0001145549-18-005534.txt : 20180910
0001145549-18-005534.hdr.sgml : 20180910
20180910160231
ACCESSION NUMBER: 0001145549-18-005534
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180831
FILED AS OF DATE: 20180910
DATE AS OF CHANGE: 20180910
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: 181062768
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
2018-08-31
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
35
60
8181191445.37
9584488375.34
8980908286.72
10074045943.50
12106513713.17
19756198823.65
21127434921.04
21019314340.17
21721239009.27
22848224291.89
0.1551
0.1751
0.1611
0.1773
0.2095
0.3746
0.3859
0.3771
0.3822
0.3954
0.55
57717207750.01
57714668969.81
68382023.10
223220631.56
57559830361.90
57557773767.5500
1.0000
0.0224
1.0001
1.0001
1.0001
1.0001
1.0001
C000012383
0.00
33317264902.00
33316052752.4000
1.0001
1.0001
1.0001
1.0001
1.0001
1237992048.10
531235638.35
1323517363.30
507033993.36
1318021258.90
528900764.17
1277988952.46
537583761.69
1242531771.12
560366754.93
5884591238.87
2432644461.39
0.0190
Y
Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 3,033,504
C000038267
1000000.00
24242565459.90
24241721015.1500
1.0001
1.0001
1.0001
1.0001
1.0001
1224670085.79
433611107.17
1560925980.84
398197815.20
964894324.03
779360849.80
803649683.63
463359766.71
752972777.18
592006210.45
4872825144.89
2460053945.55
0.0205
Y
Investment Advisor and its affiliates Contractual 2,249,265
ABAG Finance Auth
TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 2.150000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2031-11-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0215
17550000.00
17550000.00
0.0003
N
N
Y
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XJ58
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
Credit Suisse AG
1.0000
N
0.0198
9997251.40
9997251.40
0.0002
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 2.323400%
05253MJY1
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2018-09-10
2018-09-10
2018-09-10
N
N
N
0.0196
184018400.00
184018400.00
0.0032
N
N
Y
N
BASF SE
BASF SE 0.000000%
05526MJ48
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0192
2999359.68
2999359.68
0.0001
N
Y
Y
N
BASF SE
BASF SE 0.000000%
05526MJQ9
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2018-09-24
2018-09-24
2018-09-24
N
N
N
0.0197
149803399.50
149803399.50
0.0026
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CJ44
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0193
18995936.09
18995936.09
0.0003
N
Y
Y
N
BPCE SA
BPCE SA 0.000000%
05571CJ77
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0193
247907171.12
247907171.12
0.0043
N
N
Y
N
BPCE SA
BPCE SA 0.000000%
05571CJC6
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2018-09-12
2018-09-12
2018-09-12
N
N
N
0.0193
251838299.16
251838299.16
0.0044
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CM65
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2018-12-06
2018-12-06
2018-12-06
N
N
N
0.0230
145591711.72
145591711.72
0.0025
N
N
N
N
BMO HARRIS BANK NA
BMO HARRIS BANK NA 2.300000%
05574BJX9
3Y4U8VZURTYWI1W2K376
0000009622
Certificate of Deposit
Y
2018-11-05
2018-11-05
2018-11-05
N
N
N
0.0222
32004266.56
32004266.56
0.0006
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.447300%
06053PK30
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-09-12
2018-10-12
2018-10-12
N
N
N
0.0223
100027145.00
100027145.00
0.0017
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.326800%
06053PM46
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-09-14
2018-11-14
2018-11-14
N
N
N
0.0211
196105252.00
196105252.00
0.0034
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.470000%
06053PQ59
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0245
228018180.72
228018180.72
0.0040
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.470000%
06053PQ75
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-02-08
2019-02-08
2019-02-08
N
N
N
0.0245
200016400.00
200016400.00
0.0035
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.280000%
06370RAE9
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0194
300019509.00
300019509.00
0.0052
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.440000%
06370RDT3
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-01-17
2019-01-17
2019-01-17
N
N
N
0.0233
98037081.24
98037081.24
0.0017
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.234800%
06370REF2
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-09-25
2019-01-25
2019-01-25
N
N
N
0.0221
197052993.00
197052993.00
0.0034
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.120000%
06370RGP8
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-10-24
2018-10-24
2018-10-24
N
N
N
0.0214
1999940.54
1999940.54
0.0000
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.160000%
06370RGS2
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-10-29
2018-10-29
2018-10-29
N
N
N
0.0216
119999702.40
119999702.40
0.0021
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.300000%
06370RHB8
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-12-03
2018-12-03
2018-12-03
N
N
N
0.0229
200005558.00
200005558.00
0.0035
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.400000%
06371E3W5
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-09-17
2018-10-17
2018-10-17
N
N
N
0.0204
104052936.00
104052936.00
0.0018
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 2.420300%
06417GV39
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-09-21
2019-03-21
2019-03-21
N
N
N
0.0234
364326643.27
364326643.27
0.0063
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.415800%
06417GW87
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-10-03
2019-04-03
2019-04-03
N
N
N
0.0235
194560433.10
194560433.10
0.0034
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.417300%
06417GW95
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-10-05
2019-04-05
2019-04-05
N
N
N
0.0235
81025398.36
81025398.36
0.0014
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.310000%
06742THF6
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0217
145034338.90
145034338.90
0.0025
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.300000%
06742THP4
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0217
176039212.80
176039212.80
0.0031
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.300000%
06742THS8
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0217
22505023.58
22505023.58
0.0004
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.300000%
06742THV1
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-11-08
2018-11-08
2018-11-08
N
N
N
0.0220
156027917.76
156027917.76
0.0027
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.300000%
06742THW9
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-11-09
2018-11-09
2018-11-09
N
N
N
0.0221
251043202.12
251043202.12
0.0044
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MJ49
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Societe Generale SA
1.0000
N
0.0195
232949515.89
232949515.89
0.0040
N
Y
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MJ56
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
Societe Generale SA
1.0000
N
0.0196
30991582.57
30991582.57
0.0005
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MJB3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-09-11
2018-09-11
2018-09-11
N
Y
Societe Generale SA
1.0000
N
0.0199
67958755.96
67958755.96
0.0012
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MKA3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-10-10
2018-10-10
2018-10-10
N
Y
Societe Generale SA
1.0000
N
0.0214
70332523.02
70332523.02
0.0012
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MKB1
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-10-11
2018-10-11
2018-10-11
N
Y
Societe Generale SA
1.0000
N
0.0214
35912219.04
35912219.04
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MKJ4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-10-18
2018-10-18
2018-10-18
N
Y
Societe Generale SA
1.0000
N
0.0216
24429407.42
24429407.42
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MLK0
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-11-19
2018-11-19
2018-11-19
N
Y
Societe Generale SA
1.0000
N
0.0226
3979928.88
3979928.88
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MLS3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
Y
Societe Generale SA
1.0000
N
0.0228
14917458.75
14917458.75
0.0003
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.080000%
0727MAUZ2
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2018-09-20
2018-09-20
2018-09-20
N
N
N
0.0209
24999864.00
24999864.00
0.0004
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.150000%
0727MAVS7
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0213
548212334.50
548212334.50
0.0095
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BJH6
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
Royal Bank of Canada
1.0000
N
0.0200
49952896.00
49952896.00
0.0009
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BPS5
Asset Backed Commercial Paper
Y
2019-02-26
2019-02-26
2019-02-26
N
Y
Royal Bank of Canada
1.0000
N
0.0243
62237862.54
62237862.54
0.0011
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.381500%
07644DFS2
Asset Backed Commercial Paper
Y
2018-09-04
2018-11-01
2018-11-01
N
Y
Royal Bank of Canada
1.0000
N
0.0208
41023083.00
41023083.00
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.337300%
07644DFW3
Asset Backed Commercial Paper
Y
2018-09-13
2018-11-13
2018-11-13
N
Y
Royal Bank of Canada
1.0000
N
0.0210
55030690.00
55030690.00
0.0010
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MJ47
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Societe Generale SA
1.0000
N
0.0198
127971911.68
127971911.68
0.0022
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MJ70
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-09-07
2018-09-07
2018-09-07
N
Y
Societe Generale SA
1.0000
N
0.0200
10995732.88
10995732.88
0.0002
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MJA3
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-09-10
2018-09-10
2018-09-10
N
Y
Societe Generale SA
1.0000
N
0.0202
58966976.52
58966976.52
0.0010
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MK29
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-10-02
2018-10-02
2018-10-02
N
Y
Societe Generale SA
1.0000
N
0.0209
70868224.00
70868224.00
0.0012
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224ML51
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-11-05
2018-11-05
2018-11-05
N
Y
Societe Generale SA
1.0000
N
0.0220
16433540.81
16433540.81
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3J45
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Citibank NA
1.0000
N
0.0191
18496078.00
18496078.00
0.0003
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3JK9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-09-19
2018-09-19
2018-09-19
N
Y
Citibank NA
1.0000
N
0.0205
43952510.36
43952510.36
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3KJ0
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-10-18
2018-10-18
2018-10-18
N
Y
Citibank NA
1.0000
N
0.0207
997236.00
997236.00
0.0000
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3KN1
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-10-22
2018-10-22
2018-10-22
N
Y
Citibank NA
1.0000
N
0.0208
49849489.00
49849489.00
0.0009
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3KR2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-10-25
2018-10-25
2018-10-25
N
Y
Citibank NA
1.0000
N
0.0209
44856175.05
44856175.05
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3L26
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
Y
Citibank NA
1.0000
N
0.0212
48818467.25
48818467.25
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3L59
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-11-05
2018-11-05
2018-11-05
N
Y
Citibank NA
1.0000
N
0.0213
74707262.25
74707262.25
0.0013
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3L83
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-11-08
2018-11-08
2018-11-08
N
Y
Citibank NA
1.0000
N
0.0214
48798924.58
48798924.58
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3LE0
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-11-14
2018-11-14
2018-11-14
N
Y
Citibank NA
1.0000
N
0.0217
24887239.50
24887239.50
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3LK6
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-11-19
2018-11-19
2018-11-19
N
Y
Citibank NA
1.0000
N
0.0219
24878611.00
24878611.00
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3M33
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-12-03
2018-12-03
2018-12-03
N
Y
Citibank NA
1.0000
N
0.0225
49706903.00
49706903.00
0.0009
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3M41
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-12-04
2018-12-04
2018-12-04
N
Y
Citibank NA
1.0000
N
0.0225
10398887.81
10398887.81
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3M74
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-12-07
2018-12-07
2018-12-07
N
Y
Citibank NA
1.0000
N
0.0227
58636216.03
58636216.03
0.0010
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3N24
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
Y
Citibank NA
1.0000
N
0.0238
25786589.14
25786589.14
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3NB4
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-01-11
2019-01-11
2019-01-11
N
Y
Citibank NA
1.0000
N
0.0240
19822592.80
19822592.80
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3PK2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
Y
Citibank NA
1.0000
N
0.0246
49413050.00
49413050.00
0.0009
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UJ69
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
Y
Citibank NA
1.0000
N
0.0195
39986980.00
39986980.00
0.0007
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UJR3
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-09-25
2018-09-25
2018-09-25
N
Y
Citibank NA
1.0000
N
0.0201
94717670.97
94717670.97
0.0016
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UKG5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-10-16
2018-10-16
2018-10-16
N
Y
Citibank NA
1.0000
N
0.0209
28922590.88
28922590.88
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UKK6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-10-19
2018-10-19
2018-10-19
N
Y
Citibank NA
1.0000
N
0.0210
9971403.10
9971403.10
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619ULE9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-11-14
2018-11-14
2018-11-14
N
Y
Citibank NA
1.0000
N
0.0221
22894343.75
22894343.75
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619ULW9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-11-30
2018-11-30
2018-11-30
N
Y
Citibank NA
1.0000
N
0.0227
19984868.41
19984868.41
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UM32
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-12-03
2018-12-03
2018-12-03
N
Y
Citibank NA
1.0000
N
0.0227
67845289.10
67845289.10
0.0012
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UM40
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-12-04
2018-12-04
2018-12-04
N
Y
Citibank NA
1.0000
N
0.0227
49700222.00
49700222.00
0.0009
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UN23
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
Y
Citibank NA
1.0000
N
0.0232
34720431.55
34720431.55
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UPM7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-21
2019-02-21
2019-02-21
N
Y
Citibank NA
1.0000
N
0.0244
49409850.00
49409850.00
0.0009
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.543100%
13606BFY7
2IGI19DL77OX0HC3ZE78
US13606BFY74
0000800030
Certificate of Deposit
Y
2018-11-01
2019-05-01
2019-05-01
N
N
N
0.0241
28021135.80
28021135.80
0.0005
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.507400%
13606BUK0
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-09-20
2018-09-20
2018-09-20
N
N
N
0.0198
72020880.00
72020880.00
0.0013
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.423500%
13606BVM5
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-09-17
2018-10-16
2018-10-16
N
N
N
0.0204
201106329.00
201106329.00
0.0035
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.336800%
13606BWX0
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-09-14
2018-11-14
2018-11-14
N
N
N
0.0211
180100440.00
180100440.00
0.0031
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KJE8
Asset Backed Commercial Paper
Y
2018-09-14
2018-09-14
2018-09-14
N
Y
Lloyds Bank Plc
1.0000
N
0.0205
174361155.59
174361155.59
0.0030
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KJJ7
Asset Backed Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
Y
Lloyds Bank Plc
1.0000
N
0.0204
99897850.00
99897850.00
0.0017
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KK22
Asset Backed Commercial Paper
Y
2018-10-02
2018-10-02
2018-10-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0206
51904689.72
51904689.72
0.0009
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KL21
Asset Backed Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0221
20918782.50
20918782.50
0.0004
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KL62
Asset Backed Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
Y
Lloyds Bank Plc
1.0000
N
0.0222
24398911.04
24398911.04
0.0004
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KLE5
Asset Backed Commercial Paper
Y
2018-11-14
2018-11-14
2018-11-14
N
Y
Lloyds Bank Plc
1.0000
N
0.0223
74651562.75
74651562.75
0.0013
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KLK1
Asset Backed Commercial Paper
Y
2018-11-19
2018-11-19
2018-11-19
N
Y
Lloyds Bank Plc
1.0000
N
0.0224
106467853.69
106467853.69
0.0018
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KLS4
Asset Backed Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
Y
Lloyds Bank Plc
1.0000
N
0.0225
10940187.50
10940187.50
0.0002
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 2.040000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0204
36000000.00
36000000.00
0.0006
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UKH8
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2018-10-17
2018-10-17
2018-10-17
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0211
148589157.83
148589157.83
0.0026
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UKR6
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2018-10-25
2018-10-25
2018-10-25
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0214
28905274.69
28905274.69
0.0005
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UL12
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2018-11-01
2018-11-01
2018-11-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0216
174348699.00
174348699.00
0.0030
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963ULS3
549300EEWRNP448AMT79
US15963ULS32
Asset Backed Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0224
44756834.85
44756834.85
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WJD0
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-09-13
2018-09-13
2018-09-13
N
Y
Citibank NA
1.0000
N
0.0197
49964412.50
49964412.50
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WJS7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-09-26
2018-09-26
2018-09-26
N
Y
Citibank NA
1.0000
N
0.0204
107840646.00
107840646.00
0.0019
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WK97
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
Y
Citibank NA
1.0000
N
0.0208
49887387.50
49887387.50
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WKG1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-10-16
2018-10-16
2018-10-16
N
Y
Citibank NA
1.0000
N
0.0210
93748006.68
93748006.68
0.0016
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WKK2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-10-19
2018-10-19
2018-10-19
N
Y
Citibank NA
1.0000
N
0.0211
997133.50
997133.50
0.0000
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WKP1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-10-23
2018-10-23
2018-10-23
N
Y
Citibank NA
1.0000
N
0.0212
46056076.84
46056076.84
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WL88
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-11-08
2018-11-08
2018-11-08
N
Y
Citibank NA
1.0000
N
0.0216
19917123.40
19917123.40
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WL96
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-11-09
2018-11-09
2018-11-09
N
Y
Citibank NA
1.0000
N
0.0217
49789514.00
49789514.00
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WLM7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-11-21
2018-11-21
2018-11-21
N
Y
Citibank NA
1.0000
N
0.0220
72634022.53
72634022.53
0.0013
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WLV7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-11-29
2018-11-29
2018-11-29
N
Y
Citibank NA
1.0000
N
0.0223
55191281.25
55191281.25
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WNN3
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-01-22
2019-01-22
2019-01-22
N
Y
Citibank NA
1.0000
N
0.0237
11391072.00
11391072.00
0.0002
N
N
N
N
CITIBANK NA
CITIBANK NA 2.397300%
17305TYD8
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2018-09-12
2018-09-12
2018-09-12
N
N
N
0.0197
23003289.00
23003289.00
0.0004
N
N
N
N
CITIBANK NA
CITIBANK NA 2.330000%
17305TYZ9
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2018-10-29
2018-10-29
2018-10-29
N
N
N
0.0211
100034019.00
100034019.00
0.0017
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.260000%
17305TZD7
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-10-24
2018-10-24
2018-10-24
N
N
N
0.0210
114026932.50
114026932.50
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DL58
Asset Backed Commercial Paper
Y
2018-11-05
2018-11-05
2018-11-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0218
58764520.97
58764520.97
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DN31
Asset Backed Commercial Paper
Y
2019-01-03
2019-01-03
2019-01-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0234
87285610.72
87285610.72
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DNV9
Asset Backed Commercial Paper
Y
2019-01-29
2019-01-29
2019-01-29
N
Y
JP Morgan Securities LLC
1.0000
N
0.0239
36628464.50
36628464.50
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GKP8
Asset Backed Commercial Paper
Y
2018-10-23
2018-10-23
2018-10-23
N
Y
JP Morgan Securities LLC
1.0000
N
0.0213
149529183.00
149529183.00
0.0026
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GLD4
Asset Backed Commercial Paper
Y
2018-11-13
2018-11-13
2018-11-13
N
Y
JP Morgan Securities LLC
1.0000
N
0.0221
29863963.20
29863963.20
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GNP5
Asset Backed Commercial Paper
Y
2019-01-23
2019-01-23
2019-01-23
N
Y
JP Morgan Securities LLC
1.0000
N
0.0238
148561479.00
148561479.00
0.0026
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GNQ3
Asset Backed Commercial Paper
Y
2019-01-24
2019-01-24
2019-01-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0238
118840273.20
118840273.20
0.0021
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.397400%
19423CGZ9
Asset Backed Commercial Paper
Y
2018-10-03
2019-01-03
2019-01-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0238
150001819.50
150001819.50
0.0026
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.227400%
19423CHR6
Asset Backed Commercial Paper
Y
2018-09-20
2019-02-20
2019-02-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0226
164997855.00
164997855.00
0.0029
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.376300%
19423EFB9
Asset Backed Commercial Paper
Y
2018-09-12
2018-12-12
2018-12-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0237
100001208.00
100001208.00
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.227400%
19423EFT0
Asset Backed Commercial Paper
Y
2018-09-20
2019-02-20
2019-02-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0225
114506755.50
114506755.50
0.0020
N
N
N
N
COMMERCE CHARTER TOWNSHIP
TAXABLE LT GO REFUNDING BONDS SERIES 2008 2.080000%
200578NX6
US200578NX61
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2034-10-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0208
19940000.00
19940000.00
0.0003
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.230000%
20271ENW5
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2018-09-25
2018-09-25
2018-09-25
N
N
N
0.0202
197027132.81
197027132.81
0.0034
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.230000%
20271ENZ8
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0215
133017344.53
133017344.53
0.0023
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.000000%
20272EJL3
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2018-09-20
2018-09-20
2018-09-20
N
N
N
0.0200
21975580.00
21975580.00
0.0004
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 1.950000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0195
25000000.00
25000000.00
0.0004
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.300200%
21684B4X9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0195
178006942.00
178006942.00
0.0031
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.196800%
21684B6P4
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2018-09-14
2019-02-14
2019-02-14
N
N
N
0.0221
227027921.00
227027921.00
0.0039
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.232700%
21684B6Q2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2018-09-17
2019-05-15
2019-05-15
N
N
N
0.0226
144024048.00
144024048.00
0.0025
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.430000%
21685V5P0
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0237
79018536.56
79018536.56
0.0014
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.290000%
21685V5U9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2018-12-17
2018-12-17
2018-12-17
N
N
N
0.0230
94997882.45
94997882.45
0.0017
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.370000%
22845ADS6
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-11-09
2018-11-09
2018-11-09
N
Y
Credit Suisse AG
1.0000
N
0.0219
52017470.96
52017470.96
0.0009
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1JA2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-09-10
2018-09-10
2018-09-10
N
Y
Credit Suisse AG
1.0000
N
0.0203
174901125.00
174901125.00
0.0030
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1JC8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-09-12
2018-09-12
2018-09-12
N
Y
Credit Suisse AG
1.0000
N
0.0204
30978920.00
30978920.00
0.0005
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1JJ3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
Y
Credit Suisse AG
1.0000
N
0.0205
68429684.75
68429684.75
0.0012
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1K44
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-10-04
2018-10-04
2018-10-04
N
Y
Credit Suisse AG
1.0000
N
0.0210
53893103.76
53893103.76
0.0009
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1KJ1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-10-18
2018-10-18
2018-10-18
N
Y
Credit Suisse AG
1.0000
N
0.0214
97721026.34
97721026.34
0.0017
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1KN2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-10-22
2018-10-22
2018-10-22
N
Y
Credit Suisse AG
1.0000
N
0.0215
33894509.22
33894509.22
0.0006
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1KP7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-10-23
2018-10-23
2018-10-23
N
Y
Credit Suisse AG
1.0000
N
0.0215
110648327.58
110648327.58
0.0019
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.260000%
23328AC69
0001074042
Certificate of Deposit
Y
2018-09-21
2018-09-21
2018-09-21
N
N
N
0.0199
165025395.15
165025395.15
0.0029
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.260000%
23328AC85
0001074042
Certificate of Deposit
Y
2018-09-26
2018-09-26
2018-09-26
N
N
N
0.0201
170029136.30
170029136.30
0.0030
N
N
N
N
EMF, LLC
VARIABLE RATE DEMAND BONDS SERIES 2012 2.070000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2042-06-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0207
3540000.00
3540000.00
0.0001
N
N
Y
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601WLD9
549300GKD6SUOVFV4H89
US30601WLD91
Asset Backed Commercial Paper
Y
2018-11-13
2018-11-13
2018-11-13
N
Y
Bank of Montreal
1.0000
N
0.0222
34840571.15
34840571.15
0.0006
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601WLF4
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2018-11-15
2018-11-15
2018-11-15
N
Y
Bank of Montreal
1.0000
N
0.0222
46779329.83
46779329.83
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FEDERAL HOME LOAN BANKS 1.935000%
3130AE7L8
2549001DPIFGXC1TOL40
US3130AE7L81
U.S. Government Agency Debt
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0194
303600000.00
303600000.00
0.0053
N
Y
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GJ46
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0194
99978433.00
99978433.00
0.0017
N
Y
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GJJ3
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
N
N
0.0197
21978385.00
21978385.00
0.0004
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GJS3
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-09-26
2018-09-26
2018-09-26
N
N
N
0.0200
33950962.48
33950962.48
0.0006
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.070000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0207
1565000.00
1565000.00
0.0000
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MJ46
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0194
109976325.80
109976325.80
0.0019
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MJ53
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0194
217941290.42
217941290.42
0.0038
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MJ61
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0194
180941477.27
180941477.27
0.0031
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MJ79
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0194
166936939.13
166936939.13
0.0029
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MJJ4
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
Y
MUFG BANK LTD
1.0000
N
0.0202
49949550.00
49949550.00
0.0009
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MK52
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-10-05
2018-10-05
2018-10-05
N
Y
MUFG BANK LTD
1.0000
N
0.0207
130736999.16
130736999.16
0.0023
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 2.359300%
40428A6H5
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0195
90007020.00
90007020.00
0.0016
N
N
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 2.511500%
40428A6P7
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-09-04
2018-10-01
2018-10-01
N
N
N
0.0201
75031875.00
75031875.00
0.0013
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 2.360200%
40428A6V4
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-09-05
2018-11-05
2018-11-05
N
N
N
0.0208
95053105.00
95053105.00
0.0017
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 2.416800%
40433FLH0
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
Y
2018-09-14
2018-09-14
2018-09-14
N
N
N
0.0197
149025628.00
149025628.00
0.0026
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 2.484700%
40433FLP2
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
Y
2018-09-28
2018-09-28
2018-09-28
N
N
N
0.0200
395151285.00
395151285.00
0.0069
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RLM2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-11-21
2018-11-21
2018-11-21
N
N
N
0.0222
47756952.00
47756952.00
0.0008
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RNJ7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-01-18
2019-01-18
2019-01-18
N
N
N
0.0241
30709220.00
30709220.00
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RNQ1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-01-24
2019-01-24
2019-01-24
N
N
N
0.0243
49508061.00
49508061.00
0.0009
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RNR9
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-01-25
2019-01-25
2019-01-25
N
N
N
0.0243
48217172.13
48217172.13
0.0008
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RP48
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0245
24732991.00
24732991.00
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RPF3
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0247
44481090.15
44481090.15
0.0008
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.465000%
40435RAF8
1IE8VN30JCEQV1H4R804
Certificate of Deposit
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0245
75003280.50
75003280.50
0.0013
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 2.020000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0202
14000000.00
14000000.00
0.0002
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.950000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0195
40420000.00
40420000.00
0.0007
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 2.347100%
44988KFD6
Financial Company Commercial Paper
Y
2018-09-11
2018-12-11
2018-12-11
N
Y
ING Bank NV
1.0000
N
0.0234
130001578.20
130001578.20
0.0023
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.365900%
44988KFH7
Financial Company Commercial Paper
Y
2018-09-19
2018-12-19
2018-12-19
N
Y
ING Bank NV
1.0000
N
0.0235
38001545.46
38001545.46
0.0007
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.457900%
44988KFN4
Financial Company Commercial Paper
Y
2018-11-05
2019-02-04
2019-02-04
N
Y
ING Bank NV
1.0000
N
0.0237
192017702.40
192017702.40
0.0033
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.219400%
44988KGB9
Financial Company Commercial Paper
Y
2018-09-21
2019-02-21
2019-02-21
N
Y
ING Bank NV
1.0000
N
0.0223
226028476.00
226028476.00
0.0039
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.403300%
46640CFK3
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-11-08
2018-11-08
2018-11-08
N
N
N
0.0238
340500360.93
340500360.93
0.0059
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.206000%
46640EHJ0
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-09-25
2019-02-25
2019-02-25
N
N
N
0.0225
118996430.00
118996430.00
0.0021
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QJ44
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0196
100977993.11
100977993.11
0.0018
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QJM4
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-09-21
2018-09-21
2018-09-21
N
N
N
0.0200
6991853.75
6991853.75
0.0001
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QK91
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
N
N
0.0207
82814322.36
82814322.36
0.0014
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QLD1
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-11-13
2018-11-13
2018-11-13
N
N
N
0.0222
36831232.64
36831232.64
0.0006
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QP47
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0242
133082261.06
133082261.06
0.0023
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TC60
Asset Backed Commercial Paper
Y
2018-12-07
2018-12-07
2018-12-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0226
124751863.13
124751863.13
0.0022
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TC78
Asset Backed Commercial Paper
Y
2018-12-10
2018-12-10
2018-12-10
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0226
103372672.00
103372672.00
0.0018
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W5P9
Asset Backed Commercial Paper
Y
2018-12-04
2018-12-04
2018-12-04
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0225
96455587.50
96455587.50
0.0017
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W5R5
Asset Backed Commercial Paper
Y
2018-11-30
2018-11-30
2018-11-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0224
81551405.06
81551405.06
0.0014
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MJZ3
Asset Backed Commercial Paper
Y
2018-10-25
2018-10-25
2018-10-25
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0213
48043296.50
48043296.50
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MKA6
Asset Backed Commercial Paper
Y
2018-09-19
2018-09-19
2018-09-19
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0197
124904430.00
124904430.00
0.0022
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MKG3
Asset Backed Commercial Paper
Y
2018-11-16
2018-11-16
2018-11-16
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0220
206025065.19
206025065.19
0.0036
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MKH1
Asset Backed Commercial Paper
Y
2018-11-19
2018-11-19
2018-11-19
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0221
173144692.56
173144692.56
0.0030
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MKK4
Asset Backed Commercial Paper
Y
2018-11-29
2018-11-29
2018-11-29
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0225
174017812.50
174017812.50
0.0030
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.940000%
51489N5D0
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0193
146000167.90
146000167.90
0.0025
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1J53
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0202
118966630.02
118966630.02
0.0021
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1K51
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2018-10-05
2018-10-05
2018-10-05
N
N
N
0.0210
341302415.76
341302415.76
0.0059
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.080000%
51500LK67
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0205
114000331.74
114000331.74
0.0020
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MJ43
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Natixis SA
1.0000
N
0.0199
2229507.42
2229507.42
0.0000
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MJA9
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-09-10
2018-09-10
2018-09-10
N
Y
Natixis SA
1.0000
N
0.0202
35979779.88
35979779.88
0.0006
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MJH4
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
Natixis SA
1.0000
N
0.0206
67934011.44
67934011.44
0.0012
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MLD0
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-11-13
2018-11-13
2018-11-13
N
Y
Natixis SA
1.0000
N
0.0222
169225631.30
169225631.30
0.0029
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RJ41
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0194
72984296.97
72984296.97
0.0013
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RJE9
Asset Backed Commercial Paper
Y
2018-09-14
2018-09-14
2018-09-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0197
16087690.58
16087690.58
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RJR0
Asset Backed Commercial Paper
Y
2018-09-25
2018-09-25
2018-09-25
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0202
195725735.24
195725735.24
0.0034
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RK15
Asset Backed Commercial Paper
Y
2018-10-01
2018-10-01
2018-10-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0203
76865532.59
76865532.59
0.0013
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RLT3
Asset Backed Commercial Paper
Y
2018-11-27
2018-11-27
2018-11-27
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0226
138232781.16
138232781.16
0.0024
N
N
N
N
LONG ISLAND POWER AUTHORITY
LONG ISLAND POWER AUTHORITY 2.350000%
54270XAC1
1R46U5SYJ63KQXF39168
Non-Financial Company Commercial Paper
Y
2018-10-11
2018-10-11
2018-10-11
N
Y
Barclays Bank Plc
1.0000
N
0.0286
12992200.00
12992200.00
0.0002
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.300000%
55379WFZ4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-10-15
2018-10-15
2018-10-15
N
N
N
0.0208
70518636.68
70518636.68
0.0012
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.300000%
55379WGN0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-10-22
2018-10-22
2018-10-22
N
N
N
0.0209
150043401.00
150043401.00
0.0026
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.270000%
55379WHB5
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-10-15
2018-10-15
2018-10-15
N
N
N
0.0208
63014418.81
63014418.81
0.0011
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.270000%
55379WHE9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-10-16
2018-10-16
2018-10-16
N
N
N
0.0208
42009739.38
42009739.38
0.0007
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.310000%
55379WHH2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-10-22
2018-10-22
2018-10-22
N
N
N
0.0209
33510231.91
33510231.91
0.0006
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.360000%
55379WHJ8
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-20
2018-11-20
2018-11-20
N
N
N
0.0221
131042124.36
131042124.36
0.0023
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.310000%
55379WHN9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0212
48015580.80
48015580.80
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.310000%
55379WHX7
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-05
2018-11-05
2018-11-05
N
N
N
0.0214
111034391.13
111034391.13
0.0019
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.290000%
55379WJH0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0215
106027908.74
106027908.74
0.0018
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.430000%
55379WJP2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-01-28
2019-01-28
2019-01-28
N
N
N
0.0240
60007263.00
60007263.00
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.450000%
55379WJV9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0241
179027873.88
179027873.88
0.0031
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.260000%
55379WKL9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0215
48010092.96
48010092.96
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.450000%
55379WKR6
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0242
151015901.81
151015901.81
0.0026
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.460000%
55379WLR5
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0247
91996594.16
91996594.16
0.0016
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LKG8
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-10-16
2018-10-16
2018-10-16
N
N
N
0.0212
98731314.00
98731314.00
0.0017
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LKJ2
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-10-18
2018-10-18
2018-10-18
N
N
N
0.0213
37891928.00
37891928.00
0.0007
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MJH6
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0202
32968552.98
32968552.98
0.0006
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MK43
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-10-04
2018-10-04
2018-10-04
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0206
63875726.08
63875726.08
0.0011
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MK92
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0207
79820686.40
79820686.40
0.0014
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157ULT5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-11-27
2018-11-27
2018-11-27
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0226
87512988.64
87512988.64
0.0015
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157ULV0
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-11-29
2018-11-29
2018-11-29
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0228
90681300.00
90681300.00
0.0016
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UM31
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-12-03
2018-12-03
2018-12-03
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0227
20875308.93
20875308.93
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.324800%
60683BGV9
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-09-27
2018-11-27
2018-11-27
N
N
N
0.0223
64520511.00
64520511.00
0.0011
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.320000%
60683BHH9
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-09-13
2018-09-13
2018-09-13
N
N
N
0.0199
37004255.74
37004255.74
0.0006
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.300000%
60683BJA2
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0203
20004879.40
20004879.40
0.0003
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.290000%
60683BJE4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0203
23005412.13
23005412.13
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.450000%
60683BJF1
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-01-17
2019-01-17
2019-01-17
N
N
N
0.0239
108520494.57
108520494.57
0.0019
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.310000%
60683BJM6
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-10-30
2018-10-30
2018-10-30
N
N
N
0.0209
39014184.30
39014184.30
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.285900%
60683BJW4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-09-24
2019-01-23
2019-01-23
N
N
N
0.0223
138053544.00
138053544.00
0.0024
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.276000%
60683BJX2
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-09-24
2019-01-24
2019-01-24
N
N
N
0.0223
83529225.00
83529225.00
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.275900%
60683BKC6
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-09-28
2019-01-31
2019-01-31
N
N
N
0.0223
45012150.00
45012150.00
0.0008
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.450000%
60683BKE2
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-01-31
2019-01-31
2019-01-31
N
N
N
0.0243
40002502.80
40002502.80
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.460000%
60683BKK8
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0245
78302994.19
78302994.19
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.470000%
60683BKM4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0247
55000032.45
55000032.45
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.470000%
60683BKS1
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0248
33998846.72
33998846.72
0.0006
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.470000%
60683BKT9
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-26
2019-02-26
2019-02-26
N
N
N
0.0247
78998243.04
78998243.04
0.0014
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.280000%
60700AB29
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0195
267012023.01
267012023.01
0.0046
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.280000%
60700AB37
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0195
115006177.80
115006177.80
0.0020
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.310000%
60700AE34
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-10-15
2018-10-15
2018-10-15
N
N
N
0.0203
94032489.22
94032489.22
0.0016
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.300000%
60700AG32
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-10-22
2018-10-22
2018-10-22
N
N
N
0.0204
100036595.00
100036595.00
0.0017
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.290000%
60700AK78
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-11-09
2018-11-09
2018-11-09
N
N
N
0.0213
34010380.54
34010380.54
0.0006
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.280000%
60700AM35
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-11-05
2018-11-05
2018-11-05
N
N
N
0.0210
30009712.80
30009712.80
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.280000%
60700AP57
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0225
190011156.80
190011156.80
0.0033
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.253800%
60700AR71
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-10-04
2018-12-04
2018-12-04
N
N
N
0.0225
155000000.00
155000000.00
0.0027
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.290000%
60700AZY3
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0194
131004883.68
131004883.68
0.0023
N
Y
Y
N
NRW BANK
NRW BANK 0.000000%
62939MJ40
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0193
154966726.15
154966726.15
0.0027
N
Y
Y
N
NRW BANK
NRW BANK 0.000000%
62939MJ73
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0195
439833596.40
439833596.40
0.0076
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939MKW6
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-10-30
2018-10-30
2018-10-30
N
N
N
0.0218
227173500.00
227173500.00
0.0039
N
N
N
N
NATIONAL BANK OF CANADA (NEW YORK BRANCH)
NATIONAL BANK OF CANADA (NEW YORK BRANCH) 2.360200%
63307UNH0
BSGEFEIOM18Y80CKCV46
Certificate of Deposit
Y
2018-09-05
2018-11-05
2018-11-05
N
N
N
0.0208
187603500.00
187603500.00
0.0033
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1JM4
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-09-21
2018-09-21
2018-09-21
N
N
N
0.0205
29464808.86
29464808.86
0.0005
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1K18
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0203
199650734.00
199650734.00
0.0035
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1K91
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
N
N
0.0206
9977737.50
9977737.50
0.0002
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1KN0
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-10-22
2018-10-22
2018-10-22
N
N
N
0.0215
58817198.53
58817198.53
0.0010
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.350000%
63873NVU2
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-10-31
2018-10-31
2018-10-31
N
N
N
0.0209
108046267.20
108046267.20
0.0019
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975VKB5
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2018-10-11
2018-10-11
2018-10-11
N
N
N
0.0207
159623164.80
159623164.80
0.0028
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975VKV1
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2018-10-29
2018-10-29
2018-10-29
N
N
N
0.0214
99748598.95
99748598.95
0.0017
N
N
N
N
New York State HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.040000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0204
30000000.00
30000000.00
0.0005
N
N
Y
N
New York State HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.950000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0195
40000000.00
40000000.00
0.0007
N
N
Y
N
New York State HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 2.040000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0204
19000000.00
19000000.00
0.0003
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SJ66
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0200
73975308.42
73975308.42
0.0013
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SJB5
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-09-11
2018-09-11
2018-09-11
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0202
45671834.63
45671834.63
0.0008
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 2.182700%
65590AD45
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-09-17
2019-02-15
2019-02-15
N
N
N
0.0222
261514644.00
261514644.00
0.0045
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.970000%
65590AF84
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-09-28
2018-09-28
2018-09-28
N
N
N
0.0197
146999861.82
146999861.82
0.0026
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.920000%
65590AG26
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0193
931999328.96
931999328.96
0.0162
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 2.400000%
65590AZR0
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2019-01-25
2019-01-25
2019-01-25
N
N
N
0.0233
60015593.40
60015593.40
0.0010
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 2.050000%
65602U6X1
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2018-09-26
2018-09-26
2018-09-26
N
N
N
0.0204
121000965.58
121000965.58
0.0021
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 2.040000%
65602U7A0
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2018-09-27
2018-09-27
2018-09-27
N
N
N
0.0204
61999885.92
61999885.92
0.0011
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UL27
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
Y
Royal Bank of Canada
1.0000
N
0.0216
36063164.00
36063164.00
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UPL1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
Y
Royal Bank of Canada
1.0000
N
0.0244
73132308.56
73132308.56
0.0013
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.270000%
69033L5R6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0190
1700067.51
1700067.51
0.0000
N
Y
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.260000%
69033MAA5
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-10-22
2018-10-22
2018-10-22
N
N
N
0.0210
160035820.80
160035820.80
0.0028
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.250000%
69033MAJ6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0216
132518959.43
132518959.43
0.0023
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BK33
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2018-10-03
2018-10-03
2018-10-03
N
N
N
0.0197
67877452.44
67877452.44
0.0012
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BK41
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0197
82845338.63
82845338.63
0.0014
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BPK0
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0242
43492103.16
43492103.16
0.0008
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.387300%
69034CEZ7
5493007O3QFXCPOGWK22
US69034CEZ77
Financial Company Commercial Paper
Y
2018-09-13
2018-09-13
2018-09-13
N
N
N
0.0197
126518975.00
126518975.00
0.0022
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MJ43
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0191
393916208.02
393916208.02
0.0068
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MJ50
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0192
46987486.25
46987486.25
0.0008
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MJ68
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0192
180942049.23
180942049.23
0.0031
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MJ76
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0193
216918774.73
216918774.73
0.0038
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KJ51
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
BNP Paribas SA
1.0000
N
0.0198
30991479.34
30991479.34
0.0005
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KJA0
Asset Backed Commercial Paper
Y
2018-09-10
2018-09-10
2018-09-10
N
Y
BNP Paribas SA
1.0000
N
0.0199
20488645.26
20488645.26
0.0004
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KJH5
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
BNP Paribas SA
1.0000
N
0.0203
23977050.00
23977050.00
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KJK8
Asset Backed Commercial Paper
Y
2018-09-19
2018-09-19
2018-09-19
N
Y
BNP Paribas SA
1.0000
N
0.0204
138850270.59
138850270.59
0.0024
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KKF7
Asset Backed Commercial Paper
Y
2018-10-15
2018-10-15
2018-10-15
N
Y
BNP Paribas SA
1.0000
N
0.0215
12965143.75
12965143.75
0.0002
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KKH3
Asset Backed Commercial Paper
Y
2018-10-17
2018-10-17
2018-10-17
N
Y
BNP Paribas SA
1.0000
N
0.0215
22935500.41
22935500.41
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KL17
Asset Backed Commercial Paper
Y
2018-11-01
2018-11-01
2018-11-01
N
Y
BNP Paribas SA
1.0000
N
0.0217
30883932.59
30883932.59
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KLD1
Asset Backed Commercial Paper
Y
2018-11-13
2018-11-13
2018-11-13
N
Y
BNP Paribas SA
1.0000
N
0.0223
34839563.85
34839563.85
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KLF6
Asset Backed Commercial Paper
Y
2018-11-15
2018-11-15
2018-11-15
N
Y
BNP Paribas SA
1.0000
N
0.0224
57725724.38
57725724.38
0.0010
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KLL3
Asset Backed Commercial Paper
Y
2018-11-20
2018-11-20
2018-11-20
N
Y
BNP Paribas SA
1.0000
N
0.0226
185052934.50
185052934.50
0.0032
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.310200%
78009N2N5
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-09-05
2018-11-05
2018-11-05
N
N
N
0.0208
66030888.00
66030888.00
0.0011
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.364800%
78012UAW5
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-09-27
2018-11-27
2018-11-27
N
N
N
0.0213
122078324.00
122078324.00
0.0021
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.472300%
78012UDT9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-11-20
2019-05-20
2019-05-20
N
N
N
0.0237
200147038.00
200147038.00
0.0035
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.441400%
78012UDW2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-11-28
2019-05-28
2019-05-28
N
N
N
0.0237
359220526.52
359220526.52
0.0062
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.420600%
78012UEH4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-09-17
2019-03-15
2019-03-15
N
N
N
0.0236
102023813.94
102023813.94
0.0018
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.416000%
78012UFC4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-10-17
2019-04-17
2019-04-17
N
N
N
0.0237
380079370.60
380079370.60
0.0066
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.450000%
78012UGH2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0246
230193554.40
230193554.40
0.0040
N
N
N
N
San Francisco
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.940000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0194
15000000.00
15000000.00
0.0003
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QKH2
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2018-10-17
2018-10-17
2018-10-17
N
N
N
0.0205
25930515.78
25930515.78
0.0005
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QLL2
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2018-11-20
2018-11-20
2018-11-20
N
N
N
0.0219
159210520.00
159210520.00
0.0028
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MJ43
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Barclays Bank Plc
1.0000
N
0.0198
133970578.96
133970578.96
0.0023
N
Y
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MJD3
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-09-13
2018-09-13
2018-09-13
N
Y
Barclays Bank Plc
1.0000
N
0.0200
99927669.00
99927669.00
0.0017
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MJJ0
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
Y
Barclays Bank Plc
1.0000
N
0.0202
182815353.00
182815353.00
0.0032
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MK25
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-10-02
2018-10-02
2018-10-02
N
Y
Barclays Bank Plc
1.0000
N
0.0204
99818667.00
99818667.00
0.0017
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MKC3
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-10-12
2018-10-12
2018-10-12
N
Y
Barclays Bank Plc
1.0000
N
0.0207
94770907.50
94770907.50
0.0016
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MKQ2
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-10-24
2018-10-24
2018-10-24
N
Y
Barclays Bank Plc
1.0000
N
0.0210
74763862.50
74763862.50
0.0013
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MKS8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-10-26
2018-10-26
2018-10-26
N
Y
Barclays Bank Plc
1.0000
N
0.0210
76747987.47
76747987.47
0.0013
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MLE8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-11-14
2018-11-14
2018-11-14
N
Y
Barclays Bank Plc
1.0000
N
0.0220
29862812.40
29862812.40
0.0005
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MLF5
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-11-15
2018-11-15
2018-11-15
N
Y
Barclays Bank Plc
1.0000
N
0.0220
21897822.32
21897822.32
0.0004
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.354800%
83050FR78
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2018-09-25
2018-10-25
2018-10-25
N
N
N
0.0206
67032696.00
67032696.00
0.0012
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 2.290000%
83369YM86
Certificate of Deposit
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0190
95031046.00
95031046.00
0.0017
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MLU5
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2018-11-28
2018-11-28
2018-11-28
N
Y
BNP Paribas SA
1.0000
N
0.0227
27842796.24
27842796.24
0.0005
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.000000%
86563HKQ2
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2018-10-24
2018-10-24
2018-10-24
N
N
N
0.0213
12958562.50
12958562.50
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.290000%
86564FDG5
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-17
2018-09-17
2018-09-17
N
N
N
0.0198
64009280.00
64009280.00
0.0011
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.300000%
86564FDH3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-18
2018-09-18
2018-09-18
N
N
N
0.0198
17002663.39
17002663.39
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.320000%
86564FDS9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-10-03
2018-10-03
2018-10-03
N
N
N
0.0202
368398023.05
368398023.05
0.0064
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.300000%
86564FDY6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-28
2018-09-28
2018-09-28
N
N
N
0.0200
57012917.34
57012917.34
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.290000%
86564FEH2
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-10-05
2018-10-05
2018-10-05
N
N
N
0.0203
14003431.96
14003431.96
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.300000%
86564FFE8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-10-17
2018-10-17
2018-10-17
N
N
N
0.0209
92024435.20
92024435.20
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.217000%
86564FHL0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-24
2018-11-23
2018-11-23
N
N
N
0.0223
133607748.80
133607748.80
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.940000%
86564FHW6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0194
248999880.48
248999880.48
0.0043
N
Y
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.940000%
86564FHX4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0195
45999954.00
45999954.00
0.0008
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.940000%
86564FHY2
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0195
22999950.32
22999950.32
0.0004
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.380200%
86565BDX6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-09-05
2018-11-05
2018-11-05
N
N
N
0.0218
120048720.00
120048720.00
0.0021
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.341400%
86565BEV9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0231
232023023.68
232023023.68
0.0040
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.314800%
86565BFA4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-09-26
2018-11-26
2018-11-26
N
N
N
0.0223
9002529.00
9002529.00
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.383100%
86565BHT1
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-10-11
2019-01-11
2019-01-11
N
N
N
0.0232
134001750.04
134001750.04
0.0023
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.287000%
86565BJE2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-09-24
2019-01-22
2019-01-22
N
N
N
0.0225
122037576.00
122037576.00
0.0021
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.450000%
86565BJP7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-01-25
2019-01-25
2019-01-25
N
N
N
0.0232
136067749.76
136067749.76
0.0024
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.460000%
86565BKY6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0241
130029016.00
130029016.00
0.0023
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.233500%
86565BLB5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-09-17
2019-02-15
2019-02-15
N
N
N
0.0226
170015640.00
170015640.00
0.0030
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.367000%
86958JD30
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-09-24
2018-10-22
2018-10-22
N
N
N
0.0205
258126162.00
258126162.00
0.0045
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.343800%
86958JF87
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-11-15
2018-11-15
2018-11-15
N
N
N
0.0233
25001070.50
25001070.50
0.0004
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.217300%
86958JQ93
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-09-13
2019-03-13
2019-03-13
N
N
N
0.0221
31007874.00
31007874.00
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.239400%
86958JR92
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-09-21
2019-05-21
2019-05-21
N
N
N
0.0225
144030240.00
144030240.00
0.0025
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.284800%
86958JZJ1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-09-26
2018-09-26
2018-09-26
N
N
N
0.0200
103021321.00
103021321.00
0.0018
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SKX1
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2018-10-31
2018-10-31
2018-10-31
N
N
N
0.0202
78729600.38
78729600.38
0.0014
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.280200%
87019VJY4
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2018-09-04
2018-12-04
2018-12-04
N
N
N
0.0215
76032376.00
76032376.00
0.0013
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.224800%
87019VNX1
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2018-09-28
2019-01-28
2019-01-28
N
N
N
0.0221
99022374.00
99022374.00
0.0017
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 1.910000%
87019VQS9
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0195
369998919.60
369998919.60
0.0064
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.290000%
89113X2K9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-09-19
2018-09-19
2018-09-19
N
N
N
0.0197
36005890.68
36005890.68
0.0006
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.350000%
89113X3K8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-10-19
2018-10-19
2018-10-19
N
N
N
0.0207
200073058.00
200073058.00
0.0035
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.430000%
89113XR63
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0239
262043455.32
262043455.32
0.0046
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.387300%
89113XZT4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-09-12
2018-09-12
2018-09-12
N
N
N
0.0197
213029820.00
213029820.00
0.0037
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.450000%
89114MAJ6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0240
185037934.25
185037934.25
0.0032
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.450000%
89114MAM9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0240
79015312.57
79015312.57
0.0014
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.200000%
89114MBT3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-09-19
2019-02-19
2019-02-19
N
N
N
0.0222
34004284.00
34004284.00
0.0006
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.217400%
89114MBZ9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-09-20
2019-02-20
2019-02-20
N
N
N
0.0222
92012052.00
92012052.00
0.0016
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.205900%
89114MCJ4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-09-24
2019-02-25
2019-02-25
N
N
N
0.0222
262030130.00
262030130.00
0.0046
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.000000%
89119BJK3
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-09-19
2018-09-19
2018-09-19
N
N
N
0.0197
24974020.25
24974020.25
0.0004
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.395900%
89120DED7
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-09-24
2018-10-23
2018-10-23
N
N
N
0.0213
135058725.00
135058725.00
0.0023
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.331400%
89120DHV4
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0234
173501488.63
173501488.63
0.0030
N
N
N
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FJ48
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Total SA
1.0000
N
0.0193
253945616.06
253945616.06
0.0044
N
Y
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QJ43
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Total SA
1.0000
N
0.0193
599871336.00
599871336.00
0.0104
N
Y
Y
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.373000%
89232BAM0
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2018-11-07
2019-02-07
2019-02-07
N
N
N
0.0235
47000796.18
47000796.18
0.0008
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DKN3
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2018-10-22
2018-10-22
2018-10-22
N
N
N
0.0206
94716910.45
94716910.45
0.0016
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.417400%
89233AE96
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-10-12
2019-04-05
2019-04-05
N
N
N
0.0238
157022141.71
157022141.71
0.0027
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.416000%
89233AF61
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-10-17
2019-04-12
2019-04-12
N
N
N
0.0238
100014531.00
100014531.00
0.0017
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.226000%
89233AJ42
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-09-24
2019-05-21
2019-05-21
N
N
N
0.0225
250042000.00
250042000.00
0.0043
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.424800%
89233LAZ8
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2018-09-27
2018-10-29
2018-10-29
N
N
N
0.0207
141088407.00
141088407.00
0.0025
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.391900%
89237BAT0
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2018-11-21
2019-02-15
2019-02-15
N
N
N
0.0235
94022601.36
94022601.36
0.0016
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.425100%
89237BAU7
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2018-09-25
2019-03-22
2019-03-22
N
N
N
0.0237
79419156.04
79419156.04
0.0014
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.381500%
90276JEJ1
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2018-09-04
2019-02-01
2019-02-01
N
N
N
0.0222
316250588.00
316250588.00
0.0055
N
N
N
N
US BANK NATIONAL ASSOCIATION
US BANK NATIONAL ASSOCIATION 2.160000%
90333VWQ9
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0185
138004515.36
138004515.36
0.0024
N
Y
Y
N
US BANK NATIONAL ASSOCIATION
US BANK NATIONAL ASSOCIATION 2.217300%
90333VYD6
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2018-09-13
2019-05-13
2019-05-13
N
N
N
0.0223
400096000.00
400096000.00
0.0070
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QKH1
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-10-17
2018-10-17
2018-10-17
N
N
N
0.0209
149590317.00
149590317.00
0.0026
N
N
N
N
UNIVERSITY HOSPITAL HEALTH SYSTEMS
HOSPITAL RB SERIES 2013C 1.950000%
914293AA3
P35YK5QO6QSHOB2Y1B40
US914293AA30
Variable Rate Demand Note
Y
2018-09-07
2018-09-07
2050-01-15
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0195
38000000.00
38000000.00
0.0007
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MJ42
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Natixis SA
1.0000
N
0.0196
15996512.00
15996512.00
0.0003
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MJ59
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
Natixis SA
1.0000
N
0.0197
28992077.49
28992077.49
0.0005
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MJ67
Asset Backed Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
Y
Natixis SA
1.0000
N
0.0197
28990473.50
28990473.50
0.0005
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MKX6
Asset Backed Commercial Paper
Y
2018-10-31
2018-10-31
2018-10-31
N
Y
Natixis SA
1.0000
N
0.0230
24902400.00
24902400.00
0.0004
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LJH4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
MUFG BANK LTD
1.0000
N
0.0201
76397345.09
76397345.09
0.0013
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LJJ0
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
Y
MUFG BANK LTD
1.0000
N
0.0202
139858390.00
139858390.00
0.0024
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LJK7
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-09-19
2018-09-19
2018-09-19
N
Y
MUFG BANK LTD
1.0000
N
0.0203
113877621.00
113877621.00
0.0020
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LK58
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-10-05
2018-10-05
2018-10-05
N
Y
MUFG BANK LTD
1.0000
N
0.0206
62874131.04
62874131.04
0.0011
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LK90
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
Y
MUFG BANK LTD
1.0000
N
0.0206
20454361.88
20454361.88
0.0004
N
N
N
N
WALMART INC
WALMART INC 0.000000%
93114FK94
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
N
N
0.0201
73839185.42
73839185.42
0.0013
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 2.476000%
0000319432
932QUE003
Certificate of Deposit
Y
2018-09-24
2018-10-24
2018-10-24
N
N
N
0.0228
107030989.34
107030989.34
0.0019
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.361400%
F8SB4JFBSYQFRQEH3Z21
0000833029
933DGP002
Certificate of Deposit
Y
2018-09-04
2018-11-02
2018-11-02
N
N
N
0.0206
257136210.00
257136210.00
0.0045
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 2.275000%
MAES062Z21O4RZ2U7M96
0001142175
933DYL001
Certificate of Deposit
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0201
200008898.00
200008898.00
0.0035
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.192600%
F8SB4JFBSYQFRQEH3Z21
0000833029
933QQU001
Certificate of Deposit
Y
2018-09-10
2019-02-08
2019-02-08
N
N
N
0.0214
275066825.00
275066825.00
0.0048
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 2.513400%
0000319432
933THU005
Certificate of Deposit
Y
2018-09-10
2018-10-10
2018-10-10
N
N
N
0.0221
300100848.00
300100848.00
0.0052
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.491100%
94989RD39
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-09-10
2018-10-09
2018-10-09
N
N
N
0.0203
25013275.00
25013275.00
0.0004
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.542600%
94989RF45
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-10-18
2019-04-18
2019-04-18
N
N
N
0.0241
50038057.00
50038057.00
0.0009
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.419200%
94989RN46
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-09-07
2019-03-07
2019-03-07
N
N
N
0.0235
295110751.85
295110751.85
0.0051
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.450000%
94989RN53
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-12-20
2018-12-20
2018-12-20
N
N
N
0.0193
200310000.00
200310000.00
0.0035
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.430600%
94989RP36
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-09-17
2019-03-15
2019-03-15
N
N
N
0.0235
217073363.36
217073363.36
0.0038
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.417400%
94989RP44
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-10-02
2019-04-02
2019-04-02
N
N
N
0.0238
150020757.00
150020757.00
0.0026
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.245900%
94989RT40
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-09-24
2019-02-04
2019-02-04
N
N
N
0.0220
45017100.00
45017100.00
0.0008
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
0.0200
114000450.30
114000450.30
0.0020
N
N
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.307000%
94989RZQ4
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0195
190009310.00
190009310.00
0.0033
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0001168163
ARP0H8CR6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LOANCORE 2018-CRE1 LTD D 20280515 FLT
2028-05-15
5.012690
18459706.00
18685272.15
Asset-Backed Securities
GREAT WOLF TRUST 2017-WOLF MZ M-C 20220915 FLT
2022-09-15
12.687200
31489800.00
32167799.05
Private Label Collateralized Mortgage Obligations
Y
2018-11-29
2018-11-29
2018-12-24
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0284
43989809.60
43989809.60
0.0008
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.390000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HAJQ6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DEUTSCHE BK AG N Y BRH SR GLBL NT3.7%24
7LTWFZYICNSX8D621K86
2024-05-30
3.700000
100405.00
95471.38
Corporate Debt Securities
CITIGROUP INC SR GLBL NT3.2%26
6SHGI4ZSSLCXXQSBB395
2026-10-21
3.200000
120000.00
114120.67
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 3.25%100424
969500TJ5KRTCJQWXH05
2024-10-04
3.250000
2933917.00
2808905.24
Corporate Debt Securities
EUROPEAN STABILITY MECHANISM SR GLBL 144A 22
222100W4EEAQ77386N50
2022-11-03
2.125000
590000.00
574568.71
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC SR NT 4.8%26
2138005O9XJIJN4JPN90
2026-04-05
4.800000
200000.00
206391.33
Corporate Debt Securities
VERUS SEC TR 2018-1 B-1 20580125 FLT
2058-01-25
3.801000
100000.00
100042.65
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.125000
64880500.00
63853452.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
2.250000
22763000.00
22669225.10
U.S. Treasuries (including strips)
Y
2018-10-04
2018-10-04
2018-10-04
Y
BNP Paribas SA
1.0000
34
N
N
N
0.0217
88018207.20
88018207.20
0.0015
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.540000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HAJV5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VENTURE XXI CLO LTD 2015-21 SUB NT 20270715 FLT
5493001C8B2BF8JNTO68
2027-07-15
0.00
748825.00
535409.88
Asset-Backed Securities
OZLM XXI 2018-21 D 20310120 FLT
5493002HF6D1C4B1AK86
2031-01-20
7.887500
425524.00
420343.16
Asset-Backed Securities
DISCOVER BK LW TIER II 28
X05BVSK68TQ7YTOSNR22
2028-08-09
4.682000
3142.00
3145.55
Corporate Debt Securities
DISCOVER FINL SVCS SR GLBL NT4.1%27
Z1YLO2USPORE63VVUL20
2027-02-09
4.100000
1962000.00
1904171.14
Corporate Debt Securities
EAGLE INTER GLOBAL HLDG B V SR SEC GLBL 25
2025-05-01
7.500000
7099000.00
7257248.54
Corporate Debt Securities
WELLTOWER INC SR GLBL NT 48
T6IZ0MBEG5ACZDTR7D06
2048-09-01
4.950000
609643.00
616423.75
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 6%22
549300JKU50UT08ZWD77
2022-11-15
6.000000
5149000.00
5317200.66
Corporate Debt Securities
HUDBAY MINERALS INC SR GLBL 144A 25
549300WI524AL577IX21
2025-01-15
7.625000
366000.00
375970.96
Corporate Debt Securities
JURASSIC HOLDINGS III SR SEC 144A NT21
2021-02-15
6.875000
1000000.00
978055.56
Corporate Debt Securities
KFC HLDG CO/PIZZA HUT HLDGS LL SR 144A NT 26
2026-06-01
5.250000
7785000.00
7896909.37
Corporate Debt Securities
MPT OPERATING PARTNERSHIP L.P SR NT 5.5%24
2024-05-01
5.500000
3000.00
3085.00
Corporate Debt Securities
FERRELLGAS PARTNERS L P / SR GLBL NT 20
2020-06-15
8.625000
1441740.00
1424739.48
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 26
549300I7UVBGWRYMYZ18
2026-03-01
6.875000
800000.00
772767.89
Corporate Debt Securities
FRONTDOOR INC 6.75%26
5493008RB0JZJI3QGZ06
2026-08-15
6.750000
600000.00
615937.50
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT 26
5493004T21MOAFINJP35
2026-10-01
3.150000
725000.00
612338.62
Corporate Debt Securities
UNITED TECHNOLOGIES CORP SR GLBL DEB 21
I07WOS4YJ0N7YRFE7309
2021-03-01
8.750000
744000.00
870509.76
Corporate Debt Securities
NEPTUNE FINCO CORP SR 144A NT 25
3HG2WD2W22M120IUNG49
2025-10-15
10.875000
753000.00
892414.81
Corporate Debt Securities
PETROBRAS GLOB FIN SR GLBL REGS 28
549300FNENFFSMO3GT38
2028-01-27
5.999000
8800000.00
8000658.36
Corporate Debt Securities
ZACHRY HOLDINGS INC SR NT 144A 20
2020-02-01
7.500000
6500000.00
6540625.00
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 22
549300FNENFFSMO3GT38
2022-01-17
6.125000
7208000.00
7406047.81
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC. SR NT 10%22
RLTHESQ0RNFQJWPBJN60
2022-12-01
10.000000
5984000.00
6478278.40
Corporate Debt Securities
SPRINT NEXTEL CORP SR 144A NT 7%20
549300JKU50UT08ZWD77
2020-03-01
7.000000
7833000.00
8413033.65
Corporate Debt Securities
SPRINT CORP SR GLBL NT 21
549300ZTTY7CXOLJ6539
2021-09-15
7.250000
6830000.00
7416905.68
Corporate Debt Securities
MATTEL INC SR NT 3.15%23
549300VELLG24KHTJ564
2023-03-15
3.150000
8918000.00
7924311.85
Corporate Debt Securities
MURRAY ENERGY CORP SR SEC 144A NT21
549300WM5IIFYHZYTT63
2021-04-15
11.250000
2595000.00
1952737.50
Corporate Debt Securities
NEPTUNE FINCO CORP SR 144A NT 25
3HG2WD2W22M120IUNG49
2025-10-15
6.625000
6155000.00
6468691.29
Corporate Debt Securities
NUMERICABLE GROUP SA SR SEC 144A NT26
5493001ZMCICV4N02J21
2026-05-01
7.375000
7528000.00
7436712.55
Corporate Debt Securities
OCI N V SR SEC GLBL 23
549300NCMRGIBJYUOE57
2023-04-15
6.625000
1640000.00
1735729.31
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 8.125%23
54930027UF5LR7S2XC75
2023-06-01
8.125000
7500000.00
6677343.74
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR GLBL NT 6%23
54930066VBP7DZEGGJ87
2023-03-15
6.000000
5827000.00
6213135.86
Corporate Debt Securities
ENVISION HEALTHCARE CORP SR 144A NT 22
2022-07-01
5.125000
3730000.00
3817810.42
Corporate Debt Securities
HCA INC SR GLBL NT 26
L3CJ6J7LJ2DX62FTXD46
2026-02-15
5.875000
80000.00
83084.09
Corporate Debt Securities
HORNBECK OFFSHORE SVCS INC NEW SR -B NT 5%21
2021-03-01
5.000000
11000000.00
8195000.00
Corporate Debt Securities
CONSOL ENERGY INC NEW SR GLBL 144A 25
549300YJCTPJBTK7IJ81
2025-11-15
11.000000
7000000.00
8189222.22
Corporate Debt Securities
BRASKEM FINANCE LIMITED GTD SR NT REGS21
2021-04-15
5.750000
6375000.00
6672917.93
Corporate Debt Securities
WILDHORSE RESOURCE DEV CORP SR NT 6.875%25
549300U1ZW2M60WZ1G15
2025-02-01
6.875000
586000.00
593752.29
Corporate Debt Securities
CONSOL ENERGY INC SR GLBL NT 22
549300JK3KH8PWM3B226
2022-04-15
5.875000
6989000.00
7143767.53
Corporate Debt Securities
DISH DBS CORP SR GLBL NT 26
2026-07-01
7.750000
213000.00
195090.25
Corporate Debt Securities
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Asset-Backed Securities
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2021-02-15
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COMM MTG TR 2014-PAT F 20270813 FLT
2027-08-13
4.512130
3000000.00
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Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
5.817310
7000000.00
7091556.30
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK10 C 20610217 FLT
549300GL0Y86051URC66
2061-02-17
4.163000
5555000.00
5498090.26
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-7 B-5 20451025 FLT
549300LK2ZDVY7I44B84
2045-10-25
3.763870
2663105.00
1594340.25
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2007-HY1 5-A1 20360825 FLT
2036-08-25
3.614330
2280000.00
458023.03
Private Label Collateralized Mortgage Obligations
WF CR RISK TR SEC TR 2015-WF1 II-M-2 20251125 FLT
549300T6W1U156OOG754
2025-11-25
7.564750
993000.00
1141724.98
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-6 B-5 20450925 FLT
549300LRONE82VI44B39
2045-09-25
3.612600
2459143.00
1415905.93
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2016-2 B-5 20460325 FLT
549300TSTBCBQ5EBD390
2046-03-25
3.808320
2796601.00
1685244.96
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2016-1 B-5 20451225 FLT
549300SCHQRABPDKYY47
2045-12-25
3.788240
2394702.00
1432969.02
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2016-3 B-5 20460825 FLT
2046-08-25
3.834020
3013837.00
1761403.60
Private Label Collateralized Mortgage Obligations
COREVEST AMERN FIN TR 2017-2 M 20271225 FLT
2027-12-25
5.621900
2700000.00
2816194.46
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
6.079380
1598000.00
1638306.27
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 D 20510616 4.9
2051-06-16
4.920000
2500000.00
2514254.17
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 E 20510616 FLT
2051-06-16
6.109240
1500000.00
1506966.33
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 27-A-2 20370128 6.0
2037-01-28
6.000000
4199999.00
3314807.34
Private Label Collateralized Mortgage Obligations
VMC FINANCE 2018-FL1 D 20350316 FLT
549300QK6J0UZ3WZJ014
2035-03-16
5.460000
4000000.00
4048226.67
Private Label Collateralized Mortgage Obligations
STRUCTURED ADJ RATE 2005-22 5-A1 20351225 FLT
2035-12-25
4.040680
6000000.00
931530.46
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 1-A-2 20350926 FLT
2035-09-26
4.492610
12778183.00
8858336.05
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-7R 1-A-17 20370127 FLT
2037-01-27
7.598200
18738714.00
8306922.68
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.424720
5315000.00
4385319.17
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR1 B-5 20431125 FLT
2043-11-25
3.677690
2300000.00
1257797.01
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR2 B-5 20440425 FLT
2044-04-25
3.773800
1956592.00
1414749.69
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR3 B-5 20440725 FLT
2044-07-25
4.135820
2536322.00
1860040.80
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2010-3 1-A-8 20350926 FLT
2035-09-26
4.492610
9680130.00
6215076.23
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-5 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.495290
2003095.00
1427326.30
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
3.841320
7677000.00
7168725.37
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
2.998510
9718309.00
7953664.17
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-IVR3 B-5 20440925 FLT
2044-09-25
3.039230
4178781.00
2883904.38
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-OAK4 B-4 20440925 FLT
2044-09-25
4.035430
5512000.00
4879792.92
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-OAK4 B-5 20440925 FLT
2044-09-25
4.035430
6046626.00
4029281.53
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-TH1 B-5 20430225 FLT
2043-02-25
3.635690
5911729.00
3331643.00
Private Label Collateralized Mortgage Obligations
ARBOR RLTY COML RE 2017-FL2 D 20270816 FLT
2027-08-16
5.312690
3475000.00
3507894.51
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.564750
1459872.00
1469079.60
Private Label Collateralized Mortgage Obligations
FHLMC SERIES FRESR 2017-SR01 A-3 20271125 3.0
2027-11-25
3.089000
260000.00
251065.84
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014-GC24 D 20470912 FLT
2047-09-12
4.662670
2549000.00
2258482.55
Private Label Collateralized Mortgage Obligations
RBSSP RESEC TR 2010-4 11-A2 20371027 6.5
2037-10-27
6.500000
13034775.00
8357795.72
Private Label Collateralized Mortgage Obligations
RBSSP RESEC TR 2009-1 5-A2 20370926 6.0
2037-09-26
6.000000
4033854.00
3551632.89
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR3 I-A-4 20361126 6.0
2036-11-26
6.000000
1172618.00
858031.79
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2006-A 4-A-1 20360220 FLT
2036-02-20
3.694780
21232972.00
2402971.95
Private Label Collateralized Mortgage Obligations
FIRST HORIZON MTG TR 2006-4 I-A-15 20370225 6.0
549300YB0SYOI7JLTH61
2037-02-25
6.000000
1910862.00
97899.45
Private Label Collateralized Mortgage Obligations
Y
2018-12-04
2018-12-04
2019-01-04
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0289
491980024.80
491980024.80
0.0085
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N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.920000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HI8X6
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N
N
CWABS INC 2007-7 2-A-4 20351225 FLT
2035-12-25
2.354750
550000.00
462570.60
Asset-Backed Securities
GARRISON FDG 2018 1 LP GARRISON FDG 2018 1
54930018JSRPYZJUUR90
2027-03-20
3.598870
2021728.00
2043517.72
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 C 20261016 3.6
5493000EWZKZ6H2PNY04
2026-10-16
3.610000
9000000.00
9006122.00
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 E 20231215 4.9
5493000EWZKZ6H2PNY04
2023-12-15
4.900000
1006480.00
1007443.09
Asset-Backed Securities
NRZT 2018-3A A1
549300U48YU2VDL8N523
2058-02-25
4.500000
227217000.00
226765065.39
Asset-Backed Securities
VCO CLO LTD 2018-1 C 20300722 FLT
2030-07-22
5.421580
4666400.00
4987345.66
Asset-Backed Securities
WELLS FARGO CM MTG TR 2012-LC5 C 20451017 FLT
2045-10-17
4.693000
7201132.00
7378645.51
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC16 A-5 20500817 3.8
549300PX4QZK7CUM8D08
2050-08-17
3.817000
2748357.00
2803891.52
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C27 A-3 20471217 3.4
2047-12-17
3.473000
1168560.00
1163123.34
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
21000000.00
16407601.00
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2012-C10 C 20451215 FLT
2045-12-15
4.525480
11983115.00
11940806.51
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR3 I-A-4 20361126 6.0
2036-11-26
6.000000
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10428726.06
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE7 B 20460312 3.6
549300FVY7JUBJ0PIH53
2046-03-12
3.613000
948330.00
938374.04
Private Label Collateralized Mortgage Obligations
WELLS FARGO VAR 06/49
549300FWFHJGIW2B2U59
2049-06-17
5.196790
2999683.00
3062858.38
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG TR 2010-C1 C 20431118 FLT
2043-11-18
5.783340
11117604.00
11456583.90
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 A-SB 20480515 3.3
549300S7ENI2U7O0XH56
2048-05-15
3.306000
4453210.00
4463778.95
Private Label Collateralized Mortgage Obligations
CSAIL COML MTG TR 2015-C1 A-S 20500415 FLT
549300UFJ8EKD81Y8R30
2050-04-15
3.791000
9214.00
9228.54
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE13 A-4 20461113 FLT
2046-11-13
4.194000
9750000.00
10160353.12
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.564750
1486608.00
1495984.22
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML MTG 2018-1745 A 20360617 FLT
2036-06-17
4.007230
912244.00
915588.28
Private Label Collateralized Mortgage Obligations
UBS-BARCLY COML MTG TR 2012-C4 A-4 20451212 2.7
2045-12-12
2.791900
3632165.00
3580339.85
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2011-C4 A-4 20440617 FLT
2044-06-17
4.902000
3267790.00
3406467.38
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2013-C16 B 20460917 FLT
2046-09-17
5.197180
3121475.00
3265721.04
Private Label Collateralized Mortgage Obligations
AVENTURA MALL TR 2018-AVM C 20400709 FLT
2040-07-09
4.112320
32382.00
32580.44
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK13 A-5 20610817 FLT
549300664283JRAXM588
2061-08-17
4.217000
3800000.00
3973926.63
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE23 A-4 20480512 3.4
2048-05-12
3.497000
246552.00
246914.41
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2018-COR3 A-3 20510512 FLT
2051-05-12
4.228000
1154667.00
1201623.07
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C34 B 20490617 4.0
549300FWFHJGIW2B2U59
2049-06-17
4.089000
4998453.00
4995965.44
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2018-C46 D 20510817 3.0
2051-08-17
3.000000
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11798904.24
Private Label Collateralized Mortgage Obligations
Y
2018-12-04
2018-12-04
2019-01-28
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
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CREDIT SUISSE SECURITIES (USA) LLC
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1V8Y6QCX6YMJ2OELII46
0001230485
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N
N
SECURITIZED ASSET REC 2006-WM4 A-2B 20361125 FLT
2036-11-25
2.184750
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4321550.46
Asset-Backed Securities
ACE SECURITIES FLT 08/35
2035-08-25
2.524750
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100535.23
Asset-Backed Securities
CWABS INC 2007-9 1-A 20360225 FLT
2036-02-25
2.264750
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Asset-Backed Securities
BEAR STEARNS FLT 12/36
2036-01-25
3.414750
2973900.00
2938924.80
Asset-Backed Securities
AMERIQUEST MTG SECS 2005-R11 M-6 20360125 FLT
2036-01-25
2.834750
15380000.00
754298.90
Asset-Backed Securities
ARGENT SECS INC 2003-W9 M-6 20340125 FLT
2034-01-25
4.242270
7950000.00
1983796.74
Asset-Backed Securities
AFC MTG LOAN ABC 2000-2 2A 20300625 FLT
2030-06-25
2.764750
71072000.00
1216101.90
Asset-Backed Securities
ACACIA CDO 11 2007-11 D 20470315 FLT
2047-03-15
5.490630
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Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-4 A-3-L 20380325 FLT
2038-03-25
2.914750
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39661108.58
Asset-Backed Securities
NOMURA HEQ LN TR 2006-FM2 II-A-4 20360725 FLT
2036-07-25
2.314750
3203000.00
1478671.11
Asset-Backed Securities
NOMURA HEQ LN TR 2007-3 II-A-3 20370325 FLT
2037-03-25
2.384750
18067000.00
6101384.98
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-2 A-5-1 20330625 FLT
2033-06-25
2.434750
4088000.00
3828701.40
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-3 B 20320126 FLT
2032-01-26
2.424750
12277000.00
7887286.52
Asset-Backed Securities
LONG BEACH MTG LN TR 2006-WL2 M-1 20360125 FLT
2036-01-25
2.454750
6094000.00
76020.93
Asset-Backed Securities
AIRPLANES PASS-THRU TRUST 1998 B 20190315 FLT
2019-03-15
1.984440
85000000.00
190628.31
Asset-Backed Securities
HOME EQUITY MTG TR 2006-6 2A-1 20370325 FLT
2037-03-25
2.264750
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1797677.62
Asset-Backed Securities
GSAMP TRUST 2006-HE2 M-2 20460325 FLT
2046-03-25
2.394750
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Asset-Backed Securities
ML FF MTG LN TR 2007-3 A-2D 20370625 FLT
2037-06-25
2.314750
20000000.00
9739516.45
Asset-Backed Securities
MILLERTON ABS FLT 12/39
2039-12-04
2.921250
3500000.00
610958.91
Asset-Backed Securities
LEXINGTON CAP FDG III 2007-3 D 144A 20470410 FLT
5493002WL7N5CVO0M455
2047-04-10
4.131440
5000000.00
29764.37
Asset-Backed Securities
ICEC 2013-1A E
54930008F56MLB71PR69
2024-04-20
7.950000
23000000.00
22870881.82
Asset-Backed Securities
144A KDIAK 2007-2A B1
2042-11-07
3.243000
9000000.00
6769458.00
Asset-Backed Securities
HALCYON LN ADV FDG 2013-1 D 20250415 FLT
2025-04-15
7.089190
5500000.00
5324046.26
Asset-Backed Securities
SECURITIZED ASSET REC 2006-WM4 A-2C 20361125 FLT
2036-11-25
2.224750
36733504.00
8390724.97
Asset-Backed Securities
SOLOSO CDO 2005-1 A2L 14 20351015 FLT
5493004VM7PVX1R2TQ34
2035-10-15
2.967690
600000.00
14275.23
Asset-Backed Securities
HOME EQUITY LN TR 2006-HSA2 A-I-4 20360325 FLT
2036-03-25
6.310000
11039000.00
1865211.99
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-4 M11 20351225 FLT
2035-12-25
6.564750
6817000.00
7526.82
Asset-Backed Securities
PREFER TERM SEC XXIV 2006-24 A-2 20370322 FLT
2037-03-22
2.720630
5193000.00
4229892.41
Asset-Backed Securities
SU CASITA TR 2007-A A 20350826 FLT
2035-08-26
2.294750
128931584.00
16647823.72
Asset-Backed Securities
UCFC HM EQ LN ABC 1998-C A-6 20300115 FLT
2030-01-15
7.195000
6600000.00
721620.86
Asset-Backed Securities
VERTICAL ABS CDO
549300Y7Q5ICYUVUZ483
2045-04-01
2.787810
10000000.00
67597.69
Asset-Backed Securities
SOUTH COAST FDG III 2003-3 B 20380810 FLT
549300JPS4LRS1YTBK56
2038-08-10
4.140500
4000000.00
1305297.50
Asset-Backed Securities
DUKE FDG IX 2005-9 B 20450309 FLT
5493005YUVN397SPQS39
2045-03-09
5.091440
2500000.00
10267.25
Asset-Backed Securities
TERWIN MTG TR 2006-2HGS A-2 20370325 FLT
2037-03-25
0.804750
10000000.00
2490191.25
Asset-Backed Securities
SOUNDVIEW HM LN 2007-OPT4 X-1 20370925 0.5
2037-09-25
0.580000
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1441572.80
Asset-Backed Securities
GSAMP TRUST 2006-S3 A-1 20360525 FLT
2036-05-25
6.585000
99263000.00
1462622.76
Asset-Backed Securities
LEXINGTON CAP FDG III 2007-3 E 144A 20470410 FLT
5493002WL7N5CVO0M455
2047-04-10
4.331440
5000000.00
31181.03
Asset-Backed Securities
SHACKLETON CLO 2015-7-R F 20310715 FLT
2031-07-15
10.519200
2700000.00
2604185.10
Asset-Backed Securities
RESIDENTIAL ASSET 2005-EFC1 M-6 20350525 FLT
2035-05-25
2.774750
4879000.00
4584232.57
Asset-Backed Securities
RAMP SERIES TRUST 2006-EFC1 M-3 20360225 FLT
2036-02-25
2.494750
2810000.00
2695022.64
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 B 20370615 FLT
2037-06-15
2.940630
4100000.00
1582349.14
Asset-Backed Securities
OPTION ONE MTG LN TR 2006-2 II-A-2 20360725 FLT
2036-07-25
2.164750
770000.00
73704.03
Asset-Backed Securities
PARK PLACE NIM 2005-WHQN2 A 144A 20350525 5.1
2035-05-25
5.192000
69000000.00
5715.71
Asset-Backed Securities
ANCHORAGE CR FDG 5 LTD
2036-04-25
6.750000
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4645680.00
Asset-Backed Securities
BEAR STEARNS ABS TR 2006-SD3 II-X-1 20360725 FLT
2036-07-25
0.094287
39421000.00
5707.81
Asset-Backed Securities
BEAR STEARNS ABS TR 2006-HE5 M-2 20360625 FLT
2036-06-25
2.384750
10027000.00
5558863.41
Asset-Backed Securities
ARGENT SECS INC 2004-W1 M-7 20340325 FLT
2034-03-25
4.010310
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277939.64
Asset-Backed Securities
ASSET BACKED FDG 2004-OPT4 M-2 20331225 FLT
2033-12-25
3.834750
5000000.00
912001.63
Asset-Backed Securities
AFC MTG LOAN ABC 2000-2 1A 20300625 FLT
2030-06-25
2.854750
74015000.00
1401390.56
Asset-Backed Securities
ACCESS ST LN NOTES 2001 B 20340525 FLT
2034-05-25
3.161380
25000000.00
1771904.54
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-3 M-7 20350925 FLT
2035-09-25
2.764190
3681000.00
9746.18
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-AQ2 A-4 20370125 FLT
2037-01-25
2.394750
10124000.00
3357052.28
Asset-Backed Securities
AEGIS ABS 2004-6 B3 20350325 FLT
2035-03-25
4.914750
7000000.00
5803.88
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-3 D 20320325 FLT
2032-03-25
3.214750
23000000.00
12553.21
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 D 20320525 FLT
2032-05-25
3.164750
13299700.00
7148.04
Asset-Backed Securities
NATIONAL COLLEGIATE TR 05-GATE B 20230426 FLT
2023-04-26
2.516000
1660000.00
218466.20
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 D 20330125 FLT
2033-01-25
3.414750
7500000.00
16268.44
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-1 B 20350325 FLT
2035-03-25
2.444750
7367792.00
5972114.54
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-1 C 20370525 FLT
2037-05-25
2.664750
7500000.00
13755.94
Asset-Backed Securities
FIELDSTONE MTG INV 2005-1 M9 20350325 FLT
2035-03-25
5.064750
7500000.00
6405.94
Asset-Backed Securities
DIAMOND RESORTS TR 2018-1 D 20310121 5.9
2031-01-21
5.900000
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1003862.78
Asset-Backed Securities
CITIGROUP MTG LN TR 2006-WFHE4 M-4 20361125 FLT
549300R1KUK063S4I339
2036-11-25
2.444750
4300000.00
996008.25
Asset-Backed Securities
CONNS RECV FDG LLC 2018-A B 20230717 4.6
2023-07-17
4.650000
4000000.00
4018694.67
Asset-Backed Securities
HARBOURVIEW CLO VII-R LTD
2031-07-18
8.240990
4000000.00
4103759.25
Asset-Backed Securities
HERTZ VEHICLE FIN II LP 2016-4 D 20220725 6.0
549300FPK70TCB78NG05
2022-07-25
6.030000
2651000.00
2650695.13
Asset-Backed Securities
HOME EQUITY MTG TR 2006-3 A-1 20360925 FLT
2036-09-25
5.972000
74284000.00
12901561.36
Asset-Backed Securities
HOME EQUITY MTG TR 2006-4 A-1 20361125 FLT
2036-11-25
6.171300
31265000.00
3898085.33
Asset-Backed Securities
FIELDSTONE MTG INV 2005-3 2-A3 20360225 FLT
2036-02-25
2.744750
15000000.00
13937196.88
Asset-Backed Securities
FLEX ACQUISITION CO INC SR 144A NT 25
549300HHED2KGPBEDW39
2025-01-15
6.875000
18000.00
17573.13
Corporate Debt Securities
CROWN AMERICAS LLC/CAP CORP IV SR NT 4.5%23
2023-01-15
4.500000
1940000.00
1961437.00
Corporate Debt Securities
DONNELLEY R R & SONS CO SR GLBL NT6.5%23
SU4X0P4WWRGOQDTSV032
2023-11-15
6.500000
36000.00
36869.00
Corporate Debt Securities
CHANGE HEALTHCARE HLDGS LLC/ SR GLBL 144A 25
2025-03-01
5.750000
3753000.00
3785838.75
Corporate Debt Securities
DELPHI JERSEY HLDGS PLC SR 144A NT 5%25
549300SEU65CJHRH6V04
2025-10-01
5.000000
1335000.00
1287718.75
Corporate Debt Securities
DIAMOND OFFSHORE DRILLING INC SR NT 4.875%43
F14FQJ2EEHW5VPYUHL14
2043-11-01
4.875000
121000.00
88178.75
Corporate Debt Securities
QORVO INC SR GLBL 144A 26
254900YAUJV2EUEVBR11
2026-07-15
5.500000
319500.00
323342.88
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR FLT NT 19
X2MT1W32SPAZ9WSKLE78
2019-04-15
5.589190
110000.00
110785.59
Corporate Debt Securities
ENDEAVOR ENERGY RESOURCE/FIN SR GLBL 144A 26
2026-01-30
5.500000
190000.00
190424.86
Corporate Debt Securities
ENDO LTD / ENDO FIN LLC 6%25
2025-02-01
6.000000
7035000.00
5839050.00
Corporate Debt Securities
FERRELLGAS L P / FERRELLGAS SR GLBL NT 23
2023-06-15
6.750000
135000.00
118192.50
Corporate Debt Securities
FERRELLGAS PARTNERS L P / SR GLBL NT 20
2020-06-15
8.625000
90459.00
89392.34
Corporate Debt Securities
DANA FING LUXEMBOURG S A R L SR 144A NT 25
222100DKCE3D036DQU13
2025-04-15
5.750000
942000.00
956574.83
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL NT 23
549300FJX18IDUFPHD40
2023-05-01
6.625000
4135000.00
4309014.59
Corporate Debt Securities
BARCLAYS PLC ALT TIER I COCO
213800LBQA1Y9L22JB70
2099-12-31
8.250000
3884000.00
4001167.34
Corporate Debt Securities
DISH DBS CORP SR NT 6.75%21
2021-06-01
6.750000
4450000.00
4614093.75
Corporate Debt Securities
CABLEVISION SYS CORP SR NT 5.875%22
2022-09-15
5.875000
442000.00
462261.40
Corporate Debt Securities
BEAR STRNS STRCT PROD 2007-R8 V-A-2 20370425 FLT
2037-04-25
5.708350
10971696.00
8166.16
Private Label Collateralized Mortgage Obligations
BEAR STEARNS VAR 04/38
2038-04-12
5.910910
4916000.00
4959229.57
Private Label Collateralized Mortgage Obligations
BEAR STEARNS CMBS 2006-PWR11 D 20390311 FLT
2039-03-11
5.282970
9500000.00
597882.36
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE VAR 02/35
2035-02-25
4.130480
5350000.00
115297.54
Private Label Collateralized Mortgage Obligations
CWALT
2035-05-25
2.564750
43944000.00
4178588.81
Private Label Collateralized Mortgage Obligations
BSABS 2006-AC1 1A2
2036-02-25
6.250000
4900000.00
981464.91
Private Label Collateralized Mortgage Obligations
BALTA 2004-3 M2
2034-04-25
3.789750
3000000.00
226365.63
Private Label Collateralized Mortgage Obligations
MARM 2003-3 B1
2033-09-25
4.218890
8528000.00
1153979.97
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-HQ11 C 20440212 FLT
5493004BO35O1811XR94
2044-02-12
5.558000
317000.00
46283.84
Private Label Collateralized Mortgage Obligations
144A SASC 1998-RF1 A
2027-04-15
5.456530
113712384.00
1633652.60
Private Label Collateralized Mortgage Obligations
SARM 2007-1 1A1
2037-02-25
2.214750
40000000.00
5107286.15
Private Label Collateralized Mortgage Obligations
SARM 2007-2 1A1
2037-03-25
2.214750
22613000.00
2432252.47
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C31 K 144A 20470417 FLT
2047-04-17
6.260300
5000000.00
7942.36
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR15 2A 20461125 FLT
2046-11-25
2.434000
100000.00
24377.19
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-17
3.356000
11188000.00
7728833.25
Private Label Collateralized Mortgage Obligations
WELLS FARGO VAR 12/49
549300TRQQDPEF728F16
2049-12-17
3.043310
2580000.00
1562480.46
Private Label Collateralized Mortgage Obligations
RALI TRUST 2005-QO5 A-1 20460125 FLT
2046-01-25
2.747970
760000.00
116731.25
Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2006-QS3 I-A-1 20360325 FLT
2036-03-25
2.764750
10091728.00
1628852.21
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TRUST 2005-4 2-B2 20350420 FLT
2035-04-20
3.894720
696000.00
157207.90
Private Label Collateralized Mortgage Obligations
LMT 2005-3 4A1
2036-01-25
5.242920
1400000.00
179928.94
Private Label Collateralized Mortgage Obligations
JP MORGAN ALT LN TR 2006-A1 4-A-4 20360325 FLT
2036-03-25
3.273500
3750000.00
1184437.26
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2006-A6 3-A-8 20361025 FLT
2036-10-25
3.889700
4147000.00
15294.66
Private Label Collateralized Mortgage Obligations
LMT 2006-1 3A5
2036-02-25
5.500000
1279000.00
414391.94
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2006-9 A1B 20460525 FLT
2046-05-25
2.224750
4320000.00
413359.39
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2006-17 1-A2 20460825 FLT
2046-08-25
2.234750
67702000.00
13157026.56
Private Label Collateralized Mortgage Obligations
LXS 2007-14H A211
2047-07-25
2.324750
113423616.00
7908290.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
2030-12-26
4.214750
2131550.00
2145719.39
Private Label Collateralized Mortgage Obligations
CWALT 2007-19 1A4
2037-08-25
6.000000
3286000.00
958265.22
Private Label Collateralized Mortgage Obligations
RALI 2007-QS4 3A9
2037-03-25
6.000000
8300000.00
2341360.75
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2005-10 1-A-8 20351225 5.7
2035-12-25
5.750000
500000.00
130471.98
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2008-C2 A-M 20510212 FLT
2051-02-12
7.015140
11303000.00
6217040.31
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2004-9 B-2 20341020 FLT
2034-10-20
3.397380
4242000.00
400860.72
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2004-K I-A-3 20340725 FLT
2034-07-25
4.480480
5500000.00
217966.34
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR8 A4B GR 20361025 FLT
2036-10-25
2.224750
9654000.00
623630.08
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR11 2A 20460925 FLT
2046-09-25
2.434000
400000.00
87917.09
Private Label Collateralized Mortgage Obligations
BEAR STEARNS MTG FDG 2007-AR4 I-A-2 20370425 FLT
2037-04-25
2.304750
25861400.00
4059934.12
Private Label Collateralized Mortgage Obligations
BEAR STEARNS MTG FDG 2007-AR4 IIA-2A 20370625 FLT
2037-06-25
2.304750
98514000.00
14572047.34
Private Label Collateralized Mortgage Obligations
CSMC MTG TRUST 2007-3 4-A-6 20370425 FLT
2037-04-25
2.314750
6000000.00
184097.10
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2006-1 A-4 20360225 FLT
2036-02-25
3.670000
98113000.00
4692161.81
Private Label Collateralized Mortgage Obligations
BEAR STEARNS MTG FDG 2007-AR2 A-2 20370325 FLT
2037-03-25
2.264750
177189440.00
21264106.96
Private Label Collateralized Mortgage Obligations
CHASEFLEX TRUST 2007-M1 2-AV2 20370825 FLT
5493006ND0ASVXWQFQ18
2037-08-25
2.294750
8767000.00
1067254.37
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2008-4R 2-A-4 20370127 FLT
2037-01-27
2.414750
711000.00
126677.06
Private Label Collateralized Mortgage Obligations
CWMBS INC 2004-10 M 20340725 5.0
2034-07-25
5.000000
3125000.00
993620.86
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2006-3 I-1A-2 20461225 FLT
2046-12-25
2.524750
89248000.00
2896815.74
Private Label Collateralized Mortgage Obligations
ML-CFC COML MTG TR 2007-6 C 20510312 FLT
2051-03-12
5.674000
999997.00
9089.97
Private Label Collateralized Mortgage Obligations
Y
2018-10-05
2018-10-05
2018-11-05
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0261
334918863.00
334918863.00
0.0058
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.960000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HQ1L1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBE3754
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
46290098.00
45588015.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7160
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
41807635.00
42335904.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1513
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
53721464.00
50081271.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0120
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
50000000.00
47403045.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
13826270.00
14124493.43
Agency Mortgage-Backed Securities
04.500 FGPC G06829 G
2041-09-01
4.500000
112789340.00
47910948.09
Agency Mortgage-Backed Securities
04.000 FGPC Q49502 G
2047-07-01
4.000000
44654506.00
42283933.58
Agency Mortgage-Backed Securities
03.500 FGPC G60581 G
2046-05-01
3.500000
50000000.00
41905310.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3671
2047-06-01
4.000000
50000000.00
47269319.13
Agency Mortgage-Backed Securities
04.500 FGPC G08827 G
2048-07-01
4.500000
20275248.00
20890065.18
Agency Mortgage-Backed Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0196
387999961.20
387999961.20
0.0067
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.050000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HQ1V9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VENTURE XXIV CLO LTD
549300EDZDHKTKE7JV77
2028-10-20
0.00
7771960.00
6878184.60
Asset-Backed Securities
CWABS INC 2006-1 AF-4 20340925 FLT
2034-09-25
4.788410
10717600.00
10968960.60
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT
2036-10-25
2.374750
45625023.00
34680528.60
Asset-Backed Securities
FIVE GUYS FDG 2017-1 A-2 20470725 4.6
549300LV8X8T05G1H175
2047-07-25
4.600000
1752442.00
1754514.07
Asset-Backed Securities
KEYCORP STUDENT LN TR 2005-A II-C 20381227 FLT
2038-12-27
3.637000
25228133.00
21024279.41
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-3 A-5-1 20331025 FLT
2033-10-25
2.444750
44429663.00
32490138.69
Asset-Backed Securities
PARK PLACE SECS 2004-WHQ2 M-5 20350225 FLT
2035-02-25
3.789750
6719741.00
4928928.24
Asset-Backed Securities
DRIVE AUTO RECV TR 2018-1 E 20250616 5.0
2025-06-16
5.090000
41057525.00
40984944.43
Asset-Backed Securities
KEYCORP STUDENT LN TR 2006-A II-C 20420327 FLT
2042-03-27
3.487000
22623359.00
18311960.12
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
2033-01-25
2.354750
23574654.00
20674133.68
Asset-Backed Securities
VENTURE XXI CLO LTD 2015-21 SUB NT 20270715 FLT
5493001C8B2BF8JNTO68
2027-07-15
0.00
292929.00
209444.23
Asset-Backed Securities
CHRYSLER CAP AUTO RECEIVABLES TR 2015-A
2022-01-18
0.00
44318.00
18352626.43
Asset-Backed Securities
CB SWUARE INC
2022-03-01
0.00
534145.00
1789191.86
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT 26
5493004T21MOAFINJP35
2026-10-01
3.150000
59000.00
49831.69
Corporate Debt Securities
BOMBARDIER INC SR REGS NT7.5%25
W7L3VLU8EHQY34Z36697
2025-03-15
7.500000
2985000.00
3174050.00
Corporate Debt Securities
APX GROUP INC SR NT 8.75%20
549300OMQVKPRU98OE64
2020-12-01
8.750000
816000.00
833850.00
Corporate Debt Securities
AVATION CAP S A FR 6.5%051521
54930056OEYSV06OMD90
2021-05-15
6.500000
565000.00
580867.08
Corporate Debt Securities
MATADOR RES CO 5.875%26
549300CI3Q2UUK5R4G79
2026-09-15
5.875000
1573000.00
1599162.05
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 7.125%23
549300ZCZ76HYCS0H445
2023-01-15
7.125000
3014000.00
2107099.96
Corporate Debt Securities
CB CITRIX SYS INC
2019-04-15
0.00
2102584.00
3232758.64
Corporate Debt Securities
WAND MERGER CORP SR GLBL 144A 26
2026-07-15
9.125000
835887.00
880749.17
Corporate Debt Securities
NGL ENERGY PARTNERS LP SR GLBL NT 19
2019-07-15
5.125000
3000000.00
3034645.83
Corporate Debt Securities
INTREPID AVIATION GROUP HLDGS SR GLBL 144A 21
2021-08-15
8.500000
3156132.00
3179671.48
Corporate Debt Securities
LEXMARK INTL INC CR SEN SR NT 20
549300TGOGJOCWL57Z97
2020-03-15
7.125000
2758000.00
2503861.79
Corporate Debt Securities
ENDO LTD / ENDO FIN LLC SR 144A NT 6%23
2023-07-15
6.000000
4000000.00
3470666.67
Corporate Debt Securities
SCANA CORP NEW FR 4.125%020122
V8HA8TAJG10VL0G7B254
2022-02-01
4.125000
4743000.00
4708980.83
Corporate Debt Securities
LGI HOMES INC SR GLBL 144A 26
549300W02B4WNV8CV109
2026-07-15
6.875000
3400000.00
3415111.11
Corporate Debt Securities
FREEPORT-MCMORAN INC SR NT 3.55%22
549300IRDTHJQ1PVET45
2022-03-01
3.550000
771000.00
758664.00
Corporate Debt Securities
HCA INC SR GLBL NT 26
L3CJ6J7LJ2DX62FTXD46
2026-02-15
5.875000
545000.00
566010.36
Corporate Debt Securities
HEXION INC SR SEC GLBL 22
54930030FZF8HYAEHM46
2022-02-01
13.750000
4000000.00
3605833.33
Corporate Debt Securities
DISH DBS CORP SR NT 6.75%21
2021-06-01
6.750000
3200000.00
3318000.00
Corporate Debt Securities
MURRAY ENERGY CORP SR SEC 144A NT21
549300WM5IIFYHZYTT63
2021-04-15
11.250000
163000.00
122657.50
Corporate Debt Securities
BARCLAYS PLC ALT TIER I COCO
213800LBQA1Y9L22JB70
2099-12-31
8.250000
10321000.00
10632350.17
Corporate Debt Securities
EXELA INTERMEDIATE LLC SR SEC GLBL 23
2023-07-15
10.000000
1967000.00
2083107.64
Corporate Debt Securities
TIDEWATER INC NEW SR SEC NT 8%22
2022-08-01
8.000000
1486.00
1544.20
Corporate Debt Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0217
231997030.40
231997030.40
0.0040
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.010000%
549300LCO2FLSSVFFR64
0000050916
ARP0HQ2D8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HSBC HLDGS PLC SUB GLBL NT 26
MLU0ZO3ML4LN2LL2TL39
2026-11-23
4.375000
370000.00
372667.60
Corporate Debt Securities
INTERCONTINENTAL EXCHANGE INC SR GLBL NT 23
5493000F4ZO33MV32P92
2023-09-21
3.450000
995000.00
993413.97
Corporate Debt Securities
VERIZON GLOBAL FDG CORP SR GLBL NT 32
2S72QS2UO2OESLG6Y829
2032-06-15
7.750000
133000.00
171600.74
Corporate Debt Securities
ZOETIS INC SR NT 4.7%43
549300HD9Q1LOC9KLJ48
2043-02-01
4.700000
2162000.00
2255715.49
Corporate Debt Securities
ZOETIS INC SR GLBL NT 47
549300HD9Q1LOC9KLJ48
2047-09-12
3.950000
6864000.00
6494875.06
Corporate Debt Securities
SIEMENS FIN NV SR 144A NT 25
TAFO772JB70PDRN5VS48
2025-05-27
3.250000
350000.00
345441.64
Corporate Debt Securities
SYNCHRONY FINL 3.95%27
549300RS7EWPM9MA6C78
2027-12-01
3.950000
149000.00
137267.00
Corporate Debt Securities
SYNCHRONY BANK SR GLBL NT 3%22
549300UATVPGSLE43Z27
2022-06-15
3.000000
8525000.00
8256831.92
Corporate Debt Securities
UNION PAC CORP SR GLBL NT4.5%48
549300LMMRSZZCZ8CL11
2048-09-10
4.500000
2152000.00
2201904.88
Corporate Debt Securities
REGIONS FINL CORP NEW SR GLBL NT3.8%23
CW05CS5KW59QTC0DG824
2023-08-14
3.800000
4770000.00
4782640.50
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 3.5%091529
4NYF266XZC35SCTGX023
2029-09-15
3.500000
25000.00
23239.39
Corporate Debt Securities
NORDEA BK AB MTN 144A VR 083018-083023
6SCPQ280AIY8EP3XFW53
2023-08-30
3.254750
75990.00
76166.33
Corporate Debt Securities
CATERPILLAR FINL CORP PWRNTSBE FR 1.6%091521
EDBQKYOPJUCJKLOJDE72
2021-09-15
1.600000
236000.00
225853.84
Corporate Debt Securities
BANK AMER CORP VR 030518-030524
9DJT3UXIJIZJI4WXO774
2024-03-05
3.107810
100000.00
100592.42
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.5%042823
WFLLPEPC7FZXENRZV188
2023-04-28
3.500000
35000.00
35555.04
Corporate Debt Securities
BAYER US FIN II LLC 3.95%45
529900XWNEXYNJ3X6T40
2045-04-15
3.950000
1578.00
1363.04
Corporate Debt Securities
ALBERTA PROV CDA SR GLBL BD3.3%28
LQPXMHHNJKIPJYE53543
2028-03-15
3.300000
4465871.00
4518106.81
Corporate Debt Securities
ARCHER DANIELS MIDLAND CO SR DEB 4.016%43
549300LO13MQ9HYSTR83
2043-04-16
4.016000
2007000.00
1996563.60
Corporate Debt Securities
AT&T INC SR GLBL NT4.8%44
549300Z40J86GGSTL398
2044-06-15
4.800000
1365000.00
1264363.10
Corporate Debt Securities
DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 23
2023-06-15
5.450000
115000.00
122228.39
Corporate Debt Securities
DOLLAR TREE INC SR GLBL NT3.7%23
549300PMSTQITB1WHR43
2023-05-15
3.700000
1649657.00
1661290.75
Corporate Debt Securities
FIDELITY NATIONAL FINANCIAL IN 4.5%28
549300CAZYIH39SYQ287
2028-08-15
4.500000
151579.00
151448.64
Corporate Debt Securities
CARGILL INC SR NT 144A 42
QXZYQNMR4JZ5RIRN4T31
2042-11-01
4.100000
900000.00
904992.00
Corporate Debt Securities
CAROLINA PWR & LT CO 1MTG BD 6.125%33
0NIFZ782LS46WOC9QK20
2033-09-15
6.125000
58000.00
71854.64
Corporate Debt Securities
GLAXOSMITHKLINE CAP INC SR GLBL NT4.2%43
5493007Q8VD7Q3ZYZS59
2043-03-18
4.200000
1131000.00
1169540.71
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5%021520
784F5XWPLTWKTBV3E584
2020-02-15
5.000000
14000.00
14465.95
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5%031523
784F5XWPLTWKTBV3E584
2023-03-15
5.000000
15000.00
15716.88
Corporate Debt Securities
LLOYDS BKG GROUP PLC SB GLBL NT4.5%24
549300PPXHEU2JF0AM85
2024-11-04
4.500000
200000.00
201461.00
Corporate Debt Securities
LOWES COS INC SR GLBL NT 47
WAFCR4OKGSC504WU3E95
2047-05-03
4.050000
113000.00
112057.02
Corporate Debt Securities
JP MORGAN CHASE BANK NA SR GLBL FL NT 24
8I5DZWZKVSZI1NUHU748
2024-07-23
3.237060
23905.00
24053.38
Corporate Debt Securities
VALMONT INDS INC SR NT 5.25%54
5493009ZGZJJ8F77JN08
2054-10-01
5.250000
53000.00
48610.27
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.125%081523
PBLD0EJDB5FWOLXP3B76
2023-08-15
4.125000
3882000.00
3953674.66
Corporate Debt Securities
BMW US CAPITAL LLC SR GLBL REGS 23
KK5MZM9DIXLXZL9DZL15
2023-04-12
3.450000
150000.00
151185.12
Corporate Debt Securities
SOCIETE GENERALE MTN 144A FR 4%011227
O2RNE8IBXP4R0TD8PU41
2027-01-12
4.000000
3600000.00
3496516.00
Corporate Debt Securities
TIME WARNER INC SR NT 4.05%23
KNG3XRAA0RHN9H62OK76
2023-12-15
4.050000
5637000.00
5739875.25
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 5.7%121436
5PRBRS5FEH7NREC8OR45
2036-12-14
5.700000
1625000.00
1912351.46
Corporate Debt Securities
QUEBEC PROV CDA SR AMZ DEB7.5%23
549300WN65YFEQH74Y36
2023-07-15
7.500000
10000.00
11942.83
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL PD DB 29
549300WN65YFEQH74Y36
2029-09-15
7.500000
5000.00
7089.62
Corporate Debt Securities
MORGAN STANLEY VR 012017-012022
IGJSJL3JD5P30I6NJZ34
2022-01-20
3.527500
510000.00
519922.26
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 22
2022-07-11
4.875000
10500000.00
10967783.76
Corporate Debt Securities
PROLOGIS SR GLBL NT 23
GL16H1DHB0QSHP25F723
2023-08-15
4.250000
1378000.00
1429191.17
Corporate Debt Securities
PROTECTIVE LIFE CORP SR NT 8.45%39
2039-10-15
8.450000
45000.00
66502.45
Corporate Debt Securities
MEDTRONIC INC SR GLBL NT 45
D56MRZY2INAN94ZONZ37
2045-03-15
4.625000
4929000.00
5378901.32
Corporate Debt Securities
METLIFE INC PERP GLBL -C NT
C4BXATY60WC6XEOZDX54
2099-12-29
5.250000
176000.00
181470.67
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT3.7%46
INR2EJN1ERAN0W5ZP974
2046-08-08
3.700000
700000.00
682859.72
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
1424000.00
1447359.53
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
79000.00
77604.20
Corporate Debt Securities
MORGAN STANLEY D W DISC SRMTNS SR NT FLT 21
IGJSJL3JD5P30I6NJZ34
2021-03-15
4.801010
10000.00
9996.34
Corporate Debt Securities
MASCO CORP SR GLBL NT4.5%47
5GCSNMQXHEYA1JO8QN11
2047-05-15
4.500000
9022000.00
8151647.67
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.5%030127
UE2136O97NLB5BYP9H04
2027-03-01
3.500000
100000.00
99422.00
Corporate Debt Securities
CITIGROUP INC SR NT FXD/FLT 28
6SHGI4ZSSLCXXQSBB395
2028-01-10
3.887000
52000.00
51084.62
Corporate Debt Securities
BNP PARIBAS SUB GLBL 144A 33
R0MUWSFPU8MPRO8K5P83
2033-03-01
4.375000
1000000.00
971615.00
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR GLBL-BCUSG926
54930058TO7MEKUHWL16
2026-06-02
2.250000
43000.00
40524.60
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
7601000.00
7144342.48
Corporate Debt Securities
CSX CORP SR GLBL NT 27
549300JVQR4N1MMP3Q88
2027-06-01
3.250000
65805.00
63290.26
Corporate Debt Securities
BANK AMER CORP FR 4.25%102226
9DJT3UXIJIZJI4WXO774
2026-10-22
4.250000
83000.00
83598.36
Corporate Debt Securities
BANK AMER CORP SR NT FIX/FLT 28
9DJT3UXIJIZJI4WXO774
2028-07-21
3.593000
2229000.00
2147869.35
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE FR 6.1%031520
K9G90K85RBWD2LAGQX17
2020-03-15
6.100000
10000000.00
10718377.78
Corporate Debt Securities
AVNET INC SR GLBL NT 26
XJI53DCPL7QABOWK4Z75
2026-04-15
4.625000
3695000.00
3758007.96
Corporate Debt Securities
BPCE S A FR 2.75%011123
9695005MSX1OYEMGDF46
2023-01-11
2.750000
1000000.00
968199.44
Corporate Debt Securities
BNP PARIBAS FR 3.8%011024
R0MUWSFPU8MPRO8K5P83
2024-01-10
3.800000
776000.00
767963.23
Corporate Debt Securities
BANCO SANTANDER SA SR GLBL NT 27
5493006QMFDDMYWIAM13
2027-04-11
4.250000
400000.00
392347.11
Corporate Debt Securities
BANK AMER CORP FR 5.625%070120
9DJT3UXIJIZJI4WXO774
2020-07-01
5.625000
50000.00
52724.25
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 3.75%25
ODVCVCQG2BP6VHV36M30
2025-07-10
3.750000
173000.00
169953.90
Corporate Debt Securities
APTIV PLC SR NT 26
2026-01-15
4.250000
395000.00
395288.57
Corporate Debt Securities
APTIV PLC SR NT 46
2046-10-01
4.400000
280000.00
260829.33
Corporate Debt Securities
AT&T INC SR GLBL NT 46
549300Z40J86GGSTL398
2046-05-15
4.750000
425000.00
391181.10
Corporate Debt Securities
AT&T INC SR GLBL NT 40
549300Z40J86GGSTL398
2040-03-15
6.350000
38000.00
42434.62
Corporate Debt Securities
ABBVIE INC SR GLBL NT 46
FR5LCKFTG8054YNNRU85
2046-05-14
4.450000
9465000.00
9139275.17
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 3%20
222100FLFVOSKCBCAR54
2020-03-12
3.000000
1525000.00
1542451.08
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 2.342%111520
549300G6UZOB126GBY72
2020-11-15
2.342000
8000000.00
7890127.11
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 6.15%080737
3C7474T6CDKPR9K6YT90
2037-08-07
6.150000
1950000.00
2296729.50
Corporate Debt Securities
GENERAL MLS INC SR GLBL FL NT 21
2TGYMUGI08PO8X8L6150
2021-04-16
2.879190
43554.00
43905.00
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 4.125%011027
2027-01-10
4.125000
13350000.00
13130576.07
Corporate Debt Securities
EL PASO ENERGY CORP MTN BE FR 8.05%101530
549300WR7IX8XE0TBO16
2030-10-15
8.050000
9000.00
11264.23
Corporate Debt Securities
CAPITAL ONE BK USA NATL ASSN SUB NT 3.375%23
LKE37K2B8CFZUR7F9816
2023-02-15
3.375000
2000000.00
1958140.00
Corporate Debt Securities
CATERPILLAR INC DEL SR NT 4.3%44
WRJR7GS4GTRECRRTVX92
2044-05-15
4.300000
150000.00
157647.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 5.75%22
784F5XWPLTWKTBV3E584
2022-01-24
5.750000
65000.00
69785.93
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 46
54930070NSV60J38I987
2046-04-01
6.750000
340000.00
387176.70
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 46
549300WTZWR07K8MNV44
2046-03-01
4.750000
9900000.00
10579041.00
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 6.25%41
784F5XWPLTWKTBV3E584
2041-02-01
6.250000
5000000.00
6084191.67
Corporate Debt Securities
LOCKHEED MARTIN CORP GLBL B NT4.09%52
DPRBOZP0K5RM2YE8UU08
2052-09-15
4.090000
3108.00
3016.50
Corporate Debt Securities
MACQUARIE GRP LTD SR MTN 144A FR 3.763%112828
ACMHD8HWFMFUIQQ8Y590
2028-11-28
3.763000
10000000.00
9443110.83
Corporate Debt Securities
AON PLC SR NT 4.25%42
VVT2B79I2Z4U3R6BY589
2042-12-12
4.250000
5040000.00
4755272.20
Corporate Debt Securities
INTL PAPER CO CR SEN SR NT 39
824LMFJDH41EY779Q875
2039-11-15
7.300000
2011000.00
2607009.01
Corporate Debt Securities
JPMORGAN CHASE & CO SR STEP 32
8I5DZWZKVSZI1NUHU748
2032-12-24
3.150000
12000.00
10846.11
Corporate Debt Securities
KOHLS CORP SR GLBL NT 45
549300JF6LPRTRJ0FH50
2045-07-17
5.550000
3000.00
2920.75
Corporate Debt Securities
KRAFT FOODS GROUP INC SR GLBL NT 39
5493003STKEZ2S0RNU91
2039-01-26
6.875000
2105000.00
2498369.83
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28
784F5XWPLTWKTBV3E584
2028-06-05
3.691000
2000.00
1929.85
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 29
784F5XWPLTWKTBV3E584
2029-05-01
4.223000
125000.00
125798.72
Corporate Debt Securities
GRAINGER W W INC SR GLBL NT4.6%45
549300TWZSP6O1IH2V34
2045-06-15
4.600000
1200000.00
1290769.33
Corporate Debt Securities
HSBC HLDGS PLC SUB NT 4.25%24
MLU0ZO3ML4LN2LL2TL39
2024-03-14
4.250000
5150000.00
5271052.18
Corporate Debt Securities
RAYTHEON CO SR NT 4.875%40
YR6K3WJN0KKLUPZSNL57
2040-10-15
4.875000
1500000.00
1737325.00
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 23
549300F5XIFGNNW4CF72
2023-01-10
3.571000
1919000.00
1887718.22
Corporate Debt Securities
BELLSOUTH CAP FDG CORP SR GLBL DEB 30
2030-02-15
7.875000
186000.00
224401.56
Corporate Debt Securities
CBS CORP NEW GTD SR NT 5.9%40
5KYC8KF17ROCY24M3H09
2040-10-15
5.900000
1835000.00
2078667.61
Corporate Debt Securities
BANK AMER CORP FIX/FLT LKD 23
9DJT3UXIJIZJI4WXO774
2023-04-24
2.881000
8367.00
8235.50
Corporate Debt Securities
AMGEN INC SR GLBL NT3.2%27
62QBXGPJ34PQ72Z12S66
2027-11-02
3.200000
9544000.00
9147902.81
Corporate Debt Securities
ABBVIE INC SR NT 4.7%45
FR5LCKFTG8054YNNRU85
2045-05-14
4.700000
1138000.00
1129578.17
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 3.2%21
UDSQCVRUX5BONN0VY111
2021-01-15
3.200000
955000.00
943176.04
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 25
UDSQCVRUX5BONN0VY111
2025-06-09
4.687000
4950000.00
4902847.68
Corporate Debt Securities
GENERAL ELECTRIC CO SR NT 4.5%44
3C7474T6CDKPR9K6YT90
2044-03-11
4.500000
1500000.00
1491915.00
Corporate Debt Securities
EL PASO PIPELINE PARTNERS OPER GTD SR NT 6.5%20
549300PDHUGWPWGOT525
2020-04-01
6.500000
4017000.00
4328491.56
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR NT 2.8%20
5493003STKEZ2S0RNU91
2020-07-02
2.800000
1820000.00
1813427.78
Corporate Debt Securities
LLOYDS BKG GROUP PLC SR SB GLBL NT 26
549300PPXHEU2JF0AM85
2026-03-24
4.650000
8437000.00
8538996.30
Corporate Debt Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0207
217998626.60
217998626.60
0.0038
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.060000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HQ2Z9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 B58
VZFZPMWDHTQCFKYOBP05
2058-05-15
4.500000
16156000.00
16771462.82
Corporate Debt Securities
EURO BK RECON & DEV EURO MTN FR 2.75%030723
549300HTGDOVDU6OGK19
2023-03-07
2.750000
17749969.00
17845138.41
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 23
2023-04-24
3.125000
23725000.00
23257956.90
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT4.5%34
5493001NTNQJDH60PM02
2034-11-28
4.500000
2090000.00
2123805.75
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 2.875%022521
784F5XWPLTWKTBV3E584
2021-02-25
2.875000
28866000.00
28587419.05
Corporate Debt Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0209
76999730.50
76999730.50
0.0013
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.410000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0HQ347
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RIVERVIEW HECM TR 2007-2 A-2 20470725 FLT
5493005DHXHWSIL5PQ32
2047-07-25
2.164750
35429684.00
31021550.77
Asset-Backed Securities
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.514750
7000000.00
7739970.87
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 2M-2 20250725 FLT
2025-07-25
7.064750
635000.00
528970.72
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 B-IO 20560825 FLT
2056-08-25
1.196780
118691000.00
12470852.92
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
9000000.00
8755287.00
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 B-IO 20560725 FLT
2056-07-25
1.219430
97930855.00
11305232.37
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
5250000.00
5141333.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.820160
10412000.00
9523228.49
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 B 20480525 FLT
2048-05-25
3.820160
6500000.00
3652822.51
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-1 MA 20560125 3.0
2056-01-25
3.000000
120000.00
105941.62
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-1 M-1 20560125 FLT
2056-01-25
4.000000
8000000.00
7790333.33
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-1 B-IO 20560125 FLT
2056-01-25
1.348820
141941501.00
18923179.86
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-1 20560825 FLT
2056-08-25
4.000000
7000000.00
6791159.67
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2017-SC01 B 20461225 FLT
2046-12-25
3.595100
6079000.00
1833378.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-SP11 M-2 20470925 FLT
2047-09-25
3.984790
4375000.00
4119723.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-SP11 B 20470925 FLT
2047-09-25
3.984790
3800000.00
2299566.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 M-2 20480225 FLT
2048-02-25
3.745090
11278000.00
10130668.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 B 20480225 FLT
2048-02-25
3.745090
6500000.00
4029266.68
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA1 M-2 20300725 FLT
2030-07-25
3.864750
580000.00
576315.91
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.414750
6520000.00
6637354.30
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
5.813630
8450000.00
8795207.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-2 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
13.813600
10000000.00
10856922.72
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC01 B 20450525 FLT
2045-05-25
3.875640
2151745.00
1310778.37
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC02 B 20450925 FLT
2045-09-25
3.676560
3014625.00
1751445.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
5.964750
2000000.00
2262172.25
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
6.814750
3000000.00
3349580.37
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA3 M-2 20300425 FLT
2030-04-25
4.414750
250000.00
258106.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN4 M-3 20241025 FLT
2024-10-25
6.614750
5680000.00
4922155.87
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
6.764750
3000000.00
3462670.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
7.614750
13180000.00
16037755.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
7.214750
14088000.00
16778265.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
5.914750
3052700.00
3433432.11
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.664750
18110000.00
20145095.40
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.214750
20217206.00
20354368.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2M-2 20300528 FLT
2030-05-28
4.564750
5400000.00
5547116.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
4.314750
14079500.00
14381225.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.864750
17059247.00
19190875.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.564750
15972132.00
18452654.01
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.114750
475000.00
541120.38
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2 20300125 FLT
2030-01-25
4.264750
19241249.00
19804686.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.564750
7000000.00
7044149.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1B-1 20300528 FLT
2030-05-28
6.064750
4500000.00
4786865.06
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
5.064750
5100000.00
4993658.93
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
7.614750
11411213.00
10306405.43
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
6.064750
6000000.00
6037222.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1B 20280925 FLT
2028-09-25
14.314800
250000.00
368781.47
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C07 2M-2 20290525 FLT
2029-05-25
6.414750
500000.00
558726.56
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-1 M 20570525 FLT
2057-05-25
4.750000
22337000.00
21749708.15
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
15871000.00
15372502.47
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1I 20421226 2.1
2042-12-26
2.100000
7000000.00
919450.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2D 20421226 FLT
2042-12-26
3.314750
1500000.00
1493244.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.414750
14479860.00
14664663.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
6.314750
16327800.00
16553963.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1B-1 20300225 FLT
2030-02-25
6.214750
575000.00
619290.98
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 HT 20570625 FLT
2057-06-25
2.500000
2800000.00
2470904.89
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-1 HT 20570525 FLT
2057-05-25
2.000000
1000000.00
909400.72
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2017-SC02 B 20470525 FLT
2047-05-25
3.867810
5427000.00
2689288.17
Private Label Collateralized Mortgage Obligations
Y
2018-10-05
2018-10-05
2018-11-26
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0255
396867243.20
396867243.20
0.0069
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.940000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HQF93
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
26544703.00
27117254.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLAT2025
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
58584817.00
31885293.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0554
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
30439563.00
29744624.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0622
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
40179354.00
38326669.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1391
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
38648716.00
39306182.79
Agency Mortgage-Backed Securities
04.000 FGPC Q51387 G
2047-10-01
4.000000
31155042.00
30726371.71
Agency Mortgage-Backed Securities
04.000 FGPC Q52426 G
2047-11-01
4.000000
31703968.00
31192741.66
Agency Mortgage-Backed Securities
04.000 FGPC Q52723 G
2047-12-01
4.000000
30497905.00
30032463.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ9337
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
82132906.00
33842279.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
2044-11-01
4.500000
60355000.00
32015661.34
Agency Mortgage-Backed Securities
03.500 FGPC Q11067 G
2042-09-01
3.500000
62000000.00
30887598.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7085
2047-03-01
4.000000
19275958.00
17284341.07
Agency Mortgage-Backed Securities
03.500 FGPC Q52443 G
2047-11-01
3.500000
31090002.00
29490048.07
Agency Mortgage-Backed Securities
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0197
389998553.10
389998553.10
0.0068
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.750000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HQFU6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
5.879990
1579902.00
1602120.68
Asset-Backed Securities
TICP CLO V 2016 1 LTD
2031-07-17
8.086000
3000000.00
3024353.67
Asset-Backed Securities
BDS 2018-FL1 LTD D 20350118 FLT
2035-01-18
4.810000
15000000.00
15054266.67
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B1 20561025 FLT
2056-10-25
3.673230
3498812.00
3347216.19
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 E 20340919 4.0
2034-09-19
4.011000
24500000.00
24184656.42
Asset-Backed Securities
TICP CLO VI 2016-2 LTD
2029-01-15
8.889190
4000000.00
4070713.64
Asset-Backed Securities
SOUND PT CLO VII LTD
2027-01-23
7.997060
1750000.00
1699584.85
Asset-Backed Securities
SOUND PNT CLO IX LTD 2015-9 F 20270720 FLT
2027-07-20
8.847500
1770000.00
1740591.08
Asset-Backed Securities
BALLANTYNE RE PLC 2006-1 B-1 20360502 FLT
635400SIJGV4YAWB4S58
2036-05-02
7.512440
3000000.00
372831.99
Asset-Backed Securities
BALLANTYNE RE PLC 2006-1 B-2 20360502 7.0
635400SIJGV4YAWB4S58
2036-05-02
2.532670
6000000.00
271179.01
Asset-Backed Securities
BAYVIEW MTG FD IVC TR 2017-RT3 B6 20580128 FLT
549300ZGMKIELA840327
2058-01-28
4.500000
20470112.00
14939599.49
Asset-Backed Securities
SECURITIZED ASSET REC 2007-BR5 A-2B 20370525 FLT
2037-05-25
2.244750
50996992.00
24765195.13
Asset-Backed Securities
SHELTER GROWTH CRE 2018-FL1 C 20350116 FLT
2035-01-16
4.062690
10500000.00
10297749.56
Asset-Backed Securities
SKYBOX CDO LTD 2005-1 B 20401211 FLT
549300F49ZQGZPUMCS46
2040-12-11
3.027130
3326990.00
60837.18
Asset-Backed Securities
SKOPOS AUTO RECV TR 2018-1 C 20230417 4.7
2023-04-17
4.770000
9500000.00
9477694.00
Asset-Backed Securities
HOME EQUITY MTG TR 2007-1 A-1 20370525 FLT
2037-05-25
2.404750
53318400.00
2398363.84
Asset-Backed Securities
ALM XVIII LTD 2016-18R D-R 20280118 FLT
549300OB3NG2PMZ54Z49
2028-01-18
7.839190
7750000.00
7769251.65
Asset-Backed Securities
SUDBURY MILL CLO LTD 2013 E 20260120 FLT
2026-01-20
7.086000
4492090.00
4433066.93
Asset-Backed Securities
BYVW OPP MST FD TR 2018-SBR1 A1-IO 20330228 FLT
2033-02-28
4.000000
100000000.00
3238155.65
Asset-Backed Securities
CIT MTG LN TR 2007-1 2-M2 20371025 FLT
2037-10-25
3.814750
2251800.00
1893869.17
Asset-Backed Securities
OCTAGON INVT PARTNERS XXI LTD
549300MQ9W5DWZ8QX450
2030-01-22
7.797060
3900000.00
3890744.58
Asset-Backed Securities
ALESCO PREFERRED FDG X 2006-10 C-1 20360923 FLT
2036-09-23
3.585060
1375000.00
1015886.02
Asset-Backed Securities
OHA LOAN FUND LTD 2012-1R E-R 20270125 FLT
2027-01-25
9.597060
3000000.00
3134850.69
Asset-Backed Securities
TOWD PT MTG TR 2017-2 B2 20570425 FLT
2057-04-25
4.106720
7388000.00
7100270.30
Asset-Backed Securities
TOWD PT MTG TR 2017-6 B3 20571025 FLT
2057-10-25
3.483960
4297000.00
3670027.57
Asset-Backed Securities
VIBRANT CLO IV LTD 2016-4 E 20280720 FLT
2028-07-20
9.097500
3385000.00
3450349.54
Asset-Backed Securities
TABERNA PREF FDG III 2005-3 A-2B 20360205 FLT
U03UUQ0VYFBPHFC9G558
2036-02-05
2.860500
5049000.00
3569975.81
Asset-Backed Securities
TOWD POINT MTG TR 2015-5 X 20550525 FLT
2055-05-25
0.00
1120673792.00
7763119.32
Asset-Backed Securities
TOWD PT MTG TR 2016-1 B2 20550225 FLT
2055-02-25
4.135370
8538384.00
8507724.62
Asset-Backed Securities
TOWD PT MTG TR 2016-1 X 20550225 FLT
2055-02-25
0.00
730733568.00
6234737.18
Asset-Backed Securities
TOWD POINT MTG TR 2015-6 B2 20550425 FLT
2055-04-25
3.970550
10368896.00
9930724.69
Asset-Backed Securities
TOWD PT MTG TR 2016-4 B5 20560725 FLT
2056-07-25
3.994430
1883000.00
1381662.05
Asset-Backed Securities
STRUCTURED ASSET SECS 2006-S4 A 20370125 FLT
2037-01-25
2.404750
29586000.00
2944106.82
Asset-Backed Securities
MARATHON CLO VII LTD 2014-7 D 20251028 FLT
2025-10-28
7.738880
1700000.00
1674668.31
Asset-Backed Securities
ML MTG INVESTORS 2004-WMC4 B-1 20350425 FLT
2035-04-25
5.034750
1400000.00
153713.99
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-8 A-4 20230425 FLT
2023-04-25
3.835310
9227000.00
9448183.28
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT
2037-02-25
2.294750
11241000.00
3639870.89
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-3 M4 20350825 FLT
2035-08-25
3.114750
3000000.00
1999608.37
Asset-Backed Securities
POPULAR ABS 2006-A M-3 20360225 FLT
2036-02-25
2.754750
3600000.00
573990.25
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-6 A-4 20230725 FLT
549300JQFJDGC1WO7674
2023-07-25
3.435310
1400000.00
1266874.47
Asset-Backed Securities
SOFI CONSUMER LN PRGRM 2016-3 A 20251226 3.0
2025-12-26
3.050000
395000.00
151823.13
Asset-Backed Securities
TPMT 2018-2 A2
549300T32RO3I7BJ4V26
2058-03-25
9.982250
3600000.00
3480228.48
Asset-Backed Securities
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
3172400.00
3066912.41
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2015-WIN1 B-5 20441225 FLT
2044-12-25
3.864150
5915520.00
4170878.50
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2015-1 B-5 20450125 FLT
2045-01-25
3.941180
4661168.00
3306477.80
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-GW MZ M-C 20250515 FLT
2025-05-15
7.550560
6250000.00
6026917.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA2 M-3 20281025 FLT
2028-10-25
6.714750
250000.00
288494.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
5.614750
6878000.00
7556740.24
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
6.864750
240106.00
281533.44
Private Label Collateralized Mortgage Obligations
SHELLPOINT CO-ORG TR 2017-2 B-4 20471025 FLT
2047-10-25
3.736150
2587000.00
2020036.74
Private Label Collateralized Mortgage Obligations
SHELLPOINT CO-ORG TR 2017-2 B-5 20471025 FLT
2047-10-25
3.736150
2265050.00
1246191.31
Private Label Collateralized Mortgage Obligations
BAFC 2016-R2 1A2
2033-05-01
10.298800
5782760.00
4393146.01
Private Label Collateralized Mortgage Obligations
AJAX MTG LN TR 2018-A
2058-04-25
3.850000
21599904.00
14833665.05
Private Label Collateralized Mortgage Obligations
ANGEL OAK MTG TR 2016-1 A-1 20460725 FLT
2046-07-25
3.500000
19870000.00
6315720.09
Private Label Collateralized Mortgage Obligations
ATRIUM HOTEL PORT TR 2018-ATRM G 20350615 FLT
2035-06-15
7.662690
8360000.00
8425004.35
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2005-C20 G 144A 20420715 FLT
2042-07-15
5.610930
16000000.00
12873063.70
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2007-HY4 2-A1 20370425 FLT
2037-04-25
3.097760
30000000.00
5241427.44
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2005-AR1 II-B-1 20350225 FLT
2035-02-25
3.840150
2695000.00
1515005.95
Private Label Collateralized Mortgage Obligations
WINWATER MTG LN TR 2014-2 B-5 20440920 FLT
2044-09-20
4.100370
1065900.00
921239.13
Private Label Collateralized Mortgage Obligations
INDYMAC INDX 2006-AR6 2-A-1A 20460625 FLT
2046-06-25
2.264750
186000.00
32088.03
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE23 F 20480512 FLT
2048-05-12
4.394320
4107000.00
2605083.87
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-LC21 B 20480710 FLT
2048-07-10
4.453350
5000000.00
5008703.94
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2005-C6 J 144A 20401217 FLT
2040-12-17
5.230000
11000000.00
16419.53
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-TOP25 A-J 20491112 FLT
2049-11-12
5.574000
18761440.00
11579982.81
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ALT LN 2007-3 A-2 20370725 FLT
2037-07-25
2.264750
12017500.00
2122532.10
Private Label Collateralized Mortgage Obligations
ML CFC COMMERCIAL MORTGAGE TRUST 2007 7
2050-06-12
5.915540
4000000.00
1634087.18
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2007-AR7 I-A-2 20470825 FLT
2047-08-25
3.434620
92828000.00
3465774.30
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2007-AR4 A-6 20470925 FLT
2047-09-25
2.314750
65993900.00
6115155.58
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C22 F 20570917 3.4
2057-09-17
3.455000
14876000.00
7293636.68
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2007-A6
2037-12-25
3.716570
5622000.00
36192.81
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-4 B-5 20481025 FLT
2048-10-25
3.803710
2209000.00
1570119.20
Private Label Collateralized Mortgage Obligations
LEHMAN MTG TR 2008-4 A1 20370125 FLT
2037-01-25
2.444750
50000.00
9442.26
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR5 4-A-2 20360525 FLT
2036-05-25
2.334750
40500000.00
2176983.58
Private Label Collateralized Mortgage Obligations
GS MTG COML 2006-GG8 D 20391114 FLT
2039-11-14
5.701000
18500000.00
65223.29
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2007-AR1 I-A-2 20370125 FLT
2037-01-25
2.264750
32990000.00
2143745.52
Private Label Collateralized Mortgage Obligations
READY CAP MTG TR 2015-2 E 20550625 FLT
2055-06-25
5.207410
7750000.00
7002496.24
Private Label Collateralized Mortgage Obligations
MONARCH BEACH RESORT TR 2018 MBR MZ
2025-07-15
7.060000
56900000.00
56999859.50
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2005-AR3 2-A-1 20350725 FLT
2035-07-25
3.503210
32323000.00
2078832.25
Private Label Collateralized Mortgage Obligations
Y
2018-11-29
2018-11-29
2019-02-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0289
359753940.00
359753940.00
0.0063
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.020000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HQSB4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DENALI CAP CLO XII 2016-12R A-1R 20310425 FLT
549300X36LAD54U6O618
2031-04-25
3.389190
28588608.00
28606351.00
Asset-Backed Securities
CFG INVST LTD 2017-1 A 20261115 7.8
2026-11-15
7.870000
9104000.00
9365992.89
Asset-Backed Securities
CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD/C
2031-05-15
3.813750
6000000.00
6004050.00
Asset-Backed Securities
CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD/C
2031-05-15
4.138750
2750000.00
2750465.97
Asset-Backed Securities
ZAIS CLO 3 LTD SAIS CLO 3 LLC
549300SYHU0CNKIXQ691
2031-07-15
4.987300
7000000.00
7346535.16
Asset-Backed Securities
TELOS CLO LTD 2014-5R C-R 20280417 FLT
5493001KXOX6VRHBB435
2028-04-17
4.486000
5000000.00
5060669.44
Asset-Backed Securities
VENTURE 31 CLO 2018-31 A-1 20310420 FLT
549300WIVX6V4NHW6X79
2031-04-20
3.341750
1000000.00
996680.23
Asset-Backed Securities
SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC
2031-04-16
3.304620
5000000.00
5010653.87
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
40000000.00
39210623.89
Asset-Backed Securities
PARALLEL 2017 1 LTD PARALLEL 2017 1 LLC
2029-07-20
5.947500
2713808.00
2744265.41
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
47400000.00
47181343.80
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
32793000.00
32755615.98
Asset-Backed Securities
SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1
549300DU4YUH6HNZIN98
2022-01-18
4.120000
60000000.00
60514986.67
Asset-Backed Securities
OZLM XX LTD / OZLM XX LLC
549300ROA1URR67W0G46
2031-04-20
3.209800
33500000.00
33491868.98
Asset-Backed Securities
ONEMAIN FINL ISSUE TR 2016-2 B 20280320 5.9
2028-03-20
5.940000
2207863.00
2265143.80
Asset-Backed Securities
GREYWOLF CLO II LTD GREYWOLFCLO II LLC
2029-10-15
4.489190
8340533.00
8380452.36
Asset-Backed Securities
DRIVE AUTO REC TR 2015-C E 20221115 5.2
2022-11-15
5.270000
38680000.00
39324920.24
Asset-Backed Securities
DRIVE AUTO RECV TR 2016-A D 20230515 4.8
2023-05-15
4.850000
40000000.00
40386422.23
Asset-Backed Securities
DRYDEN 58 CLO LTD/DRYDEN 58 CLO LLC
549300YIDGL7GPSLZ840
2031-07-17
3.321170
12049197.00
12055703.57
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2016-2 C 20220715 2.5
2022-07-15
2.530000
1010000.00
993413.22
Asset-Backed Securities
HARBOURVIEW CLO VII-R LTD / HARBOURVIEW CLO VII-
2031-07-18
5.500990
3000000.00
3047122.77
Asset-Backed Securities
HARDEES FUND LLC 2018-1 A2-III 20480620 5.7
2048-06-20
5.710000
23916813.00
24516919.07
Asset-Backed Securities
JIMMY JOHNS FDG 2017-1 A-2-II 20470730 4.8
2047-07-30
4.846000
34211000.00
34062042.40
Asset-Backed Securities
LCM XIV LTD PARTNERSHIP / LCM XIV LLC
549300NGJ6CPPJRPGL08
2031-07-20
4.249840
970232.00
966558.69
Asset-Backed Securities
GREENWOOD PK CLO LTD GREENWOOD PK CLO LLC
2031-04-15
3.725190
500000.00
494509.98
Asset-Backed Securities
MJX VENTURE MGMT II LLC
549300WMOGGIXRH33849
2030-09-08
3.945190
500000.00
501671.91
Asset-Backed Securities
DELL EQUIP FIN TR 2018-1 A-3 20230622 3.1
2023-06-22
3.180000
2060312.00
2067209.92
Asset-Backed Securities
SANTANDER DRIVE AUTO 2018-2 A-2-B 20201015 FLT
2020-10-15
2.312690
340826.00
341254.55
Asset-Backed Securities
NAVIENT STUDENT LN TR 2017-2 A 20661227 FLT
2066-12-27
3.114750
158301.00
125556.63
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2016-3 C 20220715 2.7
2022-07-15
2.720000
2449523.00
2430308.67
Asset-Backed Securities
HUNTINGTON NB COLUMBUS OH 3.55%23
2WHM8VNJH63UN14OL754
2023-10-06
3.550000
2258941.00
2251980.95
Corporate Debt Securities
NORFOLK SOUTHERN CORP SR GLBL NT3.8%28
54930036C8MWP850MI84
2028-08-01
3.800000
440.00
441.36
Corporate Debt Securities
DEUTSCHE BK AG N Y BRH SR GLBL NT3.7%24
7LTWFZYICNSX8D621K86
2024-05-30
3.700000
5346115.00
5083421.76
Corporate Debt Securities
CSX CORP SR GLBL NT4.3%48
549300JVQR4N1MMP3Q88
2048-03-01
4.300000
29000.00
29040.41
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.45%081123
WFLLPEPC7FZXENRZV188
2023-08-11
3.450000
3587747.00
3592429.01
Corporate Debt Securities
WELLTOWER INC SR GLBL NT 48
T6IZ0MBEG5ACZDTR7D06
2048-09-01
4.950000
614.00
620.83
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 2.8%012723
E0KSF7PFQ210NWI8Z391
2023-01-27
2.800000
238000.00
234352.52
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 25
549300PXR5FKNXF0OH19
2025-03-26
3.750000
1335000.00
1321938.14
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 23
6SHGI4ZSSLCXXQSBB395
2023-10-25
3.875000
211000.00
215600.33
Corporate Debt Securities
APPLE INC SR GLBL NT 43
HWUPKR0MPOU8FGXBT394
2043-05-04
3.850000
786000.00
772231.24
Corporate Debt Securities
TARGET CORP SR GLBL NT3.9%47
8WDDFXB5T1Z6J0XC1L66
2047-11-15
3.900000
5000.00
4812.17
Corporate Debt Securities
STRYKER CORP SR GLBL NT 2%19
5493002F0SC4JTBU5137
2019-03-08
2.000000
2000.00
2013.02
Corporate Debt Securities
PETROLEOS MEXICANOS FR 4.5%012326
549300CAZKPF4HKMPX17
2026-01-23
4.500000
41000.00
38119.75
Corporate Debt Securities
MORGAN STANLEY VR 042116-042121
IGJSJL3JD5P30I6NJZ34
2021-04-21
3.747060
8028000.00
8263536.02
Corporate Debt Securities
MORGAN STANLEY VR 012017-012022
IGJSJL3JD5P30I6NJZ34
2022-01-20
3.527500
8159000.00
8317736.74
Corporate Debt Securities
WELLS FARGO CO MTN BE SR NT 4.6%21
PBLD0EJDB5FWOLXP3B76
2021-04-01
4.600000
125000.00
131347.08
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%42
INR2EJN1ERAN0W5ZP974
2042-11-15
3.500000
234000.00
222413.62
Corporate Debt Securities
FIRSTENERGY CORP CR SEN SR B NT23
549300SVYJS666PQJH88
2023-03-15
4.250000
50000.00
51950.36
Corporate Debt Securities
CITIGROUP INC SR GLBL NT3.2%26
6SHGI4ZSSLCXXQSBB395
2026-10-21
3.200000
133000.00
126483.74
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 3.25%100424
969500TJ5KRTCJQWXH05
2024-10-04
3.250000
4170072.00
3992388.71
Corporate Debt Securities
DEUTSCHE BK AG N Y BRH SR GLBL NT 21
7LTWFZYICNSX8D621K86
2021-10-14
4.250000
45259.00
45830.33
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC SR NT 4.8%26
2138005O9XJIJN4JPN90
2026-04-05
4.800000
3029000.00
3125796.74
Corporate Debt Securities
ALBERTA PROV FR 2.05%081726
LQPXMHHNJKIPJYE53543
2026-08-17
2.050000
59958000.00
55103034.19
Corporate Debt Securities
BANK AMER CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
369000.00
379296.12
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 23
9DJT3UXIJIZJI4WXO774
2023-01-20
3.124000
2209000.00
2187170.42
Corporate Debt Securities
BANK AMER CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
3.110500
14072000.00
13896191.08
Corporate Debt Securities
MICROSOFT CORP NT 5.2%39
INR2EJN1ERAN0W5ZP974
2039-06-01
5.200000
78000.00
93198.30
Corporate Debt Securities
VERUS SEC TR 2018-1 B-1 20580125 FLT
2058-01-25
3.801000
6071131.00
6073720.34
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-6R 2-A-6B 20370728 6.2
2037-07-28
6.250000
215320.00
348667.47
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.474770
20814409.00
12527364.14
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.325510
93.00
58.04
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
7.064750
3771044.00
3083400.56
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
2030-12-26
5.764750
874715.00
869693.08
Private Label Collateralized Mortgage Obligations
GSR MTG TR 2005-9F 5A-1 20351225 6.0
2035-12-25
6.000000
1711362.00
247812.26
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR2 A-2 20360225 FLT
2036-02-25
2.374750
58023965.00
2821457.97
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR7 A-2A 20360825 FLT
2036-08-25
2.294750
149900000.00
5105288.33
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2005-2 2-A-1A 20350519 FLT
2035-05-19
2.517380
13.00
1.10
Private Label Collateralized Mortgage Obligations
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0209
524993910.00
524993910.00
0.0091
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.940000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HQSX6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
20390820.00
20814316.79
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
12763421.00
6041915.80
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
133230.00
57609.37
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
6226601.00
2903288.95
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
1243859.00
578991.90
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
1561495.00
1574614.16
Agency Collateralized Mortgage Obligation
FNRM CL016KA R18F016
2043-09-25
3.500000
656251.00
632366.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
2.442000
133291.00
77782.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
7204751.00
7189768.70
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
8539035.00
8641600.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
12440057.00
12589519.02
Agency Collateralized Mortgage Obligation
GNRM 2010-050 YB
549300M8ZYFG0OCMTT87
2039-08-20
4.000000
2776109.00
2527078.34
Agency Collateralized Mortgage Obligation
GNRA 2015-101 MB
549300M8ZYFG0OCMTT87
2052-03-16
3.000000
249953.00
224451.05
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
12018159.00
339565.42
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.563630
6743919.00
500735.28
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
2006765.00
863867.52
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.976000
3268883.00
245715.35
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
84662970.00
88552390.24
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2283
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
383569.00
389143.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH2659
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.140000
743209.00
689156.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3307
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
2431664.00
2365378.84
Agency Mortgage-Backed Securities
03.000 FGPC V84225 G
2048-04-01
3.000000
2522187.00
2297037.27
Agency Mortgage-Backed Securities
04.000 FGPC Q29914 G
2044-11-01
4.000000
7086383.00
4583897.48
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
2048-08-01
4.500000
1213863.00
1266653.90
Agency Mortgage-Backed Securities
03.500 FGPC G61453 G
2048-05-01
3.500000
764314.00
745805.82
Agency Mortgage-Backed Securities
04.500 FGPC G61548 G
2048-08-01
4.500000
47463655.00
50075105.30
Agency Mortgage-Backed Securities
04.500 FGPC G67715 G
2048-08-01
4.500000
20217266.00
21195516.84
Agency Mortgage-Backed Securities
03.500 FGPC Q52322 G
2047-11-01
3.500000
1142110.00
1090393.36
Agency Mortgage-Backed Securities
03.500 FGPC Q42457 G
2046-06-01
3.500000
63518.00
51615.97
Agency Mortgage-Backed Securities
04.000 FGPC Q45584 G
2046-12-01
4.000000
132753.00
118807.58
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
2048-03-01
4.000000
36670883.00
36506585.23
Agency Mortgage-Backed Securities
03.500 FGPC Q54359 G
2048-02-01
3.500000
582191.00
575802.79
Agency Mortgage-Backed Securities
03.000 FGPC V60492 G
2029-02-01
3.000000
2111446.00
1094539.71
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
3308730.00
3062831.23
Agency Mortgage-Backed Securities
03.500 FGPC J30798 G
2030-02-01
3.500000
155737.00
88235.25
Agency Mortgage-Backed Securities
04.000 FGPC G07784 G
2044-07-01
4.000000
7839550.00
4352370.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3058
2047-07-01
4.000000
6725654.00
5987935.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3444
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
304446.00
315691.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
2036-08-01
3.775000
5158176.00
1008525.49
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
6489841.00
6752786.30
Agency Mortgage-Backed Securities
GNII SF BG8624 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
990066.00
1034316.72
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
18416631.00
18411665.40
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
2046-08-01
3.500000
4517403.00
3682205.08
Agency Mortgage-Backed Securities
03.500 FGPC G07274 G
2043-01-01
3.500000
1216759.00
513785.45
Agency Mortgage-Backed Securities
03.000 FGPC G18655 G
2032-08-01
3.000000
53382.00
46365.82
Agency Mortgage-Backed Securities
04.500 FGPC T62173 G
2047-10-01
4.500000
493004.00
500776.59
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
9840117.00
3307913.27
Agency Mortgage-Backed Securities
04.500 FGPC Q56781 G
2048-06-01
4.500000
9666809.00
10136203.48
Agency Mortgage-Backed Securities
GNII SF BH4927 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
880543.00
936176.23
Agency Mortgage-Backed Securities
GNII SF BI0323 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1021451.00
1086062.63
Agency Mortgage-Backed Securities
GNII SF BI2896 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1057485.00
1134864.19
Agency Mortgage-Backed Securities
GNII SF BI3617 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1011584.00
1083723.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
2047-09-01
3.500000
1481728.00
1385300.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1565
2048-04-01
4.500000
21262.00
21747.29
Agency Mortgage-Backed Securities
FNAR XX.XXX S1938299
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.615000
10000000.00
760522.35
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA2110
2034-12-01
3.500000
142178165.00
69919469.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7032
2047-12-01
3.500000
65250037.00
62399740.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1515
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
70146.00
66960.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ3493
2048-06-01
3.259000
1265634.00
1199400.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9271
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1264614.00
1218896.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9973
2048-05-01
4.000000
100251.00
98528.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3743
2047-03-01
4.000000
474807.00
458678.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0233
2046-02-01
4.000000
9279590.00
7129918.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2594
2047-08-01
3.500000
62262007.00
59008281.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2681
2047-09-01
3.500000
39637.00
37503.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
2047-09-01
3.500000
8278441.00
7768254.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6688
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
5677311.00
5726076.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0016
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1003866.00
603430.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3643
2044-10-01
4.000000
15222056.00
11031696.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9419
2047-04-01
4.500000
62991922.00
57116891.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9597
2047-05-01
4.000000
1005602.00
888805.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV6723
2044-03-01
2.442000
2412694.00
732174.81
Agency Mortgage-Backed Securities
FNAR XX.XXX WS618128
2033-08-01
2.145000
30729823.00
1033569.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1308
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.574000
2132119.00
232381.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH7804
2041-04-01
4.126000
5523641.00
964260.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6950
2042-05-01
2.906000
3654618.00
995748.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0090
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.661000
2155497.00
278017.49
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP2348
2027-10-01
3.000000
670537.00
251480.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR8209
2043-04-01
3.500000
784407.00
487376.05
Agency Mortgage-Backed Securities
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0196
613998188.70
613998188.70
0.0107
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.970000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0HR4Y8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL045VA R18F045
2029-09-25
3.500000
23731000.00
23299693.09
Agency Collateralized Mortgage Obligation
FNRM RC067DH R18F067
2048-09-25
4.000000
21877000.00
22635679.78
Agency Collateralized Mortgage Obligation
GNRM 2018-29 BY
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
24567000.00
23185450.19
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-11-15
2.492000
36023572.00
18253257.60
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
2.532000
36523354.00
17976092.01
Agency Collateralized Mortgage Obligation
GNRA 2016-2O FA
549300M8ZYFG0OCMTT87
2066-10-20
2.774680
24300000.00
23067291.72
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FE
549300M8ZYFG0OCMTT87
2066-03-20
3.154680
21303426.00
18059422.02
Agency Collateralized Mortgage Obligation
GNRA 2016-6O FD
549300M8ZYFG0OCMTT87
2065-07-20
2.924680
28400000.00
23248747.95
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FC
549300M8ZYFG0OCMTT87
2066-08-20
2.834680
17801858.00
16570189.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-06-15
3.500000
23184649.00
22842435.85
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-08-15
2.442000
21500000.00
16824286.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-08-15
4.000000
15326000.00
15692423.33
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
4.000000
20580000.00
21267131.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-08-15
3.500000
19932344.00
19872278.21
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-05-25
2.363000
17422795.00
17008833.12
Agency Collateralized Mortgage Obligation
GNRA 2018-91 FC
549300M8ZYFG0OCMTT87
2048-07-20
2.374000
16320510.00
16210549.18
Agency Collateralized Mortgage Obligation
GNRA 2017-7O FG
549300M8ZYFG0OCMTT87
2067-02-20
2.464680
18600000.00
15913012.11
Agency Collateralized Mortgage Obligation
GNRA 2013-187 KW
549300M8ZYFG0OCMTT87
2039-11-20
7.534900
21541599.00
10567542.01
Agency Collateralized Mortgage Obligation
GNRA 2016-59 FG
549300M8ZYFG0OCMTT87
2046-11-20
2.486000
23156750.00
20260348.45
Agency Collateralized Mortgage Obligation
GNRA 2018-65 DF
549300M8ZYFG0OCMTT87
2048-05-20
2.386000
16402451.00
16263035.40
Agency Collateralized Mortgage Obligation
GNRA 2018-78 BF
549300M8ZYFG0OCMTT87
2048-06-20
2.386000
15241090.00
15191726.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-08-15
2.351000
19932342.00
19690272.62
Agency Collateralized Mortgage Obligation
FNRM CL112PD R10F112
2040-10-25
3.000000
300350000.00
22117214.58
Agency Collateralized Mortgage Obligation
FNRM RC015LE R17F015
2046-06-25
3.000000
20000000.00
15760683.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-07-15
4.000000
18697000.00
19266778.61
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-08-25
2.351000
23880865.00
23355624.46
Agency Collateralized Mortgage Obligation
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0200
480000000.00
480000000.00
0.0083
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.950000%
AC28XWWI3WIBK2824319
0001484219
ARP0HR527
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
55378000.00
55360722.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
251136800.00
249998899.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-13
0.00
2841500.00
2839377.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-11
0.00
1000.00
997.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
0.00
800.00
791.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
100.00
90.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
100.00
90.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
8509900.00
7999072.63
U.S. Treasuries (including strips)
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0196
309999634.20
309999634.20
0.0054
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.970000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HR535
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2018-91 JM
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
8511000.00
8405199.24
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
1189.00
72.55
Agency Collateralized Mortgage Obligation
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
2.766000
2208.00
91.47
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2037-09-14
3.270000
1000.00
949.46
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2036-06-02
3.130000
799000.00
745651.66
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
3586000.00
2231639.52
Agency Debentures and Agency Strips
GNAR FT 082910 M
549300M8ZYFG0OCMTT87
2041-08-20
2.750000
1648.00
73.78
Agency Mortgage-Backed Securities
GNAR AT 082958 M
549300M8ZYFG0OCMTT87
2041-10-20
3.125000
1500000.00
195188.39
Agency Mortgage-Backed Securities
GNAR FB 083064 M
549300M8ZYFG0OCMTT87
2042-03-20
4.000000
1000.00
71.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7824
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
39436.00
40380.02
Agency Mortgage-Backed Securities
FMAR 840335 G
2038-09-01
3.922000
56260256.00
36080580.28
Agency Mortgage-Backed Securities
FNMS 04.500 CI995574
B1V7KEBTPIMZEU4LTD58
2021-11-01
4.500000
2313.00
43.69
Agency Mortgage-Backed Securities
03.000 FGPC G16113 G
2032-03-01
3.000000
70805.00
59235.76
Agency Mortgage-Backed Securities
FMAR 849517 G
2036-09-01
4.069000
23430547.00
10819217.66
Agency Mortgage-Backed Securities
GNAR AT 081922 M
549300M8ZYFG0OCMTT87
2037-07-20
2.750000
1497.00
75.28
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN8593
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.330000
5200000.00
5218721.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4181
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
200982.00
204739.73
Agency Mortgage-Backed Securities
04.500 FGPC D96217 G
2023-08-01
4.500000
2010230.00
40274.46
Agency Mortgage-Backed Securities
05.000 FGPC G13343 G
2023-11-01
5.000000
2108886.00
47755.52
Agency Mortgage-Backed Securities
03.000 FGPC G16076 G
2032-02-01
3.000000
1300000.00
1087378.55
Agency Mortgage-Backed Securities
GNAR AS 082894 M
2041-07-20
3.000000
1165.00
53.36
Agency Mortgage-Backed Securities
GNAR AT MA3762 M
2046-06-20
3.000000
4366.00
170.40
Agency Mortgage-Backed Securities
GNAR AS 082820 M
2041-04-20
4.250000
3139.00
136.40
Agency Mortgage-Backed Securities
GNII SF MA4262 M
2047-02-20
3.500000
108109033.00
89725488.00
Agency Mortgage-Backed Securities
GNAR AS 082818 M
2041-04-20
3.750000
1048.00
91.83
Agency Mortgage-Backed Securities
04.000 FGPC G14001 G
2020-06-01
4.000000
2944140.00
87289.05
Agency Mortgage-Backed Securities
GNAR AS 082928 M
2041-08-20
3.000000
4491.00
183.50
Agency Mortgage-Backed Securities
GNAR AF MA3612 M
2046-03-20
3.500000
2142.00
934.31
Agency Mortgage-Backed Securities
GNAR AR 008621 M
549300M8ZYFG0OCMTT87
2025-04-20
3.625000
27453.00
70.46
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
8196500.00
8159361.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.625000
174233600.00
174124704.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
5336900.00
7715957.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
300.00
338.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
2026700.00
1955807.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
97527400.00
93382485.50
U.S. Treasuries (including strips)
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0197
429999969.90
429999969.90
0.0075
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.950000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HR568
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-03
0.00
400.00
397.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-01
0.00
100.00
99.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-20
0.00
204800.00
200919.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-10
0.00
5585300.00
5541142.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
8.875000
3647500.00
3768150.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
8.500000
100.00
108.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
3500000.00
3460696.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
8957000.00
8741288.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
997000.00
967652.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
11803700.00
11411089.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.500000
4998200.00
4964680.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
33000.00
32276.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.625000
9486900.00
9396184.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.000000
1035000.00
1022831.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
17533800.00
17944372.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
3195900.00
3055460.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
6866900.00
6326399.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-31
1.375000
6605700.00
6602427.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
0.750000
5682400.00
5605732.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.250000
600.00
598.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
3.125000
500000.00
507163.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-15
1.250000
7000000.00
7013646.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
181450000.00
176896933.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
7589100.00
7445785.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
3.500000
387500.00
396929.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
0.750000
200.00
198.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.625000
76000.00
75367.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.750000
86100.00
86043.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.625000
994300.00
995991.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
1.375000
7629800.00
7502030.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.125000
9532900.00
9478562.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
935700.00
912104.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-31
1.250000
12700000.00
12688511.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
24700000.00
24876127.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
2.250000
999500.00
995382.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.250000
38000.00
37612.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
21047400.00
20624127.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.000000
10000000.00
9836436.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
900800.00
880709.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
626000.00
619051.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.000000
391700.00
389757.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.250000
62422500.00
62231985.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
100.00
97.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.125000
5000100.00
4967938.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
22254600.00
21353088.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
609100.00
578907.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
2.750000
2400000.00
2408029.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
809500.00
802752.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
2.250000
917000.00
908153.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
871500.00
866870.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
5872000.00
5890687.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.500000
2000000.00
1996127.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.000000
11080000.00
10893856.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
273600.00
269101.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
100.00
95.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
1.500000
12210600.00
11951456.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.250000
1032800.00
1020334.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
20000000.00
19539895.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
711600.00
700200.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
16358300.00
17781320.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
1582100.00
1966006.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
4311700.00
4408836.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
232800.00
211546.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
2023500.00
2039735.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
148982000.00
127827786.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
38500.00
49545.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
6.625000
14760100.00
19002321.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
575700.00
752191.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
40000.00
52602.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-02-15
4.375000
6558000.00
7976116.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
1043200.00
1301513.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
8.750000
990000.00
1116897.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
926600.00
1071469.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
7.625000
4309400.00
5235394.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
2377700.00
2818254.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
3799600.00
4887958.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
12000.00
15101.50
U.S. Treasuries (including strips)
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0196
701999171.64
701999171.64
0.0122
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.970000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HR5D3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2006-033 PC
549300M8ZYFG0OCMTT87
2036-07-20
6.000000
5500000.00
2536396.03
Agency Collateralized Mortgage Obligation
GNRM 2007-53 MC
549300M8ZYFG0OCMTT87
2037-09-20
5.750000
5000000.00
1216896.65
Agency Collateralized Mortgage Obligation
GNRM 2007-056 ND
549300M8ZYFG0OCMTT87
2037-07-20
5.750000
7348000.00
1188619.61
Agency Collateralized Mortgage Obligation
GNRM 2011-059 JA
549300M8ZYFG0OCMTT87
2038-11-20
4.000000
16999700.00
38691.94
Agency Collateralized Mortgage Obligation
GNRM 2011-124 EA
549300M8ZYFG0OCMTT87
2040-10-20
3.000000
23200000.00
3009133.70
Agency Collateralized Mortgage Obligation
GNRM 2018-33 H
549300M8ZYFG0OCMTT87
2041-05-20
4.500000
30601600.00
29131595.25
Agency Collateralized Mortgage Obligation
GNRM 2018-36 AT
549300M8ZYFG0OCMTT87
2048-03-20
6.000000
4000000.00
4430906.31
Agency Collateralized Mortgage Obligation
GNRM 2018-44 P
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
32128000.00
30763834.92
Agency Collateralized Mortgage Obligation
GNRM 2018-13 A
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
30153000.00
30362734.22
Agency Collateralized Mortgage Obligation
GNRM 2017-53 GA
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
50000000.00
46607134.77
Agency Collateralized Mortgage Obligation
GNRM 2017-148 AD
549300M8ZYFG0OCMTT87
2058-06-16
2.500000
7000000.00
6563713.00
Agency Collateralized Mortgage Obligation
GNRM 2018-020 AB
549300M8ZYFG0OCMTT87
2053-11-16
2.250000
2000000.00
1881483.40
Agency Collateralized Mortgage Obligation
GNRM 2018-020 AE
549300M8ZYFG0OCMTT87
2053-11-16
2.500000
25000000.00
23708219.92
Agency Collateralized Mortgage Obligation
GNRM 2018-039 AB
549300M8ZYFG0OCMTT87
2051-09-16
2.750000
17420200.00
16836193.67
Agency Collateralized Mortgage Obligation
GNRM 2013-185 DH
549300M8ZYFG0OCMTT87
2043-12-20
3.000000
16507000.00
1529364.00
Agency Collateralized Mortgage Obligation
GNRM 2013-86 TX
549300M8ZYFG0OCMTT87
2043-12-20
3.500000
15369000.00
7525824.42
Agency Collateralized Mortgage Obligation
GNRM 2017-86 LA
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
1957536.00
1820520.23
Agency Collateralized Mortgage Obligation
GNRM 2017-100 AH
549300M8ZYFG0OCMTT87
2059-05-16
2.550000
1534704.00
1422918.14
Agency Collateralized Mortgage Obligation
GNRM 2016-086 AB
549300M8ZYFG0OCMTT87
2056-09-16
2.500000
199999.00
171355.82
Agency Collateralized Mortgage Obligation
GNRM 2016-19 JW
549300M8ZYFG0OCMTT87
2046-02-20
2.500000
25000000.00
13041138.47
Agency Collateralized Mortgage Obligation
GNRM 2016-61 JA
549300M8ZYFG0OCMTT87
2040-11-20
3.000000
2436000.00
1410592.22
Agency Collateralized Mortgage Obligation
GNRM 2016-68 JC
549300M8ZYFG0OCMTT87
2046-05-20
2.000000
10000000.00
5651104.04
Agency Collateralized Mortgage Obligation
GNRM 2016-91 EC
549300M8ZYFG0OCMTT87
2046-07-20
2.000000
10000000.00
5169027.56
Agency Collateralized Mortgage Obligation
GNRM 2014-118 N
549300M8ZYFG0OCMTT87
2040-05-20
3.000000
20250000.00
5693425.83
Agency Collateralized Mortgage Obligation
GNRM 2015-174 AB
549300M8ZYFG0OCMTT87
2047-06-16
2.400000
5200000.00
4685655.09
Agency Collateralized Mortgage Obligation
GNRM 2015-080 N
549300M8ZYFG0OCMTT87
2045-02-20
2.000000
15000000.00
7077433.40
Agency Collateralized Mortgage Obligation
GNRM 2015-72 BC
549300M8ZYFG0OCMTT87
2045-02-20
2.250000
5000000.00
3045260.76
Agency Collateralized Mortgage Obligation
GNRM 2015-91 BA
549300M8ZYFG0OCMTT87
2041-10-20
2.500000
20000000.00
11261803.58
Agency Collateralized Mortgage Obligation
GNRM 2017-119 AG
549300M8ZYFG0OCMTT87
2058-06-16
2.600000
6000000.00
5685031.29
Agency Collateralized Mortgage Obligation
GNRM 2012-033 A
549300M8ZYFG0OCMTT87
2040-03-16
1.899000
1004000.00
314364.62
Agency Collateralized Mortgage Obligation
GNRM 2012-51 AD
549300M8ZYFG0OCMTT87
2040-07-20
2.000000
4000000.00
994161.96
Agency Collateralized Mortgage Obligation
GNRM 2013-040 AC
549300M8ZYFG0OCMTT87
2046-01-16
1.584000
1135000.00
644732.90
Agency Collateralized Mortgage Obligation
GNRM 2013-078 AC
549300M8ZYFG0OCMTT87
2043-07-16
2.299000
2999750.00
1775328.80
Agency Collateralized Mortgage Obligation
FNMS 05.500 CL779555
B1V7KEBTPIMZEU4LTD58
2034-06-01
5.500000
4726530.00
89768.89
Agency Mortgage-Backed Securities
FNMS 02.500 CIBJ3989
B1V7KEBTPIMZEU4LTD58
2033-02-01
2.500000
100296.00
94659.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1764
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3308024.00
3480605.53
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3460
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.500000
998843.00
1016707.97
Agency Mortgage-Backed Securities
04.000 FGPC C92014 G
2038-08-01
4.000000
398361.00
410647.78
Agency Mortgage-Backed Securities
03.000 FGPC Q14468 G
2043-01-01
3.000000
940000.00
522947.56
Agency Mortgage-Backed Securities
04.500 FGPC Q25973 G
2044-05-01
4.500000
7660448.00
3847035.24
Agency Mortgage-Backed Securities
04.000 FGPC Q26020 G
2044-05-01
4.000000
2006400.00
1116593.64
Agency Mortgage-Backed Securities
04.500 FGPC Q54620 G
2048-03-01
4.500000
5393840.00
5416045.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLMC0099
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
2002668.00
413484.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK5143
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
20543360.00
11787153.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK9431
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
44556672.00
21285282.62
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL3223
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.500000
320888.00
49149.87
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL4978
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
358354.00
123114.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS2836
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.500000
7583710.00
2795969.96
Agency Mortgage-Backed Securities
GNII JM MA5253 M
2048-06-20
3.500000
154161664.00
152161359.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6827
2046-03-01
3.500000
41280512.00
33117558.79
Agency Mortgage-Backed Securities
03.500 FGPC G08792 G
2047-12-01
3.500000
7146.00
6804.50
Agency Mortgage-Backed Securities
FNMS 06.000 CL888029
B1V7KEBTPIMZEU4LTD58
2036-12-01
6.000000
3500000.00
70514.86
Agency Mortgage-Backed Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0200
500000000.00
500000000.00
0.0087
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.950000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HR5E1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
300.00
287.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
6100.00
6148.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
48030000.00
46546808.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
34607900.00
34100405.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
100.00
98.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
63838000.00
61703448.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.625000
157928400.00
156984759.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
43376000.00
43186668.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
246350100.00
247256219.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
100.00
111.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
400.00
566.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.000000
100.00
98.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.125000
5600.00
5511.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
4200000.00
3977526.00
U.S. Treasuries (including strips)
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0197
581998655.58
581998655.58
0.0101
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.970000%
549300QJJX6CVVUXLE15
0000050916
ARP0HR5S0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2016-75 WA
549300M8ZYFG0OCMTT87
2043-11-16
2.250000
1706739.00
1029135.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-10-15
6.000000
4063.00
433.37
Agency Collateralized Mortgage Obligation
FNRM RC041CH R16F041
2046-07-25
2.000000
14446184.00
8247030.14
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1953449.00
1987182.98
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0040
2037-08-01
5.500000
1004.00
69.32
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
51249280.00
11811728.12
Agency Mortgage-Backed Securities
GNMI SP 782707 X
2039-07-15
5.000000
102403891.00
8980588.41
Agency Mortgage-Backed Securities
GNMI SP 782709 X
2039-07-15
5.000000
77566273.00
5484215.51
Agency Mortgage-Backed Securities
GNMI SP 783056 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
109648768.00
11076261.82
Agency Mortgage-Backed Securities
GNII SF MA5330 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
23458619.00
24016972.93
Agency Mortgage-Backed Securities
GNII SF MA4510 M
2047-03-20
3.500000
1860.00
1667.26
Agency Mortgage-Backed Securities
GNII SF MA4511 M
2047-06-20
4.000000
97441.00
79402.69
Agency Mortgage-Backed Securities
GNII SF MA4837 M
2047-11-20
3.500000
254950456.00
245957603.00
Agency Mortgage-Backed Securities
GNII SF MA5077 M
2048-03-20
3.500000
16735424.00
16547197.10
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
192190102.00
47884427.09
Agency Mortgage-Backed Securities
GNII SF MA1287 M
549300M8ZYFG0OCMTT87
2043-09-20
4.500000
6651806.00
1701300.08
Agency Mortgage-Backed Securities
GNII SF MA2679 M
2045-03-20
4.000000
57709703.00
25643700.94
Agency Mortgage-Backed Securities
GNII SF MA4384 M
2047-04-20
4.500000
13679031.00
8787591.13
Agency Mortgage-Backed Securities
GNII SF MA4451 M
2047-05-20
3.500000
282300222.00
245887776.60
Agency Mortgage-Backed Securities
GNII SF MA4264 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
9562037.00
5965051.53
Agency Mortgage-Backed Securities
GNII SF MA4322 M
2047-03-20
4.000000
1375157.00
1009344.52
Agency Mortgage-Backed Securities
04.000 FGPC G06090 G
2040-11-01
4.000000
60201992.00
9686291.18
Agency Mortgage-Backed Securities
04.500 FGPC Q51589 G
2047-10-01
4.500000
1496472.00
1483861.90
Agency Mortgage-Backed Securities
GNMI SP 782719 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
1269001.00
104981.71
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
2252400.00
2251574.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
3.625000
10006300.00
10165911.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
165304000.00
158099669.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
2.125000
463200.00
458423.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
157400.00
151600.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
10418700.00
12807356.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
13800.00
17148.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
8854300.00
9529979.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
16500.00
16883.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
14300.00
12959.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
100.00
105.23
U.S. Treasuries (including strips)
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0200
853000000.00
853000000.00
0.0148
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.970000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HR5T8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL014DA R17F014
2045-02-25
3.000000
4481970.00
3999838.76
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
60426976.00
26012463.78
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
86551626.00
40971588.75
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
2005735.00
2029826.62
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-067 A-2 20270725 3.1
2027-07-25
3.194000
1.00
0.99
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
47.00
1.33
Agency Collateralized Mortgage Obligation
04.000 FGPC G67713 G
2048-06-01
4.000000
4952052.00
4979257.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1736
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
1232658.00
1203191.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1611
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2221650.00
2233759.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8325
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
7211606.00
6704288.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH8523
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
7016664.00
7056378.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ1055
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
2144972.00
2210689.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.332000
1319597.00
45497.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826803
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.125000
17098754.00
944453.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8561
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1011806.00
916518.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8634
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
941377.00
889400.58
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7323
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.500000
5918368.00
4319505.20
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS7463
B1V7KEBTPIMZEU4LTD58
2031-05-01
3.000000
5641241.00
3943419.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9479
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
4566172.00
4210715.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ4621
B1V7KEBTPIMZEU4LTD58
2045-07-01
2.515000
1400000.00
948430.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI1891
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
9047696.00
2724390.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3252
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.250000
6709981.00
981096.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1808
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2203156.00
2239035.69
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK1985
B1V7KEBTPIMZEU4LTD58
2033-03-01
4.000000
2991454.00
2981194.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK2540
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.569000
960793.00
974882.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK3434
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
1114342.00
1184631.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ7027
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
4262926.00
4520534.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8837
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
5368939.00
5364794.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0765
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
1171014.00
1197524.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1128
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
1073069.00
1093476.04
Agency Mortgage-Backed Securities
FNMS 04.000 CTBJ4288
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.000000
775817.00
737801.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4528
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
4658085.00
4711069.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5765
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1316535.00
1335256.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6836
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5707650.00
5833209.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6954
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1609269.00
1654254.60
Agency Mortgage-Backed Securities
FNMS 04.000 CTBE9004
B1V7KEBTPIMZEU4LTD58
2037-04-01
4.000000
6997828.00
5982421.70
Agency Mortgage-Backed Securities
FNMS 03.000 CVBM3159
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
3319613.00
2871729.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4918
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3522359.00
3714025.44
Agency Mortgage-Backed Securities
FNMS 04.000 CKBK6472
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
591031.00
598660.44
Agency Mortgage-Backed Securities
FNMS 04.000 CKBK6890
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
502540.00
509016.50
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK7348
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
2036463.00
2047121.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7752
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1132858.00
1164134.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1351
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
1115197.00
1136262.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1566
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.407000
935063.00
943771.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2049
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.820000
13452815.00
665830.69
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1124
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
957959.00
511047.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3307
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
711901.00
692495.16
Agency Mortgage-Backed Securities
FNMS 02.500 CJBM3993
B1V7KEBTPIMZEU4LTD58
2033-03-01
2.500000
3394316.00
3223980.47
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2108
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
5235683.00
5385786.73
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2283
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
11232229.00
11395474.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7753
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4074266.00
4294892.73
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9129
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1141055.00
1220587.29
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9293
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
3048970.00
3241673.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9723
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1774415.00
1827963.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9743
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4458461.00
4584739.48
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2284
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
22743244.00
23070261.52
Agency Mortgage-Backed Securities
FNMS 06.000 CL888266
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.000000
6700000.00
213365.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6066
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
3485395.00
1827498.74
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB7470
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
2291701.00
1270792.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC0045
B1V7KEBTPIMZEU4LTD58
2038-10-01
3.347000
18050000.00
963189.45
Agency Mortgage-Backed Securities
FNMS 04.000 CNAE0413
B1V7KEBTPIMZEU4LTD58
2020-10-01
4.000000
2301.00
88.49
Agency Mortgage-Backed Securities
GNII SF MA5021 M
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
20483606.00
20587271.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3182
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.027000
11650000.00
9484381.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3674
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
1755919.00
1700625.55
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3460
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.500000
341426.00
347532.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
67868058.00
69331926.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP4892
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.500000
15295875.00
3213070.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109408
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.740000
8113091.00
8302958.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3384
2048-06-01
4.000000
9851118.00
9906901.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3442
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
3518549.00
3492464.06
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
4113715.00
3915388.12
Agency Mortgage-Backed Securities
04.000 FGPC Q53027 G
2047-12-01
4.000000
3312670.00
3218907.31
Agency Mortgage-Backed Securities
04.500 FGPC Q56781 G
2048-06-01
4.500000
3785682.00
3969504.63
Agency Mortgage-Backed Securities
03.500 FGPC G61281 G
2048-01-01
3.500000
21612942.00
20667612.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA6734
2046-05-01
3.500000
5682521.00
5435121.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE7475
2047-02-01
3.500000
72805.00
64046.26
Agency Mortgage-Backed Securities
FNMS 03.000 CTAS6579
2036-02-01
3.000000
7433577.00
5291958.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4924
2044-02-01
4.000000
4235102.00
2591500.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
2042-07-01
2.652000
15267866.00
8917619.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ7286
2047-12-01
4.500000
5715687.00
5670903.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9116
2048-04-01
4.000000
584444.00
596674.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6956
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
671757.00
688859.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4416
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
961853.00
988196.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3027
2047-06-01
4.000000
4326500.00
3779690.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3058
2047-07-01
4.000000
48607327.00
43275721.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
2047-12-01
3.500000
31999.00
30403.19
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3340
2033-04-01
3.500000
4088329.00
3950943.43
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
2993196.00
3114469.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3743
2047-03-01
4.000000
3786833.00
3658198.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5790
2042-08-01
3.500000
4143421.00
2263899.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX7533
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
8537044.00
6255917.11
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL0493
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
28869900.00
9274378.53
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD8537
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
6550000.00
2193337.17
Agency Mortgage-Backed Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0200
486000000.00
486000000.00
0.0084
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.010000%
549300LCO2FLSSVFFR64
0000050916
ARP0HR5Y7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SUTTER HEALTH SR GLBL 2018A 48
549300MJCC12LU768G81
2048-08-15
4.091000
10280000.00
9963254.92
Corporate Debt Securities
NORDEA BK AB MTN 144A VR 083018-083023
6SCPQ280AIY8EP3XFW53
2023-08-30
3.254750
1578606.00
1582269.01
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 20
6SHGI4ZSSLCXXQSBB395
2020-01-10
2.450000
1756000.00
1748310.18
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 22
784F5XWPLTWKTBV3E584
2022-04-26
3.444880
4134000.00
4199479.21
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR NT 5.125%42
549300JMONK27O4SQQ19
2042-01-15
5.125000
28299000.00
24511139.56
Corporate Debt Securities
MORGAN STANLEY VR 042417-050824
IGJSJL3JD5P30I6NJZ34
2024-05-08
3.563250
713000.00
728883.16
Corporate Debt Securities
MICROSOFT CORP SR NT 3.625%23
INR2EJN1ERAN0W5ZP974
2023-12-15
3.625000
4405000.00
4527955.79
Corporate Debt Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0204
45000000.00
45000000.00
0.0008
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.970000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0HR642
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-08
0.00
140360100.00
139803291.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
150000.00
149345.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-28
1.375000
81600300.00
81230569.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
2.250000
7208000.00
7178305.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-15
0.00
7290000.00
7258499.91
U.S. Treasuries (including strips)
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0200
231000000.00
231000000.00
0.0040
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 1.950000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0HR691
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-09-13
0.00
100.00
99.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-03-28
0.00
100.00
98.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
500.00
489.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
2.250000
1000.00
973.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.000000
50277900.00
49823655.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
2.250000
50241200.00
50187780.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
400.00
396.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
61633000.00
59909186.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
260793000.00
249998482.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
260097600.00
249999316.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.125000
99257900.00
97631497.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
1.125000
2551100.00
2505697.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
255993000.00
249998509.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
219213600.00
215381370.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
140124400.00
138901182.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
3.125000
82125200.00
83301823.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-31
1.375000
200.00
195.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
1.625000
261730800.00
249999685.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
253944800.00
249999403.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
95847000.00
91759479.15
U.S. Treasuries (including strips)
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0198
1998977977.00
1998977977.00
0.0347
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.010000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HR6A8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EUROPEAN INVT BK GLBL BD 1.125%19
5493006YXS1U5GIHE750
2019-08-15
1.125000
1160000.00
1145036.00
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL NT2.5%23
5493006YXS1U5GIHE750
2023-03-15
2.500000
47925853.00
47756887.74
Corporate Debt Securities
EUROPEAN INVT BK SR NT 1.625%20
5493006YXS1U5GIHE750
2020-03-16
1.625000
35376000.00
35067093.83
Corporate Debt Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0204
73000000.00
73000000.00
0.0013
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.970000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HR6C4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2014-18 FA
549300M8ZYFG0OCMTT87
2043-08-20
2.386000
8428.00
2844.85
Agency Collateralized Mortgage Obligation
GNRA 2012-097 CF
549300M8ZYFG0OCMTT87
2042-08-16
2.522000
9833840.00
3697241.91
Agency Collateralized Mortgage Obligation
GNRA 2010-131 AF
549300M8ZYFG0OCMTT87
2040-10-16
2.472000
11560.00
1277.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2021-08-27
2.875000
7900000.00
7892491.71
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-08-01
1.250000
5000.00
4950.03
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2023-06-19
2.750000
1000.00
1001.02
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2031-03-15
0.00
19998000.00
13050294.84
Agency Debentures and Agency Strips
6.750 TVBD GB 25 E
2025-11-01
6.750000
30000.00
37647.38
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2019-10-28
1.435000
2500000.00
2502953.13
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2020-05-26
1.232800
2680000.00
2682396.26
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2019-04-15
1.160000
12999000.00
13045753.07
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2019-08-08
1.160000
1151000.00
1151433.54
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2023-06-19
2.890000
13663000.00
13740465.41
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2020-02-10
2.600000
182000.00
182157.33
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-07-15
0.00
26000.00
18083.52
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2020-12-28
1.875000
420000.00
413489.65
Agency Debentures and Agency Strips
2.375 FHLB 21 FC
2549001DPIFGXC1TOL40
2021-02-08
2.375000
95000.00
94207.83
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-01-15
0.00
91000.00
64423.45
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2020-02-03
1.180600
1500000.00
1504567.96
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-03-15
0.00
54000.00
39441.60
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-03-15
0.00
61000.00
42945.83
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-07-15
0.00
3000.00
2426.91
Agency Debentures and Agency Strips
5.75 FHLB 26 S
2549001DPIFGXC1TOL40
2026-06-12
5.750000
2000000.00
2386696.67
Agency Debentures and Agency Strips
05.500 FGPC G16556 G
2024-12-01
5.500000
2488048.00
2376466.39
Agency Mortgage-Backed Securities
02.500 FGPC G18676 G
2033-02-01
2.500000
37583360.00
34429399.53
Agency Mortgage-Backed Securities
04.000 FGPC G06222 G
2041-01-01
4.000000
2135.00
444.71
Agency Mortgage-Backed Securities
05.000 FGPC G06941 G
2041-08-01
5.000000
727890.00
232995.91
Agency Mortgage-Backed Securities
03.500 FGPC G07119 G
2042-09-01
3.500000
3300000.00
1478546.97
Agency Mortgage-Backed Securities
05.000 FGPC D97984 G
2024-04-01
5.000000
1850.00
51.76
Agency Mortgage-Backed Securities
05.000 FGPC G06026 G
2040-08-01
5.000000
250000.00
42518.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4424
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
89298719.00
91510856.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4427
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
52704366.00
52558199.22
Agency Mortgage-Backed Securities
FNMS 02.500 CICA0422
B1V7KEBTPIMZEU4LTD58
2032-09-01
2.500000
898071.00
798199.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LB940349
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.114000
2800.00
22.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC7411
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1000.00
697.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5328
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
12423422.00
12624224.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4764
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
25216036.00
25759929.09
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS2690
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.500000
195000.00
75733.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS6180
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.000000
3999999.00
2864088.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7343
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
3000.00
2412.32
Agency Mortgage-Backed Securities
GNAR AF MA5409 M
549300M8ZYFG0OCMTT87
2048-08-20
3.500000
5004232.00
5094541.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3304
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.000000
139539.00
132748.36
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3465
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.000000
1623.00
1670.92
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1899
B1V7KEBTPIMZEU4LTD58
2032-09-01
2.500000
164606.00
142028.83
Agency Mortgage-Backed Securities
05.000 FGPC G60806 G
2044-12-01
5.000000
95000.00
69353.98
Agency Mortgage-Backed Securities
03.500 FGPC G60393 G
2046-01-01
3.500000
345000.00
256267.07
Agency Mortgage-Backed Securities
03.500 FGPC V83598 G
2047-12-01
3.500000
76742272.00
73077748.70
Agency Mortgage-Backed Securities
04.500 FGPC V83156 G
2047-04-01
4.500000
56377.00
47784.56
Agency Mortgage-Backed Securities
03.000 FGPC K94122 G
2037-11-01
3.000000
1316803.00
1208998.30
Agency Mortgage-Backed Securities
03.000 FGPC U64940 G
2046-07-01
3.000000
2394812.00
2057391.26
Agency Mortgage-Backed Securities
04.000 FGPC Q10150 G
2042-08-01
4.000000
222570.00
105213.84
Agency Mortgage-Backed Securities
04.000 FGPC Q16907 G
2043-04-01
4.000000
6677544.00
3958838.92
Agency Mortgage-Backed Securities
02.500 FGPC V61548 G
2032-02-01
2.500000
306489.00
257467.25
Agency Mortgage-Backed Securities
03.000 FGPC V61611 G
2032-04-01
3.000000
390000.00
331425.16
Agency Mortgage-Backed Securities
02.500 FGPC J35957 G
2031-12-01
2.500000
2467278.00
2013426.25
Agency Mortgage-Backed Securities
02.500 FGPC J38056 G
2032-11-01
2.500000
1745884.00
1479762.77
Agency Mortgage-Backed Securities
03.500 FGPC J37208 G
2032-06-01
3.500000
390807.00
303160.50
Agency Mortgage-Backed Securities
02.500 FGPC J38302 G
2033-01-01
2.500000
2299622.00
2039474.07
Agency Mortgage-Backed Securities
04.000 FGPC J38718 G
2033-03-01
4.000000
2562699.00
2169167.90
Agency Mortgage-Backed Securities
03.500 FGPC G08835 G
2048-08-01
3.500000
97558651.00
97302722.14
Agency Mortgage-Backed Securities
04.000 FGPC G08836 G
2048-08-01
4.000000
2885632.00
2948230.98
Agency Mortgage-Backed Securities
02.500 FGPC G08763 G
2047-03-01
2.500000
918799.00
817516.87
Agency Mortgage-Backed Securities
02.500 FGPC G18485 G
2028-10-01
2.500000
13793239.00
6573180.01
Agency Mortgage-Backed Securities
04.000 FGPC G60421 G
2046-01-01
4.000000
360000.00
253422.08
Agency Mortgage-Backed Securities
04.000 FGPC G60483 G
2044-10-01
4.000000
1536000.00
956106.89
Agency Mortgage-Backed Securities
04.000 FGPC G61373 G
2048-05-01
4.000000
131819304.00
132068661.67
Agency Mortgage-Backed Securities
05.000 FGPC G61355 G
2048-01-01
5.000000
4928.00
4770.98
Agency Mortgage-Backed Securities
04.000 FGPC Q44100 G
2046-11-01
4.000000
2837318.00
2472973.21
Agency Mortgage-Backed Securities
04.000 FGPC Q46966 G
2047-04-01
4.000000
4336079.00
3582454.71
Agency Mortgage-Backed Securities
03.500 FGPC Q54181 G
2048-02-01
3.500000
1894679.00
1728135.11
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0907
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.500000
397310.00
142341.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8650
2047-01-01
3.000000
1950.00
1699.06
Agency Mortgage-Backed Securities
03.500 FGPC G08784 G
2047-10-01
3.500000
47354.00
44637.42
Agency Mortgage-Backed Securities
03.000 FGPC G08803 G
2048-03-01
3.000000
1610.00
1524.17
Agency Mortgage-Backed Securities
06.000 FGPC A51771 G
2036-06-01
6.000000
10350.00
333.50
Agency Mortgage-Backed Securities
05.500 FGPC A75319 G
2038-03-01
5.500000
1475030.00
50177.40
Agency Mortgage-Backed Securities
06.500 FGPC G02315 G
2036-09-01
6.500000
1200.00
41.86
Agency Mortgage-Backed Securities
05.000 FGPC G03072 G
2036-11-01
5.000000
1300000.00
59336.85
Agency Mortgage-Backed Securities
05.500 FGPC G01770 G
2035-01-01
5.500000
1000.00
31.24
Agency Mortgage-Backed Securities
03.500 FGPC T40081 G
2026-09-01
3.500000
4710.00
574.07
Agency Mortgage-Backed Securities
03.500 FGPC Q54645 G
2048-03-01
3.500000
30895.00
29782.94
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL1893
2032-05-01
3.500000
728563.00
283140.74
Agency Mortgage-Backed Securities
FNMS 06.500 CTAL5174
2023-05-01
6.500000
576222.00
51622.89
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL8568
2031-06-01
3.000000
31655488.00
24283752.25
Agency Mortgage-Backed Securities
02.500 FGPC G08736 G
2046-12-01
2.500000
29127987.00
24933001.24
Agency Mortgage-Backed Securities
FNMS 05.000 CT255894
2025-10-01
5.000000
2423350.00
95125.05
Agency Mortgage-Backed Securities
GNII SF MA5264 M
2048-05-20
4.000000
142878239.00
145986056.26
Agency Mortgage-Backed Securities
GNII SF MA5265 M
2048-05-20
4.500000
16942647.00
17599089.76
Agency Mortgage-Backed Securities
GNII SF MA5267 M
2048-06-20
5.500000
15001691.00
15914593.27
Agency Mortgage-Backed Securities
GNII SF BB8207 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
2050.00
2025.73
Agency Mortgage-Backed Securities
GNII SF BC4854 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
5739847.00
5466932.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2806
2046-11-01
3.000000
1024.00
867.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2863
2047-01-01
3.000000
1176.00
1021.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
2048-01-01
3.500000
1000.00
957.60
Agency Mortgage-Backed Securities
04.000 FGPC K94268 G
2038-06-01
4.000000
3504.00
3585.46
Agency Mortgage-Backed Securities
03.000 FGPC Q41206 G
2046-06-01
3.000000
744421.00
523367.77
Agency Mortgage-Backed Securities
04.500 FGPC T65247 G
2044-10-01
4.500000
1700506.00
369778.07
Agency Mortgage-Backed Securities
03.000 FGPC K90684 G
2033-06-01
3.000000
5297000.00
2347368.51
Agency Mortgage-Backed Securities
GNII SF AV5010 C
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
1125593.00
966198.96
Agency Mortgage-Backed Securities
GNII SF AX3382 C
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
3210579.00
2917398.95
Agency Mortgage-Backed Securities
FNAR XX.XXX S1910181
2037-03-01
3.725000
18300.00
813.39
Agency Mortgage-Backed Securities
FNMS 06.500 CL878187
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.500000
6142.00
84.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4779
2048-01-01
4.000000
2306688.00
2334729.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9252
2048-06-01
4.000000
2506.00
2530.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS6174
2030-11-01
3.500000
122725.00
45298.65
Agency Mortgage-Backed Securities
GNII SF AX5408 C
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
1254591.00
1181354.22
Agency Mortgage-Backed Securities
GNII SF AX9962 C
2047-02-20
3.000000
1135.00
636.72
Agency Mortgage-Backed Securities
03.000 FGPC G60948 G
2047-04-01
3.000000
10500000.00
9596136.56
Agency Mortgage-Backed Securities
FNMS 03.500 CIAJ7721
2026-12-01
3.500000
5002344.00
1371044.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2895
2047-02-01
3.000000
450000.00
393494.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0215
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
183237.00
46853.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LB691299
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.400000
4529.00
259.15
Agency Mortgage-Backed Securities
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0200
854000000.00
854000000.00
0.0148
N
Y
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 1.930000%
0000035528
ATD0RBEL8
Non-Negotiable Time Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0193
126000000.00
126000000.00
0.0022
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.940000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0RBEM6
Non-Negotiable Time Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0194
63000000.00
63000000.00
0.0011
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.940000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0RBER5
Non-Negotiable Time Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0194
2000000.00
2000000.00
0.0000
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.940000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0RC395
Non-Negotiable Time Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0194
2000000.00
2000000.00
0.0000
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.920000%
0001498632
ATD0RC3C8
Non-Negotiable Time Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0192
894000000.00
894000000.00
0.0155
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.940000%
0001245022
ATD0RC3E4
Non-Negotiable Time Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0194
177000000.00
177000000.00
0.0031
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.920000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0RC3H7
Non-Negotiable Time Deposit
Y
2018-09-05
2018-09-05
2018-09-05
N
N
N
0.0192
115000000.00
115000000.00
0.0020
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.950000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0RCPN0
Non-Negotiable Time Deposit
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0195
1163000000.00
1163000000.00
0.0202
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.940000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0RCPR1
Non-Negotiable Time Deposit
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0194
492000000.00
492000000.00
0.0085
N
N
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 1.930000%
0000035528
ATD0RCPZ3
Non-Negotiable Time Deposit
Y
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0193
146000000.00
146000000.00
0.0025
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.960000%
0000319432
ATD0RDCE2
Non-Negotiable Time Deposit
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0196
158000000.00
158000000.00
0.0027
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.930000%
0001245022
ATD0RDCJ1
Non-Negotiable Time Deposit
Y
2018-09-07
2018-09-07
2018-09-07
N
N
N
0.0193
425991991.20
425991991.20
0.0074
N
N
Y
N
The Charles Schwab Family of Funds
2018-09-10
Mark Fischer
Mark Fischer
Chief Financial Officer