0001145549-18-002360.txt : 20180406
0001145549-18-002360.hdr.sgml : 20180406
20180406160632
ACCESSION NUMBER: 0001145549-18-002360
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180406
DATE AS OF CHANGE: 20180406
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: 18743282
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000038267
Ultra Shares
SNAXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-03-31
0000857156
549300I77JNLD629OV19
S000004508
2
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
34
53
5503235120.68
4966413884.20
5876702402.94
6152647800.36
6356856391.87
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13179584234.28
0.1740
0.1538
0.1753
0.1784
0.1833
0.3946
0.3800
0.3947
0.3857
0.3800
0.03
34646962589.15
34653532007.85
32824252.53
31508971.86
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34652843884.1100
1.0000
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0.9999
0.9999
C000012383
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268744523.98
844614603.84
325483301.07
649191313.67
328884431.93
3325174708.32
1317730789.98
0.0159
Y
Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 1,807,737
C000038267
1000000.00
15172069201.68
15171119583.4200
1.0000
1.0000
1.0000
0.9999
0.9999
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197546562.16
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300993819.70
372271366.09
356788302.01
2642439633.01
1302465288.75
0.0174
Y
Investment Advisor and its affiliates Contractual 1,428,558
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.800000%
00279JUV2
R83QYRLEMH4ZSHI0L097
0000931061
Certificate of Deposit
Y
2018-05-07
2018-05-07
2018-05-07
N
Y
Santander UK Plc
1.0000
N
0.0188
29997216.00
29997216.00
0.0009
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XDW5
Asset Backed Commercial Paper
Y
2018-04-30
2018-04-30
2018-04-30
N
Y
Credit Suisse AG
1.0000
N
0.0196
201647530.20
201647530.20
0.0058
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XF11
Asset Backed Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
Credit Suisse AG
1.0000
N
0.0214
102608321.90
102608321.90
0.0030
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UD25
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0173
101980460.88
101980460.88
0.0029
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UD41
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0174
49985535.00
49985535.00
0.0014
N
N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UE24
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-05-02
2018-05-02
2018-05-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0195
35933767.20
35933767.20
0.0010
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 1.971300%
05253MJY1
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2018-04-10
2018-09-10
2018-09-10
N
N
N
0.0224
183906344.00
183906344.00
0.0053
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CFE6
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0214
171212721.60
171212721.60
0.0049
N
N
N
N
BMO HARRIS BANK NA
BMO HARRIS BANK NA 1.870000%
05574BHU7
3Y4U8VZURTYWI1W2K376
0000009622
Certificate of Deposit
Y
2018-05-02
2018-05-02
2018-05-02
N
N
N
0.0196
21998099.20
21998099.20
0.0006
N
N
N
N
BNP PARIBAS SA (NEW YORK BRANCH)
BNP PARIBAS SA (NEW YORK BRANCH) 1.550000%
05582WVK7
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2018-05-29
2018-05-29
2018-05-29
N
N
N
0.0193
45968890.20
45968890.20
0.0013
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.896600%
06053PB22
B4TYDEB6GKMZO031MB27
0001102113
Certificate of Deposit
Y
2018-04-16
2018-05-15
2018-05-15
N
N
N
0.0202
117997899.60
117997899.60
0.0034
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.938200%
06053PB48
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-18
2018-05-18
2018-05-18
N
N
N
0.0202
109999274.00
109999274.00
0.0032
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.856200%
06053PD79
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-03
2018-08-03
2018-08-03
N
N
N
0.0205
100001671.00
100001671.00
0.0029
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.988200%
06053PE52
B4TYDEB6GKMZO031MB27
0001102113
Certificate of Deposit
Y
2018-04-17
2018-08-17
2018-08-17
N
N
N
0.0206
180003295.80
180003295.80
0.0052
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.988200%
06053PE60
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-17
2018-08-17
2018-08-17
N
N
N
0.0206
25000457.75
25000457.75
0.0007
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.970300%
06053PG27
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-13
2018-08-13
2018-08-13
N
N
N
0.0218
130955198.00
130955198.00
0.0038
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.806200%
06053PZB6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0202
90999909.00
90999909.00
0.0026
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.500000%
06053PZP5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-16
2018-04-16
2018-04-16
N
N
N
0.0167
22998355.50
22998355.50
0.0007
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 2.020000%
06417GK64
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-08-13
2018-08-13
2018-08-13
N
N
N
0.0230
55940068.80
55940068.80
0.0016
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.280000%
06417GP85
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-06-22
2018-06-22
2018-06-22
N
N
N
0.0220
306056490.66
306056490.66
0.0088
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.988200%
06417GXP8
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-04-18
2018-05-18
2018-05-18
N
N
N
0.0188
143029888.43
143029888.43
0.0041
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.991300%
06427KWB9
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-04-09
2018-05-08
2018-05-08
N
N
N
0.0184
41012669.41
41012669.41
0.0012
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.900000%
06539RRA7
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-07-18
2018-07-18
2018-07-18
N
N
N
0.0234
127825728.00
127825728.00
0.0037
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.930000%
06539RRP4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0234
27962454.80
27962454.80
0.0008
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.960000%
06539RSF5
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0235
89376874.85
89376874.85
0.0026
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 2.000000%
06539RSP3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-08-16
2018-08-16
2018-08-16
N
N
N
0.0237
165757324.60
165757324.60
0.0048
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 2.000000%
06539RTF4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-08-09
2018-08-09
2018-08-09
N
N
N
0.0236
123832624.80
123832624.80
0.0036
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.780000%
06742TDG8
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0160
70002009.70
70002009.70
0.0020
N
N
Y
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.830000%
06742TDR4
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-04-26
2018-04-26
2018-04-26
N
N
N
0.0173
186013040.46
186013040.46
0.0054
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.780000%
06742TDU7
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-04-16
2018-04-16
2018-04-16
N
N
N
0.0167
72003636.72
72003636.72
0.0021
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.860000%
06742TED4
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-05-08
2018-05-08
2018-05-08
N
N
N
0.0181
153008309.43
153008309.43
0.0044
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.780000%
06742TEE2
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-04-25
2018-04-25
2018-04-25
N
N
N
0.0173
34001214.14
34001214.14
0.0010
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.100000%
06742TEY8
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0206
54003532.14
54003532.14
0.0016
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.100000%
06742TFC5
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-06-05
2018-06-05
2018-06-05
N
N
N
0.0203
47005584.07
47005584.07
0.0014
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.330000%
06742TFP6
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-06-26
2018-06-26
2018-06-26
N
N
N
0.0232
46000966.00
46000966.00
0.0013
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MF43
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-06-04
2018-06-04
2018-06-04
N
Y
Societe Generale SA
1.0000
N
0.0215
179278740.00
179278740.00
0.0052
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MFB7
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-06-11
2018-06-11
2018-06-11
N
Y
Societe Generale SA
1.0000
N
0.0221
57736279.80
57736279.80
0.0017
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MFR2
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-06-25
2018-06-25
2018-06-25
N
Y
Societe Generale SA
1.0000
N
0.0233
12926020.90
12926020.90
0.0004
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
0.0177
23985847.20
23985847.20
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.056900%
07644CDZ0
Asset Backed Commercial Paper
Y
2018-04-30
2018-07-30
2018-07-30
N
Y
Royal Bank of Canada
1.0000
N
0.0216
15994640.00
15994640.00
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.790100%
07644DEK0
Asset Backed Commercial Paper
Y
2018-04-03
2018-05-02
2018-05-02
N
Y
Royal Bank of Canada
1.0000
N
0.0182
52007904.52
52007904.52
0.0015
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.115000%
07644DEZ7
Asset Backed Commercial Paper
Y
2018-04-27
2018-08-27
2018-08-27
N
Y
Royal Bank of Canada
1.0000
N
0.0221
44982450.00
44982450.00
0.0013
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MD35
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
Y
Societe Generale SA
1.0000
N
0.0172
4998805.50
4998805.50
0.0001
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MD43
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
Societe Generale SA
1.0000
N
0.0173
86974874.40
86974874.40
0.0025
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MDJ0
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-18
2018-04-18
2018-04-18
N
Y
Societe Generale SA
1.0000
N
0.0189
2996850.00
2996850.00
0.0001
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MDP6
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-23
2018-04-23
2018-04-23
N
Y
Societe Generale SA
1.0000
N
0.0192
26921981.42
26921981.42
0.0008
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MDR2
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-25
2018-04-25
2018-04-25
N
Y
Societe Generale SA
1.0000
N
0.0194
13979672.00
13979672.00
0.0004
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MDT8
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-27
2018-04-27
2018-04-27
N
Y
Societe Generale SA
1.0000
N
0.0195
4293249.00
4293249.00
0.0001
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MEE0
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
Y
Societe Generale SA
1.0000
N
0.0205
32763867.30
32763867.30
0.0009
N
N
N
N
BNP PARIBAS SA (NEW YORK BRANCH)
BNP PARIBAS SA (NEW YORK BRANCH) 0.000000%
09659CF11
R0MUWSFPU8MPRO8K5P83
Financial Company Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0196
58794939.60
58794939.60
0.0017
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UEB3
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-05-11
2018-05-11
2018-05-11
N
Y
Citibank NA
1.0000
N
0.0196
14964937.50
14964937.50
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UG62
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-07-06
2018-07-06
2018-07-06
N
Y
Citibank NA
1.0000
N
0.0232
26827740.00
26827740.00
0.0008
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.846200%
13606BKD7
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0171
44000836.44
44000836.44
0.0013
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.978200%
13606BLG9
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-04-17
2018-04-17
2018-04-17
N
N
N
0.0176
6000684.06
6000684.06
0.0002
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.992100%
13606BLP9
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-04-20
2018-04-20
2018-04-20
N
N
N
0.0177
62008246.62
62008246.62
0.0018
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.920000%
13606BSQ0
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-07-26
2018-07-26
2018-07-26
N
N
N
0.0226
54936755.50
54936755.50
0.0016
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.073800%
13606BTL0
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-04-23
2018-08-22
2018-08-22
N
N
N
0.0224
27984432.00
27984432.00
0.0008
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.283800%
13606BUK0
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-04-20
2018-09-20
2018-09-20
N
N
N
0.0230
72000432.72
72000432.72
0.0021
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 2.041500%
13608CCP5
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2018-04-26
2018-04-26
2018-04-26
N
N
N
0.0180
72013680.72
72013680.72
0.0021
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KD20
Asset Backed Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0169
27994744.40
27994744.40
0.0008
N
Y
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KE29
Asset Backed Commercial Paper
Y
2018-05-02
2018-05-02
2018-05-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0192
62885818.80
62885818.80
0.0018
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KEA1
Asset Backed Commercial Paper
Y
2018-05-10
2018-05-10
2018-05-10
N
Y
Lloyds Bank Plc
1.0000
N
0.0197
29970066.50
29970066.50
0.0009
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KEE3
Asset Backed Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
Y
Lloyds Bank Plc
1.0000
N
0.0200
34910778.00
34910778.00
0.0010
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KEM5
Asset Backed Commercial Paper
Y
2018-05-21
2018-05-21
2018-05-21
N
Y
Lloyds Bank Plc
1.0000
N
0.0207
11963518.80
11963518.80
0.0003
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KEV5
Asset Backed Commercial Paper
Y
2018-05-29
2018-05-29
2018-05-29
N
Y
Lloyds Bank Plc
1.0000
N
0.0214
8967303.90
8967303.90
0.0003
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KF10
Asset Backed Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
Lloyds Bank Plc
1.0000
N
0.0217
3486485.45
3486485.45
0.0001
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KFJ1
Asset Backed Commercial Paper
Y
2018-06-18
2018-06-18
2018-06-18
N
Y
Lloyds Bank Plc
1.0000
N
0.0233
19895106.00
19895106.00
0.0006
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178MD21
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
146670498.63
146670498.63
0.0042
N
Y
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MD39
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0182
124968487.50
124968487.50
0.0036
N
N
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MD54
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0187
164941288.05
164941288.05
0.0048
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UEM4
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2018-05-21
2018-05-21
2018-05-21
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0202
149554575.00
149554575.00
0.0043
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
0.0179
24986365.00
24986365.00
0.0007
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WFS1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-06-26
2018-06-26
2018-06-26
N
Y
Citibank NA
1.0000
N
0.0235
87489617.60
87489617.60
0.0025
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WGP6
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-07-23
2018-07-23
2018-07-23
N
Y
Citibank NA
1.0000
N
0.0238
7938700.80
7938700.80
0.0002
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.710000%
17305TVR0
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-04-11
2018-04-11
2018-04-11
N
N
N
0.0189
24998340.00
24998340.00
0.0007
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.940000%
17305TWM0
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0237
216670962.90
216670962.90
0.0063
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.950000%
17305TXF4
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0220
197391888.50
197391888.50
0.0057
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.078200%
17305TXM9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-04-17
2018-08-17
2018-08-17
N
N
N
0.0219
63988992.00
63988992.00
0.0018
N
N
N
N
CITIBANK NA
CITIBANK NA 2.069600%
17305TYD8
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2018-04-12
2018-09-12
2018-09-12
N
N
N
0.0224
22995630.00
22995630.00
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DDP3
Asset Backed Commercial Paper
Y
2018-04-23
2018-04-23
2018-04-23
N
Y
JP Morgan Securities LLC
1.0000
N
0.0189
22969844.70
22969844.70
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DE72
Asset Backed Commercial Paper
Y
2018-05-07
2018-05-07
2018-05-07
N
Y
JP Morgan Securities LLC
1.0000
N
0.0196
11974507.20
11974507.20
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DG21
Asset Backed Commercial Paper
Y
2018-07-02
2018-07-02
2018-07-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0238
139120352.00
139120352.00
0.0040
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GE42
Asset Backed Commercial Paper
Y
2018-05-04
2018-05-04
2018-05-04
N
Y
JP Morgan Securities LLC
1.0000
N
0.0195
24951275.00
24951275.00
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GEQ3
Asset Backed Commercial Paper
Y
2018-05-24
2018-05-24
2018-05-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0203
23126776.16
23126776.16
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GFC3
Asset Backed Commercial Paper
Y
2018-06-12
2018-06-12
2018-06-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0221
40811227.80
40811227.80
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.949600%
19423CFK3
Asset Backed Commercial Paper
Y
2018-04-11
2018-07-11
2018-07-11
N
Y
JP Morgan Securities LLC
1.0000
N
0.0209
42997592.00
42997592.00
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.041500%
19423EDM7
Asset Backed Commercial Paper
Y
2018-04-26
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0180
137025757.37
137025757.37
0.0040
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.071300%
19423EEC8
Asset Backed Commercial Paper
Y
2018-04-23
2018-07-23
2018-07-23
N
Y
JP Morgan Securities LLC
1.0000
N
0.0214
75987612.00
75987612.00
0.0022
N
N
N
N
COMMERCE CHARTER TOWNSHIP
TAXABLE LT GO REFUNDING BONDS SERIES 2008 1.820000%
200578NX6
US200578NX61
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2034-10-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0182
19940000.00
19940000.00
0.0006
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.026900%
20271EMR7
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2018-04-30
2018-06-29
2018-06-29
N
N
N
0.0205
51997712.00
51997712.00
0.0015
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.000000%
20272EDK1
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2018-04-19
2018-04-19
2018-04-19
N
N
N
0.0189
90899563.30
90899563.30
0.0026
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 1.750000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0175
25000000.00
25000000.00
0.0007
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.824200%
21684B4Q4
DG3RU1DBUFHT4ZF9WN62
Certificate of Deposit
Y
2018-04-03
2018-08-01
2018-08-01
N
N
N
0.0216
6996969.00
6996969.00
0.0002
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.889000%
21684B4X9
DG3RU1DBUFHT4ZF9WN62
Certificate of Deposit
Y
2018-04-04
2018-09-04
2018-09-04
N
N
N
0.0222
177898006.00
177898006.00
0.0051
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.980000%
21685VZ44
DG3RU1DBUFHT4ZF9WN62
Certificate of Deposit
Y
2018-08-06
2018-08-06
2018-08-06
N
N
N
0.0225
195808037.60
195808037.60
0.0057
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.060000%
22549LGH2
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2018-08-06
2018-08-06
2018-08-06
N
N
N
0.0231
182833305.30
182833305.30
0.0053
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.890000%
22549LJJ5
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2018-07-20
2018-07-20
2018-07-20
N
N
N
0.0227
61924533.60
61924533.60
0.0018
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1D42
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
Credit Suisse AG
1.0000
N
0.0174
109968177.00
109968177.00
0.0032
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1DK6
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-04-19
2018-04-19
2018-04-19
N
Y
Credit Suisse AG
1.0000
N
0.0186
34962046.00
34962046.00
0.0010
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1EX7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-05-31
2018-05-31
2018-05-31
N
Y
Credit Suisse AG
1.0000
N
0.0214
141468962.60
141468962.60
0.0041
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1F73
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
Y
Credit Suisse AG
1.0000
N
0.0221
54763439.50
54763439.50
0.0016
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1FB4
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-06-11
2018-06-11
2018-06-11
N
Y
Credit Suisse AG
1.0000
N
0.0225
10949034.80
10949034.80
0.0003
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EEV1
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2018-05-29
2018-05-29
2018-05-29
N
N
N
0.0207
15943771.20
15943771.20
0.0005
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.260000%
23328AA46
529900HNOAA1KXQJUQ27
0001074042
Certificate of Deposit
Y
2018-06-26
2018-06-26
2018-06-26
N
N
N
0.0224
117006494.67
117006494.67
0.0034
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.720000%
23328AA61
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0174
185999609.40
185999609.40
0.0054
N
N
Y
N
DANSKE CORP
DANSKE CORP 0.000000%
2363F7EX2
0001142175
Financial Company Commercial Paper
Y
2018-05-31
2018-05-31
2018-05-31
N
Y
Danske Bank A/S
1.0000
N
0.0215
20921134.50
20921134.50
0.0006
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.710000%
25158BH47
7LTWFZYICNSX8D621K86
Certificate of Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0173
345000000.00
345000000.00
0.0100
N
N
Y
N
EMF, LLC
VARIABLE RATE DEMAND BONDS SERIES 2012 1.920000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2042-06-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0192
3725000.00
3725000.00
0.0001
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DEA4
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2018-05-10
2018-05-10
2018-05-10
N
N
N
0.0203
13966794.80
13966794.80
0.0004
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601WD97
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2018-04-09
2018-04-09
2018-04-09
N
Y
Bank of Montreal
1.0000
N
0.0178
9994561.00
9994561.00
0.0003
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GD59
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0175
99966070.00
99966070.00
0.0029
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GDG5
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-04-16
2018-04-16
2018-04-16
N
N
N
0.0182
161852499.00
161852499.00
0.0047
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.780000%
34959TMY9
KGCEPHLVVKVRZYO1T647
Certificate of Deposit
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0176
36000432.36
36000432.36
0.0010
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.880000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0188
1620000.00
1620000.00
0.0000
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MD26
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0172
91982325.88
91982325.88
0.0027
N
Y
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MEN0
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-05-22
2018-05-22
2018-05-22
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0202
55830572.00
55830572.00
0.0016
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MF17
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0209
23910868.80
23910868.80
0.0007
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MG24
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-07-02
2018-07-02
2018-07-02
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0238
148560661.60
148560661.60
0.0043
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 1.981700%
40428A6H5
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-04-09
2018-09-07
2018-09-07
N
N
N
0.0220
89981820.00
89981820.00
0.0026
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.306900%
40428A6P7
1IE8VN30JCEQV1H4R804
Certificate of Deposit
Y
2018-05-01
2018-10-01
2018-10-01
N
N
N
0.0234
75000000.00
75000000.00
0.0022
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 2.115000%
40433FLH0
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
Y
2018-04-16
2018-09-14
2018-09-14
N
N
N
0.0222
149002534.49
149002534.49
0.0043
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 2.296900%
40433FLP2
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
Y
2018-04-30
2018-09-28
2018-09-28
N
N
N
0.0230
395000000.00
395000000.00
0.0114
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RD58
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0179
51981950.80
51981950.80
0.0015
N
N
Y
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RGR7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-07-25
2018-07-25
2018-07-25
N
N
N
0.0225
38712375.00
38712375.00
0.0011
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RH39
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-08-03
2018-08-03
2018-08-03
N
N
N
0.0229
15871872.00
15871872.00
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RHG0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-08-16
2018-08-16
2018-08-16
N
N
N
0.0235
16844771.30
16844771.30
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 1.938200%
40434WCB5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-04-18
2018-05-18
2018-05-18
N
N
N
0.0188
100014001.00
100014001.00
0.0029
N
N
N
N
HSBC USA INC
HSBC USA INC 2.053800%
40434WCG4
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-04-23
2018-08-22
2018-08-22
N
N
N
0.0217
4998065.00
4998065.00
0.0001
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.900000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0190
14000000.00
14000000.00
0.0004
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.750000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0175
20600000.00
20600000.00
0.0006
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1E77
Financial Company Commercial Paper
Y
2018-05-07
2018-05-07
2018-05-07
N
Y
ING Bank NV
1.0000
N
0.0198
2993558.40
2993558.40
0.0001
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1GS9
US4497W1GS95
Financial Company Commercial Paper
Y
2018-07-26
2018-07-26
2018-07-26
N
Y
ING Bank NV
1.0000
N
0.0227
11909838.00
11909838.00
0.0003
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.806200%
44988KCR8
Financial Company Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
ING Bank NV
1.0000
N
0.0171
100001601.00
100001601.00
0.0029
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 1.856200%
44988KDS5
Financial Company Commercial Paper
Y
2018-04-05
2018-07-05
2018-07-05
N
Y
ING Bank NV
1.0000
N
0.0207
175985568.00
175985568.00
0.0051
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.842500%
44988KEE5
Financial Company Commercial Paper
Y
2018-04-02
2018-08-31
2018-08-31
N
Y
ING Bank NV
1.0000
N
0.0221
126453954.00
126453954.00
0.0036
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.861300%
46640CEJ7
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-04-09
2018-05-08
2018-05-08
N
N
N
0.0184
257041122.57
257041122.57
0.0074
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.083800%
46640CEW8
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-04-23
2018-08-22
2018-08-22
N
N
N
0.0219
87969552.00
87969552.00
0.0025
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.848000%
46640EGB8
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-04-30
2018-07-30
2018-07-30
N
N
N
0.0216
48986917.00
48986917.00
0.0014
N
N
N
N
JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD
TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.870000%
478271KA6
US478271KA63
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2043-08-15
Y
US Bank NA
1.0000
7
N
N
N
0.0187
22150000.00
22150000.00
0.0006
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TZB4
Asset Backed Commercial Paper
Y
2018-04-30
2018-04-30
2018-04-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0190
99857800.00
99857800.00
0.0029
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MGP8
Asset Backed Commercial Paper
Y
2018-04-18
2018-04-18
2018-04-18
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0178
34974114.00
34974114.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MGT0
Asset Backed Commercial Paper
Y
2018-05-02
2018-05-02
2018-05-02
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0192
189706906.00
189706906.00
0.0055
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MHF9
Asset Backed Commercial Paper
Y
2018-05-21
2018-05-21
2018-05-21
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0200
199467460.00
199467460.00
0.0058
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.950000%
51489NX72
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2018-04-23
2018-04-23
2018-04-23
N
N
N
0.0190
100003221.00
100003221.00
0.0029
N
N
N
N
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH) 1.710000%
51489NX80
MK13839SGLMX6JEXRB54
0000878519
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0169
203000529.83
203000529.83
0.0059
N
Y
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 2.010000%
51500LYN5
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-04-16
2018-04-16
2018-04-16
N
N
N
0.0180
96009869.76
96009869.76
0.0028
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.700000%
51500LYU9
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0172
2999993.40
2999993.40
0.0001
N
Y
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.710000%
51500LYY1
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0174
246998690.90
246998690.90
0.0071
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952ME97
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-05-09
2018-05-09
2018-05-09
N
Y
Natixis SA
1.0000
N
0.0197
3991030.00
3991030.00
0.0001
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MEE6
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
Y
Natixis SA
1.0000
N
0.0199
36905868.30
36905868.30
0.0011
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MEQ9
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-05-24
2018-05-24
2018-05-24
N
Y
Natixis SA
1.0000
N
0.0205
53827718.40
53827718.40
0.0016
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RE46
Asset Backed Commercial Paper
Y
2018-05-04
2018-05-04
2018-05-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0195
499025.50
499025.50
0.0000
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944REB0
Asset Backed Commercial Paper
Y
2018-05-11
2018-05-11
2018-05-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0198
105749691.60
105749691.60
0.0031
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944REE4
Asset Backed Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0199
78799118.80
78799118.80
0.0023
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RF52
Asset Backed Commercial Paper
Y
2018-06-05
2018-06-05
2018-06-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0215
10955307.00
10955307.00
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RF60
Asset Backed Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0216
995854.30
995854.30
0.0000
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RFJ2
Asset Backed Commercial Paper
Y
2018-06-18
2018-06-18
2018-06-18
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0231
15916948.80
15916948.80
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RFR4
Asset Backed Commercial Paper
Y
2018-06-25
2018-06-25
2018-06-25
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0239
122778179.55
122778179.55
0.0035
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LE18
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-05-01
2018-05-01
2018-05-01
N
N
N
0.0197
17967528.00
17967528.00
0.0005
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LEE0
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
N
N
0.0202
53860480.20
53860480.20
0.0016
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LEM2
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-05-21
2018-05-21
2018-05-21
N
N
N
0.0205
6978863.50
6978863.50
0.0002
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MD41
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0177
2999139.99
2999139.99
0.0001
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MDW9
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-04-30
2018-04-30
2018-04-30
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0193
37435766.25
37435766.25
0.0011
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274ME99
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-05-09
2018-05-09
2018-05-09
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0198
77824024.20
77824024.20
0.0022
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MF72
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0219
14936184.00
14936184.00
0.0004
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
0.0171
41498891.95
41498891.95
0.0012
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.720000%
60683BDQ3
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0172
49999955.00
49999955.00
0.0014
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.927900%
60683BDS9
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-04-09
2018-07-09
2018-07-09
N
N
N
0.0208
155995632.00
155995632.00
0.0045
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 2.071300%
60683BEF6
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-04-23
2018-07-23
2018-07-23
N
N
N
0.0214
45992502.00
45992502.00
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 2.020000%
60683BEL3
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-07-31
2018-07-31
2018-07-31
N
N
N
0.0235
31962892.80
31962892.80
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 2.330000%
60683BFR9
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0230
114010204.14
114010204.14
0.0033
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.970000%
60700AST2
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-05-31
2018-05-31
2018-05-31
N
N
N
0.0204
113985351.00
113985351.00
0.0033
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.040000%
60700ATH7
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-05-29
2018-05-29
2018-05-29
N
N
N
0.0202
13500306.59
13500306.59
0.0004
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.060000%
60700ATK0
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-05-29
2018-05-29
2018-05-29
N
N
N
0.0202
48002717.28
48002717.28
0.0014
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.100000%
60700ATU8
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-06-05
2018-06-05
2018-06-05
N
N
N
0.0208
169005747.69
169005747.69
0.0049
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.150000%
60700ATX2
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0209
106012169.86
106012169.86
0.0031
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.920000%
60700AVK7
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0191
3000036.93
3000036.93
0.0001
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.680000%
60700AVP6
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0173
33999700.80
33999700.80
0.0010
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939MD61
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-04-06
2018-04-06
2018-04-06
N
N
N
0.0178
19992497.80
19992497.80
0.0006
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939ME37
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-05-03
2018-05-03
2018-05-03
N
N
N
0.0186
118784812.30
118784812.30
0.0034
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939ME94
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-05-09
2018-05-09
2018-05-09
N
N
N
0.0187
202568584.40
202568584.40
0.0058
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MEA1
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-05-10
2018-05-10
2018-05-10
N
N
N
0.0187
4989109.00
4989109.00
0.0001
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MG27
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0204
22379053.50
22379053.50
0.0006
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1E98
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-05-09
2018-05-09
2018-05-09
N
N
N
0.0208
113730207.60
113730207.60
0.0033
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1F14
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0216
155400133.20
155400133.20
0.0045
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.810000%
63873NPU9
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-05-18
2018-05-18
2018-05-18
N
N
N
0.0189
109987779.00
109987779.00
0.0032
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.200000%
63873NQQ7
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-06-12
2018-06-12
2018-06-12
N
N
N
0.0210
19003855.29
19003855.29
0.0005
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975VD31
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0183
72981494.50
72981494.50
0.0021
N
N
Y
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975VDG2
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2018-04-16
2018-04-16
2018-04-16
N
N
N
0.0195
91910254.00
91910254.00
0.0027
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.750000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0175
40000000.00
40000000.00
0.0012
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.750000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0175
19000000.00
19000000.00
0.0005
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (33 BOND ST) SERIES 2017A 1.750000%
64987BW61
5493000LS7KCDB02O506
US64987BW615
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0175
55000000.00
55000000.00
0.0016
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SDC9
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-04-12
2018-04-12
2018-04-12
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0187
79941944.00
79941944.00
0.0023
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SDW5
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-04-30
2018-04-30
2018-04-30
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0196
21961632.00
21961632.00
0.0006
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SGA0
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-07-10
2018-07-10
2018-07-10
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0236
49663105.00
49663105.00
0.0014
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
NISSAN MOTOR ACCEPTANCE CORP 0.000000%
65475MD31
7D6DIU2QXTUJRFNNJA49
Non-Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0171
45989093.40
45989093.40
0.0013
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.480000%
65590AMQ6
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-04-23
2018-04-23
2018-04-23
N
N
N
0.0179
200955880.50
200955880.50
0.0058
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.910000%
65590ARK4
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-07-24
2018-07-24
2018-07-24
N
N
N
0.0225
78911132.90
78911132.90
0.0023
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UFT5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-06-27
2018-06-27
2018-06-27
N
Y
Royal Bank of Canada
1.0000
N
0.0234
60643912.50
60643912.50
0.0017
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984XDU7
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
Y
Royal Bank of Canada
1.0000
N
0.0214
89625150.00
89625150.00
0.0026
N
N
N
N
1500 MISSION URBAN HOUSING LP
TAXABLE M/F HOUSING REVENUE NOTES (1500 MISSION APTS) SERIES 2017A 1.798000%
68247TAA4
549300U31DEIOR73NJ85
US68247TAA43
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2052-12-01
Y
Deutsche Bank AG
1.0000
7
N
N
N
0.0180
98000000.00
98000000.00
0.0028
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.710000%
69033L2X6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0169
21000067.41
21000067.41
0.0006
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.720000%
69033L3B3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-04-06
2018-04-06
2018-04-06
N
N
N
0.0175
2999996.67
2999996.67
0.0001
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.784200%
69033LM48
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-04-03
2018-05-01
2018-05-01
N
N
N
0.0199
53999838.00
53999838.00
0.0016
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.026900%
69033LR50
5493007O3QFXCPOGWK22
US69033LR505
Certificate of Deposit
Y
2018-04-30
2018-05-29
2018-05-29
N
N
N
0.0211
114984015.00
114984015.00
0.0033
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.720000%
69033LV55
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-04-12
2018-04-12
2018-04-12
N
N
N
0.0176
14999718.00
14999718.00
0.0004
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.986400%
69033LY60
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-04-16
2018-08-16
2018-08-16
N
N
N
0.0218
36983609.00
36983609.00
0.0011
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BGW4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2018-07-30
2018-07-30
2018-07-30
N
N
N
0.0228
61021124.10
61021124.10
0.0018
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.070300%
69034CEZ7
5493007O3QFXCPOGWK22
US69034CEZ77
Financial Company Commercial Paper
Y
2018-04-13
2018-09-13
2018-09-13
N
N
N
0.0223
126478874.50
126478874.50
0.0036
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KD24
Asset Backed Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
Y
BNP Paribas SA
1.0000
N
0.0169
51990229.20
51990229.20
0.0015
N
Y
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KDG3
Asset Backed Commercial Paper
Y
2018-04-16
2018-04-16
2018-04-16
N
Y
BNP Paribas SA
1.0000
N
0.0186
49953450.00
49953450.00
0.0014
N
N
N
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
0.0189
9989483.00
9989483.00
0.0003
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KE23
Asset Backed Commercial Paper
Y
2018-05-02
2018-05-02
2018-05-02
N
Y
BNP Paribas SA
1.0000
N
0.0200
19962242.00
19962242.00
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KEE7
Asset Backed Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
Y
BNP Paribas SA
1.0000
N
0.0207
20944562.10
20944562.10
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KEV9
Asset Backed Commercial Paper
Y
2018-05-29
2018-05-29
2018-05-29
N
Y
BNP Paribas SA
1.0000
N
0.0210
18932489.20
18932489.20
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KF55
Asset Backed Commercial Paper
Y
2018-06-05
2018-06-05
2018-06-05
N
Y
BNP Paribas SA
1.0000
N
0.0218
25394947.65
25394947.65
0.0007
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KFK2
Asset Backed Commercial Paper
Y
2018-06-19
2018-06-19
2018-06-19
N
Y
BNP Paribas SA
1.0000
N
0.0235
138256280.50
138256280.50
0.0040
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.909600%
78009N6K7
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-10
2018-07-10
2018-07-10
N
N
N
0.0209
31995168.00
31995168.00
0.0009
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.956400%
78009N6Q4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-16
2018-07-16
2018-07-16
N
N
N
0.0211
13996822.00
13996822.00
0.0004
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.048200%
78009NS98
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-19
2018-04-19
2018-04-19
N
N
N
0.0177
36005832.36
36005832.36
0.0010
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.051500%
78009NT89
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-25
2018-05-25
2018-05-25
N
N
N
0.0191
171040015.71
171040015.71
0.0049
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.076900%
78009NV78
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-30
2018-06-28
2018-06-28
N
N
N
0.0204
180017641.80
180017641.80
0.0052
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.000000%
78012UAJ4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-08-09
2018-08-09
2018-08-09
N
N
N
0.0234
16978751.70
16978751.70
0.0005
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.175000%
78012UAW5
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-27
2018-11-27
2018-11-27
N
N
N
0.0227
121931558.00
121931558.00
0.0035
N
N
N
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.840000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0184
15000000.00
15000000.00
0.0004
N
N
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MDS6
549300MYF6MOTU9T3G29
US82124MDS61
Asset Backed Commercial Paper
Y
2018-04-26
2018-04-26
2018-04-26
N
Y
Barclays Bank Plc
1.0000
N
0.0192
49925530.00
49925530.00
0.0014
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MFC9
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-06-12
2018-06-12
2018-06-12
N
Y
Barclays Bank Plc
1.0000
N
0.0226
58722210.30
58722210.30
0.0017
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MFD7
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-06-13
2018-06-13
2018-06-13
N
Y
Barclays Bank Plc
1.0000
N
0.0227
118429228.40
118429228.40
0.0034
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MFE5
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-06-14
2018-06-14
2018-06-14
N
Y
Barclays Bank Plc
1.0000
N
0.0228
58711897.10
58711897.10
0.0017
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.910000%
83050FH46
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2018-07-26
2018-07-26
2018-07-26
N
N
N
0.0224
114871188.50
114871188.50
0.0033
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369CEX8
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2018-05-31
2018-05-31
2018-05-31
N
N
N
0.0198
17937504.00
17937504.00
0.0005
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.939600%
86563Y4U4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-04-11
2018-07-11
2018-07-11
N
N
N
0.0216
82977424.00
82977424.00
0.0024
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.018200%
86563Y5E9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-04-17
2018-07-17
2018-07-17
N
N
N
0.0216
97975598.00
97975598.00
0.0028
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.018200%
86563Y5G4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-04-19
2018-07-19
2018-07-19
N
N
N
0.0216
121968524.00
121968524.00
0.0035
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.081500%
86563Y5T6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-04-24
2018-07-24
2018-07-24
N
N
N
0.0216
46988814.00
46988814.00
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.081500%
86563Y5W9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-04-25
2018-07-25
2018-07-25
N
N
N
0.0216
196952720.00
196952720.00
0.0057
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.866200%
86563YN90
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0171
28000616.28
28000616.28
0.0008
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.886200%
86563YX40
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-04-03
2018-05-03
2018-05-03
N
N
N
0.0207
100997576.00
100997576.00
0.0029
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.765000%
86564E4T0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-05-08
2018-05-08
2018-05-08
N
N
N
0.0191
55990496.80
55990496.80
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.760000%
86564E4Y9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-05-10
2018-05-10
2018-05-10
N
N
N
0.0192
55988990.40
55988990.40
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 2.000000%
86564E6J0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-05-21
2018-05-21
2018-05-21
N
N
N
0.0199
241003858.41
241003858.41
0.0070
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 2.300000%
86564E7E0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-06-22
2018-06-22
2018-06-22
N
N
N
0.0223
72011016.72
72011016.72
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 2.340000%
86564E7K6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-06-22
2018-06-22
2018-06-22
N
N
N
0.0223
259064467.69
259064467.69
0.0075
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.950000%
86565BAD3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-05-17
2018-05-17
2018-05-17
N
N
N
0.0196
18999551.60
18999551.60
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.826200%
86958JQT9
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0171
112002353.12
112002353.12
0.0032
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.091500%
86958JZJ1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-04-26
2018-09-26
2018-09-26
N
N
N
0.0229
102900296.00
102900296.00
0.0030
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SGS7
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2018-07-26
2018-07-26
2018-07-26
N
N
N
0.0213
128090459.70
128090459.70
0.0037
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.680000%
87019VFA0
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0169
460999170.20
460999170.20
0.0133
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.550000%
89113XJD7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-04-30
2018-04-30
2018-04-30
N
N
N
0.0176
79984496.00
79984496.00
0.0023
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.950000%
89113XVU5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0225
16981852.50
16981852.50
0.0005
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.870500%
89113XWP5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-04-06
2018-08-06
2018-08-06
N
N
N
0.0217
47979504.00
47979504.00
0.0014
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.870000%
89113XXG4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-05-18
2018-05-18
2018-05-18
N
N
N
0.0186
53000561.80
53000561.80
0.0015
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.000000%
89113XXR0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-06-18
2018-06-18
2018-06-18
N
N
N
0.0213
211938371.60
211938371.60
0.0061
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.190000%
89113XZG2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-06-19
2018-06-19
2018-06-19
N
N
N
0.0214
209524827.85
209524827.85
0.0060
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.059600%
89113XZT4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-04-12
2018-09-12
2018-09-12
N
N
N
0.0222
212971458.00
212971458.00
0.0061
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.000000%
89119BFE1
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0209
1493310.60
1493310.60
0.0000
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.041500%
89120DCX5
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-04-25
2018-07-25
2018-07-25
N
N
N
0.0215
6497946.00
6497946.00
0.0002
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.047000%
89120DDC0
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-04-30
2018-07-30
2018-07-30
N
N
N
0.0216
35986788.00
35986788.00
0.0010
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.081300%
89120DDM8
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-04-23
2018-08-23
2018-08-23
N
N
N
0.0219
95962656.00
95962656.00
0.0028
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QD31
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
Y
Total SA
1.0000
N
0.0175
250938931.70
250938931.70
0.0072
N
N
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QDH0
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-04-17
2018-04-17
2018-04-17
N
Y
Total SA
1.0000
N
0.0188
223278466.80
223278466.80
0.0064
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QDQ0
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-04-24
2018-04-24
2018-04-24
N
Y
Total SA
1.0000
N
0.0196
41940637.20
41940637.20
0.0012
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DE75
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2018-05-07
2018-05-07
2018-05-07
N
N
N
0.0187
45906813.20
45906813.20
0.0013
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DE91
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2018-05-09
2018-05-09
2018-05-09
N
N
N
0.0188
49892945.00
49892945.00
0.0014
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DEE0
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
N
N
0.0191
49878290.00
49878290.00
0.0014
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HD27
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0163
130976236.60
130976236.60
0.0038
N
Y
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HF66
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0206
171320221.60
171320221.60
0.0049
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HF74
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0207
149395665.00
149395665.00
0.0043
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 2.090700%
90275DGR5
BFM8T61CT2L1QCEMIK50
Certificate of Deposit
Y
2018-04-23
2018-05-21
2018-05-21
N
N
N
0.0189
64020736.64
64020736.64
0.0018
N
N
N
N
US BANK NA
US BANK NA 2.055000%
90333VWN6
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2018-04-27
2018-08-27
2018-08-27
N
N
N
0.0218
183908368.00
183908368.00
0.0053
N
N
N
N
US BANK NA
US BANK NA 2.160000%
90333VWP1
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2018-08-27
2018-08-27
2018-08-27
N
N
N
0.0223
14995378.50
14995378.50
0.0004
N
N
N
N
US BANK NA
US BANK NA 2.160000%
90333VWQ9
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0227
137931151.80
137931151.80
0.0040
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QE47
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-05-04
2018-05-04
2018-05-04
N
N
N
0.0203
101793246.00
101793246.00
0.0029
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QE88
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-05-08
2018-05-08
2018-05-08
N
N
N
0.0203
90794949.70
90794949.70
0.0026
N
N
N
N
UNIVERSITY HOSPITAL HEALTH SYSTEMS
HOSPITAL RB SERIES 2013C 1.750000%
914293AA3
P35YK5QO6QSHOB2Y1B40
US914293AA30
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2050-01-15
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0175
38000000.00
38000000.00
0.0011
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MEE5
Asset Backed Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
Y
Natixis SA
1.0000
N
0.0205
9973831.00
9973831.00
0.0003
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MG29
Asset Backed Commercial Paper
Y
2018-07-02
2018-07-02
2018-07-02
N
Y
Natixis SA
1.0000
N
0.0239
42728347.50
42728347.50
0.0012
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LE89
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-05-08
2018-05-08
2018-05-08
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0197
29934267.00
29934267.00
0.0009
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LEF3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-05-15
2018-05-15
2018-05-15
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0199
33911532.00
33911532.00
0.0010
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LF70
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0216
18920125.90
18920125.90
0.0005
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LF88
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-06-08
2018-06-08
2018-06-08
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0217
85631438.40
85631438.40
0.0025
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LFC9
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-06-12
2018-06-12
2018-06-12
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0222
90579125.00
90579125.00
0.0026
N
N
N
N
WALMART INC
WALMART INC 0.000000%
93114FD35
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0176
99975560.00
99975560.00
0.0029
N
N
Y
N
WALMART INC
WALMART INC 0.000000%
93114FD92
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0181
5996691.00
5996691.00
0.0002
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.091500%
0000008565
931UGD003
Certificate of Deposit
Y
2018-04-24
2018-04-24
2018-04-24
N
N
N
0.0182
62012152.00
62012152.00
0.0018
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.735000%
MAES062Z21O4RZ2U7M96
0001142175
932FNU009
Certificate of Deposit
Y
2018-04-23
2018-04-23
2018-04-23
N
N
N
0.0180
79995864.00
79995864.00
0.0023
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.820000%
MAES062Z21O4RZ2U7M96
0001142175
932FZJ001
Certificate of Deposit
Y
2018-05-08
2018-05-08
2018-05-08
N
N
N
0.0186
84995588.50
84995588.50
0.0025
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.905000%
0000008565
932PFH005
Certificate of Deposit
Y
2018-04-16
2018-06-14
2018-06-14
N
N
N
0.0270
79864254.40
79864254.40
0.0023
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.900300%
94989RKL1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-04-27
2018-05-29
2018-05-29
N
N
N
0.0192
142062765.42
142062765.42
0.0041
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.992100%
94989RNV6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-04-20
2018-04-20
2018-04-20
N
N
N
0.0177
11001463.11
11001463.11
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.861700%
94989RQD3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-04-09
2018-06-07
2018-06-07
N
N
N
0.0196
123014146.23
123014146.23
0.0035
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.015000%
94989RTJ7
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-04-27
2018-05-29
2018-05-29
N
N
N
0.0192
18002862.18
18002862.18
0.0005
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.076900%
94989RTW8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-04-30
2018-08-30
2018-08-30
N
N
N
0.0230
230790021.00
230790021.00
0.0067
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.940000%
94989RYA0
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-07-25
2018-07-25
2018-07-25
N
N
N
0.0231
9987582.00
9987582.00
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.000000%
94989RYJ1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0233
18978068.30
18978068.30
0.0005
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.050000%
94989RYY8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0239
113827005.00
113827005.00
0.0033
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.020000%
94989RZE1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-08-09
2018-08-09
2018-08-09
N
N
N
0.0234
49940745.00
49940745.00
0.0014
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.093800%
94989RZQ4
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-04-23
2018-09-05
2018-09-05
N
N
N
0.0230
189843440.00
189843440.00
0.0055
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 2.052100%
96121T3K2
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2018-04-20
2018-04-20
2018-04-20
N
N
N
0.0177
95016150.95
95016150.95
0.0027
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.784200%
96121T4Y1
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2018-04-03
2018-06-01
2018-06-01
N
N
N
0.0194
101011515.01
101011515.01
0.0029
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 2.036900%
96121T5Q7
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2018-04-30
2018-06-29
2018-06-29
N
N
N
0.0205
201996366.02
201996366.02
0.0058
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 1.988200%
9612C4WP2
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2018-04-17
2018-08-17
2018-08-17
N
N
N
0.0219
20489360.50
20489360.50
0.0006
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 2.016900%
9612C4WT4
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2018-04-30
2018-05-29
2018-05-29
N
N
N
0.0192
101088275.01
101088275.01
0.0029
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
0.0177
87985224.80
87985224.80
0.0025
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 2.150000%
MAES062Z21O4RZ2U7M96
0001142175
964SLX008
Certificate of Deposit
Y
2018-06-04
2018-06-04
2018-06-04
N
N
N
0.0205
157029476.75
157029476.75
0.0045
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.130000%
529900HNOAA1KXQJUQ27
0001074042
964SRM006
Certificate of Deposit
Y
2018-06-04
2018-06-04
2018-06-04
N
N
N
0.0214
40999514.97
40999514.97
0.0012
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.250000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FS2E4_2.25_0710
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NXT CAPITAL CLO LLC 2017-1 D 20290420 FLT
549300YAYHVI0LX76040
2029-04-20
5.844700
2000000.00
2037344.68
Asset-Backed Securities
MONROE CAP MML CLO VI LTD MONROE CAP MML CLO V
2030-04-15
3.874500
5000000.00
5134575.00
Asset-Backed Securities
MONROE CAP MML CLO VI LTD MONROE CAP MML CLO V
2030-04-15
4.374500
8500000.00
8733129.50
Asset-Backed Securities
CERBERUS LN FDG XVI LP CERBERUS CO ISSUER
2027-11-17
7.071520
1148000.00
1178662.47
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2016-1 C 20220613 5.5
2022-06-13
5.550000
3000000.00
3080000.50
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2015-3 C 20220315 4.6
2022-03-15
4.650000
4000000.00
4085269.33
Asset-Backed Securities
CENTERPOINT ENGY RES BD 2009-1 A-3 20230815 4.2
2023-08-15
4.243000
10000.00
10404.75
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR2 D 20361017 5.1
2036-10-17
5.149000
270000.00
289164.96
Asset-Backed Securities
CATHEDRAL LAKE III RISK RETENTION LLC
2029-07-18
4.103330
1200000.00
1225639.99
Asset-Backed Securities
CROWN CASTLE TOWERS 2010-4-5-6 C-2020 20400815 4.8
2040-08-15
4.883000
100000.00
103703.99
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR2 D 20521018 5.0
2052-10-18
5.036000
150000.00
160288.00
Asset-Backed Securities
SIERRA AUTO RECV SEC TR 2016-1 B 20220118 6.8
2022-01-18
6.840000
11400000.00
11782675.20
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2016-2 E 20230515 6.4
2023-05-15
6.410000
14270000.00
14792136.13
Asset-Backed Securities
ANCHORAGE CAP CLO 3-R 2018-3-R B 20310128 FLT
2031-01-28
3.260310
5000000.00
5028566.43
Asset-Backed Securities
DRIVE AUTO REC TR 2015-D D 20230117 4.5
2023-01-17
4.590000
525000.00
537136.95
Asset-Backed Securities
PROGRESS RESI TR 2015-SFR3 D 20321115 4.6
2032-11-15
4.673000
950000.00
972874.76
Asset-Backed Securities
FORTRESS CREDIT BSL V 2018-5 C 20300711 FLT
254900OX5KD9FPXUUO88
2030-07-11
4.515190
5000000.00
5190220.00
Asset-Backed Securities
B2R MTG TRUST 2015-2 D 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.456930
5000000.00
5347305.70
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2016-2 C 20220512 6.0
2022-05-12
6.090000
5000000.00
5172144.17
Asset-Backed Securities
ZAIS CLO 5 LTD 2016-5 C 20281016 FLT
5493001XJXUE8BZ0Q137
2028-10-16
6.221520
5150000.00
5260034.17
Asset-Backed Securities
CIFC FUNDING LTD 2013-IIR A-3L-R 20301018 FLT
2030-10-18
3.684080
3000000.00
3056537.47
Asset-Backed Securities
EXETER AUTO RECV TR 2016-1 C 20211015 5.5
2021-10-15
5.520000
3000000.00
3090146.00
Asset-Backed Securities
EXETER AUTO RECV TR 2015-3 C 20210816 4.8
2021-08-16
4.830000
4050000.00
4131685.80
Asset-Backed Securities
TOWD POINT MTG TR 2015-2 2M2 20571125 FLT
2057-11-25
4.317710
10954000.00
11621205.36
Asset-Backed Securities
BARINGS CLO LTD 2017-I D 20290718 FLT
2029-07-18
5.334080
1500000.00
1536809.99
Asset-Backed Securities
TOWD PT MTG TR 2016-3 M2 20560425 FLT
2056-04-25
4.000000
1968377.00
2004767.26
Asset-Backed Securities
LCM XIII LTD PARTNER 2013-13R D-R 20270719 FLT
549300WD241FFLNM0E69
2027-07-19
5.789180
2000000.00
2061813.48
Asset-Backed Securities
COOPERATIEVE CNT RAIFFEISEN NY FR 1.375%080919
DG3RU1DBUFHT4ZF9WN62
2019-08-09
1.375000
525000.00
515371.35
Corporate Debt Securities
CREDIT SUISSE NEW YORK BRANCH FR 3%102921
ANGGYXNX0JLX3X63JN86
2021-10-29
3.000000
372000.00
372472.44
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH FR 2.625%011421
F8SB4JFBSYQFRQEH3Z21
2021-01-14
2.625000
390000.00
386918.51
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN SR GLBL NT2.8%25
6BYL5QZYBDK8S7L73M02
2025-01-27
2.800000
844000.00
810182.80
Corporate Debt Securities
LEHMAN BRTH HLD RICI
2038-05-11
7.500000
4750000.00
96448.75
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD19
L3I9ZG2KFGXZ61BMYR72
2019-07-05
0.00
219000.00
218518.20
Corporate Debt Securities
OVERSEAS PRIVATE INV CORP SR ZERO 25
549300IDY55XMYWXSD28
2025-06-21
0.00
450000.00
453834.90
Corporate Debt Securities
FIRST CHURCH NAZARENE SEC PROM VAR 28
2028-09-01
1.870000
260000.00
260372.45
Corporate Debt Securities
CK HUTCHISON INTL 17 II LTD REGS NT 3.25%27
254900F7C0PB6TKONV55
2027-09-29
3.250000
1442380.00
1361332.67
Corporate Debt Securities
MEXICO CITY ARPT TR SR SEC GLBL 47
2047-07-31
5.500000
312000.00
285124.67
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR REGS NT 4%47
5493001IPW8ZGQ181Z16
2047-09-13
4.000000
360000.00
332905.60
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD20
L3I9ZG2KFGXZ61BMYR72
2020-07-06
0.00
75000.00
72652.50
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO GLBL REGS NT 47
549300YP3P0JZBLIV197
2047-09-14
4.500000
75000.00
70003.12
Corporate Debt Securities
OVERSEAS PRIVATE INV CORP 999-2012-206 25
549300IDY55XMYWXSD28
2025-06-21
0.00
77000.00
77656.19
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR REGS NT 27
5493001IPW8ZGQ181Z16
2027-09-13
3.250000
80000.00
75129.16
Corporate Debt Securities
CAMPUS RESH CORP PROM NT VAR 23
2023-06-01
1.930000
653000.00
653945.22
Corporate Debt Securities
OVERSEAS PRIVATE INV CORP -5232014034 FL33
549300IDY55XMYWXSD28
2033-12-15
1.810000
1413000.00
1338681.49
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-04-05
0.00
20000.00
20026.00
Corporate Debt Securities
MASONITE INTL CORP SR REGS NT 23
549300H0H07ZFT4JYM32
2023-03-15
5.625000
60000.00
61856.25
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-12-06
0.00
69000.00
70476.60
Corporate Debt Securities
LAUREN CO LLC TAX DEM -2003 33
2033-07-01
1.930000
1215000.00
1216823.85
Corporate Debt Securities
B & D ASSOCS / EYE ASSOCS BOCA TAX DEM FLT 30
2030-04-01
1.930000
1490000.00
1492156.77
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.4%101819
AD6GFRVSDT01YPT1CS68
2019-10-18
2.400000
9266000.00
9309395.77
Corporate Debt Securities
EDUCATIONAL MGMT COR TAXDEM-03 VAR23
2023-04-01
1.930000
165000.00
165238.84
Corporate Debt Securities
BNP PARIBAS FR 4.625%031327
R0MUWSFPU8MPRO8K5P83
2027-03-13
4.625000
650000.00
658798.11
Corporate Debt Securities
MORGAN STANLEY FR 5.625%092319
IGJSJL3JD5P30I6NJZ34
2019-09-23
5.625000
652000.00
677172.09
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26
2026-09-29
2.750000
93000.00
84351.93
Corporate Debt Securities
LLOYDS BKG GROUP PLC SUB GLBL NT 48
549300PPXHEU2JF0AM85
2048-01-09
4.344000
100000.00
92790.33
Corporate Debt Securities
BOART LONGYEAR MGMT PTY LTD SUB PIK NT1.5%22
2022-12-31
1.500000
3.00
1.48
Corporate Debt Securities
BANK OF NOVA SCOTIA SR EQTY LKD 19
L3I9ZG2KFGXZ61BMYR72
2019-04-05
0.00
10000.00
11688.00
Corporate Debt Securities
CORPORATE FIN MANAGERS INC -B VAR NT 43
2043-02-02
1.880000
745000.00
746089.36
Corporate Debt Securities
MARTIN JAMES A & DONNA F TAXBLE BD VAR 20
2020-07-01
1.930000
230000.00
230303.48
Corporate Debt Securities
RISE INC TAX DEM VAR 22
2022-11-01
1.930000
640000.00
640926.40
Corporate Debt Securities
AMER HONDA FIN CORP MTN BE144A FR 3.875%092120
B6Q2VFHD1797Q7NZ3E43
2020-09-21
3.875000
490000.00
501177.44
Corporate Debt Securities
NORDEA BK AB MTN 144A SR NT 4.875%21
6SCPQ280AIY8EP3XFW53
2021-01-14
4.875000
250000.00
263631.56
Corporate Debt Securities
AIA GROUP LTD HONG KONG FR 4.5%031646
ZP5ILWVSYE4LJGMMVD57
2046-03-16
4.500000
297000.00
311103.05
Corporate Debt Securities
CHINA CINDA FIN 2015 I LTD FR 3.125%042320
2020-04-23
3.125000
400000.00
401356.67
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 4.25%011121
Z2VZBHUMB7PWWJ63I008
2021-01-11
4.250000
1207000.00
1259333.51
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 3.625%012223
784F5XWPLTWKTBV3E584
2023-01-22
3.625000
2462000.00
2483657.05
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP FR 4.4%051542
2042-05-15
4.400000
11409000.00
12214678.24
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP VR 010917-011122
Z2VZBHUMB7PWWJ63I008
2022-01-11
2.394570
21456000.00
21847963.25
Corporate Debt Securities
BAIDU INC SR GLBL NT 28
254900AL64IANZYI1E02
2028-03-29
4.375000
1500000.00
1501560.00
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 3.375%011022
969500TJ5KRTCJQWXH05
2022-01-10
3.375000
11252000.00
11236880.12
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.7%110122
AD6GFRVSDT01YPT1CS68
2022-11-01
2.700000
576000.00
563466.24
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.6%072120
AD6GFRVSDT01YPT1CS68
2020-07-21
2.600000
595000.00
593060.96
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 2%012420
6BYL5QZYBDK8S7L73M02
2020-01-24
2.000000
670000.00
663052.84
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.25%070219
AD6GFRVSDT01YPT1CS68
2019-07-02
2.250000
677000.00
676429.63
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 2.45%033021
NHBDILHZTYCNBV5UYZ31
2021-03-30
2.450000
680000.00
675819.32
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 1.95%030419
AD6GFRVSDT01YPT1CS68
2019-03-04
1.950000
336000.00
334432.28
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA FR 2.25%031319
MSFSBD3QN1GSN7Q6C537
2019-03-13
2.250000
350000.00
348841.50
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA FR 2.4%110220
MSFSBD3QN1GSN7Q6C537
2020-11-02
2.400000
415000.00
411534.75
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN VR 042616-042619
6BYL5QZYBDK8S7L73M02
2019-04-26
2.162460
470000.00
472981.82
Corporate Debt Securities
ICBC LTD NEW YORK BRANCH FR 2.452%102021
5493002ERZU2K9PZDL40
2021-10-20
2.452000
250000.00
244674.92
Corporate Debt Securities
CITIZENS BANK N A FR 2.5%031419
DRMSV1Q0EKMEXLAU1P80
2019-03-14
2.500000
250000.00
249370.42
Corporate Debt Securities
KEYBANK NATIONAL ASSOCIATION FR 2.5%112221
HUX2X73FUCYHUVH1BK78
2021-11-22
2.500000
251000.00
247162.07
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 2%111618
JHE42UYNWWTJB8YTTU19
2018-11-16
2.000000
300000.00
301136.67
Corporate Debt Securities
MASSMUTUAL GLBL FDG II MTN144A SR SEC GLBL 19
549300K1IE3K7YU6VG29
2019-04-09
2.350000
468000.00
471798.86
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.55%120921
AD6GFRVSDT01YPT1CS68
2021-12-09
2.550000
1113000.00
1094548.31
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 1.6%071519
JHE42UYNWWTJB8YTTU19
2019-07-15
1.600000
1833000.00
1811533.53
Corporate Debt Securities
CITIZENS BANK N A FR 2.25%030220
DRMSV1Q0EKMEXLAU1P80
2020-03-02
2.250000
3875000.00
3814927.81
Corporate Debt Securities
BNZ INTL FDG LTD FR 2.4%022120
549300HVMZ89HDMELW08
2020-02-21
2.400000
5000000.00
4953616.67
Corporate Debt Securities
REGIONS BK BIRMINGHAM ALA SUB NT 7.5%18
EQTWLK1G7ODGC2MGLV11
2018-05-15
7.500000
5023000.00
5191756.04
Corporate Debt Securities
CITIZENS BANK N A FR 2.3%120318
DRMSV1Q0EKMEXLAU1P80
2018-12-03
2.300000
6485000.00
6510622.96
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 2.7%111620
JHE42UYNWWTJB8YTTU19
2020-11-16
2.700000
756000.00
755338.50
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 2.25%061719
NHBDILHZTYCNBV5UYZ31
2019-06-17
2.250000
780000.00
780105.30
Corporate Debt Securities
ICBC LTD NEW YORK BRANCH FR 2.635%052621
5493002ERZU2K9PZDL40
2021-05-26
2.635000
989000.00
975671.16
Corporate Debt Securities
BB&T CO GLOBAL BK MTN FR 1.45%051019
JJKC32MCHWDI71265Z06
2019-05-10
1.450000
1039000.00
1029606.00
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 2.125%102819
6BYL5QZYBDK8S7L73M02
2019-10-28
2.125000
1071000.00
1069728.93
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 1.875%090721
NHBDILHZTYCNBV5UYZ31
2021-09-07
1.875000
319000.00
305166.83
Corporate Debt Securities
UNION BK CALIF N A MEDIUM TERM SR NT 2.25%19
OX3PU53ZLPQKJ4700D47
2019-05-06
2.250000
323000.00
323638.73
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL FR 2.75%012219
VBHFXSYT7OG62HNT8T76
2019-01-22
2.750000
1652000.00
1660636.75
Corporate Debt Securities
OVERSEA-CHINESE BKG CORP LTD FR 4.25%061924
5493007O3QFXCPOGWK22
2024-06-19
4.250000
2010000.00
2060462.17
Corporate Debt Securities
NORDEA BK AB MTN 144A FR 1.625%093019
6SCPQ280AIY8EP3XFW53
2019-09-30
1.625000
2098000.00
2082978.03
Corporate Debt Securities
NORDEA BK AB MTN 144A VR 052716-052721
6SCPQ280AIY8EP3XFW53
2021-05-27
2.946250
9000000.00
9168543.44
Corporate Debt Securities
BOC AVIATION PTE LTD FR 3.875%042726
254900H06V5RMEB3KE72
2026-04-27
3.875000
9764000.00
9643132.54
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 2.05%092319
JHE42UYNWWTJB8YTTU19
2019-09-23
2.050000
250000.00
247000.42
Corporate Debt Securities
BPCE GBL NT 144A FR 5.7%102223
9695005MSX1OYEMGDF46
2023-10-22
5.700000
438000.00
479841.41
Corporate Debt Securities
NORDEA BK AB MTN 144A VR 091715-091718
6SCPQ280AIY8EP3XFW53
2018-09-17
3.017500
560000.00
562308.33
Corporate Debt Securities
AIA GROUP LTD HONG KONG FR 4.5%031646
ZP5ILWVSYE4LJGMMVD57
2046-03-16
4.500000
640000.00
670390.40
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S SR GLBL REGS 24
988400TFZILHBD5M3R71
2024-02-12
3.875000
645000.00
655145.22
Corporate Debt Securities
AIA GROUP LTD HONG KONG FR 4.875%031144
ZP5ILWVSYE4LJGMMVD57
2044-03-11
4.875000
988000.00
1100728.33
Corporate Debt Securities
MORGAN STANLEY FR 5.75%012521
IGJSJL3JD5P30I6NJZ34
2021-01-25
5.750000
1782000.00
1916562.78
Corporate Debt Securities
AIR LIQUIDE FIN S A SR GLBL REGS 26
549300YGXL5Z3R14K812
2026-09-27
2.500000
2125000.00
1962307.64
Corporate Debt Securities
MEXICO CITY ARPT TR SR SEC GLBL 28
2028-04-30
3.875000
480000.00
446274.33
Corporate Debt Securities
Y
2018-07-02
2018-07-02
2018-07-10
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0242
214893618.00
214893618.00
0.0062
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.310000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FZ265_2.31_0801
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CIFC FDG 2013 I LTD
2025-04-16
0.00
1000000.00
496162.00
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
VOLT LVIII LLC 2017-NPL5 A-1 20470528 FLT
2047-05-28
3.375000
1440000.00
652983.66
Asset-Backed Securities
BYVW OPP MST FD IIIA 2017-RN7 A1 20320928 FLT
2032-09-28
3.104800
1480000.00
690147.56
Asset-Backed Securities
VOLT XXV LLC 2015-NPL8 A-1 20450626 FLT
2045-06-26
3.500000
1510373.00
610397.80
Asset-Backed Securities
TELOS CLO LTD 2013-3 SUB NT 20240117 FLT
2024-01-17
0.00
1693000.00
956545.00
Asset-Backed Securities
GCAT LLC 2017-4 A-1 20220525 FLT
2022-05-25
3.228200
5221000.00
2164485.66
Asset-Backed Securities
ACAS CLO LTD 2014-2 SUB NT 20270115 FLT
2027-01-15
0.00
6149999.00
3843749.38
Asset-Backed Securities
CIFC FUNDING LTD 2012-III SUB NT 20250129 FLT
2025-01-29
0.00
2740000.00
1403734.88
Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
3000000.00
1295319.00
Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
549300HV40B88JRNJD93
2024-08-26
0.00
3375000.00
2008125.00
Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
0.00
3650000.00
1843250.00
Asset-Backed Securities
AVERY PT III INV LTD
2025-01-18
0.00
2000000.00
950000.00
Asset-Backed Securities
NORTHWOODS CAP XI LTD 2014-11 SUB A 20250415 FLT
2025-04-15
0.00
2000000.00
1110000.00
Asset-Backed Securities
DUANE STR CLO IV 2007-4 SUB NT 20211114 FLT
2021-11-14
0.00
2000000.00
1177484.00
Asset-Backed Securities
VENTURE VII CDO LTD 2006-7 INCOME 20220120 0.0
2022-01-20
0.00
2250000.00
1046250.00
Asset-Backed Securities
YORK CLO 2 LTD
5493009C48K5WG4EX118
2027-10-22
0.00
5000000.00
2973470.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
7000000.00
3955000.00
Asset-Backed Securities
OCEAN TRAILS CLO IV
549300TXL5AHG4X9CX68
2025-08-13
0.00
8000000.00
4920000.00
Asset-Backed Securities
VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT
549300C7PSULF5Z6ZE61
2024-02-28
0.00
8500000.00
6077500.00
Asset-Backed Securities
ACCESS BANK PLC SUB ZERO 26
5493004PDQETMPM6YK04
2026-07-16
0.00
5000000.00
2675000.00
Asset-Backed Securities
AJAX MTG LN TR 2017-A A 20570425 FLT
2057-04-25
3.470000
120000.00
104439.43
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
273170.00
228152.34
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B3 20561025 FLT
2056-10-25
3.606290
733000.00
655771.63
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B4 20561025 FLT
2056-10-25
3.606290
1059000.00
881152.28
Asset-Backed Securities
SHACKLETON CLO LTD 2017-X SUB 20290420 FLT
549300IM8C0HSUTXDD32
2029-04-20
0.00
5000000.00
4275000.00
Asset-Backed Securities
ICG US CLO 2014 3 LTD
2027-01-25
0.00
2500000.00
1912500.00
Asset-Backed Securities
VENTURE XXV CLO LTD
2029-04-20
0.00
4000000.00
3620000.00
Asset-Backed Securities
TOWD PT MTG TR 2016-3 B4 20560425 FLT
2056-04-25
4.159500
2145000.00
1831319.85
Asset-Backed Securities
TOWD PT MTG TR 2016-3 B3 20560425 FLT
2056-04-25
4.159500
2145000.00
2013172.95
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B5 20561025 FLT
2056-10-25
3.606290
1059000.00
723054.17
Asset-Backed Securities
UPLAND CLO LTD
2028-04-20
0.00
5000000.00
3875000.00
Asset-Backed Securities
VOLT LXII LLC 2017-NPL9 A-1 20470925 FLT
2047-09-25
3.125000
1000000.00
881150.56
Asset-Backed Securities
US RESI OPP FD III TR 2017-1 A 20371127 FLT
2037-11-27
3.351500
10811181.00
10176418.43
Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
2026-05-24
0.00
12500000.00
7812500.00
Asset-Backed Securities
RCO III MTG LLC 2017-1 A-1 20220825 FLT
2022-08-25
3.375000
14330000.00
12098309.97
Asset-Backed Securities
OHA CR PARTNS XI 2015-11 SUB 20281020 FLT
549300OYGEU6QQMCEG78
2028-10-20
0.00
15700000.00
12481500.00
Asset-Backed Securities
US RESI OPP FD IV TR 2017-1 A 20371127 FLT
2037-11-27
3.351500
7400000.00
6934682.04
Asset-Backed Securities
VENTURE XVIII CLO LTD
549300MWRVTJN0X3KI79
2026-10-15
0.00
7500000.00
5512500.00
Asset-Backed Securities
CEDAR FDG II CLO LTD
2025-03-09
0.00
10000000.00
7050000.00
Asset-Backed Securities
Y
2018-07-02
2018-07-02
2018-08-01
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0246
106944445.60
106944445.60
0.0031
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.970000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0G7290_1.97_0529
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.203820
45000000.00
44942594.77
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.471500
24592309.00
27283886.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
5.771500
24350744.00
27166013.33
Private Label Collateralized Mortgage Obligations
Y
2018-05-03
2018-05-03
2018-05-29
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0186
86015273.60
86015273.60
0.0025
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.130000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0G72E9_2.13_0601
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EXETER AUTO RECV TR 2015-1 D 20211215 5.8
549300XKL3D17HKP7M78
2021-12-15
5.830000
2562445.00
2634724.46
Asset-Backed Securities
BEAR STEARNS ABS TR 2006-HE6 II-M-1 20360625 FLT
2036-06-25
2.171500
13287000.00
7848142.10
Asset-Backed Securities
FIRST FRANKLIN MTG 2005-FF6 M-4 20360525 FLT
2036-05-25
2.846500
15752978.00
6650714.23
Asset-Backed Securities
ACCESS ST LN NOTES 2004-A B-1 20390701 FLT
2039-07-01
0.00
8150000.00
7778849.00
Asset-Backed Securities
NATIONAL COLL ST LN TR 2004-2 B 20331225 FLT
2033-12-25
2.160700
9310000.00
7899619.51
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-WF2 M1 20370825 FLT
2037-08-25
4.121500
10810000.00
7743094.30
Asset-Backed Securities
SACO I TRUST 2005-9 M-1 20351225 FLT
2035-12-25
2.561500
2921799.00
2636526.71
Asset-Backed Securities
ARGENT SECS INC 2004-W11 M-4 20341125 FLT
2034-11-25
3.146500
6877731.00
1799684.87
Asset-Backed Securities
EQT CORP SR GLBL NT3.9%27
4NT01YGM4X7ZX86ISY52
2027-10-01
3.900000
962900.00
938891.69
Corporate Debt Securities
KFC HLDG CO/PIZZA HUT HLDGS LL SR 144A NT 5%24
2024-06-01
5.000000
8060000.00
8151794.43
Corporate Debt Securities
PILGRIMS PRIDE CORP NEW SR GLBL 144A 27
549300ZSLGV64ZL3HD75
2027-09-30
5.875000
8035000.00
7830414.39
Corporate Debt Securities
FERROGLOBE PLC/ GLOBE SPECIALT SR GLBL 144A 22
2022-03-01
9.375000
7500000.00
7854687.50
Corporate Debt Securities
WARRIOR MET COAL INC SR SEC GLBL 24
549300152B1S9YKBYV79
2024-11-01
8.000000
7431495.00
7850755.18
Corporate Debt Securities
TESORO LOGISTICS LP / CORP SR GLBL NT 25
2025-01-15
5.250000
7850000.00
8082687.08
Corporate Debt Securities
INTELSAT JACKSON HLDGS LTD SR NT 7.25%20
8XJ8KF85PBKK1TLMFN29
2020-10-15
7.250000
8587000.00
8194383.29
Corporate Debt Securities
SEVEN GENERATIONS ENERGY LTD SR 144A NT 25
549300XZHTA2VXQWAL67
2025-09-30
5.375000
3.00
2.96
Corporate Debt Securities
ENSCO PLC 7.75%26
7N0UJMJLXD0MDT5D5086
2026-02-01
7.750000
511067.00
474447.63
Corporate Debt Securities
CENTENNIAL RESOURCE PRODUCT SR 144A NT 26
5493004CTVUMQLRPOE23
2026-01-15
5.375000
986085.00
985116.03
Corporate Debt Securities
SCANA CORP NEW FR 4.125%020122
V8HA8TAJG10VL0G7B254
2022-02-01
4.125000
7661000.00
7650702.34
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.5%100318
2018-10-03
4.500000
485000.00
497610.00
Corporate Debt Securities
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
4.471500
456194.00
483367.58
Private Label Collateralized Mortgage Obligations
Y
2018-05-03
2018-05-03
2018-06-01
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0218
89991630.00
89991630.00
0.0026
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.500000%
ZBUT11V806EZRVTWT807
0001168163
ARP0G82T4_2.50_0828
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BEAR STEARNS 2ND LIEN 2007-B II-A 20370825 FLT
2037-08-25
2.311500
163374407.00
5079958.07
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.905200
33588819.00
32699320.64
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE3 III-A 20370425 FLT
2037-04-25
2.091500
49053271.00
14927699.75
Asset-Backed Securities
NELNET ED LN FDG 2005-2 A-5 20370322 FLT
2037-03-22
2.308140
700000.00
575762.74
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-5 B 20730725 FLT
2073-07-25
3.595200
770991.00
803332.89
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-7 A-5A 20331215 FLT
549300IWUQEXD0TZWG69
2033-12-15
3.324500
1159828.00
639951.78
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B B 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
2.414500
1256280.00
554166.93
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
2.143630
8384846.00
7621273.65
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-4 20281025 FLT
2028-10-25
1.885200
8985806.00
8975179.99
Asset-Backed Securities
SLC STUDENT LN TR 2005-2 A-4 20391215 FLT
2039-12-15
2.284500
9735176.00
9324959.21
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.945200
10737566.00
9917314.03
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.855200
1768493.00
1648071.62
Asset-Backed Securities
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.651500
2281092.00
1196670.73
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
2949961.00
887.88
Asset-Backed Securities
SLM STUDENT LN TR 2007-8 B 20830425 FLT
2083-04-25
2.745200
3000000.00
2200489.60
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT
5493001IJLRQI58G5Z31
2025-07-25
2.045200
3390999.00
3390598.56
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.880700
4125121.00
1919010.82
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.015200
18484848.00
17964510.21
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.845200
20117405.00
18997700.99
Asset-Backed Securities
SOUTH CAROLINA ST LN 2014 B 20350801 FLT
549300PIO3ZMSROGFF38
2035-08-01
3.164180
21480672.00
21566941.28
Asset-Backed Securities
ACCESS LNS LRNG STLN 2013-I A 20410225 FLT
2041-02-25
2.671500
30000000.00
18154966.18
Asset-Backed Securities
SLM PRIVATE ST LN TR 2004-A B 20330615 FLT
54930054KUX5HFXZUQ43
2033-06-15
2.704500
5433330.00
1422249.15
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.945200
6219894.00
3450251.65
Asset-Backed Securities
CITIBANK CCIT 2017-A6 A 20290514 FLT
R8AG6FXVDQAMDKCSJJ64
2029-05-14
2.534950
136927.00
138404.91
Asset-Backed Securities
DRIVE AUTO RECV TR 2017-A D 20240515 4.1
2024-05-15
4.160000
403137.00
410448.61
Asset-Backed Securities
KEYCORP STUDENT LN TR 2004-A II-C 20420427 FLT
2042-04-27
2.560310
107.00
103.92
Asset-Backed Securities
PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT
2023-02-25
4.721500
19734293.00
19819221.72
Asset-Backed Securities
HSBC HLDGS PLC SR GLBL NT3.9%26
MLU0ZO3ML4LN2LL2TL39
2026-05-25
3.900000
2995000.00
3020766.98
Corporate Debt Securities
AIR CDA SR 144A NT 21
4B4HI3CGXMBDC0G6BM51
2021-04-15
7.750000
2795000.00
3145229.03
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 8.125%23
54930027UF5LR7S2XC75
2023-06-01
8.125000
8600000.00
4357034.72
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 25
MLU0ZO3ML4LN2LL2TL39
2025-08-18
4.250000
600000.00
597000.17
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 45
213800LBQA1Y9L22JB70
2045-08-17
5.250000
1511000.00
1588824.06
Corporate Debt Securities
AP MOLLER MAERSK AS SR GLBL 144A 25
549300D2K6PKKKXVNN73
2025-09-28
3.875000
488000.00
473988.37
Corporate Debt Securities
TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26
2026-02-01
7.850000
494000.00
612766.11
Corporate Debt Securities
WILLIAMS PARTNERS L P SR NT 6.3%40
WUURD1P1N0874ONXXO03
2040-04-15
6.300000
553000.00
645196.16
Corporate Debt Securities
B.A.T. INT FIN PLC SR 144A NT 25
21380041YBGOQDFAC823
2025-06-15
3.950000
821000.00
831476.87
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL FR 2.7%072022
VBHFXSYT7OG62HNT8T76
2022-07-20
2.700000
26705.00
26028.96
Corporate Debt Securities
AIRBUS SE SR GLBL 144A 47
MINO79WLOO247M1IL051
2047-04-10
3.950000
49788.00
50599.70
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT 26
4XM3TW50JULSLG8BNC79
2026-09-01
2.950000
1079000.00
1004284.05
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 2.5%111320
EDBQKYOPJUCJKLOJDE72
2020-11-13
2.500000
17000.00
16974.41
Corporate Debt Securities
CITIGROUP INC SR SB GLBL NT 46
6SHGI4ZSSLCXXQSBB395
2046-05-18
4.750000
77000.00
78989.27
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-01-26
3.850000
388000.00
384037.55
Corporate Debt Securities
DR PEPPER SNAPPLE GROUP INC SR NT 3.2%21
DYTQ8KRTKO7Y2BVU5K74
2021-11-15
3.200000
7629000.00
7689048.71
Corporate Debt Securities
PSEG PWR LLC SR NT 5.125%20
2020-04-15
5.125000
3233000.00
3433631.00
Corporate Debt Securities
WESTPAC BNKING CRP ECN
EN5TNI6CI43VEPAMHL14
2019-08-01
2.523400
485060.00
489340.89
Corporate Debt Securities
ALLSTATE CORP SR GLBL NT4.2%46
OBT0W1ED8G0NWVOLOJ77
2046-12-15
4.200000
2194000.00
2221344.55
Corporate Debt Securities
COMM MTG TR 2016-SAVA D 20341017 FLT
2034-10-17
6.339570
14750270.00
14815250.67
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO D 20270816 FLT
2027-08-16
4.776600
440.00
212.52
Private Label Collateralized Mortgage Obligations
CD 2006-CD3 MTG TR A-M 20481015 5.6
2048-10-15
5.648000
2000.00
1528.70
Private Label Collateralized Mortgage Obligations
Y
2018-06-27
2018-06-27
2018-08-28
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0255
215955072.00
215955072.00
0.0062
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.040000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0G8XS2_2.04_0604
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2015-DNA1 M-3 20271025 FLT
2027-10-25
5.171500
12248851.00
13642728.73
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-1 M-1 20560125 FLT
2056-01-25
4.000000
13351065.00
12964878.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
7.021500
19931906.00
23694076.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
7.170700
8905384.00
10766954.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
7.771500
11204357.00
13158704.98
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA2 M-3 20281025 FLT
2028-10-25
6.521500
13409205.00
15356739.31
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2B 20280925 FLT
2028-09-25
7.871500
14614399.00
13738245.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
4.471500
24919731.00
26404095.54
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.321500
25847798.00
28859567.63
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.421500
28645808.00
30960457.72
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2016-1 M-2 20550925 FLT
2055-09-25
3.750000
18856785.00
16775857.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.671500
19041832.00
21216926.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2 20300125 FLT
2030-01-25
4.071500
19160799.00
19400584.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
6.171500
20030000.00
16008415.28
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2B 20281025 FLT
2028-10-25
7.771500
14712301.00
13683212.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.471500
15110000.00
16763758.44
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.321500
15147663.00
15608624.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.371500
15999077.00
18599582.09
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.871500
16000000.00
14882710.28
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
35893407.00
33037887.07
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-1 M 20570525 FLT
2057-05-25
4.750000
17773124.00
14271299.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.153820
15002214.00
15004695.12
Private Label Collateralized Mortgage Obligations
Y
2018-05-03
2018-05-03
2018-06-04
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0220
351895350.40
351895350.40
0.0102
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 2.150000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0GBXY2_2.15_0611
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC 2017-FHA1 VAR 04/47
2047-04-25
3.857900
5927000.00
5333864.98
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C3 VAR 08/48
549300ZAGI6FKGY8O078
2048-08-15
3.507600
19100000.00
15110033.25
Private Label Collateralized Mortgage Obligations
COMM 2014-CR18 C
2047-07-15
4.734800
9000000.00
9073421.72
Private Label Collateralized Mortgage Obligations
CSAIL 2016-C5 VAR 11/48
549300FU8TZDHFLQZL50
2048-11-15
4.536300
125000.00
125950.07
Private Label Collateralized Mortgage Obligations
CITIGROUP 8% 08/34
549300R1KUK063S4I339
2034-08-25
8.000000
385000.00
4317.48
Private Label Collateralized Mortgage Obligations
CSFB 2003-AR28 6M3
2033-12-25
4.009700
2000000.00
631294.49
Private Label Collateralized Mortgage Obligations
CSMC 2016-NXSR COML MTG TR
2049-12-15
4.363800
191000.00
191562.99
Private Label Collateralized Mortgage Obligations
FREMF 2016-K56 VAR 06/49
2049-06-25
3.938200
8209000.00
8247163.02
Private Label Collateralized Mortgage Obligations
FREMF 2017-K61 VAR 12/26
2049-12-25
3.682400
3500000.00
3433695.08
Private Label Collateralized Mortgage Obligations
FREMF MORTGAGE VAR 05/27
2027-05-25
4.072900
4000000.00
4042746.07
Private Label Collateralized Mortgage Obligations
FREMF 2017-K67 VAR 09/49
2049-09-25
3.944200
7490000.00
7137688.36
Private Label Collateralized Mortgage Obligations
FREMF 2016-K58 VAR 09/49
2049-09-25
3.738800
10000000.00
9760755.30
Private Label Collateralized Mortgage Obligations
WELLS FARGO 4.458% 08/50
549300PX4QZK7CUM8D08
2050-08-15
4.458000
4010000.00
3998720.42
Private Label Collateralized Mortgage Obligations
MSBAM 2013-C11 C
2046-08-15
4.367200
3000.00
2840.09
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY FLT 08/26
2026-08-15
4.777000
57000.00
56829.96
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 10/46
2046-10-15
4.766800
868000.00
886899.98
Private Label Collateralized Mortgage Obligations
144A MSC 2006-T21 B
2052-10-12
5.190800
295000.00
295624.60
Private Label Collateralized Mortgage Obligations
NYMT 2005-2 A
2035-08-25
2.531500
11275000.00
1134965.15
Private Label Collateralized Mortgage Obligations
SPIRIT MASTER FDG LLC / SP
2047-12-20
4.360000
10000000.00
10088949.20
Private Label Collateralized Mortgage Obligations
STRUCTURED VAR 04/34
2034-04-25
3.551400
3210000.00
54638.80
Private Label Collateralized Mortgage Obligations
WFRBS 2012-C9 C
2045-11-15
4.543000
330000.00
333311.64
Private Label Collateralized Mortgage Obligations
GSMS 2014-GC18 B
2047-01-10
4.885000
215000.00
226324.20
Private Label Collateralized Mortgage Obligations
JPMCC 2012-CBX C
2045-06-15
5.206700
5000000.00
5119057.89
Private Label Collateralized Mortgage Obligations
144A JPMBB 2014-C21 D
2047-08-15
4.662200
21853000.00
18737380.91
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-LC9 E
2047-12-15
4.372300
4202318.00
3760015.26
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C8 D
2045-10-15
4.654600
180000.00
174349.84
Private Label Collateralized Mortgage Obligations
144A JPMBB 2014-C19 CSQ
2047-04-15
4.969400
500000.00
489709.82
Private Label Collateralized Mortgage Obligations
MLCC 2004-E A2A
2029-11-25
2.191000
500000.00
12097.39
Private Label Collateralized Mortgage Obligations
144A COMM 2014-UBS6 D
2047-12-10
3.963700
6809000.00
5647884.62
Private Label Collateralized Mortgage Obligations
CFCRE VAR 06/50
2050-06-15
4.954500
9621000.00
9823275.24
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 12/49
2049-12-15
4.150100
9093000.00
8862729.53
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 12/48
2048-12-15
4.588700
6000000.00
6046449.42
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY FLT 11/26
2026-11-15
3.511600
10000000.00
9238013.63
Private Label Collateralized Mortgage Obligations
CSMLT 2015-3 FLT 11/45
2045-11-25
3.670100
4727000.00
4032522.00
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C1 C
549300UFJ8EKD81Y8R30
2050-04-15
4.297770
5000000.00
5016940.83
Private Label Collateralized Mortgage Obligations
144A CMLTI 2009-5 5A1
2037-01-25
3.775900
2050000.00
335428.41
Private Label Collateralized Mortgage Obligations
FREMF 2016-K52 VAR 01/49
2049-01-25
3.922700
5225000.00
5230668.10
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2012-GC6
2045-01-10
5.652800
800000.00
853475.67
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 3% 08/50
2050-08-10
3.000000
10000.00
8250.26
Private Label Collateralized Mortgage Obligations
UBS COMMERCIAL VAR 11/50
2050-11-15
4.100000
125000.00
126111.87
Private Label Collateralized Mortgage Obligations
GS MORTGAGE FLT 02/37
2037-02-15
2.827000
3250000.00
3253378.78
Private Label Collateralized Mortgage Obligations
GS MORTGAGE FLT 02/37
2037-02-15
3.027000
4470000.00
4477656.74
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 5.713% 05/32
2032-05-03
5.713000
6000000.00
6784757.85
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE VAR 12/49
2049-12-15
4.052600
4150000.00
4201704.52
Private Label Collateralized Mortgage Obligations
MFA 2017-RPL1 VAR 02/57
2057-02-25
3.489000
280000.00
279265.45
Private Label Collateralized Mortgage Obligations
BANK 3.93141% 11/50
2050-11-15
3.931200
125000.00
127111.96
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS6 C
2047-12-10
4.463700
13374000.00
13082440.67
Private Label Collateralized Mortgage Obligations
MERRILL LYNCH FLT 11/29
2029-11-25
2.211000
31500000.00
762735.59
Private Label Collateralized Mortgage Obligations
Y
2018-05-03
2018-05-03
2018-06-11
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0225
170964226.80
170964226.80
0.0049
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.750000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GEN68_1.75_0405
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES T-067 1A1C 20360325 FLT
2036-03-25
3.429560
847.00
89.46
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-063 1A1 20450225 FLT
2045-02-25
2.263330
4019.00
345.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-05-15
3.500000
1142756.00
1139118.43
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-07-15
3.000000
1811949.00
1176514.49
Agency Collateralized Mortgage Obligation
FNRM CL096VE R17F096
2038-04-25
3.500000
10464.00
10072.21
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-062 1A1 20441025 FLT
2044-10-25
2.400830
276.00
19.79
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-061 1A1 20440725 FLT
2044-07-25
2.531670
11297929.00
701243.20
Agency Collateralized Mortgage Obligation
FMAR 2B2465 G
2044-04-01
2.926000
27277552.00
8552822.60
Agency Mortgage-Backed Securities
FMAR 840725 G
2041-11-01
3.603000
2000000.00
1864924.42
Agency Mortgage-Backed Securities
FMAR 840321 G
2045-11-01
2.604000
1229872.00
526995.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
2047-10-01
4.000000
30000000.00
28227935.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LB834926
2035-07-01
3.179000
18000005.00
1448820.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0003
2048-02-01
2.962000
197610.00
198600.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7321
2045-10-01
2.762000
200000.00
126215.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9269
2047-12-01
3.092000
682654.00
477208.40
Agency Mortgage-Backed Securities
07.000 FGPC G60552 G
2031-12-01
7.000000
738272.00
539203.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WS618128
2033-08-01
1.996000
30729931.00
1128018.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ3121
2047-11-01
4.000000
13589842.00
13567906.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0146
2041-03-01
4.000000
14708670.00
6641326.97
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL2605
2027-06-01
3.000000
3498351.00
1354653.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9470
2046-07-01
4.000000
4044928.00
3504601.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7469
2046-07-01
3.500000
5284842.00
4625826.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2276
2044-10-01
2.735000
15070383.00
5889787.75
Agency Mortgage-Backed Securities
FMAR 2B4282 G
2045-06-01
2.733000
18411831.00
7945985.27
Agency Mortgage-Backed Securities
FMAR 2B3313 G
2044-10-01
2.826000
20310052.00
7338270.08
Agency Mortgage-Backed Securities
FMAR 2B3292 G
2044-10-01
2.860000
25103074.00
10228931.29
Agency Mortgage-Backed Securities
FMAR 840619 G
2042-04-01
3.500000
7957582.00
6074535.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL4961
2044-01-01
4.500000
8807277.00
5313253.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO3267
2042-10-01
3.500000
10496728.00
6041979.59
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL5100
2036-10-01
3.368000
13168064.00
5614999.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4364
2042-09-01
3.368000
1000.00
436.21
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0043
2053-08-01
4.500000
1000.00
840.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1141
2039-03-01
3.442000
3345446.00
868130.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3935
2047-12-01
3.500000
206196.00
206087.59
Agency Mortgage-Backed Securities
FNMS 03.500 CIAJ3175
2026-10-01
3.500000
1059717.00
345578.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0233
2046-02-01
4.000000
105566219.00
87837358.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3029
2047-10-01
2.961000
5755207.00
5639173.51
Agency Mortgage-Backed Securities
04.000 FGPC Q52653 G
2047-12-01
4.000000
6144266.00
6025632.97
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.368000
6173986.00
4071439.01
Agency Mortgage-Backed Securities
FNMS 06.750 CLAL8553
2032-06-01
6.750000
3284091.00
2732056.25
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.125000
4237100.00
4198396.08
U.S. Treasuries (including strips)
Y
2018-04-05
2018-04-05
2018-04-05
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0176
234999624.00
234999624.00
0.0068
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.750000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GEXH3_1.75_0405
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CIAV1699
2028-11-01
2.500000
2000000.00
1287286.24
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB9663
2043-06-01
3.000000
1779022.00
1325121.78
Agency Mortgage-Backed Securities
FNMS 05.500 CQAL2743
2041-07-01
5.500000
5713325.00
1644574.93
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC9983
2040-02-01
5.500000
9177816.00
2039779.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2991
2043-01-01
2.180000
4600000.00
2622925.13
Agency Mortgage-Backed Securities
03.500 FGPC Q10749 G
2042-09-01
3.500000
2838736.00
1664702.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1000
2048-01-01
3.500000
2258139.00
2258196.75
Agency Mortgage-Backed Securities
GNII SF BC5393 C
2047-09-20
3.500000
452610.00
453588.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0635
2040-11-01
4.500000
5009299.00
1613792.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2003
2047-10-01
4.000000
3023797.00
2954709.92
Agency Mortgage-Backed Securities
03.500 FGPC Q42409 G
2046-08-01
3.500000
2435381.00
2217559.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2866
2042-11-01
3.500000
2556564.00
1346955.63
Agency Mortgage-Backed Securities
04.000 FGPC Q45748 G
2047-01-01
4.000000
2379361.00
2215083.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC4695
2046-03-01
4.000000
168484.00
141737.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX6481
2044-11-01
4.000000
469029.00
296305.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX7803
2045-05-01
3.500000
548998.00
401468.19
Agency Mortgage-Backed Securities
03.000 FGPC J34443 G
2031-05-01
3.000000
582112.00
468035.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2973
2042-05-01
3.500000
297000.00
158647.58
Agency Mortgage-Backed Securities
03.500 FGPC J37248 G
2032-06-01
3.500000
329246.00
311495.94
Agency Mortgage-Backed Securities
04.000 FGPC V82626 G
2046-09-01
4.000000
330081.00
282045.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2167
2047-07-01
4.000000
344613.00
354032.37
Agency Mortgage-Backed Securities
FNMS 03.500 CL890769
2046-11-01
3.500000
375232.00
340871.72
Agency Mortgage-Backed Securities
04.500 FGPC Q52107 G
2047-11-01
4.500000
2157470.00
2256229.72
Agency Mortgage-Backed Securities
04.000 FGPC Q31276 G
2045-02-01
4.000000
2202115.00
1848715.83
Agency Mortgage-Backed Securities
03.500 FGPC J29291 G
2029-09-01
3.500000
2220064.00
1348369.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLAU6223
2043-09-01
5.000000
2237114.00
1076267.75
Agency Mortgage-Backed Securities
02.500 FGPC J35718 G
2031-11-01
2.500000
2267944.00
1902046.47
Agency Mortgage-Backed Securities
GNMI SF AT7427 X
2046-06-15
3.500000
1974209.00
1795829.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0144
2047-08-01
4.500000
2001344.00
2051291.84
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3284
2033-02-01
3.500000
2015369.00
2035796.88
Agency Mortgage-Backed Securities
GNMI SF 741700 X
2041-08-15
4.000000
2015726.00
511901.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0829
2046-04-01
4.000000
2156171.00
1881279.63
Agency Mortgage-Backed Securities
04.000 FGPC V83139 G
2047-04-01
4.000000
1839924.00
1786879.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9179
2047-06-01
4.000000
1852107.00
1782472.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6625
2048-03-01
4.000000
1861947.00
1922683.79
Agency Mortgage-Backed Securities
04.500 FGPC A96338 G
2041-01-01
4.500000
1876453.00
713699.47
Agency Mortgage-Backed Securities
GNII SF AG1752 C
2043-10-20
4.000000
1885997.00
886501.97
Agency Mortgage-Backed Securities
04.000 FGPC Q39495 G
2046-03-01
4.000000
1934045.00
1676613.91
Agency Mortgage-Backed Securities
04.000 FGPC Q49138 G
2047-06-01
4.000000
1761674.00
1803182.78
Agency Mortgage-Backed Securities
FNMS 03.000 CIBE7229
2032-01-01
3.000000
1768110.00
1557023.23
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4336
2027-01-01
2.846670
1815139.00
1795853.28
Agency Mortgage-Backed Securities
GNMI SF BB3345 X
2047-07-15
4.000000
1818451.00
1858653.27
Agency Mortgage-Backed Securities
FNMS 03.500 CKBJ5512
2047-12-01
3.500000
1838849.00
1817308.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW5580
2044-08-01
4.000000
1428433.00
1005990.27
Agency Mortgage-Backed Securities
03.500 FGPC U91454 G
2043-05-01
3.500000
1540740.00
1266154.29
Agency Mortgage-Backed Securities
04.500 FGPC G61057 G
2047-07-01
4.500000
1569417.00
1572262.10
Agency Mortgage-Backed Securities
04.500 FGPC Q49139 G
2047-06-01
4.500000
1587929.00
1663430.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
2047-12-01
4.000000
1662419.00
1710960.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7925
2046-09-01
3.500000
1234458.00
1095487.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY9657
2045-04-01
4.000000
1278154.00
1076750.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY0257
2045-03-01
4.000000
1299307.00
1037807.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY4343
2030-02-01
3.500000
1321323.00
983830.85
Agency Mortgage-Backed Securities
GNMI SP 783471 X
2041-10-15
4.000000
1420278.00
352784.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5337
2047-01-01
4.000000
1427400.00
1327904.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE1054
2046-11-01
4.000000
1153906.00
960617.73
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD2719
2025-03-01
4.000000
1170976.00
172424.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD8785
2046-09-01
4.000000
1177782.00
839901.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6587
2045-03-01
3.500000
1199445.00
964503.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA6734
2046-05-01
3.500000
1220830.00
1185089.82
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY2329
2030-05-01
3.500000
1221626.00
877746.80
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE6234
2032-03-01
3.500000
1052141.00
1016782.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX0926
2044-07-01
4.500000
1073262.00
900215.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2995
2047-05-01
4.000000
1110802.00
1015228.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ6628
2048-02-01
4.500000
1138631.00
1215596.44
Agency Mortgage-Backed Securities
GNMI SF BB3468 X
2047-08-15
4.000000
1138785.00
1163460.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO7447
2042-09-01
3.500000
1147424.00
542042.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7166
2046-05-01
3.500000
1029623.00
867782.26
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW1890
2044-05-01
5.000000
1029736.00
1043404.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW7557
2046-09-01
3.500000
1033904.00
996550.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2617
2046-12-01
3.500000
1042244.00
1022743.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2100
2047-01-01
3.500000
1044029.00
1026974.28
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY5407
2030-03-01
3.500000
1046344.00
903559.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE6820
2047-03-01
3.500000
970292.00
959471.18
Agency Mortgage-Backed Securities
03.000 FGPC V60876 G
2030-06-01
3.000000
980327.00
775768.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ1307
2030-09-01
3.500000
1004535.00
636774.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7620
2046-11-01
4.500000
1008989.00
939336.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY3107
2045-04-01
4.000000
1014962.00
896458.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLAO5651
2042-07-01
5.000000
1023355.00
336805.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0147
2047-08-01
4.500000
616043.00
636843.93
Agency Mortgage-Backed Securities
GNMI SF AS8158 X
2046-06-15
4.000000
698978.00
658974.58
Agency Mortgage-Backed Securities
GNMI SF AU9418 X
2046-09-15
4.000000
700098.00
706524.30
Agency Mortgage-Backed Securities
GNII SF BC6876 C
2047-08-20
4.000000
748893.00
740870.44
Agency Mortgage-Backed Securities
04.000 FGPC J27366 G
2029-02-01
4.000000
777370.00
432267.22
Agency Mortgage-Backed Securities
03.500 FGPC Q50959 G
2047-09-01
3.500000
789564.00
786427.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW3951
2044-09-01
4.000000
395898.00
248859.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIAT7123
2028-06-01
3.000000
6210219.00
2275316.98
Agency Mortgage-Backed Securities
GNII SF 729578 C
2040-02-20
4.000000
6477833.00
773640.80
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ9826
2026-12-01
3.000000
7221006.00
2631189.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LB970368
2038-02-01
3.635000
10069300.00
527525.46
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP2348
2027-10-01
3.000000
3443263.00
1352328.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB9050
2043-04-01
3.500000
4521854.00
1726410.78
Agency Mortgage-Backed Securities
GNMI SF 726327 X
2039-09-15
4.500000
4556710.00
566149.42
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP2346
2027-10-01
3.000000
4787495.00
2073042.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH4168
2041-01-01
4.000000
3077298.00
1325234.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0592
2041-03-01
3.454000
3100000.00
271028.84
Agency Mortgage-Backed Securities
04.000 FGPC Q21487 G
2043-09-01
4.000000
3199623.00
1833434.52
Agency Mortgage-Backed Securities
GNII SF BA9084 C
2047-05-20
4.000000
3218490.00
2713704.77
Agency Mortgage-Backed Securities
FNMS 04.000 CRAL7383
2044-06-01
4.000000
3277575.00
2588083.95
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK6374
2027-04-01
3.000000
3312710.00
1314043.37
Agency Mortgage-Backed Securities
GNII SF 766647 C
2042-04-20
3.500000
2823086.00
1660710.05
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3811
2043-08-01
3.000000
2853258.00
1518805.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2066
2041-04-01
4.500000
2929312.00
870083.17
Agency Mortgage-Backed Securities
03.500 FGPC J28206 G
2029-05-01
3.500000
3000528.00
1608204.06
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI1928
2026-04-01
4.500000
2543445.00
581598.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6950
2042-05-01
2.924000
2725493.00
951950.57
Agency Mortgage-Backed Securities
04.000 FGPC Q33497 G
2045-05-01
4.000000
2777669.00
2166557.93
Agency Mortgage-Backed Securities
04.500 FGPC Q37904 G
2045-12-01
4.500000
2800996.00
2207109.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2966
2046-07-01
3.500000
2278778.00
1998155.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3983
2048-02-01
3.500000
2304307.00
2307819.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9180
2047-06-01
4.000000
2356020.00
2408108.62
Agency Mortgage-Backed Securities
04.000 FGPC Q49113 G
2047-06-01
4.000000
2363516.00
2320331.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ0353
2041-09-01
3.084000
2400000.00
388765.00
Agency Mortgage-Backed Securities
04.000 FGPC Q48561 G
2047-06-01
4.000000
380422.00
389674.38
Agency Mortgage-Backed Securities
03.000 FGPC V60874 G
2030-06-01
3.000000
177508.00
118951.55
Agency Mortgage-Backed Securities
04.000 FGPC Q25992 G
2044-05-01
4.000000
198579.00
107476.83
Agency Mortgage-Backed Securities
04.000 FGPC Q28441 G
2044-09-01
4.000000
223931.00
145919.22
Agency Mortgage-Backed Securities
02.500 FGPC J21025 G
2027-11-01
2.500000
228804.00
90775.75
Agency Mortgage-Backed Securities
04.000 FGPC Q26233 G
2044-05-01
4.000000
246547.00
154821.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX3853
2045-04-01
3.500000
248622.00
205832.95
Agency Mortgage-Backed Securities
04.500 FGPC Q26988 G
2044-07-01
4.500000
43867.00
16411.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1584
2044-01-01
4.500000
60124.00
39871.02
Agency Mortgage-Backed Securities
GNMI SF 755874 X
2040-12-15
4.500000
96103.00
55983.32
Agency Mortgage-Backed Securities
FNMS 03.000 CIAX5476
2030-09-01
3.000000
111497.00
96296.93
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
2027-07-01
2.970000
120220.00
118121.56
Agency Mortgage-Backed Securities
03.000 FGPC U70282 G
2028-02-01
3.000000
1004.00
429.20
Agency Mortgage-Backed Securities
GNII SF AX6687 C
2047-07-20
4.000000
1093.00
1118.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH0024
2047-06-01
4.000000
6906.00
7065.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3935
2047-12-01
3.500000
12476.00
12469.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC9017
2046-11-01
4.000000
13181.00
11529.66
Agency Mortgage-Backed Securities
GNII SF BC0744 C
2047-09-20
4.000000
43186.00
44196.84
Agency Mortgage-Backed Securities
FNMS 02.500 CIAO4401
2027-07-01
2.500000
1454876.00
523642.97
Agency Mortgage-Backed Securities
FNMS 07.000 NPAE0796
2038-11-01
7.000000
14665687.00
694952.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4515
2038-06-01
3.513000
472850.00
263080.45
Agency Mortgage-Backed Securities
Y
2018-04-05
2018-04-05
2018-04-05
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0176
140999788.50
140999788.50
0.0041
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.800000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GGMB3_1.80_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC U90887 G
2043-02-01
3.500000
1600000.00
1160223.58
Agency Mortgage-Backed Securities
03.000 FGPC Q15638 G
2043-02-01
3.000000
584018.00
335262.75
Agency Mortgage-Backed Securities
GNMI SP 781083 X
2029-09-15
7.500000
100000000.00
568635.22
Agency Mortgage-Backed Securities
GNMI SP 781231 X
2030-12-15
7.000000
128214016.00
1207652.87
Agency Mortgage-Backed Securities
03.000 FGPC U41220 G
2029-02-01
3.000000
1081187.00
845284.33
Agency Mortgage-Backed Securities
FNMS 04.000 CRAO6760
2042-05-01
4.000000
891825.00
512753.71
Agency Mortgage-Backed Securities
04.000 FGPC Q06531 G
2042-03-01
4.000000
116000.00
63161.07
Agency Mortgage-Backed Securities
05.000 FGPC Q02462 G
2041-08-01
5.000000
1200355.00
685174.11
Agency Mortgage-Backed Securities
05.000 FGPC U64136 G
2044-07-01
5.000000
1310418.00
1214212.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9085
2048-02-01
4.500000
2287076.00
2442019.43
Agency Mortgage-Backed Securities
FNMS 03.500 CTBC5896
2036-06-01
3.500000
1947166.00
1089381.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ2844
2048-01-01
4.500000
1662278.00
1767420.52
Agency Mortgage-Backed Securities
GNMI SP 781190 X
2030-06-15
7.500000
39943170.00
231977.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE4357
2046-12-01
3.500000
190058.00
168597.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ4572
2048-01-01
4.500000
34398.00
36128.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2101
2046-11-01
3.500000
50655.00
49706.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE3361
2046-11-01
3.500000
1068922.00
925570.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD6217
2046-10-01
4.000000
1000000.00
798705.67
Agency Mortgage-Backed Securities
FNMS 05.000 CLBD7079
2047-03-01
5.000000
1400001.00
1380167.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8783
2047-06-01
4.500000
3337986.00
3512933.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD0561
2046-09-01
4.000000
3474497.00
3294767.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7103
2047-01-01
4.000000
3939325.00
3941161.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD9047
2047-07-01
4.000000
4177995.00
4283872.91
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM3474
2048-01-01
3.500000
1012522.00
1017449.65
Agency Mortgage-Backed Securities
03.000 FGPC J38430 G
2033-02-01
3.000000
1017642.00
1009885.66
Agency Mortgage-Backed Securities
03.500 FGPC Q43105 G
2046-09-01
3.500000
2581293.00
2052089.45
Agency Mortgage-Backed Securities
03.500 FGPC K92814 G
2035-06-01
3.500000
2601844.00
1552229.05
Agency Mortgage-Backed Securities
FNMS 03.500 CTBH8515
2037-12-01
3.500000
2818513.00
2844045.19
Agency Mortgage-Backed Securities
04.500 FGPC Q39445 G
2046-03-01
4.500000
2850047.00
2498398.73
Agency Mortgage-Backed Securities
04.500 FGPC Q51605 G
2047-10-01
4.500000
2127481.00
2258014.67
Agency Mortgage-Backed Securities
04.500 FGPC Q52210 G
2047-11-01
4.500000
2183435.00
2290327.60
Agency Mortgage-Backed Securities
04.500 FGPC Q51904 G
2047-11-01
4.500000
2254678.00
2193621.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL3516
2043-04-01
4.000000
2360123.00
1209596.07
Agency Mortgage-Backed Securities
03.500 FGPC J38467 G
2033-03-01
3.500000
2388234.00
2436267.58
Agency Mortgage-Backed Securities
04.500 FGPC Q50532 G
2047-09-01
4.500000
1821879.00
1739959.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5283
2048-02-01
4.000000
1873939.00
1940841.55
Agency Mortgage-Backed Securities
04.000 FGPC Q52653 G
2047-12-01
4.000000
1878141.00
1841877.99
Agency Mortgage-Backed Securities
04.000 FGPC Q34857 G
2045-07-01
4.000000
1968389.00
1524963.07
Agency Mortgage-Backed Securities
03.000 FGPC Q41620 G
2046-07-01
3.000000
2000000.00
1738264.40
Agency Mortgage-Backed Securities
04.000 FGPC K91516 G
2034-01-01
4.000000
1662559.00
526144.40
Agency Mortgage-Backed Securities
04.000 FGPC Q52586 G
2047-12-01
4.000000
1746497.00
1800759.15
Agency Mortgage-Backed Securities
03.000 FGPC K94042 G
2037-09-01
3.000000
1749146.00
1708313.02
Agency Mortgage-Backed Securities
04.000 FGPC Q44956 G
2046-12-01
4.000000
1758158.00
1666537.92
Agency Mortgage-Backed Securities
04.500 FGPC Q27932 G
2044-08-01
4.500000
1759219.00
1044585.70
Agency Mortgage-Backed Securities
03.500 FGPC J38608 G
2033-02-01
3.500000
1601233.00
1632370.52
Agency Mortgage-Backed Securities
05.000 FGPC A24473 G
2034-07-01
5.000000
1603435.00
108016.40
Agency Mortgage-Backed Securities
04.000 FGPC Q46613 G
2047-02-01
4.000000
1607684.00
1635494.69
Agency Mortgage-Backed Securities
04.000 FGPC Q40184 G
2046-04-01
4.000000
1630969.00
1508728.42
Agency Mortgage-Backed Securities
05.000 FGPC Q22943 G
2043-11-01
5.000000
1642764.00
952058.79
Agency Mortgage-Backed Securities
04.500 FGPC Q52003 G
2047-11-01
4.500000
1479251.00
1475258.54
Agency Mortgage-Backed Securities
05.000 FGPC U92329 G
2044-01-01
5.000000
1506001.00
1438746.70
Agency Mortgage-Backed Securities
05.000 FGPC Q43573 G
2036-11-01
5.000000
1019396.00
952387.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ8864
2047-12-01
4.500000
1036122.00
1098159.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
2045-08-01
3.500000
535000.00
359012.13
Agency Mortgage-Backed Securities
04.000 FGPC Q37848 G
2045-12-01
4.000000
575000.00
422269.28
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7567
2029-07-01
3.500000
214648.00
126878.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7796
2047-08-01
4.000000
220000.00
212915.35
Agency Mortgage-Backed Securities
03.500 FGPC Q15847 G
2043-02-01
3.500000
221084.00
122920.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ4882
2048-03-01
3.500000
242062.00
242700.16
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS5786
2030-09-01
2.500000
289952.00
210769.61
Agency Mortgage-Backed Securities
03.000 FGPC Q43878 G
2046-10-01
3.000000
300000.00
265323.62
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS4488
2030-02-01
2.500000
214225.00
132546.04
Agency Mortgage-Backed Securities
05.000 FGPC Q02812 G
2041-08-01
5.000000
5105497.00
1084854.30
Agency Mortgage-Backed Securities
04.000 FGPC V83097 G
2047-04-01
4.000000
5352285.00
5222797.41
Agency Mortgage-Backed Securities
02.000 FGPC J34931 G
2031-07-01
2.000000
172719.00
149175.18
Agency Mortgage-Backed Securities
03.500 FGPC Q46931 G
2042-03-01
3.500000
1000.00
934.07
Agency Mortgage-Backed Securities
FNMS 03.500 CJMA0569
2025-09-01
3.500000
1285.00
40.12
Agency Mortgage-Backed Securities
05.000 FGPC Q01121 G
2041-06-01
5.000000
84000.00
29003.66
Agency Mortgage-Backed Securities
04.500 FGPC Q33767 G
2045-05-01
4.500000
86003.00
43141.50
Agency Mortgage-Backed Securities
03.000 FGPC Q17039 G
2043-03-01
3.000000
600000.00
352877.52
Agency Mortgage-Backed Securities
04.500 FGPC U99076 G
2043-12-01
4.500000
630000.00
467800.99
Agency Mortgage-Backed Securities
04.500 FGPC Q49731 G
2047-08-01
4.500000
714000.00
716126.70
Agency Mortgage-Backed Securities
03.500 FGPC K93523 G
2036-05-01
3.500000
718364.00
591710.93
Agency Mortgage-Backed Securities
04.500 FGPC Q50127 G
2047-07-01
4.500000
752538.00
790750.87
Agency Mortgage-Backed Securities
03.000 FGPC Q44664 G
2046-11-01
3.000000
1000.00
902.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLAP7363
2042-10-01
4.000000
330000.00
170266.03
Agency Mortgage-Backed Securities
03.000 FGPC V82942 G
2047-02-01
3.000000
350000.00
324724.99
Agency Mortgage-Backed Securities
05.000 FGPC Q46881 G
2047-03-01
5.000000
421065.00
439585.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6989
2046-04-01
4.000000
1072718.00
919807.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR7353
2043-10-01
3.000000
1126534.00
876078.88
Agency Mortgage-Backed Securities
03.000 FGPC Q43172 G
2046-09-01
3.000000
940000.00
827083.22
Agency Mortgage-Backed Securities
03.000 FGPC Q36134 G
2045-08-01
3.000000
763700.00
552688.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0129
2047-08-01
4.000000
804467.00
806459.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ7192
2043-07-01
3.000000
818746.00
450004.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0831
2048-02-01
4.000000
829553.00
853098.74
Agency Mortgage-Backed Securities
03.500 FGPC Q17646 G
2043-04-01
3.500000
843653.00
456425.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5540
2044-07-01
4.500000
200000.00
123523.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9254
2046-10-01
4.500000
114763.00
84864.64
Agency Mortgage-Backed Securities
04.500 FGPC G60641 G
2042-01-01
4.500000
115000.00
81080.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8978
2047-03-01
4.500000
131034.00
127141.83
Agency Mortgage-Backed Securities
03.500 FGPC J38564 G
2033-02-01
3.500000
1436793.00
1467530.17
Agency Mortgage-Backed Securities
04.000 FGPC Q50426 G
2047-09-01
4.000000
1470880.00
1514806.59
Agency Mortgage-Backed Securities
03.500 FGPC J37211 G
2032-06-01
3.500000
1471751.00
1443853.60
Agency Mortgage-Backed Securities
04.500 FGPC Q47841 G
2047-05-01
4.500000
1210066.00
1255167.94
Agency Mortgage-Backed Securities
03.000 FGPC U41301 G
2029-06-01
3.000000
1217402.00
705101.87
Agency Mortgage-Backed Securities
04.500 FGPC Q50716 G
2047-09-01
4.500000
1235786.00
1311678.53
Agency Mortgage-Backed Securities
04.500 FGPC Q50457 G
2047-09-01
4.500000
1238914.00
1306298.14
Agency Mortgage-Backed Securities
04.500 FGPC Q27173 G
2044-07-01
4.500000
1244689.00
666352.92
Agency Mortgage-Backed Securities
03.500 FGPC K93767 G
2036-12-01
3.500000
1132917.00
996129.89
Agency Mortgage-Backed Securities
03.500 FGPC Q54421 G
2048-02-01
3.500000
1133048.00
1135554.74
Agency Mortgage-Backed Securities
03.000 FGPC U71006 G
2030-05-01
3.000000
1139925.00
883631.99
Agency Mortgage-Backed Securities
03.500 FGPC J38655 G
2033-03-01
3.500000
1149254.00
1178746.41
Agency Mortgage-Backed Securities
04.000 FGPC U70734 G
2028-12-01
4.000000
1174262.00
710347.77
Agency Mortgage-Backed Securities
03.500 FGPC U20001 G
2046-12-01
3.500000
1192853.00
1173816.33
Agency Mortgage-Backed Securities
04.000 FGPC Q50072 G
2047-08-01
4.000000
1064719.00
974160.51
Agency Mortgage-Backed Securities
04.500 FGPC Q54842 G
2048-03-01
4.500000
1067465.00
1121496.88
Agency Mortgage-Backed Securities
04.000 FGPC U90590 G
2042-12-01
4.000000
1544641.00
592092.70
Agency Mortgage-Backed Securities
04.000 FGPC Q39824 G
2046-04-01
4.000000
1552883.00
1539304.16
Agency Mortgage-Backed Securities
03.500 FGPC Q07087 G
2042-03-01
3.500000
1585417.00
724026.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR7662
2043-02-01
3.500000
1296397.00
787088.32
Agency Mortgage-Backed Securities
05.500 FGPC A32383 G
2035-04-01
5.500000
3300000.00
131844.75
Agency Mortgage-Backed Securities
03.500 FGPC Q37216 G
2045-11-01
3.500000
3321273.00
1752505.43
Agency Mortgage-Backed Securities
04.000 FGPC Q41487 G
2046-07-01
4.000000
2394949.00
2166262.70
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL8240
2031-03-01
3.000000
2520220.00
1893777.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9925
2047-07-01
4.500000
16977922.00
17110799.45
Agency Mortgage-Backed Securities
04.000 FGPC V83149 G
2047-04-01
4.000000
17046865.00
16715215.41
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
2040-05-01
6.500000
18546240.00
2100911.20
Agency Mortgage-Backed Securities
05.000 FGPC Q02019 G
2041-07-01
5.000000
4185839.00
679910.68
Agency Mortgage-Backed Securities
03.000 FGPC J23914 G
2028-05-01
3.000000
4757869.00
2119901.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3773
2047-07-01
4.000000
2938205.00
2920236.14
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR4825
2028-01-01
2.500000
3107959.00
1627406.50
Agency Mortgage-Backed Securities
05.000 FGPC Q02293 G
2041-07-01
5.000000
3162224.00
695773.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3100
2044-08-01
4.000000
3202153.00
1968708.71
Agency Mortgage-Backed Securities
03.500 FGPC U91433 G
2043-05-01
3.500000
1575316.00
947967.82
Agency Mortgage-Backed Securities
GNMI SF 738538 X
2041-07-15
4.000000
25813476.00
6518194.79
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.125000
921400.00
912983.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.125000
13285200.00
12913541.11
U.S. Treasuries (including strips)
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0175
186001248.06
186001248.06
0.0054
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.800000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GH2T4_1.80_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA REMIC TRUST 2003-W18 1-A-7 20430825 5.8
2043-08-25
5.807000
2695.00
2007.86
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2001-79 BA 20450325 7.0
2045-03-25
7.000000
22999961.00
909417.00
Agency Collateralized Mortgage Obligation
OCTAGON INV PTNS XXI 2014-21R B-R 20261116 FLT
2026-11-16
4.433380
7595768.00
7631405.26
Asset-Backed Securities
BRISTOL PK CLO LTD 2016-1 B 20290416 FLT
2029-04-16
3.621520
5230922.00
5300669.22
Asset-Backed Securities
RES XXVIII VLO LTD
2024-10-17
6.631330
5989859.00
6053786.72
Asset-Backed Securities
RADNOR RE LTD 2018-1 M-2 20280325 FLT
549300ED4YNDE7SVU538
2028-03-25
4.553820
6203345.00
6234333.59
Asset-Backed Securities
CPS AUTO RECV TR 2014-D B 20201116 2.9
2020-11-16
2.950000
6799095.00
3677318.95
Asset-Backed Securities
SACO I TRUST 2005-9 M-1 20351225 FLT
2035-12-25
2.561500
2817432.00
2542349.67
Asset-Backed Securities
JMP CR ADVISORS CLO III R LTD JMP CR ADVISORS CL
254900CF9PN2ZUP3VA26
2028-01-17
2.566870
3056000.00
3062503.69
Asset-Backed Securities
SKOPOS AUTO RECEIVABLES TR 2018-1
2024-12-16
7.250000
3197835.00
3282456.11
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2017-1 E 20240815 5.0
549300CLH5NTWN3BHD63
2024-08-15
5.050000
4265324.00
4321267.52
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
9504872.00
9497515.23
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
2.414500
12553919.00
12069991.49
Asset-Backed Securities
CWABS INC 2006-24 2-A-4 20350725 FLT
2035-07-25
2.091500
922.00
741.92
Asset-Backed Securities
WEBSTER PK CLO LTD
2027-01-20
0.00
7715763.00
4753835.90
Asset-Backed Securities
OHA CR PARTNERS X LTD
2026-07-20
6.894700
1435591.00
1449566.25
Asset-Backed Securities
EXETER AUTO RECV TR 2015-1 D 20211215 5.8
549300XKL3D17HKP7M78
2021-12-15
5.830000
1489821.00
1531844.71
Asset-Backed Securities
EATON VANCE CLO LTD 2015-1R E-R 20300122 FLT
5493008YP5U5LTXAO749
2030-01-22
7.077250
1928910.00
1972302.46
Asset-Backed Securities
STRUCTURED ASSET SEC 2007-GEL1 A2 20370125 FLT
2037-01-25
2.061500
376065.00
249011.34
Asset-Backed Securities
ACE SECS HEQ 2006-SD1 M-1 20360225 FLT
2036-02-25
2.491500
884.00
667.32
Asset-Backed Securities
MADISON PARK FDG X 2012-10R B-R 20290122 FLT
2029-01-22
3.644700
29154533.00
29506302.12
Asset-Backed Securities
OCTAGON INV PTNS XXI 2014-21R A-2R 20261116 FLT
2026-11-16
3.733380
29998559.00
30130154.42
Asset-Backed Securities
VOYA CLO LTD 2017-4 C-2 20301015 FLT
2030-10-15
3.133660
2000000.00
2136136.73
Asset-Backed Securities
STEWART PARK CLO 2015-1 SUB 20260415 FLT
549300FC1IHOM4H6GL63
2026-04-15
0.00
2089346.00
720824.37
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2016-3 D 20230512 6.7
2023-05-12
6.720000
2350000.00
2440637.93
Asset-Backed Securities
CPS AUTO RECV TR 2018-A E 20250317 5.1
2025-03-17
5.170000
2584334.00
2585875.70
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
14995986.00
14997994.33
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
53450198.00
53449129.00
Asset-Backed Securities
PARK PLACE SECS 2005-WLL1 M-5 20350325 FLT
2035-03-25
2.906500
5000000.00
4584349.72
Asset-Backed Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
0.00
16827147.00
16856594.51
Asset-Backed Securities
GILEAD SCIENCES INC SR GLBL NT 19
549300WTZWR07K8MNV44
2019-09-20
1.850000
825000.00
815044.31
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
2854223.00
2784823.36
Corporate Debt Securities
UNION PAC CORP NT 3.75%24
549300LMMRSZZCZ8CL11
2024-03-15
3.750000
3000.00
3065.07
Corporate Debt Securities
UNITED TECHNOLOGIES CORP SR GLBL NT2.8%24
I07WOS4YJ0N7YRFE7309
2024-05-04
2.800000
733991.00
708145.55
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR NT 3.25%23
L2Z2MO2EQURH3BREWI15
2023-04-01
3.250000
1850000.00
1835531.97
Corporate Debt Securities
SANTANDER HLDGS USA INC SR GLBL NT4.5%25
549300SMVCQN2P0O6I58
2025-07-17
4.500000
2000000.00
2044780.00
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 22
5493008B6JBRUJ90QL97
2022-01-14
3.450000
2376000.00
2379367.98
Corporate Debt Securities
LOUISIANA PAC CORP SR GLBL NT 24
549300C7E2UAO5BVRR75
2024-09-15
4.875000
1689000.00
1683757.06
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
473562.00
464174.55
Corporate Debt Securities
HARTFORD FINL SVCS GROUP INC D SR NT 5.125%22
IU7C3FTM7Y3BQM112U94
2022-04-15
5.125000
1860000.00
2021126.64
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE CR SEN SR NT 40
549300CRGMZK3K53BF92
2040-01-15
6.375000
1000000.00
1264924.17
Corporate Debt Securities
WALGREENS BOOTS ALLIANCE INC SR GLBL NT 26
549300RPTUOIXG4LIH86
2026-06-01
3.450000
1173000.00
1119016.58
Corporate Debt Securities
EVEREST ACQ LLC/FINANCE SR SEC GLBL 25
2025-02-15
8.000000
1334000.00
900153.56
Corporate Debt Securities
ANADARKO PETE CORP SR GLBL NT 26
B78FQ7XBQFLP4AYJ6F79
2026-03-15
5.550000
1501000.00
1638624.19
Corporate Debt Securities
CONSTELLATION BRANDS INC SR GLBL NT 25
5493005GKEG8QCVY7037
2025-12-01
4.750000
1569000.00
1673369.01
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 4.25%20
8I5DZWZKVSZI1NUHU748
2020-10-15
4.250000
186000.00
194926.35
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
205000.00
348300.47
Corporate Debt Securities
HEINEKEN N V SR GLBL 144A 28
724500K5PTPSST86UQ23
2028-01-29
3.500000
248000.00
241649.55
Corporate Debt Securities
MCGRAW-HILL GLOBAL EDU HLDGS SR 144A NT 24
2024-05-15
7.875000
465000.00
460030.31
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 22
549300GHBMY8T5GXDE41
2022-03-15
2.875000
595000.00
588388.39
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822
DG3RU1DBUFHT4ZF9WN62
2022-02-08
3.875000
1730000.00
1772038.28
Corporate Debt Securities
BORDEN CHEMICAL INC SR DEB 9.2%21
54930030FZF8HYAEHM46
2021-03-15
9.200000
2140000.00
1585906.44
Corporate Debt Securities
HOME BANCSHARES INC SB NT FXD/FLT 27
2027-04-15
5.625000
3249000.00
3443143.99
Corporate Debt Securities
BANK AMER CORP FR 5.875%010521
9DJT3UXIJIZJI4WXO774
2021-01-05
5.875000
11170000.00
12136633.20
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT 26
4XM3TW50JULSLG8BNC79
2026-09-01
2.950000
2743000.00
2553059.44
Corporate Debt Securities
BANK AMER CORP FR 3.248%102127
9DJT3UXIJIZJI4WXO774
2027-10-21
3.248000
4000000.00
3818900.44
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 3.339%22
UDSQCVRUX5BONN0VY111
2022-03-28
3.339000
2000000.00
1965705.50
Corporate Debt Securities
COMM S&L / CSL CAPITAL SR NT 8.25%23
2023-10-15
8.250000
1875000.00
1832968.76
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 1.75%21
2S72QS2UO2OESLG6Y829
2021-08-15
1.750000
2205000.00
2107161.70
Corporate Debt Securities
MOLSON COORS BREWING CO SR GLBL NT2.1%21
54930073LBBH6ZCBE225
2021-07-15
2.100000
2371000.00
2283952.69
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL26
549300LWGYFM1TVO1Z12
2026-04-01
4.200000
1642000.00
1656033.63
Corporate Debt Securities
ONEOK PARTNERS LP GTD SR NT 19
T4DHW82NMF6BXJT50795
2019-03-01
8.625000
1649000.00
1741786.48
Corporate Debt Securities
INTL PAPER CO SR GLBL NT4.4%47
824LMFJDH41EY779Q875
2047-08-15
4.400000
1815000.00
1723247.72
Corporate Debt Securities
UNION PAC CORP SR GLBL NT 51
549300LMMRSZZCZ8CL11
2051-10-01
3.799000
37000.00
35479.45
Corporate Debt Securities
CONOCO FDG CO SR GLBL NT 31
XX71EBFZWSRCIL200314
2031-10-15
7.250000
453000.00
619132.21
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT FXD/FLT 28
8I5DZWZKVSZI1NUHU748
2028-02-01
3.782000
10000.00
9961.93
Corporate Debt Securities
INTL PAPER CO SR GLBL NT 48
824LMFJDH41EY779Q875
2048-08-15
4.350000
40000.00
37759.47
Corporate Debt Securities
SEVEN GENERATIONS ENERGY LTD SR 144A NT 25
549300XZHTA2VXQWAL67
2025-09-30
5.375000
1.00
0.99
Corporate Debt Securities
CENTENNIAL RESOURCE PRODUCT SR 144A NT 26
5493004CTVUMQLRPOE23
2026-01-15
5.375000
889.00
888.13
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829
549300XFX12G42QIKN82
2029-03-08
4.302000
11372217.00
11315009.06
Corporate Debt Securities
IMPERIAL TOB FIN PLC SR 144A NT 22
2138008L3B3MCG1DFS50
2022-07-21
3.750000
2500000.00
2525208.33
Corporate Debt Securities
JOHNSON S C & SON INC SR 144A NT 46
PH5ZFDENRYXEVLP50443
2046-10-15
4.750000
2400000.00
2733333.33
Corporate Debt Securities
BPCE SA FR 2.5%071519
9695005MSX1OYEMGDF46
2019-07-15
2.500000
2974000.00
2973966.96
Corporate Debt Securities
BPCE SA FR 2.75%120221
9695005MSX1OYEMGDF46
2021-12-02
2.750000
3000000.00
2963152.50
Corporate Debt Securities
BANK AMER CORP FR 5.625%070120
9DJT3UXIJIZJI4WXO774
2020-07-01
5.625000
2200000.00
2350986.00
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 11.5%21
549300JKU50UT08ZWD77
2021-11-15
11.500000
64000.00
76960.36
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL38
XSGZFLO9YTNO9VCQV219
2038-11-10
9.950000
1145000.00
1940349.12
Corporate Debt Securities
ENEL FIN INTL S A SR GLBL 144A 37
0YQH6LCEF474UTUV4B96
2037-09-15
6.800000
379000.00
478667.31
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 3.5%110722
2022-11-07
3.500000
1338000.00
1297599.83
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR NT 3.75%23
5493008IUOJ5VWTRC333
2023-02-15
3.750000
2000000.00
2015086.67
Corporate Debt Securities
UBS GROUP FDG SWITZ AG SR GLBL 144A 23
506700Q800G1L95S7805
2023-08-15
2.859000
10296.00
9978.62
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.5%100318
2018-10-03
4.500000
4839000.00
4964814.00
Corporate Debt Securities
CHS / CMNTY HEALTH SYS INC SR SEC GLBL NT23
5493007X5NC5XI1BB106
2023-03-31
6.250000
864000.00
819570.00
Corporate Debt Securities
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.331220
7233241.00
4331475.61
Private Label Collateralized Mortgage Obligations
COLT LLC 2018-1 M-1 20480225 FLT
2048-02-25
3.661000
1638.00
1638.64
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-8CB M-1 20340625 FLT
2034-06-25
2.371500
1451.00
984.84
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
6.871500
2876.00
2513.53
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
4.471500
78400.00
83069.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.271500
234.00
267.07
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.445350
11395798.00
7814213.66
Private Label Collateralized Mortgage Obligations
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0192
304993778.00
304993778.00
0.0088
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0001168163
ARP0GH3K2_2.77_0924
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TOWD POINT MTG TR 2015-2 1-B1 20601125 FLT
2060-11-25
3.570010
816030.00
837954.01
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE3 III-A 20370425 FLT
2037-04-25
2.091500
4533762.00
1379696.74
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.880700
5299254.00
2465218.78
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-5 B 20730725 FLT
2073-07-25
3.595200
11032962.00
11495777.84
Asset-Backed Securities
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.651500
1832.00
961.08
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.015200
3760.00
3654.16
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.945200
5729.00
3177.95
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
2.143630
38729.00
35202.11
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.905200
118083.00
114955.93
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.845200
346688.00
327391.88
Asset-Backed Securities
DRIVE AUTO RECV TR 2017-A D 20240515 4.1
2024-05-15
4.160000
23601863.00
24029924.74
Asset-Backed Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-01-26
3.850000
3138000.00
3105953.17
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 25
MLU0ZO3ML4LN2LL2TL39
2025-08-18
4.250000
1000000.00
995000.28
Corporate Debt Securities
ROYAL CARIBBEAN CRUISES LTD SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
23000.00
29012.35
Corporate Debt Securities
MANULIFE FINL CORP SB NT FXD/FLT 32
5493007GBX87QOZACS27
2032-02-24
4.061000
2000.00
1953.94
Corporate Debt Securities
TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26
2026-02-01
7.850000
167000.00
207149.68
Corporate Debt Securities
NTC CAP II CAP-B PSTH FLT27
2027-04-15
2.310190
340000.00
319514.57
Corporate Debt Securities
PSEG PWR LLC SR NT 5.125%20
2020-04-15
5.125000
613000.00
651041.08
Corporate Debt Securities
Y
2018-06-27
2018-06-27
2018-09-24
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0266
40021288.00
40021288.00
0.0012
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.880000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0GH4B1_1.88_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
144A JPMCC 2010-C1 A3
2043-06-15
5.058000
301000.00
314347.74
Private Label Collateralized Mortgage Obligations
LCCM 3.551% 07/50
2050-07-12
3.551000
15000000.00
14850544.63
Private Label Collateralized Mortgage Obligations
144A SCGT 2013-SRP1 A
2026-11-15
3.435500
31495000.00
31537012.82
Private Label Collateralized Mortgage Obligations
BANK 3.314% 11/50
2050-11-15
3.314000
83000.00
82411.86
Private Label Collateralized Mortgage Obligations
COMM 3.706% 11/46
2046-11-10
3.706000
1375000.00
1407183.45
Private Label Collateralized Mortgage Obligations
CITIGROUP 1.643% 09/58
2058-09-10
1.643000
840000.00
514037.43
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 3.801% 01/47
2047-01-10
3.801000
800000.00
820244.60
Private Label Collateralized Mortgage Obligations
JPMBB 2.8164% 11/48
2048-11-15
2.816400
700000.00
698740.46
Private Label Collateralized Mortgage Obligations
JP MORGAN 2.9332% 09/32
2032-09-05
2.933200
700000.00
699716.74
Private Label Collateralized Mortgage Obligations
WFRBS 3.428% 11/47
2047-11-15
3.428000
250000.00
250347.14
Private Label Collateralized Mortgage Obligations
144A WFRBS 2011-C3 A4
2044-03-15
4.375000
1750000.00
1815129.58
Private Label Collateralized Mortgage Obligations
144A WFRBS 2011-C2 A4
2044-02-15
4.869000
560000.00
576228.34
Private Label Collateralized Mortgage Obligations
CSAIL 2.98551% 06/50
2050-06-15
2.985500
886000.00
883639.88
Private Label Collateralized Mortgage Obligations
CSAIL 3.12658% 06/50
2050-06-15
3.126500
170000.00
164202.48
Private Label Collateralized Mortgage Obligations
CSAIL 3.39195% 06/50
2050-06-15
3.391900
185000.00
182012.43
Private Label Collateralized Mortgage Obligations
CSAIL 3.5325% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.532500
146000.00
147493.21
Private Label Collateralized Mortgage Obligations
CORE INDL TR 2015-WEST
549300JSG3BPDMG8DT46
2037-02-10
3.292000
3700000.00
3708201.78
Private Label Collateralized Mortgage Obligations
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0206
50998510.80
50998510.80
0.0015
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.770000%
549300LCO2FLSSVFFR64
0000050916
ARP0GH4F2_1.77_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2037-08-25
2.341500
12400000.00
646548.50
Agency Collateralized Mortgage Obligation
04.000 FGPC Q37889 G
2045-12-01
4.000000
10680661.00
8858838.45
Agency Mortgage-Backed Securities
03.500 FGPC Q52307 G
2047-11-01
3.500000
10978262.00
10902915.56
Agency Mortgage-Backed Securities
04.000 FGPC Q34765 G
2045-07-01
4.000000
2155000.00
1866767.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ4395
2048-01-01
2.949000
2226350.00
2226481.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM3564
2047-07-01
3.000000
2840846.00
2760266.55
Agency Mortgage-Backed Securities
03.500 FGPC G60080 G
2045-06-01
3.500000
3000000.00
2193957.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1126
2048-02-01
4.500000
5249787.00
5545256.98
Agency Mortgage-Backed Securities
03.500 FGPC Q43882 G
2046-10-01
3.500000
6000000.00
5509101.27
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
2048-02-01
3.000000
650000.00
628498.88
Agency Mortgage-Backed Securities
04.000 FGPC Q50648 G
2047-09-01
4.000000
753978.00
773251.23
Agency Mortgage-Backed Securities
04.000 FGPC G08780 G
2047-09-01
4.000000
1036809.00
1006060.17
Agency Mortgage-Backed Securities
03.500 FGPC G60238 G
2045-10-01
3.500000
1370000.00
1056915.40
Agency Mortgage-Backed Securities
04.500 FGPC V83157 G
2047-04-01
4.500000
1841036.00
1629799.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ5268
2047-12-01
2.943000
74553.00
74454.12
Agency Mortgage-Backed Securities
03.500 FGPC C91872 G
2036-04-01
3.500000
100000.00
77367.23
Agency Mortgage-Backed Securities
FMAR 2B6710 G
2047-12-01
2.938000
280533.00
278281.14
Agency Mortgage-Backed Securities
04.500 FGPC V82006 G
2045-10-01
4.500000
310904.00
152827.36
Agency Mortgage-Backed Securities
03.000 FGPC G18670 G
2032-12-01
3.000000
515532.00
500095.54
Agency Mortgage-Backed Securities
03.000 FGPC J38271 G
2033-01-01
3.000000
570645.00
561672.55
Agency Mortgage-Backed Securities
04.000 FGPC V80615 G
2043-11-01
4.000000
1012.00
560.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ8944
2048-02-01
2.882000
3037.00
2967.83
Agency Mortgage-Backed Securities
04.000 FGPC V83761 G
2047-12-01
4.000000
807656.00
823513.10
Agency Mortgage-Backed Securities
06.000 FGPC G30546 G
2026-03-01
6.000000
10099.00
1885.32
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM1231
2031-11-01
3.500000
8625000.00
7099392.98
Agency Mortgage-Backed Securities
04.500 FGPC G08759 G
2047-04-01
4.500000
9528237.00
8177228.25
Agency Mortgage-Backed Securities
03.000 FGPC G08741 G
2047-01-01
3.000000
21505.00
19463.21
Agency Mortgage-Backed Securities
03.000 FGPC G08537 G
2043-07-01
3.000000
6770969.00
4385257.04
Agency Mortgage-Backed Securities
04.500 FGPC G07977 G
2040-12-01
4.500000
5441.00
3446.14
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH6596
2026-03-01
3.500000
34711953.00
10214846.03
Agency Mortgage-Backed Securities
04.500 FGPC G08810 G
2048-03-01
4.500000
9659244.00
10159786.02
Agency Mortgage-Backed Securities
LLOYDS BANKING GROUP PLC SR GLBL NT 28
549300PPXHEU2JF0AM85
2028-11-07
3.574000
12700000.00
12110941.54
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 4.6%21
2S72QS2UO2OESLG6Y829
2021-04-01
4.600000
4810000.00
5120603.07
Corporate Debt Securities
BANK OF MONTREAL FR 1.5%071819
NQQ6HPCNCCU6TUTQYE16
2019-07-18
1.500000
15805000.00
15586548.55
Corporate Debt Securities
BANK AMER CORP FR 3.97%030529
9DJT3UXIJIZJI4WXO774
2029-03-05
3.970000
416000.00
416302.29
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2%111319
B6Q2VFHD1797Q7NZ3E43
2019-11-13
2.000000
25000.00
24936.47
Corporate Debt Securities
SOCIETE GENERALE MTN 144A FR 2.625%091620
O2RNE8IBXP4R0TD8PU41
2020-09-16
2.625000
5000000.00
4941039.58
Corporate Debt Securities
BANK AMER CORP FR 4.2%082624
9DJT3UXIJIZJI4WXO774
2024-08-26
4.200000
2739000.00
2780358.90
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 46
54930070NSV60J38I987
2046-04-01
6.750000
3140000.00
3743680.70
Corporate Debt Securities
AT&T INC SR GLBL NT 5%21
549300Z40J86GGSTL398
2021-03-01
5.000000
4864000.00
5123391.72
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 43
2S72QS2UO2OESLG6Y829
2043-09-15
6.550000
6702000.00
8193042.34
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR NT 3.25%23
L2Z2MO2EQURH3BREWI15
2023-04-01
3.250000
1428000.00
1416832.25
Corporate Debt Securities
MOODYS CORP SR NT 4.5%22
549300GCEDD8YCF5WU84
2022-09-01
4.500000
1636000.00
1710928.80
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.2%45
54930070NSV60J38I987
2045-04-01
5.200000
1734000.00
1718257.20
Corporate Debt Securities
EQT CORP SR GLBL NT3.9%27
4NT01YGM4X7ZX86ISY52
2027-10-01
3.900000
45000.00
43878.00
Corporate Debt Securities
FORD MTR CO DEL SR GLBL DB7.4%46
20S05OYHG0MQM4VUIC57
2046-11-01
7.400000
1375000.00
1743791.81
Corporate Debt Securities
BANK AMER CORP FR 5%051321
9DJT3UXIJIZJI4WXO774
2021-05-13
5.000000
2045000.00
2192237.73
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922
DG3RU1DBUFHT4ZF9WN62
2022-11-09
3.950000
1106000.00
1130631.85
Corporate Debt Securities
CDP FINANCIAL INC. GTD SR NT 144A39
2039-11-25
5.600000
5890000.00
7664179.26
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 4%19
C7PVKCRGLG18EBQGZV36
2019-10-07
4.000000
23000.00
23952.92
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.5%22
2022-05-26
3.500000
845000.00
841728.44
Corporate Debt Securities
BNP PARIBAS FR 4.625%031327
R0MUWSFPU8MPRO8K5P83
2027-03-13
4.625000
885000.00
896978.97
Corporate Debt Securities
DOW CHEM CO SR INTERNOTES FR 3.6%061525
ZQUIP1CSZO8LXRBSOU78
2025-06-15
3.600000
14000.00
14146.72
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 3%111521
784F5XWPLTWKTBV3E584
2021-11-15
3.000000
15000.00
14922.70
Corporate Debt Securities
HEINZ H J CO SR GLBL DEB 28
5493003STKEZ2S0RNU91
2028-07-15
6.375000
23000.00
26795.10
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL NT 18
549300WN65YFEQH74Y36
2018-05-14
4.625000
10000.00
10198.14
Corporate Debt Securities
WATSON PHARMACEUTICALS INC SR NT 3.25%22
2549006TBOV0H6GV7T12
2022-10-01
3.250000
2000.00
1988.50
Corporate Debt Securities
MICROSOFT CORP SR NT 4.875%43
INR2EJN1ERAN0W5ZP974
2043-12-15
4.875000
690000.00
801354.50
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE FR 6.1%031520
K9G90K85RBWD2LAGQX17
2020-03-15
6.100000
841000.00
892454.25
Corporate Debt Securities
CITIGROUP INC SB GLBL NT5.3%44
6SHGI4ZSSLCXXQSBB395
2044-05-06
5.300000
114000.00
126483.32
Corporate Debt Securities
CITIGROUP INC FR 5.875%013042
6SHGI4ZSSLCXXQSBB395
2042-01-30
5.875000
140000.00
172912.39
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR NT 6.125%39
5493004LGN656HWLDA30
2039-10-15
6.125000
276000.00
335487.05
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3%012221
PBLD0EJDB5FWOLXP3B76
2021-01-22
3.000000
310000.00
309997.93
Corporate Debt Securities
CANADIAN NAT RES LTD NT 3.85%27
549300T15RIMIKZC5Q38
2027-06-01
3.850000
3110000.00
3072211.77
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT26
549300KJYBG7C6WJYZ11
2026-06-30
5.875000
3625000.00
3997810.61
Corporate Debt Securities
CSX CORP SR GLBL NT 68
549300JVQR4N1MMP3Q88
2068-03-01
4.650000
4796000.00
4693697.32
Corporate Debt Securities
ASTRAZENECA PLC NT FLT 22
PY6ZZQWO2IZFZC3IOL08
2022-06-10
2.691400
750000.00
753889.28
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 2.15%090822
Z2VZBHUMB7PWWJ63I008
2022-09-08
2.150000
1405000.00
1352599.35
Corporate Debt Securities
CDN IMPERIAL BK COMM TORONTO O SR GLBL NT2.7%21
2IGI19DL77OX0HC3ZE78
2021-02-02
2.700000
1999923.00
1981873.70
Corporate Debt Securities
HUMANA INC SR GLBL NT 27
2027-03-15
3.950000
161000.00
159865.93
Corporate Debt Securities
CHEVRON CORP NEW SR GLBL NT2.1%21
2021-05-16
2.100000
248000.00
244205.19
Corporate Debt Securities
BANK AMER CORP FR 4.25%102226
9DJT3UXIJIZJI4WXO774
2026-10-22
4.250000
279000.00
284997.03
Corporate Debt Securities
MICROSOFT CORP SR NT 3.75%45
INR2EJN1ERAN0W5ZP974
2045-02-12
3.750000
364000.00
360660.60
Corporate Debt Securities
ABBOTT LABS SR NT 2%18
HQD377W2YR662HK5JX27
2018-09-15
2.000000
380000.00
379349.36
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT4.6%45
51M0QTTNCGUN7KFCFZ59
2045-08-15
4.600000
35000.00
36121.13
Corporate Debt Securities
ONEOK INC NEW SR NT 4.25%22
2T3D6M0JSY48PSZI1Q41
2022-02-01
4.250000
4000.00
4103.79
Corporate Debt Securities
AON CORP SR NT 5%20
LTS3U8DGK38SETRUWX71
2020-09-30
5.000000
22000.00
23517.58
Corporate Debt Securities
AON PLC SR NT 4.25%42
VVT2B79I2Z4U3R6BY589
2042-12-12
4.250000
24000.00
22975.73
Corporate Debt Securities
DEUTSCHE BK AG VR 011917-011819
7LTWFZYICNSX8D621K86
2019-01-18
3.184080
2277000.00
2307488.38
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 22
2022-07-11
4.875000
4697000.00
4988648.47
Corporate Debt Securities
UNION PAC CORP SR GLBL NT 45
549300LMMRSZZCZ8CL11
2045-11-15
4.050000
500000.00
508602.50
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 27
2027-07-21
3.650000
4950000.00
4657427.50
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
5166000.00
5040390.15
Corporate Debt Securities
BANCO SANTANDER SA SR GLBL NT 27
5493006QMFDDMYWIAM13
2027-04-11
4.250000
7800000.00
7881068.00
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT 47
OQSJ1DU9TAOC51A47K68
2047-12-01
3.750000
8762981.00
8500872.94
Corporate Debt Securities
AT&T INC SR GLBL 144A 46
549300Z40J86GGSTL398
2046-11-15
5.150000
2774000.00
2836721.68
Corporate Debt Securities
KOHLS CORP SR GLBL NT 45
549300JF6LPRTRJ0FH50
2045-07-17
5.550000
1777000.00
1732521.69
Corporate Debt Securities
LAND O LAKES INC SR 144A NT 6%22
4ONCJWH5BBCYSJIJYX61
2022-11-15
6.000000
1796000.00
1995505.67
Corporate Debt Securities
GILEAD SCIENCES INC SR NT 3.7%24
549300WTZWR07K8MNV44
2024-04-01
3.700000
1040000.00
1072733.42
Corporate Debt Securities
WILTON RE FIN LLC CR SEN SR 144A33
54930013IJH3HK0K5051
2033-03-30
5.875000
1146000.00
1233911.73
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE CR SEN SR NT 39
549300CRGMZK3K53BF92
2039-01-15
8.200000
1159000.00
1731737.88
Corporate Debt Securities
TIME WARNER INC SR GLBL DEB 45
KNG3XRAA0RHN9H62OK76
2045-07-15
4.850000
1286000.00
1276225.69
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 4.375%42
2042-09-01
4.375000
478000.00
499630.83
Corporate Debt Securities
SOUTHERN CO SR GLBL NT4.4%46
549300FC3G3YU2FBZD92
2046-07-01
4.400000
500000.00
502182.78
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT3.7%23
5493008B6JBRUJ90QL97
2023-05-09
3.700000
528000.00
530665.81
Corporate Debt Securities
SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT2.4%21
549300XK5HGW68R8K327
2021-09-23
2.400000
600000.00
579546.00
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR GLBL NT6.5%38
549300W70ZOQDVLCHY06
2038-06-15
6.500000
625000.00
815611.11
Corporate Debt Securities
FRANCE TELECOM SA CR SEN SR GLBL31
969500MCOONR8990S771
2031-03-01
9.000000
600000.00
876486.00
Corporate Debt Securities
BANCO SANTANDER SA SR 24 NT3.125%23
5493006QMFDDMYWIAM13
2023-02-23
3.125000
1400000.00
1358441.00
Corporate Debt Securities
MARATHON PETE CORP SR NT 6.5%41
3BNYRYQHD39K4LCKQF12
2041-03-01
6.500000
123000.00
150401.39
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 26
784F5XWPLTWKTBV3E584
2026-02-25
3.750000
990000.00
974003.25
Corporate Debt Securities
BANK OF AMERICA CORP SR FIX/FLT NT 33
9DJT3UXIJIZJI4WXO774
2033-09-23
0.268000
5000.00
3000.22
Corporate Debt Securities
BANK OF AMERICA CORP SR -L STEP 31
9DJT3UXIJIZJI4WXO774
2031-03-28
3.000000
10000.00
9584.83
Corporate Debt Securities
DISCOVER FINL SVCS FR 3.85%061528
Z1YLO2USPORE63VVUL20
2028-06-15
3.850000
10000.00
9589.82
Corporate Debt Securities
NATIONAL AUSTRALIA BK LTD 144A SR GLBL 144A 20
F8SB4JFBSYQFRQEH3Z21
2020-01-10
2.298020
500000.00
504951.44
Corporate Debt Securities
CAPITAL ONE BK USA NATL ASSN SUB NT 3.375%23
LKE37K2B8CFZUR7F9816
2023-02-15
3.375000
1070000.00
1046807.75
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA 144A FR 2.125%072221
MSFSBD3QN1GSN7Q6C537
2021-07-22
2.125000
1829000.00
1806603.64
Corporate Debt Securities
NATIONAL AUSTRALIA BK LTD 144A FR 2.4%120919
F8SB4JFBSYQFRQEH3Z21
2019-12-09
2.400000
14595000.00
14563377.50
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 23
213800LBQA1Y9L22JB70
2023-01-10
3.684000
460000.00
458773.79
Corporate Debt Securities
LLOYDS BKG GROUP PLC SR GLBL NT 27
549300PPXHEU2JF0AM85
2027-01-11
3.750000
4250000.00
4122648.75
Corporate Debt Securities
US BANCORP DEL PERP FXD/FLT NT
N1GZ7BBF3NP8GI976H15
2049-12-29
5.300000
39000.00
40721.63
Corporate Debt Securities
BANK OF AMERICA CORP CLL FIX/FLT NT31
9DJT3UXIJIZJI4WXO774
2031-05-27
0.988000
40000.00
24057.13
Corporate Debt Securities
MORGAN STANLEY D W DISC SRMTNS FR 10%093031
IGJSJL3JD5P30I6NJZ34
2031-09-30
2.260000
100000.00
64458.72
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL E STP 36
8I5DZWZKVSZI1NUHU748
2036-10-31
3.000000
20000.00
17484.33
Corporate Debt Securities
MORGAN STANLEY RGE ACCRL 10%33
IGJSJL3JD5P30I6NJZ34
2033-07-31
3.276000
20000.00
14932.38
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 9.5%102528
784F5XWPLTWKTBV3E584
2028-10-25
1.264800
25000.00
17336.21
Corporate Debt Securities
BANK OF AMERICA CORP SR FIX/FLT NT 33
9DJT3UXIJIZJI4WXO774
2033-07-11
1.632000
25000.00
16338.40
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT 29
784F5XWPLTWKTBV3E584
2029-02-05
1.259500
30000.00
20966.68
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 4.25%081525
784F5XWPLTWKTBV3E584
2025-08-15
4.250000
12000.00
12334.11
Corporate Debt Securities
GE CAPITAL INTERNOTES FR 5%051522
3C7474T6CDKPR9K6YT90
2022-05-15
5.000000
15000.00
15937.37
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5%031522
784F5XWPLTWKTBV3E584
2022-03-15
5.000000
15000.00
15805.87
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 9%081528
784F5XWPLTWKTBV3E584
2028-08-15
1.565000
20000.00
13638.26
Corporate Debt Securities
CHEVRON PHILLIPS CHEM CO LLC SR GLBL 144A 23
2023-05-01
3.300000
3210.00
3226.26
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 28
TINT358G1SSHR3L3PW36
2028-03-15
4.500000
5172.00
5153.85
Corporate Debt Securities
TORONTO DOMINION BANK FR 1.85%091120
PT3QB789TSUIDF371261
2020-09-11
1.850000
11000.00
10714.61
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN FR 3.15%042727
82VOJDD5PTRDMVVMGV31
2027-04-27
3.150000
17000.00
16453.62
Corporate Debt Securities
CITIGROUP INC SUB GLBL D NT 26
6SHGI4ZSSLCXXQSBB395
2026-11-20
4.300000
633000.00
641576.10
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 4.6%052645
UE2136O97NLB5BYP9H04
2045-05-26
4.600000
1312000.00
1380285.23
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 2.15%011519
PBLD0EJDB5FWOLXP3B76
2019-01-15
2.150000
124000.00
124002.41
Corporate Debt Securities
BANK NEW YORK MELLON CORP PERP JR GLBL -F
WFLLPEPC7FZXENRZV188
2049-12-29
4.625000
160000.00
155785.00
Corporate Debt Securities
MORGAN STANLEY RGE ACCRL10.5%28
IGJSJL3JD5P30I6NJZ34
2028-06-28
1.480000
30000.00
21076.23
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 8%080629
784F5XWPLTWKTBV3E584
2029-08-06
2.268000
32000.00
22436.77
Corporate Debt Securities
GOLDMAN SACHS GROUP INC -D 8%29
784F5XWPLTWKTBV3E584
2029-09-15
0.657000
35000.00
23224.44
Corporate Debt Securities
CATERPILLAR FINL CORP PWRNTSBE FR 2.4%031520
EDBQKYOPJUCJKLOJDE72
2020-03-15
2.400000
3648000.00
3599214.08
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 3.45%031325
E0KSF7PFQ210NWI8Z391
2025-03-13
3.450000
3774940.00
3780086.50
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 24
2024-01-15
3.625000
730000.00
718802.81
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 20
2020-01-15
2.375000
1234552.00
1223221.21
Corporate Debt Securities
PROGRESSIVE CORP OHIO PERP SR GLBL NT
2049-12-29
5.375000
123000.00
124197.97
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.55%012521
PT3QB789TSUIDF371261
2021-01-25
2.550000
293000.00
290422.58
Corporate Debt Securities
JP MORGAN CHASE BANK NA SR GLBL NT 48
8I5DZWZKVSZI1NUHU748
2048-11-15
3.964000
300000.00
289990.63
Corporate Debt Securities
SUMITOMO MITSUI FINL GROUP INC SR GLBL NT 27
35380028MYWPB6AUO129
2027-07-12
3.364000
338408.00
327394.59
Corporate Debt Securities
GOLDMAN SACHS GROUP SR GLBL FL NT 22
784F5XWPLTWKTBV3E584
2022-10-31
2.552250
375000.00
375882.32
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 4%25
5493008B6JBRUJ90QL97
2025-01-15
4.000000
25000.00
24858.06
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.375%052620
9ET6B8VCXWW51H8Z3M54
2020-05-26
2.375000
75000.00
74518.09
Corporate Debt Securities
AT&T INC SR GLBL NT 46
549300Z40J86GGSTL398
2046-05-15
4.750000
112000.00
108005.02
Corporate Debt Securities
ANALOG DEVICES INC SR GLBL NT5.3%45
GYVOE5EZ4GDAVTU4CQ61
2045-12-15
5.300000
114000.00
129745.81
Corporate Debt Securities
GENERAL ELEC CAP CORP FR 5.3%021121
3C7474T6CDKPR9K6YT90
2021-02-11
5.300000
5000000.00
5282283.34
Corporate Debt Securities
AON PLC SR GLBL NT 45
VVT2B79I2Z4U3R6BY589
2045-05-15
4.750000
3000.00
3152.64
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 2.625%030123
EDBQKYOPJUCJKLOJDE72
2023-03-01
2.625000
2110000.00
2048138.32
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.45%021323
PBLD0EJDB5FWOLXP3B76
2023-02-13
3.450000
2226000.00
2202578.77
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.9%032219
EDBQKYOPJUCJKLOJDE72
2019-03-22
1.900000
2451000.00
2435483.81
Corporate Debt Securities
EL PASO ENERGY CORP MTN BE FR 7.8%080131
549300WR7IX8XE0TBO16
2031-08-01
7.800000
3500000.00
4477538.34
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 38
213800ITMMKU4Z7I4F78
2038-12-15
6.375000
430000.00
575897.57
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA 144A VR 031618-031623
MSFSBD3QN1GSN7Q6C537
2023-03-16
2.845000
6091198.00
6078329.50
Corporate Debt Securities
MIZUHO FINL GROUP INC 4.018%28
353800CI5L6DDAN5XZ33
2028-03-05
4.018000
10854837.00
10868825.27
Corporate Debt Securities
ORACLE CORP NT 5.375%40
1Z4GXXU7ZHVWFCD8TV52
2040-07-15
5.375000
1754000.00
2124389.74
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS FR 2.45%011520
549300DRQQI75D2JP341
2020-01-15
2.450000
1101000.00
1096613.74
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 25
5493003STKEZ2S0RNU91
2025-07-15
3.950000
146000.00
146034.96
Corporate Debt Securities
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0188
297994457.20
297994457.20
0.0086
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.840000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GH4K1_1.84_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
UBS GROUP AG SR GLBL REGS 22
506700Q800G1L95S7805
2022-02-01
2.650000
50000.00
48609.97
Corporate Debt Securities
KOREA EAST-WEST PWR CO LTD SR GLBL REGS 22
549300VDRGYGX9NBTB52
2022-06-19
2.625000
100000.00
97159.17
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 27
549300UVMBCBCIPSUI70
2027-08-01
3.625000
438000.00
426331.80
Corporate Debt Securities
MEXICO CITY ARPT TR SR SEC GLBL 26
2026-10-31
4.250000
1300000.00
1266317.36
Corporate Debt Securities
FENIX PWR PERU S A SR GLBL REGS 27
549300VBTI7WLU4G4642
2027-09-20
4.317000
5000.00
4867.90
Corporate Debt Securities
BANCO SANTANDER SA SR 24 NT3.125%23
5493006QMFDDMYWIAM13
2023-02-23
3.125000
4227887.00
4102382.17
Corporate Debt Securities
JPMORGAN CHASE -CC 4.625%
8I5DZWZKVSZI1NUHU748
2049-12-29
4.625000
42000.00
40763.33
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 22
549300CRVT18MXX0AG93
2022-09-19
2.520000
296000.00
287564.00
Corporate Debt Securities
CHINA STHRN PWR GRID INTL FIN SR GLBL REGS 27
2027-05-08
3.500000
750000.00
730393.75
Corporate Debt Securities
AXIS SPECIALTY FINANCE PLC 4%27
2027-12-06
4.000000
12380326.00
12062715.61
Corporate Debt Securities
EUROPEAN INVT BK 2%22
5493006YXS1U5GIHE750
2022-12-15
2.000000
15859000.00
15445238.69
Corporate Debt Securities
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0204
29999025.00
29999025.00
0.0009
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.810000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0GHH50_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 I4BF0168
2057-02-01
3.500000
40055958.00
37956555.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
2047-10-01
4.000000
15347569.00
14441006.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9250
2048-02-01
3.500000
256050353.00
256602438.45
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
300000000.00
300000000.00
0.0087
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.840000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GHHD3_1.84_0405
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GALAXY XVII CLO LTD
2026-07-15
0.00
2891962.00
2889503.83
Asset-Backed Securities
HERTZ FIN II 2017-1 B 20211025 3.5
549300FPK70TCB78NG05
2021-10-25
3.560000
323963.00
323952.17
Asset-Backed Securities
BRISTOL PK CLO LTD 2016-1 C 20290416 FLT
2029-04-16
4.321520
26000000.00
26506040.12
Asset-Backed Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
0.00
32236400.00
32292813.70
Asset-Backed Securities
WELLS FARGO CO MTN BE FR 4.1%060326
PBLD0EJDB5FWOLXP3B76
2026-06-03
4.100000
38000.00
38253.88
Corporate Debt Securities
BANK AMER CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
2.556980
1583066.00
1555668.53
Corporate Debt Securities
MORGAN STANLEY FR 4.375%012247
IGJSJL3JD5P30I6NJZ34
2047-01-22
4.375000
12156000.00
12451662.63
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 3.5%030822
PBLD0EJDB5FWOLXP3B76
2022-03-08
3.500000
402000.00
403544.35
Corporate Debt Securities
MORGAN STANLEY FR 5.625%092319
IGJSJL3JD5P30I6NJZ34
2019-09-23
5.625000
6770000.00
7031372.78
Corporate Debt Securities
BANK AMER CORP FR 2.625%101920
9DJT3UXIJIZJI4WXO774
2020-10-19
2.625000
4759000.00
4774736.43
Corporate Debt Securities
MORGAN STANLEY FR 5.5%012620
IGJSJL3JD5P30I6NJZ34
2020-01-26
5.500000
1805000.00
1899970.07
Corporate Debt Securities
ICBC LTD NEW YORK BRANCH VR 110817-110820
5493002ERZU2K9PZDL40
2020-11-08
2.540700
174307.00
174889.07
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 21
9DJT3UXIJIZJI4WXO774
2021-10-01
2.328000
1010000.00
1000128.26
Corporate Debt Securities
NATIONWIDE BLDG SOC MTN SUB NT FR 4.125%101832
549300XFX12G42QIKN82
2032-10-18
4.125000
10750000.00
10383832.61
Corporate Debt Securities
BANK AMER CORP FR 3.248%102127
9DJT3UXIJIZJI4WXO774
2027-10-21
3.248000
1260000.00
1202953.64
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 4.8%070844
784F5XWPLTWKTBV3E584
2044-07-08
4.800000
1270000.00
1374013.00
Corporate Debt Securities
WILLIAMS PARTNERS L P NEW FR 4%091525
WUURD1P1N0874ONXXO03
2025-09-15
4.000000
3391000.00
3330319.94
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
1674000.00
1684207.21
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 4.45%030147
UE2136O97NLB5BYP9H04
2047-03-01
4.450000
2567000.00
2623476.85
Corporate Debt Securities
MORGAN STANLEY FR 4.1%052223
IGJSJL3JD5P30I6NJZ34
2023-05-22
4.100000
4182000.00
4294093.86
Corporate Debt Securities
MORGAN STANLEY VR 012017-012022
IGJSJL3JD5P30I6NJZ34
2022-01-20
2.924700
5998000.00
6100037.68
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.25%061024
UE2136O97NLB5BYP9H04
2024-06-10
3.250000
75000.00
75028.52
Corporate Debt Securities
MORGAN STANLEY FR 2.8%061620
IGJSJL3JD5P30I6NJZ34
2020-06-16
2.800000
300000.00
300369.33
Corporate Debt Securities
AT&T INC SR GLBL NT3.9%27
549300Z40J86GGSTL398
2027-08-14
3.900000
110.00
110.78
Corporate Debt Securities
KEB HANA BANK VR 040517-040520
6RPK2YDJN6L35AS0M510
2020-04-05
2.420930
4081815.00
4103688.78
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.35%040123
UE2136O97NLB5BYP9H04
2023-04-01
3.350000
9500000.00
9551012.36
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 3.05%010628
E0KSF7PFQ210NWI8Z391
2028-01-06
3.050000
1499467.00
1443668.50
Corporate Debt Securities
TELEFONICA EMISIONES S A U FR 4.665%030638
549300Y5MFC4SW5Z3K71
2038-03-06
4.665000
1925000.00
1939592.30
Corporate Debt Securities
MORGAN STANLEY SR NT FIX/FLT 38
IGJSJL3JD5P30I6NJZ34
2038-07-22
3.971000
1130000.00
1106101.03
Corporate Debt Securities
ONEOK INC NEW SR NT 4.95%47
2T3D6M0JSY48PSZI1Q41
2047-07-13
4.950000
19499912.00
19831605.50
Corporate Debt Securities
BANK AMER CORP FR 4.875%040144
9DJT3UXIJIZJI4WXO774
2044-04-01
4.875000
1000000.00
1120754.17
Corporate Debt Securities
BANK AMER CORP FR 5.875%010521
9DJT3UXIJIZJI4WXO774
2021-01-05
5.875000
7495000.00
8143604.82
Corporate Debt Securities
NATNWIDE BLDG SOC SRMTN BEREGS FR 2.45%072721
549300XFX12G42QIKN82
2021-07-27
2.450000
550000.00
539450.69
Corporate Debt Securities
SOCIETE GENERALE MTN REG S SR NT 5.2%21
O2RNE8IBXP4R0TD8PU41
2021-04-15
5.200000
1465000.00
1579151.17
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 2.45%033021
NHBDILHZTYCNBV5UYZ31
2021-03-30
2.450000
1181000.00
1173739.15
Corporate Debt Securities
BPCE SA FR 4%041524
9695005MSX1OYEMGDF46
2024-04-15
4.000000
1231000.00
1269902.34
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 3.375%011022
969500TJ5KRTCJQWXH05
2022-01-10
3.375000
12784000.00
12766821.50
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.25%081519
9ET6B8VCXWW51H8Z3M54
2019-08-15
2.250000
5224000.00
5202633.84
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4%030324
784F5XWPLTWKTBV3E584
2024-03-03
4.000000
12757000.00
12952167.93
Corporate Debt Securities
MEAD JOHNSON NUTRITION CO SR GLBL NT4.6%44
E4BJRFT3MF4GJDY1SC50
2044-06-01
4.600000
17298000.00
17957534.29
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.75%25
784F5XWPLTWKTBV3E584
2025-05-22
3.750000
21779000.00
21767438.97
Corporate Debt Securities
BANK AMER CORP FR 2.503%102122
9DJT3UXIJIZJI4WXO774
2022-10-21
2.503000
375000.00
363770.77
Corporate Debt Securities
BANK AMER CORP SR FIX/FLT 23
9DJT3UXIJIZJI4WXO774
2023-07-21
2.816000
600000.00
586391.47
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 4.875%120945
UE2136O97NLB5BYP9H04
2045-12-09
4.875000
426000.00
463145.43
Corporate Debt Securities
CITIGROUP INC SR NT FXD/FLT 28
6SHGI4ZSSLCXXQSBB395
2028-01-10
3.887000
474000.00
472909.71
Corporate Debt Securities
MORGAN STANLEY FR 3.7%102324
IGJSJL3JD5P30I6NJZ34
2024-10-23
3.700000
879000.00
885006.50
Corporate Debt Securities
MORGAN STANLEY SR NT 5.5%21
IGJSJL3JD5P30I6NJZ34
2021-07-28
5.500000
1518000.00
1633018.02
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE SR NT-E 3.9%21
E0KSF7PFQ210NWI8Z391
2021-07-12
3.900000
1613000.00
1671215.86
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829
549300XFX12G42QIKN82
2029-03-08
4.302000
177783.00
176888.66
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.9%111745
PBLD0EJDB5FWOLXP3B76
2045-11-17
4.900000
2634000.00
2783391.70
Corporate Debt Securities
VERUS SEC TR 2018-1 B-1 20580125 FLT
2058-01-25
3.801000
10000000.00
10003753.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
4.071500
2000000.00
2000680.58
Private Label Collateralized Mortgage Obligations
COLT LLC 2018-1 M-1 20480225 FLT
2048-02-25
3.661000
2637110.00
2638132.61
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-8CB M-1 20340625 FLT
2034-06-25
2.371500
15457523.00
10491562.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
6.921500
1384681.00
1474094.08
Private Label Collateralized Mortgage Obligations
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0184
260000000.00
260000000.00
0.0075
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.810000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GHHE1_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
2.502070
2933.00
131.17
Agency Collateralized Mortgage Obligation
FNRM CL063BD R14F063
2033-06-25
2.500000
2418624.00
1053509.77
Agency Collateralized Mortgage Obligation
FNRM CL027AP R15F027
2043-06-25
3.000000
15842700.00
11274226.02
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-08-15
3.000000
38182164.00
17381891.08
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-02-15
1.500000
2837931.00
1364619.31
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-15
7.000000
61.00
29.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
1.00
0.07
Agency Collateralized Mortgage Obligation
FNAR XX.XXX JUBM1943
2048-05-01
6.063000
3769522.00
3779912.10
Agency Mortgage-Backed Securities
FNMS 03.000 CRMA2932
2047-01-01
3.000000
1001.00
949.37
Agency Mortgage-Backed Securities
GNAR AT 082239 M
2038-12-20
3.125000
1023.00
44.83
Agency Mortgage-Backed Securities
GNAR AS 082149 M
2038-08-20
2.750000
1095.00
8.10
Agency Mortgage-Backed Securities
FNMS 04.500 CL730474
2033-08-01
4.500000
3196470.00
208731.38
Agency Mortgage-Backed Securities
GNAR FT 082717 M
2041-01-20
2.375000
494416.00
63583.24
Agency Mortgage-Backed Securities
GNAR AT MA1242 M
2043-08-20
2.750000
515000.00
139554.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0167
2046-01-01
3.500000
610000.00
514096.63
Agency Mortgage-Backed Securities
FNMS 06.500 CL675601
2032-01-01
6.500000
2460.00
25.40
Agency Mortgage-Backed Securities
GNAR AF MA4793 M
2047-10-20
4.000000
97000.00
98649.12
Agency Mortgage-Backed Securities
GNAR AF MA4465 M
2047-05-20
3.000000
140011.00
122409.61
Agency Mortgage-Backed Securities
GNAR AT MA3689 M
2046-05-20
2.500000
199999.00
85778.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ6391
2048-03-01
4.500000
238225.00
254094.13
Agency Mortgage-Backed Securities
GNAR AT 082857 M
2041-06-20
2.625000
295928.00
58026.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2905
2045-11-01
4.000000
320101.00
233070.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV9084
2044-03-01
5.000000
322431.00
84487.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD3787
2040-05-01
3.474000
1232.00
94.86
Agency Mortgage-Backed Securities
GNAR FT MA0495 M
2042-10-20
3.125000
1343347.00
135304.94
Agency Mortgage-Backed Securities
FNMS 06.500 CL792635
2034-08-01
6.500000
1348331.00
72474.37
Agency Mortgage-Backed Securities
GNAR FB 082867 M
2041-06-20
3.250000
1785.00
101.06
Agency Mortgage-Backed Securities
GNAR AS 082202 M
2038-10-20
3.625000
2253.00
49.37
Agency Mortgage-Backed Securities
FNMS 06.500 CL995378
2039-01-01
6.500000
1053.00
42.41
Agency Mortgage-Backed Securities
FNMS 05.500 CI995422
2023-11-01
5.500000
1119.00
52.01
Agency Mortgage-Backed Securities
GNAR AF 082682 M
2040-12-20
3.125000
721820.00
135980.32
Agency Mortgage-Backed Securities
FNMS 05.000 CL735484
2035-05-01
5.000000
1208000.00
56930.26
Agency Mortgage-Backed Securities
GNAR FT 082398 M
2039-09-20
2.750000
493444.00
24576.63
Agency Mortgage-Backed Securities
GNAR AF MA0101 M
2042-05-20
2.625000
940527.00
128489.47
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
35604519.00
35604519.00
0.0010
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.750000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0GHHQ4_1.75_0402
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2046-05-15
2.500000
94374200.00
85976231.00
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0175
84273951.00
84273951.00
0.0024
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.810000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0GHHR2_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
5.25 TVBD 39 C
549300HE1ISW43LNKM54
2039-09-15
5.250000
785000.00
1026043.41
Agency Debentures and Agency Strips
2.875 TVBD 27 A
549300HE1ISW43LNKM54
2027-02-01
2.875000
800000.00
795313.56
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2026-09-24
1.875000
197000.00
181228.26
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2022-04-05
1.875000
1000000.00
981882.50
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-04-15
1.125000
7000.00
6959.23
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-10-02
1.250000
10000.00
9913.16
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2020-06-22
1.500000
11000.00
10826.55
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2020-07-30
1.500000
27000.00
26520.16
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-09-09
1.500000
81000.00
80139.24
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2020-01-17
1.500000
118000.00
116594.62
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2022-05-10
5.250000
4277000.00
4795803.66
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2019-09-12
1.750000
121000.00
120239.68
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2020-01-21
1.625000
390000.00
386458.58
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2038-08-06
6.210000
23000.00
33480.24
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-07-15
6.250000
26000.00
35604.67
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2023-12-08
1.628900
3424000.00
3448487.07
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2024-09-06
2.625000
4000.00
3964.99
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2021-08-17
1.250000
5000.00
4797.39
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2020-04-20
1.375000
6000.00
5917.28
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-10-13
2.180000
100000.00
93100.22
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2022-12-05
2.190000
100000.00
48825.75
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-07-13
2.400000
9710000.00
9233109.53
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2021-10-07
1.375000
1020000.00
986176.23
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2020-05-01
1.375000
3450000.00
3400019.08
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2020-12-28
1.875000
3810000.00
3769117.11
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2019-02-19
1.875000
5000000.00
4999466.67
Agency Debentures and Agency Strips
2.250 TVBD 20 A
549300HE1ISW43LNKM54
2020-03-15
2.250000
16458000.00
16403910.78
Agency Debentures and Agency Strips
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
50000000.00
50000000.00
0.0014
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.810000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GHHZ4_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2009-008 FC
549300M8ZYFG0OCMTT87
2039-02-16
2.686380
4410923.00
613338.22
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
827903.00
396351.80
Agency Collateralized Mortgage Obligation
GNRA 2017-26 W
549300M8ZYFG0OCMTT87
2046-08-20
6.973110
833495.00
674983.36
Agency Collateralized Mortgage Obligation
GNRM 2018-05 GA
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
1106897.00
1086281.84
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
292933.00
297162.72
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
1.924000
1432447.00
964062.14
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
2743477.00
1403977.40
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
4723284.00
2223381.86
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBAE5414
2040-10-01
3.450000
60869.00
5348.03
Agency Mortgage-Backed Securities
GNCL CL BC7435
2057-08-15
3.900000
197162.00
211126.66
Agency Mortgage-Backed Securities
GNCL CL AQ9263
2058-07-15
3.230000
338497.00
336264.69
Agency Mortgage-Backed Securities
GNCL CL AP0238
2057-06-15
3.930000
528467.00
551136.47
Agency Mortgage-Backed Securities
GNII SF MA4587 M
2047-06-20
4.000000
5218109.00
4830907.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
2036-08-01
3.397000
6278181.00
1380115.92
Agency Mortgage-Backed Securities
GNII SF MA3597 M
2046-04-20
3.500000
7695193.00
5545544.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD7834
2040-06-01
3.557000
2688605.00
541555.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
2047-11-01
3.500000
58694625.00
57680607.55
Agency Mortgage-Backed Securities
GNII SF MA1921 M
2044-04-20
4.500000
121260986.00
39805495.58
Agency Mortgage-Backed Securities
GNII SF MA2602 M
2045-02-20
4.000000
298348285.00
126107664.24
Agency Mortgage-Backed Securities
GNMI MH 455995 X
2029-04-15
5.250000
3461679.00
1134092.50
Agency Mortgage-Backed Securities
FNMS 03.000 CIAE8434
2025-11-01
3.000000
1001.00
156.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD4958
2040-06-01
3.569000
3006.00
761.92
Agency Mortgage-Backed Securities
GNII SF MA2304 M
2044-10-20
4.000000
186480142.00
66005832.52
Agency Mortgage-Backed Securities
GNII SF MA3244 M
2045-11-20
3.500000
2435046.00
1550550.32
Agency Mortgage-Backed Securities
GNPL PN BA5571
2052-12-15
2.980000
750000.00
748757.08
Agency Mortgage-Backed Securities
GNCL CL AR8015
2058-08-15
3.380000
772207.00
786615.52
Agency Mortgage-Backed Securities
GNCL CL AZ1226
2059-04-15
3.580000
775453.00
792659.10
Agency Mortgage-Backed Securities
GNCL CL BC7439
2059-11-15
3.330000
83624.00
83414.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
2047-12-01
3.500000
2799188.00
2785098.70
Agency Mortgage-Backed Securities
GNCL CL AY2840
2059-02-15
3.650000
2960412.00
3071906.71
Agency Mortgage-Backed Securities
GNII SF AY2379 C
2047-07-20
3.750000
3346636.00
3367455.67
Agency Mortgage-Backed Securities
GNCL CL BD1268
2059-06-15
3.600000
2780066.00
2855072.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3121
2047-09-01
4.000000
1482797.00
1449625.46
Agency Mortgage-Backed Securities
GNCL CL AZ6150
2059-02-15
3.700000
1849722.00
1922097.51
Agency Mortgage-Backed Securities
GNCL CL BB4606
2060-02-15
3.350000
2724262.00
2717929.60
Agency Mortgage-Backed Securities
GNII SF BB4816 C
2047-08-20
4.000000
1382322.00
1412779.88
Agency Mortgage-Backed Securities
GNHF RF AR7518 H
2066-02-20
4.560000
1395930.00
1285172.11
Agency Mortgage-Backed Securities
GNCL CL AW2872
2058-11-15
3.730000
1407759.00
1461158.27
Agency Mortgage-Backed Securities
GNCL CL AR0046
2058-09-15
3.550000
1415205.00
1458384.48
Agency Mortgage-Backed Securities
GNCL CL AY0295
2059-04-15
3.430000
1419382.00
1427895.14
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA2998
2032-04-01
3.500000
1000.00
967.80
Agency Mortgage-Backed Securities
GNII SF BE2210 C
2047-12-20
3.500000
2000.00
2017.60
Agency Mortgage-Backed Securities
GNII SF BC6876 C
2047-08-20
4.000000
72721.00
71941.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3276
2048-01-01
3.500000
50645265.00
50544341.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3306
2048-03-01
4.000000
4630000.00
4753364.86
Agency Mortgage-Backed Securities
GNCL CL AU4018
2058-04-15
3.290000
528140.00
534820.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2995
2047-05-01
4.000000
28154374.00
25731965.13
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.875000
69708500.00
68128736.80
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
477000000.00
477000000.00
0.0138
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.790000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0GHJC3_1.79_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G07925 G
2045-02-01
4.000000
1958911.00
1361733.10
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0179
1321808.00
1321808.00
0.0000
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.810000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GHJE9_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBJ8539
2048-02-01
4.000000
4569595.00
4699833.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8548
2048-02-01
4.000000
4731075.00
4865708.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3286
2047-11-01
4.500000
191812052.00
197232750.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4634
2048-03-01
4.000000
198843553.00
204478722.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1378
2048-03-01
4.000000
231831292.00
238489639.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8546
2048-02-01
4.000000
5244740.00
5394211.61
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
629835705.00
629835705.00
0.0182
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.780000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GHJJ8_1.78_0402
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2018-10-31
1.750000
100.00
100.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-31
0.875000
48783600.00
47989488.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
2.000000
68355700.00
68026168.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
6.750000
13632100.00
17841276.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-31
1.125000
25000000.00
24558079.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
6.125000
25000000.00
32637141.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
8.125000
3736600.00
4457258.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-06-15
1.125000
2899000.00
2904288.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-11-15
9.000000
800000.00
862211.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-06-30
2.125000
1241300.00
1226908.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-15
6.250000
100.00
118.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-04-05
0.00
51900.00
51881.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
1.625000
71436600.00
68594033.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-30
1.625000
87937000.00
87666090.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-05-31
1.375000
103004800.00
100084118.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-11-15
3.000000
64700.00
65335.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-04-12
0.00
662700.00
662252.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-07-31
1.246900
750000.00
752604.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.125000
121100000.00
117712178.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-30
1.375000
137493000.00
135591407.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
1.625000
100.00
98.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-03-31
1.875000
100.00
98.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
90.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-31
2.000000
48340000.00
47689434.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-15
6.625000
33999500.00
44694432.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-12-15
1.250000
35360000.00
35281869.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-31
2.250000
45060900.00
44226048.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.375000
14509200.00
14276257.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-05-17
0.00
19796300.00
19751481.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-08-15
3.625000
20200000.00
22534631.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-07-31
1.125000
22547900.00
21619860.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-07-12
0.00
23871200.00
23748907.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-15
0.875000
25250000.00
24964875.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-30
1.125000
3249500.00
3123727.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
1.750000
3427000.00
3382942.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-29
2.250000
9264800.00
9276502.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
4.750000
9523700.00
12410972.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-31
2.000000
12985700.00
12565384.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
1.500000
2892200.00
2623486.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
2.250000
807100.00
812044.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-06-30
0.625000
1158900.00
1157114.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
1.500000
1292000.00
1235368.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-03-31
1.625000
2873000.00
2880825.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
2.375000
50000.00
50265.17
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0178
1039000000.00
1039000000.00
0.0300
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.790000%
549300QJJX6CVVUXLE15
0000050916
ARP0GHJO7_1.79_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3736 M
2046-06-20
3.500000
317729070.00
246798251.21
Agency Mortgage-Backed Securities
GNII SF MA4452 M
2047-04-20
4.000000
755993.00
633156.19
Agency Mortgage-Backed Securities
GNII SF MA4451 M
2047-05-20
3.500000
3893497.00
3580431.22
Agency Mortgage-Backed Securities
GNII SF MA4837 M
2047-11-20
3.500000
20656329.00
20650177.68
Agency Mortgage-Backed Securities
GNII SF MA4511 M
2047-06-20
4.000000
37785923.00
32986595.26
Agency Mortgage-Backed Securities
GNII SF MA4510 M
2047-03-20
3.500000
58897170.00
55546424.91
Agency Mortgage-Backed Securities
04.500 FGPC Q51590 G
2047-10-01
4.500000
1727491.00
1801682.40
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3129
2037-09-01
4.000000
9464739.00
9280351.50
Agency Mortgage-Backed Securities
GNII SF MA4068 M
2046-10-20
3.000000
105130772.00
92315115.13
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0179
450000000.00
450000000.00
0.0130
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.700000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0PCM62
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0170
168000001.68
168000001.68
0.0048
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.710000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0PCM70
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0171
199000001.99
199000001.99
0.0057
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.690000%
0001498632
ATD0PCM96
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0169
342000003.42
342000003.42
0.0099
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.700000%
0000926171
ATD0PCME5
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0170
286000002.86
286000002.86
0.0083
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.720000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0PD8R0
Non-Negotiable Time Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0172
200000002.00
200000002.00
0.0058
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.730000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0PDWN2
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0173
55000000.00
55000000.00
0.0016
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.670000%
6SCPQ280AIY8EP3XFW53
0001002614
ATD0PDWP7
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0167
150000000.00
150000000.00
0.0043
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.670000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0PDX27
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0167
143000000.00
143000000.00
0.0041
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.700000%
0000926171
ATD0PDX92
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0170
12000000.00
12000000.00
0.0003
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.710000%
0001245022
ATD0PDXB7
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0171
92000000.00
92000000.00
0.0027
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.680000%
F3JS33DEI6XQ4ZBPTN86
0000917311
ATD0PDXP6
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0168
372000000.00
372000000.00
0.0107
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.710000%
0001245022
ATD0PEL36
Non-Negotiable Time Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0171
213995120.80
213995120.80
0.0062
N
N
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.650000%
H7FNTJ4851HG0EXQ1Z70
0001167831
ATD0PEL85
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0165
999990.90
999990.90
0.0000
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.640000%
0000833029
ATD0PELD4
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0164
865991859.60
865991859.60
0.0250
N
Y
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.600000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0PELE2
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0160
231997564.00
231997564.00
0.0067
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.650000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0PELN2
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0165
39999636.00
39999636.00
0.0012
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 1.640000%
2IGI19DL77OX0HC3ZE78
0000800030
ATD0PELU6
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0164
4999953.00
4999953.00
0.0001
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.650000%
0001498632
ATD0PELW2
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0165
349996815.00
349996815.00
0.0101
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.730000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0PEM68
Non-Negotiable Time Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0173
724985065.00
724985065.00
0.0209
N
N
Y
N
The Charles Schwab Family of Funds
2018-04-06
Mark Fischer
Mark Fischer
Chief Financial Officer