0001145549-19-002629.txt : 20190207
0001145549-19-002629.hdr.sgml : 20190207
20190207151543
ACCESSION NUMBER: 0001145549-19-002629
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190131
FILED AS OF DATE: 20190207
DATE AS OF CHANGE: 20190207
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: 19574934
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000038267
Ultra Shares
SNAXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2019-01-31
0000857156
549300I77JNLD629OV19
S000004508
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
33
52
13363486132.68
13039572738.73
16017777033.56
12997261261.02
30672574173.50
30367797087.89
30831188165.94
31706072833.03
0.00
0.1709
0.1642
0.1977
0.1578
0.3923
0.3824
0.3804
0.3849
0.0000
0.57
83656219539.25
83645861887.54
127657977.95
463079348.78
83310440517.28
83308551520.8410
1.0000
0.0267
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1.0000
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C000012383
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51106496413.4400
1.0000
1.0000
1.0000
1.0001
0.0000
2544700852.23
977914612.18
2257557429.65
1361993573.52
2064787806.74
1166719510.55
1643881282.60
943033325.00
0.00
0.00
9042710746.39
5143670605.03
0.0233
Y
Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 3,521,309
C000038267
1000000.00
32202779108.54
32202055107.4010
1.0000
1.0000
1.0000
1.0001
0.0000
1116299412.34
502785376.92
1133753056.83
842119511.96
1443987807.35
719283375.95
1180985720.61
467849898.34
0.00
0.00
5798562449.61
2941642275.42
0.0248
Y
Investment Advisor and its affiliates Contractual 2,181,861
ABAG Finance Auth
TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 2.450000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2031-11-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0245
17550000.00
17550000.00
0.0002
N
N
Y
N
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.000000%
00084CPL0
0001245022
Financial Company Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
Y
Abn Amro Bank Nv
1.0000
N
0.0248
49931055.50
49931055.50
0.0006
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XPU6
Asset Backed Commercial Paper
Y
2019-02-28
2019-02-28
2019-02-28
N
Y
Credit Suisse AG
1.0000
N
0.0250
133739340.52
133739340.52
0.0016
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XQ43
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Credit Suisse AG
1.0000
N
0.0251
196560120.67
196560120.67
0.0024
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XQ50
Asset Backed Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
Credit Suisse AG
1.0000
N
0.0252
197543526.84
197543526.84
0.0024
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XS17
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
Credit Suisse AG
1.0000
N
0.0278
189674937.50
189674937.50
0.0023
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 2.840000%
02089XCV7
Asset Backed Commercial Paper
Y
2019-04-15
2019-04-15
2019-04-15
N
Y
Credit Suisse AG
1.0000
N
0.0264
79031919.95
79031919.95
0.0009
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UPB2
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-02-11
2019-02-11
2019-02-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0245
31976093.44
31976093.44
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UQ47
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0258
33922026.78
33922026.78
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UQT2
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-03-27
2019-03-27
2019-03-27
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0264
84657816.35
84657816.35
0.0010
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UQU9
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-03-28
2019-03-28
2019-03-28
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0264
106768232.78
106768232.78
0.0013
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
05253CQC3
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0249
183490524.24
183490524.24
0.0022
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
05253CR99
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0258
22091937.73
22091937.73
0.0003
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 2.632700%
05253MKY9
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2019-02-06
2019-03-06
2019-03-06
N
N
N
0.0248
235034545.00
235034545.00
0.0028
N
N
N
N
BASF SE
BASF SE 0.000000%
05526MQR9
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2019-03-25
2019-03-25
2019-03-25
N
N
N
0.0258
196251437.43
196251437.43
0.0024
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CR29
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0251
428969242.16
428969242.16
0.0051
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CR86
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2019-04-08
2019-04-08
2019-04-08
N
N
N
0.0254
142324007.54
142324007.54
0.0017
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CS10
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0266
102314277.50
102314277.50
0.0012
N
N
N
N
BNP PARIBAS (SAN FRANCISCO BRANCH)
BNP PARIBAS (SAN FRANCISCO BRANCH) 2.883900%
05576T3K3
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-04-04
2019-07-05
2019-07-05
N
N
N
0.0281
154008716.40
154008716.40
0.0018
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 2.879000%
05586FNJ2
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-03-13
2019-06-13
2019-06-13
N
N
N
0.0281
150012214.50
150012214.50
0.0018
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.470000%
06053PQ59
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0218
228006673.56
228006673.56
0.0027
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.470000%
06053PQ75
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-02-08
2019-02-08
2019-02-08
N
N
N
0.0222
200008666.00
200008666.00
0.0024
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.620000%
06053PT72
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-04-08
2019-04-08
2019-04-08
N
N
N
0.0234
275130944.00
275130944.00
0.0033
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.719900%
06053PU62
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-02-01
2019-05-01
2019-05-01
N
N
N
0.0265
256539182.94
256539182.94
0.0031
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.791100%
06053PV38
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-02-11
2019-05-09
2019-05-09
N
N
N
0.0265
193073430.71
193073430.71
0.0023
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.652800%
06370RHV4
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-02-07
2019-03-07
2019-03-07
N
N
N
0.0248
120020160.00
120020160.00
0.0014
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.664200%
06370RJA8
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-02-12
2019-03-12
2019-03-12
N
N
N
0.0249
75014325.00
75014325.00
0.0009
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.730000%
06370RPA1
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0248
200042378.00
200042378.00
0.0024
N
N
N
N
BANK OF NEW YORK MELLON/THE
BANK OF NEW YORK MELLON/THE 0.000000%
06406XP16
HPFHU0OQ28E4N0NFVK49
Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0239
1491901155.00
1491901155.00
0.0179
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.877000%
06417G2H0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-04-02
2019-07-02
2019-07-02
N
N
N
0.0275
146537712.03
146537712.03
0.0018
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.935900%
06417G3P1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-03-12
2019-09-12
2019-09-12
N
N
N
0.0276
274217720.40
274217720.40
0.0033
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.867300%
06417G4C9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-04-16
2019-10-16
2019-10-16
N
N
N
0.0277
133540744.20
133540744.20
0.0016
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.869600%
06417GV39
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-03-21
2019-03-21
2019-03-21
N
N
N
0.0273
364234198.38
364234198.38
0.0044
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.887600%
06417GW87
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0274
194521254.96
194521254.96
0.0023
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.875000%
06417GW95
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0274
81009271.26
81009271.26
0.0010
N
N
N
N
BARCLAYS US CCP FUNDING LLC
BARCLAYS US CCP FUNDING LLC 0.000000%
06742QRL8
Asset Backed Commercial Paper
Y
2019-03-14
2019-03-14
2019-03-14
N
Y
Barclays Bank Plc
1.0000
N
0.0264
79753693.60
79753693.60
0.0010
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.670000%
06742TJW7
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-02-14
2019-02-14
2019-02-14
N
N
N
0.0247
382826665.85
382826665.85
0.0046
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.700000%
06742TJY3
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-02-21
2019-02-21
2019-02-21
N
N
N
0.0251
97009614.64
97009614.64
0.0012
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.700000%
06742TJZ0
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0252
257025766.82
257025766.82
0.0031
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.700000%
06742TKN5
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-03-14
2019-03-14
2019-03-14
N
N
N
0.0259
285035317.20
285035317.20
0.0034
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.590000%
06742TLC8
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0263
500218250.00
500218250.00
0.0060
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MP42
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
Societe Generale SA
1.0000
N
0.0238
24993377.75
24993377.75
0.0003
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MP59
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-02-05
2019-02-05
2019-02-05
N
Y
Societe Generale SA
1.0000
N
0.0240
52982347.82
52982347.82
0.0006
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MP75
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
Y
Societe Generale SA
1.0000
N
0.0243
53974537.38
53974537.38
0.0006
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MPC4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-02-12
2019-02-12
2019-02-12
N
Y
Societe Generale SA
1.0000
N
0.0249
25478801.09
25478801.09
0.0003
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MQ41
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Societe Generale SA
1.0000
N
0.0257
22348908.06
22348908.06
0.0003
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MQB5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
Societe Generale SA
1.0000
N
0.0261
94831516.53
94831516.53
0.0011
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MR32
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-04-03
2019-04-03
2019-04-03
N
Y
Societe Generale SA
1.0000
N
0.0275
54739135.00
54739135.00
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MR99
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-04-09
2019-04-09
2019-04-09
N
Y
Societe Generale SA
1.0000
N
0.0275
97490944.88
97490944.88
0.0012
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MRA6
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-04-10
2019-04-10
2019-04-10
N
Y
Societe Generale SA
1.0000
N
0.0275
73411153.70
73411153.70
0.0009
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MRF5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-04-15
2019-04-15
2019-04-15
N
Y
Societe Generale SA
1.0000
N
0.0275
77559724.32
77559724.32
0.0009
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MRH1
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-04-17
2019-04-17
2019-04-17
N
Y
Societe Generale SA
1.0000
N
0.0274
58061695.22
58061695.22
0.0007
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.900000%
0727MAXH9
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-02-12
2019-02-12
2019-02-12
N
N
N
0.0246
200028582.00
200028582.00
0.0024
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.700000%
0727MAXT3
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0261
324048982.32
324048982.32
0.0039
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.550000%
0727MAXY2
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0252
303007105.35
303007105.35
0.0036
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.450000%
0727MAXZ9
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0244
4000004.56
4000004.56
0.0000
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BPS5
Asset Backed Commercial Paper
Y
2019-02-26
2019-02-26
2019-02-26
N
Y
Royal Bank of Canada
1.0000
N
0.0248
62887296.78
62887296.78
0.0008
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.719900%
07644DGS1
Asset Backed Commercial Paper
Y
2019-02-01
2019-07-01
2019-07-01
N
Y
Royal Bank of Canada
1.0000
N
0.0270
40001960.00
40001960.00
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.854200%
07644DGZ5
Asset Backed Commercial Paper
Y
2019-02-13
2019-08-13
2019-08-13
N
Y
Royal Bank of Canada
1.0000
N
0.0273
55036905.00
55036905.00
0.0007
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MP16
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
Y
Societe Generale SA
1.0000
N
0.0248
22998417.37
22998417.37
0.0003
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MP73
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
Y
Societe Generale SA
1.0000
N
0.0249
74963760.75
74963760.75
0.0009
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MQK3
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-03-19
2019-03-19
2019-03-19
N
Y
Societe Generale SA
1.0000
N
0.0256
62789522.04
62789522.04
0.0008
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MR89
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-04-08
2019-04-08
2019-04-08
N
Y
Societe Generale SA
1.0000
N
0.0260
99515367.00
99515367.00
0.0012
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MRP1
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
Societe Generale SA
1.0000
N
0.0264
120271284.76
120271284.76
0.0014
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MS13
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
Societe Generale SA
1.0000
N
0.0267
33773475.00
33773475.00
0.0004
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.000000%
09659KP12
KGCEPHLVVKVRZYO1T647
Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0237
127991566.08
127991566.08
0.0015
N
Y
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.410000%
10513EHE1
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0240
489000151.59
489000151.59
0.0059
N
Y
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.410000%
10513EHF8
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0241
750000292.50
750000292.50
0.0090
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3P71
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
Y
Citibank NA
1.0000
N
0.0240
74965073.25
74965073.25
0.0009
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3P89
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-02-08
2019-02-08
2019-02-08
N
Y
Citibank NA
1.0000
N
0.0240
149919933.00
149919933.00
0.0018
N
N
N
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
0.0243
57952962.00
57952962.00
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3PK2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
Y
Citibank NA
1.0000
N
0.0247
79046986.28
79046986.28
0.0009
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3PM8
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-02-21
2019-02-21
2019-02-21
N
Y
Citibank NA
1.0000
N
0.0247
50926487.58
50926487.58
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3Q13
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-03-01
2019-03-01
2019-03-01
N
Y
Citibank NA
1.0000
N
0.0249
53891598.24
53891598.24
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3QB1
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
Citibank NA
1.0000
N
0.0251
49863879.00
49863879.00
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3QC9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
Citibank NA
1.0000
N
0.0252
85759678.16
85759678.16
0.0010
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3RA2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-04-10
2019-04-10
2019-04-10
N
Y
Citibank NA
1.0000
N
0.0258
155229776.52
155229776.52
0.0019
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3RP9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
Citibank NA
1.0000
N
0.0261
35786307.96
35786307.96
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3S60
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
Citibank NA
1.0000
N
0.0264
36742038.22
36742038.22
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UP62
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
Citibank NA
1.0000
N
0.0241
44981940.15
44981940.15
0.0005
N
N
Y
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
0.0242
45525484.08
45525484.08
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UPB1
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-11
2019-02-11
2019-02-11
N
Y
Citibank NA
1.0000
N
0.0245
24981323.00
24981323.00
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UPD7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-13
2019-02-13
2019-02-13
N
Y
Citibank NA
1.0000
N
0.0246
74933375.25
74933375.25
0.0009
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UPM7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-21
2019-02-21
2019-02-21
N
Y
Citibank NA
1.0000
N
0.0249
49927462.50
49927462.50
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UPU9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-28
2019-02-28
2019-02-28
N
Y
Citibank NA
1.0000
N
0.0250
29941643.40
29941643.40
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UQD6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-03-13
2019-03-13
2019-03-13
N
Y
Citibank NA
1.0000
N
0.0254
189449938.60
189449938.60
0.0023
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UR11
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-04-01
2019-04-01
2019-04-01
N
Y
Citibank NA
1.0000
N
0.0261
58843407.30
58843407.30
0.0007
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619URB9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-04-11
2019-04-11
2019-04-11
N
Y
Citibank NA
1.0000
N
0.0264
81579863.98
81579863.98
0.0010
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619URS2
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-04-26
2019-04-26
2019-04-26
N
Y
Citibank NA
1.0000
N
0.0268
49683611.00
49683611.00
0.0006
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.520000%
13606BC87
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-03-26
2019-03-26
2019-03-26
N
N
N
0.0254
89994074.40
89994074.40
0.0011
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.741000%
13606BFY7
2IGI19DL77OX0HC3ZE78
US13606BFY74
0000800030
Certificate of Deposit
Y
2019-02-01
2019-05-01
2019-05-01
N
N
N
0.0276
28011583.88
28011583.88
0.0003
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.810000%
13606BH58
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-02-25
2019-07-25
2019-07-25
N
N
N
0.0270
175094759.00
175094759.00
0.0021
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.861800%
13606BM86
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-02-28
2019-09-30
2019-09-30
N
N
N
0.0271
80086960.00
80086960.00
0.0010
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.770000%
13606BN69
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-07-11
2019-07-11
2019-07-11
N
N
N
0.0273
200035174.00
200035174.00
0.0024
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KQN0
Asset Backed Commercial Paper
Y
2019-03-22
2019-03-22
2019-03-22
N
Y
Lloyds Bank Plc
1.0000
N
0.0259
179353000.80
179353000.80
0.0022
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KQR1
Asset Backed Commercial Paper
Y
2019-03-25
2019-03-25
2019-03-25
N
Y
Lloyds Bank Plc
1.0000
N
0.0261
156496805.12
156496805.12
0.0019
N
N
N
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UP62
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
CARGILL INC
1.0000
N
0.0239
97960979.34
97960979.34
0.0012
N
N
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MP10
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0236
122991943.50
122991943.50
0.0015
N
Y
Y
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 2.490000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0249
36000000.00
36000000.00
0.0004
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 2.814800%
15963RAY9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-04-25
2019-10-25
2019-10-25
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0277
99510541.03
99510541.03
0.0012
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UQ17
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-03-01
2019-03-01
2019-03-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0253
194602578.30
194602578.30
0.0023
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963USD9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-05-13
2019-05-13
2019-05-13
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0280
49604041.50
49604041.50
0.0006
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963USV9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-05-29
2019-05-29
2019-05-29
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0280
99083861.00
99083861.00
0.0012
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UTA4
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0280
58155548.11
58155548.11
0.0007
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UTC0
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-12
2019-06-12
2019-06-12
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0280
83631536.89
83631536.89
0.0010
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UTD8
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0280
24741019.50
24741019.50
0.0003
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UU87
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0282
97776882.72
97776882.72
0.0012
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UUF1
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0282
84890421.12
84890421.12
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WP43
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
Citibank NA
1.0000
N
0.0243
79978364.80
79978364.80
0.0010
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WPB7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-11
2019-02-11
2019-02-11
N
Y
Citibank NA
1.0000
N
0.0246
71945879.76
71945879.76
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WPC5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-12
2019-02-12
2019-02-12
N
Y
Citibank NA
1.0000
N
0.0246
74938400.25
74938400.25
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WPF8
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-15
2019-02-15
2019-02-15
N
Y
Citibank NA
1.0000
N
0.0248
48150293.75
48150293.75
0.0006
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WPR2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
Citibank NA
1.0000
N
0.0250
64388244.72
64388244.72
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WQ59
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
Citibank NA
1.0000
N
0.0252
74827093.50
74827093.50
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WQF7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-03-15
2019-03-15
2019-03-15
N
Y
Citibank NA
1.0000
N
0.0255
68790002.64
68790002.64
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WQU4
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-03-28
2019-03-28
2019-03-28
N
Y
Citibank NA
1.0000
N
0.0259
23903232.00
23903232.00
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WRN9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-04-22
2019-04-22
2019-04-22
N
Y
Citibank NA
1.0000
N
0.0265
73559274.50
73559274.50
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WRR0
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-04-25
2019-04-25
2019-04-25
N
Y
Citibank NA
1.0000
N
0.0265
155034308.52
155034308.52
0.0019
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WSA6
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-05-10
2019-05-10
2019-05-10
N
Y
Citibank NA
1.0000
N
0.0267
29779395.00
29779395.00
0.0004
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WTA5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
Citibank NA
1.0000
N
0.0273
42576402.27
42576402.27
0.0005
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.740000%
17305TB84
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2019-03-21
2019-03-21
2019-03-21
N
N
N
0.0255
65015270.45
65015270.45
0.0008
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121BQJ1
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
Y
2019-03-18
2019-03-18
2019-03-18
N
N
N
0.0249
19936315.60
19936315.60
0.0002
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121BUQ0
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
Y
2019-07-24
2019-07-24
2019-07-24
N
N
N
0.0273
128284022.10
128284022.10
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GV68
Asset Backed Commercial Paper
Y
2019-08-06
2019-08-06
2019-08-06
N
Y
JP Morgan Securities LLC
1.0000
N
0.0279
78838937.60
78838937.60
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GV76
Asset Backed Commercial Paper
Y
2019-08-07
2019-08-07
2019-08-07
N
Y
JP Morgan Securities LLC
1.0000
N
0.0280
49269933.50
49269933.50
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.781300%
19423CJL7
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-02-08
2019-05-08
2019-05-08
N
Y
JP Morgan Securities LLC
1.0000
N
0.0276
170072537.30
170072537.30
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.897500%
19423CJS2
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-03-14
2019-06-14
2019-06-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0277
90026432.10
90026432.10
0.0011
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.937600%
19423CJV5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-04-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0278
186563516.31
186563516.31
0.0022
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.896900%
19423CKA9
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-04-15
2019-07-15
2019-07-15
N
Y
JP Morgan Securities LLC
1.0000
N
0.0278
164038938.52
164038938.52
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.781600%
19423CKC5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-05-13
2019-08-12
2019-08-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0277
113508172.00
113508172.00
0.0014
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.653000%
19423EFT0
Asset Backed Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0244
114513053.00
114513053.00
0.0014
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.830600%
19423EGF9
Asset Backed Commercial Paper
Y
2019-02-08
2019-05-08
2019-05-08
N
Y
JP Morgan Securities LLC
1.0000
N
0.0262
100054200.00
100054200.00
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.897500%
19423EGL6
Asset Backed Commercial Paper
Y
2019-03-14
2019-06-14
2019-06-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0277
46013509.74
46013509.74
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.937600%
19423EGP7
Asset Backed Commercial Paper
Y
2019-04-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0278
50017028.50
50017028.50
0.0006
N
N
N
N
COMMERCE CHARTER TOWNSHIP
TAXABLE LT GO REFUNDING BONDS SERIES 2008 2.500000%
200578NX6
US200578NX61
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2034-10-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0250
19880000.00
19880000.00
0.0002
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.802700%
20271EQK8
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-02-04
2019-07-03
2019-07-03
N
N
N
0.0270
255119850.00
255119850.00
0.0031
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.770000%
20271EQM4
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-05-08
2019-05-08
2019-05-08
N
N
N
0.0263
100035139.00
100035139.00
0.0012
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 2.450000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0245
25000000.00
25000000.00
0.0003
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.644200%
21684B6P4
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-02-14
2019-02-14
2019-02-14
N
N
N
0.0243
227018614.00
227018614.00
0.0027
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.678900%
21684B6Q2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-02-15
2019-05-15
2019-05-15
N
N
N
0.0264
144018432.00
144018432.00
0.0017
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.642800%
21684B6W9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-02-06
2019-03-06
2019-03-06
N
N
N
0.0248
140721949.20
140721949.20
0.0017
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.867600%
21684L2K7
DG3RU1DBUFHT4ZF9WN62
US21684L2K73
0001098062
Certificate of Deposit
Y
2019-04-03
2019-07-03
2019-07-03
N
N
N
0.0278
347619309.18
347619309.18
0.0042
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.430000%
21685V5P0
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0237
79000297.83
79000297.83
0.0009
N
N
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.630000%
22549LLN3
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0257
460227745.46
460227745.46
0.0055
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.681100%
22549LMD4
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-02-11
2019-04-09
2019-04-09
N
N
N
0.0268
181001565.65
181001565.65
0.0022
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.953600%
22549LVJ1
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-03-19
2019-06-19
2019-06-19
N
N
N
0.0281
161043209.18
161043209.18
0.0019
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.880000%
22845AGF1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-04-09
2019-04-09
2019-04-09
N
Y
Credit Suisse AG
1.0000
N
0.0264
42018387.18
42018387.18
0.0005
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.880000%
22845AGL8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-04-12
2019-04-12
2019-04-12
N
Y
Credit Suisse AG
1.0000
N
0.0266
65027915.55
65027915.55
0.0008
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.870000%
22845AGT1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
Y
Credit Suisse AG
1.0000
N
0.0268
204080883.96
204080883.96
0.0024
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.830000%
22845AHA1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-04-17
2019-04-17
2019-04-17
N
Y
Credit Suisse AG
1.0000
N
0.0268
75023118.75
75023118.75
0.0009
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1P49
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
Credit Suisse AG
1.0000
N
0.0243
90885414.30
90885414.30
0.0011
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1PK3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
Y
Credit Suisse AG
1.0000
N
0.0248
297609479.94
297609479.94
0.0036
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1Q71
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-03-07
2019-03-07
2019-03-07
N
Y
Credit Suisse AG
1.0000
N
0.0252
17955865.08
17955865.08
0.0002
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1QB2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
Credit Suisse AG
1.0000
N
0.0254
119670450.00
119670450.00
0.0014
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1QK2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-03-19
2019-03-19
2019-03-19
N
Y
Credit Suisse AG
1.0000
N
0.0256
79732413.60
79732413.60
0.0010
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1RV7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-04-29
2019-04-29
2019-04-29
N
Y
Credit Suisse AG
1.0000
N
0.0269
24835672.25
24835672.25
0.0003
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 2.650000%
23328AD68
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0247
196017669.40
196017669.40
0.0024
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 2.720000%
23328AD92
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0249
130020801.30
130020801.30
0.0016
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 2.730000%
23328AE59
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0251
157028817.35
157028817.35
0.0019
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 2.700000%
23328AF82
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2019-04-10
2019-04-10
2019-04-10
N
N
N
0.0262
44006534.88
44006534.88
0.0005
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 2.600000%
23341VRW3
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0257
135012320.10
135012320.10
0.0016
N
N
N
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585MP18
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0240
66995529.76
66995529.76
0.0008
N
Y
Y
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585MP42
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0241
66982029.26
66982029.26
0.0008
N
N
Y
N
EMF, LLC
VARIABLE RATE DEMAND BONDS SERIES 2012 2.550000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2042-06-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0255
3540000.00
3540000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 2.600000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0260
2410000.00
2410000.00
0.0000
N
N
Y
N
EDWARD-ELMHURST HEALTHCARE
TAXABLE BONDS SERIES 2018 2.450000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0245
8000000.00
8000000.00
0.0001
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DS27
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0261
119208907.20
119208907.20
0.0014
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 2.667100%
30601YYF6
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2019-02-04
2019-04-04
2019-04-04
N
Y
Bank of Montreal
1.0000
N
0.0255
67014003.00
67014003.00
0.0008
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 2.814200%
34959TNW2
KGCEPHLVVKVRZYO1T647
Certificate of Deposit
Y
2019-02-14
2019-05-14
2019-05-14
N
N
N
0.0275
75013425.75
75013425.75
0.0009
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.500000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0250
1565000.00
1565000.00
0.0000
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MQC1
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
MUFG BANK LTD
1.0000
N
0.0254
47864640.00
47864640.00
0.0006
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MQD9
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-03-13
2019-03-13
2019-03-13
N
Y
MUFG BANK LTD
1.0000
N
0.0254
99710494.00
99710494.00
0.0012
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 2.920600%
40433FMU0
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
Y
2019-04-25
2019-04-25
2019-04-25
N
N
N
0.0272
84030209.76
84030209.76
0.0010
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RP48
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0240
24993327.75
24993327.75
0.0003
N
N
Y
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RPF3
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0249
44953406.10
44953406.10
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RU91
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0279
128399797.50
128399797.50
0.0015
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RUJ9
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-18
2019-07-18
2019-07-18
N
N
N
0.0280
33062423.00
33062423.00
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 2.662700%
40434WCV1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-02-07
2019-03-07
2019-03-07
N
N
N
0.0248
125022125.00
125022125.00
0.0015
N
N
N
N
HSBC USA INC
HSBC USA INC 2.797500%
40434WCX7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-02-19
2019-05-17
2019-05-17
N
N
N
0.0264
51023817.00
51023817.00
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 2.793000%
40434WCY5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-02-21
2019-05-21
2019-05-21
N
N
N
0.0265
54024516.00
54024516.00
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 2.833400%
40434WDF5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-04-17
2019-07-17
2019-07-17
N
N
N
0.0274
43010376.76
43010376.76
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 2.790600%
40434WDH1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-04-25
2019-07-25
2019-07-25
N
N
N
0.0274
50003390.50
50003390.50
0.0006
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.465000%
40435RAF8
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0245
74999588.25
74999588.25
0.0009
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.805800%
40435RAL5
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0272
100003660.00
100003660.00
0.0012
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.669900%
40435RAS0
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-02-01
2019-04-01
2019-04-01
N
N
N
0.0265
150003417.00
150003417.00
0.0018
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.669900%
40435RAU5
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-02-04
2019-04-02
2019-04-02
N
N
N
0.0265
35000836.50
35000836.50
0.0004
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 2.430000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0243
14000000.00
14000000.00
0.0002
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.450000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0245
86910000.00
86910000.00
0.0010
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1RF5
Financial Company Commercial Paper
Y
2019-04-15
2019-04-15
2019-04-15
N
Y
ING Bank NV
1.0000
N
0.0257
232764791.22
232764791.22
0.0028
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1S98
Financial Company Commercial Paper
Y
2019-05-09
2019-05-09
2019-05-09
N
Y
ING Bank NV
1.0000
N
0.0264
294867985.50
294867985.50
0.0035
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.651500%
44988KFN4
Financial Company Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
ING Bank NV
1.0000
N
0.0265
192000000.00
192000000.00
0.0023
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 2.653000%
44988KGB9
Financial Company Commercial Paper
Y
2019-02-21
2019-02-21
2019-02-21
N
Y
ING Bank NV
1.0000
N
0.0245
226026894.00
226026894.00
0.0027
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.830600%
46640CGN6
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-02-08
2019-05-08
2019-05-08
N
N
N
0.0262
379505580.60
379505580.60
0.0046
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.650000%
46640EHJ0
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
N
N
0.0246
119015946.00
119015946.00
0.0014
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QP47
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0239
134464237.80
134464237.80
0.0016
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QU90
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0281
87402814.17
87402814.17
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TF42
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
99415978.00
99415978.00
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W6F0
Asset Backed Commercial Paper
Y
2019-04-09
2019-04-09
2019-04-09
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0254
109511242.50
109511242.50
0.0013
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W6P8
Asset Backed Commercial Paper
Y
2019-02-08
2019-02-08
2019-02-08
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0241
99966486.00
99966486.00
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MLA5
Asset Backed Commercial Paper
Y
2019-02-14
2019-02-14
2019-02-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0242
23782401.33
23782401.33
0.0003
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MLE7
Asset Backed Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0242
208303453.31
208303453.31
0.0025
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MLF4
Asset Backed Commercial Paper
Y
2019-02-22
2019-02-22
2019-02-22
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0243
219717502.40
219717502.40
0.0026
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MLT4
Asset Backed Commercial Paper
Y
2019-04-17
2019-04-17
2019-04-17
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
198920800.00
198920800.00
0.0024
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MLU1
Asset Backed Commercial Paper
Y
2019-04-22
2019-04-22
2019-04-22
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
187910084.25
187910084.25
0.0023
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.500000%
51500L4W8
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0251
830989687.29
830989687.29
0.0100
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MP12
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
Y
Natixis SA
1.0000
N
0.0245
197986508.28
197986508.28
0.0024
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MP61
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
Natixis SA
1.0000
N
0.0247
217510385.79
217510385.79
0.0026
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RP44
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0243
124966195.00
124966195.00
0.0015
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RPR3
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0250
81857923.52
81857923.52
0.0010
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RPT9
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-02-27
2019-02-27
2019-02-27
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0250
129756347.50
129756347.50
0.0016
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQ19
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-03-01
2019-03-01
2019-03-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0250
21955641.18
21955641.18
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQ43
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0251
94787875.45
94787875.45
0.0011
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQ76
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-03-07
2019-03-07
2019-03-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0252
24439927.47
24439927.47
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQ84
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-03-08
2019-03-08
2019-03-08
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0253
24936875.00
24936875.00
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQB7
969500DWS97CYSHCPT49
US53944RQB77
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0254
68012705.75
68012705.75
0.0008
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RRA8
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-04-10
2019-04-10
2019-04-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0264
74620787.25
74620787.25
0.0009
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK)
LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK) 2.750000%
53947CAS7
213800MBWEIJDM5CU638
Certificate of Deposit
Y
2019-03-11
2019-03-11
2019-03-11
N
N
N
0.0247
200058032.00
200058032.00
0.0024
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.450000%
55379WJV9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0240
179000399.17
179000399.17
0.0021
N
N
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.450000%
55379WKR6
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0243
150999821.82
150999821.82
0.0018
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.460000%
55379WLR5
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0251
91993270.20
91993270.20
0.0011
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.830000%
55379WQL3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0268
147449271.40
147449271.40
0.0018
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.640000%
55379WRD0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0239
83100542.64
83100542.64
0.0010
N
Y
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.850000%
55379WRK4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0268
50019450.50
50019450.50
0.0006
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.802800%
55379WRP3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-07
2019-05-07
2019-05-07
N
N
N
0.0271
172041973.16
172041973.16
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.812300%
55379WSN7
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-25
2019-05-23
2019-05-23
N
N
N
0.0266
135065205.00
135065205.00
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.900000%
55379WSS6
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-28
2019-05-28
2019-05-28
N
N
N
0.0270
135079868.70
135079868.70
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.850000%
55379WTQ9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-04-23
2019-04-23
2019-04-23
N
N
N
0.0265
339146193.75
339146193.75
0.0041
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.820000%
55379WVE3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-04-22
2019-04-22
2019-04-22
N
N
N
0.0265
178067280.44
178067280.44
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.820000%
55379WWA0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-09
2019-05-09
2019-05-09
N
N
N
0.0268
41014667.34
41014667.34
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.740000%
55379WXH4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-22
2019-05-22
2019-05-22
N
N
N
0.0270
81010440.90
81010440.90
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.710000%
55379WXJ0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-04-17
2019-04-17
2019-04-17
N
N
N
0.0263
42006986.28
42006986.28
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.881000%
55379WXR2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-04-23
2019-10-22
2019-10-22
N
N
N
0.0284
160016441.60
160016441.60
0.0019
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.650000%
55379WYJ9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-04-29
2019-04-29
2019-04-29
N
N
N
0.0267
79996388.00
79996388.00
0.0010
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LP65
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0239
61975313.46
61975313.46
0.0007
N
N
Y
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LPR9
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
N
N
0.0247
14974322.85
14974322.85
0.0002
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LR97
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0263
49751705.50
49751705.50
0.0006
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LRC0
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-04-12
2019-04-12
2019-04-12
N
N
N
0.0264
265113475.12
265113475.12
0.0032
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MQ88
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2019-03-08
2019-03-08
2019-03-08
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0253
70820725.00
70820725.00
0.0009
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MQC9
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0254
38890020.00
38890020.00
0.0005
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UPL8
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0247
107184016.64
107184016.64
0.0013
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UQM5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-03-21
2019-03-21
2019-03-21
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0252
55239799.72
55239799.72
0.0007
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UR10
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-04-01
2019-04-01
2019-04-01
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0257
67261223.75
67261223.75
0.0008
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UR85
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-04-08
2019-04-08
2019-04-08
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0258
64897393.13
64897393.13
0.0008
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157URG7
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0261
82549552.36
82549552.36
0.0010
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157URV4
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-04-29
2019-04-29
2019-04-29
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0264
112767547.05
112767547.05
0.0014
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157US68
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0269
10922873.17
10922873.17
0.0001
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UUN8
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-07-22
2019-07-22
2019-07-22
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0275
57237390.48
57237390.48
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
60682XQL3
JBONEPAGQXF4QP29B387
0001021565
Financial Company Commercial Paper
Y
2019-03-20
2019-03-20
2019-03-20
N
N
N
0.0254
74745699.75
74745699.75
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
60682XQR0
JBONEPAGQXF4QP29B387
0001021565
Financial Company Commercial Paper
Y
2019-03-25
2019-03-25
2019-03-25
N
N
N
0.0256
119946934.80
119946934.80
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.460000%
60683BKK8
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0244
78299687.58
78299687.58
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.470000%
60683BKM4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0247
54998897.25
54998897.25
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%
60683BKS1
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0249
33998854.88
33998854.88
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.470000%
60683BKT9
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-26
2019-02-26
2019-02-26
N
N
N
0.0248
78997630.00
78997630.00
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.670000%
60683BMF7
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0243
105004495.05
105004495.05
0.0013
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.790000%
60683BMX8
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0252
120033944.40
120033944.40
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CRG8
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
N
N
0.0262
149182812.00
149182812.00
0.0018
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CRR4
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-04-25
2019-04-25
2019-04-25
N
N
N
0.0264
119261079.60
119261079.60
0.0014
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.600000%
60700A2B9
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0240
128003192.32
128003192.32
0.0015
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.660000%
60700A2U7
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0241
72003328.56
72003328.56
0.0009
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.660000%
60700A2V5
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0241
42002977.80
42002977.80
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.820000%
60700A3L6
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-03-14
2019-03-14
2019-03-14
N
N
N
0.0248
248094269.76
248094269.76
0.0030
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.770000%
60700A4X9
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-04-04
2019-04-04
2019-04-04
N
N
N
0.0254
385148047.90
385148047.90
0.0046
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.760000%
60700A5L4
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0256
51018856.23
51018856.23
0.0006
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.760000%
60700A5S9
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-04-10
2019-04-10
2019-04-10
N
N
N
0.0256
166061383.48
166061383.48
0.0020
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.730000%
60700A6A7
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-04-15
2019-04-15
2019-04-15
N
N
N
0.0258
165050564.25
165050564.25
0.0020
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.720000%
60700A6H2
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0263
220050395.40
220050395.40
0.0026
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.690000%
60700A6L3
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0263
82012427.10
82012427.10
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.670000%
60700A6S8
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-10
2019-05-10
2019-05-10
N
N
N
0.0263
83007892.47
83007892.47
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.650000%
60700A7B4
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0262
20001850.00
20001850.00
0.0002
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MP76
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0241
149929708.50
149929708.50
0.0018
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939MPB7
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0241
200851863.00
200851863.00
0.0024
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
NATIONAL AUSTRALIA BANK LIMITED 0.000000%
63254FU96
F8SB4JFBSYQFRQEH3Z21
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0268
211468844.38
211468844.38
0.0025
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1P70
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0245
34983360.30
34983360.30
0.0004
N
N
Y
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1PL9
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
N
N
0.0254
9985916.70
9985916.70
0.0001
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.666000%
63873NH46
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2019-04-30
2019-04-30
2019-04-30
N
N
N
0.0265
25000529.75
25000529.75
0.0003
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.440000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0244
83000000.00
83000000.00
0.0010
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 2.450000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0245
40000000.00
40000000.00
0.0005
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SP10
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0240
48996730.72
48996730.72
0.0006
N
Y
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SP44
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0241
51986052.56
51986052.56
0.0006
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SP69
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0242
8996368.50
8996368.50
0.0001
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SPR3
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0247
54905545.20
54905545.20
0.0007
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SQ50
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0248
33922862.50
33922862.50
0.0004
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SQB7
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0252
199455084.00
199455084.00
0.0024
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SQE1
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-03-14
2019-03-14
2019-03-14
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0254
123633270.00
123633270.00
0.0015
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.710000%
65558TBP9
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0246
200042410.00
200042410.00
0.0024
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.770000%
65558TCB9
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-03-14
2019-03-14
2019-03-14
N
N
N
0.0248
150048480.00
150048480.00
0.0018
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.770000%
65558TCP8
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-03-28
2019-03-28
2019-03-28
N
N
N
0.0252
85032586.45
85032586.45
0.0010
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.700000%
65558TCV5
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0253
30009182.70
30009182.70
0.0004
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.380000%
65558TDK8
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0239
251999944.56
251999944.56
0.0030
N
Y
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.628900%
65590AD45
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0243
261520920.00
261520920.00
0.0031
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 2.480000%
65602VGW0
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0245
198004217.40
198004217.40
0.0024
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UPL1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
Y
Royal Bank of Canada
1.0000
N
0.0249
73897838.56
73897838.56
0.0009
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UQC0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
Royal Bank of Canada
1.0000
N
0.0254
99718000.00
99718000.00
0.0012
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983URG0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
Y
Royal Bank of Canada
1.0000
N
0.0262
49727604.00
49727604.00
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983URN5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-04-22
2019-04-22
2019-04-22
N
Y
Royal Bank of Canada
1.0000
N
0.0263
22864052.75
22864052.75
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983URP0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
Royal Bank of Canada
1.0000
N
0.0263
76538902.44
76538902.44
0.0009
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983USV6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-05-29
2019-05-29
2019-05-29
N
Y
Royal Bank of Canada
1.0000
N
0.0274
24775636.00
24775636.00
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UU92
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Royal Bank of Canada
1.0000
N
0.0279
49384537.50
49384537.50
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.663300%
67984RGM5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-02-19
2019-03-18
2019-03-18
N
Y
Royal Bank of Canada
1.0000
N
0.0250
114122934.10
114122934.10
0.0014
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.660000%
67984RGN3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-02-25
2019-03-25
2019-03-25
N
Y
Royal Bank of Canada
1.0000
N
0.0252
132533125.00
132533125.00
0.0016
N
N
N
N
OPUS INSPECTION INC
VARIABLE RATE TAXABLE DEMAND NOTES SERIES 2019 2.490000%
68404RAB5
US68404RAB50
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2034-01-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0249
30000000.00
30000000.00
0.0004
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.662800%
69033MBF3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-02-06
2019-03-06
2019-03-06
N
N
N
0.0248
105018480.00
105018480.00
0.0013
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.654200%
69033MBQ9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-02-13
2019-03-13
2019-03-13
N
N
N
0.0249
99017820.00
99017820.00
0.0012
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.650000%
69033MCY1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0248
147012189.24
147012189.24
0.0018
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.800000%
69033MEJ2
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-03-26
2019-03-26
2019-03-26
N
N
N
0.0254
21008093.19
21008093.19
0.0003
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.610000%
69033MFF9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-14
2019-05-14
2019-05-14
N
N
N
0.0263
99994834.00
99994834.00
0.0012
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.600000%
69033MFG7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0262
87995343.92
87995343.92
0.0011
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.590000%
69033MFJ1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0259
47000000.00
47000000.00
0.0006
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BPK0
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0248
43942478.36
43942478.36
0.0005
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
0.0251
15956493.28
15956493.28
0.0002
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MP12
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0237
221985416.82
221985416.82
0.0027
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MP46
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0238
199947112.00
199947112.00
0.0024
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MP53
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0239
176941368.75
176941368.75
0.0021
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MP61
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0239
177929097.26
177929097.26
0.0021
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MP79
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0240
177917107.18
177917107.18
0.0021
N
N
Y
N
SEATTLE WASHINGTON PORT OF
SEATTLE WASHINGTON PORT OF 2.700000%
73539CEL0
549300T9UCDUJ3GZL429
Non-Financial Company Commercial Paper
Y
2019-02-14
2019-02-14
2019-02-14
N
Y
Bank of America NA
1.0000
N
0.0270
74999917.50
74999917.50
0.0009
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GR54
Asset Backed Commercial Paper
Y
2019-04-05
2019-04-05
2019-04-05
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0260
24884266.75
24884266.75
0.0003
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GTT0
Asset Backed Commercial Paper
Y
2019-06-27
2019-06-27
2019-06-27
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0271
19778683.40
19778683.40
0.0002
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GU84
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0271
46046153.87
46046153.87
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KP13
Asset Backed Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
Y
BNP Paribas SA
1.0000
N
0.0242
73995021.28
73995021.28
0.0009
N
Y
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KP88
Asset Backed Commercial Paper
Y
2019-02-08
2019-02-08
2019-02-08
N
Y
BNP Paribas SA
1.0000
N
0.0245
42976598.54
42976598.54
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KPD7
Asset Backed Commercial Paper
Y
2019-02-13
2019-02-13
2019-02-13
N
Y
BNP Paribas SA
1.0000
N
0.0247
51953656.56
51953656.56
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KPK1
Asset Backed Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
Y
BNP Paribas SA
1.0000
N
0.0248
178765425.87
178765425.87
0.0021
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KPR6
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
BNP Paribas SA
1.0000
N
0.0250
36935892.32
36935892.32
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KQB0
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
BNP Paribas SA
1.0000
N
0.0254
92744598.75
92744598.75
0.0011
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KQK0
Asset Backed Commercial Paper
Y
2019-03-19
2019-03-19
2019-03-19
N
Y
BNP Paribas SA
1.0000
N
0.0256
129565172.10
129565172.10
0.0016
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KR29
Asset Backed Commercial Paper
Y
2019-04-02
2019-04-02
2019-04-02
N
Y
BNP Paribas SA
1.0000
N
0.0261
101549250.78
101549250.78
0.0012
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KRG8
Asset Backed Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
Y
BNP Paribas SA
1.0000
N
0.0265
35801250.12
35801250.12
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KRN3
Asset Backed Commercial Paper
Y
2019-04-22
2019-04-22
2019-04-22
N
Y
BNP Paribas SA
1.0000
N
0.0267
23855928.00
23855928.00
0.0003
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KS36
Asset Backed Commercial Paper
Y
2019-05-03
2019-05-03
2019-05-03
N
Y
BNP Paribas SA
1.0000
N
0.0270
14896615.05
14896615.05
0.0002
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSG7
Asset Backed Commercial Paper
Y
2019-05-16
2019-05-16
2019-05-16
N
Y
BNP Paribas SA
1.0000
N
0.0271
47620599.84
47620599.84
0.0006
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.794500%
78012UDT9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-02-20
2019-05-20
2019-05-20
N
N
N
0.0277
200066446.00
200066446.00
0.0024
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.836800%
78012UDW2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-02-28
2019-05-28
2019-05-28
N
N
N
0.0277
359105793.71
359105793.71
0.0043
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.868200%
78012UEH4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-03-15
2019-03-15
2019-03-15
N
N
N
0.0275
102005998.62
102005998.62
0.0012
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.853400%
78012UFC4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-04-17
2019-04-17
2019-04-17
N
N
N
0.0276
380038630.80
380038630.80
0.0046
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.450000%
78012UGH2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0244
230196533.19
230196533.19
0.0028
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.918200%
78012ULB9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-03-18
2019-09-17
2019-09-17
N
N
N
0.0277
250143690.00
250143690.00
0.0030
N
N
N
N
San Francisco
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 2.390000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0239
15000000.00
15000000.00
0.0002
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QP12
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0239
106992904.83
106992904.83
0.0013
N
Y
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QP53
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0240
325891380.06
325891380.06
0.0039
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QP79
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0243
78000000.00
78000000.00
0.0009
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QPM6
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-02-21
2019-02-21
2019-02-21
N
N
N
0.0245
121825854.76
121825854.76
0.0015
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QQ45
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0248
199558756.00
199558756.00
0.0024
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MP61
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
Barclays Bank Plc
1.0000
N
0.0244
99859373.67
99859373.67
0.0012
N
N
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MP87
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-08
2019-02-08
2019-02-08
N
Y
Barclays Bank Plc
1.0000
N
0.0245
81855410.36
81855410.36
0.0010
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPD6
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-13
2019-02-13
2019-02-13
N
Y
Barclays Bank Plc
1.0000
N
0.0248
29973187.50
29973187.50
0.0004
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPS3
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-26
2019-02-26
2019-02-26
N
Y
Barclays Bank Plc
1.0000
N
0.0249
18466784.36
18466784.36
0.0002
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPT1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-27
2019-02-27
2019-02-27
N
Y
Barclays Bank Plc
1.0000
N
0.0249
118778124.50
118778124.50
0.0014
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.730000%
83050F4Q1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0246
199189722.42
199189722.42
0.0024
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.867600%
83050F4S7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-04-03
2019-07-03
2019-07-03
N
N
N
0.0272
188056428.20
188056428.20
0.0023
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.640000%
83050F5U1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0260
193025753.92
193025753.92
0.0023
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369CR89
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2019-04-08
2019-04-08
2019-04-08
N
N
N
0.0256
88253337.96
88253337.96
0.0011
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MQB2
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
BNP Paribas SA
1.0000
N
0.0254
136125136.88
136125136.88
0.0016
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MQC0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
BNP Paribas SA
1.0000
N
0.0254
16952060.00
16952060.00
0.0002
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MQD8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-03-13
2019-03-13
2019-03-13
N
Y
BNP Paribas SA
1.0000
N
0.0254
48658721.07
48658721.07
0.0006
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.778900%
8574P1LW4
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-02-15
2019-05-15
2019-05-15
N
N
N
0.0270
172040702.08
172040702.08
0.0021
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.690000%
8574P1LX2
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-03-15
2019-03-15
2019-03-15
N
N
N
0.0248
400093240.00
400093240.00
0.0048
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562LPN6
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
Y
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0245
52920517.49
52920517.49
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FLQ4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0240
125001926.25
125001926.25
0.0015
N
N
Y
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
0.0241
152004400.40
152004400.40
0.0018
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.600000%
86564FLX9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0240
82000423.94
82000423.94
0.0010
N
Y
Y
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
0.0243
15601173.90
15601173.90
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.700000%
86564FMR1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-21
2019-02-21
2019-02-21
N
N
N
0.0244
27003784.05
27003784.05
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.760000%
86564FMW0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0247
31007593.45
31007593.45
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.770000%
86564FND1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-08
2019-03-08
2019-03-08
N
N
N
0.0248
151041849.65
151041849.65
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.800000%
86564FNJ8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0249
10003319.90
10003319.90
0.0001
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.820000%
86564FNM1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-18
2019-03-18
2019-03-18
N
N
N
0.0250
13005074.03
13005074.03
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.810000%
86564FNW9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-22
2019-03-22
2019-03-22
N
N
N
0.0251
86034186.72
86034186.72
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.860000%
86564FPE7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-04
2019-04-04
2019-04-04
N
N
N
0.0255
65034483.15
65034483.15
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.830000%
86564FPN7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-27
2019-03-27
2019-03-27
N
N
N
0.0252
38017353.08
38017353.08
0.0005
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.810000%
86564FPW7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0254
50022415.00
50022415.00
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.730000%
86564FQY2
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0266
400071504.00
400071504.00
0.0048
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.710000%
86564FRG0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-22
2019-04-22
2019-04-22
N
N
N
0.0262
22004390.76
22004390.76
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.700000%
86564FRH8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-23
2019-04-23
2019-04-23
N
N
N
0.0262
150025617.00
150025617.00
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.700000%
86564FRJ4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-22
2019-04-22
2019-04-22
N
N
N
0.0262
50008927.50
50008927.50
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.650000%
86564FRS4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-30
2019-04-30
2019-04-30
N
N
N
0.0265
108499681.01
108499681.01
0.0013
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XQN7
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-03-22
2019-03-22
2019-03-22
N
N
N
0.0251
45839511.06
45839511.06
0.0006
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.460000%
86565BKY6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0245
129999283.70
129999283.70
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.678900%
86565BLB5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0243
170017340.00
170017340.00
0.0020
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.782300%
86565BPL9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-02-25
2019-04-23
2019-04-23
N
N
N
0.0275
199765302.85
199765302.85
0.0024
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.782700%
86565BPM7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-02-04
2019-05-03
2019-05-03
N
N
N
0.0278
191006940.94
191006940.94
0.0023
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.760000%
86565BQR5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0247
161042426.72
161042426.72
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.917000%
86565BSH5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-04-01
2019-07-01
2019-07-01
N
N
N
0.0284
532029089.76
532029089.76
0.0064
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.812800%
86565BSU6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-02-08
2019-07-08
2019-07-08
N
N
N
0.0270
55028160.00
55028160.00
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.830000%
86565BTJ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-07-11
2019-07-11
2019-07-11
N
N
N
0.0274
156061133.28
156061133.28
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.780000%
86565BTT8
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-07-22
2019-07-22
2019-07-22
N
N
N
0.0276
150013498.50
150013498.50
0.0018
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.947000%
86958J3A5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-04-02
2019-10-02
2019-10-02
N
N
N
0.0275
452894584.53
452894584.53
0.0054
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.876900%
86958J3S6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-04-15
2019-10-15
2019-10-15
N
N
N
0.0276
23508751.64
23508751.64
0.0003
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.664200%
86958JQ93
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-02-13
2019-03-13
2019-03-13
N
N
N
0.0262
31001581.00
31001581.00
0.0004
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.676000%
86958JR92
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-02-21
2019-05-21
2019-05-21
N
N
N
0.0264
144018576.00
144018576.00
0.0017
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.883400%
86958JU72
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-03-28
2019-06-28
2019-06-28
N
N
N
0.0274
143037321.57
143037321.57
0.0017
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SS13
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0255
19872750.00
19872750.00
0.0002
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SSP0
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0257
191454456.00
191454456.00
0.0023
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SSQ8
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0258
198382844.00
198382844.00
0.0024
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.700000%
87019VUC9
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2019-03-19
2019-03-19
2019-03-19
N
N
N
0.0241
46417328.08
46417328.08
0.0006
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.770600%
87019VUF2
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2019-02-08
2019-07-08
2019-07-08
N
N
N
0.0270
12003552.00
12003552.00
0.0001
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.600000%
87019VVB0
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0256
100010814.00
100010814.00
0.0012
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.400000%
87019VVD6
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0239
580001183.20
580001183.20
0.0070
N
N
Y
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.390000%
87019VVE4
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0239
445000360.45
445000360.45
0.0053
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.600000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2019-02-07
2019-02-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0260
2885000.00
2885000.00
0.0000
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602URF9
Asset Backed Commercial Paper
Y
2019-04-15
2019-04-15
2019-04-15
N
Y
Royal Bank of Canada
1.0000
N
0.0263
49729386.00
49729386.00
0.0006
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602USL5
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
Royal Bank of Canada
1.0000
N
0.0270
97199739.84
97199739.84
0.0012
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602UUF5
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
Royal Bank of Canada
1.0000
N
0.0277
74047812.75
74047812.75
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.430000%
89113XR63
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0237
262000238.42
262000238.42
0.0031
N
Y
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.450000%
89114MAJ6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0238
185001174.75
185001174.75
0.0022
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.450000%
89114MAM9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0239
79000541.15
79000541.15
0.0009
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.646000%
89114MBT3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0244
34003570.00
34003570.00
0.0004
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.646000%
89114MBZ9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-20
2019-02-20
2019-02-20
N
N
N
0.0244
92010028.00
92010028.00
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.652300%
89114MCJ4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-25
2019-02-25
2019-02-25
N
N
N
0.0246
262035370.00
262035370.00
0.0031
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.656000%
89114MFK8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-19
2019-03-19
2019-03-19
N
N
N
0.0251
136026656.00
136026656.00
0.0016
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.806000%
89114MKB2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-22
2019-07-22
2019-07-22
N
N
N
0.0274
503174354.89
503174354.89
0.0060
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.908100%
89114MNR4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-03-04
2019-09-03
2019-09-03
N
N
N
0.0277
285219159.30
285219159.30
0.0034
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.760000%
89114MST5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-05-10
2019-05-10
2019-05-10
N
N
N
0.0262
140051518.60
140051518.60
0.0017
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.780000%
89114MSY4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-07-15
2019-07-15
2019-07-15
N
N
N
0.0267
196094511.20
196094511.20
0.0024
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.852300%
89120DKX6
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-02-25
2019-08-23
2019-08-23
N
N
N
0.0273
56038472.00
56038472.00
0.0007
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 3.003800%
89120DLW7
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-03-25
2019-09-24
2019-09-24
N
N
N
0.0277
153138963.78
153138963.78
0.0018
N
N
N
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FP58
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2019-02-05
2019-02-05
2019-02-05
N
Y
Total SA
1.0000
N
0.0239
249917082.50
249917082.50
0.0030
N
N
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QP53
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2019-02-05
2019-02-05
2019-02-05
N
Y
Total SA
1.0000
N
0.0238
612797201.21
612797201.21
0.0074
N
N
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QR36
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2019-04-03
2019-04-03
2019-04-03
N
Y
Total SA
1.0000
N
0.0256
30997943.73
30997943.73
0.0004
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.619300%
89232BAM0
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0272
47000103.40
47000103.40
0.0006
N
N
Y
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DPC2
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-02-12
2019-02-12
2019-02-12
N
N
N
0.0236
49960716.50
49960716.50
0.0006
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DQ49
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0244
80824175.73
80824175.73
0.0010
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.876900%
89233AE96
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0272
157023579.83
157023579.83
0.0019
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.853400%
89233AF61
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-04-12
2019-04-12
2019-04-12
N
N
N
0.0272
100016881.00
100016881.00
0.0012
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.679000%
89233AJ42
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-02-25
2019-05-21
2019-05-21
N
N
N
0.0265
250017250.00
250017250.00
0.0030
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.679900%
89233AJ75
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-02-04
2019-06-28
2019-06-28
N
N
N
0.0270
174982675.00
174982675.00
0.0021
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.662700%
89233AJ83
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-02-04
2019-06-27
2019-06-27
N
N
N
0.0270
294971680.00
294971680.00
0.0035
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.917000%
89233AN54
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-04-02
2019-09-27
2019-09-27
N
N
N
0.0277
150081109.50
150081109.50
0.0018
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.725800%
89237BAT0
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0272
94002230.62
94002230.62
0.0011
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.911600%
89237BAU7
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-03-22
2019-03-22
2019-03-22
N
N
N
0.0272
79409751.11
79409751.11
0.0010
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.819900%
90276JEJ1
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0240
316003476.00
316003476.00
0.0038
N
Y
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.794200%
90276JFV3
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-02-13
2019-05-13
2019-05-13
N
N
N
0.0263
175078575.00
175078575.00
0.0021
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.871300%
90276JFY7
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-03-05
2019-06-05
2019-06-05
N
N
N
0.0284
25001091.25
25001091.25
0.0003
N
N
N
N
US BANK NATIONAL ASSOCIATION
US BANK NATIONAL ASSOCIATION 2.664200%
90333VYD6
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2019-02-13
2019-05-13
2019-05-13
N
N
N
0.0263
400033200.00
400033200.00
0.0048
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XRC9
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-04-12
2019-04-12
2019-04-12
N
N
N
0.0263
16911788.36
16911788.36
0.0002
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QP11
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0235
85994385.92
85994385.92
0.0010
N
Y
Y
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QPB9
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0243
299777709.00
299777709.00
0.0036
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QPD5
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2019-02-13
2019-02-13
2019-02-13
N
N
N
0.0244
94916294.55
94916294.55
0.0011
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QQM4
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2019-03-21
2019-03-21
2019-03-21
N
N
N
0.0251
20928312.93
20928312.93
0.0003
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
0.0244
65798220.42
65798220.42
0.0008
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MQ44
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Natixis SA
1.0000
N
0.0251
40409567.96
40409567.96
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MQB8
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
Natixis SA
1.0000
N
0.0254
49862687.50
49862687.50
0.0006
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MR19
Asset Backed Commercial Paper
Y
2019-04-01
2019-04-01
2019-04-01
N
Y
Natixis SA
1.0000
N
0.0261
13939216.62
13939216.62
0.0002
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MR84
Asset Backed Commercial Paper
Y
2019-04-08
2019-04-08
2019-04-08
N
Y
Natixis SA
1.0000
N
0.0261
40750780.71
40750780.71
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS67
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
Natixis SA
1.0000
N
0.0266
52627549.92
52627549.92
0.0006
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS75
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
Natixis SA
1.0000
N
0.0267
21843536.00
21843536.00
0.0003
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LPR5
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
MUFG BANK LTD
1.0000
N
0.0251
124782031.25
124782031.25
0.0015
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQ45
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
MUFG BANK LTD
1.0000
N
0.0252
69843075.40
69843075.40
0.0008
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQ52
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
MUFG BANK LTD
1.0000
N
0.0253
58863439.78
58863439.78
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQC7
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
MUFG BANK LTD
1.0000
N
0.0255
64289472.68
64289472.68
0.0008
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQD5
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-03-13
2019-03-13
2019-03-13
N
Y
MUFG BANK LTD
1.0000
N
0.0255
99709356.00
99709356.00
0.0012
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQE3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-03-14
2019-03-14
2019-03-14
N
Y
MUFG BANK LTD
1.0000
N
0.0256
99701917.00
99701917.00
0.0012
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.630600%
F8SB4JFBSYQFRQEH3Z21
0000833029
933QQU001
Certificate of Deposit
Y
2019-02-08
2019-02-08
2019-02-08
N
N
N
0.0242
275012925.00
275012925.00
0.0033
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.796000%
F8SB4JFBSYQFRQEH3Z21
0000833029
934KVW003
Certificate of Deposit
Y
2019-02-20
2019-05-20
2019-05-20
N
N
N
0.0264
149568172.00
149568172.00
0.0018
N
N
N
N
DNB BANK ASA (LONDON BRANCH)
DNB BANK ASA (LONDON BRANCH) 2.812500%
549300GKFG0RYRRQ1414
0001498632
934MCA008
Certificate of Deposit
Y
2019-04-10
2019-07-10
2019-07-10
N
N
N
0.0280
314018526.00
314018526.00
0.0038
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.670000%
F8SB4JFBSYQFRQEH3Z21
0000833029
934NMV009
Certificate of Deposit
Y
2019-03-08
2019-03-08
2019-03-08
N
N
N
0.0248
150027747.00
150027747.00
0.0018
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.650000%
529900HNOAA1KXQJUQ27
0001074042
934PLW003
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0265
306003883.14
306003883.14
0.0037
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.820000%
94989R2A5
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0272
175036662.50
175036662.50
0.0021
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.800000%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-02-28
2019-06-03
2019-06-03
N
N
N
0.0243
200252632.00
200252632.00
0.0024
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.986900%
94989R2Z0
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-04-15
2019-08-13
2019-08-13
N
N
N
0.0265
85121521.10
85121521.10
0.0010
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.977000%
94989R4B1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-04-02
2019-10-02
2019-10-02
N
N
N
0.0265
751288635.00
751288635.00
0.0090
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.990300%
94989RF45
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-04-18
2019-04-18
2019-04-18
N
N
N
0.0265
50029377.50
50029377.50
0.0006
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.865800%
94989RN46
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0273
295023390.55
295023390.55
0.0035
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.878200%
94989RP36
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-15
2019-03-15
2019-03-15
N
N
N
0.0273
217019801.25
217019801.25
0.0026
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.877000%
94989RP44
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0264
150039775.50
150039775.50
0.0018
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.692300%
94989RT40
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0241
45001395.00
45001395.00
0.0005
N
N
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.718900%
94989RX86
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-02-15
2019-07-15
2019-07-15
N
N
N
0.0261
220112228.60
220112228.60
0.0026
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.740100%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-02-19
2019-07-16
2019-07-16
N
N
N
0.0261
287172937.59
287172937.59
0.0034
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 2.776000%
96130AAV0
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2019-02-20
2019-05-20
2019-05-20
N
N
N
0.0265
76030096.00
76030096.00
0.0009
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.784800%
F8SB4JFBSYQFRQEH3Z21
0000833029
965YMF002
Certificate of Deposit
Y
2019-04-29
2019-10-28
2019-10-28
N
N
N
0.0277
95010165.00
95010165.00
0.0011
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.130000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IJ789
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TOWD PT MTG TR 2016-4 B5 20560725 FLT
2056-07-25
4.040000
1883000.00
1381693.91
Asset-Backed Securities
TERWIN MTG TR 2004-21HE 2-M-3 20341225 FLT
2034-12-25
4.260000
6319000.00
985832.91
Asset-Backed Securities
NOVASTAR HEQ LN TR 2005-3 M-4 20360125 FLT
2036-01-25
3.400000
26200000.00
10468609.04
Asset-Backed Securities
POLICY COMM TR 2017-1 CERT 20370827 FLT
2037-08-27
2.210000
52804000.00
7575753.78
Asset-Backed Securities
RR 4 LTD
549300G3G1OYI5KO3H14
2030-04-15
8.640000
15000000.00
14272332.07
Asset-Backed Securities
TPMT 2017-FRE1 B
2047-07-25
0.00
106435712.00
69127866.23
Asset-Backed Securities
TOWD PT MTG TR 2018-2 B3 20580325 FLT
2058-03-25
3.740000
69562000.00
65066337.69
Asset-Backed Securities
TRINITAS CLO III LTD
635400H7DQSMY271KC88
2027-07-15
9.290000
1100000.00
988589.46
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-1 A-4 20331025 FLT
2033-10-25
2.820000
298400.00
260881.92
Asset-Backed Securities
JPMMT 2016-1 B5
2046-05-25
8.310000
5000000.00
4588209.65
Asset-Backed Securities
HUNT CRE 2018-FL2 LTD B 20280817 FLT
2028-08-17
4.160000
500000.00
464690.21
Asset-Backed Securities
VENTURE XII CLO 2013-12RR E-RR 20260302 FLT
2026-03-02
8.210000
630000.00
631019.29
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5C 20321215 FLT
2032-12-15
3.540000
128575000.00
51406220.62
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-7 A-4 20220125 FLT
549300IZGFDRVV7YTH38
2022-01-25
3.100000
7800000.00
4890277.69
Asset-Backed Securities
TOWD PT MTG TR 2017-3 X 20570725 FLT
2057-07-25
0.00
579722240.00
11196175.62
Asset-Backed Securities
CWHEQ HEQ LN TR 2007-S1 A-3 20361125 FLT
2036-11-25
5.810000
10226000.00
117521.58
Asset-Backed Securities
WHITEHORSE IX LTD
5493006SRQWF2ZFME608
2026-07-17
7.420000
303000.00
275732.09
Asset-Backed Securities
MORGAN STANLEY CAP 2005-WMC4 B-1 20350425 FLT
2035-04-25
4.310000
3200000.00
1304409.50
Asset-Backed Securities
MADISON PARK FDG XXX 2018-30 E 20290416 FLT
2029-04-16
7.740000
3275000.00
3146282.03
Asset-Backed Securities
PARK PLACE SECS 2005-WCW1 M-5 20350525 FLT
2035-05-25
3.170000
3750000.00
567846.80
Asset-Backed Securities
MARLETTE FDG TR 2017-3 C 20241216 4.0
54930083FUKNQ9ZNFO83
2024-12-16
4.010000
3348000.00
3336222.48
Asset-Backed Securities
99 CENTS ONLY STORES SR GLBL PIK 22
549300I645G0USPS4266
2022-04-14
13.000000
622294.00
505060.73
Corporate Debt Securities
MASHANTUCKET WESTERN PEQUOT PIK BD 6.5%36
549300G9L0I436CFM593
2036-07-01
6.500000
2254384.00
94339.71
Corporate Debt Securities
MIDCONTINENT COMM/FINANCE CORP SR GLBL REGS 23
2023-08-15
6.875000
159972.00
164665.42
Corporate Debt Securities
RALI SERIES TRUST 2006-QS12 IIA-15 20360925 FLT
2036-09-25
3.010000
11101000.00
1349347.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
5.160000
86296000.00
88667500.37
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.810000
91410000.00
89906914.90
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY F 20330118 FLT
2033-01-18
6.360000
35000000.00
34904281.86
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2018-7 B-4 20480925 FLT
2048-09-25
4.260000
1802000.00
1429777.45
Private Label Collateralized Mortgage Obligations
GALTON FD MTG TR 2018-2 A31 20581025 FLT
2058-10-25
4.500000
27375900.00
26045193.22
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2017-5 A-1 20481025 FLT
2048-10-25
3.180000
12985000.00
10780907.24
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C28 C 20481019 FLT
2048-10-19
4.220000
6040592.00
5912542.56
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.960000
7879000.00
8611557.90
Private Label Collateralized Mortgage Obligations
Y
2019-05-01
2019-05-01
2019-05-28
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0319
449910540.00
449910540.00
0.0054
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.730000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IQY91
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
6.060000
30314000.00
29609169.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
6.760000
42147000.00
41076012.91
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
6.410000
40190000.00
44440668.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.810000
21873571.00
21584898.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.860000
2814883.00
2828389.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
7.510000
26000000.00
29384905.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
8.060000
25774929.00
30595915.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
7.760000
39455938.00
43621118.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
7.310000
28409400.00
32426924.77
Private Label Collateralized Mortgage Obligations
Y
2019-03-07
2019-03-07
2019-03-18
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0264
238027648.46
238027648.46
0.0029
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.810000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0IRFO7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PRETIUM MTG CR PRTNR 2018-NPL1 M-1 20330127 FLT
2033-01-27
0.730000
70349707.00
70273730.20
Asset-Backed Securities
TOWD PT MTG TR 2017-1 B2 20561025 FLT
2056-10-25
4.020000
64883969.00
60046204.88
Asset-Backed Securities
N-STAR REAL EST CDO IX 2007-9 A-2 20520807 FLT
2052-08-07
2.790000
88400000.00
81396230.05
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
2033-01-25
2.800000
105697000.00
92143121.37
Asset-Backed Securities
TOWD PT MTG TR 2019-1 A2 20580325 FLT
2058-03-25
3.750000
66410000.00
63757385.37
Asset-Backed Securities
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
7.510000
95350000.00
73981384.73
Private Label Collateralized Mortgage Obligations
CSMC 2009-12R CERT
2047-01-27
0.00
1942225.00
14376944.02
Private Label Collateralized Mortgage Obligations
Y
2019-03-07
2019-03-07
2019-03-19
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0303
396388785.72
396388785.72
0.0048
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.200000%
ZBUT11V806EZRVTWT807
0001168163
ARP0ITJN1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MARLETTE FDG TR 2018-3 B 20280915 3.8
549300ICATMFOKQ20083
2028-09-15
3.860000
8000000.00
8022468.45
Asset-Backed Securities
GOLUB CAP PART 2015-22R E-R 20310121 FLT
254900G3CLXNLPLMNH95
2031-01-21
8.760000
10000000.00
9119802.50
Asset-Backed Securities
SECURITIZED ASSET REC 2007-BR5 A-2B 20370525 FLT
2037-05-25
2.690000
7441272.00
3510893.52
Asset-Backed Securities
SHACKLETON 2013 III CLO LTD
549300S9WB2KLCOJR134
2030-07-15
8.670000
2750000.00
2554865.88
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT
2037-02-25
2.740000
11241000.00
4019962.38
Asset-Backed Securities
SYMPHONY CLO XII LTD / SYMPHONY CLO XII LLC
2025-10-15
7.690000
1000000.00
970526.58
Asset-Backed Securities
MS MTG LN TR 2006-14SL A-1 20361125 FLT
2036-11-25
2.830000
27000000.00
1177025.25
Asset-Backed Securities
OPTION ONE MTG LN TR 2007-FXD1 III-A6 20370125 FLT
2037-01-25
5.660000
6860000.00
691416.48
Asset-Backed Securities
IRWIN HOME EQUITY TR 2007-1 IIA-3 20370825 FLT
2037-08-25
6.150000
6000000.00
5891687.94
Asset-Backed Securities
BLUEMOUNTAIN CLO 2015-4R E-R 20300422 FLT
549300EB3KHH9T7ICE44
2030-04-22
8.710000
8500000.00
7924530.88
Asset-Backed Securities
BLUEMOUNTAIN CLO 2018-3 F 20301025 FLT
2030-10-25
10.780000
2000000.00
1786533.54
Asset-Backed Securities
CONSECO FIN SECS 2000-E B-1 20310815 FLT
2031-08-15
10.260000
2000000.00
435510.39
Asset-Backed Securities
CONSUMER LN BD CLUB TR 2018-P3 A 20260115 3.8
2026-01-15
3.820000
10445000.00
10459631.12
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-E 1-A 20360715 FLT
2036-07-15
2.650000
107500000.00
5839225.60
Asset-Backed Securities
CWABS INC 2005-17 1-AF-3 20340825 FLT
2034-08-25
5.710000
1816000.00
822107.62
Asset-Backed Securities
CARVAL CLO I LTD
2031-07-16
8.550000
4000000.00
3726728.23
Asset-Backed Securities
BXMT 2017-FL1 LTD C 20350615 FLT
2035-06-15
4.460000
500000.00
491455.56
Asset-Backed Securities
ALM XVIII LTD 2016-18R D-R 20280118 FLT
549300OB3NG2PMZ54Z49
2028-01-18
8.290000
7750000.00
7303392.68
Asset-Backed Securities
ANCHORAGE CAP CLO 5-R 2018-5-R E 20300115 FLT
549300687XYK5L55VX28
2030-01-15
8.190000
5000000.00
4664094.02
Asset-Backed Securities
TOWD PT MTG TR 2017-6 B4 20571025 FLT
2057-10-25
3.530000
75758000.00
59076720.79
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 E 20340919 4.0
2034-09-19
4.010000
29500000.00
29134608.08
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 F 20340919 5.1
2034-09-19
5.150000
7500000.00
7489643.75
Asset-Backed Securities
NOVASTAR HEQ LN TR 2005-2 M-4 20351025 FLT
2035-10-25
3.430000
24000.00
20712.81
Asset-Backed Securities
HSI ASSET SEC TR 2006-OPT4 M-1 20360325 FLT
2036-03-25
2.820000
9000.00
7081.72
Asset-Backed Securities
MIDOCEAN CR CLO III 2014-3R E-R 20310421 FLT
549300XSCUX0ONI5KZ96
2031-04-21
8.960000
1620000.00
1520613.41
Asset-Backed Securities
ANCHORAGE CAP CLO 4-R 2018-4-R E 20310128 FLT
549300MP4QPQUMB6AD63
2031-01-28
8.260000
8400000.00
7735720.88
Asset-Backed Securities
TOWD PT MTG TR 2018-4 M1 20580625 FLT
2058-06-25
3.000000
15987920.00
13780867.58
Asset-Backed Securities
SOUND PT CLO X LTD
5493004LEP80CTDZQ594
2028-01-20
8.010000
750000.00
712989.56
Asset-Backed Securities
BAMLL 2016-FR15 C
2047-10-26
10.490000
1116250.00
1037688.65
Asset-Backed Securities
CONSUMER LN BD CR TR 2017-P2 C 20240115 4.9
2024-01-15
4.910000
6000000.00
6050455.33
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2005-E 2-A 20351115 FLT
2035-11-15
2.730000
42900000.00
1000266.94
Asset-Backed Securities
CWHEQ HEQ LN TR 2007-S1 A-6 20361125 FLT
2036-11-25
5.690000
4500000.00
54217.93
Asset-Backed Securities
CENTERLINE RESECURI TR 2007-1 A-1 20491220 6.0
2049-12-20
2.830000
276040000.00
4710187.97
Asset-Backed Securities
CITICORP RES MTG TR 2006-2 M-2 20360925 FLT
2036-09-25
5.400000
60000.00
52394.48
Asset-Backed Securities
BYVW OPP MST FD TR 2018-SBR1 A2 20330228 FLT
2033-02-28
4.000000
14000000.00
13632266.67
Asset-Backed Securities
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
7.660000
27982500.00
32689930.68
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.810000
3750000.00
3700510.00
Private Label Collateralized Mortgage Obligations
ML CFC COMMERCIAL MORTGAGE TRUST 2007 7
2050-06-12
5.920000
4000000.00
1410603.05
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2007-3 2A-1B 20370519 FLT
2037-05-19
2.740000
46669000.00
8018450.74
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP 2017-JWDR F 20341115 FLT
2034-11-15
6.560000
5000000.00
4926800.42
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET ADJ 2005-21 7-A1 20351125 FLT
2035-11-25
4.160000
87577000.00
10183227.56
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C25 F 20471118 3.3
2047-11-18
3.320000
20799000.00
12029009.21
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2004-C15 H 144A 20411015 FLT
2041-10-15
6.400000
4155980.00
107826.61
Private Label Collateralized Mortgage Obligations
CD 2007-CD4 MTG TRUST A-J 20491211 FLT
5493006ZXL5DGZK5G872
2049-12-11
5.400000
5000000.00
85403.68
Private Label Collateralized Mortgage Obligations
CIM TRUST 2017-2 A-1 20571226 FLT
2057-12-26
4.520000
200000.00
146900.10
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2006-5 2-A-1 20460625 FLT
2046-06-25
2.860000
29088000.00
2329418.94
Private Label Collateralized Mortgage Obligations
CITIGRP COML MTG TR 2016-P3 D 20490416 2.8
2049-04-16
2.800000
16331000.00
13356850.90
Private Label Collateralized Mortgage Obligations
ARCAP RES COML 2006-RR7 B 144A 20450927 6.1
2045-09-27
6.110000
19999800.00
15568.73
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-IQ16 B 20491214 FLT
549300XYOVNMTJWOZ135
2049-12-14
6.170000
1699000.00
139701.90
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ACCEPT 2005-AR1 M-2 20350225 FLT
2035-02-25
3.760000
6520000.00
2529690.71
Private Label Collateralized Mortgage Obligations
UBS COML MTG TR 2018-C9 D 20510317 FLT
2051-03-17
4.890000
991815.00
912110.86
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2007-3 H 20490610 FLT
2049-06-10
5.820000
24265000.00
8004942.73
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-OA3 1-A-2 20470425 FLT
2047-04-25
2.690000
124517632.00
1583378.07
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-24 A-6 20371025 FLT
2037-10-25
3.510000
9183000.00
713218.09
Private Label Collateralized Mortgage Obligations
GREENPOINT MTG FDG 2006-AR3 IIIA-3 20360425 FLT
2036-04-25
2.750000
53000000.00
3918561.84
Private Label Collateralized Mortgage Obligations
Y
2019-05-01
2019-05-01
2019-06-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0323
287962657.92
287962657.92
0.0035
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.740000%
549300LCO2FLSSVFFR64
0000050916
ARP0ITW63
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNRM CL004JB R11F004
2041-02-25
4.000000
10888712.00
6780244.04
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-10-25
2.790000
5061583.00
4015090.11
Agency Collateralized Mortgage Obligation
DISCOVER FINL SVCS FR 3.15%111523
Z1YLO2USPORE63VVUL20
2023-11-15
3.150000
713733.00
677689.48
Corporate Debt Securities
EDWARDS LIFESCIENCES CORP SR GLBL NT4.3%28
YA13X31F3V31L8TMPR58
2028-06-15
4.300000
5000000.00
5095272.23
Corporate Debt Securities
DIAGEO INVT CORP SR NT 4.25%42
S4G8DPIPDVCF6CB81Z61
2042-05-11
4.250000
5545000.00
5739543.24
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT 49
549300CRGMZK3K53BF92
2049-01-23
5.550000
559249.00
576274.40
Corporate Debt Securities
AT&T INC SR NT 5.35%40
549300Z40J86GGSTL398
2040-09-01
5.350000
454000.00
462077.42
Corporate Debt Securities
21ST CENTY FOX AMER INC SR GLBL DB8.5%25
8RS0AKOLN987042F2V04
2025-02-23
8.500000
4080000.00
5240823.47
Corporate Debt Securities
PRESIDENT&FELLOW HARVARD COLL TAX BD-2016B 46
6S3X7J22E861RNTJSA74
2046-07-15
3.150000
145000.00
129170.35
Corporate Debt Securities
PUBLIC SERVICE CO COLO 1ST MTG BD 6.25%
5BANEF6PGSEK0SNMQF44
2037-09-01
6.250000
2550000.00
3284761.24
Corporate Debt Securities
CITIGROUP INC SR GLBL NT2.7%22
6SHGI4ZSSLCXXQSBB395
2022-10-27
2.700000
3450000.00
3393661.50
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL N STP 22
82VOJDD5PTRDMVVMGV31
2022-01-31
3.250000
96000.00
95608.32
Corporate Debt Securities
BANK AMER CORP VR 042417-042423
9DJT3UXIJIZJI4WXO774
2023-04-24
3.780000
4708000.00
4719934.09
Corporate Debt Securities
BAYER US FIN II LLC 4.625%38
529900XWNEXYNJ3X6T40
2038-06-25
4.630000
256000.00
237159.68
Corporate Debt Securities
BNP PARIBAS 4.705%25
R0MUWSFPU8MPRO8K5P83
2025-01-10
4.710000
3999399.00
4065407.41
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 46
XSGZFLO9YTNO9VCQV219
2046-09-16
3.880000
7174000.00
5573059.13
Corporate Debt Securities
GS FIN CORP SR GLBL INDX 26
549300FR80KBVO6DRL61
2026-08-31
0.00
52000.00
49311.60
Corporate Debt Securities
HALFMOON PARENT INC SR GLBL 144A 28
2028-10-15
4.380000
3402656.00
3512282.01
Corporate Debt Securities
AT&T INC SR GLBL NT 49
549300Z40J86GGSTL398
2049-03-09
4.550000
8810000.00
7962453.52
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC NT 23
549300KJYBG7C6WJYZ11
2023-04-15
5.630000
4200000.00
4502452.50
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 2.45%030422
7260JQNI6SCF9FIV2392
2022-03-04
2.450000
4950000.00
4934725.12
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 21
6SHGI4ZSSLCXXQSBB395
2021-03-30
4.180000
5125000.00
5234665.89
Corporate Debt Securities
CONCHO RES INC SR GLBL NT 47
SYHS7HRDXLL4I0IQ8776
2047-10-01
4.880000
4006000.00
4092850.08
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 27
5493008B6JBRUJ90QL97
2027-01-17
4.350000
4710000.00
4388409.05
Corporate Debt Securities
DISCOVER FINL SVCS FR 3.2%061523
Z1YLO2USPORE63VVUL20
2023-06-15
3.200000
83500.00
79035.16
Corporate Debt Securities
GENERAL ELECTRIC CO SR NT 4.125%42
3C7474T6CDKPR9K6YT90
2042-10-09
4.130000
4391000.00
3583773.20
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL FL NT 19
L2Z2MO2EQURH3BREWI15
2019-09-20
3.500000
3795000.00
3811957.54
Corporate Debt Securities
EL PASO ENERGY CORP MTN BE FR 7.8%080131
549300WR7IX8XE0TBO16
2031-08-01
7.800000
3580000.00
4583474.00
Corporate Debt Securities
EL PASO PIPELINE PARTNERS OPER GTD SR NT 6.5%20
549300PDHUGWPWGOT525
2020-04-01
6.500000
5000000.00
5288683.34
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEIS SUB NT 4.625%23
DG3RU1DBUFHT4ZF9WN62
2023-12-01
4.630000
3228000.00
3324963.74
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 4.125%011027
969500TJ5KRTCJQWXH05
2027-01-10
4.130000
11020000.00
10798126.07
Corporate Debt Securities
DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 26
2026-06-15
6.020000
4019000.00
4202275.33
Corporate Debt Securities
AVNET INC SR GLBL NT 26
XJI53DCPL7QABOWK4Z75
2026-04-15
4.630000
5121000.00
5090007.99
Corporate Debt Securities
WELLS FARGO CO NEW SUB NT 5.606%44
PBLD0EJDB5FWOLXP3B76
2044-01-15
5.610000
3095000.00
3506485.06
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.125%081523
PBLD0EJDB5FWOLXP3B76
2023-08-15
4.130000
3999000.00
4143447.21
Corporate Debt Securities
SOCIETE GENERALE MTN 144A FR 4%011227
O2RNE8IBXP4R0TD8PU41
2027-01-12
4.000000
14731000.00
14344474.93
Corporate Debt Securities
SPIRIT AEROSYSTEMS INC SR GLBL FL NT 21
ZD2NBKV6GCC3UMGBM518
2021-06-15
3.590000
788775.00
787919.11
Corporate Debt Securities
TELEFONICA EMISIONES S A U SR GLBL NT 47
549300Y5MFC4SW5Z3K71
2047-03-08
5.210000
1054000.00
1035783.92
Corporate Debt Securities
TRANSCANADA PIPELINES LTD SR GLBL NT 26
5BV01I6231JPDAPMGH09
2026-01-15
4.880000
4485000.00
4681876.55
Corporate Debt Securities
ANTHEM INC SR NT 4.65%44
8MYN82XMYQH89CTMTH67
2044-08-15
4.650000
3495000.00
3519331.02
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC NT 4.1%22
549300SP2X2BS1KERD24
2022-06-01
4.100000
4150000.00
4274472.33
Corporate Debt Securities
PUGET ENERGY INC NEW SR SEC GLBL NT22
SYBSJ96YIDMIUY7WDR33
2022-07-15
5.630000
5550000.00
5853252.00
Corporate Debt Securities
QUEBEC PROV CDA SR -QK NT2.75%21
549300WN65YFEQH74Y36
2021-08-25
2.750000
234000.00
236435.16
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT 46
549300WR7IX8XE0TBO16
2046-02-15
5.050000
4421000.00
4373678.11
Corporate Debt Securities
LLOYDS BANKING GROUP PLC SR GLBL NT 28
549300PPXHEU2JF0AM85
2028-11-07
3.570000
3499878.00
3276443.46
Corporate Debt Securities
LLOYDS BKG GROUP PLC SR GLBL NT 27
549300PPXHEU2JF0AM85
2027-01-11
3.750000
4005000.00
3817899.75
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 4.875%120945
UE2136O97NLB5BYP9H04
2045-12-09
4.880000
5397000.00
5593621.71
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.85%090420
EDBQKYOPJUCJKLOJDE72
2020-09-04
1.850000
4425000.00
4395680.69
Corporate Debt Securities
CITIGROUP INC GLBL NT 3.887%28
6SHGI4ZSSLCXXQSBB395
2028-01-10
3.890000
3590000.00
3559009.03
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS FR 2.45%011520
549300DRQQI75D2JP341
2020-01-15
2.450000
1401000.00
1397734.11
Corporate Debt Securities
CVS HEALTH CORP 4.78%38
549300EJG376EN5NQE29
2038-03-25
4.780000
4209000.00
4227940.51
Corporate Debt Securities
CANTOR FITZGERALD SR NT 144A 19
549300RLUEEVQEMX0450
2019-10-15
7.880000
3900000.00
4104155.25
Corporate Debt Securities
AT&T INC SR GLBL NT 50
549300Z40J86GGSTL398
2050-02-15
5.150000
3719750.00
3620656.90
Corporate Debt Securities
AIR LEASE CORP SR GLBL NT 27
5493004NW4M4P8TMMK63
2027-04-01
3.630000
3678000.00
3397123.40
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH FR 2.875%041223
F8SB4JFBSYQFRQEH3Z21
2023-04-12
2.880000
11982000.00
11812033.66
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829
549300XFX12G42QIKN82
2029-03-08
4.300000
7607258.00
7518622.04
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.75%25
784F5XWPLTWKTBV3E584
2025-05-22
3.750000
5393000.00
5390343.95
Corporate Debt Securities
HSBC HLDGS PLC SUB NT 4.25%24
MLU0ZO3ML4LN2LL2TL39
2024-03-14
4.250000
5150000.00
5294424.60
Corporate Debt Securities
HALFMOON PARENT INC SR GLBL 144A 20
2020-03-17
3.140000
5311579.00
5322246.74
Corporate Debt Securities
HOST HOTELS & RESORTS LP SR -D NT 3.75%23
FXB7X4WXVA8QPMNOGS12
2023-10-15
3.750000
3600000.00
3546870.00
Corporate Debt Securities
ENBRIDGE ENERGY PARTNERS L P SR NT 9.875%19
CZ6VG2MNE1J6YDI02G48
2019-03-01
9.880000
4117000.00
4308958.55
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 27
0YQH6LCEF474UTUV4B96
2027-05-25
3.630000
10381292.00
9365854.57
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822
DG3RU1DBUFHT4ZF9WN62
2022-02-08
3.880000
267000.00
277245.20
Corporate Debt Securities
AT&T INC SR GLBL NT6.3%38
549300Z40J86GGSTL398
2038-01-15
6.300000
1464000.00
1599244.32
Corporate Debt Securities
Y
2019-03-07
2019-03-07
2019-03-29
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0264
250040677.50
250040677.50
0.0030
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.350000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IVKW4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
B2R MTG TRUST 2016-1 F 20490617 FLT
2049-06-17
6.090000
10203000.00
10419325.21
Asset-Backed Securities
SANTANDER DRIVE AUTO 2018-2 E 20250915 5.0
2025-09-15
5.020000
2594000.00
2614088.22
Asset-Backed Securities
PROGRESS RESI TR 2016-SFR2 F 20340120 FLT
2034-01-20
6.730000
13500000.00
13469425.88
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2018-2 F 20250915 7.3
5493005MRGG10NHC4413
2025-09-15
7.310000
6814000.00
6956561.75
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2018-2 E 20240910 5.1
5493007QHGZZPPA34T64
2024-09-10
5.160000
3000000.00
3009402.00
Asset-Backed Securities
AMERICAN CR ACCEP RECEIVABLES TR 2018-3
2024-10-15
5.170000
1850000.00
1853573.48
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.890000
2500000.00
2617691.53
Asset-Backed Securities
SAPPHIRE AVIATION FIN 2018-1 C 20401215 7.3
2040-12-15
7.390000
3750000.00
3326462.56
Asset-Backed Securities
SKOPOS AUTO RECV TR 2015-2 C 20210816 8.3
2021-08-16
8.360000
1500000.00
1524222.83
Asset-Backed Securities
GLS AUTO RECV TR 2018-2 D 20250317 5.4
2025-03-17
5.460000
600000.00
606388.00
Asset-Backed Securities
GLS AUTO RECV TR 2017-1 D 20240617 5.5
2024-06-17
5.500000
2000000.00
2021662.89
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-2 E 20241015 5.5
2024-10-15
5.500000
2000000.00
2036166.89
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-2 F 20260615 6.4
2026-06-15
6.480000
3000000.00
3051168.00
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
2027-03-20
10.540000
10000000.00
10521661.66
Asset-Backed Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2030-10-15
3.250000
73000000.00
74349250.89
Asset-Backed Securities
PARK PLACE SECS 2005-WCH1 M-5 20350125 FLT
2035-01-25
3.830000
2886524.00
2870409.50
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2017-1 E 20240515 4.8
2024-05-15
4.890000
6293000.00
6333787.03
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2018-1 E 20260115 5.0
549300L40MNGIY25DE37
2026-01-15
5.030000
5000000.00
5084187.78
Asset-Backed Securities
HOME PARTN AMER TR 2016-2 E 20331019 FLT
2033-10-19
6.290000
99078.00
99194.63
Asset-Backed Securities
HOME PARTN AMER TR 2016-2 F 20331019 FLT
2033-10-19
7.210000
5600000.00
5615640.33
Asset-Backed Securities
HOME PARTN AMER TR 2017-1 F 20340719 FLT
2034-07-19
6.050000
5000000.00
4986422.08
Asset-Backed Securities
MADISON PK FDG XII LTD
2026-07-20
7.861000
7500000.00
6926739.38
Asset-Backed Securities
MERCURY CDO LTD 2004-1 A2A 14 20401208 FLT
2040-12-08
3.560560
500000.00
406537.40
Asset-Backed Securities
DT AUTO OWNER TR 2018-2 E 20250616 5.5
2025-06-16
5.540000
500000.00
507363.11
Asset-Backed Securities
EATON VANCE CLO LTD 2015-1R E-R 20300122 FLT
5493008YP5U5LTXAO749
2030-01-22
8.361000
830000.00
779029.91
Asset-Backed Securities
EXETER AUTO RECV TR 2017-1 D 20231115 6.2
2023-11-15
6.200000
860000.00
889485.58
Asset-Backed Securities
EXETER AUTO RECV TR 2017-2 D 20240215 6.3
2024-02-15
6.390000
1000000.00
1030159.00
Asset-Backed Securities
EXETER AUTOMOBILE RECEIVABLES TR 2018 3
2024-08-15
5.430000
11900000.00
12074029.57
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2017-3 E 20241015 5.2
2024-10-15
5.260000
5150000.00
5209579.21
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2018-1 E 20250515 5.1
2025-05-15
5.100000
681000.00
684713.95
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2018-2 E 20251117 5.5
549300A2KXZJ0K08VV65
2025-11-17
5.510000
1590000.00
1626891.00
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-1 E 20240116 5.5
2024-01-16
5.560000
2750000.00
2775550.56
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-1 F 20250415 6.8
2025-04-15
6.820000
4770000.00
4897793.60
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 F 20250218 6.0
5493000EWZKZ6H2PNY04
2025-02-18
6.020000
6250000.00
6326284.72
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-1 F 20240715 5.6
2024-07-15
5.600000
6000000.00
6014141.33
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2016-1 E 20220615 6.5
5493006R8B3DT55H1023
2022-06-15
6.520000
2000000.00
2021891.56
Asset-Backed Securities
WHITEHORSE VII LTD 2013-7 B-2L 20251124 FLT
549300X9MCOC3M41BS71
2025-11-24
7.476940
4800000.00
4845589.07
Asset-Backed Securities
AIRSPEED LTD 2007-1 G-1 20320615 FLT
2032-06-15
2.778940
12274000.00
1862743.27
Asset-Backed Securities
FIRST INVESTOR AUTO CR 2018-1 E 20240715 5.3
2024-07-15
5.350000
2000000.00
2032747.56
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR2 F 20360118 5.1
2036-01-18
5.104000
1400000.00
1400666.24
Asset-Backed Securities
UNITED AUTO CR SEC TR 2018-2 E 20230510 5.2
5493002KTVO2UE820296
2023-05-10
5.260000
720000.00
724956.00
Asset-Backed Securities
VIRGIN AUS HLDGS LTD 2013-1 B 20220423 6.0
2022-04-23
6.000000
5000000.00
689796.89
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-2 E 20240116 4.8
2024-01-16
4.860000
630000.00
634124.61
Asset-Backed Securities
SKOPOS AUTO RECEIVABLES TR 2018-1
2024-12-16
7.250000
2500000.00
2508135.56
Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 E 20350122 FLT
2035-01-22
5.108940
9521000.00
9488264.99
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-2 F 20250115 6.0
2025-01-15
6.040000
6880000.00
6960602.26
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 E 20231215 4.9
5493000EWZKZ6H2PNY04
2023-12-15
4.900000
2000000.00
2017001.56
Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 F 20350122 FLT
2035-01-22
5.908940
9280000.00
9321165.35
Asset-Backed Securities
STEELE CREEK CLO 2015 1 LTD STEELE CREEK CLO 201
2029-05-21
9.255810
800000.00
812029.93
Asset-Backed Securities
TPG REAL EST 2018-FL1 C 20350216 FLT
2035-02-16
4.407500
195000.00
194703.38
Asset-Backed Securities
GLS AUTO RECV TR 2018-3 D 20250815 5.3
2025-08-15
5.340000
500000.00
502946.17
Asset-Backed Securities
GRAYSON CLO LTD 2006-1 C 144A 20211101 FLT
2021-11-01
4.090000
5000000.00
2988569.51
Asset-Backed Securities
CONTINENTAL AIRLINES 2007-1 B 20231019 6.9
2023-10-19
6.903000
1428000.00
324120.18
Asset-Backed Securities
CIFC FDG 2013 I LTD
549300PC4RPZFE70AI24
2025-04-16
0.00
1000000.00
518587.00
Asset-Backed Securities
CPS AUTO RECV TR 2017-B E 20231215 5.7
5493000DWM31LZSZTM21
2023-12-15
5.750000
10155000.00
10360877.96
Asset-Backed Securities
DT AUTO OWNER TR 2018-1 E 20250317 5.4
2025-03-17
5.420000
800000.00
808829.51
Asset-Backed Securities
DT AUTO OWNER TR 2018-3 E 20251117 5.3
2025-11-17
5.330000
750000.00
756602.17
Asset-Backed Securities
TOWD PT MTG TR 2016-3 B2 20560425 FLT
2056-04-25
4.147920
1609000.00
1615370.55
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 F 20340919 5.1
2034-09-19
5.151000
1100000.00
1098481.08
Asset-Backed Securities
EXETER AUTO RECV TR 2016-3 D 20230717 6.4
2023-07-17
6.400000
4500000.00
4654091.00
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2018-2 E 20250115 5.3
5493005MRGG10NHC4413
2025-01-15
5.360000
400000.00
408316.49
Asset-Backed Securities
NP FERRUM LLC 2015-1 A-2 20450219 3.5
549300Z5SCOJJD2J3F52
2045-02-19
3.585000
255000.00
254620.05
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2017-4 E 20250218 5.0
2025-02-18
5.020000
10455000.00
10498420.78
Asset-Backed Securities
COLONY AMER FIN 2015-1 C 20471018 FLT
2047-10-18
4.833000
120000.00
120491.40
Asset-Backed Securities
BANK OF NOVA SCOTIA SR GLBL INDX 20
L3I9ZG2KFGXZ61BMYR72
2020-04-03
0.00
1000000.00
925400.00
Corporate Debt Securities
CAMPUS RESH CORP PROM NT VAR 23
2023-06-01
2.560000
1914000.00
1918083.20
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-08-05
0.00
865000.00
811629.50
Corporate Debt Securities
CREDIT SUISSE LONDON SR GLBL INDX 19
ANGGYXNX0JLX3X63JN86
2019-10-04
0.00
4000000.00
3765600.00
Corporate Debt Securities
H B P W H BLDG CO TAX DEM -2001 22
2022-11-01
2.560000
500000.00
501066.67
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-09-03
0.00
660000.00
876546.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL EQTY 20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
254000.00
331266.80
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
331000.00
437184.80
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-05-04
0.00
240000.00
299160.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-04
0.00
333000.00
406559.70
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
1517000.00
1981202.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-11-05
0.00
623000.00
804043.80
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
284000.00
282296.00
Corporate Debt Securities
MUSCULOSKELETAL ASSOCS LLC VAR BD 25
2025-04-01
2.560000
360000.00
360768.00
Corporate Debt Securities
B & D ASSOCS / EYE ASSOCS BOCA TAX DEM FLT 30
2030-04-01
2.560000
315000.00
315672.00
Corporate Debt Securities
RISE INC TAX DEM VAR 22
2022-11-01
2.560000
470000.00
471002.67
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19
ES7IP3U3RHIGC71XBU11
2019-11-04
0.00
250000.00
325250.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-02-04
0.00
679000.00
960106.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-03-04
0.00
325000.00
450840.00
Corporate Debt Securities
NET MAGAN TWO LLC TAXDEM-05 VAR 26
2026-04-01
2.510000
15200000.00
15231793.33
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-06-03
0.00
254000.00
313486.80
Corporate Debt Securities
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-02-05
0.00
410000.00
405695.00
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
6.260000
5847507.00
5690778.22
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2C 20291025 FLT
2029-10-25
5.510000
3100000.00
3229147.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
7.360000
23671000.00
26124349.24
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
7.010000
52663000.00
52527041.69
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
2030-12-26
6.210000
11822000.00
11137943.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 M-2 20480925 FLT
2048-09-25
4.610000
2346103.00
2289480.59
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
13.510000
13440000.00
13656728.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 M-3 20470225 FLT
2047-02-25
4.910000
6000000.00
6018902.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-1 20470225 FLT
2047-02-25
6.710000
58400000.00
57671596.27
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
2047-02-25
13.010000
3620000.00
3689595.71
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
7.660000
17967000.00
19933841.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2B 20300325 FLT
2030-03-25
5.010000
2590000.00
2640468.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1 20421226 FLT
2042-12-26
7.110000
9420000.00
10047607.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.860000
14568115.00
14638017.67
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.960000
6015358.00
6304023.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1B-1 20300528 FLT
2030-05-28
6.510000
7159000.00
7338877.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.960000
4025000.00
4152314.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
6.760000
18500000.00
18210265.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA3 M-3F 20280425 FLT
2028-04-25
6.210000
5000000.00
5629755.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.460000
6565000.00
7227174.35
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.856250
53235000.00
53011024.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
8.260000
5000000.00
5744613.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
5.510000
8175000.00
7505832.28
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.510000
9944144.00
7898937.16
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2F 20290125 FLT
2029-01-25
5.260000
3000000.00
3113801.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 M-1 20480925 FLT
2048-09-25
3.260000
1000000.00
998539.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-1 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
7.160000
4500000.00
4518067.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 B-1 20300325 FLT
2030-03-25
6.960000
2635617.00
2801766.30
Private Label Collateralized Mortgage Obligations
Y
2019-05-06
2019-05-06
2019-07-03
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0327
590206328.90
590206328.90
0.0071
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.830000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0J0565
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
OPORTUN FDG X LLC 2018-C C 20241008 5.5
2024-10-08
5.520000
461390.00
465343.50
Asset-Backed Securities
FREEPORT-MCMORAN INC SR NT 5.45%43
549300IRDTHJQ1PVET45
2043-03-15
5.450000
560000.00
481229.78
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 25
549300FNENFFSMO3GT38
2025-01-27
5.300000
14320174.00
14269176.68
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
6.610000
4999286.00
4790329.18
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
5.510000
49570655.00
45513030.26
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
7.010000
685035.00
769705.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
7.510000
250000.00
282547.17
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
6.310000
8473675.00
9331199.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
6.310000
376325.00
414408.59
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.960000
250000.00
269430.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.760000
6200000.00
6906171.73
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
6.060000
11531278.00
12409626.98
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
6.160000
5529000.00
5960586.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
6.160000
5000000.00
5390293.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
5.310000
7750000.00
7918647.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
6.760000
544229.00
535705.65
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
2028-04-25
8.210000
497947.00
449831.74
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
2028-04-25
8.210000
11455019.00
10348151.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.960000
20980435.00
22931111.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.960000
10750000.00
11585515.08
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 M-2 20480925 FLT
2048-09-25
4.610000
3000000.00
2927596.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.810000
2871956.00
2824731.47
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.810000
4739332.00
4661401.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
6.760000
455771.00
448633.02
Private Label Collateralized Mortgage Obligations
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
16305000.00
15502341.11
Corporate Debt Securities
Y
2019-03-07
2019-03-07
2019-04-17
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0297
161752215.61
161752215.61
0.0019
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.280000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0J0MY5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TELOS CLO LTD 2013-3 SUB NT 20240117 FLT
2024-01-17
0.00
1693000.00
601015.00
Asset-Backed Securities
JER CRE CDO 2006-2 H-FL 20450325 FLT
549300HX6FUK9WBH2U64
2045-03-25
5.010000
3000000.00
998016.00
Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
549300HV40B88JRNJD93
2024-08-26
0.00
7875000.00
3546721.70
Asset-Backed Securities
LSTAR SECS INVEST LTD 2017-7 A 20221003 FLT
2022-10-03
4.269880
35300000.00
7608375.02
Asset-Backed Securities
MARLETTE FDG TR 2017-3 A 20241216 2.3
54930083FUKNQ9ZNFO83
2024-12-16
2.360000
6896000.00
1882666.41
Asset-Backed Securities
CEDAR FDG II CLO LTD
2030-06-10
0.00
10000000.00
5350000.00
Asset-Backed Securities
STONE TOWER CDO II 2005-2 B-1L 20401117 FLT
2040-11-17
5.490000
986149.00
170986.13
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 C-1 20350705 FLT
549300UVUFF52P87TF20
2035-07-05
4.595000
2000000.00
1250971.04
Asset-Backed Securities
BLUEVIRGO TRUST 2015-1 NOTES 20221215 3.0
549300DZD6SXI58L7786
2022-12-15
3.000000
3860000.00
417694.34
Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 F 20520407 FLT
2052-04-07
3.895000
5000000.00
1176145.39
Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 G 20520407 FLT
2052-04-07
3.995000
10000000.00
2613917.87
Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 H 20520407 FLT
2052-04-07
4.345000
5000000.00
1388002.68
Asset-Backed Securities
C-BASS TRUST 2006-CB2 AF-4 20361225 FLT
2036-12-25
3.449170
6248000.00
1694905.90
Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
549300O8WGQU5B6HEB94
2026-05-24
0.00
12500000.00
6437500.00
Asset-Backed Securities
BABCOCK& BROWN AIR FNDG 2007-1 G-1 20331114 FLT
549300XLMJIIL2KL8T64
2033-11-14
2.814190
82469908.00
7863506.03
Asset-Backed Securities
BARINGS CLO LTD 2016-III SUB NT 20280118 FLT
549300YQ8I8GZQANFM85
2028-01-18
0.00
2250000.00
1361250.00
Asset-Backed Securities
BYVW OPP MST FD TR 2017-RN8 A1 20321129 FLT
2032-11-29
3.351500
620000.00
69577.47
Asset-Backed Securities
SHERWOOD FDG CDO II 2005-2 B 20451005 FLT
549300IO1YCS8J30XE06
2045-10-05
3.365000
10000000.00
3198035.99
Asset-Backed Securities
SKOPOS AUTO RECV TR 2015-2 B 20210215 5.7
2021-02-15
5.710000
5000000.00
931490.15
Asset-Backed Securities
NORTHWOODS CAP XI B LTD
5493005SOJ8F7B634862
2031-04-19
0.00
3000000.00
2767365.00
Asset-Backed Securities
OHA CR PARTNS XI 2015-11 SUB 20281020 FLT
549300OYGEU6QQMCEG78
2028-10-20
0.00
15700000.00
13109500.00
Asset-Backed Securities
OCEAN TRAILS CLO IV
549300TXL5AHG4X9CX68
2025-08-13
0.00
8000000.00
4360000.00
Asset-Backed Securities
ORION LTD 2006-1 C 144A 20460910 FLT
549300MLMUOPMGCXUV63
2046-09-10
4.115500
12000000.00
4539156.52
Asset-Backed Securities
PRETIUM MTG CR PRTNR 2018-NPL1 A-1 20330127 FLT
2033-01-27
3.375000
260000.00
206310.11
Asset-Backed Securities
RCO V MTG LLC 2018-1 A-1 20230525 FLT
2023-05-25
4.000000
7925000.00
6797806.77
Asset-Backed Securities
TRYON PK CLO LTD
2025-07-15
0.00
12000000.00
4084176.00
Asset-Backed Securities
U S CAPITAL FUNDING V LTD SR SB GLBL 40
2040-10-10
4.030000
2000000.00
211224.87
Asset-Backed Securities
VENTURE VII CDO LTD 2006-7 INCOME 20220120 0.0
2022-01-20
0.00
2250000.00
888750.00
Asset-Backed Securities
MARLETTE FDG TR 2018-1 A 20280315 2.6
549300KBRIH5UIIBZH88
2028-03-15
2.610000
11539000.00
4772754.10
Asset-Backed Securities
NEW CENTURY HEQ TR 2006-1 A-2B 20360525 FLT
2036-05-25
2.690000
12962975.00
2753741.16
Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
0.00
3650000.00
1186250.00
Asset-Backed Securities
AVERY PT III INV LTD
2025-01-18
0.00
2000000.00
550000.00
Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
3000000.00
1500243.00
Asset-Backed Securities
BAYVIEW OPP MASTR FD 2018-RN2 A1 20330228 FLT
2033-02-28
3.600000
670000.00
171383.49
Asset-Backed Securities
AMERIQUEST MTG SECS 2002-D M-1 20330225 FLT
2033-02-25
3.880000
855000.00
773971.92
Asset-Backed Securities
ARES XLV CLO LTD
549300VFCO6SQG8OL714
2030-10-15
0.00
7000000.00
4795000.00
Asset-Backed Securities
ASSURANT CLO II LTD
6354003JXBM4LA5YCP98
2031-04-20
0.00
5000000.00
4441575.00
Asset-Backed Securities
ACCESS BANK PLC SUB ZERO 26
5493004PDQETMPM6YK04
2026-07-16
0.00
5000000.00
2425000.00
Asset-Backed Securities
AVANT LOANS FDG TR 2018-B A 20220118 3.4
2022-01-18
3.420000
10000000.00
8304276.27
Asset-Backed Securities
BC ASI CAPITAL 11 INC DUE 1 1 2059
2035-09-17
5.560000
28223000.00
26069546.72
Asset-Backed Securities
SOUNDVIEW HM LN 2007-OPT2 II-A-3 20370725 FLT
2037-07-25
2.690000
2196149.00
1741910.44
Asset-Backed Securities
SPECIALTY UNDRWR FIN 2006-BC2 A-2C 20370225 FLT
2037-02-25
3.990000
17998000.00
7379036.86
Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
2030-11-04
0.00
2750000.00
2214577.75
Asset-Backed Securities
AXIS EQUIP FIN RECV 2016-1 A 20211120 2.2
2021-11-20
2.210000
30145000.00
5307795.29
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-4 M-1 20351225 FLT
2035-12-25
2.910000
387290.00
371685.31
Asset-Backed Securities
RCO III MTG LLC 2017-1 A-1 20220825 FLT
2022-08-25
3.380000
430000.00
144699.38
Asset-Backed Securities
RMAT LLC 2018-NPL1 A-1 20480525 FLT
549300DE1JLGNL54S161
2048-05-25
4.090000
9000000.00
6668275.77
Asset-Backed Securities
RAMP SERIES TRUST 2006-RZ1 M-5 20360325 FLT
2036-03-25
3.110000
3373468.00
3137215.04
Asset-Backed Securities
SHACKLETON CLO LTD 2017-X SUB 20290420 FLT
549300IM8C0HSUTXDD32
2029-04-20
0.00
5000000.00
3075000.00
Asset-Backed Securities
GLOBAL SC FIN IV 2017-1 NOTES 20370417 3.8
2037-04-17
3.850000
250000.00
206667.59
Asset-Backed Securities
ICG US CLO 2014 3 LTD
2027-01-25
0.00
2500000.00
1712500.00
Asset-Backed Securities
ICG US CLO 2018 1 LTD
2031-04-21
0.00
3500000.00
3110989.00
Asset-Backed Securities
VENTURE XXV CLO LTD
2029-04-20
0.00
4000000.00
3100000.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
8675000.00
6202625.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
273170.00
244499.29
Asset-Backed Securities
WESTGATE RESORTS LLC 2016-1 A 20281220 3.5
549300K8T4A858DBUE44
2028-12-20
3.500000
20500000.00
8441606.12
Asset-Backed Securities
WESTGATE RESORTS LLC 2015-2 A 20280720 3.2
5493003T4D5E0UEPZV69
2028-07-20
3.200000
850000.00
188310.63
Asset-Backed Securities
YORK CLO 2 LTD
5493009C48K5WG4EX118
2027-10-22
0.00
3000000.00
2443293.00
Asset-Backed Securities
TRALEE CLO IV LTD / TRALEE CLOIV LLC
549300TO44EYB43F5661
2030-01-20
8.860000
1496740.00
1383220.13
Asset-Backed Securities
TRINITAS CLO VII LTD
549300F3XEPDOX3FOP69
2031-01-25
0.00
3500000.00
2523108.00
Asset-Backed Securities
UPLAND CLO LTD
2028-04-20
0.00
5000000.00
3875000.00
Asset-Backed Securities
VOLT LXVI 2018-NPL2 A-1 20480526 FLT
2048-05-26
4.340000
13350000.00
9739062.54
Asset-Backed Securities
VENTURE XVIII CLO LTD
549300MWRVTJN0X3KI79
2026-10-15
0.00
7500000.00
4462500.00
Asset-Backed Securities
VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT
549300C7PSULF5Z6ZE61
2024-02-28
0.00
8500000.00
5057500.00
Asset-Backed Securities
TOWD PT MTG TR 2016-3 B3 20560425 FLT
2056-04-25
4.150000
33029604.00
30785946.61
Asset-Backed Securities
STANWICH MTG LN 2018-NPL-B-2 A-1 20231017 FLT
2023-10-17
4.500000
25000000.00
23441620.50
Asset-Backed Securities
STANWICH MTG LN 2018-NPL-B-1 A-1 20230516 FLT
2023-05-16
4.020000
4145000.00
3535775.69
Asset-Backed Securities
TOWD PT MTG TR 2016-3 B4 20560425 FLT
2056-04-25
4.150000
2145000.00
1749593.53
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B5 20561025 FLT
2056-10-25
3.710000
1059000.00
744157.71
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B2 20561025 FLT
2056-10-25
3.710000
11770989.00
10696986.28
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B3 20561025 FLT
2056-10-25
3.710000
8066587.00
7236200.41
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B4 20561025 FLT
2056-10-25
3.710000
1059000.00
943118.39
Asset-Backed Securities
CENTRE SQUARE CDO LT C 20511119 FLT
2051-11-19
1.900000
7000000.00
1035227.62
Asset-Backed Securities
COLONY STARWOOD TR 2016-2 E 20331219 FLT
2033-12-19
5.860000
10793000.00
6740138.91
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF17 A2 20361225 FLT
2036-12-25
2.630000
85952842.00
15637935.13
Asset-Backed Securities
GCAT LLC 2017-2 A-1 20470425 FLT
2047-04-25
3.500000
495000.00
159406.86
Asset-Backed Securities
GCAT LLC 2018-1 A-1 20480625 FLT
2048-06-25
3.840000
7750000.00
5577972.76
Asset-Backed Securities
HUNT CRE 2018-FL2 LTD B 20280817 FLT
2028-08-17
4.160000
300000.00
278814.13
Asset-Backed Securities
CWABS INC 2006-BC5 1-A 20370325 FLT
2037-03-25
2.650000
96632716.00
13373186.30
Asset-Backed Securities
CWCAPITAL COBALT II 2006-2 H 20500426 FLT
2050-04-26
4.660000
2000000.00
450891.45
Asset-Backed Securities
CATAMARAN CLO 2014-1 LTD
2030-04-22
9.540000
5754273.00
5515213.17
Asset-Backed Securities
B2R MTG TRUST 2015-2 G 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.620180
3762000.00
3460885.22
Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
6.086520
2737000.00
2562650.69
Asset-Backed Securities
NP FERRUM LLC 2015-1 A-1 20450219 2.7
549300Z5SCOJJD2J3F52
2045-02-19
2.710000
300000.00
130795.38
Asset-Backed Securities
AMERICAN CR ACCEP RECEIVABLES TR 2018 4
2025-10-13
6.940000
190271.00
178667.28
Asset-Backed Securities
MARLETTE FDG TR 2018-4 A 20281215 3.7
549300JRCMNFIBT50883
2028-12-15
3.710000
350000.00
324619.23
Asset-Backed Securities
CWABS INC 2006-17 2-A-2 20330825 FLT
2033-08-25
2.660000
2440000.00
519326.84
Asset-Backed Securities
CWCAPITAL COBALT II 2006-2 K 20500426 FLT
2050-04-26
6.260000
4000000.00
1267585.19
Asset-Backed Securities
Y
2019-05-06
2019-05-06
2019-07-17
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0328
309996298.60
309996298.60
0.0037
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.420000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0J24R6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.130000
196422300.00
192185476.42
U.S. Treasuries (including strips)
Y
2019-02-07
2019-02-07
2019-02-26
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0246
187995078.16
187995078.16
0.0023
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.400000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0J2LT3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3662 M
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
75570129.00
52358291.01
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
222780481.00
167901029.67
Agency Mortgage-Backed Securities
GNII SF MA4719 M
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
111072528.00
101384256.15
Agency Mortgage-Backed Securities
GNII SF MA3520 M
549300M8ZYFG0OCMTT87
2046-03-20
3.000000
263479999.00
169763041.33
Agency Mortgage-Backed Securities
GNII SF MA3596 M
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
198137500.00
131003704.53
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0240
604000000.00
604000000.00
0.0072
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.550000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0J2MG0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
UNICREDIT SPA FR 6.572%011422
549300TRUWO2CD2G5692
2022-01-14
6.570000
5478581.00
5588267.06
Corporate Debt Securities
VRX ESCROW CORP SR GLBL 144A 23
B3BS7ACMDUWISF18KY76
2023-05-15
5.880000
203000.00
199935.26
Corporate Debt Securities
WELLS FARGO BANK NATL ASSN VR 120816-120619
KB1H1DSPRFMYMCUFXT09
2019-12-06
3.390000
20000000.00
20207949.10
Corporate Debt Securities
PETROBRAS GLBL FIN B V 5.999%28
549300FNENFFSMO3GT38
2028-01-27
6.000000
1539993.00
1523309.57
Corporate Debt Securities
DANSKE BK AS 144A FR 5.375%011224
MAES062Z21O4RZ2U7M96
2024-01-12
5.380000
9415124.00
9502963.18
Corporate Debt Securities
TRANSOCEAN INC SR 144A NT 9%23
DOL4HJ22ADYSIWES4H94
2023-07-15
9.000000
1490000.00
1553697.50
Corporate Debt Securities
WAND MERGER CORP SR GLBL 144A 26
2026-07-15
9.130000
1300000.00
1305272.22
Corporate Debt Securities
ALBERTA PROV FR 2.05%081726
LQPXMHHNJKIPJYE53543
2026-08-17
2.050000
25268000.00
23754418.71
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 19
PT3QB789TSUIDF371261
2019-09-27
0.00
467000.00
530838.90
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 19
PT3QB789TSUIDF371261
2019-10-15
0.00
10000.00
11674.02
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-12-29
0.00
679000.00
791511.66
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.375%031520
784F5XWPLTWKTBV3E584
2020-03-15
5.380000
5660000.00
5919485.84
Corporate Debt Securities
INTESA SANPAOLO S P A FR 5.25%011224
2W8N8UU78PMDQKZENC08
2024-01-12
5.250000
10945000.00
10890612.47
Corporate Debt Securities
MORGAN STANLEY VR 042116-042121
IGJSJL3JD5P30I6NJZ34
2021-04-21
4.160000
13883000.00
14132897.47
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
55282000.00
52560590.07
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 23
9DJT3UXIJIZJI4WXO774
2023-01-20
3.120000
31468000.00
31320873.12
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-03-20
0.00
83000.00
91468.49
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-03-28
0.00
117000.00
115245.00
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.660000
7898533.00
7882369.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
7.010000
40468616.00
45470550.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA2 M-3 20281025 FLT
2028-10-25
7.160000
53307500.00
59993131.19
Private Label Collateralized Mortgage Obligations
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0255
265000000.00
265000000.00
0.0032
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.530000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0J2MH8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.280000
34746000.00
34321835.08
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
40950000.00
38929486.05
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
59250000.00
58936567.50
Asset-Backed Securities
DRIVE AUTO REC TR 2015-C E 20221115 5.2
2022-11-15
5.270000
38680000.00
39033389.08
Asset-Backed Securities
DRIVE AUTO RECV TR 2016-A D 20230515 4.8
2023-05-15
4.850000
40000000.00
40206542.23
Asset-Backed Securities
ONEMAIN FINL ISSUE TR 2015-1 D 20260318 6.6
2026-03-18
6.630000
39485742.00
40283281.60
Asset-Backed Securities
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.910000
5017547.00
5053782.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.860000
5225000.00
5203016.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.810000
6963000.00
6848505.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
6.760000
3600000.00
3482354.40
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-1 20470225 FLT
2047-02-25
6.710000
3000000.00
2962582.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2E-F5 20300225 FLT
2030-02-25
5.310000
825000.00
836512.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2C 20301025 FLT
2030-10-25
4.660000
2487803.00
2419449.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
6.260000
18880234.00
18374193.38
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2B 20291025 FLT
2029-10-25
5.510000
2790092.00
2950258.16
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
5.360000
11710000.00
12128039.19
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.560000
3000000.00
3300402.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
6.110000
8750000.00
8847162.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN3 M-3 20240826 FLT
2024-08-26
6.510000
1050000.00
893059.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ1 M-3 20240826 FLT
2024-08-26
6.610000
8916000.00
9623214.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
6.660000
556000.00
452644.42
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ1 M-3 20250325 FLT
2025-03-25
6.310000
7000000.00
7414103.67
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1E-F5 20300528 FLT
2030-05-28
4.910000
668000.00
660902.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.960000
11972996.00
12351713.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2C 20310127 FLT
2031-01-27
4.860000
3000000.00
2728926.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
6.760000
3930000.00
3868450.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2E-F5 20300528 FLT
2030-05-28
5.010000
1068000.00
1057009.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2C 20300725 FLT
2030-07-25
4.760000
2550003.00
2350328.42
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2 20300125 FLT
2030-01-25
4.710000
3500000.00
3557225.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2C 20301226 FLT
2030-12-26
5.060000
2499067.00
2224455.36
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
7.010000
25000000.00
24935458.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1E-F5 20300225 FLT
2030-02-25
5.160000
2486000.00
2494313.18
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.960000
5045213.00
5287322.68
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2C 20300826 FLT
2030-08-26
4.710000
2500000.00
2192497.50
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
8.510000
23760599.00
27285182.90
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
7.810000
18000000.00
20969130.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
8.410000
7043666.00
7730023.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
8.260000
7860000.00
9030532.16
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
8.010000
6374000.00
7202473.40
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.510000
664000.00
527435.47
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
2028-04-25
8.210000
680000.00
614293.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
8.060000
100000.00
81809.86
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
9.260000
5000000.00
5858861.67
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
9.460000
16307333.00
17231693.16
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
6.510000
22740000.00
22405380.90
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2-J3 20310325 FLT
2031-03-25
6.210000
2950000.00
2570890.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.910000
23750000.00
26565578.33
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
10465000.00
9632788.32
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
9635000.00
8785421.03
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
9718000.00
9055034.80
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
2030-12-26
4.660000
2999998.00
2942178.04
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
2030-12-26
6.210000
475000.00
447515.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
2048-09-25
6.410000
10750000.00
10267113.58
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.170000
3671000.00
3427379.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.460000
9367000.00
8858685.28
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2016-1 M-2 20550925 FLT
2055-09-25
3.750000
19716000.00
17119008.48
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
22070000.00
20171222.26
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
4130000.00
3967850.69
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
5506000.00
5287679.76
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA1 M-2 20300725 FLT
2030-07-25
4.310000
2000000.00
1956188.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA1 M-2B 20300725 FLT
2030-07-25
4.310000
1780000.00
1661230.09
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.810000
6794996.00
6705320.17
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 M-2B 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
4.160000
1500000.00
1508528.00
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC02 M-3 20450925 FLT
2045-09-25
3.680000
2148825.00
1805562.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.820000
17800000.00
15996121.71
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.460000
4000000.00
4403457.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
6.060000
11382000.00
12228593.16
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
7.260000
3028740.00
3267531.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
5.010000
10500000.00
10715407.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
5.010000
9000000.00
8239446.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.960000
27250000.00
27680295.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
8.860000
2649000.00
3177358.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
7.660000
9530000.00
11133209.66
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
6.360000
4550000.00
5036727.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
6.310000
6000000.00
6607192.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3B 20290325 FLT
2029-03-25
6.310000
2125000.00
2324912.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 M-2 20290725 FLT
2029-07-25
5.760000
1047000.00
1123845.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
4.760000
2000000.00
2006428.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
9.660000
13000000.00
14841239.60
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 1M-2 20241125 FLT
2024-11-25
7.410000
3500000.00
3052200.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
6.810000
6000000.00
4071620.31
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 2M-2 20250225 FLT
2025-02-25
7.060000
7000000.00
2694852.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
6.510000
120000.00
85776.12
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 1-J3 20310325 FLT
2031-03-25
5.910000
5608333.00
5732217.57
Private Label Collateralized Mortgage Obligations
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0253
706000000.00
706000000.00
0.0085
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0J2NT1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC056PA R17F056
2045-12-25
3.000000
3969978.00
3235325.13
Agency Collateralized Mortgage Obligation
GNRA 2018-145 FE
549300M8ZYFG0OCMTT87
2048-10-20
2.800000
34000000.00
33713137.74
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FA
549300M8ZYFG0OCMTT87
2048-12-20
2.670000
22600160.00
22525449.46
Agency Collateralized Mortgage Obligation
FNRM RC083KB R18F083
2048-11-25
3.000000
739264.00
712521.28
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
12017976.00
309801.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
19937672.00
19194947.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.700000
2401021.00
1184625.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
2.700000
133291.00
67152.67
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
7304610.00
6922508.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
8539035.00
8178456.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
12440057.00
11777623.34
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
70931513.00
31069958.27
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
17730625.00
5152945.19
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
1561495.00
1430504.48
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2047-01-25
2.850000
1917.00
948.20
Agency Collateralized Mortgage Obligation
03.500 FGPC Q54540 G
2048-03-01
3.500000
23372147.00
22549632.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2019
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
23432129.00
23076676.64
Agency Mortgage-Backed Securities
04.000 FGPC Q60354 G
2048-12-01
4.000000
23494596.00
24195901.34
Agency Mortgage-Backed Securities
04.000 FGPC J14201 G
2026-01-01
4.000000
58620.00
9017.72
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
56500000.00
58820963.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.060000
5158176.00
885328.27
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
35431425.00
36621191.10
Agency Mortgage-Backed Securities
GNII SF BG3974 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
6648476.00
6790604.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1712
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1381799.00
1418513.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
6509811.00
6141276.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1565
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
21262.00
20879.70
Agency Mortgage-Backed Securities
FNAR XX.XXX S1938299
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.610000
10000000.00
524040.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2527
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.590000
29100483.00
1641362.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
3090545.00
3092046.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
97598442.00
98186672.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0077
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.670000
242531.00
246949.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0283
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.580000
1546396.00
1563266.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3280
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
25700489.00
22913207.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
836576.00
833821.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
1481728.00
1352364.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
33023702.00
30369611.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5297
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.020000
3887078.00
2545866.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ3493
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.220000
1265634.00
992933.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.580000
243308.00
245884.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5849
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.560000
2282308.00
2306812.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3643
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
15222056.00
10499313.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV6723
B1V7KEBTPIMZEU4LTD58
2044-03-01
2.410000
2412694.00
582917.09
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
18416631.00
17921067.49
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
2046-08-01
3.500000
4517403.00
3513222.56
Agency Mortgage-Backed Securities
04.000 FGPC Q45634 G
2047-01-01
4.000000
36828485.00
29792045.86
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
2048-03-01
4.000000
36670883.00
35248000.93
Agency Mortgage-Backed Securities
04.500 FGPC G67715 G
2048-08-01
4.500000
20217266.00
20542846.64
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
15596600.00
13849730.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2237
B1V7KEBTPIMZEU4LTD58
2044-06-01
2.840000
10706959.00
2488349.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX6481
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
748227.00
390774.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2232
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
4631568.00
3504257.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
743557.00
737215.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
2.980000
1650206.00
766515.61
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4478
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.580000
8847237.00
8292681.91
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6068
B1V7KEBTPIMZEU4LTD58
2024-07-01
3.200000
12607000.00
12643624.72
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.070000
1187936.00
1163859.51
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP2348
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.000000
670537.00
228388.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0016
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1003866.00
586685.13
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
172532.00
159192.44
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
1035935.00
969290.47
Agency Mortgage-Backed Securities
04.000 FGPC Q55493 G
2048-04-01
4.000000
5518005.00
5459572.04
Agency Mortgage-Backed Securities
FMAR 840662 G
2047-08-01
2.960000
3299725.00
2442383.16
Agency Mortgage-Backed Securities
FNAR XX.XXX WS618128
B1V7KEBTPIMZEU4LTD58
2033-08-01
2.270000
30729823.00
962626.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1308
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.640000
2132122.00
180075.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH7804
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.130000
5523641.00
909378.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6950
B1V7KEBTPIMZEU4LTD58
2042-05-01
2.900000
3654618.00
977619.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0090
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.980000
2155497.00
261773.67
Agency Mortgage-Backed Securities
FMAR 840668 G
2047-08-01
4.360000
9555818.00
6040219.48
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0240
654000000.00
654000000.00
0.0079
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.500000%
549300LCO2FLSSVFFR64
0000050916
ARP0J2NU8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNRM RC019KC R13F019
2041-10-25
2.000000
33657441.00
14971879.52
Agency Collateralized Mortgage Obligation
FNRM CL003A2 R15M003
2024-10-25
2.720000
31691561.00
31230617.81
Agency Collateralized Mortgage Obligation
FNAR XX.XXX XYAL5004
B1V7KEBTPIMZEU4LTD58
2024-02-01
3.570000
54675739.00
41373520.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0127
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.500000
31836374.00
32718517.48
Agency Mortgage-Backed Securities
GNII SF MA4900 M
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
42797112.00
40205085.44
Agency Mortgage-Backed Securities
GNII SF MA5263 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
41813018.00
40363117.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2007
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
49198040.00
48985163.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
24944187.00
24956303.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
22047176.00
21909510.58
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
50883306.00
37427892.28
Agency Mortgage-Backed Securities
BARCLAYS BANK PLC SR GLBL COCO 22
G5GSEF7VJP5I7OUK5573
2022-11-22
2.500000
25000.00
24398.04
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 5.375%110243
PBLD0EJDB5FWOLXP3B76
2043-11-02
5.380000
13276000.00
14680576.83
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
39010000.00
38606636.60
Corporate Debt Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0250
375000000.00
375000000.00
0.0045
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0J2OM5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC061BA R13F061
2043-01-25
3.000000
1148096.00
502897.70
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
4377607.00
1925190.76
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
37562402.00
10916535.58
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
52385.00
47990.53
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
1991654.00
51341.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
4781.00
4530.91
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
43064147.00
41459906.93
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
5984600.00
6129382.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
1000.00
1024.65
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBBD2002
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.490000
1677942.00
1161579.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7564
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.360000
16071246.00
4544551.90
Agency Mortgage-Backed Securities
04.000 FGPC J14201 G
2026-01-01
4.000000
9080717.00
1396918.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS593946
B1V7KEBTPIMZEU4LTD58
2028-06-01
4.830000
14750000.00
307888.03
Agency Mortgage-Backed Securities
FMAR 840668 G
2047-08-01
4.360000
6864783.00
4339219.94
Agency Mortgage-Backed Securities
FMAR 760027 G
2047-11-01
2.810000
4036972.00
2409584.58
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
1121554.00
1091374.69
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
34116135.00
35548900.16
Agency Mortgage-Backed Securities
04.000 FGPC Q43263 G
2046-09-01
4.000000
5853.00
4650.52
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
7535189.00
6453509.43
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
19039434.00
17345318.81
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
84695.00
78146.68
Agency Mortgage-Backed Securities
FMAR 2B6883 G
2048-04-01
3.030000
214978.00
213193.31
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.660000
249230.00
208893.08
Agency Mortgage-Backed Securities
FMAR 2B7042 G
2048-07-01
3.600000
959417.00
890336.73
Agency Mortgage-Backed Securities
03.500 FGPC Q08846 G
2042-06-01
3.500000
13913054.00
6449713.28
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.480000
10257929.00
4821189.92
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3203
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.100000
1800000.00
391902.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3252
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.550000
6709981.00
977605.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5286
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.790000
7915000.00
2181778.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7041
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.410000
1210000.00
610545.85
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL0341
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.270000
1265000.00
197375.39
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL0373
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.080000
2000000.00
268831.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1688
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.620000
4541958.00
283064.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1141
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.230000
3345446.00
616333.88
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.600000
5204047.00
962516.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1986
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.020000
33589609.00
9523985.03
Agency Mortgage-Backed Securities
FNAR XX.XXX WS620037
B1V7KEBTPIMZEU4LTD58
2035-01-01
2.270000
20791164.00
1049055.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ4530
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.580000
920466.00
149368.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ8398
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.170000
2000001.00
267315.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.460000
1500000.00
294914.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0042
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.490000
6894283.00
1039083.44
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0312
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.380000
22743198.00
3113041.11
Agency Mortgage-Backed Securities
FNAR XX.XXX WS333689
B1V7KEBTPIMZEU4LTD58
2022-08-01
2.330000
49177450.00
222184.50
Agency Mortgage-Backed Securities
FNAR XX.XXX WS304031
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.270000
35564430.00
241653.63
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
15091840.00
9285502.79
Agency Mortgage-Backed Securities
04.500 FGPC G60962 G
2047-04-01
4.500000
1667907.00
1464654.96
Agency Mortgage-Backed Securities
04.000 FGPC G61172 G
2047-10-01
4.000000
2668471.00
2577545.02
Agency Mortgage-Backed Securities
03.500 FGPC G61453 G
2048-05-01
3.500000
347100.00
328854.39
Agency Mortgage-Backed Securities
FMAR 1Q1077 G
2040-08-01
4.480000
4866844.00
731445.22
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
25715788.00
8279106.71
Agency Mortgage-Backed Securities
04.000 FGPC G08852 G
2048-12-01
4.000000
16999074.00
17282359.13
Agency Mortgage-Backed Securities
03.000 FGPC G18655 G
2032-08-01
3.000000
3065592.00
2521886.08
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.605000
123809.00
74979.02
Agency Mortgage-Backed Securities
FMAR 1M1044 G
2036-09-01
4.410000
20785398.00
1351298.63
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
3.880000
26846111.00
2099040.31
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.890000
978565.00
821050.20
Agency Mortgage-Backed Securities
FMAR 2B3292 G
2044-10-01
2.840000
25103074.00
8194003.74
Agency Mortgage-Backed Securities
FMAR 2B3313 G
2044-10-01
2.880000
16515536.00
4439225.92
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.540000
5454278.00
1319263.95
Agency Mortgage-Backed Securities
FMAR 2B4218 G
2045-05-01
2.750000
17370639.00
7391124.09
Agency Mortgage-Backed Securities
FMAR 2B5309 G
2046-05-01
2.410000
9078260.00
5011468.20
Agency Mortgage-Backed Securities
FMAR 2B5343 G
2046-05-01
2.470000
7958121.00
3076507.14
Agency Mortgage-Backed Securities
FMAR 848891 G
2042-12-01
2.590000
28593.00
10681.56
Agency Mortgage-Backed Securities
FMAR 848721 G
2042-01-01
4.650000
1930598.00
156469.02
Agency Mortgage-Backed Securities
FMAR 849042 G
2043-03-01
2.460000
246242.00
121855.96
Agency Mortgage-Backed Securities
FMAR 849254 G
2042-01-01
4.140000
1925750.00
277623.33
Agency Mortgage-Backed Securities
FMAR 849393 G
2044-07-01
2.980000
3538375.00
968091.14
Agency Mortgage-Backed Securities
FMAR 2B1549 G
2043-08-01
2.170000
17580309.00
6632865.21
Agency Mortgage-Backed Securities
FMAR 1B7323 G
2037-01-01
4.520000
10000000.00
582449.67
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
4.030000
10352577.00
389455.25
Agency Mortgage-Backed Securities
FMAR 1Q1676 G
2038-02-01
4.090000
2438811.00
935061.61
Agency Mortgage-Backed Securities
FMAR 1Q1736 G
2040-07-01
4.140000
1913059.00
779890.38
Agency Mortgage-Backed Securities
03.000 FGPC G16622 G
2030-11-01
3.000000
3541152.00
3376092.41
Agency Mortgage-Backed Securities
FNAR XX.XXX WZAE0726
B1V7KEBTPIMZEU4LTD58
2038-01-01
2.290000
841484.00
187872.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0753
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.710000
29850781.00
1609067.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8610
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.810000
9752210.00
652971.46
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0641
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.000000
50000.00
9398.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
16813828.00
16915072.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
9642901.00
9801159.16
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3284
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
2375915.00
2140972.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
997669.00
941188.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS895141
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.070000
4498987.00
329803.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LB897723
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.230000
12759178.00
545097.71
Agency Mortgage-Backed Securities
FNAR XX.XXX WS923269
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.260000
2396237.00
488557.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LB984167
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.250000
23043326.00
265981.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6415
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.130000
1422351.00
611880.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0591
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.200000
1000.00
1060.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4827
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.720000
520948.00
509107.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
547725.00
545921.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
8831255.00
8112421.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0144
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
2437834.00
2257669.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
271988.00
269668.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH6995
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.650000
742500.00
748710.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1515
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1336608.00
1218145.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0948
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.640000
6573886.00
5627877.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1565
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.220000
572586.00
437859.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.800000
1618473.00
661932.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LB696155
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.930000
5034283.00
398705.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.330000
21959044.00
742311.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LB792070
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.020000
5039296.00
236862.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LB820151
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.940000
20337629.00
642940.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.200000
3441144.00
196747.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.660000
16566200.00
4123469.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2237
B1V7KEBTPIMZEU4LTD58
2044-06-01
2.840000
1983277.00
460923.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2261
B1V7KEBTPIMZEU4LTD58
2044-09-01
2.750000
20134546.00
3321457.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW5119
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.900000
17487499.00
4993864.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX0686
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.870000
15640520.00
6205891.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
8870454.00
4027751.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3864
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
7414964.00
4668252.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6701184.00
5377966.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
464836.00
378798.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8961
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
6425.00
5472.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
2.980000
8427057.00
3914342.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9923
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.290000
7498863.00
4539087.79
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5342
B1V7KEBTPIMZEU4LTD58
2024-02-01
3.710000
12450000.00
4820539.10
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN3680
B1V7KEBTPIMZEU4LTD58
2026-11-01
2.670000
449591.00
436842.85
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.070000
3044.00
2982.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2304
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.460000
1074293.00
171062.05
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
1211499.00
1075807.21
Agency Mortgage-Backed Securities
04.000 FGPC V83908 G
2048-01-01
4.000000
2148293.00
2039925.19
Agency Mortgage-Backed Securities
FMAR 2B5662 G
2046-10-01
2.370000
600000.00
352400.89
Agency Mortgage-Backed Securities
FMAR 2B6071 G
2047-04-01
2.770000
5110242.00
2305980.58
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.910000
1048852.00
842806.72
Agency Mortgage-Backed Securities
FMAR 2B7107 G
2048-09-01
3.560000
3918667.00
3620623.90
Agency Mortgage-Backed Securities
FMAR 2B6435 G
2047-08-01
2.880000
473451.00
346227.75
Agency Mortgage-Backed Securities
04.000 FGPC G07784 G
2044-07-01
4.000000
1538874.00
807482.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT1126
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.270000
11849677.00
784671.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.840000
7361847.00
1717387.25
Agency Mortgage-Backed Securities
FNAR XX.XXX WS995943
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.440000
24852976.00
4093890.85
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995993
B1V7KEBTPIMZEU4LTD58
2036-05-01
4.230000
18437277.00
1276863.30
Agency Mortgage-Backed Securities
Y
2019-02-07
2019-02-07
2019-02-25
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0243
373000000.00
373000000.00
0.0045
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.540000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0J2PH5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RURAL ELECTRIFICATION CORP LTD FR 5.25%111323
335800B4YRYWAMIJZ374
2023-11-13
5.250000
2515715.00
2549714.89
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 2.65%010622
E0KSF7PFQ210NWI8Z391
2022-01-06
2.650000
2638000.00
2614707.19
Corporate Debt Securities
PUBLIC SVC ELEC GAS CO MTN BE FR 3.65%090142
549300RUHPVD434XUK18
2042-09-01
3.650000
2000000.00
1896076.67
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 2.45%091120
E0KSF7PFQ210NWI8Z391
2020-09-11
2.450000
920000.00
920485.56
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 5.5%010820
3C7474T6CDKPR9K6YT90
2020-01-08
5.500000
7832000.00
8016630.70
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 2.75%120920
UE2136O97NLB5BYP9H04
2020-12-09
2.750000
1040000.00
1043330.31
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 4.65%101721
3C7474T6CDKPR9K6YT90
2021-10-17
4.650000
467000.00
481123.64
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 2.1%011020
EDBQKYOPJUCJKLOJDE72
2020-01-10
2.100000
11230000.00
11174243.05
Corporate Debt Securities
PUBLIC SVC ELEC GAS CO MTN BE FR 3.8%030146
549300RUHPVD434XUK18
2046-03-01
3.800000
375000.00
361400.00
Corporate Debt Securities
SUNTRUST BK ATL SR MD TM BK NT FR 2.45%080122
IYDOJBGJWY9T8XKCSX06
2022-08-01
2.450000
179000.00
176180.75
Corporate Debt Securities
SUNTRUST BK ATL SR MD TM BK NT FR 3.502%080222
IYDOJBGJWY9T8XKCSX06
2022-08-02
3.500000
8000.00
8147.32
Corporate Debt Securities
UDR INC MEDIUM TERM NTS BK ENT FR 4.625%011022
P3CH2EG5X6Z1XWU1OO74
2022-01-10
4.630000
2000.00
2062.56
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 4.7%120935
UE2136O97NLB5BYP9H04
2035-12-09
4.700000
2000000.00
2060837.78
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
8387000.00
8300278.42
Corporate Debt Securities
MORGAN STANLEY FR 2.8%061620
IGJSJL3JD5P30I6NJZ34
2020-06-16
2.800000
21109000.00
21122720.85
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP VR 040413-041520
3C7474T6CDKPR9K6YT90
2020-04-15
3.590000
1947000.00
1927869.48
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.7%021542
UE2136O97NLB5BYP9H04
2042-02-15
3.700000
1040000.00
926828.36
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.35%051819
EDBQKYOPJUCJKLOJDE72
2019-05-18
1.350000
6005000.00
5997839.04
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.9%032219
EDBQKYOPJUCJKLOJDE72
2019-03-22
1.900000
7343000.00
7385430.30
Corporate Debt Securities
CITIGROUP INC FR 3.875%032625
6SHGI4ZSSLCXXQSBB395
2025-03-26
3.880000
893000.00
894709.97
Corporate Debt Securities
UDR INC MEDIUM TERM NTS BK ENT FR 2.95%090126
P3CH2EG5X6Z1XWU1OO74
2026-09-01
2.950000
938000.00
878194.68
Corporate Debt Securities
WOORI BK GLBL MEDIUM TERM SUB FR 5.125%080628
549300VUVMRL6RE7R376
2028-08-06
5.130000
1405000.00
1461176.39
Corporate Debt Securities
BANGKOK BK PUBLIC CO LTD HONG FR 4.05%031924
549300CCL2BKJGMYXV60
2024-03-19
4.050000
765000.00
787322.70
Corporate Debt Securities
BANGKOK BK PUBLIC CO LTD HONG FR 4.45%091928
549300CCL2BKJGMYXV60
2028-09-19
4.450000
205000.00
212600.72
Corporate Debt Securities
BANK NEW YORK MTN BK ENT SR NT 3.55%21
WFLLPEPC7FZXENRZV188
2021-09-23
3.550000
1583000.00
1629527.89
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 7.15%021519
EDBQKYOPJUCJKLOJDE72
2019-02-15
7.150000
4454000.00
4608595.87
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 4.6%051544
5PRBRS5FEH7NREC8OR45
2044-05-15
4.600000
2660000.00
2749378.96
Corporate Debt Securities
ROYAL BK CDA FR 2.5%011921
ES7IP3U3RHIGC71XBU11
2021-01-19
2.500000
2279000.00
2258838.45
Corporate Debt Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0254
88000000.00
88000000.00
0.0011
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.430000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0J3GH3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
50412502.00
37993952.42
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
157958613.00
163262768.92
Agency Mortgage-Backed Securities
Y
2019-02-07
2019-02-07
2019-02-28
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
195000000.00
195000000.00
0.0023
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0J3YM2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FRESB MTG TR 2016-SB22 A-7H 20360925 FLT
2036-09-25
2.190000
29.00
21.96
Agency Collateralized Mortgage Obligation
FNRM RC087TA R15F087
2035-11-25
3.000000
3040820.00
1710158.91
Agency Collateralized Mortgage Obligation
FNRM RC056PA R17F056
2045-12-25
3.000000
1930924.00
1573602.41
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-064 A-2 20270325 3.2
2027-03-25
3.220000
1710000.00
1712477.79
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
109783.00
104040.29
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-03-25
2.560000
25675.00
53.94
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
1589546.00
699052.99
Agency Collateralized Mortgage Obligation
FNRM RC083KB R18F083
2048-11-25
3.000000
2693465.00
2596029.47
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-09-15
3.500000
119009.00
119840.00
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LB735864
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.370000
29259521.00
1198014.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LB764020
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.360000
26830781.00
1428301.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2242
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.890000
20094972.00
2797975.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4201
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.090000
2952020.00
917009.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6871
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.920000
5435181.00
1710692.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8134
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.630000
77304.00
44484.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE5091
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.820000
4334307.00
3065237.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH0691
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.320000
1776426.00
1094446.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LB833171
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.140000
42000846.00
1360224.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LB838744
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.520000
3386852.00
58170.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LB846667
B1V7KEBTPIMZEU4LTD58
2035-12-01
5.320000
32676042.00
1720729.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WS782250
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.860000
25000000.00
1063797.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LB799238
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.060000
30765028.00
1027946.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LB816591
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.070000
24000000.00
443836.76
Agency Mortgage-Backed Securities
04.000 FGPC Q26088 G
2044-05-01
4.000000
1072873.00
473073.65
Agency Mortgage-Backed Securities
04.000 FGPC Q26694 G
2044-06-01
4.000000
125091.00
67148.16
Agency Mortgage-Backed Securities
03.500 FGPC Q33190 G
2045-05-01
3.500000
1889555.00
1291015.77
Agency Mortgage-Backed Securities
04.000 FGPC Q40332 G
2046-05-01
4.000000
53000.00
39242.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ896369
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.700000
11188000.00
1496827.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LB922681
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
22844413.00
1192453.12
Agency Mortgage-Backed Securities
FNAR XX.XXX S1947302
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.620000
11616156.00
104860.42
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM4438
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.000000
1598340.00
1434175.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
3139552.00
3140286.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LA888117
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.390000
29789980.00
1205463.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LB892657
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.590000
36647484.00
288097.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK9106
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.220000
1531557.00
682410.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK9107
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.460000
3365844.00
3017598.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0580
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.000000
3848696.00
4021342.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH8539
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.180000
1125423.00
605476.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9650
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.810000
1570226.00
1404824.37
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBJ2784
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.940000
4815527.00
2777107.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LB865254
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.670000
15491346.00
1302969.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3657
B1V7KEBTPIMZEU4LTD58
2047-06-01
2.990000
3664427.00
2242026.80
Agency Mortgage-Backed Securities
FNMS 08.000 CL505090
B1V7KEBTPIMZEU4LTD58
2027-10-01
8.000000
636264.00
12204.52
Agency Mortgage-Backed Securities
FMAR 2B4659 G
2045-10-01
2.820000
10042460.00
2733834.31
Agency Mortgage-Backed Securities
FMAR 2B4900 G
2045-11-01
2.410000
154479.00
70681.34
Agency Mortgage-Backed Securities
FMAR 848704 G
2042-03-01
2.780000
17452357.00
2901812.45
Agency Mortgage-Backed Securities
FMAR 849144 G
2037-09-01
4.700000
1900000.00
488007.65
Agency Mortgage-Backed Securities
FMAR 848237 G
2040-03-01
4.410000
16500000.00
951200.22
Agency Mortgage-Backed Securities
FMAR 848577 G
2041-06-01
4.440000
25000000.00
1635045.79
Agency Mortgage-Backed Securities
FMAR 1Q1734 G
2037-12-01
3.820000
2000000.00
878580.26
Agency Mortgage-Backed Securities
04.000 FGPC J14201 G
2026-01-01
4.000000
1743077.00
268143.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0289
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.220000
25300000.00
1660007.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3749
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.230000
2030000.00
416270.73
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3565
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
1548463.00
1627370.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1555
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.900000
41216863.00
3031762.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD3213
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.060000
55005122.00
1291547.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0859
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.310000
7850000.00
699556.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC0041
B1V7KEBTPIMZEU4LTD58
2039-01-01
3.810000
50926569.00
2689209.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC5260
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.600000
967325.00
43565.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3074
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.330000
2901608.00
1134775.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5958
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.990000
103000.00
105190.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6422
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.440000
200332.00
197622.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6500
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.370000
2800000.00
2707790.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK8983
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.390000
1004333.00
1010350.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK8997
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.580000
2604571.00
2630414.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1276
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.380000
1369869.00
1374127.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1770
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.100000
907440.00
202857.48
Agency Mortgage-Backed Securities
FNAR XX.XXX AM461977
B1V7KEBTPIMZEU4LTD58
2034-11-01
4.630000
10260826.00
2626027.25
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462363
B1V7KEBTPIMZEU4LTD58
2037-06-01
4.610000
1800569.00
213060.55
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0135
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.010000
10853748.00
2873127.17
Agency Mortgage-Backed Securities
FMAR 1J2086 G
2039-09-01
4.630000
1481338.00
156951.64
Agency Mortgage-Backed Securities
FMAR 2B6902 G
2048-04-01
3.240000
1200000.00
1128244.00
Agency Mortgage-Backed Securities
FMAR 2B6952 G
2048-06-01
3.250000
1107217.00
1107245.43
Agency Mortgage-Backed Securities
FMAR 2B6961 G
2048-06-01
3.220000
1000816.00
1000908.74
Agency Mortgage-Backed Securities
FMAR 2B6990 G
2048-07-01
3.220000
100000.00
96334.15
Agency Mortgage-Backed Securities
FMAR 2B6996 G
2048-06-01
3.300000
185592.00
186091.62
Agency Mortgage-Backed Securities
FMAR 2B6587 G
2047-10-01
2.880000
1698952.00
1128704.60
Agency Mortgage-Backed Securities
FMAR 2B6659 G
2047-12-01
2.970000
1510032.00
1474006.91
Agency Mortgage-Backed Securities
FMAR 2B6765 G
2048-02-01
2.870000
3520326.00
2712388.54
Agency Mortgage-Backed Securities
FMAR 2B6842 G
2048-03-01
3.280000
1726505.00
1509069.32
Agency Mortgage-Backed Securities
FMAR 2B6014 G
2047-04-01
3.020000
600000.00
433298.31
Agency Mortgage-Backed Securities
04.000 FGPC Q56973 G
2048-07-01
4.000000
3261.00
3332.12
Agency Mortgage-Backed Securities
04.500 FGPC Q59729 G
2048-11-01
4.500000
83033.00
87089.09
Agency Mortgage-Backed Securities
04.000 FGPC Q48283 G
2047-05-01
4.000000
433677.00
383107.96
Agency Mortgage-Backed Securities
04.500 FGPC Q49996 G
2047-08-01
4.500000
428900.00
393831.86
Agency Mortgage-Backed Securities
04.500 FGPC Q56085 G
2048-05-01
4.500000
386501.00
381960.51
Agency Mortgage-Backed Securities
04.000 FGPC Q56574 G
2048-06-01
4.000000
631157.00
631396.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1844
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.180000
1143171.00
583901.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK2535
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.320000
1270437.00
1271292.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6194
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.400000
1304958.00
1058612.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5787
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.500000
1680600.00
1602300.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1940
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.070000
1039562.00
708323.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH8506
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.670000
3735420.00
2868399.04
Agency Mortgage-Backed Securities
FNAR XX.XXX WS745798
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.360000
16793219.00
1235073.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2258
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.970000
1906250.00
375004.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5639
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.650000
10042933.00
2580461.25
Agency Mortgage-Backed Securities
FNAR XX.XXX WS843670
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.050000
5037390.00
604179.41
Agency Mortgage-Backed Securities
FNAR XX.XXX WE304032
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.270000
109554276.00
446173.40
Agency Mortgage-Backed Securities
FMAR 2B4854 G
2045-10-01
2.470000
91243.00
45009.65
Agency Mortgage-Backed Securities
FMAR 2B3460 G
2044-11-01
3.000000
6161676.00
1478557.48
Agency Mortgage-Backed Securities
FMAR 848224 G
2040-02-01
3.780000
100000000.00
2856248.63
Agency Mortgage-Backed Securities
03.500 FGPC Q10391 G
2042-08-01
3.500000
3929836.00
1615156.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0117
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.370000
37238847.00
2610719.35
Agency Mortgage-Backed Securities
FMAR 2B6300 G
2047-07-01
2.910000
2300000.00
1617921.93
Agency Mortgage-Backed Securities
07.000 FGPC G60552 G
2031-12-01
7.000000
2694735.00
1679115.71
Agency Mortgage-Backed Securities
03.000 FGPC G60984 G
2047-01-01
3.000000
2549091.00
2135223.73
Agency Mortgage-Backed Securities
03.500 FGPC G61453 G
2048-05-01
3.500000
113042.00
107099.85
Agency Mortgage-Backed Securities
FMAR 840662 G
2047-08-01
2.960000
1700275.00
1258505.79
Agency Mortgage-Backed Securities
04.000 FGPC G67713 G
2048-06-01
4.000000
2889015.00
2807709.45
Agency Mortgage-Backed Securities
04.500 FGPC Q56844 G
2048-06-01
4.500000
1917.00
1922.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1082
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2240605.00
516594.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.580000
1708048.00
1726137.58
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679723
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.410000
84663674.00
1470062.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.840000
4750079.00
1108108.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.660000
2421.00
602.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX7533
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
995984.00
701863.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9923
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.290000
770717.00
466517.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP1656
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.460000
45325330.00
4614430.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU8673
B1V7KEBTPIMZEU4LTD58
2044-02-01
2.680000
4559944.00
1013127.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.060000
1120005.00
192233.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1253150.00
1242462.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.200000
28447408.00
1626481.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WS835261
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.080000
23299282.00
2577123.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.330000
1319597.00
44608.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LB803592
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.030000
16500000.00
519740.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826803
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.360000
28667230.00
1556332.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.800000
1313682.00
537277.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ4621
B1V7KEBTPIMZEU4LTD58
2045-07-01
2.520000
1400000.00
936252.91
Agency Mortgage-Backed Securities
03.000 FGPC V60492 G
2029-02-01
3.000000
1436433.00
677138.01
Agency Mortgage-Backed Securities
04.000 FGPC V81165 G
2044-05-01
4.000000
343795.00
161583.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
391975.00
390684.21
Agency Mortgage-Backed Securities
FNAR XX.XXX WS895141
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.070000
3500000.00
256571.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0283
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.580000
2047883.00
2070224.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9269
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.980000
682654.00
252928.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7321
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.760000
3100000.00
1735266.64
Agency Mortgage-Backed Securities
FMAR 1J0790 G
2037-12-01
4.510000
15488166.00
1345682.40
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.910000
67686.00
54389.19
Agency Mortgage-Backed Securities
FMAR 2B6435 G
2047-08-01
2.880000
3688980.00
2697696.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ2452
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.690000
9164122.00
1084686.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.460000
800000.00
157287.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0965
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.780000
229987.00
23470.38
Agency Mortgage-Backed Securities
03.000 FGPC G18492 G
2029-01-01
3.000000
89991.00
34453.04
Agency Mortgage-Backed Securities
FMAR 2B7017 G
2048-07-01
3.330000
659380.00
661991.13
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.890000
621757.00
521675.83
Agency Mortgage-Backed Securities
FMAR 2B6662 G
2047-12-01
2.820000
348657.00
340712.38
Agency Mortgage-Backed Securities
FMAR 1B1845 G
2034-07-01
4.500000
25060972.00
878005.71
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.540000
3086077.00
746450.79
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.390000
1883110.00
964719.91
Agency Mortgage-Backed Securities
FMAR 2B5017 G
2045-12-01
2.700000
1452772.00
501794.08
Agency Mortgage-Backed Securities
FMAR 849254 G
2042-01-01
4.140000
1951094.00
281277.01
Agency Mortgage-Backed Securities
FMAR 849393 G
2044-07-01
2.980000
724940.00
198341.89
Agency Mortgage-Backed Securities
02.500 FGPC J20929 G
2027-11-01
2.500000
422780.00
188929.07
Agency Mortgage-Backed Securities
FMAR 1B7930 G
2041-01-01
4.010000
4172206.00
381649.39
Agency Mortgage-Backed Securities
FMAR 1B8156 G
2041-04-01
4.030000
30205689.00
2514157.89
Agency Mortgage-Backed Securities
FMAR 1B8789 G
2041-09-01
4.650000
99171.00
5885.99
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
4.030000
26175877.00
984714.51
Agency Mortgage-Backed Securities
FMAR 1Q1736 G
2040-07-01
4.140000
2892136.00
1179027.44
Agency Mortgage-Backed Securities
FMAR 1Q1758 G
2038-04-01
4.020000
1127223.00
451650.38
Agency Mortgage-Backed Securities
FMAR 1Q1077 G
2040-08-01
4.480000
8269213.00
1242792.31
Agency Mortgage-Backed Securities
FMAR 1Q1854 G
2038-07-01
4.640000
2300000.00
1394379.82
Agency Mortgage-Backed Securities
04.500 FGPC C91340 G
2030-10-01
4.500000
2979063.00
417546.29
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.610000
1610477.00
975308.67
Agency Mortgage-Backed Securities
FMAR 1M1044 G
2036-09-01
4.410000
6903821.00
448830.66
Agency Mortgage-Backed Securities
FMAR 1N0064 G
2035-10-01
4.020000
9992069.00
472741.04
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
3.880000
2125265.00
166169.95
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.660000
3177618.00
2663332.67
Agency Mortgage-Backed Securities
04.000 FGPC U99139 G
2046-02-01
4.000000
270733.00
233921.06
Agency Mortgage-Backed Securities
03.500 FGPC G08554 G
2043-10-01
3.500000
36000.00
16530.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0350
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.530000
5200000.00
291897.42
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.600000
885398.00
163759.13
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.480000
3492568.00
1641494.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2049
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.820000
6610023.00
323939.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAA3513
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.140000
3500000.00
371136.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2559
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.380000
10011057.00
297114.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8948
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.520000
16351970.00
650440.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5849
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.560000
313565.00
316931.69
Agency Mortgage-Backed Securities
FNAR XX.XXX WS333918
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.330000
250693099.00
2920571.94
Agency Mortgage-Backed Securities
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0240
186000000.00
186000000.00
0.0022
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.570000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0J4N42
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLBN1628
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
186970376.00
192610000.38
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
187000000.00
187000000.00
0.0022
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.570000%
RUC0QBLBRPRCU4W1NE59
0000009622
ARP0J4N67
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CIBN3972
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
10596484.00
10947496.06
Agency Mortgage-Backed Securities
04.500 FGPC Q60540 G
2048-12-01
4.500000
6900604.00
7179997.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH9054
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
4775.00
874.18
Agency Mortgage-Backed Securities
04.000 FGPC G08862 G
2049-01-01
4.000000
10830000.00
11070971.11
Agency Mortgage-Backed Securities
04.500 FGPC G08863 G
2049-01-01
4.500000
15285952.00
15955430.84
Agency Mortgage-Backed Securities
03.500 FGPC Q27286 G
2044-07-01
3.500000
8836.00
4046.97
Agency Mortgage-Backed Securities
03.500 FGPC G08861 G
2049-01-01
3.500000
51040.00
51532.21
Agency Mortgage-Backed Securities
GNII SF BI4481 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
3582161.00
3746695.61
Agency Mortgage-Backed Securities
GNPL PN BI9719
549300M8ZYFG0OCMTT87
2053-11-15
3.900000
3849776.00
3946350.61
Agency Mortgage-Backed Securities
GNII SF BL1245 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
2375720.00
2493826.54
Agency Mortgage-Backed Securities
GNII SF BL2987 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
566057.00
599192.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
31168.00
31942.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3593
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1071.00
1115.34
Agency Mortgage-Backed Securities
GNPL PN BD9338
549300M8ZYFG0OCMTT87
2058-05-15
3.550000
107836.00
107113.91
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9844
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.800000
10732.00
11041.49
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1424
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.990000
1000.00
1040.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4989
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
1040.00
1047.10
Agency Mortgage-Backed Securities
04.000 FGPC G61539 G
2046-03-01
4.000000
85526.00
80897.94
Agency Mortgage-Backed Securities
FNMS 05.500 CT256751
B1V7KEBTPIMZEU4LTD58
2027-06-01
5.500000
1683.00
43.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HY464023
B1V7KEBTPIMZEU4LTD58
2019-12-01
4.260000
562476.00
484879.78
Agency Mortgage-Backed Securities
FNAR XX.XXX XXAL9932
B1V7KEBTPIMZEU4LTD58
2024-01-01
3.040000
200000.00
58328.57
Agency Mortgage-Backed Securities
03.500 FGPC J26429 G
2028-11-01
3.500000
2110.00
969.31
Agency Mortgage-Backed Securities
FMAR 2B7223 G
2048-12-01
3.650000
23574.00
23955.51
Agency Mortgage-Backed Securities
04.000 FGPC Q37993 G
2045-12-01
4.000000
500000.00
312308.19
Agency Mortgage-Backed Securities
03.500 FGPC G08800 G
2048-02-01
3.500000
317440.00
298439.97
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
1089849.00
1062803.22
Agency Mortgage-Backed Securities
03.500 FGPC G08841 G
2048-10-01
3.500000
30983108.00
30684081.99
Agency Mortgage-Backed Securities
04.000 FGPC G08857 G
2049-01-01
4.000000
1096576.00
1121114.79
Agency Mortgage-Backed Securities
04.500 FGPC G08858 G
2049-01-01
4.500000
723037.00
751012.00
Agency Mortgage-Backed Securities
GNII SF BK5990 C
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
984907.00
1023890.70
Agency Mortgage-Backed Securities
FNAR XX.XXX S2947559
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.350000
759072.00
25583.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LB982816
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.380000
7843.00
55.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD8925
B1V7KEBTPIMZEU4LTD58
2040-06-01
4.550000
3035.00
83.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1835
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
2018448.00
1657481.48
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0665
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.130000
1000.00
1049.33
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
91000000.00
91000000.00
0.0011
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0J4N75
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2039-11-15
4.380000
189206600.00
233071300.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-09-30
1.880000
248365800.00
244554838.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
2.630000
220869200.00
223597860.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-30
2.130000
210748700.00
210146091.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-15
1.630000
118991500.00
111682624.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-10-31
1.750000
229033900.00
226884992.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-05-31
2.000000
237324600.00
235287546.46
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0259
1456000000.00
1456000000.00
0.0175
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.580000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0J4NC4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-01-30
0.00
139915800.00
136380127.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-02-26
0.00
250425900.00
249999925.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-03-07
0.00
250572500.00
249999941.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-03-28
0.00
63800.00
63564.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-02-14
0.00
250227700.00
249999992.79
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0262
869000000.00
869000000.00
0.0104
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.480000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0J4NL4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G67712 G
2048-06-01
4.000000
17072640.00
16610999.73
Agency Mortgage-Backed Securities
04.000 FGPC G60851 G
2046-06-01
4.000000
22677728.00
15749857.08
Agency Mortgage-Backed Securities
04.000 FGPC G61582 G
2048-08-01
4.000000
152936192.00
153745058.57
Agency Mortgage-Backed Securities
FNMS 06.000 CT256275
B1V7KEBTPIMZEU4LTD58
2026-06-01
6.000000
558082.00
18416.01
Agency Mortgage-Backed Securities
FNMS 03.500 CJAJ0305
B1V7KEBTPIMZEU4LTD58
2026-08-01
3.500000
510830.00
153841.10
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL3033
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
6000000.00
1859673.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLAT3367
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.000000
1301298.00
864580.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5099
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
104264704.00
104334112.79
Agency Mortgage-Backed Securities
04.000 FGPC U90476 G
2042-06-01
4.000000
79143424.00
38741728.21
Agency Mortgage-Backed Securities
03.500 FGPC G08841 G
2048-10-01
3.500000
128592384.00
127351305.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1628
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
573139.00
590426.70
Agency Mortgage-Backed Securities
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0251
451000000.00
451000000.00
0.0054
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.600000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0J4NM2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
3.090000
1743237.00
1737390.34
Agency Collateralized Mortgage Obligation
GNRM 2016-79 JE
549300M8ZYFG0OCMTT87
2046-06-20
2.500000
15941504.00
9003669.73
Agency Collateralized Mortgage Obligation
FNRM RC106UK R05F106
2035-12-25
5.500000
1836650.00
826352.53
Agency Collateralized Mortgage Obligation
GNRM 2016-53 BM
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
1683708.00
933284.93
Agency Collateralized Mortgage Obligation
GNRM 2016-53 B
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
5448924.00
3020356.65
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-02-15
2.960000
99032.00
98917.32
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-10-25
2.860000
72639.00
70394.50
Agency Collateralized Mortgage Obligation
FNRM CL089CV R18F089
2030-02-25
4.000000
7569000.00
7819239.81
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-10-15
2.760000
14011888.00
13515213.87
Agency Collateralized Mortgage Obligation
GNRM 2018-22 QA
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
40000000.00
37173062.81
Agency Collateralized Mortgage Obligation
GNRM 2018-01 PB
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
15106097.00
13922091.62
Agency Collateralized Mortgage Obligation
GNRM 2017-87 AD
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
50000000.00
43009797.37
Agency Collateralized Mortgage Obligation
GNRM 2018-15 BA
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
20322207.00
18851054.39
Agency Collateralized Mortgage Obligation
GNRM 2018-083 MQ
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
1292212.00
1248809.77
Agency Collateralized Mortgage Obligation
GNRA 2018-77 NA
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
17572672.00
17179746.25
Agency Collateralized Mortgage Obligation
GNRM 2016-61 QE
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
1825926.00
982007.11
Agency Collateralized Mortgage Obligation
GNRM 2016-54 HK
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
9782897.00
4729009.58
Agency Collateralized Mortgage Obligation
GNRM 2016-089 PA
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
65000000.00
41144878.31
Agency Collateralized Mortgage Obligation
GNRM 2016-116 PA
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
18340303.00
12906197.16
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-08-15
2.810000
9299667.00
8152282.72
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-10-15
2.760000
1134.00
1077.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
32.00
1.74
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2023-10-15
6.500000
15.00
1.56
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-15
7.000000
54.00
20.73
Agency Collateralized Mortgage Obligation
FNRM CL093A1 R02F093
2032-03-25
6.500000
1404.00
12.83
Agency Collateralized Mortgage Obligation
GNRM 2016-46 PC
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
56495377.00
38910752.09
Agency Collateralized Mortgage Obligation
GNMA
549300M8ZYFG0OCMTT87
2041-12-20
3.430000
3123939.00
2873478.49
Agency Debentures and Agency Strips
GNMA
549300M8ZYFG0OCMTT87
2043-04-20
3.740000
8014892.00
7221629.80
Agency Debentures and Agency Strips
FNMS 03.000 CIAT2353
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
1409532.00
622632.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU8818
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
17775401.00
9809499.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY0681
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
2450736.00
1861478.10
Agency Mortgage-Backed Securities
05.000 FGPC Q59783 G
2048-11-01
5.000000
653348.00
703213.05
Agency Mortgage-Backed Securities
05.000 FGPC Q55896 G
2048-05-01
5.000000
1945.00
1885.84
Agency Mortgage-Backed Securities
04.500 FGPC Q56471 G
2048-06-01
4.500000
13492582.00
13528731.25
Agency Mortgage-Backed Securities
04.000 FGPC Q58011 G
2048-08-01
4.000000
4800693.00
4907964.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2299
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1001.00
1029.86
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2724
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1024.00
1046.71
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2749
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1100.00
1123.45
Agency Mortgage-Backed Securities
FNMS 02.500 CICA0207
B1V7KEBTPIMZEU4LTD58
2032-08-01
2.500000
99254.00
84134.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA2691
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
1000.00
975.42
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2080
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.500000
1034.00
1064.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2167
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1138.00
1175.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4861
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
192166.00
199981.62
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5109
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
2639.00
2611.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0339
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
39612.00
41785.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN0983
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
542922.00
580794.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1988
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
147478.00
135940.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ1078
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
108922.00
93396.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2003
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
1588618.00
1321095.82
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA3539
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.500000
1704785.00
1769827.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6225
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1055.00
431.09
Agency Mortgage-Backed Securities
GNAR AF MA4466 M
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
1653.00
996.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5998
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
5520250.00
3264456.80
Agency Mortgage-Backed Securities
04.500 FGPC Q50641 G
2047-09-01
4.500000
1285283.00
1131655.37
Agency Mortgage-Backed Securities
04.500 FGPC Q55791 G
2048-05-01
4.500000
4479138.00
4498994.08
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB5486
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
1000.00
288.35
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB7335
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1031.00
521.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3273
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
2000000.00
489350.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5178
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
1024.00
499.36
Agency Mortgage-Backed Securities
05.500 FGPC G11816 G
2020-06-01
5.500000
12383.00
0.10
Agency Mortgage-Backed Securities
GNII SF BH7643 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1832758.00
1907377.38
Agency Mortgage-Backed Securities
GNII SF BJ6691 C
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
18503.00
19187.53
Agency Mortgage-Backed Securities
GNMI SF BK0829 X
549300M8ZYFG0OCMTT87
2048-12-15
5.500000
14206.00
15205.19
Agency Mortgage-Backed Securities
GNAR AF AI7203 C
549300M8ZYFG0OCMTT87
2044-05-20
3.000000
4118.00
465.77
Agency Mortgage-Backed Securities
04.500 FGPC V84653 G
2048-09-01
4.500000
221838.00
228801.50
Agency Mortgage-Backed Securities
04.500 FGPC G08863 G
2049-01-01
4.500000
444951.00
464438.52
Agency Mortgage-Backed Securities
03.000 FGPC G18497 G
2029-01-01
3.000000
2957184.00
1201516.31
Agency Mortgage-Backed Securities
GNAR FB MA2024 M
549300M8ZYFG0OCMTT87
2044-05-20
3.000000
1323.00
552.37
Agency Mortgage-Backed Securities
FNMS 03.000 CTAR9646
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.000000
534035.00
307041.86
Agency Mortgage-Backed Securities
GNMI SF 695256 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1416.00
83.26
Agency Mortgage-Backed Securities
GNII SF 004801 M
549300M8ZYFG0OCMTT87
2040-09-20
4.500000
64038927.00
11011467.09
Agency Mortgage-Backed Securities
03.500 FGPC Q40718 G
2046-05-01
3.500000
2600000.00
1909603.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL7521
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
4586447.00
2327758.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ9836
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
350000.00
163703.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6098
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
4800000.00
2981657.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8379
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
3652463.00
2910368.29
Agency Mortgage-Backed Securities
GNAR WL 784592 M
549300M8ZYFG0OCMTT87
2043-10-20
3.950000
11077840.00
10844258.63
Agency Mortgage-Backed Securities
GNMI SF 751884 X
549300M8ZYFG0OCMTT87
2040-11-15
4.500000
1254177.00
184821.06
Agency Mortgage-Backed Securities
GNMI SF 507856 X
549300M8ZYFG0OCMTT87
2029-05-15
6.000000
150000.00
7234.80
Agency Mortgage-Backed Securities
GNMI SP 780770 X
549300M8ZYFG0OCMTT87
2028-04-15
6.000000
3063174.00
36023.80
Agency Mortgage-Backed Securities
GNAR AS 082916 M
549300M8ZYFG0OCMTT87
2041-08-20
4.000000
3916374.00
459501.69
Agency Mortgage-Backed Securities
GNAR AF 082906 M
549300M8ZYFG0OCMTT87
2041-08-20
3.750000
65100295.00
8260007.00
Agency Mortgage-Backed Securities
GNAR AF 082932 M
549300M8ZYFG0OCMTT87
2041-09-20
3.750000
3999995.00
534838.40
Agency Mortgage-Backed Securities
GNAR AF 082932 M
549300M8ZYFG0OCMTT87
2041-09-20
3.750000
1000000.00
133709.77
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA0359
B1V7KEBTPIMZEU4LTD58
2025-03-01
4.000000
350000.00
28450.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA0426
B1V7KEBTPIMZEU4LTD58
2040-05-01
5.000000
232520.00
43738.00
Agency Mortgage-Backed Securities
GNII SF MA3105 M
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
406238.00
213244.86
Agency Mortgage-Backed Securities
GNII SF MA3174 M
549300M8ZYFG0OCMTT87
2045-10-20
4.000000
1827964.00
772507.00
Agency Mortgage-Backed Securities
GNII SF MA3310 M
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
1384508.00
790282.51
Agency Mortgage-Backed Securities
GNII SF MA3454 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
1791655.00
1035382.89
Agency Mortgage-Backed Securities
GNII SF MA4382 M
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
17311501.00
14232661.45
Agency Mortgage-Backed Securities
05.000 FGPC Q54195 G
2048-02-01
5.000000
901036.00
676961.78
Agency Mortgage-Backed Securities
FMAR 2B2005 G
2043-11-01
4.420000
1000000.00
109607.81
Agency Mortgage-Backed Securities
03.000 FGPC Q09366 G
2042-07-01
3.000000
422000.00
212501.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC8107
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
739949.00
147480.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC8518
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.000000
298520.00
36425.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC8532
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.500000
2071997.00
92144.92
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0772
B1V7KEBTPIMZEU4LTD58
2021-06-01
4.000000
462299.00
24779.37
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0022
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.500000
1068818.00
42089.45
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0071
B1V7KEBTPIMZEU4LTD58
2019-05-01
4.500000
1142.00
1.93
Agency Mortgage-Backed Securities
FNMS 03.500 CQAB7130
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
100000.00
49779.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6317
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
450000.00
189041.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC3310
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.500000
497828.00
149641.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC4032
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.000000
610054.00
39308.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2896
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
61000.00
9323.18
Agency Mortgage-Backed Securities
FNMS 02.500 CNAB4251
B1V7KEBTPIMZEU4LTD58
2022-01-01
2.500000
450622.00
44292.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB4523
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
7213613.00
1739100.34
Agency Mortgage-Backed Securities
GNMI SF 688143 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
765344.00
27521.56
Agency Mortgage-Backed Securities
FNMS 06.000 CL880287
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1206.00
19.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT5555
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.030000
584045.00
400911.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX0884
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
674273.00
178470.25
Agency Mortgage-Backed Securities
05.000 FGPC Q58367 G
2048-09-01
5.000000
1066427.00
1133728.69
Agency Mortgage-Backed Securities
05.000 FGPC Q58369 G
2048-09-01
5.000000
1315211.00
1419205.18
Agency Mortgage-Backed Securities
05.000 FGPC Q58629 G
2048-09-01
5.000000
1037741.00
1111842.09
Agency Mortgage-Backed Securities
04.500 FGPC Q59249 G
2048-10-01
4.500000
692717.00
721709.10
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7696
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
242453.00
179080.27
Agency Mortgage-Backed Securities
04.000 FGPC Q55820 G
2048-05-01
4.000000
1007985.00
1024657.41
Agency Mortgage-Backed Securities
05.000 FGPC Q57130 G
2048-07-01
5.000000
1253679.00
1342043.86
Agency Mortgage-Backed Securities
FNMS 06.500 CT254305
B1V7KEBTPIMZEU4LTD58
2022-05-01
6.500000
3143060.00
15566.72
Agency Mortgage-Backed Securities
FNMS 04.500 CT255655
B1V7KEBTPIMZEU4LTD58
2025-01-01
4.500000
2000000.00
41833.79
Agency Mortgage-Backed Securities
FNMS 06.000 CT254801
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
1410857.00
27009.94
Agency Mortgage-Backed Securities
FNMS 05.500 CL190379
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
3675271.00
83691.76
Agency Mortgage-Backed Securities
FNMS 07.500 GL252671
B1V7KEBTPIMZEU4LTD58
2029-07-01
7.500000
5975.00
61.42
Agency Mortgage-Backed Securities
GNII SF 005055 M
549300M8ZYFG0OCMTT87
2041-05-20
4.500000
11876108.00
1944817.36
Agency Mortgage-Backed Securities
GNII JM 004593 M
549300M8ZYFG0OCMTT87
2039-12-20
5.000000
14786039.00
597639.85
Agency Mortgage-Backed Securities
GNII SF 004923 M
549300M8ZYFG0OCMTT87
2041-01-20
4.500000
100000.00
19404.31
Agency Mortgage-Backed Securities
GNMI SF 663823 X
549300M8ZYFG0OCMTT87
2037-02-15
6.000000
1702.00
71.16
Agency Mortgage-Backed Securities
GNMI SF 687111 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
1218.00
8.88
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE1818
B1V7KEBTPIMZEU4LTD58
2025-10-01
4.000000
347035.00
35895.91
Agency Mortgage-Backed Securities
GNAR AF MA5149 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
4900000.00
4629614.88
Agency Mortgage-Backed Securities
GNAR AF MA5149 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
6000000.00
5668916.18
Agency Mortgage-Backed Securities
GNAR AF MA5202 M
549300M8ZYFG0OCMTT87
2048-05-20
3.000000
1177362.00
1147096.31
Agency Mortgage-Backed Securities
GNII SF MA5264 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
1028401.00
1030624.90
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
7878929.00
8028286.12
Agency Mortgage-Backed Securities
GNII SF MA4899 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
258451.00
238522.82
Agency Mortgage-Backed Securities
GNAR AF MA4973 M
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
210281.00
187266.92
Agency Mortgage-Backed Securities
GNII SF MA4963 M
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
2082379.00
1940667.36
Agency Mortgage-Backed Securities
GNII SF MA5020 M
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
7365610.00
6996828.44
Agency Mortgage-Backed Securities
GNII SF MA5076 M
549300M8ZYFG0OCMTT87
2048-03-20
3.000000
157418.00
148758.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE4312
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.000000
85075.00
12486.13
Agency Mortgage-Backed Securities
05.000 FGPC Q59704 G
2048-11-01
5.000000
13104.00
14147.03
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0988
B1V7KEBTPIMZEU4LTD58
2025-09-01
4.000000
332000.00
24804.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAE0967
B1V7KEBTPIMZEU4LTD58
2039-06-01
3.500000
332576.00
98943.38
Agency Mortgage-Backed Securities
FNMS 06.000 CTAE0970
B1V7KEBTPIMZEU4LTD58
2029-03-01
6.000000
444010.00
40913.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0971
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.000000
279000.00
20229.97
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE1318
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.000000
69211.00
3404.74
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE1601
B1V7KEBTPIMZEU4LTD58
2025-10-01
4.000000
59759.00
4320.31
Agency Mortgage-Backed Securities
FNMS 05.500 CTAE0213
B1V7KEBTPIMZEU4LTD58
2029-12-01
5.500000
111000.00
6798.95
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0392
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.500000
78000.00
3699.07
Agency Mortgage-Backed Securities
FNMS 04.500 CIAE0595
B1V7KEBTPIMZEU4LTD58
2022-03-01
4.500000
1455.00
15.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0691
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
50000.00
10961.26
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0704
B1V7KEBTPIMZEU4LTD58
2026-01-01
4.000000
80000.00
11843.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0949
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
194115.00
44085.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0826
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
6000.00
1080.30
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0005
B1V7KEBTPIMZEU4LTD58
2020-12-01
4.000000
124379.00
1992.36
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE0139
B1V7KEBTPIMZEU4LTD58
2025-07-01
3.500000
350841.00
34076.81
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0188
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
1000.00
79.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0217
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
1000.00
112.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0218
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
11000.00
1228.46
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE2267
B1V7KEBTPIMZEU4LTD58
2039-11-01
5.500000
2917000.00
184019.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE2515
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
1777109.00
176280.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE4124
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
237996.00
28037.63
Agency Mortgage-Backed Securities
04.000 FGPC G60097 G
2045-04-01
4.000000
12199678.00
8016411.17
Agency Mortgage-Backed Securities
04.500 FGPC G61428 G
2048-05-01
4.500000
10221.00
10083.45
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
4457790.00
4607479.93
Agency Mortgage-Backed Securities
GNII SF MA5595 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
36321608.00
37263568.00
Agency Mortgage-Backed Securities
04.500 FGPC Q21516 G
2043-09-01
4.500000
4944430.00
1810059.12
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7565
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
108800.00
7781.80
Agency Mortgage-Backed Securities
FNMS 04.500 CTAD7853
B1V7KEBTPIMZEU4LTD58
2030-06-01
4.500000
2648800.00
239656.88
Agency Mortgage-Backed Securities
GNMI SF 499205 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1002985.00
14720.21
Agency Mortgage-Backed Securities
GNMI SF 500682 X
549300M8ZYFG0OCMTT87
2029-03-15
6.000000
2294744.00
86452.70
Agency Mortgage-Backed Securities
GNMI SF 502999 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1001484.00
9849.09
Agency Mortgage-Backed Securities
GNII SF 004978 M
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
276315908.00
46285324.82
Agency Mortgage-Backed Securities
GNII SF 005082 M
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
21985563.00
3672884.97
Agency Mortgage-Backed Securities
GNMI SF 739062 X
549300M8ZYFG0OCMTT87
2041-06-15
4.500000
95590.00
23222.31
Agency Mortgage-Backed Securities
GNMI SF 747875 X
549300M8ZYFG0OCMTT87
2040-11-15
4.000000
3705647.00
627073.98
Agency Mortgage-Backed Securities
GNMI SF 489197 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
2658993.00
25524.97
Agency Mortgage-Backed Securities
GNII SF 004853 M
549300M8ZYFG0OCMTT87
2040-11-20
4.000000
1150214.00
251674.30
Agency Mortgage-Backed Securities
GNAR AF MA5479 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
3033792.00
3108314.45
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
6871482.00
7033978.98
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA2534
B1V7KEBTPIMZEU4LTD58
2039-03-01
5.000000
7471580.00
135353.23
Agency Mortgage-Backed Securities
FNMS 06.000 CLAA3030
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1631461.00
193177.59
Agency Mortgage-Backed Securities
FNMS 04.500 CL995371
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.500000
500000.00
41293.53
Agency Mortgage-Backed Securities
FNMS 06.500 CT995401
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.500000
500000.00
26529.65
Agency Mortgage-Backed Securities
FNMS 05.500 CL995759
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
5519144.00
173939.56
Agency Mortgage-Backed Securities
FNMS 05.000 CL995841
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
3319834.00
158889.58
Agency Mortgage-Backed Securities
FNMS 05.000 CL995895
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.000000
675162.00
29467.12
Agency Mortgage-Backed Securities
FNMS 05.000 CL995930
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
1486809.00
46117.90
Agency Mortgage-Backed Securities
FNMS 05.000 CL975097
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.000000
2822117.00
107933.68
Agency Mortgage-Backed Securities
FNMS 05.000 CL975639
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.000000
15024812.00
203222.12
Agency Mortgage-Backed Securities
FNMS 06.000 CI976948
B1V7KEBTPIMZEU4LTD58
2023-02-01
6.000000
1446524.00
88696.07
Agency Mortgage-Backed Securities
FNMS 05.000 CL979560
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
279687.00
31569.79
Agency Mortgage-Backed Securities
FNMS 05.000 CL988029
B1V7KEBTPIMZEU4LTD58
2038-08-01
5.000000
5639264.00
89421.35
Agency Mortgage-Backed Securities
FNMS 05.000 CL995203
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
86000.00
5112.13
Agency Mortgage-Backed Securities
GNMI SF 489709 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
333902.00
14566.84
Agency Mortgage-Backed Securities
GNMI SF 496515 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1001199.00
9792.90
Agency Mortgage-Backed Securities
GNMI SF 497576 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1002705.00
8007.20
Agency Mortgage-Backed Securities
03.500 FGPC Q24368 G
2044-01-01
3.500000
53344.00
27366.67
Agency Mortgage-Backed Securities
04.000 FGPC Q29915 G
2044-11-01
4.000000
153365.00
77837.17
Agency Mortgage-Backed Securities
05.500 FGPC G11994 G
2021-05-01
5.500000
7.00
0.07
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
2048-12-01
4.500000
5637440.00
5822393.54
Agency Mortgage-Backed Securities
04.000 FGPC G08601 G
2044-08-01
4.000000
17320.00
6708.00
Agency Mortgage-Backed Securities
05.000 FGPC A39490 G
2035-11-01
5.000000
2999700.00
72257.74
Agency Mortgage-Backed Securities
GNAR AF MA0711 M
549300M8ZYFG0OCMTT87
2043-01-20
3.000000
750000.00
149097.91
Agency Mortgage-Backed Securities
GNII SF MA1760 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
26303772.00
8925555.18
Agency Mortgage-Backed Securities
GNAR AF MA1101 M
549300M8ZYFG0OCMTT87
2043-06-20
3.500000
2000000.00
360690.53
Agency Mortgage-Backed Securities
GNII SF MA1521 M
549300M8ZYFG0OCMTT87
2043-12-20
3.500000
1710481.00
603948.90
Agency Mortgage-Backed Securities
GNAR AF MA2162 M
549300M8ZYFG0OCMTT87
2044-08-20
3.000000
9500000.00
1481898.32
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE7522
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
55204.00
7703.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE7535
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
115000.00
19705.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE7536
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
1000.00
143.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE8803
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.000000
540579.00
28422.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9333
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.180000
2523852.00
1208490.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9980
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
2560152.00
2047626.66
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL0869
B1V7KEBTPIMZEU4LTD58
2029-06-01
4.500000
677506.00
45642.35
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL0750
B1V7KEBTPIMZEU4LTD58
2026-02-01
6.000000
610648.00
64416.29
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL1695
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.000000
700000.00
68512.62
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL3223
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.500000
942153.00
132639.90
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL4163
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
301119.00
21260.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5213
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
95000.00
31892.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH6782
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.000000
149000.00
54993.61
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI7516
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
533459.00
110379.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI7762
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
103610.00
32356.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ6096
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.750000
1367278.00
60434.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ7688
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
136000.00
33583.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0789
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
808000.00
241081.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3468
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
33668415.00
33875068.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
52620701.00
52937555.89
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA3499
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
112500.00
117761.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
14003510.00
14392570.81
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2121
B1V7KEBTPIMZEU4LTD58
2034-12-01
4.000000
95000.00
46403.51
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA2130
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
113009.00
58750.67
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA2249
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
316336.00
242053.75
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2310
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.000000
358000.00
211638.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2371
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
343000.00
186115.62
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2366
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.000000
62000.00
38746.97
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA1750
B1V7KEBTPIMZEU4LTD58
2043-12-01
5.000000
169398.00
57806.08
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1270
B1V7KEBTPIMZEU4LTD58
2032-11-01
2.500000
105000.00
47573.20
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1511
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.500000
100000.00
53018.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2671
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
56000.00
39660.72
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1983
B1V7KEBTPIMZEU4LTD58
2034-08-01
4.000000
400000.00
186569.39
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2009
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.000000
298383.00
131940.21
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0511
B1V7KEBTPIMZEU4LTD58
2030-09-01
4.500000
807150.00
102916.28
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0502
B1V7KEBTPIMZEU4LTD58
2020-08-01
4.000000
628087.00
14015.22
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA0578
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
305000.00
65494.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA0583
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
399397.00
66995.80
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0587
B1V7KEBTPIMZEU4LTD58
2030-12-01
4.000000
625000.00
96371.01
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA1729
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.000000
89265.00
27270.32
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0125
B1V7KEBTPIMZEU4LTD58
2019-07-01
4.500000
8426134.00
31463.00
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0151
B1V7KEBTPIMZEU4LTD58
2019-08-01
4.500000
2093.00
9.62
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0204
B1V7KEBTPIMZEU4LTD58
2019-10-01
4.500000
2178.00
16.25
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0358
B1V7KEBTPIMZEU4LTD58
2020-03-01
4.500000
4202.00
62.53
Agency Mortgage-Backed Securities
FNMS 06.000 CT256852
B1V7KEBTPIMZEU4LTD58
2027-08-01
6.000000
1255002.00
48507.94
Agency Mortgage-Backed Securities
FNMS 06.000 CT256885
B1V7KEBTPIMZEU4LTD58
2027-09-01
6.000000
2517312.00
73389.36
Agency Mortgage-Backed Securities
FNMS 06.500 CT256946
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.500000
2106453.00
80714.09
Agency Mortgage-Backed Securities
FNMS 06.000 CT256928
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.000000
2520002.00
74999.15
Agency Mortgage-Backed Securities
FNMS 06.000 CT257007
B1V7KEBTPIMZEU4LTD58
2027-12-01
6.000000
2590000.00
99994.65
Agency Mortgage-Backed Securities
FNMS 06.000 CT257076
B1V7KEBTPIMZEU4LTD58
2028-02-01
6.000000
18920.00
924.50
Agency Mortgage-Backed Securities
FNMS 05.500 CT256064
B1V7KEBTPIMZEU4LTD58
2026-01-01
5.500000
731255.00
24816.36
Agency Mortgage-Backed Securities
03.000 FGPC Q43428 G
2046-08-01
3.000000
171152.00
137745.72
Agency Mortgage-Backed Securities
04.000 FGPC Q46112 G
2047-02-01
4.000000
990000.00
885148.52
Agency Mortgage-Backed Securities
FNMS 05.500 CL256196
B1V7KEBTPIMZEU4LTD58
2036-03-01
5.500000
8615014.00
216427.49
Agency Mortgage-Backed Securities
FNMS 06.000 CT256351
B1V7KEBTPIMZEU4LTD58
2026-08-01
6.000000
1019967.00
32092.41
Agency Mortgage-Backed Securities
FNMS 05.500 CT257424
B1V7KEBTPIMZEU4LTD58
2028-10-01
5.500000
6605.00
151.68
Agency Mortgage-Backed Securities
FNMS 06.000 CT256715
B1V7KEBTPIMZEU4LTD58
2027-05-01
6.000000
1459719.00
56709.79
Agency Mortgage-Backed Securities
FNMS 06.000 CL256749
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.000000
1000000.00
33200.07
Agency Mortgage-Backed Securities
FNMS 06.000 CT256517
B1V7KEBTPIMZEU4LTD58
2026-12-01
6.000000
1405963.00
46552.39
Agency Mortgage-Backed Securities
FNMS 06.000 CT255753
B1V7KEBTPIMZEU4LTD58
2025-05-01
6.000000
733134.00
29919.07
Agency Mortgage-Backed Securities
FNMS 06.000 CT255779
B1V7KEBTPIMZEU4LTD58
2025-06-01
6.000000
1924497.00
74162.38
Agency Mortgage-Backed Securities
FNMS 06.000 CT255836
B1V7KEBTPIMZEU4LTD58
2025-07-01
6.000000
750329.00
38484.77
Agency Mortgage-Backed Securities
FNMS 06.000 CT255913
B1V7KEBTPIMZEU4LTD58
2025-09-01
6.000000
600000.00
35204.03
Agency Mortgage-Backed Securities
FNMS 06.000 CT255970
B1V7KEBTPIMZEU4LTD58
2025-10-01
6.000000
925000.00
50724.34
Agency Mortgage-Backed Securities
FNMS 06.500 CT254975
B1V7KEBTPIMZEU4LTD58
2023-09-01
6.500000
1370151.00
36136.99
Agency Mortgage-Backed Securities
FNMS 05.500 CT255030
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
1600000.00
39472.60
Agency Mortgage-Backed Securities
FNMS 06.000 CL255191
B1V7KEBTPIMZEU4LTD58
2034-04-01
6.000000
1500150.00
46134.71
Agency Mortgage-Backed Securities
FNMS 06.000 CT255218
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
1221403.00
34928.92
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD8694
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
426500.00
36059.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD9830
B1V7KEBTPIMZEU4LTD58
2039-05-01
5.000000
322128.00
32529.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD9968
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.000000
200000.00
51644.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7197
B1V7KEBTPIMZEU4LTD58
2036-08-01
5.000000
34311.00
2248.38
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD6438
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
739116.00
78870.48
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD6930
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.000000
750000.00
61211.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD6993
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.500000
34366.00
4146.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD8058
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
68995.00
11685.42
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7371
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
775000.00
102769.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5594663.00
5501933.93
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD0769
B1V7KEBTPIMZEU4LTD58
2020-10-01
4.000000
3199725.00
19893.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD1045
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
227851.00
33925.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD4338
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.000000
250000.00
45919.87
Agency Mortgage-Backed Securities
FNMS 03.500 CIAD5093
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
210952.00
32886.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3563
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
3039247.00
3104411.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3120
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
7865139.00
7183130.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3148
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
45997.00
41874.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
8913501.00
8342779.99
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3345
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.500000
44697.00
39882.12
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2508
B1V7KEBTPIMZEU4LTD58
2036-01-01
4.000000
71000.00
43795.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2539
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
63334.00
38308.95
Agency Mortgage-Backed Securities
FNMS 04.500 CIAB0336
B1V7KEBTPIMZEU4LTD58
2020-01-01
4.500000
70185.00
60.18
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB1776
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
850000.00
135720.75
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB1517
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
557517.00
61633.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB1854
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
290000.00
44192.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB2266
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
448000.00
154011.02
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2355
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.500000
148214.00
22902.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA7681
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
931847.00
51809.02
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA9701
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.000000
961434.00
101877.61
Agency Mortgage-Backed Securities
FNMS 05.500 CTAB0218
B1V7KEBTPIMZEU4LTD58
2029-02-01
5.500000
3165237.00
103198.21
Agency Mortgage-Backed Securities
FNMS 04.500 CIAB0350
B1V7KEBTPIMZEU4LTD58
2020-05-01
4.500000
3735.00
3.38
Agency Mortgage-Backed Securities
FNMS 04.500 CIAB0351
B1V7KEBTPIMZEU4LTD58
2020-04-01
4.500000
6057049.00
4976.39
Agency Mortgage-Backed Securities
FNMS 05.500 CT995985
B1V7KEBTPIMZEU4LTD58
2026-09-01
5.500000
102498.00
6048.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA0835
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
1772406.00
28953.48
Agency Mortgage-Backed Securities
FNMS 05.500 CLAA0139
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
930710.00
13201.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA0653
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.000000
4138873.00
109802.33
Agency Mortgage-Backed Securities
GNMI SP 782570 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
1161000.00
44260.59
Agency Mortgage-Backed Securities
GNMI SP 782336 X
549300M8ZYFG0OCMTT87
2038-05-15
6.000000
2424473.00
157679.60
Agency Mortgage-Backed Securities
GNMI SP 782369 X
549300M8ZYFG0OCMTT87
2038-07-15
6.000000
239144.00
6855.10
Agency Mortgage-Backed Securities
GNAR AF 082959 M
549300M8ZYFG0OCMTT87
2041-10-20
3.130000
7528.00
837.19
Agency Mortgage-Backed Securities
GNAR AS 082972 M
549300M8ZYFG0OCMTT87
2041-09-20
3.000000
15067816.00
1211288.65
Agency Mortgage-Backed Securities
GNAR WK 784495 M
549300M8ZYFG0OCMTT87
2043-05-20
3.560000
59136.00
54290.02
Agency Mortgage-Backed Securities
GNMI SP 783767 X
549300M8ZYFG0OCMTT87
2040-05-15
6.000000
26818.00
5625.78
Agency Mortgage-Backed Securities
GNAR AF MA5149 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
600000.00
566891.62
Agency Mortgage-Backed Securities
FNMS 06.000 CI944965
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.000000
1884741.00
6740.95
Agency Mortgage-Backed Securities
FNMS 05.000 CL960605
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.000000
2510000.00
147028.70
Agency Mortgage-Backed Securities
FNMS 05.000 CL961203
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.000000
5333120.00
230813.96
Agency Mortgage-Backed Securities
FNMS 05.000 CL965563
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
796352.00
43429.42
Agency Mortgage-Backed Securities
FNMS 05.000 CL973042
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.000000
1882485.00
46206.66
Agency Mortgage-Backed Securities
FNMS 05.500 CL973914
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
734884.00
58661.19
Agency Mortgage-Backed Securities
FNMS 05.000 CL935135
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
512326.00
25326.04
Agency Mortgage-Backed Securities
FNMS 05.000 CL935141
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
3136328.00
158129.70
Agency Mortgage-Backed Securities
FNMS 06.000 CL935787
B1V7KEBTPIMZEU4LTD58
2039-12-01
6.000000
1062554.00
182278.74
Agency Mortgage-Backed Securities
FNMS 05.500 CL938016
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.500000
26096.00
521.32
Agency Mortgage-Backed Securities
FNMS 04.000 CI941583
B1V7KEBTPIMZEU4LTD58
2025-02-01
4.000000
85008.00
14840.92
Agency Mortgage-Backed Securities
FNMS 08.000 CL943392
B1V7KEBTPIMZEU4LTD58
2037-06-01
8.000000
2049863.00
35079.63
Agency Mortgage-Backed Securities
FNMS 04.500 CT930997
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.500000
1861080.00
84286.80
Agency Mortgage-Backed Securities
FNMS 04.000 CI932229
B1V7KEBTPIMZEU4LTD58
2024-12-01
4.000000
1363692.00
63166.78
Agency Mortgage-Backed Securities
FNMS 03.500 CI932842
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
240000.00
28680.77
Agency Mortgage-Backed Securities
FNMS 05.500 CI934182
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
2463.00
52.46
Agency Mortgage-Backed Securities
FNMS 05.000 CL934231
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
14189230.00
191890.08
Agency Mortgage-Backed Securities
FNMS 05.000 CL918396
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.000000
816738.00
47502.33
Agency Mortgage-Backed Securities
FNMS 06.000 CL926169
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
1087147.00
69801.80
Agency Mortgage-Backed Securities
FNMS 06.500 CT928689
B1V7KEBTPIMZEU4LTD58
2027-09-01
6.500000
5242578.00
203929.20
Agency Mortgage-Backed Securities
FNMS 06.000 CT929072
B1V7KEBTPIMZEU4LTD58
2028-02-01
6.000000
1007324.00
54631.09
Agency Mortgage-Backed Securities
FNMS 05.000 CL930594
B1V7KEBTPIMZEU4LTD58
2039-02-01
5.000000
6761609.00
188020.55
Agency Mortgage-Backed Securities
FNAR XX.XXX S1893612
B1V7KEBTPIMZEU4LTD58
2036-09-01
4.590000
1358.00
29.60
Agency Mortgage-Backed Securities
FNMS 06.000 CT254043
B1V7KEBTPIMZEU4LTD58
2021-10-01
6.000000
8000000.00
24917.24
Agency Mortgage-Backed Securities
FNMS 06.500 CT254086
B1V7KEBTPIMZEU4LTD58
2021-11-01
6.500000
13453404.00
28741.67
Agency Mortgage-Backed Securities
FNMS 06.000 CT254193
B1V7KEBTPIMZEU4LTD58
2022-02-01
6.000000
11501808.00
51572.45
Agency Mortgage-Backed Securities
FNMS 06.000 CL590128
B1V7KEBTPIMZEU4LTD58
2031-08-01
6.000000
1665464.00
37209.93
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH1519
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
200000.00
29066.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH2718
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
250000.00
38079.35
Agency Mortgage-Backed Securities
FNMS 04.500 CT257202
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.500000
1689716.00
33492.96
Agency Mortgage-Backed Securities
FNMS 05.500 CL259679
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
226557.00
53955.98
Agency Mortgage-Backed Securities
FNMS 05.500 ZL310151
B1V7KEBTPIMZEU4LTD58
2044-09-01
5.500000
79000.00
30858.35
Agency Mortgage-Backed Securities
FNMS 06.000 CL395458
B1V7KEBTPIMZEU4LTD58
2026-09-01
6.000000
2000000.00
21826.80
Agency Mortgage-Backed Securities
GNAR AS MA0107 M
549300M8ZYFG0OCMTT87
2042-05-20
3.000000
3000000.00
346005.02
Agency Mortgage-Backed Securities
GNAR AT MA0646 M
549300M8ZYFG0OCMTT87
2042-12-20
3.130000
1248944.00
220476.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE5471
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
19000.00
2938.19
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE7074
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
79480.00
14221.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE6861
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.500000
1269234.00
95249.65
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE8048
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
20000.00
2877.40
Agency Mortgage-Backed Securities
04.500 FGPC Q58355 G
2048-09-01
4.500000
1786759.00
1522059.49
Agency Mortgage-Backed Securities
FNMS 05.500 CL888638
B1V7KEBTPIMZEU4LTD58
2037-09-01
5.500000
2719734.00
69006.70
Agency Mortgage-Backed Securities
FNMS 05.000 CI885069
B1V7KEBTPIMZEU4LTD58
2021-05-01
5.000000
1394949.00
4488.24
Agency Mortgage-Backed Securities
FNMS 05.500 CL888352
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
5597240.00
284026.79
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2105
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
1024.00
985.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2206
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1024.00
1046.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4006
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.280000
415836.00
393021.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4563
B1V7KEBTPIMZEU4LTD58
2044-03-01
3.580000
6972087.00
6468462.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK4506
B1V7KEBTPIMZEU4LTD58
2048-06-01
2.860000
719178.00
535172.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6307
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.170000
5169235.00
5172930.64
Agency Mortgage-Backed Securities
FNAR XX.XXX JUBM1943
B1V7KEBTPIMZEU4LTD58
2048-05-01
6.090000
3769522.00
2956941.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3344
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.740000
216000.00
175472.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3603
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.810000
987451.00
856580.51
Agency Mortgage-Backed Securities
FNMS 06.000 CL879508
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1962.00
6.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7319
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.420000
1100000.00
477934.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH2283
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.530000
1500000.00
953503.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4881
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
500000.00
495330.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6973
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
22000.00
13493.56
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
777407.00
13107.46
Agency Mortgage-Backed Securities
FNMS 06.500 CT253945
B1V7KEBTPIMZEU4LTD58
2021-08-01
6.500000
11075000.00
28231.20
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
3665587.00
3602669.19
Agency Mortgage-Backed Securities
GNII SF MA4322 M
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
62985749.00
43492448.28
Agency Mortgage-Backed Securities
GNAR AF MA5278 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
400000.00
412291.87
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
42777.00
43646.11
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
6322878.00
6239693.84
Agency Mortgage-Backed Securities
GNAR AF MA4732 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
2278.00
1922.35
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
855000.00
773896.06
Agency Mortgage-Backed Securities
GNAR AF MA3612 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
1300000.00
432869.94
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
907634.00
616436.49
Agency Mortgage-Backed Securities
GNAR AT MA3762 M
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
2610.00
41.74
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
19970255.00
15050808.59
Agency Mortgage-Backed Securities
GNAR AF MA4016 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
1789330.00
1129878.46
Agency Mortgage-Backed Securities
GNII SF MA4003 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
3691863.00
2880050.81
Agency Mortgage-Backed Securities
FNMS 05.000 CL893621
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.000000
860692.00
31983.92
Agency Mortgage-Backed Securities
FNMS 06.000 CI894856
B1V7KEBTPIMZEU4LTD58
2021-09-01
6.000000
1226110.00
94038.03
Agency Mortgage-Backed Securities
FNMS 05.500 CT254963
B1V7KEBTPIMZEU4LTD58
2023-10-01
5.500000
660452.00
15314.29
Agency Mortgage-Backed Securities
FNMS 06.000 CI885502
B1V7KEBTPIMZEU4LTD58
2021-07-01
6.000000
541764.00
21962.72
Agency Mortgage-Backed Securities
FNMS 06.000 CI931075
B1V7KEBTPIMZEU4LTD58
2024-03-01
6.000000
249427.00
32659.49
Agency Mortgage-Backed Securities
GNAR AS 082975 M
549300M8ZYFG0OCMTT87
2041-10-20
3.000000
7025000.00
799490.13
Agency Mortgage-Backed Securities
FNMS 05.000 CL889117
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
750000.00
42291.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA4463
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
1400000.00
42234.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7136
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
1560648.00
158337.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD8529
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
20000.00
2390.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE5156
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
57570.00
9056.97
Agency Mortgage-Backed Securities
FNAR XX.XXX GA581345
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.890000
1474.00
20.35
Agency Mortgage-Backed Securities
FNMS 05.500 CT255493
B1V7KEBTPIMZEU4LTD58
2024-10-01
5.500000
1600000.00
54999.81
Agency Mortgage-Backed Securities
FNMS 05.000 CL930871
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
2692226.00
93355.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE5127
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
836999.00
204021.73
Agency Mortgage-Backed Securities
FNMS 06.000 CI902056
B1V7KEBTPIMZEU4LTD58
2021-11-01
6.000000
731638.00
51914.88
Agency Mortgage-Backed Securities
FNMS 05.500 CL906059
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
714000.00
48133.20
Agency Mortgage-Backed Securities
FNMS 06.000 CL912531
B1V7KEBTPIMZEU4LTD58
2037-02-01
6.000000
1955770.00
30333.31
Agency Mortgage-Backed Securities
FNMS 05.000 CL889897
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
1687530.00
128888.63
Agency Mortgage-Backed Securities
FNMS 05.000 CL889974
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.000000
191500.00
12369.74
Agency Mortgage-Backed Securities
FNMS 05.500 CL889996
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
4000000.00
101157.65
Agency Mortgage-Backed Securities
FNMS 05.500 CL890365
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
4239897.00
228127.47
Agency Mortgage-Backed Securities
FNMS 04.500 CI890375
B1V7KEBTPIMZEU4LTD58
2023-08-01
4.500000
325000.00
7709.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LB890571
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.540000
2060000.00
492293.00
Agency Mortgage-Backed Securities
FNMS 04.500 CN890170
B1V7KEBTPIMZEU4LTD58
2019-09-01
4.500000
3909000.00
24930.09
Agency Mortgage-Backed Securities
FNMS 05.000 CL889479
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.000000
2247289.00
108456.12
Agency Mortgage-Backed Securities
FNMS 05.500 CL889564
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
1019130.00
31049.53
Agency Mortgage-Backed Securities
FNMS 06.000 CL889579
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
11170547.00
245010.51
Agency Mortgage-Backed Securities
FNMS 06.000 CL889643
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
91000.00
4417.72
Agency Mortgage-Backed Securities
FNMS 07.000 NP889809
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
3665.00
43.65
Agency Mortgage-Backed Securities
FNMS 05.500 CL888091
B1V7KEBTPIMZEU4LTD58
2030-12-01
5.500000
6999685.00
309365.44
Agency Mortgage-Backed Securities
FNMS 06.000 CT888204
B1V7KEBTPIMZEU4LTD58
2026-04-01
6.000000
31876.00
1994.35
Agency Mortgage-Backed Securities
FNMS 05.000 CL889260
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
1045728.00
33506.75
Agency Mortgage-Backed Securities
FNMS 05.500 CL888538
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
3744122.00
132921.10
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2020-01-30
0.00
6495300.00
6331163.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-02-28
0.00
500.00
499.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-18
0.00
4126900.00
4080018.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-02-12
0.00
4029800.00
4026656.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-15
0.130000
2675500.00
2860590.02
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0264
797000000.00
797000000.00
0.0096
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.570000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0J4NY6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC001A R19F001
2049-02-25
3.500000
14305053.00
14374427.74
Agency Collateralized Mortgage Obligation
FNRM RC001AB R19F001
2049-02-25
3.500000
26604170.00
26720447.96
Agency Collateralized Mortgage Obligation
FNRM CL086DA R18F086
2044-11-25
3.500000
28053456.00
28253438.76
Agency Collateralized Mortgage Obligation
FNRM RC086DL R18F086
2048-12-25
3.500000
12557063.00
12349754.26
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-01-25
2.750000
19899403.00
19842229.32
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
72184651.00
20978592.13
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
59645662.00
54642113.40
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
44.00
1.13
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
120314739.00
52701172.75
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
45549436.00
18033896.13
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
28587348.00
12572187.98
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
12706062.00
12041412.42
Agency Collateralized Mortgage Obligation
MNAR XX.XXX HYBL0173
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.900000
14870060.00
15416510.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6617
B1V7KEBTPIMZEU4LTD58
2024-09-01
3.200000
13700000.00
13304170.77
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5885
B1V7KEBTPIMZEU4LTD58
2024-07-01
3.150000
13680000.00
12774510.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
99811828.00
45320936.56
Agency Mortgage-Backed Securities
FMAR 849517 G
2036-09-01
4.330000
38777009.00
15911645.06
Agency Mortgage-Backed Securities
04.000 FGPC G67713 G
2048-06-01
4.000000
155375734.00
151002994.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1314
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
63000000.00
59002909.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2730
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
53166986.00
55936681.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
2.980000
37665132.00
17495337.88
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5817
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.280000
12079758.00
11902496.28
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
651000000.00
651000000.00
0.0078
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0J4O25
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
5789822.00
149250.84
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
25650638.00
10372830.94
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
6658768.00
2916723.97
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
18173568.00
7962960.34
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
29722963.00
8638206.45
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
9402069.00
8910250.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
348159.00
333457.24
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
2773731.00
2626029.68
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
42568.00
43597.83
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLMA3565
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
2206534.00
2318975.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.060000
692802.00
539790.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9400
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.930000
1188903.00
1055562.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI9825
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.630000
7371705.00
568398.17
Agency Mortgage-Backed Securities
04.500 FGPC G61057 G
2047-07-01
4.500000
540554.00
484507.38
Agency Mortgage-Backed Securities
03.500 FGPC G61453 G
2048-05-01
3.500000
92854.00
87973.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
5330194.00
2420248.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP4758
B1V7KEBTPIMZEU4LTD58
2042-09-01
2.520000
4364749.00
1692024.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
6680922.00
5444338.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX7533
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
1165422.00
821265.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1182882.00
1172793.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK0819
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
4490000.00
1500069.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1986
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.020000
2510391.00
711795.31
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.480000
8884164.00
4175525.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
2.980000
344796.00
160156.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5817
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.280000
2695694.00
2656136.64
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7499
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.060000
4020784.00
3889559.26
Agency Mortgage-Backed Securities
GNMI SF 609220 X
549300M8ZYFG0OCMTT87
2044-11-15
4.000000
789424.00
533917.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
149572.00
149079.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
11070739.00
11545563.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3451370.00
3150045.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0625
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3033337.00
2825516.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2783
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.310000
19239286.00
2440550.91
Agency Mortgage-Backed Securities
04.000 FGPC V81353 G
2044-09-01
4.000000
6432999.00
4379077.26
Agency Mortgage-Backed Securities
04.000 FGPC V83149 G
2047-04-01
4.000000
1261898.00
1167157.60
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
979285.00
869601.93
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
6277794.00
6108868.12
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
38163.00
35212.37
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
1885549.00
1764246.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2640
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
20147171.00
21159579.64
Agency Mortgage-Backed Securities
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0248
124000000.00
124000000.00
0.0015
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.570000%
ZBUT11V806EZRVTWT807
0001168163
ARP0J4O41
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BC1888 C
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
14412.00
13381.49
Agency Mortgage-Backed Securities
GNII SF BE6483 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
100663808.00
96023075.52
Agency Mortgage-Backed Securities
GNII SF BF7259 C
549300M8ZYFG0OCMTT87
2048-07-20
3.500000
11472848.00
11494028.21
Agency Mortgage-Backed Securities
GNII SF BH6408 C
549300M8ZYFG0OCMTT87
2032-04-20
5.500000
1917940.00
1593703.59
Agency Mortgage-Backed Securities
GNII SF BK6926 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
4123024.00
4396333.76
Agency Mortgage-Backed Securities
GNII SF BK4505 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
3281516.00
3494718.53
Agency Mortgage-Backed Securities
GNII SF BL1078 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
12827232.00
13561834.75
Agency Mortgage-Backed Securities
GNII SF BL3495 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1093480.00
1147840.17
Agency Mortgage-Backed Securities
GNII SF BL3181 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
3000000.00
3149139.00
Agency Mortgage-Backed Securities
GNII SF BK4107 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
3578448.00
3815647.81
Agency Mortgage-Backed Securities
GNII SF BJ7691 C
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
18838688.00
19770638.42
Agency Mortgage-Backed Securities
GNII SF BJ9440 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
2785344.00
2959124.81
Agency Mortgage-Backed Securities
GNII SF BJ9449 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1168268.00
1235168.87
Agency Mortgage-Backed Securities
GNII SF BK3407 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
1384896.00
1473165.06
Agency Mortgage-Backed Securities
GNII SF BI3202 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
4078656.00
4209999.49
Agency Mortgage-Backed Securities
GNII SF MA3665 M
549300M8ZYFG0OCMTT87
2046-04-20
4.500000
41161.00
15253.11
Agency Mortgage-Backed Securities
GNII SF AP4704 C
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
100000.00
63164.54
Agency Mortgage-Backed Securities
GNII SF AP6361 C
549300M8ZYFG0OCMTT87
2045-10-20
4.500000
111000.00
106755.60
Agency Mortgage-Backed Securities
GNMI SF AW3374 X
549300M8ZYFG0OCMTT87
2046-11-15
3.500000
3525000.00
3054367.70
Agency Mortgage-Backed Securities
GNII SF 680426 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
4595280.00
4842276.30
Agency Mortgage-Backed Securities
GNII SF BK3419 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
3156264.00
3357843.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0390
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
100149504.00
92848613.39
Agency Mortgage-Backed Securities
FNMS 05.000 CL974044
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
1068352.00
22448.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB6723
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.000000
1937860.00
809921.86
Agency Mortgage-Backed Securities
GNII SF MA3935 M
549300M8ZYFG0OCMTT87
2046-09-20
2.500000
3012308.00
2277668.33
Agency Mortgage-Backed Securities
GNII SF MA5306 M
549300M8ZYFG0OCMTT87
2028-10-20
6.500000
534789.00
388579.26
Agency Mortgage-Backed Securities
GNII JM MA5640 M
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
8441312.00
8446489.00
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA2690
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
194380.00
177193.13
Agency Mortgage-Backed Securities
FNMS 02.500 CIAZ4045
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.500000
300000.00
145136.57
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE3568
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
1283278.00
1206403.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8812
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1472526.00
1141552.64
Agency Mortgage-Backed Securities
04.500 FGPC Q47902 G
2047-05-01
4.500000
1014784.00
921652.11
Agency Mortgage-Backed Securities
06.000 FGPC C66932 G
2032-05-01
6.000000
7066360.00
58776.60
Agency Mortgage-Backed Securities
06.000 FGPC G30458 G
2027-12-01
6.000000
256471.00
16545.75
Agency Mortgage-Backed Securities
05.000 FGPC G01806 G
2035-03-01
5.000000
4464720.00
118484.87
Agency Mortgage-Backed Securities
06.000 FGPC G03973 G
2038-01-01
6.000000
1733574.00
47001.23
Agency Mortgage-Backed Securities
04.500 FGPC Q49494 G
2047-07-01
4.500000
1069580.00
866996.62
Agency Mortgage-Backed Securities
06.500 FGPC C90473 G
2021-08-01
6.500000
51700000.00
72091.75
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1173
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
6995496.00
1703290.46
Agency Mortgage-Backed Securities
05.000 FGPC G05572 G
2039-02-01
5.000000
6700000.00
346433.74
Agency Mortgage-Backed Securities
06.000 FGPC G18124 G
2021-06-01
6.000000
8400000.00
86672.61
Agency Mortgage-Backed Securities
05.000 FGPC Q61272 G
2049-02-01
5.000000
2275464.00
2424476.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU5239
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
3050164.00
1675456.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1525
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
1122816.00
1030508.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1315
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
7671520.00
7945805.75
Agency Mortgage-Backed Securities
04.500 FGPC Q47903 G
2047-04-01
4.500000
3792404.00
3700999.79
Agency Mortgage-Backed Securities
04.000 FGPC Q48987 G
2047-07-01
4.000000
1835500.00
1827823.13
Agency Mortgage-Backed Securities
GNII SF 005258 M
549300M8ZYFG0OCMTT87
2041-12-20
3.500000
5084472.00
1477009.34
Agency Mortgage-Backed Securities
GNII SF BK9939 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
1279142.00
1352522.80
Agency Mortgage-Backed Securities
GNII SF BA2665 C
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
2687180.00
2021835.83
Agency Mortgage-Backed Securities
GNII SF AM4381 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
299388.00
207900.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA7937
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.500000
34780480.00
1573647.21
Agency Mortgage-Backed Securities
GNII SF MA5081 M
549300M8ZYFG0OCMTT87
2048-03-20
5.500000
11255104.00
9550540.45
Agency Mortgage-Backed Securities
GNII SF MA5195 M
549300M8ZYFG0OCMTT87
2048-05-20
5.500000
31545184.00
29718612.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH2705
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1767388.00
1494336.50
Agency Mortgage-Backed Securities
05.500 FGPC C78178 G
2033-04-01
5.500000
571541.00
11842.11
Agency Mortgage-Backed Securities
GNMI SF 545904 X
549300M8ZYFG0OCMTT87
2031-09-15
6.000000
360759.00
6772.89
Agency Mortgage-Backed Securities
GNMI SF 670008 X
549300M8ZYFG0OCMTT87
2045-05-15
3.000000
32921.00
21063.82
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
1168320.00
1139326.88
Agency Mortgage-Backed Securities
04.000 FGPC Q42924 G
2046-09-01
4.000000
1058770.00
823496.08
Agency Mortgage-Backed Securities
GNII SF 004799 M
549300M8ZYFG0OCMTT87
2040-09-20
3.500000
2666624.00
994940.89
Agency Mortgage-Backed Securities
FNMS 05.500 CL889604
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
285000.00
16516.87
Agency Mortgage-Backed Securities
GNMI SF 758372 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
31284.00
5152.83
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
350000000.00
350000000.00
0.0042
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.580000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0J4O58
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
2044-05-15
3.380000
74389800.00
79340803.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-03-31
2.130000
42544600.00
42039197.03
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0262
119000000.00
119000000.00
0.0014
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.570000%
ZBUT11V806EZRVTWT807
0001168163
ARP0J4O74
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CIBM3862
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
3986620.00
3567138.96
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM3118
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
374247.00
319577.51
Agency Mortgage-Backed Securities
04.500 FGPC Q48805 G
2047-06-01
4.500000
4783760.00
4489667.03
Agency Mortgage-Backed Securities
04.500 FGPC V83614 G
2047-11-01
4.500000
59281024.00
55378115.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2775
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
5720992.00
5880977.51
Agency Mortgage-Backed Securities
05.000 FGPC A30096 G
2034-12-01
5.000000
520283.00
26997.25
Agency Mortgage-Backed Securities
05.500 FGPC C90913 G
2025-08-01
5.500000
13331000.00
556329.15
Agency Mortgage-Backed Securities
03.000 FGPC G61376 G
2043-01-01
3.000000
92690.00
88302.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL0291
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
169249600.00
42418884.88
Agency Mortgage-Backed Securities
04.000 FGPC Q05290 G
2041-12-01
4.000000
209673.00
76149.99
Agency Mortgage-Backed Securities
06.000 FGPC C79110 G
2033-04-01
6.000000
300000.00
5233.74
Agency Mortgage-Backed Securities
GNII SF AB9917 C
549300M8ZYFG0OCMTT87
2042-11-20
4.000000
1345000.00
495458.16
Agency Mortgage-Backed Securities
GNII SF BL5095 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
7365352.00
7809224.94
Agency Mortgage-Backed Securities
GNII SF BH6397 C
549300M8ZYFG0OCMTT87
2036-02-20
3.000000
1241700.00
1188015.16
Agency Mortgage-Backed Securities
GNAR AF MA5723 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
7236112.00
7449362.63
Agency Mortgage-Backed Securities
GNAR AR 008624 M
549300M8ZYFG0OCMTT87
2025-04-20
3.750000
5740000.00
15482.20
Agency Mortgage-Backed Securities
GNAR AR 008619 M
549300M8ZYFG0OCMTT87
2025-04-20
3.630000
4235000.00
5713.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9612
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
35026800.00
31234718.46
Agency Mortgage-Backed Securities
GNII SF 002548 M
549300M8ZYFG0OCMTT87
2028-02-20
7.000000
3000000.00
17198.27
Agency Mortgage-Backed Securities
GNII SF AX3362 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
38062.00
39220.97
Agency Mortgage-Backed Securities
GNII SF 680388 C
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
2439072.00
2522763.78
Agency Mortgage-Backed Securities
GNAR AR 008646 M
549300M8ZYFG0OCMTT87
2025-06-20
3.750000
10600000.00
22124.42
Agency Mortgage-Backed Securities
06.000 FGPC A64440 G
2037-08-01
6.000000
6044904.00
73506.96
Agency Mortgage-Backed Securities
06.000 FGPC G03517 G
2037-11-01
6.000000
696952.00
13194.33
Agency Mortgage-Backed Securities
05.500 FGPC A78321 G
2037-12-01
5.500000
1000000.00
35809.40
Agency Mortgage-Backed Securities
06.000 FGPC A52051 G
2036-09-01
6.000000
3213252.00
54821.79
Agency Mortgage-Backed Securities
05.000 FGPC G30786 G
2028-02-01
5.000000
117343.00
44633.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3619
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
12700112.00
11139232.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1876
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1552894.00
1582595.42
Agency Mortgage-Backed Securities
05.500 FGPC A12533 G
2033-08-01
5.500000
8461712.00
226829.98
Agency Mortgage-Backed Securities
07.500 FRPC G80362 G
2040-09-01
7.500000
3669596.00
1146753.06
Agency Mortgage-Backed Securities
06.500 FGPC A51027 G
2036-08-01
6.500000
517000.00
8407.05
Agency Mortgage-Backed Securities
GNMI SF AC4304 X
549300M8ZYFG0OCMTT87
2045-12-15
3.000000
33918.00
26144.15
Agency Mortgage-Backed Securities
GNMI SF 779243 X
549300M8ZYFG0OCMTT87
2042-05-15
3.500000
32122.00
6677.11
Agency Mortgage-Backed Securities
GNMI SF AL2183 X
549300M8ZYFG0OCMTT87
2045-02-15
3.000000
951338.00
522182.19
Agency Mortgage-Backed Securities
GNII SF MA4690 M
549300M8ZYFG0OCMTT87
2032-09-20
3.000000
116000.00
98111.77
Agency Mortgage-Backed Securities
GNII SF MA5399 M
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
165485056.00
169570319.17
Agency Mortgage-Backed Securities
GNAR AR 008634 M
549300M8ZYFG0OCMTT87
2025-05-20
3.750000
5450000.00
14182.13
Agency Mortgage-Backed Securities
GNII SF 003187 M
549300M8ZYFG0OCMTT87
2032-01-20
6.000000
2005824.00
26472.25
Agency Mortgage-Backed Securities
FNMS 06.000 CL909153
B1V7KEBTPIMZEU4LTD58
2038-02-01
6.000000
2520480.00
431104.15
Agency Mortgage-Backed Securities
GNAR AF MA4335 M
549300M8ZYFG0OCMTT87
2047-03-20
3.000000
5555360.00
3843737.96
Agency Mortgage-Backed Securities
GNII SF MA0859 M
549300M8ZYFG0OCMTT87
2038-11-20
7.000000
500000.00
153526.00
Agency Mortgage-Backed Securities
05.500 FGPC P50201 G
2034-01-01
5.500000
172711.00
6167.16
Agency Mortgage-Backed Securities
GNMI SF 716813 X
549300M8ZYFG0OCMTT87
2039-04-15
5.000000
141438.00
9722.76
Agency Mortgage-Backed Securities
GNAR AR 008722 M
549300M8ZYFG0OCMTT87
2025-10-20
3.130000
4500000.00
12374.42
Agency Mortgage-Backed Securities
03.000 FGPC G18684 G
2033-04-01
3.000000
19000.00
17252.64
Agency Mortgage-Backed Securities
FNMS 04.500 CKAI7095
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
41551232.00
1919787.57
Agency Mortgage-Backed Securities
04.000 FGPC U99065 G
2043-10-01
4.000000
9500000.00
5909797.40
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
350000000.00
350000000.00
0.0042
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.550000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0J4OB5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-11-07
0.00
100.00
98.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-15
0.630000
12017600.00
12942091.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
1.630000
80387400.00
76233030.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-02-15
0.750000
556900.00
558385.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-15
2.630000
68996300.00
69512707.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-30
1.380000
43023900.00
42147093.36
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.880000
31299800.00
30773243.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-30
2.130000
23188000.00
23045179.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-02-28
0.00
200.00
199.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-23
0.00
100.00
99.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
100.00
99.08
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0259
250190329.00
250190329.00
0.0030
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.570000%
549300QJJX6CVVUXLE15
0000050916
ARP0J4OC3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA5651 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
85493490.00
87916996.53
Agency Mortgage-Backed Securities
FMAR 840899 G
2045-11-01
2.650000
10800.00
10557.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4772
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
250859549.00
249999999.50
Agency Mortgage-Backed Securities
GNMI SP 781288 X
549300M8ZYFG0OCMTT87
2031-05-15
6.500000
50000.00
358.88
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
29470828.00
24645450.61
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
95897467.00
65130545.56
Agency Mortgage-Backed Securities
GNMI SP 783657 X
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
249602.00
51155.50
Agency Mortgage-Backed Securities
GNMI SP 783070 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
75600256.00
9458599.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
19791241.00
19909439.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8856
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
66392728.00
66722591.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
321234.00
324877.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
251570840.00
249999999.15
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
19773472.00
17073185.89
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
46256719.00
35665674.16
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
2062238.00
2111005.86
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2045-05-15
3.000000
2930800.00
2929059.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
100.00
98.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
1.500000
100.00
93.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-31
1.130000
171100.00
165964.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
2.130000
2526500.00
2473696.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
2025900.00
1968173.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-31
2.750000
54500.00
55309.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-15
0.130000
4987600.00
5332640.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
2.380000
4600.00
4610.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-31
1.250000
12929200.00
12759051.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-30
1.880000
100.00
98.53
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0261
830000000.00
830000000.00
0.0100
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.490000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0J4OD1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GOLDMAN SACHS GROUP INC VR 091515-091520
784F5XWPLTWKTBV3E584
2020-09-15
3.988190
1170000.00
1187603.84
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA 144A VR 090616-090621
MSFSBD3QN1GSN7Q6C537
2021-09-06
3.570000
1500000.00
1519773.68
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN VR 090916-090921
B6Q2VFHD1797Q7NZ3E43
2021-09-09
3.380000
3155000.00
3167369.05
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 3.05%011128
Z2VZBHUMB7PWWJ63I008
2028-01-11
3.050000
6001000.00
5802213.54
Corporate Debt Securities
DISNEY WALT CO MTNS BE VR 060617-060520
7260JQNI6SCF9FIV2392
2020-06-05
2.940000
2950000.00
2963703.57
Corporate Debt Securities
3M CO FR 1.625%091921
LUZQVYP4VS22CLWDAR65
2021-09-19
1.630000
126000.00
122669.61
Corporate Debt Securities
MORGAN STANLEY FR 6.375%072442
IGJSJL3JD5P30I6NJZ34
2042-07-24
6.380000
425000.00
536392.32
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II FR 2.2%040820
635400WSLKBQWSOIIT41
2020-04-08
2.200000
10650000.00
10635362.17
Corporate Debt Securities
DISNEY WALT CO MTNS BE VR 030617-030422
7260JQNI6SCF9FIV2392
2022-03-04
3.130000
5396000.00
5417312.61
Corporate Debt Securities
DISNEY WALT CO MTNS BE GLBL NT-E 3.7%42
7260JQNI6SCF9FIV2392
2042-12-01
3.700000
1966000.00
1876107.93
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2.25%081519
B6Q2VFHD1797Q7NZ3E43
2019-08-15
2.250000
3900000.00
3929074.50
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP VR 010915-010920
3C7474T6CDKPR9K6YT90
2020-01-09
3.420000
1090000.00
1087436.38
Corporate Debt Securities
KEYCORP MEDIUM TERM NTS BE SR NT 5.1%21
RKPI3RZGV1V1FJTH5T61
2021-03-24
5.100000
763000.00
807812.26
Corporate Debt Securities
LIBERTY PPTY LTD PARTNERSHIP FR 4.125%061522
549300N6GNCW2Y4RH795
2022-06-15
4.130000
6000.00
6139.14
Corporate Debt Securities
MORGAN STANLEY SR NT 5.5%21
IGJSJL3JD5P30I6NJZ34
2021-07-28
5.500000
207000.00
218519.21
Corporate Debt Securities
HSBC USA INC NEW FR 2.35%030520
549300LBOHZ4QSIWU288
2020-03-05
2.350000
1511000.00
1514657.46
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.5%031819
549300RIPPWJB5Z0FK07
2019-03-18
2.500000
150000.00
151302.92
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.6%031920
549300RIPPWJB5Z0FK07
2020-03-19
2.600000
451000.00
450185.19
Corporate Debt Securities
WASHINGTON GAS LT CO MTNS BE FR 3.796%091546
DL22T1SB4DUBS063O841
2046-09-15
3.800000
1925000.00
1822995.11
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 6.2%111540
5PRBRS5FEH7NREC8OR45
2040-11-15
6.200000
28000.00
33794.29
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 5.1%081543
5PRBRS5FEH7NREC8OR45
2043-08-15
5.100000
529000.00
567869.16
Corporate Debt Securities
PUBLIC SVC ELEC GAS CO MTN BE FR 5.7%120136
549300RUHPVD434XUK18
2036-12-01
5.700000
500000.00
581705.00
Corporate Debt Securities
3M CO FR 3.875%061544
LUZQVYP4VS22CLWDAR65
2044-06-15
3.880000
355000.00
346352.69
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 3.2%011127
Z2VZBHUMB7PWWJ63I008
2027-01-11
3.200000
6033000.00
5967347.55
Corporate Debt Securities
MORGAN STANLEY FR 7.3%051319
IGJSJL3JD5P30I6NJZ34
2019-05-13
7.300000
10201000.00
10490470.37
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A FR 2%040920
635400DPNHEAUHB7ZI15
2020-04-09
2.000000
6925000.00
6908326.14
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A FR 1.95%092820
635400DPNHEAUHB7ZI15
2020-09-28
1.950000
2170000.00
2152124.63
Corporate Debt Securities
PARKER-HANNIFIN CORP MTNS BE SR GLBL -A NT 24
5493002CONDB4N2HKI23
2024-11-21
3.300000
4122000.00
4116874.98
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3.1%040522
549300RIPPWJB5Z0FK07
2022-04-05
3.100000
425000.00
418769.03
Corporate Debt Securities
JACKSON NATL LIFE GBL FDG 144A FR 2.25%042921
635400PQXLYXWJI5QD78
2021-04-29
2.250000
256000.00
251770.88
Corporate Debt Securities
JACKSON NATL LIFE GBL FDG 144A FR 3.05%042926
635400PQXLYXWJI5QD78
2026-04-29
3.050000
525000.00
503167.58
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 6%061520
784F5XWPLTWKTBV3E584
2020-06-15
6.000000
1100000.00
1150244.33
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE VR 112913-112923
784F5XWPLTWKTBV3E584
2023-11-29
4.310000
7133000.00
7304801.87
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 3.625%012223
784F5XWPLTWKTBV3E584
2023-01-22
3.630000
1001000.00
1011967.21
Corporate Debt Securities
BANK AMER CORP FR 3.875%080125
9DJT3UXIJIZJI4WXO774
2025-08-01
3.880000
130000.00
134281.55
Corporate Debt Securities
BANK OF MONTREAL VR 121216-121219
NQQ6HPCNCCU6TUTQYE16
2019-12-12
3.380000
5000.00
5043.88
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 7.15%021519
EDBQKYOPJUCJKLOJDE72
2019-02-15
7.150000
1696000.00
1754867.22
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS FR 2.85%102624
549300DRQQI75D2JP341
2024-10-26
2.850000
7000.00
6875.69
Corporate Debt Securities
BANK AMER CORP FR 4.2%082624
9DJT3UXIJIZJI4WXO774
2024-08-26
4.200000
7188000.00
7450242.19
Corporate Debt Securities
BANK AMER CORP FR 4.25%102226
9DJT3UXIJIZJI4WXO774
2026-10-22
4.250000
1161000.00
1180989.52
Corporate Debt Securities
BANK AMER CORP FR 2.25%042120
9DJT3UXIJIZJI4WXO774
2020-04-21
2.250000
20156000.00
20142898.60
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3%103020
549300RIPPWJB5Z0FK07
2020-10-30
3.000000
149000.00
148352.35
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.75%092726
549300RIPPWJB5Z0FK07
2026-09-27
2.750000
1101000.00
977029.85
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 6%080719
3C7474T6CDKPR9K6YT90
2019-08-07
6.000000
22910000.00
23887111.48
Corporate Debt Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0253
134000000.00
134000000.00
0.0016
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.580000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0J4OG4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-03-28
0.00
100.00
99.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
2.380000
30733000.00
44882633.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-29
2.250000
500.00
502.89
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0262
44000000.00
44000000.00
0.0005
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.590000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0J4OH2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBBM5434
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.085000
17136461.00
17026684.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5435
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.502000
20705569.00
20881131.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0304
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
205604096.00
210599684.02
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN1553
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.500000
1132887.00
1141309.06
Agency Mortgage-Backed Securities
FNMS 04.500 CTBN1580
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.500000
376144.00
393738.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3593
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
5784359.00
6023814.11
Agency Mortgage-Backed Securities
GNII SF MA3935 M
549300M8ZYFG0OCMTT87
2046-09-20
2.500000
19656050.00
14862345.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4428
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2366362.00
2461493.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4203
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1134294.00
1190703.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4510
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
4032720.00
4196822.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6113
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
5047594.00
5328129.18
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA3591
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.500000
483750.00
506433.04
Agency Mortgage-Backed Securities
05.000 FGPC Q61189 G
2049-02-01
5.000000
1056562.00
1137184.72
Agency Mortgage-Backed Securities
04.500 FGPC Q60166 G
2048-12-01
4.500000
1110413.00
1166482.90
Agency Mortgage-Backed Securities
04.500 FGPC Q60181 G
2048-12-01
4.500000
7486163.00
7790759.81
Agency Mortgage-Backed Securities
04.500 FGPC Q60192 G
2048-12-01
4.500000
2027250.00
2138617.89
Agency Mortgage-Backed Securities
04.500 FGPC Q60210 G
2048-12-01
4.500000
20730.00
21566.87
Agency Mortgage-Backed Securities
04.500 FGPC Q60345 G
2048-12-01
4.500000
1153717.00
1211874.89
Agency Mortgage-Backed Securities
04.500 FGPC Q60343 G
2048-12-01
4.500000
1088761.00
1148589.35
Agency Mortgage-Backed Securities
03.500 FGPC G08856 G
2049-01-01
3.500000
78547943.00
78796761.14
Agency Mortgage-Backed Securities
04.500 FGPC C92033 G
2038-12-01
4.500000
216000.00
225110.69
Agency Mortgage-Backed Securities
GNII SF BK6627 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
3024304.00
3221003.66
Agency Mortgage-Backed Securities
GNPL PN BK9675
549300M8ZYFG0OCMTT87
2054-01-15
3.850000
10029337.00
10263124.19
Agency Mortgage-Backed Securities
GNII SF AO8829 C
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
275000.00
214898.39
Agency Mortgage-Backed Securities
GNCL CL BA4046
549300M8ZYFG0OCMTT87
2059-05-15
3.640000
1122634.00
1116620.42
Agency Mortgage-Backed Securities
GNCL CL BD9306
549300M8ZYFG0OCMTT87
2060-04-15
3.650000
1695074.00
1671362.74
Agency Mortgage-Backed Securities
GNCL CL BE2835
549300M8ZYFG0OCMTT87
2059-10-15
3.580000
1341145.00
1341229.94
Agency Mortgage-Backed Securities
GNII SF BH7582 C
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
1958282.00
2067685.02
Agency Mortgage-Backed Securities
GNII SF MA5531 M
549300M8ZYFG0OCMTT87
2048-09-20
5.500000
315915.00
331412.89
Agency Mortgage-Backed Securities
GNII SF MA5683 M
549300M8ZYFG0OCMTT87
2034-01-20
3.500000
842587.00
865746.07
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
2424832.00
2524441.67
Agency Mortgage-Backed Securities
GNII SF AS4328 C
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
9000000.00
7096724.13
Agency Mortgage-Backed Securities
GNII SF BI3285 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
17290624.00
17936730.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6259
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2882208.00
3008886.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9430
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
3325537.00
3493367.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0284
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.880000
1210000.00
1252427.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ7426
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5686679.00
5953814.91
Agency Mortgage-Backed Securities
04.500 FGPC Q59183 G
2048-10-01
4.500000
3047300.00
3217939.12
Agency Mortgage-Backed Securities
04.500 FGPC Q59448 G
2048-11-01
4.500000
2205797.00
2314395.20
Agency Mortgage-Backed Securities
04.500 FGPC G61601 G
2048-09-01
4.500000
149416448.00
154101395.21
Agency Mortgage-Backed Securities
04.000 FGPC G61840 G
2048-12-01
4.000000
142845552.00
146492303.71
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL5733
B1V7KEBTPIMZEU4LTD58
2029-09-01
3.500000
3126803.00
1445758.43
Agency Mortgage-Backed Securities
04.500 FGPC Q54822 G
2048-03-01
4.500000
3321100.00
3077553.12
Agency Mortgage-Backed Securities
04.000 FGPC Q55973 G
2048-05-01
4.000000
11102910.00
10770817.22
Agency Mortgage-Backed Securities
04.500 FGPC Q56517 G
2048-06-01
4.500000
2104483.00
2196318.38
Agency Mortgage-Backed Securities
04.500 FGPC Q57881 G
2048-08-01
4.500000
1768697.00
1841290.90
Agency Mortgage-Backed Securities
05.000 FGPC Q57962 G
2048-08-01
5.000000
671963.00
707718.62
Agency Mortgage-Backed Securities
04.500 FGPC Q58921 G
2048-10-01
4.500000
431958.00
453857.25
Agency Mortgage-Backed Securities
04.500 FGPC Q60428 G
2048-12-01
4.500000
8714552.00
9152022.13
Agency Mortgage-Backed Securities
04.500 FGPC Q60657 G
2049-01-01
4.500000
1078245.00
1137658.15
Agency Mortgage-Backed Securities
04.500 FGPC Q60191 G
2048-12-01
4.500000
790278.00
834443.76
Agency Mortgage-Backed Securities
05.000 FGPC Q61167 G
2049-01-01
5.000000
462020.00
486920.88
Agency Mortgage-Backed Securities
04.500 FGPC Q60658 G
2049-01-01
4.500000
1146026.00
1204290.62
Agency Mortgage-Backed Securities
05.000 FGPC Q60946 G
2049-01-01
5.000000
617625.00
664755.14
Agency Mortgage-Backed Securities
FMAR 840920 G
2049-01-01
2.830000
7007219.00
6941680.48
Agency Mortgage-Backed Securities
FMAR 840921 G
2049-01-01
3.762000
1000.00
1001.42
Agency Mortgage-Backed Securities
FMAR 840922 G
2049-01-01
2.762000
17727439.00
17547487.77
Agency Mortgage-Backed Securities
04.000 FGPC G16739 G
2034-01-01
4.000000
97464.00
100726.06
Agency Mortgage-Backed Securities
GNII SF BL2093 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
30049728.00
31462936.66
Agency Mortgage-Backed Securities
GNII SF BL2200 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
30072480.00
31303196.24
Agency Mortgage-Backed Securities
GNII SF BL5089 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
32352128.00
33853913.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLAP4709
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
41305663.00
18229171.39
Agency Mortgage-Backed Securities
04.500 FGPC V83460 G
2047-09-01
4.500000
10096096.00
9068608.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0340
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
72163358.00
74807449.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1410
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1159776.00
1209034.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK3148
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1850514.00
1934330.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6258
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2808737.00
2937918.71
Agency Mortgage-Backed Securities
GNII SF MA4067 M
549300M8ZYFG0OCMTT87
2046-11-20
2.500000
205531.00
163381.52
Agency Mortgage-Backed Securities
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
16330198.00
12885360.68
Agency Mortgage-Backed Securities
GNII SF MA4125 M
549300M8ZYFG0OCMTT87
2046-12-20
2.500000
237389509.00
191044480.29
Agency Mortgage-Backed Securities
GNII SF MA4564 M
549300M8ZYFG0OCMTT87
2023-05-20
5.500000
58469.00
40508.84
Agency Mortgage-Backed Securities
GNII SF MA4904 M
549300M8ZYFG0OCMTT87
2047-12-20
5.500000
162271.00
112079.41
Agency Mortgage-Backed Securities
GNII SF MA4492 M
549300M8ZYFG0OCMTT87
2029-04-20
7.000000
176282.00
137513.50
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
773992.00
583327.83
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
3382215.00
2610781.45
Agency Mortgage-Backed Securities
GNII SF MA4002 M
549300M8ZYFG0OCMTT87
2046-10-20
2.500000
5000000.00
3907761.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
122340.00
126003.23
Agency Mortgage-Backed Securities
04.500 FGPC G08858 G
2049-01-01
4.500000
12708.00
13199.68
Agency Mortgage-Backed Securities
GNII SF BJ1108 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
13137300.00
13645300.43
Agency Mortgage-Backed Securities
GNII SF BJ6665 C
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
2368268.00
2495431.37
Agency Mortgage-Backed Securities
GNCL CL BE0989
549300M8ZYFG0OCMTT87
2059-09-15
3.240000
671142.00
662132.59
Agency Mortgage-Backed Securities
GNII SF MA4966 M
549300M8ZYFG0OCMTT87
2048-01-20
5.500000
137002.00
102215.44
Agency Mortgage-Backed Securities
GNII SF MA5023 M
549300M8ZYFG0OCMTT87
2048-02-20
5.500000
836931.00
626591.15
Agency Mortgage-Backed Securities
GNII SF MA5465 M
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
25469.00
25324.57
Agency Mortgage-Backed Securities
GNII SF MA4003 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
125000.00
97513.46
Agency Mortgage-Backed Securities
GNII SF AU5814 C
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
655100.00
494427.81
Agency Mortgage-Backed Securities
GNII SF 005283 M
549300M8ZYFG0OCMTT87
2041-12-20
6.000000
432000.00
59914.63
Agency Mortgage-Backed Securities
GNII SF BI4656 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
498051.00
506601.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ4132
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1156600.00
1202368.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0077
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
2728.00
2832.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0100
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1496656.00
1556187.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0101
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1885746.00
1960487.39
Agency Mortgage-Backed Securities
05.000 FGPC Q59571 G
2048-11-01
5.000000
696239.00
732682.40
Agency Mortgage-Backed Securities
03.500 FGPC Q35744 G
2045-09-01
3.500000
51100581.00
37723224.50
Agency Mortgage-Backed Securities
04.000 FGPC G08852 G
2048-12-01
4.000000
46789078.00
47568805.78
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
2048-12-01
4.500000
30250705.00
31243172.33
Agency Mortgage-Backed Securities
GNII SF 711762 C
549300M8ZYFG0OCMTT87
2037-05-20
3.500000
91850.00
63794.92
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0263
1310000000.00
1310000000.00
0.0157
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.410000%
0001245022
ATD0SZUQ5
Non-Negotiable Time Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0241
201000000.00
201000000.00
0.0024
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0SZV68
Non-Negotiable Time Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0240
28000000.00
28000000.00
0.0003
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.400000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0T12H0
Non-Negotiable Time Deposit
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0240
330000000.00
330000000.00
0.0040
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.400000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0T12Z0
Non-Negotiable Time Deposit
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0240
1114000000.00
1114000000.00
0.0134
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.390000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0T1OQ6
Non-Negotiable Time Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0239
540000000.00
540000000.00
0.0065
N
N
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 2.400000%
0000035528
ATD0T1OR4
Non-Negotiable Time Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0240
190000000.00
190000000.00
0.0023
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 2.380000%
0001498632
ATD0T1OS2
Non-Negotiable Time Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0238
536000000.00
536000000.00
0.0064
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.410000%
0000926171
ATD0T1OU7
Non-Negotiable Time Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0241
831000000.00
831000000.00
0.0100
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.410000%
0001245022
ATD0T1PA0
Non-Negotiable Time Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0241
357000000.00
357000000.00
0.0043
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.380000%
PT3QB789TSUIDF371261
0000947263
ATD0T28S8
Non-Negotiable Time Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0238
810000000.00
810000000.00
0.0097
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.410000%
0001245022
ATD0T28T6
Non-Negotiable Time Deposit
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0241
641000000.00
641000000.00
0.0077
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.450000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0T28W9
Non-Negotiable Time Deposit
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0245
1109000000.00
1109000000.00
0.0133
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 2.380000%
0001498632
ATD0T2A55
Non-Negotiable Time Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0238
681000000.00
681000000.00
0.0082
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (GRAND CAYMAN BRANCH)
NATIONAL AUSTRALIA BANK LTD (GRAND CAYMAN BRANCH) 2.350000%
0000833029
ATD0T2AC0
Non-Negotiable Time Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0235
888000000.00
888000000.00
0.0107
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.390000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0T2AL0
Non-Negotiable Time Deposit
Y
2019-02-07
2019-02-07
2019-02-07
N
N
N
0.0239
223000000.00
223000000.00
0.0027
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.380000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0T2AN6
Non-Negotiable Time Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0238
369000000.00
369000000.00
0.0044
N
Y
Y
N
The Charles Schwab Family of Funds
2019-02-07
Mark Fischer
Mark Fischer
Chief Financial Officer