000
104000.00
107829.86
Corporate Debt Securities
AMERICAN HOME MTG 2004-4 M-1 20450225 FLT
2045-02-25
2.386400
138517.00
85511.11
Private Label Collateralized Mortgage Obligations
ALLSTATE CORP SB-B DB FXD/FL53
OBT0W1ED8G0NWVOLOJ77
2053-08-15
5.750000
2807000.00
3127036.99
Corporate Debt Securities
BROOKFIELD FIN INC SR GLBL BD4.7%47
2047-09-20
4.700000
1092576.00
1113036.91
Corporate Debt Securities
BEAR STEARNS ALT-A 2005-10 I-1A-1 20360125 FLT
2036-01-25
2.061400
146624.00
13644.57
Private Label Collateralized Mortgage Obligations
BANK AMER CORP FR 2.625%101920
9DJT3UXIJIZJI4WXO774
2020-10-19
2.625000
971000.00
978260.65
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 23
9DJT3UXIJIZJI4WXO774
2023-01-20
3.124000
12147000.00
12189569.84
Corporate Debt Securities
APPLE INC SR GLBL NT 43
HWUPKR0MPOU8FGXBT394
2043-05-04
3.850000
6000.00
6101.07
Corporate Debt Securities
COLONY AMERICAN HOMES 2014-1 C 20310519 FLT
2031-05-19
3.409400
2436581.00
2439808.49
Asset-Backed Securities
CPS AUTO RECV TR 2014-D B 20201116 2.9
2020-11-16
2.950000
1.00
0.68
Asset-Backed Securities
JPMORGAN CHASE & CO SUB NT 4.95%45
8I5DZWZKVSZI1NUHU748
2045-06-01
4.950000
35000.00
39451.30
Corporate Debt Securities
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
6.561400
1.00
0.90
Private Label Collateralized Mortgage Obligations
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
23485768.00
23288297.16
Asset-Backed Securities
SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1
549300DU4YUH6HNZIN98
2022-01-18
4.120000
26082167.00
26291724.46
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
683.00
682.59
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
1.878500
26187076.00
25539555.84
Asset-Backed Securities
JPMORGAN CHASE & CO NT 6.3%19
8I5DZWZKVSZI1NUHU748
2019-04-23
6.300000
982000.00
1045417.56
Corporate Debt Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
514933.00
514504.06
Asset-Backed Securities
PETROLEOS MEXICANOS MTN REG S FR 5.375%031322
549300CAZKPF4HKMPX17
2022-03-13
5.375000
2352000.00
2544521.00
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
60000.00
59509.80
Corporate Debt Securities
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.161400
148069.00
165415.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
6.261400
9523342.00
10930692.26
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
6.561400
859854.00
1008940.82
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
5.811400
6370000.00
7098028.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
7.911400
2649000.00
3260432.64
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-3 20240925 FLT
2024-09-25
5.311400
904456.00
1042790.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
5.111400
2967086.00
3239236.65
Private Label Collateralized Mortgage Obligations
JPMORGAN CHASE & CO SR NT 4.95%20
8I5DZWZKVSZI1NUHU748
2020-03-25
4.950000
851000.00
909059.47
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A22
2W8N8UU78PMDQKZENC08
2022-07-14
3.125000
2506062.00
2475502.31
Corporate Debt Securities
FHLMC REMIC SERIES T-060 1A1 20440325 6.5
2044-03-25
6.500000
1.00
0.15
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2001-79 BA 20450325 7.0
2045-03-25
7.000000
2.00
0.08
Agency Collateralized Mortgage Obligation
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
4.211300
12425000.00
12854103.71
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY FR 3.95%042327
IGJSJL3JD5P30I6NJZ34
2027-04-23
3.950000
20000.00
20336.06
Corporate Debt Securities
MORGAN STANLEY FR 7.3%051319
IGJSJL3JD5P30I6NJZ34
2019-05-13
7.300000
300000.00
322790.00
Corporate Debt Securities
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
5.561400
3098580.00
2645813.87
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.811400
39939.00
45335.36
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.811400
17943000.00
20367367.22
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
2028-04-25
7.261300
516196.00
554006.73
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
5.861400
2618028.00
2161520.38
Private Label Collateralized Mortgage Obligations
DRIVE AUTO RECV TR 2016-A D 20230515 4.8
2023-05-15
4.850000
1518178.00
1537437.99
Asset-Backed Securities
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
8.311400
2887998.00
3446524.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
8.311400
3285850.00
3921319.11
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
8.511400
8000000.00
9493524.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.111400
3663072.00
3990832.36
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.561400
32015.00
30682.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
4.161300
6310075.00
6717894.93
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
7.461300
7043666.00
8188206.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
6.861400
18000000.00
21168991.18
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
6.811400
277.00
323.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
7.061400
250000.00
286392.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.561400
1764433.00
2089144.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
8.311400
111680.00
133278.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
5.411400
4550000.00
5121181.87
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.361400
3000000.00
3358104.40
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ1 M-3 20250325 FLT
2025-03-25
5.361400
2000000.00
2158178.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
5.711400
556000.00
582477.86
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.411300
1745497.00
1826011.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.411300
8043032.00
8414033.64
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
7.111400
14842206.00
17859875.65
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
5.461400
13807104.00
15548552.89
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA3 M-3 20280425 FLT
2028-04-25
6.261400
4434973.00
5341424.41
Private Label Collateralized Mortgage Obligations
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0153
317000000.00
317000000.00
0.0105
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.580000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FWCN4_1.58_0201
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLS FARGO COML TR 2016-C32 C 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
4.721400
44000.00
43008.61
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS2 C 20580717 FLT
2058-07-17
4.248800
35000.00
32951.23
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 C 20480515 FLT
549300S7ENI2U7O0XH56
2048-05-15
4.132200
1105000.00
1080510.36
Private Label Collateralized Mortgage Obligations
PFP LTD 2017-4 D 20330916 FLT
2033-09-16
5.159400
3750000.00
3759136.53
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-OAK4 B-4 20440925 FLT
2044-09-25
4.039100
5512000.00
5008294.74
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 C 20491015 3.7
2049-10-15
3.756000
1400000.00
1376946.39
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
5.303800
3015162.00
3045367.06
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2009-R7 4-A-2 20350826 FLT
2035-08-26
3.445600
978728.00
883279.20
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
3.679700
7677000.00
7275000.62
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR3 I-A-4 20361126 6.0
2036-11-26
6.000000
15424901.00
14587408.24
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-5 20350726 FLT
2035-07-26
3.681900
5414000.00
5206509.30
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
6.080000
1598000.00
1571978.84
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 D 20491015 4.3
2049-10-15
4.358000
4700000.00
4623950.19
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2015-3 B-1 20450325 FLT
2045-03-25
3.938200
5472000.00
4991797.11
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-USA F 20370917 4.3
549300818AKCJ4Q9TD76
2037-09-17
4.373300
4913350.00
4095608.82
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.429200
5315000.00
4537331.63
Private Label Collateralized Mortgage Obligations
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0158
54000000.00
54000000.00
0.0018
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.580000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FWUC8_1.58_0202
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NORTHWOODS CAP XI LTD 2014-11 SUB A 20250415 FLT
2025-04-15
0.00
2000000.00
1110000.00
Asset-Backed Securities
CIFC FUNDING LTD 2012-III SUB NT 20250129 FLT
2025-01-29
0.00
2740000.00
1456775.80
Asset-Backed Securities
ACCESS BANK PLC SUB ZERO 26
5493004PDQETMPM6YK04
2026-07-16
0.00
5000000.00
2675000.00
Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
0.00
3650000.00
1879750.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
6573160.00
3713835.40
Asset-Backed Securities
NORTHWOODS CAP XI LTD 2014-11 SUB B 20250415 FLT
2025-04-15
0.00
1000000.00
555000.00
Asset-Backed Securities
AVANT LOANS FDG TR 2016-C B 20201116 4.9
2020-11-16
4.920000
4000000.00
2005764.34
Asset-Backed Securities
TELOS CLO LTD 2013-3 SUB NT 20240117 FLT
2024-01-17
0.00
1693000.00
956545.00
Asset-Backed Securities
SPECIALTY UNDRWR FIN 2006-BC2 A-2C 20370225 FLT
2037-02-25
4.109700
16634366.00
8070084.36
Asset-Backed Securities
YORK CLO 2 LTD
2027-10-22
0.00
1036000.00
584311.25
Asset-Backed Securities
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0158
20000000.00
20000000.00
0.0007
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.920000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0FXL10_1.92_0430
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
5.561400
33669858.00
28750000.73
Private Label Collateralized Mortgage Obligations
Y
2018-03-07
2018-03-07
2018-04-30
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0171
25012992.50
25012992.50
0.0008
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.570000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FXQP2_1.57_0206
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIGROUP INC FR 1.8%020518
6SHGI4ZSSLCXXQSBB395
2018-02-05
1.800000
32000.00
32280.96
Corporate Debt Securities
BANK NEW YORK MTN BK ENT SR NT 3.55%21
WFLLPEPC7FZXENRZV188
2021-09-23
3.550000
917000.00
953306.07
Corporate Debt Securities
BANK NEW YORK MTN BK ENT FR 3.25%091124
WFLLPEPC7FZXENRZV188
2024-09-11
3.250000
909000.00
925306.45
Corporate Debt Securities
DEUTSCHE BK AG FR 1.875%021318
7LTWFZYICNSX8D621K86
2018-02-13
1.875000
20000.00
20173.60
Corporate Debt Securities
COLGATE PALMOLIVE CO MTNS BE SR NT-F 2.95%20
YMEGZFW4SBUSS5BQXF88
2020-11-01
2.950000
45000.00
46059.53
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
85000.00
86866.84
Corporate Debt Securities
HSBC FIN CORP HSBC FIN FR 5.6%021518
213800NQZ5NL1KSD7V45
2018-02-15
5.600000
216000.00
218830.08
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 3.45%051524
3C7474T6CDKPR9K6YT90
2024-05-15
3.450000
8000.00
8103.79
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 5.625%050118
3C7474T6CDKPR9K6YT90
2018-05-01
5.625000
84000.00
85970.01
Corporate Debt Securities
DEUTSCHE BK AG FR 3.375%051221
7LTWFZYICNSX8D621K86
2021-05-12
3.375000
314000.00
317603.54
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 3.5%051524
5PRBRS5FEH7NREC8OR45
2024-05-15
3.500000
157000.00
161127.36
Corporate Debt Securities
MORGAN STANLEY FR 3.7%102324
IGJSJL3JD5P30I6NJZ34
2024-10-23
3.700000
28000.00
28753.26
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 2.75%120920
UE2136O97NLB5BYP9H04
2020-12-09
2.750000
49000.00
49439.15
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK VR 081513-081518
5PRBRS5FEH7NREC8OR45
2018-08-15
2.195900
6077000.00
6128324.54
Corporate Debt Securities
U S BANCORP MTNS BK ENT FR 3.7%013024
N1GZ7BBF3NP8GI976H15
2024-01-30
3.700000
218000.00
226241.01
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE SR GLBL NT3.5%24
K9G90K85RBWD2LAGQX17
2024-11-15
3.500000
823000.00
840956.95
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE FR 3.45%060125
K9G90K85RBWD2LAGQX17
2025-06-01
3.450000
2629000.00
2660994.93
Corporate Debt Securities
BANK NEW YORK MTN BK ENT FR 3.4%051524
WFLLPEPC7FZXENRZV188
2024-05-15
3.400000
540000.00
551986.80
Corporate Debt Securities
COLGATE PALMOLIVE CO MTNS BE FR 3.25%031524
YMEGZFW4SBUSS5BQXF88
2024-03-15
3.250000
300000.00
309818.33
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 2.75%082021
EDBQKYOPJUCJKLOJDE72
2021-08-20
2.750000
3000.00
3038.97
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE SR NT 3.15%21
E0KSF7PFQ210NWI8Z391
2021-10-15
3.150000
409000.00
419975.52
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE SR NT 2.3%19
E0KSF7PFQ210NWI8Z391
2019-09-16
2.300000
3183000.00
3208639.06
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 5.35%040318
E0KSF7PFQ210NWI8Z391
2018-04-03
5.350000
61000.00
62436.92
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 2.8%030421
E0KSF7PFQ210NWI8Z391
2021-03-04
2.800000
54000.00
55076.94
Corporate Debt Securities
MORGAN STANLEY FR 3.875%042924
IGJSJL3JD5P30I6NJZ34
2024-04-29
3.875000
56000.00
58099.60
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.25%061024
UE2136O97NLB5BYP9H04
2024-06-10
3.250000
23000.00
23513.92
Corporate Debt Securities
RYDER SYS MTN BE FR 2.5%030118
ZXJ6Y2OSPZXIVGRILD15
2018-03-01
2.500000
35000.00
35364.58
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 2.35%081519
5PRBRS5FEH7NREC8OR45
2019-08-15
2.350000
1696000.00
1713173.88
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 2.3%081518
5PRBRS5FEH7NREC8OR45
2018-08-15
2.300000
2072000.00
2098160.15
Corporate Debt Securities
U S BANCORP MTNS BK ENT FR 3.6%091124
N1GZ7BBF3NP8GI976H15
2024-09-11
3.600000
3493000.00
3618398.70
Corporate Debt Securities
U S BANCORP MTNS BK ENT FR 3%031522
N1GZ7BBF3NP8GI976H15
2022-03-15
3.000000
22000.00
22385.29
Corporate Debt Securities
UDR INC MEDIUM TERM NTS BK ENT FR 3.7%100120
P3CH2EG5X6Z1XWU1OO74
2020-10-01
3.700000
7530000.00
7796963.60
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 2.45%031719
R0MUWSFPU8MPRO8K5P83
2019-03-17
2.450000
3142000.00
3175460.55
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE FR 3.625%100120
K9G90K85RBWD2LAGQX17
2020-10-01
3.625000
12000.00
12461.92
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE FR 2.95%091522
K9G90K85RBWD2LAGQX17
2022-09-15
2.950000
799000.00
806969.58
Corporate Debt Securities
BANK NEW YORK MTN BK ENT FR 2.2%030419
WFLLPEPC7FZXENRZV188
2019-03-04
2.200000
677000.00
683548.85
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE VR 011217-011020
EDBQKYOPJUCJKLOJDE72
2020-01-10
2.218000
1091000.00
1100037.67
Corporate Debt Securities
DEUTSCHE BK AG FR 2.95%082020
7LTWFZYICNSX8D621K86
2020-08-20
2.950000
1239000.00
1250873.41
Corporate Debt Securities
PACCAR FINL CORP SR MTNS BK EN FR 2.5%081420
PH3S12DWZBHHQKVYZ297
2020-08-14
2.500000
10000.00
10105.17
Corporate Debt Securities
PUBLIC SVC ELEC GAS CO MTN BE FR 4%060144
549300RUHPVD434XUK18
2044-06-01
4.000000
284000.00
293143.85
Corporate Debt Securities
PUBLIC SVC ELEC GAS CO MTN BE FR 3.8%030146
549300RUHPVD434XUK18
2046-03-01
3.800000
4250000.00
4369524.17
Corporate Debt Securities
BANK NEW YORK MTN BK ENT SR FLT NT 19
WFLLPEPC7FZXENRZV188
2019-09-11
2.016100
360000.00
363198.27
Corporate Debt Securities
BANK NEW YORK MTN BK ENT FR 2.6%081720
WFLLPEPC7FZXENRZV188
2020-08-17
2.600000
3346000.00
3390014.77
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 5.25%111518
9DJT3UXIJIZJI4WXO774
2018-11-15
5.250000
15000.00
15380.60
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 5.15%111518
9DJT3UXIJIZJI4WXO774
2018-11-15
5.150000
55000.00
56679.82
Corporate Debt Securities
RYDER SYS MTN BE FR 2.875%090120
ZXJ6Y2OSPZXIVGRILD15
2020-09-01
2.875000
20000.00
20317.58
Corporate Debt Securities
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0157
42000000.00
42000000.00
0.0014
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.350000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0FY5M0_1.35_0201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
2020-12-15
1.875000
69142500.00
68570070.38
U.S. Treasuries (including strips)
United States Treasury
2025-01-31
2.500000
123471800.00
122256374.47
U.S. Treasuries (including strips)
United States Treasury
2023-01-31
2.375000
300.00
298.12
U.S. Treasuries (including strips)
United States Treasury
2019-11-30
1.000000
25000000.00
24549332.42
U.S. Treasuries (including strips)
United States Treasury
2019-11-30
1.750000
158787000.00
158218267.72
U.S. Treasuries (including strips)
United States Treasury
2021-11-15
2.000000
24999900.00
24758598.31
U.S. Treasuries (including strips)
United States Treasury
2041-02-15
4.750000
17864000.00
23727391.01
U.S. Treasuries (including strips)
United States Treasury
2037-02-15
4.750000
4640700.00
6049866.46
U.S. Treasuries (including strips)
United States Treasury
2019-01-15
1.125000
4593400.00
4561233.51
U.S. Treasuries (including strips)
United States Treasury
2039-11-15
4.375000
20019100.00
24963936.60
U.S. Treasuries (including strips)
United States Treasury
2039-08-15
4.500000
1850000.00
2364033.16
U.S. Treasuries (including strips)
United States Treasury
2043-02-15
3.125000
22610300.00
23616712.10
U.S. Treasuries (including strips)
United States Treasury
2023-08-31
1.375000
147312600.00
139053734.76
U.S. Treasuries (including strips)
United States Treasury
2021-05-31
2.000000
23161600.00
22994410.15
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0135
633000000.00
633000000.00
0.0210
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.360000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0FY5N8_1.36_0201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G67702 G
2047-01-01
4.000000
227469294.00
209265090.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3277
2048-01-01
4.000000
33575639.00
34844910.07
Agency Mortgage-Backed Securities
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0136
237000000.00
237000000.00
0.0079
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.310000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0FY5Q1_1.31_0201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G16396 G
2033-02-01
3.500000
25992442.00
26792454.71
Agency Mortgage-Backed Securities
FHLMC SERIES K-036 A-2 20231025 FLT
2023-10-25
3.527000
1699890.00
1767546.25
Agency Collateralized Mortgage Obligation
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0131
28000000.00
28000000.00
0.0009
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.360000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0FY5T5_1.36_0201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.500 CL889624
2038-05-01
5.500000
2055770.00
75340.30
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA0530
2030-08-01
5.000000
1357520.00
221270.30
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0298
2020-01-01
4.000000
4976848.00
150158.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
2042-04-01
4.000000
3233356.00
2612273.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3237
2048-01-01
3.000000
1454980.00
1427686.11
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA1588
2023-09-01
3.500000
120960.00
40320.58
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE7495
2025-10-01
4.000000
2140.00
579.84
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE5486
2025-10-01
3.500000
192881.00
37745.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
2047-12-01
3.500000
1677130.00
1685613.83
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA2803
2031-11-01
2.500000
19277696.00
16741021.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3088
2047-08-01
4.000000
267774.00
266260.31
Agency Mortgage-Backed Securities
GNII SF MA2149 M
2044-08-20
4.000000
2208512.00
799742.22
Agency Mortgage-Backed Securities
GNII SF MA1921 M
2044-04-20
4.500000
3776253.00
1299505.06
Agency Mortgage-Backed Securities
GNII SF MA0318 M
2042-08-20
3.500000
12985668.00
5198285.84
Agency Mortgage-Backed Securities
GNHF RF 771820 H
2064-10-20
4.614000
3800000.00
3253095.12
Agency Mortgage-Backed Securities
GNMI SF 763557 X
2041-05-15
4.500000
396661.00
66850.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
2041-02-01
4.000000
1266077.00
921993.87
Agency Mortgage-Backed Securities
03.000 FGPC J17771 G
2027-01-01
3.000000
8959872.00
3140524.41
Agency Mortgage-Backed Securities
03.500 FGPC J12989 G
2025-09-01
3.500000
750000.00
85188.54
Agency Mortgage-Backed Securities
03.000 FGPC J34573 G
2031-06-01
3.000000
4620682.00
3873270.94
Agency Mortgage-Backed Securities
05.500 FGPC A32738 G
2035-05-01
5.500000
202789.00
27778.90
Agency Mortgage-Backed Securities
GNII SF MA3802 M
2046-07-20
3.000000
10269373.00
8706387.51
Agency Mortgage-Backed Securities
05.000 FGPC G06496 G
2041-06-01
5.000000
1900000.00
681479.09
Agency Mortgage-Backed Securities
02.000 FGPC G18466 G
2028-05-01
2.000000
670000.00
352243.97
Agency Mortgage-Backed Securities
04.000 FGPC G08610 G
2044-10-01
4.000000
54265.00
26145.51
Agency Mortgage-Backed Securities
03.500 FGPC U40928 G
2028-07-01
3.500000
2246215.00
1203290.79
Agency Mortgage-Backed Securities
03.500 FGPC Q08997 G
2042-06-01
3.500000
19038000.00
10014654.39
Agency Mortgage-Backed Securities
03.500 FGPC Q51178 G
2047-10-01
3.500000
1650000.00
1652010.14
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
17488592.00
17395421.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0245
2041-04-01
4.000000
125000.00
52903.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH6219
2041-03-01
4.000000
1580000.00
615949.55
Agency Mortgage-Backed Securities
FNRM CL142BA R12F142
2027-11-25
1.500000
1607.00
626.76
Agency Collateralized Mortgage Obligation
FNMS 04.500 CL190400
2039-11-01
4.500000
1008.00
129.12
Agency Mortgage-Backed Securities
06.500 FGPC C90573 G
2022-08-01
6.500000
5792584.00
69289.70
Agency Mortgage-Backed Securities
03.500 FGPC G60712 G
2045-04-01
3.500000
1468224.00
1298248.16
Agency Mortgage-Backed Securities
FNMS 02.500 CIAO9688
2027-07-01
2.500000
1772833.00
978313.97
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL2717
2027-11-01
3.000000
1000.00
415.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC2843
2046-09-01
4.000000
15414818.00
14532837.34
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB5004
2027-04-01
3.500000
91937.00
25613.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA4484
2039-04-01
5.000000
5500000.00
301436.30
Agency Mortgage-Backed Securities
FNMS 06.000 CL986096
2038-09-01
6.000000
2659122.00
99890.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LB908414
2037-04-01
3.316000
7573362.00
462213.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0160
2041-05-01
4.500000
3090275.00
621034.62
Agency Mortgage-Backed Securities
FNMS 03.500 CTAS0177
2033-08-01
3.500000
4500000.00
2949721.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5534
2046-06-01
4.000000
32000.00
31504.67
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD1524
2040-01-01
6.000000
1755285.00
622840.08
Agency Mortgage-Backed Securities
05.000 FGPC A91541 G
2040-03-01
5.000000
340000.00
83253.61
Agency Mortgage-Backed Securities
05.000 FGPC H09186 G
2038-06-01
5.000000
21518947.00
1362708.05
Agency Mortgage-Backed Securities
04.000 FGPC C91395 G
2031-09-01
4.000000
1000000.00
278328.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3355
2048-02-01
3.500000
527678.00
534872.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
2040-05-01
4.500000
1315430.00
942026.85
Agency Mortgage-Backed Securities
FNMS 03.000 CTAB6750
2032-10-01
3.000000
175000.00
89273.64
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3045
2047-05-01
4.500000
2685165.00
1874298.54
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3282
2033-01-01
2.500000
1186508.00
1172284.95
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA1651
2028-09-01
4.000000
2468255.00
788810.24
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA1633
2028-09-01
3.000000
2280000.00
1414283.62
Agency Mortgage-Backed Securities
07.000 FGPC G07335 G
2039-03-01
7.000000
600000.00
136489.23
Agency Mortgage-Backed Securities
05.000 FGPC G06687 G
2041-07-01
5.000000
313000.00
66923.09
Agency Mortgage-Backed Securities
05.500 FGPC A81439 G
2038-09-01
5.500000
700000.00
119568.58
Agency Mortgage-Backed Securities
03.500 FGPC U70552 G
2028-07-01
3.500000
1932159.00
946246.26
Agency Mortgage-Backed Securities
03.500 FGPC J38159 G
2026-11-01
3.500000
75102.00
76543.28
Agency Mortgage-Backed Securities
03.000 FGPC J32263 G
2030-07-01
3.000000
3287247.00
2458935.47
Agency Mortgage-Backed Securities
04.000 FGPC Q48941 G
2047-06-01
4.000000
1534038.00
1559618.30
Agency Mortgage-Backed Securities
03.500 FGPC Q45631 G
2047-01-01
3.500000
3532832.00
3410178.62
Agency Mortgage-Backed Securities
03.500 FGPC Q38841 G
2046-02-01
3.500000
1476998.00
1234272.27
Agency Mortgage-Backed Securities
03.500 FGPC U91573 G
2043-06-01
3.500000
1139760.00
1059044.47
Agency Mortgage-Backed Securities
GNII SF BF4010 C
2048-01-20
4.000000
1026426.00
1085679.98
Agency Mortgage-Backed Securities
GNII SF BB3830 C
2047-12-20
4.500000
129941.00
138758.16
Agency Mortgage-Backed Securities
04.000 FGPC G08642 G
2045-05-01
4.000000
56201.00
31931.85
Agency Mortgage-Backed Securities
04.500 FGPC G07543 G
2041-08-01
4.500000
666000.00
340802.72
Agency Mortgage-Backed Securities
04.000 FGPC Q53499 G
2048-01-01
4.000000
2085000.00
2171302.42
Agency Mortgage-Backed Securities
04.500 FGPC Q52223 G
2047-11-01
4.500000
42501.00
45269.05
Agency Mortgage-Backed Securities
04.000 FGPC Q52312 G
2047-11-01
4.000000
15294307.00
15750949.88
Agency Mortgage-Backed Securities
03.500 FGPC Q49928 G
2047-08-01
3.500000
1748900.00
1763281.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8383
2045-10-01
4.500000
166844.00
116755.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL5218
2044-03-01
5.000000
108680.00
31256.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD8231
2046-10-01
4.000000
1231145.00
1214989.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1457
2047-07-01
4.000000
17171488.00
17384211.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1500
2046-03-01
3.500000
2084636.00
1979173.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9386
2048-01-01
4.000000
2423559.00
2529979.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9388
2048-01-01
4.000000
4822368.00
5063812.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4782
2048-02-01
4.000000
2392962.00
2512770.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH9356
2045-02-01
4.500000
875007.00
861048.01
Agency Mortgage-Backed Securities
FNMS 03.500 CQAL2527
2032-08-01
3.500000
199249.00
89338.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV5717
2044-03-01
4.000000
600000.00
370677.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLAU6295
2043-11-01
5.000000
2157825.00
1585524.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9471
2047-04-01
4.000000
3680684.00
3668796.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8947
2047-03-01
3.500000
75000.00
73306.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0305
2043-08-01
3.000000
4290435.00
2900821.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1169
2046-06-01
3.500000
3367300.00
3044886.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6098
2045-06-01
3.500000
4100000.00
3074047.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLAY0216
2045-01-01
4.500000
673000.00
411748.87
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX4233
2029-11-01
3.500000
1848372.00
1383916.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6765
2044-07-01
4.000000
1380835.00
834203.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8218
2047-08-01
4.000000
596632.00
620043.97
Agency Mortgage-Backed Securities
FNMS 02.500 CIBH6133
2032-08-01
2.500000
86919.00
83948.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5942
2047-07-01
4.000000
3058011.00
3145130.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH3169
2047-08-01
4.500000
48996.00
45147.17
Agency Mortgage-Backed Securities
United States Treasury
2018-10-31
1.250000
10201300.00
10189841.85
U.S. Treasuries (including strips)
United States Treasury
2019-02-15
2.750000
100.00
102.06
U.S. Treasuries (including strips)
03.000 FGPC J32859 G
2030-09-01
3.000000
2805056.00
2262086.53
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA0547
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.500000
491000.00
25480.99
Agency Mortgage-Backed Securities
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0136
205000000.00
205000000.00
0.0068
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.570000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0FY5Z1_1.57_0207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT
2037-01-25
1.751400
26978705.00
18405617.76
Asset-Backed Securities
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0157
16000000.00
16000000.00
0.0005
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.340000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0FY615_1.34_0201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
2045-02-15
2.500000
100.00
92.37
U.S. Treasuries (including strips)
United States Treasury
2038-02-15
4.375000
645000.00
805631.90
U.S. Treasuries (including strips)
United States Treasury
2046-08-15
2.250000
293900.00
255767.32
U.S. Treasuries (including strips)
United States Treasury
2045-08-15
2.875000
100.00
99.45
U.S. Treasuries (including strips)
United States Treasury
2046-05-15
2.500000
100.00
91.34
U.S. Treasuries (including strips)
United States Treasury
2045-05-15
3.000000
103369600.00
104602924.97
U.S. Treasuries (including strips)
United States Treasury
2043-05-15
2.875000
24900.00
24679.77
U.S. Treasuries (including strips)
United States Treasury
2046-02-15
2.500000
100.00
92.04
U.S. Treasuries (including strips)
United States Treasury
2023-05-31
1.625000
400.00
382.79
U.S. Treasuries (including strips)
United States Treasury
2021-05-15
3.125000
79390000.00
81896112.03
U.S. Treasuries (including strips)
United States Treasury
2022-04-15
0.125000
2861400.00
2863460.12
U.S. Treasuries (including strips)
United States Treasury
2024-02-29
2.125000
4683000.00
4597740.62
U.S. Treasuries (including strips)
United States Treasury
2020-02-28
1.375000
21015000.00
20806351.82
U.S. Treasuries (including strips)
United States Treasury
2046-08-15
2.250000
200.00
174.05
U.S. Treasuries (including strips)
United States Treasury
2020-10-15
1.625000
100.00
98.87
U.S. Treasuries (including strips)
United States Treasury
2024-09-30
2.125000
2193000.00
2138845.25
U.S. Treasuries (including strips)
United States Treasury
2021-09-30
1.125000
81419600.00
78148283.50
U.S. Treasuries (including strips)
United States Treasury
2020-08-15
1.500000
24976400.00
24706619.59
U.S. Treasuries (including strips)
United States Treasury
2018-08-15
1.000000
5400.00
5404.55
U.S. Treasuries (including strips)
United States Treasury
2026-07-15
0.125000
193695300.00
191860315.76
U.S. Treasuries (including strips)
United States Treasury
2024-11-15
2.250000
315300.00
308913.89
U.S. Treasuries (including strips)
United States Treasury
2020-11-15
2.625000
3526300.00
3580018.12
U.S. Treasuries (including strips)
United States Treasury
2022-10-31
2.000000
104400.00
102609.84
U.S. Treasuries (including strips)
United States Treasury
2020-10-31
1.750000
1487900.00
1474579.60
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0134
508000000.00
508000000.00
0.0168
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.620000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0FY623_1.62_0207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIGROUP 3.616% 02/49
2049-02-10
3.616000
70000.00
71549.32
Private Label Collateralized Mortgage Obligations
144A TROPC 2006-5A A1L1
54930035IX0Y8SG8GI72
2036-07-15
1.649100
15870000.00
7942003.63
Asset-Backed Securities
144A KDIAK 2007-2A B1
2042-11-07
2.291900
6000000.00
3678871.04
Asset-Backed Securities
144A TRAP 2007-12A A2
5493000R4ICCD2N68609
2042-04-06
2.053800
1500000.00
1052926.72
Asset-Backed Securities
BANK 3.47% 11/54
2054-11-15
3.470000
7190000.00
7340677.35
Private Label Collateralized Mortgage Obligations
BANK 3.02% 06/60
2060-06-15
3.020000
500000.00
494754.61
Private Label Collateralized Mortgage Obligations
CSAIL 3.12658% 06/50
2050-06-15
3.126500
170000.00
166646.86
Private Label Collateralized Mortgage Obligations
COMM 2014-CR14 A3
2047-02-10
3.955000
3000000.00
3145297.05
Private Label Collateralized Mortgage Obligations
CITIGROUP 3.161% 09/46
2046-09-10
3.161000
300000.00
292224.49
Private Label Collateralized Mortgage Obligations
CORE INDL TR 2015-WEST
549300JSG3BPDMG8DT46
2037-02-10
3.292000
2430000.00
2448418.05
Private Label Collateralized Mortgage Obligations
CSMC 2016-NXSR COML MTG TR
2049-12-15
3.794800
1000000.00
1031407.12
Private Label Collateralized Mortgage Obligations
CSAIL 2.98551% 06/50
2050-06-15
2.985500
886000.00
888465.69
Private Label Collateralized Mortgage Obligations
CSAIL 3.39195% 06/50
2050-06-15
3.391900
50000.00
50062.61
Private Label Collateralized Mortgage Obligations
CSAIL 3.5325% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.532500
146000.00
148895.60
Private Label Collateralized Mortgage Obligations
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0162
25000000.00
25000000.00
0.0008
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 1.320000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0FY6F4_1.32_0201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
2026-07-15
0.125000
10733700.00
10632013.64
U.S. Treasuries (including strips)
United States Treasury
2027-01-15
2.375000
69844400.00
98512028.48
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0132
107000000.00
107000000.00
0.0035
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.370000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0FY6U1_1.37_0201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4962 M
2048-01-20
3.500000
75626551.00
77250000.96
Agency Mortgage-Backed Securities
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0137
75000000.00
75000000.00
0.0025
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.350000%
549300QJJX6CVVUXLE15
0000050916
ARP0FY7D8_1.35_0201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBJ5772
2048-02-01
4.000000
1536.00
1604.41
Agency Mortgage-Backed Securities
GNII SF MA4510 M
2047-03-20
3.500000
253509585.00
248530922.65
Agency Mortgage-Backed Securities
GNII SF MA3597 M
2046-04-20
3.500000
59414204.00
44349467.42
Agency Mortgage-Backed Securities
United States Treasury
2018-10-31
1.242900
29673800.00
29835191.12
U.S. Treasuries (including strips)
United States Treasury
2019-09-30
1.375000
941500.00
935066.06
U.S. Treasuries (including strips)
United States Treasury
2021-07-31
2.250000
26753200.00
26651805.37
U.S. Treasuries (including strips)
United States Treasury
2019-04-30
1.142900
2788100.00
2801742.97
U.S. Treasuries (including strips)
United States Treasury
2019-03-31
1.625000
630100.00
630900.90
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0135
344000000.00
344000000.00
0.0114
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.330000%
549300QJJX6CVVUXLE15
0000050916
ARP0FY7M8_1.33_0201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
2020-07-31
1.625000
485300.00
478360.21
U.S. Treasuries (including strips)
United States Treasury
2019-03-31
1.625000
106300.00
106435.11
U.S. Treasuries (including strips)
United States Treasury
2046-08-15
2.250000
3977500.00
3461430.83
U.S. Treasuries (including strips)
United States Treasury
2045-08-15
2.875000
11608300.00
11544374.54
U.S. Treasuries (including strips)
United States Treasury
2047-02-15
0.875000
200.00
206.70
U.S. Treasuries (including strips)
United States Treasury
2020-11-15
1.750000
100.00
99.01
U.S. Treasuries (including strips)
United States Treasury
2022-10-31
2.000000
26032200.00
25585822.56
U.S. Treasuries (including strips)
United States Treasury
2019-09-30
1.375000
91900.00
91271.98
U.S. Treasuries (including strips)
United States Treasury
2024-08-31
1.875000
2684000.00
2582393.08
U.S. Treasuries (including strips)
United States Treasury
2018-08-31
1.500000
65983000.00
66313560.25
U.S. Treasuries (including strips)
United States Treasury
2024-07-31
2.125000
100.00
96.95
U.S. Treasuries (including strips)
United States Treasury
2024-11-15
2.250000
100.00
97.97
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0133
108000000.00
108000000.00
0.0036
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.350000%
549300LCO2FLSSVFFR64
0000050916
ARP0FY7U0_1.35_0201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CIBM1890
2032-01-01
2.500000
2194898.00
2085556.88
Agency Mortgage-Backed Securities
FNMS 03.000 CTBJ2544
2037-12-01
3.000000
22403633.00
22241066.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0127
2047-08-01
4.000000
6082266.00
6191811.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
2047-11-01
4.000000
8522120.00
8709998.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3149
2047-10-01
4.000000
13443392.00
13654562.14
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2895
2047-02-01
3.000000
2500000.00
2325905.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3239
2048-01-01
4.000000
24145475.00
24970906.19
Agency Mortgage-Backed Securities
FNMS 03.500 CL890812
2047-01-01
3.500000
9247721.00
9347590.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9598
2047-05-01
4.000000
22629800.00
23297415.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0319
2041-06-01
3.643000
96934.00
19476.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD3004
2046-08-01
3.000000
1085000.00
929979.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9656
2047-05-01
4.500000
2059367.00
2066356.00
Agency Mortgage-Backed Securities
03.000 FGPC J38251 G
2033-01-01
3.000000
7596613.00
7624284.99
Agency Mortgage-Backed Securities
03.000 FGPC J38057 G
2032-12-01
3.000000
6736391.00
6699072.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0541
2047-10-01
3.500000
231111.00
232595.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1006
2048-01-01
4.000000
43679918.00
45717549.78
Agency Mortgage-Backed Securities
03.500 FGPC Q53650 G
2048-01-01
3.500000
217210.00
220608.84
Agency Mortgage-Backed Securities
FMAR 2B6743 G
2048-01-01
2.872000
2871944.00
2891985.55
Agency Mortgage-Backed Securities
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0135
174000000.00
174000000.00
0.0058
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 1.350000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0FY813_1.35_0201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
2021-04-15
0.125000
288805000.00
298094633.98
U.S. Treasuries (including strips)
United States Treasury
2021-07-15
0.625000
253128100.00
280949744.26
U.S. Treasuries (including strips)
United States Treasury
2024-01-15
0.625000
424108800.00
451595256.72
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0135
1010429326.00
1010429326.00
0.0335
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.330000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0FY821_1.33_0201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
2018-02-15
3.500000
26400.00
26840.84
U.S. Treasuries (including strips)
United States Treasury
2018-04-30
0.750000
659400.00
659523.52
U.S. Treasuries (including strips)
United States Treasury
2018-04-30
0.625000
11215000.00
11210033.41
U.S. Treasuries (including strips)
United States Treasury
2018-02-22
0.00
4850000.00
4846219.69
U.S. Treasuries (including strips)
United States Treasury
2018-02-01
0.00
600.00
599.96
U.S. Treasuries (including strips)
United States Treasury
2019-12-15
1.375000
3000000.00
2965126.24
U.S. Treasuries (including strips)
United States Treasury
2023-11-30
2.125000
583900.00
571507.16
U.S. Treasuries (including strips)
United States Treasury
2018-11-30
1.250000
6000000.00
5982054.73
U.S. Treasuries (including strips)
United States Treasury
2039-11-15
4.375000
409000.00
510025.43
U.S. Treasuries (including strips)
United States Treasury
2019-02-28
1.500000
1900.00
1902.62
U.S. Treasuries (including strips)
United States Treasury
2026-02-15
1.625000
5000000.00
4648063.18
U.S. Treasuries (including strips)
United States Treasury
2023-02-15
2.000000
100.00
98.45
U.S. Treasuries (including strips)
United States Treasury
2021-02-15
3.625000
5000000.00
5277787.09
U.S. Treasuries (including strips)
United States Treasury
2024-01-31
2.250000
100.00
98.04
U.S. Treasuries (including strips)
United States Treasury
2021-04-15
0.125000
291000.00
300374.79
U.S. Treasuries (including strips)
United States Treasury
2020-03-31
1.125000
479800.00
471128.34
U.S. Treasuries (including strips)
United States Treasury
2019-03-31
1.250000
4330000.00
4311397.89
U.S. Treasuries (including strips)
United States Treasury
2018-03-31
2.875000
6500.00
6577.37
U.S. Treasuries (including strips)
United States Treasury
2018-03-31
0.750000
3773600.00
3779036.21
U.S. Treasuries (including strips)
United States Treasury
2024-02-29
2.125000
284000.00
278829.45
U.S. Treasuries (including strips)
United States Treasury
2020-05-15
1.500000
36100.00
35666.82
U.S. Treasuries (including strips)
United States Treasury
2019-05-15
3.125000
130508400.00
133211176.69
U.S. Treasuries (including strips)
United States Treasury
2023-04-30
1.625000
2828000.00
2713182.73
U.S. Treasuries (including strips)
United States Treasury
2020-07-31
2.000000
6000000.00
5967660.00
U.S. Treasuries (including strips)
United States Treasury
2019-07-31
0.875000
653400.00
642168.05
U.S. Treasuries (including strips)
United States Treasury
2018-10-31
1.250000
1136100.00
1134823.93
U.S. Treasuries (including strips)
United States Treasury
2020-10-15
1.625000
7250000.00
7167722.86
U.S. Treasuries (including strips)
United States Treasury
2024-09-30
2.125000
3641600.00
3551672.99
U.S. Treasuries (including strips)
United States Treasury
2019-09-30
1.000000
120000.00
118305.49
U.S. Treasuries (including strips)
United States Treasury
2024-08-31
1.875000
5000000.00
4810717.37
U.S. Treasuries (including strips)
United States Treasury
2021-08-31
2.000000
828300.00
824689.06
U.S. Treasuries (including strips)
United States Treasury
2026-11-15
2.000000
5000000.00
4740020.72
U.S. Treasuries (including strips)
United States Treasury
2024-11-15
2.250000
1363900.00
1336275.45
U.S. Treasuries (including strips)
United States Treasury
2020-11-15
2.625000
5000.00
5076.17
U.S. Treasuries (including strips)
United States Treasury
2018-11-15
3.750000
11000.00
11247.59
U.S. Treasuries (including strips)
United States Treasury
2018-11-15
1.250000
5000000.00
4989644.20
U.S. Treasuries (including strips)
United States Treasury
2018-10-31
0.750000
24000.00
23855.43
U.S. Treasuries (including strips)
United States Treasury
2019-12-31
1.625000
13000000.00
12895760.47
U.S. Treasuries (including strips)
United States Treasury
2018-12-31
1.250000
1238400.00
1232233.32
U.S. Treasuries (including strips)
United States Treasury
2021-04-30
1.375000
5000000.00
4869022.38
U.S. Treasuries (including strips)
United States Treasury
2019-05-31
1.250000
3239000.00
3213506.22
U.S. Treasuries (including strips)
United States Treasury
2019-05-31
1.500000
7794300.00
7761846.06
U.S. Treasuries (including strips)
United States Treasury
2018-05-31
1.000000
9100.00
9099.12
U.S. Treasuries (including strips)
United States Treasury
2026-05-15
1.625000
1785900.00
1648575.88
U.S. Treasuries (including strips)
United States Treasury
2024-05-15
2.500000
3076000.00
3070248.43
U.S. Treasuries (including strips)
United States Treasury
2018-07-31
2.250000
289600.00
290448.53
U.S. Treasuries (including strips)
United States Treasury
2021-06-30
1.125000
9000000.00
8649750.58
U.S. Treasuries (including strips)
United States Treasury
2020-06-30
1.875000
360000.00
357809.64
U.S. Treasuries (including strips)
United States Treasury
2019-06-30
1.000000
5012300.00
4944540.49
U.S. Treasuries (including strips)
United States Treasury
2019-06-30
1.250000
13229000.00
13100023.10
U.S. Treasuries (including strips)
United States Treasury
2019-06-15
0.875000
111000.00
109399.36
U.S. Treasuries (including strips)
United States Treasury
2019-08-31
1.625000
120800.00
120799.17
U.S. Treasuries (including strips)
United States Treasury
2027-08-15
2.250000
5577000.00
5412417.88
U.S. Treasuries (including strips)
United States Treasury
2024-07-31
2.125000
100.00
96.95
U.S. Treasuries (including strips)
United States Treasury
2023-07-31
1.250000
195052300.00
181977700.52
U.S. Treasuries (including strips)
United States Treasury
2022-12-31
2.125000
5885000.00
5790661.99
U.S. Treasuries (including strips)
United States Treasury
2021-12-31
2.125000
1000000.00
991309.75
U.S. Treasuries (including strips)
United States Treasury
2029-01-15
2.500000
416000.00
570397.95
U.S. Treasuries (including strips)
United States Treasury
2018-04-26
0.00
3350000.00
3338796.11
U.S. Treasuries (including strips)
United States Treasury
2018-03-15
0.00
10000000.00
9983622.22
U.S. Treasuries (including strips)
United States Treasury
2018-03-01
0.00
4287000.00
4281962.78
U.S. Treasuries (including strips)
United States Treasury
2047-08-15
2.750000
1289000.00
1246468.25
U.S. Treasuries (including strips)
United States Treasury
2046-08-15
2.250000
100.00
87.03
U.S. Treasuries (including strips)
United States Treasury
2045-05-15
3.000000
10080200.00
10200469.04
U.S. Treasuries (including strips)
United States Treasury
2038-05-15
4.500000
365000.00
459842.27
U.S. Treasuries (including strips)
United States Treasury
2044-02-15
3.625000
2206000.00
2508133.58
U.S. Treasuries (including strips)
United States Treasury
2040-02-15
2.125000
1645300.00
2406118.38
U.S. Treasuries (including strips)
United States Treasury
2021-01-31
1.375000
100.00
97.36
U.S. Treasuries (including strips)
United States Treasury
2027-01-15
0.375000
1103000.00
1101398.01
U.S. Treasuries (including strips)
United States Treasury
2047-11-15
2.750000
6967000.00
6693149.51
U.S. Treasuries (including strips)
United States Treasury
2043-11-15
3.750000
10326400.00
11874188.15
U.S. Treasuries (including strips)
United States Treasury
2042-11-15
2.750000
100.00
97.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-15
1.750000
6780000.00
6540139.71
U.S. Treasuries (including strips)
United States Treasury
2019-12-31
1.875000
5248000.00
5231813.40
U.S. Treasuries (including strips)
United States Treasury
2024-12-31
2.250000
4800000.00
4686998.62
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0133
534000000.00
534000000.00
0.0177
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.520000%
549300LCO2FLSSVFFR64
0000050916
ARP0FY896_1.52_0207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ABBOTT LABS SR NT 2%18
HQD377W2YR662HK5JX27
2018-09-15
2.000000
380000.00
382673.51
Corporate Debt Securities
BAT CAP CORP SR GLBL 144A 47
2138005GYEXN7XRHFA84
2047-08-15
4.540000
5000000.00
5225572.22
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 4.8%091520
9DJT3UXIJIZJI4WXO774
2020-09-15
4.800000
39000.00
41674.75
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 6.75%081519
9DJT3UXIJIZJI4WXO774
2019-08-15
6.750000
14000.00
15281.35
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 5.2%021519
9DJT3UXIJIZJI4WXO774
2019-02-15
5.200000
10000.00
10513.28
Corporate Debt Securities
BANK OF AMERICA CORP SR NT FXD/FLT 31
9DJT3UXIJIZJI4WXO774
2031-03-04
0.832500
10000.00
6287.04
Corporate Debt Securities
BANCO SANTANDER SA SR GLBL NT 27
5493006QMFDDMYWIAM13
2027-04-11
4.250000
300000.00
311824.83
Corporate Debt Securities
BPCE S A FR 2.75%011123
9695005MSX1OYEMGDF46
2023-01-11
2.750000
2395589.00
2358380.18
Corporate Debt Securities
UNIVERSITY OF NOTRE DAME BD 3.394%48
XV74408A6JGDG5126L34
2048-02-15
3.394000
1450000.00
1390064.73
Corporate Debt Securities
BANK AMER CORP SUB INTNTS BE FR 6.25%081518
9DJT3UXIJIZJI4WXO774
2018-08-15
6.250000
10000.00
10479.19
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 5.35%121520
9DJT3UXIJIZJI4WXO774
2020-12-15
5.350000
21000.00
22508.98
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 4.8%111520
9DJT3UXIJIZJI4WXO774
2020-11-15
4.800000
9000.00
9527.34
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 4.75%091520
9DJT3UXIJIZJI4WXO774
2020-09-15
4.750000
10000.00
10682.04
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.4%012928
WFLLPEPC7FZXENRZV188
2028-01-29
3.400000
25000.00
24888.72
Corporate Debt Securities
CATERPILLAR FINL CORP PWRNTSBE FR 2.05%061521
EDBQKYOPJUCJKLOJDE72
2021-06-15
2.050000
75000.00
73059.71
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 25
549300EJG376EN5NQE29
2025-07-20
3.875000
290000.00
292750.37
Corporate Debt Securities
KIA MTRS CORP SR GLBL REGS 23
988400V8MJK9N7OI5X76
2023-04-25
3.000000
2100000.00
2060562.00
Corporate Debt Securities
WELLS FARGO & CO SR GLBL K STP 31
PBLD0EJDB5FWOLXP3B76
2031-02-19
3.000000
13000.00
12883.78
Corporate Debt Securities
AT&T INC SR GLBL NT 49
549300Z40J86GGSTL398
2049-03-09
4.550000
150000.00
142486.08
Corporate Debt Securities
AT&T INC SR GLBL 144A 30
549300Z40J86GGSTL398
2030-02-15
4.300000
165.00
164.20
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 27
2027-07-21
3.650000
5581296.00
5376149.26
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 3.5%091528
4NYF266XZC35SCTGX023
2028-09-15
3.500000
50000.00
49466.78
Corporate Debt Securities
SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT2.4%21
549300XK5HGW68R8K327
2021-09-23
2.400000
284000.00
280178.31
Corporate Debt Securities
SEMPRA ENERGY SR GLBL FL NT 19
PBBKGKLRK5S5C0Y4T545
2019-07-15
1.959100
799000.00
800057.86
Corporate Debt Securities
PROSPECT CAP CORP FR 6.75%071543
549300FSD8T39P5Q0O47
2043-07-15
6.750000
14000.00
13576.92
Corporate Debt Securities
US BANCORP DEL PERP FXD/FLT NT
N1GZ7BBF3NP8GI976H15
2049-12-29
5.300000
219000.00
238295.12
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP NT-B FXD/FLT 18
Z2VZBHUMB7PWWJ63I008
2018-04-30
2.016900
25000.00
25011.90
Corporate Debt Securities
TENCENT HLDGS LTD FR 3.925%011938
254900N4SLUMW4XUYY11
2038-01-19
3.925000
200000.00
196995.67
Corporate Debt Securities
GNII SF MA4961 M
2048-01-20
3.000000
688375.00
683946.09
Agency Mortgage-Backed Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.4%081526
3C7474T6CDKPR9K6YT90
2026-08-15
4.400000
15000.00
15684.73
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.4%081526
3C7474T6CDKPR9K6YT90
2026-08-15
4.400000
20000.00
20944.78
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 5.2%071534
3C7474T6CDKPR9K6YT90
2034-07-15
5.200000
50000.00
52841.56
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 5.25%061536
3C7474T6CDKPR9K6YT90
2036-06-15
5.250000
10000.00
10750.68
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.15%041531
3C7474T6CDKPR9K6YT90
2031-04-15
4.150000
14000.00
13978.43
Corporate Debt Securities
COMCAST CORP NEW 3.999%49
51M0QTTNCGUN7KFCFZ59
2049-11-01
3.999000
82000.00
81791.94
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN FR 3%031525
82VOJDD5PTRDMVVMGV31
2025-03-15
3.000000
50000.00
49004.17
Corporate Debt Securities
DISCOVER FINL SVCS FR 3.15%081523
Z1YLO2USPORE63VVUL20
2023-08-15
3.150000
25000.00
24737.19
Corporate Debt Securities
DEUTSCHE BK AG FR 3.05%091522
7LTWFZYICNSX8D621K86
2022-09-15
3.050000
10000.00
9890.72
Corporate Debt Securities
DEUTSCHE BK AG N Y BRH SR GLBL -D NT 22
7LTWFZYICNSX8D621K86
2022-11-16
3.300000
45000.00
44806.27
Corporate Debt Securities
04.000 FGPC Q53696 G
2048-01-01
4.000000
13670493.00
14254444.15
Agency Mortgage-Backed Securities
03.500 FGPC Q53535 G
2048-01-01
3.500000
7949550.00
8046141.23
Agency Mortgage-Backed Securities
FMAR 2B6710 G
2047-12-01
2.938000
4511016.00
4516894.46
Agency Mortgage-Backed Securities
03.000 FGPC J38271 G
2033-01-01
3.000000
7957617.00
7992451.36
Agency Mortgage-Backed Securities
03.000 FGPC G18673 G
2033-01-01
3.000000
7902732.00
7921569.68
Agency Mortgage-Backed Securities
EQT CORP SR GLBL NT3.9%27
4NT01YGM4X7ZX86ISY52
2027-10-01
3.900000
5000000.00
4975608.33
Corporate Debt Securities
FNAR XX.XXX LBBJ5268
2047-12-01
2.943000
4253062.00
4284966.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2819
2047-09-01
3.500000
3581839.00
3612243.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9656
2047-05-01
4.500000
2481269.00
2489689.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6983
2045-07-01
3.500000
2446056.00
1874686.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6956
2045-06-01
3.500000
10000000.00
7787376.01
Agency Mortgage-Backed Securities
FORD MOTOR CREDIT COMPANY FR 2.8%042021
UDSQCVRUX5BONN0VY111
2021-04-20
2.800000
65000.00
64698.76
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY FR 4%032026
UDSQCVRUX5BONN0VY111
2026-03-20
4.000000
150000.00
151013.33
Corporate Debt Securities
FNMS 02.500 CICA1085
2033-01-01
2.500000
1113749.00
1100431.92
Agency Mortgage-Backed Securities
FNMS 02.500 CICA0775
2032-11-01
2.500000
8289547.00
8040918.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1715
2047-09-01
4.000000
5798134.00
5893301.31
Agency Mortgage-Backed Securities
GENERAL ELECTRIC CAPITAL CORP FR 5.25%031532
3C7474T6CDKPR9K6YT90
2032-03-15
5.250000
10000.00
11006.93
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 5%031527
3C7474T6CDKPR9K6YT90
2027-03-15
5.000000
25000.00
26775.97
Corporate Debt Securities
MPLX LP SR GLBL NT 27
5493000CZJ19CK4P3G36
2027-03-01
4.125000
162000.00
166569.62
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR NT 5.5%44
549300PDHUGWPWGOT525
2044-03-01
5.500000
150000.00
165257.50
Corporate Debt Securities
MORGAN STANLEY FR 11%081933
IGJSJL3JD5P30I6NJZ34
2033-08-19
1.975500
10000.00
6738.91
Corporate Debt Securities
MORGAN STANLEY SR NT FXD/FLT 32
IGJSJL3JD5P30I6NJZ34
2032-03-15
4.240000
20000.00
14948.36
Corporate Debt Securities
MORGAN STANLEY SR FIX/FLT NT 18
IGJSJL3JD5P30I6NJZ34
2018-02-15
2.415900
15000.00
15076.50
Corporate Debt Securities
MORGAN STANLEY D W DISC SRMTNS RGE ACCRL 11%31
IGJSJL3JD5P30I6NJZ34
2031-03-25
3.900000
20000.00
15450.00
Corporate Debt Securities
MORGAN STANLEY D W DISC SRMTNS RGE ACRL NT 31
IGJSJL3JD5P30I6NJZ34
2031-02-11
10.000000
15000.00
15773.33
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 2.45%081522
4NYF266XZC35SCTGX023
2022-08-15
2.450000
25000.00
24252.22
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.05%101530
3C7474T6CDKPR9K6YT90
2030-10-15
4.050000
30000.00
29515.65
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.5%101525
3C7474T6CDKPR9K6YT90
2025-10-15
4.500000
37000.00
38630.22
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.45%091526
3C7474T6CDKPR9K6YT90
2026-09-15
4.450000
24000.00
25128.27
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.5%091525
3C7474T6CDKPR9K6YT90
2025-09-15
4.500000
25000.00
26052.50
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5%071524
784F5XWPLTWKTBV3E584
2024-07-15
5.000000
10000.00
10814.92
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.5%051537
784F5XWPLTWKTBV3E584
2037-05-15
5.500000
24000.00
26018.51
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.3%021525
784F5XWPLTWKTBV3E584
2025-02-15
5.300000
46000.00
50942.50
Corporate Debt Securities
GENERAL MTRS FINL CO INC MTN FR 3.95%102027
5493008B6JBRUJ90QL97
2027-10-20
3.950000
9000.00
9001.05
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4.75%081533
784F5XWPLTWKTBV3E584
2033-08-15
4.750000
20000.00
20373.62
Corporate Debt Securities
GOLDMAN SACHS GROUP INC VR 032113-031520
784F5XWPLTWKTBV3E584
2020-03-15
2.738500
18000.00
18289.97
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.25%121532
784F5XWPLTWKTBV3E584
2032-12-15
5.250000
10000.00
10776.93
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 4.75%101524
784F5XWPLTWKTBV3E584
2024-10-15
4.750000
10000.00
10730.71
Corporate Debt Securities
INTESA SANPAOLO S P A SR 144A NT 28
2W8N8UU78PMDQKZENC08
2028-01-12
3.875000
200000.00
196023.03
Corporate Debt Securities
GOLDMAN SACHS GROUP SR GLBL NT 38
784F5XWPLTWKTBV3E584
2038-10-31
4.017000
285000.00
288837.72
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL D STP 36
784F5XWPLTWKTBV3E584
2036-08-17
3.125000
3000.00
2870.84
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 9%011029
784F5XWPLTWKTBV3E584
2029-01-10
0.816000
10000.00
6852.36
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR GLBL NT4.5%34
549300JMONK27O4SQQ19
2034-12-15
4.500000
6978000.00
6041063.94
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 2.45%081522
4NYF266XZC35SCTGX023
2022-08-15
2.450000
25000.00
24117.97
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 3.5%031529
4NYF266XZC35SCTGX023
2029-03-15
3.500000
10000.00
9878.36
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 3%011523
4NYF266XZC35SCTGX023
2023-01-15
3.000000
10000.00
9994.63
Corporate Debt Securities
BANK NEW YORK MTN BK ENT FR 2.15%022420
WFLLPEPC7FZXENRZV188
2020-02-24
2.150000
175000.00
175547.12
Corporate Debt Securities
FNAR XX.XXX LBAL2985
2042-10-01
2.590000
6096445.00
3177291.99
Agency Mortgage-Backed Securities
AT&T INC SR GLBL NT3.9%27
549300Z40J86GGSTL398
2027-08-14
3.900000
649774.00
659868.24
Corporate Debt Securities
AT&T INC SR GLBL NT 46
549300Z40J86GGSTL398
2046-05-15
4.750000
21000.00
20441.98
Corporate Debt Securities
AT&T INC SR GLBL NT 42
549300Z40J86GGSTL398
2042-03-15
5.150000
309000.00
319402.66
Corporate Debt Securities
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-02-23
4.650000
1946000.00
2244668.83
Corporate Debt Securities
APPLE INC SR NT 3.45%45
HWUPKR0MPOU8FGXBT394
2045-02-09
3.450000
755000.00
727898.01
Corporate Debt Securities
APACHE CORP SR NT 4.75%43
72ZZ1XRHOOU9P9X16K08
2043-04-15
4.750000
200000.00
209829.22
Corporate Debt Securities
AMGEN INC SR GLBL NT4.4%45
62QBXGPJ34PQ72Z12S66
2045-05-01
4.400000
250000.00
265762.50
Corporate Debt Securities
ALIBABA GROUP HLDG LTD 2.8%23
5493001NTNQJDH60PM02
2023-06-06
2.800000
11483987.00
11331683.81
Corporate Debt Securities
BANK AMER CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
176000.00
187542.86
Corporate Debt Securities
WELLS FARGO CO NEW SUB NT 5.606%44
PBLD0EJDB5FWOLXP3B76
2044-01-15
5.606000
250000.00
302225.39
Corporate Debt Securities
VIACOM INC NEW SR DEB 5.85%43
X0ST5BPF0CZG9FE5OV61
2043-09-01
5.850000
15000.00
16867.27
Corporate Debt Securities
BANK AMER CORP FR 2.6%011519
9DJT3UXIJIZJI4WXO774
2019-01-15
2.600000
86000.00
86451.12
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 23
213800LBQA1Y9L22JB70
2023-01-10
3.684000
200000.00
201651.80
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL FR 2.5%102918
VBHFXSYT7OG62HNT8T76
2018-10-29
2.500000
700000.00
705998.22
Corporate Debt Securities
BANK AMER CORP FR 4.183%112527
9DJT3UXIJIZJI4WXO774
2027-11-25
4.183000
14000.00
14446.44
Corporate Debt Securities
BANK AMER CORP FR 4.25%102226
9DJT3UXIJIZJI4WXO774
2026-10-22
4.250000
300000.00
313907.25
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.7%080921
EDBQKYOPJUCJKLOJDE72
2021-08-09
1.700000
31000.00
30276.84
Corporate Debt Securities
BRITISH SKY BROADCASTING GROUP SR 144A NT 19
2138003TS48MQKF4BZ29
2019-09-16
2.625000
1255000.00
1268244.96
Corporate Debt Securities
EDF S A SR GLBL REGS 39
549300X3UK4GG3FNMO06
2039-01-26
6.950000
2055000.00
2758683.95
Corporate Debt Securities
AT&T INC SR GLBL NT 27
549300Z40J86GGSTL398
2027-03-01
4.250000
1273000.00
1310398.62
Corporate Debt Securities
AT&T INC SR GLBL NT6.3%38
549300Z40J86GGSTL398
2038-01-15
6.300000
26000.00
30515.94
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 4.55%35
222100FLFVOSKCBCAR54
2035-03-15
4.550000
300000.00
317612.67
Corporate Debt Securities
NEW YORK PRESBYTERIAN HOSP TAX BD 4.024% 45
19EOSPKL8HML7MY3UE63
2045-08-01
4.024000
2000.00
2086.46
Corporate Debt Securities
QUALCOMM INC FR 2.6%013023
H1J8DDZKZP6H7RWC0H53
2023-01-30
2.600000
300000.00
289848.67
Corporate Debt Securities
PROLOGIS SR GLBL NT 25
GL16H1DHB0QSHP25F723
2025-11-01
3.750000
255000.00
264528.08
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 25
549300GHBMY8T5GXDE41
2025-07-15
3.750000
300000.00
311033.00
Corporate Debt Securities
TEXAS HEALTH RES -2015 SINK BD 55
54930008C10TUBW7Z611
2055-11-15
4.330000
505000.00
533815.86
Corporate Debt Securities
SOCIETE GENERALE MTN 144A FR 4%011227
O2RNE8IBXP4R0TD8PU41
2027-01-12
4.000000
5000000.00
5013605.56
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.9%050145
PBLD0EJDB5FWOLXP3B76
2045-05-01
3.900000
300000.00
304428.00
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.5%030822
PBLD0EJDB5FWOLXP3B76
2022-03-08
3.500000
286000.00
295498.85
Corporate Debt Securities
GENERAL ELECTRIC CO SR NT 4.125%42
3C7474T6CDKPR9K6YT90
2042-10-09
4.125000
20000.00
19832.47
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 46
54930070NSV60J38I987
2046-04-01
6.750000
1084000.00
1356604.32
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.2%45
54930070NSV60J38I987
2045-04-01
5.200000
447000.00
469802.96
Corporate Debt Securities
CONOCOPHILLIPS SR GLBL NT6.5%39
WPTL2Z3FIYTHSP5V2253
2039-02-01
6.500000
100000.00
141019.00
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT4.6%45
51M0QTTNCGUN7KFCFZ59
2045-08-15
4.600000
150000.00
165861.17
Corporate Debt Securities
COMCAST CORP NEW SR NT 4.75%44
51M0QTTNCGUN7KFCFZ59
2044-03-01
4.750000
175000.00
197668.04
Corporate Debt Securities
CITIGROUP INC SB GLBL NT4.4%25
6SHGI4ZSSLCXXQSBB395
2025-06-10
4.400000
45000.00
47031.45
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL BD 26
549300PXR5FKNXF0OH19
2026-04-17
4.550000
300000.00
319277.42
Corporate Debt Securities
COOPERATIEVE CNT RAIFFEISEN NY FR 2.5%011921
DG3RU1DBUFHT4ZF9WN62
2021-01-19
2.500000
2076000.00
2067080.12
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922
DG3RU1DBUFHT4ZF9WN62
2022-11-09
3.950000
1734000.00
1801673.20
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY FR 2.35%082021
UDSQCVRUX5BONN0VY111
2021-08-20
2.350000
48000.00
47213.27
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP VR 041613-041523
3C7474T6CDKPR9K6YT90
2023-04-15
2.720200
230000.00
229055.48
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 6.75%031532
3C7474T6CDKPR9K6YT90
2032-03-15
6.750000
200000.00
262540.00
Corporate Debt Securities
JPMORGAN CHASE & CO SUB GLBL NT 27
8I5DZWZKVSZI1NUHU748
2027-10-01
4.250000
87000.00
91734.25
Corporate Debt Securities
MORGAN STANLEY SR NT FIX/FLT 38
IGJSJL3JD5P30I6NJZ34
2038-07-22
3.971000
4550000.00
4608252.51
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
1112000.00
1171146.35
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%42
INR2EJN1ERAN0W5ZP974
2042-11-15
3.500000
194000.00
192449.72
Corporate Debt Securities
MEDTRONIC INC SR GLBL NT 45
D56MRZY2INAN94ZONZ37
2045-03-15
4.625000
200000.00
228400.44
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
190000.00
194172.93
Corporate Debt Securities
MASSMUTUAL GLBL FDG II MTN144A FR 2%041521
549300K1IE3K7YU6VG29
2021-04-15
2.000000
500000.00
490519.44
Corporate Debt Securities
MORGAN STANLEY FR 4.375%012247
IGJSJL3JD5P30I6NJZ34
2047-01-22
4.375000
201000.00
214367.25
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 4%25
5493008B6JBRUJ90QL97
2025-01-15
4.000000
200000.00
201811.56
Corporate Debt Securities
INTL PAPER CO CR SEN SR NT 39
824LMFJDH41EY779Q875
2039-11-15
7.300000
2662000.00
3697813.78
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 44
3BNYRYQHD39K4LCKQF12
2044-09-15
4.750000
50000.00
53351.72
Corporate Debt Securities
MYLAN INC SR NT 5.4%43
30ZMPDNA1RHIBH89C294
2043-11-29
5.400000
511000.00
559841.38
Corporate Debt Securities
PHILIP MORRIS INTL INC SR NT 4.125%43
HL3H1H2BGXWVG3BSWR90
2043-03-04
4.125000
150000.00
152439.56
Corporate Debt Securities
NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29
2029-03-04
4.750000
4485000.00
4321666.27
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL26
549300LWGYFM1TVO1Z12
2026-04-01
4.200000
300000.00
309468.00
Corporate Debt Securities
NEW YORK PRESBYTERIAN HOSP SR -2016 BD 56
19EOSPKL8HML7MY3UE63
2056-08-01
4.063000
15000.00
15425.78
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 2.15%011519
PBLD0EJDB5FWOLXP3B76
2019-01-15
2.150000
1895000.00
1897474.03
Corporate Debt Securities
CATERPILLAR INC DEL SR DEB 3.803%42
WRJR7GS4GTRECRRTVX92
2042-08-15
3.803000
250000.00
263611.51
Corporate Debt Securities
BARCLAYS BANK PLC FXD-FLT NT 21
G5GSEF7VJP5I7OUK5573
2021-04-08
4.202600
25000.00
25417.12
Corporate Debt Securities
SANTANDER HLDGS USA INC SR GLBL NT4.5%25
549300SMVCQN2P0O6I58
2025-07-17
4.500000
736000.00
759883.20
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.375%24
3C7474T6CDKPR9K6YT90
2024-09-15
4.375000
12000.00
12536.37
Corporate Debt Securities
KOHLS CORP SR GLBL NT 45
549300JF6LPRTRJ0FH50
2045-07-17
5.550000
288000.00
290974.56
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.5%021531
784F5XWPLTWKTBV3E584
2031-02-15
5.500000
11000.00
11999.95
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 6.25%41
784F5XWPLTWKTBV3E584
2041-02-01
6.250000
4189000.00
5646981.45
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 4.5%081524
784F5XWPLTWKTBV3E584
2024-08-15
4.500000
20000.00
21086.20
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR NT 4.2%24
5493008IUOJ5VWTRC333
2024-04-15
4.200000
1000000.00
1043226.67
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 2%051521
4NYF266XZC35SCTGX023
2021-05-15
2.000000
10000.00
9775.19
Corporate Debt Securities
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0152
171000000.00
171000000.00
0.0057
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.520000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FY8D7_1.52_0201
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC TRUST 2015-1 A-1 20450125 FLT
2045-01-25
2.500000
52313959.00
23828291.54
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR5 A-3 20431025 FLT
2043-10-25
3.500000
15643714.00
7476158.49
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-3 A-7 20450425 FLT
549300GXWD0QSMEEID35
2045-04-25
3.500000
7000300.00
3197006.85
Private Label Collateralized Mortgage Obligations
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0152
30000000.00
30000000.00
0.0010
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.350000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FY8E5_1.35_0201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
2026-07-15
0.125000
24276100.00
24046118.89
U.S. Treasuries (including strips)
United States Treasury
2018-07-05
0.00
125729400.00
124879469.26
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0135
146000000.00
146000000.00
0.0048
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.360000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FY8F2_1.36_0201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC Q50185 G
2047-08-01
4.000000
1682970.00
1732677.57
Agency Mortgage-Backed Securities
04.000 FGPC Q50101 G
2047-08-01
4.000000
3397490.00
3499349.01
Agency Mortgage-Backed Securities
03.500 FGPC J38145 G
2032-12-01
3.500000
2098257.00
2160687.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH7558
2047-08-01
4.500000
967230.00
997194.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6774
2047-09-01
4.000000
500000.00
515340.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6494
2047-08-01
4.000000
2333224.00
2405884.80
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3284
2033-01-01
3.500000
6947706.00
7165632.38
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3295
2028-01-01
3.500000
11349320.00
11689307.80
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1106
2032-12-01
3.500000
5239631.00
5404011.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6634
2047-07-01
4.000000
3123317.00
3220027.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6533
2047-07-01
4.000000
5991160.00
6167956.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0619
2047-10-01
4.000000
51684185.00
53305973.48
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ6448
2033-01-01
3.500000
1062950.00
1093762.89
Agency Mortgage-Backed Securities
03.500 FGPC J38071 G
2032-12-01
3.500000
1402375.00
1445350.75
Agency Mortgage-Backed Securities
03.500 FGPC J38072 G
2032-12-01
3.500000
2191063.00
2255221.82
Agency Mortgage-Backed Securities
03.500 FGPC J37892 G
2032-11-01
3.500000
1030946.00
1060749.15
Agency Mortgage-Backed Securities
03.500 FGPC J38018 G
2032-11-01
3.500000
1132579.00
1165737.38
Agency Mortgage-Backed Securities
03.500 FGPC G18678 G
2033-01-01
3.500000
12550193.00
12916491.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH5272
2047-08-01
4.000000
5713835.00
5886428.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4869
2047-06-01
4.000000
1867329.00
1925023.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD3544
2047-04-01
4.000000
3918298.00
4037520.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1643
2047-11-01
4.000000
73251216.00
75545309.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0809
2047-11-01
4.000000
98258455.00
101095318.32
Agency Mortgage-Backed Securities
04.000 FGPC G08793 G
2047-12-01
4.000000
223141968.00
229969316.09
Agency Mortgage-Backed Securities
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0136
516000000.00
516000000.00
0.0171
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.420000%
0001498632
ATD0OIXG6
Non-Negotiable Time Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0142
555000000.00
555000000.00
0.0184
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.460000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0OIXZ4
Non-Negotiable Time Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0146
596000000.00
596000000.00
0.0197
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.420000%
F3JS33DEI6XQ4ZBPTN86
0000917311
ATD0OJO90
Non-Negotiable Time Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0142
623000000.00
623000000.00
0.0206
N
N
Y
N
FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH)
FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) 1.410000%
0000035528
ATD0OJOU3
Non-Negotiable Time Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0141
310000000.00
310000000.00
0.0103
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.430000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0OKE49
Non-Negotiable Time Deposit
Y
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0143
281998590.00
281998590.00
0.0093
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.440000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0OL3S6
Non-Negotiable Time Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0144
114999459.50
114999459.50
0.0038
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.410000%
0000926171
ATD0OL4B2
Non-Negotiable Time Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0141
182998517.70
182998517.70
0.0061
N
N
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.300000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0OLTR0
Non-Negotiable Time Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0130
602000000.00
602000000.00
0.0199
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.310000%
JJKC32MCHWDI71265Z06
0000838135
ATD0OLTX7
Non-Negotiable Time Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0131
377000000.00
377000000.00
0.0125
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.330000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0OLU23
Non-Negotiable Time Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0133
453000000.00
453000000.00
0.0150
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.340000%
0001002614
ATD0OLU64
Non-Negotiable Time Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0134
325000000.00
325000000.00
0.0108
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.420000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0OLUG2
Non-Negotiable Time Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0142
221998301.70
221998301.70
0.0074
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.430000%
0001245022
ATD0OLUL1
Non-Negotiable Time Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0143
71999546.40
71999546.40
0.0024
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.330000%
0000833029
ATD0OLUM9
Non-Negotiable Time Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0133
753000000.00
753000000.00
0.0249
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.410000%
0001002614
ATD0OLUP2
Non-Negotiable Time Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0141
159998552.00
159998552.00
0.0053
N
N
Y
N
The Charles Schwab Family of Funds
2018-02-07
Mark Fischer
Mark Fischer
Chief Financial Officer