0001145549-18-007930.txt : 20181107
0001145549-18-007930.hdr.sgml : 20181107
20181107155127
ACCESSION NUMBER: 0001145549-18-007930
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20181031
FILED AS OF DATE: 20181107
DATE AS OF CHANGE: 20181107
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: 181166116
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Sweep Shares
SWSXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-10-31
0000857156
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S000004504
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033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
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084-00896
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N
N
Prime
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Investment Advisor and its affiliates Contractual 237,420
ATLANTIC ASSET SECURITIZATION LLC
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04821UL75
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Asset Backed Commercial Paper
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2018-11-07
2018-11-07
2018-11-07
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Y
Credit Agricole Corporate and Investment Bank SA
1.0000
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0.0224
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Y
N
ATLANTIC ASSET SECURITIZATION LLC
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549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-11-20
2018-11-20
2018-11-20
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0231
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N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-11-21
2018-11-21
2018-11-21
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0232
32955397.86
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N
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BPCE SA
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Financial Company Commercial Paper
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2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0236
116516585.25
116516585.25
0.0152
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BARCLAYS BANK PLC (NEW YORK BRANCH)
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G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0217
60000212.40
60000212.40
0.0078
N
Y
Y
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
26000086.32
26000086.32
0.0034
N
Y
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945ML95
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-11-09
2018-11-09
2018-11-09
N
Y
Societe Generale SA
1.0000
N
0.0227
23986392.00
23986392.00
0.0031
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
0.0235
7990077.76
7990077.76
0.0010
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
0.0235
9983027.80
9983027.80
0.0013
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MN36
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-01-03
2019-01-03
2019-01-03
N
Y
Societe Generale SA
1.0000
N
0.0249
33849493.22
33849493.22
0.0044
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.330000%
0727MAWK3
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0225
77000164.78
77000164.78
0.0100
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224ML10
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-11-01
2018-11-01
2018-11-01
N
Y
Societe Generale SA
1.0000
N
0.0225
36997684.54
36997684.54
0.0048
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224ML28
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
Y
Societe Generale SA
1.0000
N
0.0226
999874.67
999874.67
0.0001
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.000000%
09659KL73
KGCEPHLVVKVRZYO1T647
Financial Company Commercial Paper
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0218
56975893.56
56975893.56
0.0074
N
N
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.200000%
10513EEL8
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0221
61999988.22
61999988.22
0.0081
N
Y
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.200000%
10513EEM6
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0221
11999994.24
11999994.24
0.0016
N
N
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.200000%
10513EET1
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0223
40002960.00
40002960.00
0.0052
N
N
Y
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
0.0222
49993841.50
49993841.50
0.0065
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3PC0
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-02-12
2019-02-12
2019-02-12
N
Y
Citibank NA
1.0000
N
0.0262
24810633.25
24810633.25
0.0032
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UP88
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-08
2019-02-08
2019-02-08
N
Y
Citibank NA
1.0000
N
0.0261
3971055.56
3971055.56
0.0005
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
0.0230
8985069.54
8985069.54
0.0012
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KMJ3
Asset Backed Commercial Paper
Y
2018-12-18
2018-12-18
2018-12-18
N
Y
Lloyds Bank Plc
1.0000
N
0.0236
67786298.44
67786298.44
0.0088
N
N
N
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UL25
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
Y
CARGILL INC
1.0000
N
0.0220
32995966.74
32995966.74
0.0043
N
N
Y
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 2.320000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0232
12000000.00
12000000.00
0.0016
N
N
Y
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
0.0230
17966606.58
17966606.58
0.0023
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
0.0257
29324932.25
29324932.25
0.0038
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.280000%
17305TZN5
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-12-14
2018-12-14
2018-12-14
N
N
N
0.0235
96991371.85
96991371.85
0.0126
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
0.0240
1991480.88
1991480.88
0.0003
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
0.0254
77207576.25
77207576.25
0.0100
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.520400%
19423EES3
Asset Backed Commercial Paper
Y
2019-01-11
2019-01-11
2019-01-11
N
Y
JP Morgan Securities LLC
1.0000
N
0.0262
50002973.00
50002973.00
0.0065
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1MA8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-12-10
2018-12-10
2018-12-10
N
Y
Credit Suisse AG
1.0000
N
0.0237
96245668.46
96245668.46
0.0125
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601WNE5
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2019-01-14
2019-01-14
2019-01-14
N
Y
Bank of Montreal
1.0000
N
0.0247
9948645.80
9948645.80
0.0013
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GL50
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-11-05
2018-11-05
2018-11-05
N
N
N
0.0221
26991712.62
26991712.62
0.0035
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GL68
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0222
48981886.17
48981886.17
0.0064
N
N
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.290000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0229
2695000.00
2695000.00
0.0004
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MNA8
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-01-10
2019-01-10
2019-01-10
N
Y
MUFG BANK LTD
1.0000
N
0.0243
33836921.04
33836921.04
0.0044
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RLG5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-11-16
2018-11-16
2018-11-16
N
N
N
0.0231
47950784.16
47950784.16
0.0062
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RN99
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-01-09
2019-01-09
2019-01-09
N
N
N
0.0243
9952711.10
9952711.10
0.0013
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 2.230000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0223
36000000.00
36000000.00
0.0047
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.210000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0221
53130000.00
53130000.00
0.0069
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 2.378700%
44988KFH7
Financial Company Commercial Paper
Y
2018-12-19
2018-12-19
2018-12-19
N
Y
ING Bank NV
1.0000
N
0.0258
15000132.60
15000132.60
0.0020
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
0.0231
45896557.50
45896557.50
0.0060
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TD28
Asset Backed Commercial Paper
Y
2018-12-13
2018-12-13
2018-12-13
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0233
99722053.00
99722053.00
0.0130
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
0.0230
16970687.75
16970687.75
0.0022
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1L68
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0226
999622.67
999622.67
0.0001
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.290000%
51500LV73
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-11-13
2018-11-13
2018-11-13
N
N
N
0.0227
75000346.50
75000346.50
0.0098
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MNA4
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-01-10
2019-01-10
2019-01-10
N
Y
Natixis SA
1.0000
N
0.0246
2985433.17
2985433.17
0.0004
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RL89
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2018-11-08
2018-11-08
2018-11-08
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0228
32983316.52
32983316.52
0.0043
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.350000%
55379WEW2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0221
16000102.56
16000102.56
0.0021
N
N
Y
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
0.0223
34700340.75
34700340.75
0.0045
N
N
Y
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
0.0268
16486538.15
16486538.15
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.509600%
55379WPW0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-23
2019-03-22
2019-03-22
N
N
N
0.0249
125021378.75
125021378.75
0.0163
N
N
N
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017E 2.210000%
56052FHZ1
549300SO05LH6D240016
US56052FHZ18
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2052-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0221
50000000.00
50000000.00
0.0065
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MLU4
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-11-28
2018-11-28
2018-11-28
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0232
75862625.44
75862625.44
0.0099
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
9981609.20
9981609.20
0.0013
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UNN6
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-01-22
2019-01-22
2019-01-22
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0252
18889697.59
18889697.59
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.496500%
60683BJX2
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-11-26
2019-01-24
2019-01-24
N
N
N
0.0236
7502640.00
7502640.00
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.502000%
60683BKC6
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-11-30
2019-01-31
2019-01-31
N
N
N
0.0238
5001625.00
5001625.00
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.470000%
60683BKM4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0265
4497241.73
4497241.73
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
0.0266
34976938.15
34976938.15
0.0045
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CNV9
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-01-29
2019-01-29
2019-01-29
N
N
N
0.0260
59610750.00
59610750.00
0.0078
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.423900%
60700AR71
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-11-05
2018-12-04
2018-12-04
N
N
N
0.0233
95010925.00
95010925.00
0.0124
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.300000%
60700AS47
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-12-06
2018-12-06
2018-12-06
N
N
N
0.0223
83004875.42
83004875.42
0.0108
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.290000%
60700AS70
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-12-05
2018-12-05
2018-12-05
N
N
N
0.0223
4000209.80
4000209.80
0.0005
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939ML21
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0221
4999386.10
4999386.10
0.0007
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939MM38
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-12-03
2018-12-03
2018-12-03
N
N
N
0.0230
39915776.80
39915776.80
0.0052
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.000000%
63873KNX1
KX1WK48MPD4Y2NCUIZ63
0001503859
Financial Company Commercial Paper
Y
2019-01-31
2019-01-31
2019-01-31
N
N
N
0.0248
2980971.33
2980971.33
0.0004
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.460000%
63873NUK5
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-12-19
2018-12-19
2018-12-19
N
N
N
0.0228
35007686.00
35007686.00
0.0046
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.230000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0223
9000000.00
9000000.00
0.0012
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 2.220000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0222
100000000.00
100000000.00
0.0130
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SL14
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-11-01
2018-11-01
2018-11-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0223
1999876.38
1999876.38
0.0003
N
Y
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SNE4
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-01-14
2019-01-14
2019-01-14
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0252
74606250.00
74606250.00
0.0097
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 2.300000%
65602VCR5
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0229
75000477.75
75000477.75
0.0098
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UNE9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-01-14
2019-01-14
2019-01-14
N
Y
Royal Bank of Canada
1.0000
N
0.0246
76605375.00
76605375.00
0.0100
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.430000%
69033MCK1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-01-11
2019-01-11
2019-01-11
N
N
N
0.0242
20000387.60
20000387.60
0.0026
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.450000%
69033MCM7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-01-17
2019-01-17
2019-01-17
N
N
N
0.0244
16000161.12
16000161.12
0.0021
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BQB9
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
N
N
0.0257
23775902.64
23775902.64
0.0031
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML16
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
18998837.39
18998837.39
0.0025
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML24
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0221
27996568.32
27996568.32
0.0036
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML57
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-11-05
2018-11-05
2018-11-05
N
N
N
0.0222
40987369.54
40987369.54
0.0053
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML65
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0222
20992226.43
20992226.43
0.0027
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML73
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0223
5997404.16
5997404.16
0.0008
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KMA6
Asset Backed Commercial Paper
Y
2018-12-10
2018-12-10
2018-12-10
N
Y
BNP Paribas SA
1.0000
N
0.0235
48825450.02
48825450.02
0.0063
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KMH1
Asset Backed Commercial Paper
Y
2018-12-17
2018-12-17
2018-12-17
N
Y
BNP Paribas SA
1.0000
N
0.0236
18941409.32
18941409.32
0.0025
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QN22
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0237
39834380.00
39834380.00
0.0052
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MML1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-12-20
2018-12-20
2018-12-20
N
Y
Barclays Bank Plc
1.0000
N
0.0234
4983763.90
4983763.90
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.818800%
86564EZY5
5493006GGLR4BTEL8O61
US86564EZY57
Certificate of Deposit
Y
2019-01-17
2019-01-17
2019-01-17
N
N
N
0.0265
20661771.95
20661771.95
0.0027
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.600000%
86564FLV3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0264
7899181.48
7899181.48
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.650000%
86564FME0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-13
2019-02-13
2019-02-13
N
N
N
0.0269
48070944.00
48070944.00
0.0063
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.499600%
86565BJE2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-11-23
2019-01-22
2019-01-22
N
N
N
0.0242
28006244.00
28006244.00
0.0036
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.629800%
86958JC80
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-11-16
2018-11-16
2018-11-16
N
N
N
0.0225
48508148.00
48508148.00
0.0063
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.200000%
87019VSX6
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0219
108000042.12
108000042.12
0.0140
N
Y
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.380000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0238
3000000.00
3000000.00
0.0004
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.410000%
89114MFB8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-01-22
2019-01-22
2019-01-22
N
N
N
0.0240
40000022.40
40000022.40
0.0052
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QL65
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
Y
Total SA
1.0000
N
0.0221
63976448.00
63976448.00
0.0083
N
N
Y
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QLS6
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0229
72879371.88
72879371.88
0.0095
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MP60
Asset Backed Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
Natixis SA
1.0000
N
0.0261
29786768.40
29786768.40
0.0039
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LNA4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-01-10
2019-01-10
2019-01-10
N
Y
MUFG BANK LTD
1.0000
N
0.0245
49183390.58
49183390.58
0.0064
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LNH9
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-01-17
2019-01-17
2019-01-17
N
Y
MUFG BANK LTD
1.0000
N
0.0250
19891883.40
19891883.40
0.0026
N
N
N
N
WALMART INC
WALMART INC 0.000000%
93114FLS1
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0228
41930931.00
41930931.00
0.0055
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.490000%
F8SB4JFBSYQFRQEH3Z21
0000833029
965GGT008
Certificate of Deposit
Y
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0258
24991853.00
24991853.00
0.0033
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 2.350000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0235
22375000.00
22375000.00
0.0029
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
PROGRESS RESI TR 2017-SFR1 E 20340817 4.2
2034-08-17
4.261000
3848000.00
3792596.71
Asset-Backed Securities
SHELTER GROWTH CRE 2018-FL1 D 20350116 FLT
2035-01-16
5.279500
38900000.00
37032317.69
Asset-Backed Securities
AVANT LOANS FDG TR 2017-B C 20231115 4.9
5493002OOYZ2P0TF3005
2023-11-15
4.990000
28200000.00
28387636.53
Asset-Backed Securities
IXIS REAL ESTATE 2005-HE3 M-4 20351225 FLT
2035-12-25
3.196380
8085000.00
2920532.36
Asset-Backed Securities
MARATHON CRE 2018-FL1 C 20280616 FLT
2028-06-16
4.879500
2250000.00
2276524.50
Asset-Backed Securities
PREFERRED TERM SEC XV 2004-15 B3 144 20340926 5.4
2034-09-26
3.907500
11551000.00
10321764.24
Asset-Backed Securities
RESIDENTIAL ASSET SEC 2007-A1 A-5 20370325 FLT
2037-03-25
2.681380
6133000.00
747980.06
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-GW MZ M-C 20250515 FLT
2025-05-15
7.767370
27700000.00
26982657.63
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.831380
417986.00
453044.96
Private Label Collateralized Mortgage Obligations
GSR MTG TR 2005-AR5 4A1 20351025 FLT
2035-10-25
4.348370
10000000.00
568857.42
Private Label Collateralized Mortgage Obligations
ARBOR RLTY COML RE 2017-FL2 E 20270816 FLT
2027-08-16
8.279500
29192000.00
29303215.04
Private Label Collateralized Mortgage Obligations
FMPRE MULTI RSK TR 2018-KT03 C 20220725 5.5
2022-07-25
5.500000
26577500.00
24765357.46
Private Label Collateralized Mortgage Obligations
Y
2019-01-29
2019-01-29
2019-02-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0298
144894728.55
144894728.55
0.0188
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.300000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0I82V7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIBANK CCIT 2017-A4 A 20220407 FLT
R8AG6FXVDQAMDKCSJJ64
2022-04-07
2.496690
413000.00
414199.13
Asset-Backed Securities
SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1
549300DU4YUH6HNZIN98
2022-01-18
4.120000
138426.00
139251.86
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 C 20520418 4.1
2052-04-18
4.110000
7602.00
7552.01
Asset-Backed Securities
CITIBANK CCIT 2017-A4 A 20220407 FLT
R8AG6FXVDQAMDKCSJJ64
2022-04-07
2.496690
100000.00
100290.35
Asset-Backed Securities
HYUNDAI AUTO LEASE TR 2016-C A-4 20200715 1.6
54930080JQNNQILHJR11
2020-07-15
1.650000
206535.00
205884.07
Asset-Backed Securities
RR3 LTD 2014-R2 B-R2 20300115 FLT
549300YH0VOGWM5JZF65
2030-01-15
4.236310
213606.00
212085.72
Asset-Backed Securities
CARMAX AUTO OWNER TR 2017-4 C 20231016 2.7
5493003IB59OF448TR74
2023-10-16
2.700000
51755.00
50443.11
Asset-Backed Securities
NORTHWOODS CAP XVII LTD
549300VSNJNLNM3KF997
2031-04-22
3.529000
367610.00
365177.25
Asset-Backed Securities
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
7.281380
5713611.00
4570098.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
7.531380
36210993.00
41485813.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
5.081380
77147.00
80085.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.881380
42055635.00
46388663.18
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
6.376690
46966.00
46556.02
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
6.376690
278504.00
276072.84
Private Label Collateralized Mortgage Obligations
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0230
82000000.00
82000000.00
0.0107
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.200000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0I83K0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC080AC R13F080
2039-07-25
4.000000
1612338.00
501681.96
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-01-15
2.453000
199653.00
104680.17
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-05-15
3.000000
44590.00
39062.84
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-07-15
4.000000
184554.00
186277.71
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLBN0087
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.500000
3101391.00
3360724.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2682
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
835698.00
783720.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3775
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1230395.00
1140327.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
66839.00
67082.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
2.722000
236966.00
128032.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
617216.00
557762.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
382678.00
355388.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1877
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
14200044.00
14099018.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2037
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
86779.00
86248.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
59656.00
58097.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6998
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
8297563.00
6288190.51
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
7439741.00
7455798.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.579000
25895.00
26129.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2005
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
48187278.00
44105703.38
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0221
76999976.13
76999976.13
0.0100
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.070000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0I84K9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
2500000.00
2634124.03
Asset-Backed Securities
EXETER AUTO RECV TR 2017-2 D 20240215 6.3
2024-02-15
6.390000
1000000.00
1041495.00
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2016-1 E 20221115 7.7
2022-11-15
7.720000
2389378.00
2488339.13
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
2027-03-20
10.087500
10000000.00
10680385.41
Asset-Backed Securities
CERBERUS LN FDG XVI LP CERBERUS CO ISSUER X
2027-11-17
6.236310
2458747.00
2638820.71
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 E 20520418 5.6
2052-04-18
5.639000
350000.00
366929.13
Asset-Backed Securities
Y
2019-02-04
2019-02-04
2019-04-23
Y
WELLS FARGO SECURITIES LLC
1.0000
96
N
N
N
0.0314
16994263.18
16994263.18
0.0022
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.200000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0I8WA0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLCA0103
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
57814888.00
52552472.07
Agency Mortgage-Backed Securities
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0223
50999908.20
50999908.20
0.0066
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.190000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0I9WJ9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FREMF MTG TR 2013-KF02 D 20451225 FLT
2045-12-25
12.010600
94593532.00
18833919.54
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLCA0103
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
64696512.00
58807718.18
Agency Mortgage-Backed Securities
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0226
74999115.75
74999115.75
0.0098
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.300000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0I9X17
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
5.631380
150536.00
154169.06
Asset-Backed Securities
RR 2 LTD 2017-2 A-2 20291015 FLT
54930098CLSTWMH4JW47
2029-10-15
4.036310
446324.00
447347.83
Asset-Backed Securities
HYUNDAI AUTO LEASE TR 2016-C A-4 20200715 1.6
54930080JQNNQILHJR11
2020-07-15
1.650000
5276680.00
5260049.66
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-1 20271025 FLT
2027-10-25
3.981380
199120.00
146048.22
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-1B 20281025 FLT
2028-10-25
4.129630
357668.00
358036.19
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-2 20281025 FLT
2028-10-25
5.029630
2153381.00
2156377.23
Asset-Backed Securities
RENAISSANCE HEQ 2006-3 AF-4 20361125 FLT
2036-11-25
5.812000
2165636.00
1124211.58
Asset-Backed Securities
NAVIENT CORPORATION SR GLBL NT 25
54930067J0ZNOEBRW338
2025-06-25
6.750000
123000.00
122215.87
Corporate Debt Securities
NOVA CHEMICALS CORP SR 144A NT 24
5493007M1XGU5E55ZJ25
2024-06-01
4.875000
319000.00
299959.69
Corporate Debt Securities
MPH ACQUISITION HLDGS LLC SR 144A NT 24
5493002WXOPRPTXWTU06
2024-06-01
7.125000
218000.00
228411.13
Corporate Debt Securities
MALLINCKRODT INTL FIN SA SR 144A NT5.5%25
2025-04-15
5.500000
205000.00
166038.61
Corporate Debt Securities
MAPLE ESCROW SUBSIDIARY INC SR GLBL 144A 23
DYTQ8KRTKO7Y2BVU5K74
2023-05-25
4.057000
2652664.00
2690040.92
Corporate Debt Securities
LIVE NATION ENTERTAINMENT INC SR 144A NT 24
5493007B9BM9ZXJINO78
2024-11-01
4.875000
519000.00
509593.12
Corporate Debt Securities
FIRST DATA CORP SR 144A NT 7%23
H9AD9QN07EKOX2GRN450
2023-12-01
7.000000
257000.00
274004.83
Corporate Debt Securities
CREDIT AGRICOLE S A LW TIER II PERP
969500TJ5KRTCJQWXH05
2099-12-31
8.125000
80689.00
87125.27
Corporate Debt Securities
DANA INCORPORATED SR NT 5.5%24
KVWHW7YLZPFJM8QYNJ51
2024-12-15
5.500000
3000.00
2927.33
Corporate Debt Securities
DISH DBS CORP SR GLBL NT 24
2024-11-15
5.875000
62000.00
53062.10
Corporate Debt Securities
CENTERPOINT ENERGY INC -A 6.125%
21TPXMRRHFKOBHDC8J74
2049-12-29
6.125000
1693.00
1723.74
Corporate Debt Securities
CENTURYLINK INC SR -W NT 6.75%23
8M3THTGWLTYZVE6BBY25
2023-12-01
6.750000
400000.00
418250.00
Corporate Debt Securities
XPO LOGISTICS INC SR REGS NT6.5%22
54930096DB9LCLPN7H13
2022-06-15
6.500000
4000.00
4188.74
Corporate Debt Securities
BOMBARDIER INC SR GLBL REGS 21
W7L3VLU8EHQY34Z36697
2021-12-01
8.750000
6000.00
6707.15
Corporate Debt Securities
BOMBARDIER INC SR REGS NT7.5%24
W7L3VLU8EHQY34Z36697
2024-12-01
7.500000
118000.00
123310.00
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL REGS 25
549300I7UVBGWRYMYZ18
2025-04-01
7.500000
200000.00
177750.00
Corporate Debt Securities
MILLICOM INTL CELLULAR S A SR GLBL REGS 28
549300CTHC1CP86P2G96
2028-01-15
5.125000
211271.00
195127.84
Corporate Debt Securities
WERNER FINCO LP/ WERNER SR GLBL 144A 25
2025-07-15
8.750000
500000.00
479131.94
Corporate Debt Securities
WEYERHAEUSER REAL ESTATE CO SR GLBL NT 19
2019-06-15
4.375000
204000.00
207371.67
Corporate Debt Securities
ALCOA NEDERLAND HLDG B V 6.125%28
5493000UL1QLQLT1VQ42
2028-05-15
6.125000
200000.00
204682.64
Corporate Debt Securities
AMC NETWORKS INC SR NT 4.75%22
549300VGG9K75226LR46
2022-12-15
4.750000
254000.00
254531.99
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 25
JM1I5YUAURL6DC8N1468
2025-03-01
5.500000
10000.00
9716.67
Corporate Debt Securities
REYNOLDS GROUP ISSUER LLC SR SEC GLBL NT20
2020-10-15
5.750000
540000.00
524524.70
Corporate Debt Securities
PENNEY J C CORP INC SR NT 5.65%20
8TDNUQ07MEFMWW1VHP39
2020-06-01
5.650000
77000.00
68802.71
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 25
549300FNENFFSMO3GT38
2025-01-27
5.299000
115052.00
111178.92
Corporate Debt Securities
MIDCONTINENT EXPRESS PIPELINE SR GLBL 144A 23
2023-08-15
6.875000
282000.00
297725.42
Corporate Debt Securities
COMMSCOPE INC SR 144A NT 5%21
549300Z6K4JXMFE8QY54
2021-06-15
5.000000
137000.00
139074.03
Corporate Debt Securities
COMPASS MINERALS INTL INC SR GLBL 144A 24
2024-07-15
4.875000
500000.00
472177.08
Corporate Debt Securities
CBS RADIO INC SR GLBL 144A 24
549300S5JUSXRHNCHD80
2024-11-01
7.250000
46000.00
45137.50
Corporate Debt Securities
CATALENT PHARMA SOLUTIONS INC SR GLBL 144A 26
549300HALRZ339MSTH85
2026-01-15
4.875000
384000.00
366472.00
Corporate Debt Securities
WHITING PETE CORP NEW SR GLBL NT 26
2026-01-15
6.625000
345000.00
354317.40
Corporate Debt Securities
WYNN MACAU LTD SR 144A NT5.5%27
254900NMDQ8ENTHU1I31
2027-10-01
5.500000
400000.00
362833.33
Corporate Debt Securities
YINGDE GASES INVT LTD SR GLBL 144A 23
549300NJCRDM5D0WEL88
2023-01-19
6.250000
500000.00
484479.17
Corporate Debt Securities
W & T OFFSHORE INC SR SEC GLBL 23
549300Q7EOY2YIO3YK85
2023-11-01
9.750000
1026011.00
996585.86
Corporate Debt Securities
WABASH NATL CORP SR GLBL 144A 25
2025-10-01
5.500000
286000.00
257995.83
Corporate Debt Securities
TEMPO ACQUISITION LLC SR GLBL 144A 25
2025-06-01
6.750000
338000.00
330427.11
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN CO B.V SR NT 3.65%21
549300Q840R30TDKVK53
2021-11-10
3.650000
86000.00
83602.10
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT4.1%46
5493004T21MOAFINJP35
2046-10-01
4.100000
4000.00
2753.63
Corporate Debt Securities
TREEHOUSE FOODS INC SR 144A NT 6%24
5493007M7EVHE470Q576
2024-02-15
6.000000
22000.00
22113.67
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT2.7%22
OQSJ1DU9TAOC51A47K68
2022-06-15
2.700000
40000.00
39220.00
Corporate Debt Securities
STONEWAY CAP CORP SR SEC GLBL 27
549300CV1RKODDF74O91
2027-03-01
10.000000
585000.00
535060.39
Corporate Debt Securities
SANCHEZ ENERGY CORP SR GLBL NT 21
549300SB0HTIM17TVR61
2021-06-15
7.750000
700000.00
391494.44
Corporate Debt Securities
SEALED AIR CORP NEW SR 144A NT 22
Q0M0CZB4YN6JZ65WXI09
2022-12-01
4.875000
268000.00
269758.75
Corporate Debt Securities
SELECT MEDICAL CORP SR NT 6.375%21
2021-06-01
6.375000
24000.00
24877.50
Corporate Debt Securities
SERVICEMASTER CO SR GLBL 144A 24
HZPA4EQ289DXC7NQGK91
2024-11-15
5.125000
288000.00
283286.00
Corporate Debt Securities
FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25
2025-06-01
6.000000
6000.00
6360.00
Corporate Debt Securities
FERRELLGAS L P / FERRELLGAS SR GLBL NT 22
2022-01-15
6.750000
25000.00
22184.37
Corporate Debt Securities
FREEPORT-MCMORAN INC SR GLBL NT 4%21
549300IRDTHJQ1PVET45
2021-11-14
4.000000
253000.00
251607.38
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR SEC GLBL 26
549300ZCZ76HYCS0H445
2026-04-01
8.500000
294000.00
273665.00
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PERP JR SB -P BD
784F5XWPLTWKTBV3E584
2099-12-31
5.000000
278000.00
262362.50
Corporate Debt Securities
EXELA INTERMEDIATE LLC SR SEC GLBL 23
2023-07-15
10.000000
5000.00
5328.47
Corporate Debt Securities
APX GROUP INC SR NT 8.75%20
549300OMQVKPRU98OE64
2020-12-01
8.750000
8000.00
8111.67
Corporate Debt Securities
APX GROUP INC SR SEC GLBL NT22
549300OMQVKPRU98OE64
2022-12-01
7.875000
182000.00
188881.87
Corporate Debt Securities
TECK RESOURCES LTD GTD SR NT 6%40
T8KI5SQ2JRWHL7XY0E11
2040-08-15
6.000000
28000.00
27724.67
Corporate Debt Securities
TECK RESOURCES LTD SR GLBL NT 23
T8KI5SQ2JRWHL7XY0E11
2023-02-01
3.750000
37000.00
35589.38
Corporate Debt Securities
STANDARD CHARTERED PLC TIER I PERP GLBL
U4LOSYZ7YG4W3S5F2G91
2049-01-01
7.014000
100000.00
105180.98
Corporate Debt Securities
MEG ENERGY CORP 2LIEN SR 144A25
5493002WXPTG5ZC1T326
2025-01-15
6.500000
401000.00
421707.19
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR NT 6.625%21
54930066VBP7DZEGGJ87
2021-12-15
6.625000
391000.00
418302.66
Corporate Debt Securities
JBS USA LLC / JBS USA FINANCE SR 144A NT 25
2025-06-15
5.750000
499000.00
490503.14
Corporate Debt Securities
LEXMARK INTL INC CR SEN SR NT 20
549300TGOGJOCWL57Z97
2020-03-15
7.125000
20000.00
17682.08
Corporate Debt Securities
MDC PARTNERS INC SR 144A NT6.5%24
2024-05-01
6.500000
500000.00
425000.00
Corporate Debt Securities
HERTZ CORP SR NT 5.875%20
549300PD0C69OJ0NLB27
2020-10-15
5.875000
285000.00
277906.67
Corporate Debt Securities
HUDBAY MINERALS INC SR GLBL 144A 25
549300WI524AL577IX21
2025-01-15
7.625000
25000.00
25561.28
Corporate Debt Securities
PARAMOUNT RES LTD SR 144A NT 23
549300XZHTA2VXQWAL67
2023-06-30
6.875000
499000.00
525500.71
Corporate Debt Securities
PARK AEROSPACE HLDGS LTD SR GLBL 144A 22
2022-08-15
5.250000
288000.00
287592.00
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 23
549300FNENFFSMO3GT38
2023-05-20
4.375000
267000.00
263212.86
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 27
549300FNENFFSMO3GT38
2027-01-17
7.375000
28000.00
29646.56
Corporate Debt Securities
NGL ENERGY PARTNERS LP SR GLBL NT 19
2019-07-15
5.125000
121000.00
123128.42
Corporate Debt Securities
CHS / CMNTY HEALTH SYS INC SR SEC NT 21
5493007X5NC5XI1BB106
2021-08-01
5.125000
530000.00
506315.62
Corporate Debt Securities
CME GROUP INC SR GLBL NT 48
LCZ7XYGSLJUHFXXNXD88
2048-06-15
4.150000
788.00
772.88
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 3.5%110722
254900EX2KZ57WQ1PL07
2022-11-07
3.500000
249000.00
242256.25
Corporate Debt Securities
CARE CAP PPTYS LP SR GLBL NT 26
549300OVKLRFSIQG0H81
2026-08-15
5.125000
475000.00
461110.74
Corporate Debt Securities
BEAZER HOMES USA INC SR GLBL NT 27
549300DUPYT2T0F60I45
2027-10-15
5.875000
600000.00
481566.67
Corporate Debt Securities
DYNEGY INC SR NT 7.375%22
549300KP43CPCUJOOG15
2022-11-01
7.375000
390000.00
418327.65
Corporate Debt Securities
CENTENNIAL RESOURCE PRODUCT SR 144A NT 26
5493004CTVUMQLRPOE23
2026-01-15
5.375000
352000.00
348770.89
Corporate Debt Securities
CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 7%24
549300I7CIEWU1BBLQ53
2024-06-30
7.000000
100000.00
110352.78
Corporate Debt Securities
ZAYO GROUP LLC/ZAYO CAP INC SR GLBL NT 25
2025-05-15
6.375000
104000.00
108959.33
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
5946000.00
5246436.58
Corporate Debt Securities
ATHABASCA OIL CORP SR SEC GLBL 22
549300STK2KBVO6WED71
2022-02-24
9.875000
82000.00
83302.03
Corporate Debt Securities
AES CORP SR GLBL NT 27
2NUNNB7D43COUIRE5295
2027-09-01
5.125000
100000.00
98854.17
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 6%22
549300JKU50UT08ZWD77
2022-11-15
6.000000
200000.00
206659.33
Corporate Debt Securities
DONNELLEY RR & SONS CO MTN BE SR NT 7.875%21
SU4X0P4WWRGOQDTSV032
2021-03-15
7.875000
392000.00
410644.50
Corporate Debt Securities
BOMBARDIER INC SR GLBL 144A 21
W7L3VLU8EHQY34Z36697
2021-12-01
8.750000
41000.00
45832.19
Corporate Debt Securities
WEYERHAEUSER REAL ESTATE CO SR GLBL NT 24
2024-06-15
5.875000
126000.00
120291.50
Corporate Debt Securities
TRINIDAD DRILLING LTD SR GLBL 144A 25
2025-02-15
6.625000
314000.00
318391.64
Corporate Debt Securities
UNITED TECHNOLOGIES CORP 4.45%38
I07WOS4YJ0N7YRFE7309
2038-11-16
4.450000
225870.00
221206.79
Corporate Debt Securities
BAUSCH HEALTH COMPANIES INC SR 144A NT5.5%23
B3BS7ACMDUWISF18KY76
2023-03-01
5.500000
541000.00
512822.92
Corporate Debt Securities
WELLS FARGO CO MTN BE SR NT 4.6%21
PBLD0EJDB5FWOLXP3B76
2021-04-01
4.600000
49000.00
50309.44
Corporate Debt Securities
TRANSOCEAN PONTUS LTD SR SEC GLBL 25
2025-08-01
6.125000
432173.00
434884.59
Corporate Debt Securities
TRANSOCEAN INC SR GLBL NT6.8%38
DOL4HJ22ADYSIWES4H94
2038-03-15
6.800000
1651000.00
1331017.86
Corporate Debt Securities
NATHANS FAMOUS INC NEW SR SEC GLBL 25
54930034SKNSF1JIE673
2025-11-01
6.625000
225000.00
229640.62
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR NT 6.75%20
54930066VBP7DZEGGJ87
2020-10-01
6.750000
10000.00
10406.25
Corporate Debt Securities
ICAHN ENTERPRISES LP/CORP SR GLBL NT 24
2024-02-01
6.750000
139000.00
142040.63
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT4.3%25
549300WR7IX8XE0TBO16
2025-06-01
4.300000
297000.00
301825.26
Corporate Debt Securities
GULFPORT ENERGY CORP SR NT 6%24
549300FJX18IDUFPHD40
2024-10-15
6.000000
2000.00
1872.83
Corporate Debt Securities
HCA INC 1PRI SR SEC 27
L3CJ6J7LJ2DX62FTXD46
2027-02-15
4.500000
90000.00
87817.50
Corporate Debt Securities
HALFMOON PARENT INC SR GLBL 144A 20
2020-09-17
3.200000
757094.00
755724.50
Corporate Debt Securities
DAKOTA MERGER SUB INC SR 144A NT 24
5493008MIJR7VMQP7U77
2024-09-01
10.750000
275000.00
273739.58
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT 24
549300R22LSX6OHWEN64
2024-11-01
4.750000
200000.00
199710.00
Corporate Debt Securities
CREDIT AGRICOLE SA ALT TIER I PERP
969500TJ5KRTCJQWXH05
2099-12-29
7.875000
300000.00
311868.75
Corporate Debt Securities
ARAMARK SVCS INC SR GLBL NT 24
42YMHYH0XMHJEXDUB065
2024-01-15
5.125000
417000.00
420686.40
Corporate Debt Securities
SPRINGLEAF FINANCE CORPORATION SR GLBL NT 22
5493008I795YYBFWFU90
2022-05-15
6.125000
208000.00
214134.56
Corporate Debt Securities
RANGE RES CORP SR NT 5%22
H3Y3WLYCX0BTO1TRW162
2022-08-15
5.000000
91000.00
90368.06
Corporate Debt Securities
SUPERVALU INC SR GLBL NT 22
549300HSQOPPFG6OPF24
2022-11-15
7.750000
10000.00
10764.36
Corporate Debt Securities
TELECOM ITALIA CAP S.A. SR GLBL NT 19
549300777DJZOR5C4L39
2019-06-18
7.175000
169000.00
176014.79
Corporate Debt Securities
TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 28
2028-01-15
5.500000
321000.00
320580.92
Corporate Debt Securities
SPRINT CORP SR GLBL NT 23
549300ZTTY7CXOLJ6539
2023-09-15
7.875000
490000.00
523105.62
Corporate Debt Securities
STATION CASINOS LLC SR GLBL 144A 25
5493004E7Q60TX54WL62
2025-10-01
5.000000
343000.00
320460.33
Corporate Debt Securities
STEEL DYNAMICS INC SR NT 5.5%24
549300HGGKEL4FYTTQ83
2024-10-01
5.500000
17000.00
17184.17
Corporate Debt Securities
STRUCTURED ASSET MTG 2006-AR2 A-2 20360225 FLT
2036-02-25
2.591380
29953.00
1374.67
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.318410
54.00
33.23
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
9.431380
682.00
810.77
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
6.036500
1156.00
1212.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
6.376690
1600803.00
1586829.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2-J3 20310325 FLT
2031-03-25
2.988340
527.00
439.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1M-1 20300528 FLT
2030-05-28
2.931380
780207.00
727809.77
Private Label Collateralized Mortgage Obligations
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0247
39998858.00
39998858.00
0.0052
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.190000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0I9XR0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2038-01-15
2.453000
49499.00
25952.85
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-05-15
3.000000
1170206.00
1025153.05
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLBK5330
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
234107.00
239117.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY0014
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.500000
4493459.00
1784589.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
27201.00
25261.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2037
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
43088.00
42824.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
12395.00
12071.16
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
1954797.00
1742319.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0791
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
14399573.00
10559291.54
Agency Mortgage-Backed Securities
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0222
14999913.15
14999913.15
0.0020
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.290000%
549300LCO2FLSSVFFR64
0000050916
ARP0I9Y24
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIGROUP FDG INC RETAIL MTNS SR GLBL G STP 31
6SHGI4ZSSLCXXQSBB395
2031-08-31
3.000000
25000.00
21138.75
Corporate Debt Securities
COMCAST CORP NEW 4.6%38
51M0QTTNCGUN7KFCFZ59
2038-10-15
4.600000
228939.00
225143.70
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT3.8%21
54930035UDEIH090K650
2021-10-22
3.800000
308239.00
309031.17
Corporate Debt Securities
FERGUSON FIN PLC SR GLBL 144A 28
2138003A7ZEU931DZL61
2028-10-24
4.500000
3601182.00
3564684.02
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 3.5%111518
3C7474T6CDKPR9K6YT90
2018-11-15
3.500000
15000.00
15232.03
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4%021527
3C7474T6CDKPR9K6YT90
2027-02-15
4.000000
15000.00
14154.67
Corporate Debt Securities
GENERAL MTRS FINL CO INC MTN FR 3%122022
5493008B6JBRUJ90QL97
2022-12-20
3.000000
17000.00
16079.39
Corporate Debt Securities
BANK AMER CORP SR GLBL FL NT 24
9DJT3UXIJIZJI4WXO774
2024-07-23
3.437190
2077096.00
2077477.81
Corporate Debt Securities
BEST BUY INC SR GLBL NT 28
HL5XPTVRV0O8TUN5LL90
2028-10-01
4.450000
2184169.00
2123542.54
Corporate Debt Securities
ANTHEM INC NT 3.3%23
8MYN82XMYQH89CTMTH67
2023-01-15
3.300000
2000000.00
1979233.33
Corporate Debt Securities
VERIZON COMMUNICATIONS INC FR 5%061548
2S72QS2UO2OESLG6Y829
2048-06-15
5.000000
2000.00
1984.22
Corporate Debt Securities
PIONEER NAT RES CO SR NT 3.95%22
FY8JBF7CCL2VE4F1B628
2022-07-15
3.950000
2000000.00
2031221.11
Corporate Debt Securities
SCHWAB CHARLES CORP NEW SR GLBL NT 24
549300VSGCJ7E698NM85
2024-02-01
3.550000
369802.00
367916.01
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24
549300PDHUGWPWGOT525
2024-09-01
4.250000
2276000.00
2299746.27
Corporate Debt Securities
MORGAN STANLEY D W DISC SRMTNS SR NT FXD/FLT31
IGJSJL3JD5P30I6NJZ34
2031-08-12
2.859160
25000.00
16313.11
Corporate Debt Securities
MORGAN STANLEY FR 5.625%092319
IGJSJL3JD5P30I6NJZ34
2019-09-23
5.625000
1822000.00
1871535.62
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 22
549300WTZWR07K8MNV44
2022-09-01
3.250000
2000000.00
1992293.33
Corporate Debt Securities
JPMORGAN CHASE & CO SR -E STEP 31
8I5DZWZKVSZI1NUHU748
2031-04-29
3.000000
15000.00
13588.00
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT5.2%47
L2Z2MO2EQURH3BREWI15
2047-09-20
5.200000
239753.00
223735.63
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP SR 144A NT3.8%19
2019-06-18
3.800000
358000.00
364010.42
Corporate Debt Securities
BAYER US FIN II LLC 3.95%45
529900XWNEXYNJ3X6T40
2045-04-15
3.950000
94.00
75.90
Corporate Debt Securities
AT&T INC SR GLBL NT 6%40
549300Z40J86GGSTL398
2040-08-15
6.000000
99000.00
102939.87
Corporate Debt Securities
ABBVIE INC SR GLBL NT 46
FR5LCKFTG8054YNNRU85
2046-05-14
4.450000
2431000.00
2188563.80
Corporate Debt Securities
APTIV PLC SR NT 46
2046-10-01
4.400000
481.00
421.03
Corporate Debt Securities
TYSON FOODS INC SR GLBL FL NT 19
WD6L6041MNRW1JE49D58
2019-05-30
2.764750
2000000.00
2011709.43
Corporate Debt Securities
UNION PAC CORP SR GLBL NT 45
549300LMMRSZZCZ8CL11
2045-11-15
4.050000
700000.00
654951.50
Corporate Debt Securities
UNION PAC CORP SR GLBL NT 51
549300LMMRSZZCZ8CL11
2051-10-01
3.799000
600000.00
504927.50
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL FL NT 25
2S72QS2UO2OESLG6Y829
2025-05-15
3.413750
379000.00
383262.54
Corporate Debt Securities
VIACOM INC NEW SR DEB 5.85%43
X0ST5BPF0CZG9FE5OV61
2043-09-01
5.850000
200000.00
200438.00
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 3.65%081529
4NYF266XZC35SCTGX023
2029-08-15
3.650000
691.00
675.40
Corporate Debt Securities
NORTHWELL HEALTHCARE INC TAX BD-2016A 46
54930073NUTKK4QD3P47
2046-11-01
3.979000
30000.00
27203.85
Corporate Debt Securities
SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26
549300XK5HGW68R8K327
2026-09-23
3.200000
14036000.00
12851049.70
Corporate Debt Securities
LIBERTY MUT GROUP INC SR GLBL 144A 42
QUR0DG15Z6FFGYCHH861
2042-05-01
6.500000
2000000.00
2406220.00
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR NT 5.125%42
549300JMONK27O4SQQ19
2042-01-15
5.125000
20000.00
16623.81
Corporate Debt Securities
MONTEFIORE MED CTR NEW YORK -2018C SNK BD 48
2048-11-01
5.246000
301.00
286.49
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.5%021531
784F5XWPLTWKTBV3E584
2031-02-15
5.500000
10000.00
10446.84
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 6%031541
784F5XWPLTWKTBV3E584
2041-03-15
6.000000
15000.00
15759.10
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL D STP 36
784F5XWPLTWKTBV3E584
2036-07-06
3.500000
25000.00
22227.51
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT3.5%23
ENYF8GB5SMQZ25S06U51
2023-08-01
3.500000
2015000.00
2007866.90
Corporate Debt Securities
AETNA INC SR GLBL NT 22
549300QKBENKLBXQ8968
2022-11-15
2.750000
2000000.00
1948181.11
Corporate Debt Securities
TIME WARNER INC SR GLBL NT3.6%25
5493004RSX004WU3UT62
2025-07-15
3.600000
300000.00
288213.00
Corporate Debt Securities
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0233
42999707.60
42999707.60
0.0056
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.340000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0I9YG3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BRIXMOR OPERATING PRTSHP LP SR GLBL NT 26
549300CJHBL7JBUA6503
2026-06-15
4.125000
342000.00
333707.64
Corporate Debt Securities
COLUMBIA PPTY TR OPER PART SR GLBL NT 25
549300WBDIMT4TVGZ316
2025-04-01
4.150000
895000.00
871504.76
Corporate Debt Securities
FIFTH THIRD BANCORP SR GLBL NT2.6%22
THRNG6BD57P9QWTQLG42
2022-06-15
2.600000
283000.00
275716.21
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC DEB 3.55%27
UMI46YPGBLUE4VGNNT48
2027-05-01
3.550000
104000.00
101183.68
Corporate Debt Securities
PECO ENERGY CO 1ST MTG BD 2044
YH65D4JBECK76IFEJ279
2044-10-01
4.150000
1973000.00
1923651.98
Corporate Debt Securities
RENAISSANCERE FINANCE INC SR GLBL NT3.7%25
2025-04-01
3.700000
1060000.00
1031033.73
Corporate Debt Securities
VERIZON COMMUNICATIONS INC GLBL NT 4.812%39
2S72QS2UO2OESLG6Y829
2039-03-15
4.812000
1192000.00
1163664.57
Corporate Debt Securities
AMERICAN INTL GROUP INC 4.2%28
ODVCVCQG2BP6VHV36M30
2028-04-01
4.200000
2563000.00
2492286.83
Corporate Debt Securities
MARKEL CORP SR NT 5%43
549300SCNO12JLWIK605
2043-03-30
5.000000
2370000.00
2312588.07
Corporate Debt Securities
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0235
9999987.60
9999987.60
0.0013
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.210000%
RUC0QBLBRPRCU4W1NE59
0000009622
ARP0IAGQ8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Farm Federal Credit Bank
2021-09-17
2.158940
869000.00
869780.48
Agency Debentures and Agency Strips
FNMS 04.000 CLBM4384
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
274400.00
268411.47
Agency Mortgage-Backed Securities
GNHF RF BE5549 H
549300M8ZYFG0OCMTT87
2068-06-20
4.115000
76048.00
78250.56
Agency Mortgage-Backed Securities
GNHF RF AC0968 H
549300M8ZYFG0OCMTT87
2063-04-20
4.460000
1100158.00
815350.72
Agency Mortgage-Backed Securities
GNHF RF AI2399 H
549300M8ZYFG0OCMTT87
2064-10-20
4.677000
1265151.00
1004449.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB1048
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
223234.00
36740.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
263906.00
271822.12
Agency Mortgage-Backed Securities
FMAR 2B7145 G
2048-10-01
3.610000
1000.00
1003.26
Agency Mortgage-Backed Securities
FNAR XX.XXX HY468159
B1V7KEBTPIMZEU4LTD58
2021-07-01
4.260000
792769.00
788021.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4312
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
1972265.00
1038119.48
Agency Mortgage-Backed Securities
GNII SF BJ4889 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
3888.00
4063.76
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
3662390.00
3706559.64
Agency Mortgage-Backed Securities
GNHA RM AG8116 H
549300M8ZYFG0OCMTT87
2064-04-20
3.139000
1273004.00
693304.38
Agency Mortgage-Backed Securities
GNHA ML AH1050 H
549300M8ZYFG0OCMTT87
2065-03-20
4.398000
210000.00
149627.32
Agency Mortgage-Backed Securities
GNII SF AP4806 C
549300M8ZYFG0OCMTT87
2040-04-20
5.500000
71097.00
21779.35
Agency Mortgage-Backed Securities
GNHA ML AQ2213 H
549300M8ZYFG0OCMTT87
2065-09-20
4.217000
515000.00
433788.55
Agency Mortgage-Backed Securities
GNHF RF 766546 H
549300M8ZYFG0OCMTT87
2062-07-20
4.412000
1000000.00
461431.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7620
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
500000.00
506525.99
Agency Mortgage-Backed Securities
GNHA AL BG6063 H
549300M8ZYFG0OCMTT87
2068-05-20
4.392000
43800.00
48118.66
Agency Mortgage-Backed Securities
GNHA AL BH1054 H
549300M8ZYFG0OCMTT87
2068-05-20
4.914000
6354.00
7070.20
Agency Mortgage-Backed Securities
GNHA AL BI2049 H
549300M8ZYFG0OCMTT87
2068-06-20
4.808000
5474.00
6006.04
Agency Mortgage-Backed Securities
GNHF RF 766547 H
549300M8ZYFG0OCMTT87
2062-07-20
4.405000
1250000.00
707419.01
Agency Mortgage-Backed Securities
GNHF RF 766553 H
549300M8ZYFG0OCMTT87
2062-08-20
4.612000
2000000.00
984868.37
Agency Mortgage-Backed Securities
GNHF RF 767612 H
549300M8ZYFG0OCMTT87
2062-11-20
4.510000
1325812.00
811462.19
Agency Mortgage-Backed Securities
GNHF RF AA1693 H
549300M8ZYFG0OCMTT87
2063-01-20
4.667000
1100000.00
808359.71
Agency Mortgage-Backed Securities
GNHF RF AA7514 H
549300M8ZYFG0OCMTT87
2063-06-20
4.497000
49356.00
34645.35
Agency Mortgage-Backed Securities
GNHA ML AQ3532 H
549300M8ZYFG0OCMTT87
2065-10-20
4.403000
1213273.00
882055.44
Agency Mortgage-Backed Securities
GNHA RM 892965 H
549300M8ZYFG0OCMTT87
2060-08-20
3.830000
1000000.00
479248.14
Agency Mortgage-Backed Securities
03.500 FGPC Q34779 G
2045-07-01
3.500000
500630.00
370017.24
Agency Mortgage-Backed Securities
FNMS 03.000 CTAL9413
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
1843.00
1442.70
Agency Mortgage-Backed Securities
GNHA AL BI2414 H
549300M8ZYFG0OCMTT87
2068-07-20
4.673000
2217649.00
2471174.15
Agency Mortgage-Backed Securities
GNII SF BJ4077 C
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
2314.00
2439.09
Agency Mortgage-Backed Securities
GNHA RM AE9595 H
549300M8ZYFG0OCMTT87
2063-07-20
3.560000
1016295.00
533509.56
Agency Mortgage-Backed Securities
GNII SF BB7225 C
549300M8ZYFG0OCMTT87
2032-09-20
3.000000
296044.00
274335.60
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
19000000.00
19000000.00
0.0025
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.210000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IAH61
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2029-03-15
7.000000
2.00
0.80
Agency Collateralized Mortgage Obligation
FNMS 05.500 CT255408
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.500000
416382.00
12435.54
Agency Mortgage-Backed Securities
FNMS 05.000 CI256199
B1V7KEBTPIMZEU4LTD58
2021-03-01
5.000000
650395.00
6717.24
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH2671
B1V7KEBTPIMZEU4LTD58
2026-01-01
4.000000
39000.00
6391.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH6789
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.500000
80000.00
17779.18
Agency Mortgage-Backed Securities
FNMS 04.500 CI725045
B1V7KEBTPIMZEU4LTD58
2018-11-25
4.500000
1299679.00
0.67
Agency Mortgage-Backed Securities
FNMS 05.000 CI759234
B1V7KEBTPIMZEU4LTD58
2019-01-01
5.000000
11665347.00
10567.74
Agency Mortgage-Backed Securities
FNMS 05.000 CI803902
B1V7KEBTPIMZEU4LTD58
2019-11-01
5.000000
3335000.00
20948.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS0617
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
26000.00
7090.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW0744
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
82000.00
18019.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAW1938
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
61059.00
15219.53
Agency Mortgage-Backed Securities
FNMS 03.500 CIAJ5679
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.500000
79646.00
14412.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0836
B1V7KEBTPIMZEU4LTD58
2040-07-01
6.000000
191000.00
12023.17
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL5010
B1V7KEBTPIMZEU4LTD58
2029-08-01
4.500000
82160.00
22825.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6760
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
13848.00
6748.61
Agency Mortgage-Backed Securities
FNMS 05.000 CL888130
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.000000
305053.00
16030.98
Agency Mortgage-Backed Securities
FNMS 05.000 CL888233
B1V7KEBTPIMZEU4LTD58
2035-11-01
5.000000
293000.00
14313.25
Agency Mortgage-Backed Securities
FNMS 05.000 CI888923
B1V7KEBTPIMZEU4LTD58
2021-10-01
5.000000
621992.00
11082.88
Agency Mortgage-Backed Securities
FNMS 06.000 CL890102
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
400000.00
17592.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4613
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
5128453.00
5156476.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4789
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
3278424.00
3303383.73
Agency Mortgage-Backed Securities
FNMS 03.000 CNCA0056
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
6997746.00
5147837.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1762
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
5683414.00
5223863.20
Agency Mortgage-Backed Securities
FNMS 06.500 K2886320
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.500000
250000.00
6750.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1172
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
23000.00
18954.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1285
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
19000.00
13892.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3306
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
14344986.00
13625942.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC3070
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.000000
100134.00
16638.53
Agency Mortgage-Backed Securities
FNMS 04.500 CIAC8938
B1V7KEBTPIMZEU4LTD58
2025-01-01
4.500000
233925.00
20086.90
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0100
B1V7KEBTPIMZEU4LTD58
2019-06-01
4.500000
2000073.00
8652.01
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0247
B1V7KEBTPIMZEU4LTD58
2019-10-01
4.500000
357876.00
5392.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA5346
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
222807.00
5990.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA4590
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
497781.00
24397.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA5224
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.500000
79000.00
9181.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAA5518
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.000000
230700.00
9054.78
Agency Mortgage-Backed Securities
FNMS 04.500 CIAB0336
B1V7KEBTPIMZEU4LTD58
2020-01-01
4.500000
17518.00
29.62
Agency Mortgage-Backed Securities
FNMS 05.000 CL889307
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.000000
145000.00
8833.52
Agency Mortgage-Backed Securities
FNMS 04.000 CI890262
B1V7KEBTPIMZEU4LTD58
2020-08-01
4.000000
2223885.00
13648.59
Agency Mortgage-Backed Securities
FNMS 05.000 CI890331
B1V7KEBTPIMZEU4LTD58
2024-07-01
5.000000
530000.00
23378.09
Agency Mortgage-Backed Securities
FNMS 06.000 CL893479
B1V7KEBTPIMZEU4LTD58
2036-09-01
6.000000
771126.00
17038.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LB974928
B1V7KEBTPIMZEU4LTD58
2038-03-01
3.697000
1177.00
24.22
Agency Mortgage-Backed Securities
FNMS 06.000 CL887493
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.000000
530537.00
24525.62
Agency Mortgage-Backed Securities
04.500 FGPC B10850 G
2018-11-15
4.500000
1401.00
0.33
Agency Mortgage-Backed Securities
GNAR AF MA4335 M
549300M8ZYFG0OCMTT87
2047-03-20
3.000000
7884.00
5546.35
Agency Mortgage-Backed Securities
GNAR AF BE5858 C
549300M8ZYFG0OCMTT87
2048-04-20
3.000000
1036.00
1021.47
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0465
B1V7KEBTPIMZEU4LTD58
2020-06-01
4.500000
525000.00
13271.64
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB1186
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.000000
181243.00
15450.08
Agency Mortgage-Backed Securities
GNAR AT MA3762 M
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
2549.00
75.97
Agency Mortgage-Backed Securities
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
1803376.00
1425073.48
Agency Mortgage-Backed Securities
GNAR AF MA5202 M
549300M8ZYFG0OCMTT87
2048-05-20
3.000000
1033170.00
1015377.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD7266
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.613000
72758815.00
4848651.97
Agency Mortgage-Backed Securities
GNAR AF MA3612 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
2148.00
929.74
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL8083
B1V7KEBTPIMZEU4LTD58
2029-03-01
6.000000
49103.00
20109.99
Agency Mortgage-Backed Securities
FNMS 04.000 CI255272
B1V7KEBTPIMZEU4LTD58
2019-06-01
4.000000
2401891.00
8700.69
Agency Mortgage-Backed Securities
FNMS 06.000 CT257076
B1V7KEBTPIMZEU4LTD58
2028-02-01
6.000000
7958.00
409.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9147
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.432000
1632.00
894.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9532
B1V7KEBTPIMZEU4LTD58
2042-11-01
2.848000
294550.00
171453.60
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL3365
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
99000.00
15260.23
Agency Mortgage-Backed Securities
FNMS 04.500 CIBM3545
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.500000
307265.00
6904.98
Agency Mortgage-Backed Securities
FNMS 04.500 CI995574
B1V7KEBTPIMZEU4LTD58
2021-11-01
4.500000
2313.00
38.48
Agency Mortgage-Backed Securities
06.000 FGPC G30376 G
2027-12-01
6.000000
2558.00
85.97
Agency Mortgage-Backed Securities
FMAR 2B1619 G
2043-08-01
2.484000
4737148.00
1202337.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT2722
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
45000.00
24230.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1002
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
23000.00
11503.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LB959767
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.525000
3202.00
14.95
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB1940
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
28533.00
5764.94
Agency Mortgage-Backed Securities
FNMS 05.000 CI725876
B1V7KEBTPIMZEU4LTD58
2019-10-01
5.000000
2360000.00
7327.84
Agency Mortgage-Backed Securities
FNMS 06.000 CI831653
B1V7KEBTPIMZEU4LTD58
2021-08-01
6.000000
608189.00
9334.63
Agency Mortgage-Backed Securities
FNMS 04.500 CI837165
B1V7KEBTPIMZEU4LTD58
2020-11-01
4.500000
599940.00
12398.00
Agency Mortgage-Backed Securities
FNMS 06.000 CL889219
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
151825.00
11929.56
Agency Mortgage-Backed Securities
FNMS 06.000 CI886056
B1V7KEBTPIMZEU4LTD58
2021-07-01
6.000000
331232.00
7195.25
Agency Mortgage-Backed Securities
FNMS 06.000 CI851767
B1V7KEBTPIMZEU4LTD58
2021-01-01
6.000000
1010900.00
21947.98
Agency Mortgage-Backed Securities
05.500 FGPC G11994 G
2021-05-01
5.500000
6.00
0.07
Agency Mortgage-Backed Securities
FNMS 06.500 CT254044
B1V7KEBTPIMZEU4LTD58
2021-10-01
6.500000
6624633.00
19736.79
Agency Mortgage-Backed Securities
GNMI SP 781811 X
549300M8ZYFG0OCMTT87
2034-10-15
5.000000
261330882.00
16852675.22
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA0605
B1V7KEBTPIMZEU4LTD58
2020-12-01
3.000000
344883.00
15408.47
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA0658
B1V7KEBTPIMZEU4LTD58
2021-02-01
3.000000
236733.00
13630.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE1852
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
1141.00
70.68
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2018-11-08
0.00
100.00
99.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
1.125000
29600.00
34293.36
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
57000000.00
57000000.00
0.0074
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.190000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IAH79
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2018-11-01
0.00
1200.00
1199.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
1400.00
1377.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-31
2.250000
1799900.00
1753175.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-31
2.250000
6999900.00
6714437.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
2.625000
1939900.00
1900286.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
2.875000
15003400.00
14879771.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
32656900.00
29181130.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-09-15
0.875000
399800.00
394107.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
2.125000
1034700.00
988070.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-10-31
1.181240
249900.00
251491.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-31
2.125000
4074900.00
4037128.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
2.500000
3999900.00
3948325.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.500000
100.00
98.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
2.750000
1511300.00
1500285.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-01-31
1.250000
143404000.00
143426371.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-08-15
1.625000
10551900.00
10097747.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-11-15
1.000000
115300.00
113811.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-11-30
1.000000
5699900.00
5717491.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-12-15
1.375000
100.00
99.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-15
2.750000
7624900.00
7620892.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-12-15
1.250000
46600.00
46761.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
1.375000
100.00
93.67
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
228000000.00
228000000.00
0.0297
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.210000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0IAH87
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLAL8259
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
10360757.00
5981504.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8688
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
7800000.00
6487805.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8221
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.455000
10198227.00
6522434.46
Agency Mortgage-Backed Securities
04.500 FGPC Q56027 G
2048-05-01
4.500000
6805103.00
6521443.95
Agency Mortgage-Backed Securities
04.000 FGPC Q58072 G
2048-08-01
4.000000
6107874.00
6135035.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0897
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.440000
6800000.00
6493791.44
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3413
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
6654437.00
6581447.77
Agency Mortgage-Backed Securities
02.500 FGPC G08763 G
2047-03-01
2.500000
7421135.00
6434745.37
Agency Mortgage-Backed Securities
04.500 FGPC Q24959 G
2044-02-01
4.500000
16686162.00
6521791.24
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
56000000.00
56000000.00
0.0073
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.210000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IAHC8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLCA0103
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
29035858.00
26392961.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
4641588.00
4520317.30
Agency Mortgage-Backed Securities
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0224
30000000.00
30000000.00
0.0039
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.190000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IAHE4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-09-30
2.750000
24631200.00
24646546.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2037-02-15
4.750000
516900.00
631071.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-05-15
3.000000
1683000.00
1612832.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-15
0.625000
4100000.00
4091054.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-30
1.857500
400.00
402.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
2.750000
205715300.00
204997143.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
21793400.00
20330869.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-11-15
3.750000
919000.00
996428.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
85.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-15
1.750000
100.00
95.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
2.500000
10000000.00
9871059.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-30
1.875000
63546700.00
61352368.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-08-15
2.250000
100.00
80.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-15
1.750000
5100000.00
5030215.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-31
1.435190
100.00
100.55
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
327000000.00
327000000.00
0.0425
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.190000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0IAHQ7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-07-31
2.750000
156295400.00
156069553.15
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
153000000.00
153000000.00
0.0199
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.210000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IAHU8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2043-02-15
4.500000
5269372.00
5180552.13
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-06-15
4.000000
16488885.00
16632213.24
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-08-15
4.000000
19036995.00
19285051.05
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
14515874.00
4516641.13
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2041-10-15
2.453000
1600242.00
605289.61
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-01-15
2.453000
560269.00
293754.93
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-05-15
3.000000
60791.00
53255.65
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FQ
549300M8ZYFG0OCMTT87
2066-03-20
2.780000
1638731.00
1364133.85
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-02-15
2.608000
14326221.00
4347733.74
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLAW2046
B1V7KEBTPIMZEU4LTD58
2044-04-01
5.000000
2689269.00
1544895.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0547
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
4926000.00
4562122.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2308338.00
2316762.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2866
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
31509212.00
15112857.41
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5983
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.960000
5073284.00
4844152.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6826
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
35237206.00
25082346.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH6726
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
6067393.00
4657012.61
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
849769.00
851603.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
15085925.00
14010108.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2037
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
195631.00
194435.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
63043.00
61395.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3306
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
1533690.00
1463055.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3276
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
1087789.00
1016994.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
4702177.00
4679463.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW1008
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
8407870.00
4433078.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE7223
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
5917785.00
5039815.63
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
138000000.00
138000000.00
0.0179
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.290000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IAHV6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HARTFORD FINL SVCS GROUP INC SR NT 5.5%20
IU7C3FTM7Y3BQM112U94
2020-03-30
5.500000
8942000.00
9253415.08
Corporate Debt Securities
O REILLY AUTOMOTIVE INC NEW SR NT 4.875%21
549300K2RLMQL149Q332
2021-01-14
4.875000
10575000.00
11005926.85
Corporate Debt Securities
PARTNERRE FINANCE B LLC SR NT 5.5%20
549300O0FAGHK2F79881
2020-06-01
5.500000
4366000.00
4598474.94
Corporate Debt Securities
FEDEX CORP SR NT 8%19
549300E707U7WNPZN687
2019-01-15
8.000000
3100000.00
3205076.22
Corporate Debt Securities
ABBOTT LABS SR GLBL NT 36
HQD377W2YR662HK5JX27
2036-11-30
4.750000
10527000.00
11009490.42
Corporate Debt Securities
LIBERTY MUT GROUP INC SR GLBL 144A 22
QUR0DG15Z6FFGYCHH861
2022-05-01
4.950000
995000.00
1050371.75
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 45
549300GHBMY8T5GXDE41
2045-07-15
4.750000
4284000.00
4444590.50
Corporate Debt Securities
AT&T INC SR GLBL NT 19
549300Z40J86GGSTL398
2019-10-01
5.875000
38087000.00
39223357.38
Corporate Debt Securities
AT&T INC SR GLBL NT5.2%20
549300Z40J86GGSTL398
2020-03-15
5.200000
4790000.00
4940427.29
Corporate Debt Securities
ABBOTT LABS SR GLBL NT4.9%46
HQD377W2YR662HK5JX27
2046-11-30
4.900000
6052000.00
6364360.54
Corporate Debt Securities
DOW CHEM CO SR GLBL NT 20
ZQUIP1CSZO8LXRBSOU78
2020-11-15
4.250000
9599000.00
9912092.71
Corporate Debt Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0232
100000000.00
100000000.00
0.0130
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.210000%
549300QJJX6CVVUXLE15
0000050916
ARP0IAHX2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
7195.00
7056.37
Agency Mortgage-Backed Securities
GNMI SP 782707 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
1174.00
99.01
Agency Mortgage-Backed Securities
GNMI SP 782719 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
1000.00
78.39
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
3.000000
27713000.00
27735030.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-15
2.875000
32699900.00
32720786.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-25
0.00
1100.00
1086.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-11-15
4.250000
100.00
116.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-30
1.125000
100.00
97.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.500000
7300.00
7197.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-15
2.750000
124800.00
124226.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
2.250000
627400.00
619583.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-15
0.125000
100.00
106.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
1.250000
149000.00
143583.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-09-30
1.000000
7200.00
7097.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.875000
4353800.00
4234751.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
0.500000
38023900.00
36916809.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-31
2.000000
700.00
696.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
2.625000
9867200.00
9665707.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-31
2.750000
4982800.00
4921028.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-31
1.250000
177000.00
176625.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
2.750000
24800.00
24619.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-31
2.750000
900.00
898.70
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
115000000.00
115000000.00
0.0150
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.210000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0IAJ28
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
2020-09-30
2.750000
280700.00
280874.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
3.000000
36866900.00
36896207.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-15
2.875000
557000.00
557355.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-31
2.625000
1025000.00
1025649.18
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
38000000.00
38000000.00
0.0049
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.340000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IAJ36
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VERIZON COMMUNICATIONS INC SR GLBL NT 27
2S72QS2UO2OESLG6Y829
2027-03-16
4.125000
3801000.00
3788290.41
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT2.6%20
EN5TNI6CI43VEPAMHL14
2020-11-23
2.600000
2800000.00
2789503.11
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 45
549300EJG376EN5NQE29
2045-07-20
5.125000
6216000.00
6194483.14
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 26
549300CUWDAUZSH43859
2026-10-15
4.125000
3030000.00
3020071.70
Corporate Debt Securities
TRINITY ACQUISITION PLC SR GLBL NT4.4%26
549300FJZWZN6MJNGB63
2026-03-15
4.400000
5237000.00
5217425.26
Corporate Debt Securities
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0237
20000000.00
20000000.00
0.0026
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.190000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0IAJ44
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2043-11-15
3.750000
129557500.00
140473039.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
141495400.00
144219090.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
127741100.00
121841196.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
2.250000
89435800.00
88321538.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
2.375000
35413500.00
34431817.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-10-31
1.375000
31129800.00
30239674.50
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-15
2.250000
1569800.00
1507775.44
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
550000000.00
550000000.00
0.0715
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.190000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0IAJD4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-04-04
0.00
100.00
98.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-15
1.500000
4519400.00
4426953.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
0.250000
11745600.00
11905008.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-10-31
1.875000
100.00
95.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-15
2.625000
36902500.00
36949496.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-30
1.125000
100.00
95.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
51268500.00
47726040.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-30
1.750000
1231000.00
1197304.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-15
1.750000
68369300.00
65393504.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
1.625000
48847900.00
48015946.99
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
211373944.00
211373944.00
0.0275
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.210000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IAJF9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2010-34 JF
549300M8ZYFG0OCMTT87
2040-10-20
2.665000
504850.00
118160.77
Agency Collateralized Mortgage Obligation
2.125 FHLB 20 6M
2549001DPIFGXC1TOL40
2020-03-13
2.125000
6095000.00
6056993.44
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2020-12-11
1.750000
1000.00
980.66
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2018-11-23
1.000000
1000.00
1001.43
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-08-06
0.00
1000.00
765.30
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-05-15
0.00
1000.00
771.42
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-07-15
0.00
1000.00
799.38
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2022-03-15
0.00
1000.00
900.78
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
1000.00
604.62
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2019-05-30
1.750000
1200000.00
1203686.00
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2019-12-20
1.600000
1000.00
993.43
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2023-02-21
1.658130
448000.00
448063.92
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2026-10-30
3.350000
6700000.00
6702010.00
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2018-12-21
1.129000
29150000.00
29167360.44
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
1000.00
686.15
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-03-15
0.00
2000.00
1436.52
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-15
0.00
7000.00
4752.23
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-01-15
0.00
1000.00
696.12
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-07-15
0.00
1000.00
682.93
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2020-05-13
1.420000
2000.00
1971.79
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2020-06-19
1.228300
1000.00
1000.85
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2022-01-05
2.000000
31000.00
30286.66
Agency Debentures and Agency Strips
2.125 FHLB 23 QM
2549001DPIFGXC1TOL40
2023-03-10
2.125000
795000.00
767160.20
Agency Debentures and Agency Strips
2.86 FHLB 20 7N
2549001DPIFGXC1TOL40
2020-10-15
2.860000
26700000.00
26756693.00
Agency Debentures and Agency Strips
03.000 FGPC J14536 G
2021-02-01
3.000000
17402.00
1160.90
Agency Mortgage-Backed Securities
GNII SF BD9058 C
549300M8ZYFG0OCMTT87
2037-11-20
3.500000
2574410.00
2386138.70
Agency Mortgage-Backed Securities
GNII SF BD9081 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
12131640.00
11400274.03
Agency Mortgage-Backed Securities
GNII SF BE4266 C
549300M8ZYFG0OCMTT87
2037-11-20
3.000000
2120002.00
1970114.00
Agency Mortgage-Backed Securities
GNII SF BE4623 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
4327689.00
4371495.76
Agency Mortgage-Backed Securities
GNII SF BE6848 C
549300M8ZYFG0OCMTT87
2048-03-20
4.000000
4969686.00
4982743.69
Agency Mortgage-Backed Securities
GNII SF MA4936 M
549300M8ZYFG0OCMTT87
2032-12-20
3.500000
141167.00
131715.45
Agency Mortgage-Backed Securities
FNMS 05.500 CL938504
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
31528.00
229.93
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7277
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.500000
3327.00
1479.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6670
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.000000
1000.00
522.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6802
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
4000.00
1906.15
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA0895
B1V7KEBTPIMZEU4LTD58
2031-11-01
3.500000
3000.00
607.68
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA0024
B1V7KEBTPIMZEU4LTD58
2024-04-01
4.500000
55000.00
1590.46
Agency Mortgage-Backed Securities
FNMS 04.500 CIAD7155
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.500000
21000.00
2603.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2387
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
7015.00
4125.50
Agency Mortgage-Backed Securities
GNMI SP 781184 X
549300M8ZYFG0OCMTT87
2024-12-15
8.000000
339999.00
2853.86
Agency Mortgage-Backed Securities
GNMI SP 781340 X
549300M8ZYFG0OCMTT87
2031-10-15
6.500000
49000.00
344.90
Agency Mortgage-Backed Securities
GNMI SP 781459 X
549300M8ZYFG0OCMTT87
2032-06-15
6.000000
69000.00
1077.98
Agency Mortgage-Backed Securities
GNMI SP 780033 X
549300M8ZYFG0OCMTT87
2024-07-15
6.500000
30000.00
167.65
Agency Mortgage-Backed Securities
GNII SF BG9711 C
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
1060593.00
1080897.11
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB3858
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.000000
11000.00
2938.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4044
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
8000.00
3372.49
Agency Mortgage-Backed Securities
FNMS 05.000 CI995528
B1V7KEBTPIMZEU4LTD58
2021-12-01
5.000000
135000.00
2482.83
Agency Mortgage-Backed Securities
FNMS 06.000 CL960235
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
13333.00
334.13
Agency Mortgage-Backed Securities
FNMS 06.000 CL930071
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
325000.00
4227.86
Agency Mortgage-Backed Securities
06.000 FGPC G12295 G
2021-05-01
6.000000
3606811.00
1020.51
Agency Mortgage-Backed Securities
03.000 FGPC G18701 G
2033-08-01
3.000000
17378709.00
16498178.43
Agency Mortgage-Backed Securities
04.500 FGPC G05472 G
2039-06-01
4.500000
11000.00
650.73
Agency Mortgage-Backed Securities
04.500 FGPC G05645 G
2039-10-01
4.500000
14758.00
1664.52
Agency Mortgage-Backed Securities
05.500 FGPC G05979 G
2038-10-01
5.500000
10195.00
520.66
Agency Mortgage-Backed Securities
04.500 FGPC G05478 G
2039-05-01
4.500000
3700.00
768.28
Agency Mortgage-Backed Securities
GNMI SF 764454 X
549300M8ZYFG0OCMTT87
2041-05-15
5.000000
42363.00
4545.33
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA1688
B1V7KEBTPIMZEU4LTD58
2033-12-01
3.500000
3000.00
1273.99
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0920
B1V7KEBTPIMZEU4LTD58
2031-12-01
4.000000
11000.00
3179.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5174
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
5000.00
2304.95
Agency Mortgage-Backed Securities
GNII SF BI3329 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
4725127.00
4887220.77
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
2028-03-01
5.500000
15731.00
414.59
Agency Mortgage-Backed Securities
03.500 FGPC C91829 G
2035-05-01
3.500000
3459.00
2187.74
Agency Mortgage-Backed Securities
05.000 FGPC A91387 G
2040-03-01
5.000000
12307.00
1511.55
Agency Mortgage-Backed Securities
05.000 FGPC A93485 G
2040-08-01
5.000000
2009.00
356.99
Agency Mortgage-Backed Securities
03.500 FGPC G08572 G
2044-02-01
3.500000
5000.00
2192.08
Agency Mortgage-Backed Securities
04.000 FGPC G08577 G
2044-03-01
4.000000
5269.00
1850.87
Agency Mortgage-Backed Securities
03.000 FGPC G08631 G
2045-03-01
3.000000
3000.00
1925.51
Agency Mortgage-Backed Securities
07.000 FGPC G18149 G
2021-09-01
7.000000
193858.00
4114.26
Agency Mortgage-Backed Securities
GNII SF BE6411 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
3952884.00
3825091.02
Agency Mortgage-Backed Securities
GNII SF MA4966 M
549300M8ZYFG0OCMTT87
2048-01-20
5.500000
228058.00
186311.80
Agency Mortgage-Backed Securities
GNII SF MA5265 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
154691241.00
157574315.50
Agency Mortgage-Backed Securities
GNII SF MA5267 M
549300M8ZYFG0OCMTT87
2048-06-20
5.500000
1880.00
1934.49
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
10139.00
10443.42
Agency Mortgage-Backed Securities
GNII SF BC5305 C
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
1492000.00
1343188.64
Agency Mortgage-Backed Securities
GNII SF MA4565 M
549300M8ZYFG0OCMTT87
2023-11-20
6.000000
59169.00
48396.14
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
122963847.00
111898951.93
Agency Mortgage-Backed Securities
GNII SF MA4837 M
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
1000.00
932.05
Agency Mortgage-Backed Securities
FNMS 05.500 CL933464
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
148271.00
1830.21
Agency Mortgage-Backed Securities
FNMS 06.000 CL936573
B1V7KEBTPIMZEU4LTD58
2037-05-01
6.000000
58247.00
2331.86
Agency Mortgage-Backed Securities
FNMS 06.000 CL936895
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
42770.00
565.01
Agency Mortgage-Backed Securities
FNMS 05.500 CL914026
B1V7KEBTPIMZEU4LTD58
2037-03-01
5.500000
26851.00
455.22
Agency Mortgage-Backed Securities
FNMS 05.500 CL914724
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.500000
87975.00
1787.77
Agency Mortgage-Backed Securities
FNMS 05.500 CL918516
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.500000
86668.00
1620.09
Agency Mortgage-Backed Securities
FNMS 06.000 CL918562
B1V7KEBTPIMZEU4LTD58
2037-05-01
6.000000
25677.00
2424.81
Agency Mortgage-Backed Securities
FNMS 05.000 CT929274
B1V7KEBTPIMZEU4LTD58
2028-03-01
5.000000
72792.00
1420.06
Agency Mortgage-Backed Securities
FNMS 05.500 CL929637
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
95565.00
1601.32
Agency Mortgage-Backed Securities
FNMS 06.000 CI790967
B1V7KEBTPIMZEU4LTD58
2019-09-01
6.000000
1249.00
4.71
Agency Mortgage-Backed Securities
FNMS 06.000 CL889579
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
55000.00
1271.61
Agency Mortgage-Backed Securities
FNMS 06.000 CL894146
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.000000
84721.00
1990.24
Agency Mortgage-Backed Securities
FNMS 06.000 CL894959
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
75000.00
733.72
Agency Mortgage-Backed Securities
FNMS 05.500 CL899176
B1V7KEBTPIMZEU4LTD58
2037-02-01
5.500000
80204.00
1786.66
Agency Mortgage-Backed Securities
FNMS 05.500 CL905077
B1V7KEBTPIMZEU4LTD58
2036-11-01
5.500000
85967.00
3536.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA1980
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
9000.00
3585.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2352
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
5000.00
3106.56
Agency Mortgage-Backed Securities
GNMI SP 780914 X
549300M8ZYFG0OCMTT87
2028-11-15
6.000000
48000.00
602.02
Agency Mortgage-Backed Securities
GNII SF BF1374 C
549300M8ZYFG0OCMTT87
2048-04-20
5.000000
8001086.00
8303268.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL962129
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.500000
52104.00
1637.14
Agency Mortgage-Backed Securities
FNMS 06.000 CL969719
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
30141.00
1631.39
Agency Mortgage-Backed Securities
FNMS 04.500 CI983629
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.500000
229000.00
2749.10
Agency Mortgage-Backed Securities
FNMS 05.500 CL985344
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
92175.00
1910.83
Agency Mortgage-Backed Securities
FNMS 05.500 CL938834
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.500000
130000.00
2308.86
Agency Mortgage-Backed Securities
FNMS 06.000 CL945841
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
28280.00
609.44
Agency Mortgage-Backed Securities
FNMS 06.000 CL952926
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.000000
49995.00
103.09
Agency Mortgage-Backed Securities
FNMS 06.000 CL953015
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.000000
111829.00
604.21
Agency Mortgage-Backed Securities
FNMS 06.000 CL960241
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
225812.00
4798.99
Agency Mortgage-Backed Securities
FNMS 04.500 CL932124
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.500000
10000.00
1797.17
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
2037-08-01
5.500000
121673.00
2661.52
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
197762.00
4328.20
Agency Mortgage-Backed Securities
06.500 FGPC G03620 G
2037-10-01
6.500000
50155.00
1375.14
Agency Mortgage-Backed Securities
05.500 FGPC G03680 G
2035-11-01
5.500000
22000.00
1136.46
Agency Mortgage-Backed Securities
06.500 FGPC G02335 G
2036-09-01
6.500000
11414.00
197.52
Agency Mortgage-Backed Securities
05.500 FGPC G02348 G
2036-10-01
5.500000
204542.00
4605.30
Agency Mortgage-Backed Securities
05.500 FGPC G12009 G
2020-07-01
5.500000
1026177.00
3067.89
Agency Mortgage-Backed Securities
05.500 FGPC G02726 G
2037-03-01
5.500000
148111.00
3255.34
Agency Mortgage-Backed Securities
05.500 FGPC G02736 G
2037-03-01
5.500000
155719.00
3655.73
Agency Mortgage-Backed Securities
05.500 FGPC A72436 G
2038-02-01
5.500000
327721.00
3266.85
Agency Mortgage-Backed Securities
05.500 FGPC A78982 G
2038-07-01
5.500000
25028.00
984.52
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
2038-07-01
5.500000
30220.00
1027.78
Agency Mortgage-Backed Securities
04.000 FGPC G06358 G
2041-04-01
4.000000
13000.00
4227.33
Agency Mortgage-Backed Securities
06.000 FGPC G06962 G
2040-05-01
6.000000
39578.00
3675.92
Agency Mortgage-Backed Securities
05.500 FGPC G08167 G
2036-12-01
5.500000
48439.00
1120.56
Agency Mortgage-Backed Securities
06.000 FGPC G03732 G
2038-01-01
6.000000
62000.00
3133.41
Agency Mortgage-Backed Securities
05.500 FGPC G04219 G
2038-04-01
5.500000
8087.00
215.97
Agency Mortgage-Backed Securities
05.500 FGPC G05923 G
2040-02-01
5.500000
100000.00
4236.37
Agency Mortgage-Backed Securities
05.500 FGPC G02940 G
2037-05-01
5.500000
268623.00
4105.48
Agency Mortgage-Backed Securities
06.000 FGPC G03120 G
2037-08-01
6.000000
82000.00
2656.83
Agency Mortgage-Backed Securities
04.500 FGPC G01827 G
2035-06-01
4.500000
49000.00
1893.22
Agency Mortgage-Backed Securities
05.500 FGPC G01918 G
2035-10-01
5.500000
53000.00
2378.63
Agency Mortgage-Backed Securities
06.500 FGPC D94619 G
2021-05-01
6.500000
719000.00
1662.05
Agency Mortgage-Backed Securities
06.000 FGPC D94875 G
2021-10-01
6.000000
37000.00
765.99
Agency Mortgage-Backed Securities
06.000 FGPC D95422 G
2022-05-01
6.000000
432688.00
3358.35
Agency Mortgage-Backed Securities
05.500 FGPC A42725 G
2036-02-01
5.500000
56911.00
572.99
Agency Mortgage-Backed Securities
05.500 FGPC A54649 G
2035-11-01
5.500000
11006.00
444.66
Agency Mortgage-Backed Securities
05.500 FGPC G30336 G
2027-08-01
5.500000
4611.00
191.46
Agency Mortgage-Backed Securities
06.000 FGPC G30384 G
2028-02-01
6.000000
36244.00
788.53
Agency Mortgage-Backed Securities
05.500 FGPC G30432 G
2028-11-01
5.500000
2310.00
102.88
Agency Mortgage-Backed Securities
05.500 FGPC G30470 G
2026-10-01
5.500000
1000.00
64.98
Agency Mortgage-Backed Securities
06.500 FGPC D95395 G
2022-05-01
6.500000
1972752.00
4788.67
Agency Mortgage-Backed Securities
06.500 FGPC D94554 G
2021-03-01
6.500000
311927.00
359.18
Agency Mortgage-Backed Securities
07.500 FGPC G00194 G
2024-02-01
7.500000
2250000.00
3821.32
Agency Mortgage-Backed Securities
08.500 FGPC G00476 G
2026-05-01
8.500000
921375.00
1142.45
Agency Mortgage-Backed Securities
06.000 FGPC G11557 G
2019-04-01
6.000000
1845992.00
59.38
Agency Mortgage-Backed Securities
05.500 FGPC C79349 G
2033-05-01
5.500000
257000.00
4348.52
Agency Mortgage-Backed Securities
05.500 FGPC G30280 G
2024-09-01
5.500000
90000.00
2367.69
Agency Mortgage-Backed Securities
05.500 FGPC G30306 G
2027-01-01
5.500000
32922.00
1202.94
Agency Mortgage-Backed Securities
06.500 FGPC N30558 G
2029-05-01
6.500000
7030.00
19.49
Agency Mortgage-Backed Securities
05.000 FGPC N30993 G
2033-07-01
5.000000
150000.00
1581.57
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
160430928.00
161599929.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD8536
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.000000
2000.00
255.42
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0105
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
28000.00
2086.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE7731
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
14000.00
2275.56
Agency Mortgage-Backed Securities
GNII SF MA5330 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
12279471.00
12311384.84
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
2000.00
2045.73
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0010
B1V7KEBTPIMZEU4LTD58
2019-03-01
4.500000
1153530.00
1778.49
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0125
B1V7KEBTPIMZEU4LTD58
2019-07-01
4.500000
370469.00
2775.97
Agency Mortgage-Backed Securities
FNMS 06.000 CT256715
B1V7KEBTPIMZEU4LTD58
2027-05-01
6.000000
1436.00
59.31
Agency Mortgage-Backed Securities
FNMS 07.000 CT323871
B1V7KEBTPIMZEU4LTD58
2019-08-01
7.000000
300000.00
205.82
Agency Mortgage-Backed Securities
FNMS 02.500 CNAB9392
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.500000
5000.00
1268.42
Agency Mortgage-Backed Securities
FNMS 05.500 CL995959
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.500000
45000.00
1857.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLAA1072
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
222010.00
1410.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB2655
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
13490.00
2466.84
Agency Mortgage-Backed Securities
FNMS 06.000 CTAD0498
B1V7KEBTPIMZEU4LTD58
2026-10-01
6.000000
56505.00
4649.71
Agency Mortgage-Backed Securities
FNMS 06.000 CTAD0760
B1V7KEBTPIMZEU4LTD58
2027-03-01
6.000000
25944.00
1853.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD5661
B1V7KEBTPIMZEU4LTD58
2040-05-01
5.000000
2000.00
335.55
Agency Mortgage-Backed Securities
05.000 FGPC A92904 G
2040-07-01
5.000000
1085444.00
176414.32
Agency Mortgage-Backed Securities
GNII SF BI3300 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
706849.00
731111.37
Agency Mortgage-Backed Securities
GNII SF 407770 C
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
21958799.00
717900.03
Agency Mortgage-Backed Securities
GNMI SP 780896 X
549300M8ZYFG0OCMTT87
2028-11-15
7.000000
191258.00
1098.52
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL8506
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.000000
4712.00
14.51
Agency Mortgage-Backed Securities
FNMS 06.500 CI745253
B1V7KEBTPIMZEU4LTD58
2019-12-01
6.500000
2615.00
0.22
Agency Mortgage-Backed Securities
03.000 FGPC G18552 G
2030-05-01
3.000000
8903.00
4825.15
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA2710
B1V7KEBTPIMZEU4LTD58
2026-08-01
2.500000
7000.00
4344.30
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA2612
B1V7KEBTPIMZEU4LTD58
2026-05-01
2.500000
5000.00
2838.53
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1890
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.000000
4000.00
1817.80
Agency Mortgage-Backed Securities
GNMI SP 781300 X
549300M8ZYFG0OCMTT87
2031-06-15
7.000000
57000.00
366.01
Agency Mortgage-Backed Securities
GNMI SP 781614 X
549300M8ZYFG0OCMTT87
2033-06-15
7.000000
57660.00
2706.84
Agency Mortgage-Backed Securities
GNMI SP 780090 X
549300M8ZYFG0OCMTT87
2021-12-15
9.000000
166519.00
259.34
Agency Mortgage-Backed Securities
GNMI SP 780247 X
549300M8ZYFG0OCMTT87
2025-09-15
8.000000
550000.00
2179.00
Agency Mortgage-Backed Securities
GNMI SP 780359 X
549300M8ZYFG0OCMTT87
2023-12-15
7.500000
1185000.00
3236.95
Agency Mortgage-Backed Securities
GNMI SP 780415 X
549300M8ZYFG0OCMTT87
2026-08-15
7.500000
50466.00
225.46
Agency Mortgage-Backed Securities
GNMI SP 780551 X
549300M8ZYFG0OCMTT87
2027-04-15
7.500000
50000.00
147.16
Agency Mortgage-Backed Securities
FNMS 05.500 CL985615
B1V7KEBTPIMZEU4LTD58
2034-04-01
5.500000
57306.00
1445.94
Agency Mortgage-Backed Securities
03.500 FGPC G08779 G
2047-09-01
3.500000
22683749.00
20426527.93
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA2499
B1V7KEBTPIMZEU4LTD58
2026-01-01
2.500000
5000.00
2589.45
Agency Mortgage-Backed Securities
06.000 FGPC C90252 G
2019-02-01
6.000000
2099.00
0.58
Agency Mortgage-Backed Securities
05.000 FGPC J08095 G
2023-06-01
5.000000
31840.00
406.44
Agency Mortgage-Backed Securities
FNMS 06.000 CL995876
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
59000.00
2193.98
Agency Mortgage-Backed Securities
05.500 FGPC G04593 G
2037-01-01
5.500000
7000.00
330.12
Agency Mortgage-Backed Securities
04.500 FGPC G01853 G
2035-08-01
4.500000
23000.00
1010.25
Agency Mortgage-Backed Securities
05.500 FGPC A60064 G
2037-04-01
5.500000
11000.00
259.03
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
576000000.00
576000000.00
0.0749
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.200000%
0000926171
ATD0S0EG2
Non-Negotiable Time Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
77000000.00
77000000.00
0.0100
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.200000%
0001245022
ATD0S0EK3
Non-Negotiable Time Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
37000000.00
37000000.00
0.0048
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.200000%
0001245022
ATD0S0YA3
Non-Negotiable Time Deposit
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0220
22000000.00
22000000.00
0.0029
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 2.190000%
0001498632
ATD0S23J4
Non-Negotiable Time Deposit
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0219
70000000.00
70000000.00
0.0091
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.230000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0S23K1
Non-Negotiable Time Deposit
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0223
15000000.00
15000000.00
0.0020
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.200000%
0001245022
ATD0S2P43
Non-Negotiable Time Deposit
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0220
50000000.00
50000000.00
0.0065
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.230000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0S2P68
Non-Negotiable Time Deposit
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0223
213998052.60
213998052.60
0.0278
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 2.190000%
0001498632
ATD0S2P76
Non-Negotiable Time Deposit
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0219
82999037.20
82999037.20
0.0108
N
N
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 2.180000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0S2P84
Non-Negotiable Time Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0218
153000000.00
153000000.00
0.0199
N
Y
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 2.200000%
0000035528
ATD0S2PA9
Non-Negotiable Time Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
76000000.00
76000000.00
0.0099
N
Y
Y
N
The Charles Schwab Family of Funds
2018-11-07
Mark Fischer
Mark Fischer
Chief Financial Officer