0001145549-19-005231.txt : 20190307
0001145549-19-005231.hdr.sgml : 20190307
20190307150920
ACCESSION NUMBER: 0001145549-19-005231
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190228
FILED AS OF DATE: 20190307
DATE AS OF CHANGE: 20190307
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: 19665596
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
2019-02-28
0000857156
549300I77JNLD629OV19
S000004508
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
35
59
13366705001.36
14065908408.09
17845952949.41
15044675165.80
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1737280104.32
968560187.74
0.00
0.00
7299046632.16
4394454115.26
0.0233
Y
Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 3,449,914
C000038267
1000000.00
34537308758.07
34536584756.9310
1.0001
1.0001
1.0001
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1138340185.50
683656947.92
0.00
0.00
5203680420.99
2869150771.46
0.0248
Y
Investment Advisor and its affiliates Contractual 2,195,755
ABAG Finance Auth
TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 2.450000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
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
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
0.0243
196946853.34
196946853.34
0.0022
N
N
Y
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
0.0243
197933175.00
197933175.00
0.0022
N
N
Y
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
0.0258
190151981.01
190151981.01
0.0021
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
0.0254
79029500.97
79029500.97
0.0009
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
0.0243
33990827.48
33990827.48
0.0004
N
N
Y
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
0.0247
84842473.75
84842473.75
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
0.0247
107001874.39
107001874.39
0.0012
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821US78
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0255
17913470.04
17913470.04
0.0002
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
0.0240
183853107.28
183853107.28
0.0021
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
0.0244
22139764.07
22139764.07
0.0003
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 2.633100%
05253MKY9
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
235008460.00
235008460.00
0.0027
N
N
Y
N
BASF SE
BASF SE 0.000000%
05526MQE8
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2019-03-14
2019-03-14
2019-03-14
N
N
N
0.0242
158850363.51
158850363.51
0.0018
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
0.0245
196664416.41
196664416.41
0.0022
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
0.0240
429851055.30
429851055.30
0.0049
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
0.0242
142625411.50
142625411.50
0.0016
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
0.0247
102561316.82
102561316.82
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
0.0263
154043281.70
154043281.70
0.0017
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
0.0262
150038620.50
150038620.50
0.0017
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
0.0231
275080297.25
275080297.25
0.0031
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.709100%
06053PU62
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-03-01
2019-05-01
2019-05-01
N
N
N
0.0259
256543176.65
256543176.65
0.0029
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.796900%
06053PV38
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-03-11
2019-05-09
2019-05-09
N
N
N
0.0259
193064207.24
193064207.24
0.0022
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.663800%
06053PY43
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-03-04
2019-11-04
2019-11-04
N
N
N
0.0263
240023844.00
240023844.00
0.0027
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.642300%
06053PY84
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-03-07
2019-10-07
2019-10-07
N
N
N
0.0261
200017558.00
200017558.00
0.0023
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.652300%
06370RHV4
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0241
120005400.00
120005400.00
0.0014
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.654100%
06370RJA8
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0242
75005700.00
75005700.00
0.0008
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
0.0240
200007002.00
200007002.00
0.0023
N
N
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
0.0260
146544962.32
146544962.32
0.0017
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
0.0259
274261593.28
274261593.28
0.0031
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
0.0260
133576924.04
133576924.04
0.0015
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.639100%
06417G4N5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-03-04
2019-09-03
2019-09-03
N
N
N
0.0262
58001392.00
58001392.00
0.0007
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.658600%
06417G5M6
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-05-28
2019-11-27
2019-11-27
N
N
N
0.0266
74000000.00
74000000.00
0.0008
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.610000%
06417G5N4
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0262
299992317.00
299992317.00
0.0034
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
0.0258
364217332.28
364217332.28
0.0041
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
0.0258
194516725.06
194516725.06
0.0022
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
0.0258
81007484.40
81007484.40
0.0009
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
0.0243
79924368.80
79924368.80
0.0009
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
0.0243
285029201.10
285029201.10
0.0032
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
0.0241
500017410.00
500017410.00
0.0056
N
N
Y
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.400000%
06742TLU8
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0239
264000081.84
264000081.84
0.0030
N
Y
Y
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
0.0241
22394011.81
22394011.81
0.0003
N
N
Y
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
0.0247
95028110.11
95028110.11
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
0.0255
54867749.20
54867749.20
0.0006
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
0.0258
97719284.88
97719284.88
0.0011
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
0.0258
73582814.72
73582814.72
0.0008
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
0.0261
77740268.58
77740268.58
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
0.0261
58197001.60
58197001.60
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MS64
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
Societe Generale SA
1.0000
N
0.0261
24878655.50
24878655.50
0.0003
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MS80
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
Y
Societe Generale SA
1.0000
N
0.0261
71640372.24
71640372.24
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSE7
549300KOFKIMD0C37W24
US06945MSE74
Asset Backed Commercial Paper
Y
2019-05-14
2019-05-14
2019-05-14
N
Y
Societe Generale SA
1.0000
N
0.0260
48834041.50
48834041.50
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSM9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
Y
Societe Generale SA
1.0000
N
0.0259
99409372.00
99409372.00
0.0011
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSP2
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-23
2019-05-23
2019-05-23
N
Y
Societe Generale SA
1.0000
N
0.0259
39758173.20
39758173.20
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSU1
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
Societe Generale SA
1.0000
N
0.0259
18878529.77
18878529.77
0.0002
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
0.0250
324062133.48
324062133.48
0.0037
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
0.0247
303003145.14
303003145.14
0.0034
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.470000%
0727MAYK1
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0247
240999987.95
240999987.95
0.0027
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.450000%
0727MAYN5
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0247
15999943.52
15999943.52
0.0002
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.709100%
07644DGS1
Asset Backed Commercial Paper
Y
2019-03-01
2019-07-01
2019-07-01
N
Y
Royal Bank of Canada
1.0000
N
0.0260
40012800.00
40012800.00
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.837900%
07644DGZ5
Asset Backed Commercial Paper
Y
2019-03-13
2019-08-13
2019-08-13
N
Y
Royal Bank of Canada
1.0000
N
0.0262
55052800.00
55052800.00
0.0006
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.767500%
07644DHK7
Asset Backed Commercial Paper
Y
2019-05-06
2019-11-04
2019-11-04
N
Y
Royal Bank of Canada
1.0000
N
0.0263
45004281.75
45004281.75
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.737600%
07646KDY3
Asset Backed Commercial Paper
Y
2019-05-08
2019-11-08
2019-11-08
N
Y
Royal Bank of Canada
1.0000
N
0.0260
125012118.75
125012118.75
0.0014
N
N
N
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
0.0248
62917539.93
62917539.93
0.0007
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
0.0250
99729167.00
99729167.00
0.0011
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
0.0252
120542801.50
120542801.50
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
0.0253
33852088.78
33852088.78
0.0004
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MSE5
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-14
2019-05-14
2019-05-14
N
Y
Societe Generale SA
1.0000
N
0.0254
43170793.75
43170793.75
0.0005
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MSF2
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-15
2019-05-15
2019-05-15
N
Y
Societe Generale SA
1.0000
N
0.0254
89518159.80
89518159.80
0.0010
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.410000%
10513EJA7
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0240
561000403.92
561000403.92
0.0063
N
N
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.410000%
10513EJB5
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0241
763000495.95
763000495.95
0.0086
N
N
Y
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
0.0239
53996422.50
53996422.50
0.0006
N
Y
Y
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
0.0244
49962798.50
49962798.50
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
0.0244
85930053.62
85930053.62
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
0.0250
155555655.84
155555655.84
0.0018
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
0.0253
35863326.00
35863326.00
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
0.0254
36824886.03
36824886.03
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3SD5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-13
2019-05-13
2019-05-13
N
Y
Citibank NA
1.0000
N
0.0254
97488331.22
97488331.22
0.0011
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3SM5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
Y
Citibank NA
1.0000
N
0.0254
99168374.16
99168374.16
0.0011
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3SN3
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-22
2019-05-22
2019-05-22
N
Y
Citibank NA
1.0000
N
0.0254
66111028.87
66111028.87
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3T36
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Citibank NA
1.0000
N
0.0254
29799154.20
29799154.20
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3T51
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Citibank NA
1.0000
N
0.0254
55617194.64
55617194.64
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3VL3
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-08-20
2019-08-20
2019-08-20
N
Y
Citibank NA
1.0000
N
0.0257
29629059.30
29629059.30
0.0003
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
0.0243
189833411.80
189833411.80
0.0021
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
0.0244
58971818.60
58971818.60
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
0.0246
81764373.00
81764373.00
0.0009
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
0.0250
49802241.50
49802241.50
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USG7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-16
2019-05-16
2019-05-16
N
Y
Citibank NA
1.0000
N
0.0253
74594466.75
74594466.75
0.0008
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USL6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
Citibank NA
1.0000
N
0.0253
99430075.00
99430075.00
0.0011
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USM4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
Y
Citibank NA
1.0000
N
0.0253
73771725.76
73771725.76
0.0008
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USQ5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-24
2019-05-24
2019-05-24
N
Y
Citibank NA
1.0000
N
0.0254
54670412.50
54670412.50
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UT50
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Citibank NA
1.0000
N
0.0255
42704322.54
42704322.54
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UT68
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
Citibank NA
1.0000
N
0.0255
17775598.04
17775598.04
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVD0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
Y
Citibank NA
1.0000
N
0.0259
24701430.50
24701430.50
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVF5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-15
2019-08-15
2019-08-15
N
Y
Citibank NA
1.0000
N
0.0259
29637260.10
29637260.10
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVP3
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-23
2019-08-23
2019-08-23
N
Y
Citibank NA
1.0000
N
0.0259
68124957.18
68124957.18
0.0008
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
0.0240
90005813.10
90005813.10
0.0010
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.936300%
13606BFY7
2IGI19DL77OX0HC3ZE78
US13606BFY74
0000800030
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0258
28010724.28
28010724.28
0.0003
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.789900%
13606BH58
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-03-25
2019-07-25
2019-07-25
N
N
N
0.0258
175146417.25
175146417.25
0.0020
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.853000%
13606BM86
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-03-29
2019-09-30
2019-09-30
N
N
N
0.0262
80108800.00
80108800.00
0.0009
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
0.0251
200185766.00
200185766.00
0.0023
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.664000%
13606BP42
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-03-01
2019-11-01
2019-11-01
N
N
N
0.0263
125008750.00
125008750.00
0.0014
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608BVP6
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2019-08-23
2019-08-23
2019-08-23
N
N
N
0.0258
162920412.60
162920412.60
0.0018
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
0.0246
179728959.60
179728959.60
0.0020
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
0.0247
156830747.88
156830747.88
0.0018
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 2.490000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
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
0.0265
99509055.50
99509055.50
0.0011
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
0.0239
194987081.25
194987081.25
0.0022
N
Y
Y
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
0.0254
49739355.50
49739355.50
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
0.0253
99368750.00
99368750.00
0.0011
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
0.0253
58329026.88
58329026.88
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
0.0253
83882398.80
83882398.80
0.0009
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
0.0253
24815520.75
24815520.75
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
0.0254
98092665.00
98092665.00
0.0011
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
0.0254
85168386.88
85168386.88
0.0010
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UW51
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0256
49328525.00
49328525.00
0.0006
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
0.0241
74974917.00
74974917.00
0.0008
N
N
Y
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
0.0245
68929706.25
68929706.25
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
0.0247
23953893.36
23953893.36
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
0.0253
73724479.50
73724479.50
0.0008
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
0.0254
155384597.16
155384597.16
0.0018
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
0.0253
29850071.70
29850071.70
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WSH1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-05-17
2019-05-17
2019-05-17
N
Y
Citibank NA
1.0000
N
0.0253
144703362.77
144703362.77
0.0016
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WT31
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Citibank NA
1.0000
N
0.0252
49667236.00
49667236.00
0.0006
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WT49
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Citibank NA
1.0000
N
0.0252
75190690.40
75190690.40
0.0008
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
0.0253
42691639.69
42691639.69
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WVE4
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-14
2019-08-14
2019-08-14
N
Y
Citibank NA
1.0000
N
0.0260
24698356.25
24698356.25
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WVV6
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
Citibank NA
1.0000
N
0.0261
24669998.50
24669998.50
0.0003
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
0.0243
65011158.55
65011158.55
0.0007
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
0.0243
19975720.00
19975720.00
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
0.0260
128627112.90
128627112.90
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DVV0
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
JP Morgan Securities LLC
1.0000
N
0.0259
24672652.75
24672652.75
0.0003
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
0.0258
79089106.40
79089106.40
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
0.0258
49427111.00
49427111.00
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.927600%
19423CJL7
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
Y
JP Morgan Securities LLC
1.0000
N
0.0259
170064205.60
170064205.60
0.0019
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
0.0260
90033322.50
90033322.50
0.0010
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
0.0261
186582365.86
186582365.86
0.0021
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
0.0261
164061696.80
164061696.80
0.0019
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
0.0262
113511532.74
113511532.74
0.0013
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.822600%
19423EGF9
Asset Backed Commercial Paper
Y
2019-03-08
2019-05-08
2019-05-08
N
Y
JP Morgan Securities LLC
1.0000
N
0.0259
100040400.00
100040400.00
0.0011
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
0.0260
46017031.50
46017031.50
0.0005
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
0.0261
50022082.00
50022082.00
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.683400%
19423EGU6
Asset Backed Commercial Paper
Y
2019-06-03
2019-09-03
2019-09-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0262
140009746.80
140009746.80
0.0016
N
N
N
N
COMMERCE CHARTER TOWNSHIP
TAXABLE LT GO REFUNDING BONDS SERIES 2008 2.450000%
200578NX6
US200578NX61
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2034-10-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0245
19880000.00
19880000.00
0.0002
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.813800%
20271EQK8
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-03-04
2019-07-03
2019-07-03
N
N
N
0.0259
255172380.00
255172380.00
0.0029
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
0.0253
100043693.00
100043693.00
0.0011
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.598800%
20271EQR3
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-03-15
2019-08-15
2019-08-15
N
N
N
0.0259
200013232.00
200013232.00
0.0023
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.632300%
20272AH41
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-03-07
2019-08-07
2019-08-07
N
N
N
0.0259
77005467.00
77005467.00
0.0009
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.597900%
20272AH82
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-03-13
2019-08-13
2019-08-13
N
N
N
0.0259
28099466.10
28099466.10
0.0003
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 2.430000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
25000000.00
25000000.00
0.0003
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.658800%
21684B6Q2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-03-15
2019-05-15
2019-05-15
N
N
N
0.0252
144040752.00
144040752.00
0.0016
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.643100%
21684B6W9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
140705346.60
140705346.60
0.0016
N
N
Y
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
0.0258
347707589.15
347707589.15
0.0039
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.697000%
21684L2W1
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-05-13
2019-11-13
2019-11-13
N
N
N
0.0260
90008899.20
90008899.20
0.0010
N
N
N
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
0.0249
460252205.09
460252205.09
0.0052
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.686900%
22549LMD4
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-03-11
2019-04-09
2019-04-09
N
N
N
0.0266
181000850.70
181000850.70
0.0020
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
0.0265
161053105.85
161053105.85
0.0018
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.630000%
22549LVX0
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0265
186985980.61
186985980.61
0.0021
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
0.0250
42017293.92
42017293.92
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
0.0251
65028221.05
65028221.05
0.0007
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
0.0252
204091842.84
204091842.84
0.0023
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
0.0252
75030347.25
75030347.25
0.0008
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.710000%
22845AHP8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-05-10
2019-05-10
2019-05-10
N
Y
Credit Suisse AG
1.0000
N
0.0256
101528394.63
101528394.63
0.0011
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.630000%
22845AHV5
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-05-17
2019-05-17
2019-05-17
N
Y
Credit Suisse AG
1.0000
N
0.0258
42004722.06
42004722.06
0.0005
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.620000%
22845AJB7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
Credit Suisse AG
1.0000
N
0.0259
312019390.80
312019390.80
0.0035
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
0.0247
17991372.42
17991372.42
0.0002
N
N
Y
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
0.0247
119909617.20
119909617.20
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
0.0246
79895964.80
79895964.80
0.0009
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
0.0255
24893958.25
24893958.25
0.0003
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 2.730000%
23328AE59
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0242
157005201.41
157005201.41
0.0018
N
N
Y
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
0.0252
44008631.92
44008631.92
0.0005
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1VD9
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
N
N
0.0256
82020231.48
82020231.48
0.0009
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
0.0249
135027723.60
135027723.60
0.0015
N
N
N
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585MQ41
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0239
56984838.00
56984838.00
0.0006
N
N
Y
N
EMF, LLC
VARIABLE RATE DEMAND BONDS SERIES 2012 2.510000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2042-06-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0251
3540000.00
3540000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 2.590000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0259
2410000.00
2410000.00
0.0000
N
N
Y
N
EDWARD-ELMHURST HEALTHCARE
TAXABLE BONDS SERIES 2018 2.430000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
8000000.00
8000000.00
0.0001
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DQU7
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2019-03-28
2019-03-28
2019-03-28
N
N
N
0.0245
69367672.00
69367672.00
0.0008
N
N
N
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
0.0251
119473320.00
119473320.00
0.0013
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 2.673800%
30601YYF6
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2019-03-04
2019-04-04
2019-04-04
N
Y
Bank of Montreal
1.0000
N
0.0246
67012529.00
67012529.00
0.0008
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 2.793800%
34959TNW2
KGCEPHLVVKVRZYO1T647
Certificate of Deposit
Y
2019-03-14
2019-05-14
2019-05-14
N
N
N
0.0273
75009408.00
75009408.00
0.0008
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 2.630000%
34959TNZ5
KGCEPHLVVKVRZYO1T647
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0251
55013731.85
55013731.85
0.0006
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.490000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0249
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
0.0245
47960832.00
47960832.00
0.0005
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
0.0245
99911528.00
99911528.00
0.0011
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
0.0258
84021452.76
84021452.76
0.0009
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
0.0261
128765798.20
128765798.20
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
0.0261
33159714.37
33159714.37
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RV90
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-08-09
2019-08-09
2019-08-09
N
N
N
0.0262
74114737.50
74114737.50
0.0008
N
N
N
N
HSBC USA INC
HSBC USA INC 2.662300%
40434WCV1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0241
125005875.00
125005875.00
0.0014
N
N
Y
N
HSBC USA INC
HSBC USA INC 2.771400%
40434WCX7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-03-18
2019-05-17
2019-05-17
N
N
N
0.0253
51027846.00
51027846.00
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 2.772300%
40434WCY5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-03-21
2019-05-21
2019-05-21
N
N
N
0.0253
54029916.00
54029916.00
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
0.0259
43013264.21
43013264.21
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
0.0259
50008542.00
50008542.00
0.0006
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
0.0260
100000319.00
100000319.00
0.0011
N
N
Y
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.659100%
40435RAS0
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-03-01
2019-04-01
2019-04-01
N
N
N
0.0258
150007501.50
150007501.50
0.0017
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.663800%
40435RAU5
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-03-04
2019-04-02
2019-04-02
N
N
N
0.0258
35001828.75
35001828.75
0.0004
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.737500%
40435RBH3
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-05-06
2019-08-05
2019-08-05
N
N
N
0.0260
200011720.00
200011720.00
0.0023
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.734400%
40435RBK6
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-05-06
2019-08-06
2019-08-06
N
N
N
0.0260
74004371.92
74004371.92
0.0008
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.654500%
40435RBR1
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-06-04
2019-09-04
2019-09-04
N
N
N
0.0260
98807040.49
98807040.49
0.0011
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 2.430000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
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 2.430000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
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
0.0249
233256684.96
233256684.96
0.0026
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
0.0251
295551629.01
295551629.01
0.0033
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.822600%
46640CGN6
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-03-08
2019-05-08
2019-05-08
N
N
N
0.0251
379508994.30
379508994.30
0.0043
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.663100%
46640CGX4
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-03-06
2019-08-06
2019-08-06
N
N
N
0.0262
165014520.00
165014520.00
0.0019
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.737500%
46640EHY7
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-05-07
2019-08-05
2019-08-05
N
N
N
0.0260
150008790.00
150008790.00
0.0017
N
N
N
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
0.0268
87636606.39
87636606.39
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
0.0246
99630850.00
99630850.00
0.0011
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TF75
Asset Backed Commercial Paper
Y
2019-05-10
2019-05-10
2019-05-10
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0250
228864158.80
228864158.80
0.0026
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TF83
Asset Backed Commercial Paper
Y
2019-06-14
2019-06-14
2019-06-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
142945692.48
142945692.48
0.0016
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
0.0243
109740125.00
109740125.00
0.0012
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
0.0245
199347466.00
199347466.00
0.0023
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
0.0246
188315784.09
188315784.09
0.0021
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMB2
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0250
169198506.10
169198506.10
0.0019
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMC0
Asset Backed Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0249
149337066.00
149337066.00
0.0017
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMJ5
Asset Backed Commercial Paper
Y
2019-06-11
2019-06-11
2019-06-11
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
134059935.60
134059935.60
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMK2
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
248259140.00
248259140.00
0.0028
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NAC1
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
82398208.50
82398208.50
0.0009
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1Q71
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0250
52974287.58
52974287.58
0.0006
N
N
Y
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
0.0249
831000274.23
831000274.23
0.0094
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.400000%
51500VBS7
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0239
182000065.52
182000065.52
0.0021
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.400000%
51500VBV0
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0239
379000613.98
379000613.98
0.0043
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MR36
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-04-03
2019-04-03
2019-04-03
N
Y
Natixis SA
1.0000
N
0.0250
420904244.28
420904244.28
0.0048
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
0.0240
21998533.26
21998533.26
0.0002
N
Y
Y
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
0.0241
94974581.80
94974581.80
0.0011
N
N
Y
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
0.0242
24488495.29
24488495.29
0.0003
N
N
Y
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
0.0242
24986566.75
24986566.75
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
0.0243
68149465.85
68149465.85
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
0.0248
74788081.50
74788081.50
0.0008
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RS74
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0254
99520600.00
99520600.00
0.0011
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RSQ2
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-05-24
2019-05-24
2019-05-24
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0257
123248439.72
123248439.72
0.0014
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RT40
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0258
123741755.20
123741755.20
0.0014
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK BRANCH)
LLOYDS BANK CORPORATE MARKETS PLC (NEW YORK BRANCH) 2.750000%
53947CAS7
213800MBWEIJDM5CU638
Certificate of Deposit
Y
2019-03-11
2019-03-11
2019-03-11
N
N
N
0.0242
200019152.00
200019152.00
0.0023
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
0.0240
92000503.24
92000503.24
0.0010
N
N
Y
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
0.0253
147470308.33
147470308.33
0.0017
N
N
N
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
0.0253
50025993.50
50025993.50
0.0006
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.802300%
55379WRP3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-03-07
2019-05-07
2019-05-07
N
N
N
0.0258
172061467.64
172061467.64
0.0019
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.789900%
55379WSN7
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-03-25
2019-05-23
2019-05-23
N
N
N
0.0254
135079110.00
135079110.00
0.0015
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
0.0255
135108338.85
135108338.85
0.0015
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
0.0251
339163377.66
339163377.66
0.0038
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
0.0251
178078273.72
178078273.72
0.0020
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
0.0254
41021821.84
41021821.84
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
0.0255
81034314.03
81034314.03
0.0009
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
0.0250
42011447.94
42011447.94
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
0.0260
160136051.20
160136051.20
0.0018
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
0.0253
80015832.00
80015832.00
0.0009
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.620000%
55379WYW0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0255
123019146.18
123019146.18
0.0014
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.590000%
55379WZG4
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0255
200018950.00
200018950.00
0.0023
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
0.0251
49860666.50
49860666.50
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
0.0252
265699426.01
265699426.01
0.0030
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
0.0242
70961817.62
70961817.62
0.0008
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
0.0244
38968280.13
38968280.13
0.0004
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
0.0244
55351007.82
55351007.82
0.0006
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
0.0246
67402290.44
67402290.44
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
0.0248
65036082.58
65036082.58
0.0007
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
0.0250
82729639.12
82729639.12
0.0009
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
0.0253
113022354.55
113022354.55
0.0013
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157US19
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0253
29919272.58
29919272.58
0.0003
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
0.0253
30854206.07
30854206.07
0.0003
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157USD3
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-13
2019-05-13
2019-05-13
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0253
18901189.36
18901189.36
0.0002
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157USL5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0253
48173980.35
48173980.35
0.0005
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UT34
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0254
88999430.91
88999430.91
0.0010
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UTH3
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-17
2019-06-17
2019-06-17
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0255
53582421.24
53582421.24
0.0006
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
0.0260
57397496.00
57397496.00
0.0006
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UVC1
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0261
14820906.30
14820906.30
0.0002
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
0.0243
74898666.75
74898666.75
0.0008
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
0.0244
120196155.58
120196155.58
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.790000%
60683BMX8
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0243
120013809.60
120013809.60
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.640000%
60683BNZ2
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0255
154022862.84
154022862.84
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.600000%
60683BPG2
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-05-09
2019-05-09
2019-05-09
N
N
N
0.0256
151509999.00
151509999.00
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.600000%
60683BPL1
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0257
224013213.76
224013213.76
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.590000%
60683BPS6
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0259
89000801.89
89000801.89
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.590000%
60683BPT4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0258
38000755.44
38000755.44
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.580000%
60683BPW7
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0260
85995859.10
85995859.10
0.0010
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
0.0250
149510025.00
149510025.00
0.0017
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
0.0253
119527359.60
119527359.60
0.0013
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
0.0241
248037946.48
248037946.48
0.0028
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
0.0244
385118248.90
385118248.90
0.0043
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
0.0246
51016307.25
51016307.25
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
0.0247
166053868.66
166053868.66
0.0019
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
0.0248
165049958.70
165049958.70
0.0019
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
0.0254
220066288.20
220066288.20
0.0025
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
0.0255
82021112.54
82021112.54
0.0009
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
0.0255
83018497.38
83018497.38
0.0009
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
0.0256
20003718.40
20003718.40
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.620000%
60700A7K4
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0256
117013700.70
117013700.70
0.0013
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.600000%
60710A2F8
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0257
75005063.25
75005063.25
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A2J0
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0255
99006655.77
99006655.77
0.0011
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A3A8
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0258
37000570.17
37000570.17
0.0004
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478TV48
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0257
194000252.20
194000252.20
0.0022
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.590000%
62478TV71
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0260
189993614.10
189993614.10
0.0021
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
0.0256
212004914.38
212004914.38
0.0024
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
0.0248
25007449.50
25007449.50
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
2019-03-07
2019-03-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0244
83000000.00
83000000.00
0.0009
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 2.430000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0243
39970000.00
39970000.00
0.0005
N
N
Y
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
0.0241
33988619.52
33988619.52
0.0004
N
N
Y
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
0.0243
199851806.00
199851806.00
0.0023
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
0.0243
123882674.92
123882674.92
0.0014
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SRP5
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0249
31880624.00
31880624.00
0.0004
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SS25
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0249
97672529.25
97672529.25
0.0011
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SS74
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0250
67679146.08
67679146.08
0.0008
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.710000%
65558TBP9
0001002614
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0235
200007566.00
200007566.00
0.0023
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.770000%
65558TCB9
0001002614
Certificate of Deposit
Y
2019-03-14
2019-03-14
2019-03-14
N
N
N
0.0238
150022035.00
150022035.00
0.0017
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.770000%
65558TCP8
0001002614
Certificate of Deposit
Y
2019-03-28
2019-03-28
2019-03-28
N
N
N
0.0241
85022996.75
85022996.75
0.0010
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.700000%
65558TCV5
0001002614
Certificate of Deposit
Y
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0244
30008405.70
30008405.70
0.0003
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.590000%
65558TDZ5
0001002614
Certificate of Deposit
Y
2019-06-12
2019-06-12
2019-06-12
N
N
N
0.0254
187423147.65
187423147.65
0.0021
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.630000%
65558TEC5
0001002614
Certificate of Deposit
Y
2019-08-14
2019-08-14
2019-08-14
N
N
N
0.0261
210020535.90
210020535.90
0.0024
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.610000%
65558TEK7
0001002614
Certificate of Deposit
Y
2019-08-26
2019-08-26
2019-08-26
N
N
N
0.0261
216995134.86
216995134.86
0.0025
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
0.0240
198000427.68
198000427.68
0.0022
N
Y
Y
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
0.0245
99918400.00
99918400.00
0.0011
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
0.0251
49836022.00
49836022.00
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
0.0252
22914737.62
22914737.62
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
0.0252
76709055.50
76709055.50
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
0.0254
24841562.50
24841562.50
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UT37
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Royal Bank of Canada
1.0000
N
0.0254
27812543.92
27812543.92
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
0.0255
49535678.00
49535678.00
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UVL4
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-08-20
2019-08-20
2019-08-20
N
Y
Royal Bank of Canada
1.0000
N
0.0257
31604329.92
31604329.92
0.0004
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.631400%
67984RGM5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-03-18
2019-03-18
2019-03-18
N
Y
Royal Bank of Canada
1.0000
N
0.0243
114111181.80
114111181.80
0.0013
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.639900%
67984RGN3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-03-25
2019-03-25
2019-03-25
N
Y
Royal Bank of Canada
1.0000
N
0.0244
132520670.00
132520670.00
0.0015
N
N
N
N
OPUS INSPECTION INC
VARIABLE RATE TAXABLE DEMAND NOTES SERIES 2019 2.490000%
68404RAB5
US68404RAB50
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2034-01-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0249
30000000.00
30000000.00
0.0003
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.663100%
69033MBF3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
105004410.00
105004410.00
0.0012
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.637900%
69033MBQ9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-03-13
2019-03-13
2019-03-13
N
N
N
0.0242
99007524.00
99007524.00
0.0011
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
0.0249
21004475.10
21004475.10
0.0002
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
0.0253
100015477.00
100015477.00
0.0011
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
0.0252
88011853.60
88011853.60
0.0010
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
0.0252
47005489.60
47005489.60
0.0005
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.738500%
69033MFL6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-07
2019-11-07
2019-11-07
N
N
N
0.0260
194018709.36
194018709.36
0.0022
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.646900%
69033MFM4
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-03-12
2019-11-12
2019-11-12
N
N
N
0.0263
414969290.00
414969290.00
0.0047
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.560000%
69033MFP7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0253
18001007.64
18001007.64
0.0002
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.560000%
69033MFY8
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0256
26000000.00
26000000.00
0.0003
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
0.0248
15987860.96
15987860.96
0.0002
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.682900%
69034CHF8
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-05-20
2019-11-19
2019-11-19
N
N
N
0.0260
199020558.69
199020558.69
0.0022
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ11
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0240
187987482.96
187987482.96
0.0021
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ45
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0240
141962117.24
141962117.24
0.0016
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ52
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0240
142952293.77
142952293.77
0.0016
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ60
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
136945108.21
136945108.21
0.0015
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ78
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0241
137935465.68
137935465.68
0.0016
N
N
Y
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
0.0247
24938275.00
24938275.00
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
0.0261
19827185.60
19827185.60
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
0.0260
46162814.18
46162814.18
0.0005
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
0.0245
92930521.56
92930521.56
0.0010
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
0.0246
129831217.10
129831217.10
0.0015
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
0.0248
101767932.66
101767932.66
0.0011
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
0.0252
35881795.08
35881795.08
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
0.0253
23910642.00
23910642.00
0.0003
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KS28
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
BNP Paribas SA
1.0000
N
0.0255
75661249.00
75661249.00
0.0009
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
0.0255
14932053.30
14932053.30
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
0.0256
47737584.00
47737584.00
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSL6
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
BNP Paribas SA
1.0000
N
0.0256
270433892.00
270433892.00
0.0031
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSU6
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
BNP Paribas SA
1.0000
N
0.0256
44516022.66
44516022.66
0.0005
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.793600%
78012UDT9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0257
200081952.00
200081952.00
0.0023
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.758900%
78012UDW2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-05-28
2019-05-28
2019-05-28
N
N
N
0.0257
359146780.74
359146780.74
0.0041
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
0.0259
102002805.00
102002805.00
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
0.0256
380058421.20
380058421.20
0.0043
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
0.0260
250193540.00
250193540.00
0.0028
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.820600%
78014XBJ5
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-04-29
2020-01-27
2020-01-27
N
N
N
0.0263
126038537.10
126038537.10
0.0014
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.696300%
78014XBQ9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-05-28
2020-02-26
2020-02-26
N
N
N
0.0264
494278122.00
494278122.00
0.0056
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
2019-03-07
2019-03-07
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%
80285QQ45
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0239
199946888.00
199946888.00
0.0023
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QQ52
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0239
394868773.10
394868773.10
0.0045
N
N
Y
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
0.0239
199161131.66
199161131.66
0.0022
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
0.0260
188045740.40
188045740.40
0.0021
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
0.0253
193046970.41
193046970.41
0.0022
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.580000%
83050F6C0
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0255
50003535.50
50003535.50
0.0006
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.630000%
83050F6J5
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-08-14
2019-08-14
2019-08-14
N
N
N
0.0260
150021552.00
150021552.00
0.0017
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.610000%
83050F6P1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0261
102000428.40
102000428.40
0.0012
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
0.0243
88441467.29
88441467.29
0.0010
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
0.0245
136398023.58
136398023.58
0.0015
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
0.0245
16986128.00
16986128.00
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
0.0245
48756825.66
48756825.66
0.0006
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MRG0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
Y
BNP Paribas SA
1.0000
N
0.0252
104655235.65
104655235.65
0.0012
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.758800%
8574P1LW4
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-03-15
2019-05-15
2019-05-15
N
N
N
0.0263
172045547.32
172045547.32
0.0019
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
0.0242
400041792.00
400041792.00
0.0045
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562LVK5
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0263
53914703.39
53914703.39
0.0006
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
0.0239
31001224.19
31001224.19
0.0004
N
N
Y
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
0.0240
151011944.10
151011944.10
0.0017
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
0.0241
10001251.60
10001251.60
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
0.0242
13002470.13
13002470.13
0.0001
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
0.0243
86018903.66
86018903.66
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
0.0247
65023847.85
65023847.85
0.0007
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
0.0245
38010550.70
38010550.70
0.0004
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
0.0247
50015699.00
50015699.00
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
0.0254
400126016.00
400126016.00
0.0045
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
0.0252
22006034.16
22006034.16
0.0002
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
0.0252
150039046.50
150039046.50
0.0017
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
0.0252
50013024.00
50013024.00
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
0.0254
108519694.92
108519694.92
0.0012
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.620000%
86564FRY1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0255
130016372.20
130016372.20
0.0015
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.630000%
86564FRZ8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0257
125015517.50
125015517.50
0.0014
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.620000%
86564FSL8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-05-22
2019-05-22
2019-05-22
N
N
N
0.0257
173017002.44
173017002.44
0.0020
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.410000%
86564FTF0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0239
29000087.29
29000087.29
0.0003
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.570000%
86564FTH6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0261
23022655.00
23022655.00
0.0003
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
0.0243
45931577.76
45931577.76
0.0005
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.759900%
86565BPL9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-03-25
2019-04-23
2019-04-23
N
N
N
0.0258
199801136.00
199801136.00
0.0023
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.793800%
86565BPM7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-03-04
2019-05-03
2019-05-03
N
N
N
0.0258
191061876.36
191061876.36
0.0022
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
0.0242
161010072.16
161010072.16
0.0018
N
N
Y
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
0.0260
532231207.20
532231207.20
0.0060
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.812600%
86565BSU6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-03-08
2019-07-08
2019-07-08
N
N
N
0.0260
55037400.00
55037400.00
0.0006
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
0.0259
156132576.60
156132576.60
0.0018
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
0.0260
150103072.50
150103072.50
0.0017
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.683800%
86565BUP4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-03-07
2019-08-07
2019-08-07
N
N
N
0.0262
150028650.00
150028650.00
0.0017
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.590000%
86565BVH1
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-29
2019-05-29
2019-05-29
N
N
N
0.0256
102008170.20
102008170.20
0.0012
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.560000%
86565BVS7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0255
240006710.40
240006710.40
0.0027
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
0.0260
452926607.95
452926607.95
0.0051
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
0.0260
23513480.54
23513480.54
0.0003
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.682900%
86958J5F2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-05-20
2019-11-19
2019-11-19
N
N
N
0.0260
77007954.87
77007954.87
0.0009
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.647900%
86958JQ93
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-03-13
2019-03-13
2019-03-13
N
N
N
0.0242
31002449.00
31002449.00
0.0004
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.652300%
86958JR92
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-03-21
2019-05-21
2019-05-21
N
N
N
0.0253
144040464.00
144040464.00
0.0016
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
0.0257
143052515.32
143052515.32
0.0016
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
0.0241
19916920.00
19916920.00
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
0.0249
191880922.31
191880922.31
0.0022
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
0.0249
198825112.00
198825112.00
0.0022
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
0.0238
46407533.04
46407533.04
0.0005
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.762600%
87019VUF2
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2019-03-08
2019-07-08
2019-07-08
N
N
N
0.0260
12006012.00
12006012.00
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
0.0245
100029147.00
100029147.00
0.0011
N
N
N
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.590000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0259
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
0.0251
49839511.00
49839511.00
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
0.0252
97443458.00
97443458.00
0.0011
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
0.0260
74257060.50
74257060.50
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.630400%
89114MFK8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-03-19
2019-03-19
2019-03-19
N
N
N
0.0243
136013872.00
136013872.00
0.0015
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.781100%
89114MKB2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-03-22
2019-07-22
2019-07-22
N
N
N
0.0264
503296830.36
503296830.36
0.0057
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
0.0264
285205653.15
285205653.15
0.0032
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
0.0246
140079893.80
140079893.80
0.0016
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
0.0253
196181166.72
196181166.72
0.0022
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.610000%
89114MVS3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0258
269043298.24
269043298.24
0.0030
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.610000%
89114MVY0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0258
204033239.76
204033239.76
0.0023
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.829900%
89120DKX6
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-03-25
2019-08-23
2019-08-23
N
N
N
0.0262
56056000.00
56056000.00
0.0006
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
0.0264
153130969.53
153130969.53
0.0017
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QQ52
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
Total SA
1.0000
N
0.0240
664778242.45
664778242.45
0.0075
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
0.0250
31061545.69
31061545.69
0.0004
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
0.0230
80979272.91
80979272.91
0.0009
N
N
Y
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
0.0257
157016092.50
157016092.50
0.0018
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
0.0256
100013632.00
100013632.00
0.0011
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.649900%
89233AJ42
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-03-25
2019-05-21
2019-05-21
N
N
N
0.0253
250065750.00
250065750.00
0.0028
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.673800%
89233AJ75
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-03-04
2019-06-28
2019-06-28
N
N
N
0.0259
175032375.00
175032375.00
0.0020
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.673800%
89233AJ83
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-03-04
2019-06-27
2019-06-27
N
N
N
0.0259
295056050.00
295056050.00
0.0033
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
0.0260
150114027.00
150114027.00
0.0017
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.696300%
89233LBT1
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2019-05-28
2019-11-22
2019-11-22
N
N
N
0.0265
85009064.40
85009064.40
0.0010
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
0.0260
79403636.52
79403636.52
0.0009
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.727800%
89237BBB8
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-05-13
2019-11-08
2019-11-08
N
N
N
0.0263
184018144.24
184018144.24
0.0021
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.777900%
90276JFV3
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-03-13
2019-05-13
2019-05-13
N
N
N
0.0252
175089250.00
175089250.00
0.0020
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
0.0266
25004701.75
25004701.75
0.0003
N
N
N
N
US BANK NATIONAL ASSOCIATION
US BANK NATIONAL ASSOCIATION 2.647900%
90333VYD6
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2019-03-13
2019-05-13
2019-05-13
N
N
N
0.0252
400097600.00
400097600.00
0.0045
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
0.0253
16948606.62
16948606.62
0.0002
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
0.0244
20970073.32
20970073.32
0.0002
N
N
N
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
0.0243
40489073.91
40489073.91
0.0005
N
N
Y
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
0.0245
49962646.00
49962646.00
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
0.0248
13969137.84
13969137.84
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
0.0250
40839271.20
40839271.20
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS18
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
Natixis SA
1.0000
N
0.0255
35842024.08
35842024.08
0.0004
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS26
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
Natixis SA
1.0000
N
0.0255
46790344.75
46790344.75
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
0.0255
127391580.16
127391580.16
0.0014
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
0.0256
21893784.00
21893784.00
0.0002
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MSA8
Asset Backed Commercial Paper
Y
2019-05-10
2019-05-10
2019-05-10
N
Y
Natixis SA
1.0000
N
0.0256
24873777.75
24873777.75
0.0003
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MT33
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Natixis SA
1.0000
N
0.0259
21849461.92
21849461.92
0.0002
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MT41
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Natixis SA
1.0000
N
0.0260
12910040.00
12910040.00
0.0001
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
0.0243
69981115.40
69981115.40
0.0008
N
N
Y
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
0.0243
58980087.50
58980087.50
0.0007
N
N
Y
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
0.0245
64419390.85
64419390.85
0.0007
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
0.0245
99911528.00
99911528.00
0.0011
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
0.0245
99904606.00
99904606.00
0.0011
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LSU5
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
MUFG BANK LTD
1.0000
N
0.0256
139115685.80
139115685.80
0.0016
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.774800%
F8SB4JFBSYQFRQEH3Z21
0000833029
934KVW003
Certificate of Deposit
Y
2019-03-20
2019-05-20
2019-05-20
N
N
N
0.0253
149582225.00
149582225.00
0.0017
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
0.0274
314080698.00
314080698.00
0.0035
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.580000%
529900HNOAA1KXQJUQ27
0001074042
934MHQ008
Certificate of Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0258
147001784.58
147001784.58
0.0017
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
0.0244
150007720.50
150007720.50
0.0017
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
0.0251
306078033.06
306078033.06
0.0035
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.604100%
MSFSBD3QN1GSN7Q6C537
0000008565
934PPH002
Certificate of Deposit
Y
2019-03-12
2019-08-12
2019-08-12
N
N
N
0.0261
228996107.00
228996107.00
0.0026
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
0.0247
175099296.75
175099296.75
0.0020
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.793000%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-29
2019-06-03
2019-06-03
N
N
N
0.0241
200190058.00
200190058.00
0.0023
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
0.0253
85103541.90
85103541.90
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
0.0253
751138230.00
751138230.00
0.0085
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.717000%
94989R5H7
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-05-13
2019-11-12
2019-11-12
N
N
N
0.0262
290028704.20
290028704.20
0.0033
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.690000%
94989R5L8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-11-13
2019-11-13
2019-11-13
N
N
N
0.0266
175035715.75
175035715.75
0.0020
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
0.0253
50017822.50
50017822.50
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
0.0261
295002159.40
295002159.40
0.0033
N
N
Y
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
0.0261
217005292.63
217005292.63
0.0025
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
0.0252
150019714.50
150019714.50
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.698800%
94989RX86
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-15
2019-07-15
2019-07-15
N
N
N
0.0259
220091436.40
220091436.40
0.0025
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.710400%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-18
2019-07-16
2019-07-16
N
N
N
0.0259
287141175.30
287141175.30
0.0032
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 2.754800%
96130AAV0
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2019-03-20
2019-05-20
2019-05-20
N
N
N
0.0253
76038456.00
76038456.00
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
0.0276
95014915.00
95014915.00
0.0011
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.646300%
MSFSBD3QN1GSN7Q6C537
0000008565
965YPF009
Certificate of Deposit
Y
2019-05-28
2019-11-26
2019-11-26
N
N
N
0.0263
200021400.00
200021400.00
0.0023
N
N
N
N
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
OCP CLO 2014 5 LTD
254900NXH68CRC058O44
2031-04-26
8.464750
2730000.00
2683134.09
Asset-Backed Securities
OPTION ONE MTG LN TR 2003-6 A-3 20331125 FLT
2033-11-25
3.349880
14000000.00
435625.51
Asset-Backed Securities
ZAIS8 2018-1A E
2029-04-15
10.530300
15967500.00
15640491.10
Asset-Backed Securities
MIDOCEAN CREDIT CLO I 2013-1RR D-RR 20240116 FLT
2024-01-16
7.937310
1000000.00
967706.68
Asset-Backed Securities
SOUTH CAROLINA ST LN 2015-A A1 20360125 FLT
2036-01-25
3.989880
65000.00
39614.75
Asset-Backed Securities
TOWD PT MTG TR 2016-1 M2 20550225 FLT
2055-02-25
3.500000
1604000.00
1565009.43
Asset-Backed Securities
MOSAIC SOLAR LNS 2019-1 A 20431221 4.3
2043-12-21
4.370000
7350000.00
7425907.53
Asset-Backed Securities
NAVIENT PRIV ED LN TR 2017-A B 20581216 3.9
2058-12-16
3.910000
332315.00
326992.62
Asset-Backed Securities
ANCHORAGE CAP CLO 3-R 2018-3-R E 20310128 FLT
549300V7DN3VJ8H1GE96
2031-01-28
8.264750
4000000.00
3688230.86
Asset-Backed Securities
CWHEQ REV HEQ RES 2006-RES 05C1B 20350715 FLT
2035-07-15
2.668750
10911840.00
474671.30
Asset-Backed Securities
DSLA MTG LN TR 2005-AR3 X-2 20450719 FLT
2045-07-19
1.440370
685000000.00
2597469.52
Asset-Backed Securities
NOVASTAR MTG FDG TR 2006-1 M-1 20360525 FLT
2036-05-25
2.939880
52767000.00
1045777.00
Asset-Backed Securities
MARLETTE FDG TR 2018-3 B 20280915 3.8
549300ICATMFOKQ20083
2028-09-15
3.860000
8000000.00
8037231.11
Asset-Backed Securities
JPMMT 2016-1 B5
2046-05-25
8.314750
5000000.00
4591889.97
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 F 20370618 FLT
2037-06-18
4.738750
4350000.00
4261616.49
Asset-Backed Securities
IRWIN HOME EQUITY TR 2007-1 IIA-3 20370825 FLT
2037-08-25
6.150000
6000000.00
5747969.46
Asset-Backed Securities
CONSUMER LN BD CLUB TR 2018-P3 A 20260115 3.8
2026-01-15
3.820000
10445000.00
9701428.36
Asset-Backed Securities
ANCHORAGE CAP CLO 4-R 2018-4-R E 20310128 FLT
549300MP4QPQUMB6AD63
2031-01-28
8.264750
8400000.00
7745788.81
Asset-Backed Securities
APEX CR CLO 2018 LTD
2031-04-25
0.00
4000000.00
3436400.00
Asset-Backed Securities
ARES XXIX CLO 2014-29 D 20260417 FLT
549300BCHSM41VYCXI96
2026-04-17
7.573440
4600000.00
4519386.41
Asset-Backed Securities
MIDOCEAN CR CLO III 2014-3R E-R 20310421 FLT
549300XSCUX0ONI5KZ96
2031-04-21
8.961000
1620000.00
1522250.82
Asset-Backed Securities
MS MTG LN TR 2006-14SL A-1 20361125 FLT
2036-11-25
2.809880
27000000.00
1151611.26
Asset-Backed Securities
BAMLL 2016-FR15 C
2047-10-26
10.451000
1116250.00
1001008.35
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 E 20340919 4.0
2034-09-19
4.011000
29250000.00
29015227.31
Asset-Backed Securities
UPSTART SEC TR 2018-1 B 20250820 3.8
2025-08-20
3.887000
10000000.00
10017577.78
Asset-Backed Securities
SHACKLETON 2013 III CLO LTD
549300S9WB2KLCOJR134
2030-07-15
8.667310
2750000.00
2587482.20
Asset-Backed Securities
TOWD PT MTG TR 2017-6 B4 20571025 FLT
2057-10-25
3.543610
75758000.00
58844670.50
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-E 1-A 20360715 FLT
2036-07-15
2.628750
107500000.00
5721076.86
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-SPL4 B4-IOB 20550128 FLT
2055-01-28
0.00
8948000.00
993371.17
Asset-Backed Securities
BLUEMOUNTAIN CLO 2018-3 F 20301025 FLT
2030-10-25
10.780600
2000000.00
1821364.49
Asset-Backed Securities
MASHANTUCKET WESTERN PEQUOT PIK BD 6.5%36
549300G9L0I436CFM593
2036-07-01
6.500000
2254388.00
105330.01
Corporate Debt Securities
AMER HOMES 4 RENT TR 2014-SFR2 E 20361017 6.2
2036-10-17
6.231000
260000.00
284179.98
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE27 A-SB 20481013 3.4
2048-10-13
3.404000
190000.00
192892.56
Private Label Collateralized Mortgage Obligations
GE COML MTG 2006-C1 B 20440310 FLT
2044-03-10
5.778580
7500000.00
2850574.73
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-WIN2 B-1 20441025 FLT
2044-10-25
3.986960
280000.00
262988.46
Private Label Collateralized Mortgage Obligations
TOWD PT MTG TR 2019 2
2058-12-25
3.750000
56463000.00
46731517.26
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE26 G 20481013 3.2
2048-10-13
3.250000
28636000.00
15197554.74
Private Label Collateralized Mortgage Obligations
UBSCM MTG TR 2018-NYCH G 20320218 FLT
2032-02-18
7.327050
4270000.00
4266609.10
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR14 2-A2 20361125 FLT
2036-11-25
3.674280
7800000.00
583422.42
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ALT LN 2007-3 A-4 20370725 FLT
2037-07-25
2.719880
25251500.00
3081393.29
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2007-C3 B 20390617 FLT
2039-06-17
5.803480
3382000.00
214542.92
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2007-3 H 20490610 FLT
2049-06-10
5.800280
24265000.00
7331018.00
Private Label Collateralized Mortgage Obligations
CD 2007-CD4 MTG TRUST A-J 20491211 FLT
5493006ZXL5DGZK5G872
2049-12-11
5.398000
5000000.00
84690.47
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2006-8 1-A-4 20361125 FLT
2036-11-25
2.939880
219079000.00
26811209.01
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ACCEPT 2005-AR1 M-2 20350225 FLT
2035-02-25
3.739880
6520000.00
2531909.25
Private Label Collateralized Mortgage Obligations
READYCAP MTG TR 2016-3 E 20381125 FLT
2038-11-25
5.417380
10535000.00
10020485.86
Private Label Collateralized Mortgage Obligations
GREENPOINT MTG FDG 2006-AR3 IIIA-3 20360425 FLT
2036-04-25
2.729880
53000000.00
3912932.67
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP 2017-JWDR F 20341115 FLT
2034-11-15
6.538750
5000000.00
4999291.08
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ12 AJ
2043-12-15
5.399000
25000000.00
5984196.54
Private Label Collateralized Mortgage Obligations
Y
2019-05-29
2019-05-29
2019-06-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0321
287994340.80
287994340.80
0.0033
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
EXETER AUTO RECV TR 2018-2 E 20250515 5.3
2025-05-15
5.330000
6700000.00
6861454.74
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
4.861000
40000000.00
39824800.00
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD D 20360215 FLT
2036-02-15
5.511000
1500000.00
1496211.00
Asset-Backed Securities
PROGRESS RESIDENTIAL 2019 SFR1TR
2036-03-17
4.466000
4000000.00
3994264.00
Asset-Backed Securities
PROGRESS RESIDENTIAL 2019 SFR1TR
2036-03-17
5.061000
3250000.00
3242362.50
Asset-Backed Securities
GPMT LTD 2019-FL2 A 20360221 FLT
2036-02-21
3.800000
28000000.00
27980512.00
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2016-1 D 20230515 8.5
2023-05-15
8.590000
1500000.00
1583770.42
Asset-Backed Securities
DT AUTO OWNER TR 2018-2 E 20250616 5.5
2025-06-16
5.540000
500000.00
511900.28
Asset-Backed Securities
EXETER AUTO RECV TR 2017-1 D 20231115 6.2
2023-11-15
6.200000
860000.00
889467.80
Asset-Backed Securities
EXETER AUTO RECV TR 2016-3 D 20230717 6.4
2023-07-17
6.400000
4500000.00
4650917.00
Asset-Backed Securities
EXETER AUTO RECV TR 2017-2 D 20240215 6.3
2024-02-15
6.390000
1000000.00
1034715.50
Asset-Backed Securities
CONTINENTAL AIRLINES 2007-1 B 20231019 6.9
2023-10-19
6.903000
1428000.00
326398.61
Asset-Backed Securities
DT AUTO OWNER TRUST 2017-1 E 20240215 5.7
2024-02-15
5.790000
5000000.00
5142994.17
Asset-Backed Securities
EATON VANCE CLO LTD 2015-1R E-R 20300122 FLT
5493008YP5U5LTXAO749
2030-01-22
8.361000
830000.00
781860.83
Asset-Backed Securities
CIFC FDG 2013 I LTD
549300PC4RPZFE70AI24
2025-04-16
0.00
1000000.00
494413.00
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
2027-03-20
10.542000
10000000.00
10275916.68
Asset-Backed Securities
MERCURY CDO LTD 2004-1 A2A 14 20401208 FLT
2040-12-08
3.552630
500000.00
406986.84
Asset-Backed Securities
B2R MTG TRUST 2016-1 F 20490617 FLT
2049-06-17
6.086490
4925263.00
5035287.96
Asset-Backed Securities
VIRGIN AUS HLDGS LTD 2013-1 B 20220423 6.0
2022-04-23
6.000000
5000000.00
693187.78
Asset-Backed Securities
AIRSPEED LTD 2007-1 G-1 20320615 FLT
2032-06-15
2.758750
12274000.00
1116004.92
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 F 20340919 5.1
2034-09-19
5.151000
1100000.00
1102115.21
Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
2037-07-17
4.831380
1.00
0.99
Asset-Backed Securities
MADISON PK FDG XII LTD
2026-07-20
7.861000
7500000.00
7514407.50
Asset-Backed Securities
SAPPHIRE AVIATION FIN 2018-1 C 20401215 7.3
2040-12-15
7.385000
3750000.00
3280780.59
Asset-Backed Securities
GRAYSON CLO LTD 2006-1 C 144A 20211101 FLT
2021-11-01
4.286250
5000000.00
2251155.76
Asset-Backed Securities
HOME PARTN AMER TR 2017-1 F 20340719 FLT
2034-07-19
6.020380
5000000.00
4999757.80
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2018-2 E 20250115 5.3
5493005MRGG10NHC4413
2025-01-15
5.360000
400000.00
408945.02
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2018-2 E 20251117 5.5
549300A2KXZJ0K08VV65
2025-11-17
5.510000
1590000.00
1626498.01
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-1 F 20250415 6.8
2025-04-15
6.820000
4770000.00
4900983.14
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-2 E 20241015 5.5
2024-10-15
5.500000
5000000.00
5126045.56
Asset-Backed Securities
H B P W H BLDG CO TAX DEM -2001 22
2022-11-01
2.530000
500000.00
500948.75
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-09-03
0.00
660000.00
903210.00
Corporate Debt Securities
RISE INC TAX DEM VAR 22
2022-11-01
2.530000
470000.00
470891.82
Corporate Debt Securities
MARIPOSA BORROWER INC/MERGER S SR PIK 144A NT21
549300VXED5TMJSBCI17
2021-10-15
8.750000
374000.00
206570.07
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19
ES7IP3U3RHIGC71XBU11
2019-11-04
0.00
250000.00
327725.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-02-04
0.00
679000.00
972463.80
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-03-04
0.00
325000.00
457730.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-06-03
0.00
254000.00
324281.80
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-04
0.00
333000.00
425507.40
Corporate Debt Securities
B & D ASSOCS / EYE ASSOCS BOCA TAX DEM FLT 30
2030-04-01
2.530000
315000.00
315597.71
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-04-05
0.00
145000.00
157745.50
Corporate Debt Securities
BANK OF NOVA SCOTIA SR GLBL INDX 20
L3I9ZG2KFGXZ61BMYR72
2020-04-03
0.00
1000000.00
959200.00
Corporate Debt Securities
NET MAGAN TWO LLC TAXDEM-05 VAR 26
2026-04-01
2.580000
4200000.00
4208127.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL EQTY 20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
254000.00
343535.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
331000.00
450623.40
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-05-04
0.00
240000.00
310344.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
1767000.00
2383152.90
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-11-05
0.00
638000.00
860534.40
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
284000.00
286811.60
Corporate Debt Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
2500000.00
2618630.49
Asset-Backed Securities
MUSCULOSKELETAL ASSOCS LLC VAR BD 25
2025-04-01
2.530000
360000.00
360683.10
Corporate Debt Securities
CAMPUS RESH CORP PROM NT VAR 23
2023-06-01
2.530000
1867000.00
1870542.63
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-08-05
0.00
865000.00
834379.00
Corporate Debt Securities
CREDIT SUISSE LONDON SR GLBL INDX 19
ANGGYXNX0JLX3X63JN86
2019-10-04
0.00
4000000.00
3890800.00
Corporate Debt Securities
OVERSEAS PRIVATE INV CORP SR AMRTZ 24
549300IDY55XMYWXSD28
2024-03-20
2.820000
30000000.00
29892140.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD22
IGJSJL3JD5P30I6NJZ34
2022-06-03
0.00
150000.00
175200.00
Corporate Debt Securities
ULTRA RESOURCES INC SR 144A NT 22
VZ4O3I6KP00FINKB5W86
2022-04-15
6.875000
1037000.00
404844.08
Corporate Debt Securities
FHLMC STACR 2017-HQA3 B-1 20300425 FLT
2030-04-25
6.939880
14750000.00
15506311.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-2 20280725 FLT
2028-07-25
5.389880
360000.00
246880.76
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 B 20570917 FLT
549300ZVNWG0TX42H716
2057-09-17
4.487330
3000000.00
3110308.27
Private Label Collateralized Mortgage Obligations
MS CAPITAL I TR 2015-MS1 B 20480515 FLT
2048-05-15
4.030690
4047652.00
4104588.40
Private Label Collateralized Mortgage Obligations
ADJUSTABLE RATE MTG 2006-2 1-A-1 20360525 FLT
2036-05-25
4.117580
3.00
0.35
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-2 20240925 FLT
2024-09-25
4.689880
250000.00
165865.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA2 M-2 20271227 FLT
2027-12-27
5.089880
270000.00
78811.80
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
4.939880
1525000.00
1529275.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
6.839880
58250000.00
58325374.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
13.260000
7000000.00
7087318.00
Private Label Collateralized Mortgage Obligations
FREDDIE MAC STACR TR 2019 HQA1
54930047IR7X5WWFY307
2049-02-25
4.831130
6800000.00
6835153.24
Private Label Collateralized Mortgage Obligations
FREDDIE MAC STGACR TR 2019 HQA1
54930047IR7X5WWFY307
2049-02-25
6.881130
364182.00
366338.48
Private Label Collateralized Mortgage Obligations
FREDDIE MAC STACR TR 2019 HQA1
54930047IR7X5WWFY307
2049-02-25
14.731100
3633962.00
3648612.66
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2016-SC02 M-1 20461025 FLT
2046-10-25
3.607140
700000.00
491144.48
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2017-SC02 M-1 20470525 FLT
2047-05-25
3.864020
135000.00
92545.23
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
5.838110
1598000.00
1596355.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 1B-1 20310325 FLT
2031-03-25
6.239880
6600000.00
6444972.53
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
6.589880
16500000.00
16355842.09
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.166770
1750000.00
1637072.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 B 20480825 FLT
2048-08-25
4.166770
1175000.00
693841.30
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
7.639880
17967000.00
20340147.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-2I 20291226 2.0
2029-12-26
2.000000
9500000.00
976463.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
7.239880
7538000.00
8165556.01
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2B 20300325 FLT
2030-03-25
4.989880
2590000.00
2639080.04
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 B-1 20300325 FLT
2030-03-25
6.939880
1519617.00
1632151.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
6.739880
16000000.00
16239914.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
7.639880
3419200.00
4022294.42
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.439880
6565000.00
7398045.91
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2C 20291025 FLT
2029-10-25
5.489880
3100000.00
3256870.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
7.339880
13883000.00
15448872.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.939880
6015358.00
6339960.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1B-1 20300528 FLT
2030-05-28
6.489880
7159000.00
7383598.04
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.939880
4025000.00
4190823.25
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.839880
8931585.00
8998574.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
6.789880
49995.00
33480.97
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
8.489880
35000000.00
40060912.15
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
6.739880
9880250.00
11015111.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2F 20290125 FLT
2029-01-25
5.239880
3000000.00
3109690.97
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
8.239880
5000000.00
5840528.28
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
6.239880
17759000.00
17701673.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.839880
38822623.00
39610954.79
Private Label Collateralized Mortgage Obligations
WF CR RISK TR SEC TR 2015-WF1 II-M-2 20251125 FLT
549300T6W1U156OOG754
2025-11-25
7.989880
993000.00
1127403.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-1 20470225 FLT
2047-02-25
6.689880
50000000.00
51593724.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
2047-02-25
12.989900
2620000.00
2782585.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1 20421226 FLT
2042-12-26
7.089880
3820000.00
4071007.71
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2017-SC01 M-1 20461225 FLT
2046-12-25
3.596200
1555000.00
1229648.49
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 M-1 20480925 FLT
2048-09-25
3.239880
1500000.00
1497586.49
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 M-2 20480925 FLT
2048-09-25
4.589880
3000000.00
2964292.47
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
2048-09-25
6.389880
19909000.00
19479313.81
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.810000
3000000.00
2979515.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
6.760000
17550000.00
17353340.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
13.510000
11440000.00
11998075.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-1 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
7.160000
8750000.00
9010318.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
2030-12-26
6.189880
3903922.00
3839635.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.460390
5000000.00
4750773.50
Private Label Collateralized Mortgage Obligations
Y
2019-06-03
2019-06-03
2019-07-03
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0322
590253829.80
590253829.80
0.0067
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
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
28475499.00
26677127.32
Asset-Backed Securities
OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT
549300MQ9W5DWZ8QX450
2025-11-25
0.00
834944.00
455044.48
Asset-Backed Securities
PENNEY J C CORP INC SR SEC 144A NT23
8TDNUQ07MEFMWW1VHP39
2023-07-01
5.875000
2000000.00
1673604.17
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 25
549300FNENFFSMO3GT38
2025-01-27
5.299000
17316743.00
17516976.98
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 8.125%23
54930027UF5LR7S2XC75
2023-06-01
8.125000
1305000.00
1117752.62
Corporate Debt Securities
JAGUAR HLDG CO II / JAGUAR MER SR 144A NT 23
2023-08-01
6.375000
4000000.00
4063125.00
Corporate Debt Securities
DIAMOND OFFSHORE DRILLING INC SR GLBL NT 25
F14FQJ2EEHW5VPYUHL14
2025-08-15
7.875000
1613556.00
1525365.08
Corporate Debt Securities
NUMERICABLE GROUP SA SR SEC 144A NT26
5493001ZMCICV4N02J21
2026-05-01
7.375000
427000.00
417951.45
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
37947000.00
37132457.10
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
7.803000
2351579.00
2162616.12
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT 49
549300CRGMZK3K53BF92
2049-01-23
5.550000
497730.00
519672.84
Corporate Debt Securities
WARRIOR MET COAL INC SR SEC GLBL 24
549300152B1S9YKBYV79
2024-11-01
8.000000
800000.00
844800.00
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC ALT TIER I COCO
2138005O9XJIJN4JPN90
2099-12-31
8.625000
1600000.00
1727850.00
Corporate Debt Securities
SPRINGLEAF FINANCE CORPORATION SR GLBL NT 26
5493008I795YYBFWFU90
2026-03-15
7.125000
916000.00
959290.54
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 23
2023-03-01
4.000000
999000.00
1003662.00
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.25%051319
254900EX2KZ57WQ1PL07
2019-05-13
4.250000
443000.00
448181.25
Corporate Debt Securities
CALFRAC HLDGS LP SR GLBL 144A 26
2026-06-15
8.500000
805000.00
613358.57
Corporate Debt Securities
LOUISIANA PAC CORP SR GLBL NT 24
549300C7E2UAO5BVRR75
2024-09-15
4.875000
115000.00
115813.39
Corporate Debt Securities
EXELA INTERMEDIATE LLC SR SEC GLBL 23
2023-07-15
10.000000
716000.00
738872.22
Corporate Debt Securities
FREEPORT-MCMORAN INC SR GLBL NT 4%21
549300IRDTHJQ1PVET45
2021-11-14
4.000000
605000.00
611234.86
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR FLT NT 19
X2MT1W32SPAZ9WSKLE78
2019-04-15
6.037310
980000.00
988292.01
Corporate Debt Securities
CITIGROUP INC PERP SUB -T NT
6SHGI4ZSSLCXXQSBB395
2049-01-01
6.250000
1871000.00
1972159.25
Corporate Debt Securities
BOMBARDIER INC SR 144A NT7.5%24
W7L3VLU8EHQY34Z36697
2024-12-01
7.500000
436000.00
452622.50
Corporate Debt Securities
TRANSOCEAN INC 7.25%25
DOL4HJ22ADYSIWES4H94
2025-11-01
7.250000
3768000.00
3689343.00
Corporate Debt Securities
TRINITY INDS INC SR GLBL NT 24
R1JB4KXN77XFCXOQKV49
2024-10-01
4.550000
5000000.00
4879045.83
Corporate Debt Securities
TRONOX INC SR GLBL 144A 26
549300EPZ4YXC7E5P181
2026-04-15
6.500000
2231480.00
2128862.91
Corporate Debt Securities
VINE OIL & GAS LP / VINE OIL SR GLBL 144A 23
2023-04-15
9.750000
546493.00
475494.45
Corporate Debt Securities
VISTRA OPERATIONS CO LLC SR GLBL 144A 27
549300ZH5GKBTJZ7NM23
2027-02-15
5.625000
10801655.00
11162835.34
Corporate Debt Securities
RBS CAP TR II 6.425%
2138002WRZFLYXSLLG07
2049-01-01
6.425000
3000000.00
3702304.17
Corporate Debt Securities
BOYD GAMING CORP SR GLBL NT 6%26
254900787YGRYS2A1Z35
2026-08-15
6.000000
1526000.00
1567456.33
Corporate Debt Securities
BRUIN E&P PARTNERS LLC SR GLBL 144A 23
549300NZ4QCWC7W8KP34
2023-08-01
8.875000
2022091.00
1979943.04
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC NT5.05%29
2029-03-30
5.050000
15727117.00
16195968.57
Corporate Debt Securities
KOPPERS INC PA SR 144A NT 6%25
LTO4ZL5EBDR1NE6FGJ36
2025-02-15
6.000000
800000.00
701237.33
Corporate Debt Securities
DISH DBS CORP SR GLBL NT 20
2020-05-01
5.125000
2000000.00
2053312.50
Corporate Debt Securities
DUN & BRADSTREET CORP DEL NEW SR 144A NT 27
2027-02-15
10.250000
3.00
3.09
Corporate Debt Securities
ENERGY TRANSFER LP SR SEC GLBL NT27
MTLVN9N7JE8MIBIJ1H73
2027-06-01
5.500000
4378000.00
4655090.91
Corporate Debt Securities
CITGO PETE CORP SR SEC GLBL 22
YX52P86PXMLYDOTUQ225
2022-08-15
6.250000
812000.00
809772.64
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN CO B.V SR NT 2.95%22
549300Q840R30TDKVK53
2022-12-18
2.950000
304000.00
285211.62
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC 144A 39
2039-09-30
5.750000
15409000.00
13183797.10
Corporate Debt Securities
NEW GOLD INC CDA 6.25%22
5493005G0GNCHP0H6L96
2022-11-15
6.250000
3000000.00
2693645.83
Corporate Debt Securities
OLYMPUS MERGER SUB INC SR GLBL 144A 25
5493005Z5DB0O5S30R71
2025-10-15
8.500000
1493910.00
1264449.57
Corporate Debt Securities
INTERTAPE POLYMER GROUP INC 7%26
549300ESFR3Z1YNR6O65
2026-10-15
7.000000
800000.00
829192.89
Corporate Debt Securities
JAGGED PEAK ENERGY INC 5.875%26
549300RX1X1CBWDBPJ74
2026-05-01
5.875000
1455767.00
1502342.45
Corporate Debt Securities
CLEAR CHANNEL WW HLDGS INC SR SB GLBL 24
2024-02-15
9.250000
1846000.00
1937951.31
Corporate Debt Securities
COMM S&L / CSL CAPITAL SR SEC 144A NT23
2023-04-15
6.000000
4626000.00
4416288.00
Corporate Debt Securities
BEAZER HOMES USA INC SR GLBL NT 25
549300DUPYT2T0F60I45
2025-03-15
6.750000
2595000.00
2499147.18
Corporate Debt Securities
HANESBRANDS INC SR 144A NT 26
GX5LWVWZLL5S4W1L2F20
2026-05-15
4.875000
985000.00
986426.20
Corporate Debt Securities
BALTA 2005-10 11A1
2036-01-25
2.989880
8.00
0.63
Private Label Collateralized Mortgage Obligations
Y
2019-04-04
2019-04-04
2019-04-17
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0301
161760420.48
161760420.48
0.0018
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
TLF NATL TAX LIEN TR 2017-1 A 20291215 3.0
2029-12-15
3.090000
100000.00
48726.76
Asset-Backed Securities
COLONY STARWOOD TR 2016-2 E 20331219 FLT
2033-12-19
5.838750
10793000.00
6745819.49
Asset-Backed Securities
EASTLAND CLO LTD 2007 C 20220501 FLT
2022-05-01
4.236250
1396756.00
317397.74
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF17 A2 20361225 FLT
2036-12-25
2.609880
85739187.00
15478726.90
Asset-Backed Securities
GCAT LLC 2017-2 A-1 20470425 FLT
2047-04-25
3.500000
495000.00
155143.71
Asset-Backed Securities
GCAT LLC 2018-1 A-1 20480625 FLT
2048-06-25
3.844100
7750000.00
5569481.12
Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 H 20520407 FLT
2052-04-07
4.345000
5000000.00
1396566.02
Asset-Backed Securities
C-BASS TRUST 2006-CB2 AF-4 20361225 FLT
2036-12-25
3.464810
6248000.00
1686779.44
Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
549300O8WGQU5B6HEB94
2026-05-24
0.00
12500000.00
6437500.00
Asset-Backed Securities
CWCAPITAL COBALT II 2006-2 H 20500426 FLT
2050-04-26
4.664750
2000000.00
446748.54
Asset-Backed Securities
CWCAPITAL COBALT II 2006-2 K 20500426 FLT
2050-04-26
6.264750
4000000.00
1288399.26
Asset-Backed Securities
MARLETTE FDG TR 2017-3 A 20241216 2.3
54930083FUKNQ9ZNFO83
2024-12-16
2.360000
6896000.00
1593653.98
Asset-Backed Securities
MARLETTE FDG TR 2018-4 A 20281215 3.7
549300JRCMNFIBT50883
2028-12-15
3.710000
350000.00
310001.99
Asset-Backed Securities
NP FERRUM LLC 2015-1 A-1 20450219 2.7
549300Z5SCOJJD2J3F52
2045-02-19
2.707000
300000.00
127445.24
Asset-Backed Securities
NEW CENTURY HEQ TR 2006-1 A-2B 20360525 FLT
2036-05-25
2.669880
12455415.00
2590066.47
Asset-Backed Securities
NORTHWOODS CAP XI B LTD
5493005SOJ8F7B634862
2031-04-19
0.00
3000000.00
2460000.00
Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
2037-07-17
4.831380
4624073.00
4567188.83
Asset-Backed Securities
HUNT CRE 2018-FL2 LTD B 20280817 FLT
2028-08-17
4.138750
300000.00
278684.56
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR3 F 20370717 FLT
2037-07-17
4.731380
2000000.00
1958881.40
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR4 F 20380119 FLT
2038-01-19
4.681380
2500000.00
2437631.05
Asset-Backed Securities
JER CRE CDO 2006-2 H-FL 20450325 FLT
549300HX6FUK9WBH2U64
2045-03-25
4.989880
3000000.00
994466.47
Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
549300HV40B88JRNJD93
2024-08-26
0.00
7875000.00
3031875.00
Asset-Backed Securities
CEDAR FDG II CLO LTD
2030-06-10
0.00
10000000.00
5350000.00
Asset-Backed Securities
STANWICH MTG LN 2018-NPL-B-1 A-1 20230516 FLT
2023-05-16
4.016200
4145000.00
3479387.29
Asset-Backed Securities
STONE TOWER CDO II 2005-2 B-1L 20401117 FLT
549300JEPJKB8PS6CQ68
2040-11-17
5.532880
986149.00
156181.02
Asset-Backed Securities
RCO V MTG LLC 2018-1 A-1 20230525 FLT
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4.000000
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Asset-Backed Securities
RCO III MTG LLC 2017-1 A-1 20220825 FLT
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3.375000
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Asset-Backed Securities
RMAT LLC 2018-NPL1 A-1 20480525 FLT
549300DE1JLGNL54S161
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4.089900
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Asset-Backed Securities
RAMP SERIES TRUST 2006-RZ1 M-5 20360325 FLT
2036-03-25
3.089880
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Asset-Backed Securities
SHACKLETON CLO LTD 2017-X SUB 20290420 FLT
549300IM8C0HSUTXDD32
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Asset-Backed Securities
SHERWOOD FDG CDO II 2005-2 B 20451005 FLT
549300IO1YCS8J30XE06
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3.365000
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Asset-Backed Securities
OHA CR PARTNS XI 2015-11 SUB 20281020 FLT
549300OYGEU6QQMCEG78
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Asset-Backed Securities
OCEAN TRAILS CLO IV
549300TXL5AHG4X9CX68
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Asset-Backed Securities
ORION LTD 2006-1 C 144A 20460910 FLT
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4.116880
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Asset-Backed Securities
PARK PLACE SECS 2005-WCH1 M-5 20350125 FLT
2035-01-25
3.809880
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Asset-Backed Securities
PRETIUM MTG CR PRTNR 2018-NPL1 A-1 20330127 FLT
2033-01-27
3.375000
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Asset-Backed Securities
RCO V MTG LLC 2018-2 A-1 20231025 FLT
2023-10-25
4.458400
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Asset-Backed Securities
LSTAR SECS INVEST LTD 2017-7 A 20221003 FLT
2022-10-03
4.259130
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Asset-Backed Securities
CATAMARAN CLO 2014-1 LTD
2030-04-22
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Asset-Backed Securities
BC ASI CAPITAL 11 INC DUE 1 1 2059
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5.538750
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Asset-Backed Securities
B2R MTG TRUST 2015-2 G 20481118 FLT
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5.634140
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Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
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Asset-Backed Securities
BARINGS CLO LTD 2016-III SUB NT 20280118 FLT
549300YQ8I8GZQANFM85
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Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 F 20520407 FLT
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Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 G 20520407 FLT
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Asset-Backed Securities
AMERIQUEST MTG SECS 2002-D M-1 20330225 FLT
2033-02-25
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Asset-Backed Securities
ARES XLV CLO LTD
549300VFCO6SQG8OL714
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Asset-Backed Securities
ASSURANT CLO 2018-2 SUB 20310421 FLT
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Asset-Backed Securities
ACCESS BANK PLC SUB ZERO 26
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Asset-Backed Securities
AVANT LOANS FDG TR 2018-B A 20220118 3.4
2022-01-18
3.420000
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Asset-Backed Securities
BSPRT K2018 FL3 ISSUER LTD BSPRT 2018 FL3 CO IS
2028-03-15
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Asset-Backed Securities
AXIS EQUIP FIN RECV 2016-1 A 20211120 2.2
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Asset-Backed Securities
ACCREDITED MTG LN TR 2004-2 A-2 20340725 FLT
2034-07-25
3.089880
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Asset-Backed Securities
ACCREDITED MTG LN TR 2005-4 M-1 20351225 FLT
2035-12-25
2.889880
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Asset-Backed Securities
GLOBAL SC FIN IV 2017-1 NOTES 20370417 3.8
2037-04-17
3.850000
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Asset-Backed Securities
ICG US CLO 2014 3 LTD
2027-01-25
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Asset-Backed Securities
ICG US CLO 2014 3 LTD
2031-04-25
4.620630
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Asset-Backed Securities
ICG US CLO 2018 1 LTD
2031-04-21
0.00
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Asset-Backed Securities
WESTGATE RESORTS LLC 2015-2 A 20280720 3.2
5493003T4D5E0UEPZV69
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3.200000
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Asset-Backed Securities
YORK CLO 2 LTD
5493009C48K5WG4EX118
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Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
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Asset-Backed Securities
AVERY PT III INV LTD
2025-01-18
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Asset-Backed Securities
CATHEDRAL LAKE V LTD
2030-10-21
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Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
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Asset-Backed Securities
VENTURE XVIII CLO LTD
549300MWRVTJN0X3KI79
2026-10-15
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Asset-Backed Securities
VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT
549300C7PSULF5Z6ZE61
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0.00
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Asset-Backed Securities
VENTURE XXV CLO LTD
2029-04-20
0.00
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Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
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Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
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Asset-Backed Securities
WESTGATE RESORTS LLC 2016-1 A 20281220 3.5
549300K8T4A858DBUE44
2028-12-20
3.500000
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Asset-Backed Securities
TOWD PT MTG TR 2016-5 B4 20561025 FLT
2056-10-25
3.768750
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Asset-Backed Securities
TOWD PT MTG TR 2016-5 B5 20561025 FLT
2056-10-25
3.768750
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Asset-Backed Securities
TRALEE CLO IV LTD / TRALEE CLOIV LLC
549300TO44EYB43F5661
2030-01-20
8.861000
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Asset-Backed Securities
TRINITAS CLO VII LTD
549300F3XEPDOX3FOP69
2031-01-25
0.00
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Asset-Backed Securities
UPLAND CLO LTD
2028-04-20
0.00
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Asset-Backed Securities
VOLT LXVI 2018-NPL2 A-1 20480526 FLT
2048-05-26
4.335600
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Asset-Backed Securities
TABERNA PREF FDG I 2005-1 C-1 20350705 FLT
549300UVUFF52P87TF20
2035-07-05
4.595000
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Asset-Backed Securities
TELOS CLO LTD 2013-3 SUB NT 20240117 FLT
2024-01-17
0.00
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Asset-Backed Securities
TOWD PT MTG TR 2016-3 B3 20560425 FLT
2056-04-25
4.149070
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Asset-Backed Securities
TOWD PT MTG TR 2016-3 B4 20560425 FLT
2056-04-25
4.149070
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Asset-Backed Securities
TOWD PT MTG TR 2016-5 B2 20561025 FLT
2056-10-25
3.768750
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Asset-Backed Securities
TOWD PT MTG TR 2016-5 B3 20561025 FLT
2056-10-25
3.768750
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Asset-Backed Securities
SOUNDVIEW HM LN 2007-OPT2 II-A-3 20370725 FLT
2037-07-25
2.669880
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1714117.27
Asset-Backed Securities
SPECIALTY UNDRWR FIN 2006-BC2 A-2C 20370225 FLT
2037-02-25
3.874300
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Asset-Backed Securities
STANWICH MTG LN 2018-NPL-B-2 A-1 20231017 FLT
2023-10-17
4.500000
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Asset-Backed Securities
TRYON PK CLO LTD
2025-07-15
0.00
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Asset-Backed Securities
VENTURE VII CDO LTD 2006-7 INCOME 20220120 0.0
2022-01-20
0.00
2250000.00
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Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
2030-11-04
0.00
2750000.00
2230987.00
Asset-Backed Securities
Y
2019-06-03
2019-06-03
2019-07-17
Y
WELLS FARGO SECURITIES LLC
1.0000
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N
N
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Y
BNP PARIBAS SA
BNP PARIBAS SA 2.700000%
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0001197610
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N
AMERICAN EXPRESS CREDIT 2019-1 A 20241015 2.8
549300Y4SA5G3GIJTP18
2024-10-15
2.870000
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6653451.29
Asset-Backed Securities
TOYOTA AUTO RECV OWN TR 2017-C A-3 20211115 1.7
2021-11-15
1.780000
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198249.36
Asset-Backed Securities
CIFC FUNDING LTD 2014-III-R2 B-R2 20311022 FLT
549300KEIUMRD7WX5J42
2031-10-22
4.269000
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12539612.50
Asset-Backed Securities
CITIBANK CCIT 2016-A1 A 20211119 1.7
R8AG6FXVDQAMDKCSJJ64
2021-11-19
1.750000
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Asset-Backed Securities
FORD CREDIT AUTO OWN TR 2018-2 A-3 20221115 3.0
2022-11-15
3.030000
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Asset-Backed Securities
ALLY AUTO RECV TR 2018-2 A-3 20221115 2.9
2022-11-15
2.920000
25531.00
25621.62
Asset-Backed Securities
AMERICAN EXPRESS CREDIT 2019-1 A 20241015 2.8
549300Y4SA5G3GIJTP18
2024-10-15
2.870000
1967009.00
1974592.04
Asset-Backed Securities
STRUCTURED ASSET INV 2003-BC7 1-A2 20330725 1.9
2033-07-25
3.439880
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Asset-Backed Securities
DIAMOND HEAD AVIAT LTD 2015-1 B 20280714 5.9
5493007FKGOW12L7JB20
2028-07-14
5.920000
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Asset-Backed Securities
AMERICAN EXPRESS CREDIT 2017-3 A 20221115 1.7
549300Y4SA5G3GIJTP18
2022-11-15
1.770000
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5775934.90
Asset-Backed Securities
JIMMY JOHNS FDG 2017-1 A-2-II 20470730 4.8
2047-07-30
4.846000
1579799.00
1579971.24
Asset-Backed Securities
CITIBANK NA N Y SR GLBL NT 24
E57ODZWZ7FF32TWEFA76
2024-01-23
3.650000
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908.86
Corporate Debt Securities
BARCLAYS PLC FR 2.75%110819
213800LBQA1Y9L22JB70
2019-11-08
2.750000
200000.00
200918.56
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 24
213800LBQA1Y9L22JB70
2024-05-16
4.338000
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Corporate Debt Securities
CITIGROUP INC SUB NT 4.6%26
6SHGI4ZSSLCXXQSBB395
2026-03-09
4.600000
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292615.24
Corporate Debt Securities
FORD MTR CO DEL SR NT 4.75%43
20S05OYHG0MQM4VUIC57
2043-01-15
4.750000
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Corporate Debt Securities
FOX CORP 5.476%39
2039-01-25
5.476000
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1033255.80
Corporate Debt Securities
AIB GROUP PLC FR 4.75%101223
635400AKJBGNS5WNQL34
2023-10-12
4.750000
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Corporate Debt Securities
WALMART INC SR GLBL NT 35
Y87794H0US1R65VBXU25
2035-09-01
5.250000
420000.00
501212.25
Corporate Debt Securities
HSBC BANK CANADA EXTND SR SEC 22
DMB80L5QKUQ124HSYW98
2022-11-28
3.300000
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276.92
Corporate Debt Securities
BAT CAP CORP SR GLBL NT 47
2138005GYEXN7XRHFA84
2047-08-15
4.540000
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Corporate Debt Securities
JP MORGAN ALT LN TR 2006-S1 3-A-4 20360325 FLT
2036-03-25
6.180000
710732.00
488003.14
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 B3 20560625 FLT
2056-06-25
3.853010
14138906.00
12282878.86
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
6.739880
42147000.00
41269926.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
6.089880
1766045.00
1905955.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
7.289880
16409400.00
18815649.64
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
7.489880
26000000.00
29771928.07
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.639880
1224999.00
1228335.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT
2029-10-25
5.489880
291391.00
308864.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.539880
91745.00
100812.74
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
6.039880
15314397.00
15322166.35
Private Label Collateralized Mortgage Obligations
GSR MTG TR 2005-AR5 4A1 20351025 FLT
2035-10-25
4.346960
14.00
0.70
Private Label Collateralized Mortgage Obligations
BALTA 2005-10 11A1
2036-01-25
2.989880
37.00
2.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.439880
886814.00
999343.59
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.789880
21873571.00
21886217.35
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.839880
6386312.00
6569822.61
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR7 A-2A 20360825 FLT
2036-08-25
2.719880
7186555.00
217969.56
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
6.289880
153267.00
169306.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
6.389880
31190000.00
34701104.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.939880
1464024.00
1610151.64
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
6.039880
9530381.00
10267844.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
7.739880
38901730.00
42505702.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
5.489880
232414.00
212590.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.889880
55363.00
55769.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.839880
625000.00
637691.24
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.310810
1.00
0.60
Private Label Collateralized Mortgage Obligations
Y
2019-04-04
2019-04-04
2019-05-14
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0267
238017143.14
238017143.14
0.0027
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.820000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0J9EF6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
2033-01-25
2.779880
102840000.00
89795327.73
Asset-Backed Securities
FHLMC SCRTT SERIES 2017-3 M-1 20560725 FLT
2056-07-25
4.000000
390000.00
372659.95
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 B 20560725 0.0
2056-07-25
0.00
12801413.00
1339659.18
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1-J3 20310425 FLT
2031-04-25
6.710000
3000000.00
2550897.50
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
7.489880
84798176.00
65262022.19
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 B-IO 20560825 FLT
2056-08-25
1.271820
41136000.00
5245653.91
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 B-IO 20560725 FLT
2056-07-25
1.240020
43217413.00
4978808.18
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
4690000.00
4626398.13
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
3000000.00
2746568.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-SP11 B 20470925 FLT
2047-09-25
3.981080
3800000.00
2376542.99
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 B 20480225 FLT
2048-02-25
3.744790
6500000.00
4104009.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.819390
3500000.00
3152342.49
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 B 20480525 FLT
2048-05-25
3.819390
2500000.00
1472763.21
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-1 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
7.160000
5000000.00
5148753.33
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-1 B-IO 20560125 FLT
2056-01-25
1.399010
39399000.00
5228912.32
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1I 20421226 2.1
2042-12-26
2.100000
7000000.00
918225.00
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC01 B 20450525 FLT
2045-05-25
3.875800
2151745.00
1344044.44
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC02 B 20450925 FLT
2045-09-25
3.675600
3014625.00
1791589.53
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2017-SC01 B 20461225 FLT
2046-12-25
3.596200
6079000.00
1740311.04
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2017-SC02 B 20470525 FLT
2047-05-25
3.864020
5427000.00
2805183.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-SP11 M-2 20470925 FLT
2047-09-25
3.981080
4385000.00
4090848.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
6.039880
870000.00
870441.37
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
9.639880
1240000.00
1407245.66
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
6.339880
3052700.00
3391587.32
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.439880
4065000.00
4580815.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
7.639880
3528000.00
3993991.14
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2B 20300325 FLT
2030-03-25
4.989880
2750000.00
2802112.01
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
6.139880
70000.00
75683.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.639880
3000000.00
3008170.97
Private Label Collateralized Mortgage Obligations
CSMC 2009-12R CERT
2047-01-27
0.00
28669116.00
193379259.23
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.889880
3000000.00
3022042.47
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1M-2 20300225 FLT
2030-02-25
5.139880
250000.00
258338.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1B-1 20300528 FLT
2030-05-28
6.489880
4000000.00
4125491.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2M-2 20300528 FLT
2030-05-28
4.989880
5400000.00
5520635.05
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.839880
4000000.00
4030001.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 1B-1 20310325 FLT
2031-03-25
6.239880
2550000.00
2490103.02
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.489880
515000.00
404108.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
8.039880
4344104.00
3498703.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
4.689880
250000.00
250660.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1B 20280925 FLT
2028-09-25
14.739900
250000.00
358368.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C07 2M-2 20290525 FLT
2029-05-25
6.839880
500000.00
545350.49
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
2048-09-25
6.389880
6000000.00
5870504.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.810000
1006737.00
999862.83
Private Label Collateralized Mortgage Obligations
Y
2019-04-04
2019-04-04
2019-05-16
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0296
396385740.60
396385740.60
0.0045
N
N
N
Y
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.460000%
549300QJJX6CVVUXLE15
0000050916
ARP0J9XQ1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2021-10-07
1.375000
10000.00
9765.80
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2022-01-13
2.375000
8000.00
7990.24
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-05-30
1.750000
13000.00
13030.29
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2020-01-17
1.500000
9000.00
8934.32
Agency Debentures and Agency Strips
GNII SF 004423 M
549300M8ZYFG0OCMTT87
2039-04-20
4.500000
130000000.00
12110531.41
Agency Mortgage-Backed Securities
GNMI SP 782719 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
99995600.00
7597446.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
4297.00
680.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
74805233.00
74870398.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1973.00
1971.58
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
147375.00
122241.92
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
6945410.00
4669232.70
Agency Mortgage-Backed Securities
GNII SF MA4263 M
549300M8ZYFG0OCMTT87
2047-01-20
4.000000
4988700.00
3288529.26
Agency Mortgage-Backed Securities
GNII SF MA4321 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
20000000.00
15950154.16
Agency Mortgage-Backed Securities
GNII SF MA4512 M
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
30202000.00
19267098.28
Agency Mortgage-Backed Securities
GNII SF MA4900 M
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
1874784.00
1748927.69
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
2048-02-01
3.000000
19207251.00
17802201.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH1130
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
17384812.00
3347246.41
Agency Mortgage-Backed Securities
FNMS 06.000 CL972448
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
2233.00
32.28
Agency Mortgage-Backed Securities
GNII SP 783464 M
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
33312000.00
5730622.01
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2023-02-15
2.000000
2604900.00
2557887.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.125000
30021800.00
29430480.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
2.625000
19762300.00
19822582.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
2.500000
650000.00
656819.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
2.625000
2300.00
2321.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
2.875000
27706500.00
28153529.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
2.750000
19922000.00
20136759.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-15
0.125000
200.00
214.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-15
1.875000
39172200.00
46687808.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
29721300.00
29924343.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
2.750000
100.00
101.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-10-31
2.875000
82300.00
84415.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-15
2.625000
12135000.00
12247596.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
2.500000
46100.00
41470.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
369800.00
347588.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-11-15
2.750000
3610000.00
3415314.57
U.S. Treasuries (including strips)
Y
2019-03-07
2019-03-07
2019-04-15
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0248
349988912.00
349988912.00
0.0040
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.440000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JBBE7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA0534 M
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
1000.00
342.83
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
1000000.00
1027313.52
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
84118144.00
86804984.99
Agency Mortgage-Backed Securities
GNMI SF 672590 X
549300M8ZYFG0OCMTT87
2038-02-15
6.000000
48000000.00
1791151.08
Agency Mortgage-Backed Securities
GNMI SF 635086 X
549300M8ZYFG0OCMTT87
2046-06-15
2.500000
84358.00
62280.58
Agency Mortgage-Backed Securities
GNII SF AD9033 C
549300M8ZYFG0OCMTT87
2043-04-20
3.500000
405816832.00
191652010.15
Agency Mortgage-Backed Securities
GNII SF 737242 C
549300M8ZYFG0OCMTT87
2037-11-20
5.500000
659000.00
27187.43
Agency Mortgage-Backed Securities
GNMI SF 738535 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
633512.00
70443.58
Agency Mortgage-Backed Securities
04.500 FGPC Q28562 G
2044-09-01
4.500000
15321.00
5851.17
Agency Mortgage-Backed Securities
GNII SF BD1970 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
4969920.00
3102247.08
Agency Mortgage-Backed Securities
GNMI SF 655325 X
549300M8ZYFG0OCMTT87
2036-04-15
7.000000
1984138.00
46166.60
Agency Mortgage-Backed Securities
GNMI SF 690615 X
549300M8ZYFG0OCMTT87
2047-06-15
3.000000
1489460.00
1412895.33
Agency Mortgage-Backed Securities
GNMI SP 780623 X
549300M8ZYFG0OCMTT87
2027-08-15
7.000000
2000.00
9.09
Agency Mortgage-Backed Securities
GNMI SP 784672 X
549300M8ZYFG0OCMTT87
2046-09-15
4.500000
7588400.00
7755982.23
Agency Mortgage-Backed Securities
GNMI SF 752172 X
549300M8ZYFG0OCMTT87
2045-10-15
3.000000
358443.00
310151.29
Agency Mortgage-Backed Securities
GNMI SP 783021 X
549300M8ZYFG0OCMTT87
2040-06-15
4.000000
4884439.00
906453.45
Agency Mortgage-Backed Securities
GNMI SF 748053 X
549300M8ZYFG0OCMTT87
2041-04-15
4.000000
300000.00
85356.70
Agency Mortgage-Backed Securities
GNMI SF AS1584 X
549300M8ZYFG0OCMTT87
2046-04-15
5.000000
317517.00
28788.00
Agency Mortgage-Backed Securities
GNMI SF 609141 X
549300M8ZYFG0OCMTT87
2039-05-15
4.000000
1929316.00
1630245.53
Agency Mortgage-Backed Securities
GNII SF BK3752 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
1082608.00
1142927.67
Agency Mortgage-Backed Securities
GNII SF BK4548 C
549300M8ZYFG0OCMTT87
2049-01-20
5.500000
1168944.00
1254116.06
Agency Mortgage-Backed Securities
GNII SF BK4801 C
549300M8ZYFG0OCMTT87
2048-11-20
5.500000
1236424.00
1324339.95
Agency Mortgage-Backed Securities
GNII SF BK7097 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
3701036.00
3900011.58
Agency Mortgage-Backed Securities
GNII SF BK6991 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
3734.00
3976.63
Agency Mortgage-Backed Securities
GNII SF BM0886 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
2249248.00
2392932.21
Agency Mortgage-Backed Securities
GNII SF MA2601 M
549300M8ZYFG0OCMTT87
2045-02-20
3.500000
1311400.00
510244.75
Agency Mortgage-Backed Securities
GNII SF 002630 M
549300M8ZYFG0OCMTT87
2028-08-20
6.500000
15034032.00
82555.88
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
2.500000
1000.00
999.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-07-15
0.125000
400.00
431.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-01-15
0.125000
100.00
106.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
1.625000
53308000.00
52788272.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-30
2.875000
35854000.00
36660841.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
400.00
418.71
U.S. Treasuries (including strips)
Y
2019-03-07
2019-03-07
2019-03-27
Y
Credit Suisse AG
1.0000
7
N
N
N
0.0244
383000195.33
383000195.33
0.0043
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JBRW0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-15 DF
549300M8ZYFG0OCMTT87
2048-08-20
2.784750
6512604.00
6373740.37
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
8539035.00
8026064.21
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
29081559.00
26898280.00
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
22897672.00
21542530.40
Agency Collateralized Mortgage Obligation
GNRM 2019-03 BL
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
3275621.00
3264434.75
Agency Collateralized Mortgage Obligation
FNRM RC035CD R18F035
2048-05-25
3.000000
21932556.00
20109086.35
Agency Collateralized Mortgage Obligation
FNRM RC083KB R18F083
2048-11-25
3.000000
739264.00
711610.89
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-15
2.869000
2401021.00
1152103.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
2.869000
133291.00
65715.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
7304610.00
6812114.41
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
6484824.00
2810378.45
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
29367484.00
12767688.27
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
17730625.00
5010661.66
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
35333704.00
14094370.69
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
70931513.00
30723167.29
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
45549436.00
17781826.65
Agency Collateralized Mortgage Obligation
FNRM CL094HA R13F094
2040-01-25
4.000000
10891095.00
4441680.98
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
1561495.00
1396602.87
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2047-01-25
3.019000
1917.00
931.99
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
12017875.00
307019.03
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
2.860000
18335967.00
16994015.20
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.890000
3543803.00
475450.72
Agency Collateralized Mortgage Obligation
04.000 FGPC V84126 G
2048-05-01
4.000000
18416631.00
17845104.44
Agency Mortgage-Backed Securities
04.000 FGPC Q60354 G
2048-12-01
4.000000
23494596.00
24155031.92
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
2046-08-01
3.500000
4517403.00
3486741.12
Agency Mortgage-Backed Securities
04.000 FGPC Q45634 G
2047-01-01
4.000000
36828485.00
29583243.50
Agency Mortgage-Backed Securities
04.000 FGPC Q46156 G
2047-02-01
4.000000
567706.00
488987.56
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
2048-03-01
4.000000
36670883.00
35104802.64
Agency Mortgage-Backed Securities
04.000 FGPC G67713 G
2048-06-01
4.000000
987813.00
956000.02
Agency Mortgage-Backed Securities
04.000 FGPC G67714 G
2048-07-01
4.000000
13599964.00
13504649.51
Agency Mortgage-Backed Securities
04.500 FGPC G67715 G
2048-08-01
4.500000
20217266.00
20419175.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1308
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.820000
2132122.00
170090.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH7804
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.126000
5523641.00
884053.57
Agency Mortgage-Backed Securities
FMAR 840668 G
2047-08-01
4.436000
9555818.00
5904777.61
Agency Mortgage-Backed Securities
FMAR 840662 G
2047-08-01
2.955000
3299725.00
2415429.57
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4478
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.575330
8847237.00
8342312.22
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
172532.00
158531.22
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
1035935.00
967352.50
Agency Mortgage-Backed Securities
04.500 FGPC Q50953 G
2047-09-01
4.500000
428213.00
388191.88
Agency Mortgage-Backed Securities
03.500 FGPC Q54540 G
2048-03-01
3.500000
23372147.00
22516952.08
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
7451345.00
4559774.13
Agency Mortgage-Backed Securities
03.500 FGPC Q10436 G
2042-08-01
3.500000
3268611.00
1551457.21
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
15596600.00
13747881.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2527
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.585000
29100483.00
1640587.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
560620.00
516994.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
3090545.00
3065461.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.143000
5158176.00
851242.72
Agency Mortgage-Backed Securities
GNII SF MA0318 M
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
33904334.00
11300137.75
Agency Mortgage-Backed Securities
GNII SF BG3974 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
6648476.00
6781466.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
1481728.00
1351162.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
3365949.00
3226493.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1712
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1381799.00
1407845.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
6509811.00
6136228.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1565
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
21262.00
20558.29
Agency Mortgage-Backed Securities
FNAR XX.XXX S1938299
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.648000
10000000.00
523707.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5849
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.560000
2282308.00
1912118.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
97598442.00
97598432.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3280
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
25700489.00
22732294.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
482782.00
475661.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
836576.00
830071.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
743557.00
736182.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
33023702.00
30196286.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5297
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.013000
3887078.00
2542023.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ3493
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.220000
1265634.00
990814.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.579000
243308.00
245605.13
Agency Mortgage-Backed Securities
FNAR XX.XXX WS618128
B1V7KEBTPIMZEU4LTD58
2033-08-01
2.329000
30729823.00
954245.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV6723
B1V7KEBTPIMZEU4LTD58
2044-03-01
2.375000
2412694.00
577616.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2237
B1V7KEBTPIMZEU4LTD58
2044-06-01
2.844000
10706959.00
2382402.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX6481
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
748227.00
378769.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA2232
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
4631568.00
3495319.96
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6068
B1V7KEBTPIMZEU4LTD58
2024-07-01
3.203330
12607000.00
12723291.17
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.069000
1187936.00
1175880.53
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP2348
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.000000
670537.00
226372.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0016
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1003866.00
585499.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3643
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
15222056.00
10471586.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6950
B1V7KEBTPIMZEU4LTD58
2042-05-01
2.898000
3654618.00
914713.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0090
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.396000
2155497.00
255198.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.052000
1650206.00
721500.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8834
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4155263.00
4164996.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5013
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
1586487.00
1179935.05
Agency Mortgage-Backed Securities
GNII SF BL8443 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
4172754.00
4359964.61
Agency Mortgage-Backed Securities
GNMI SF BL9271 X
549300M8ZYFG0OCMTT87
2049-02-15
5.000000
19379047.00
20415593.47
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
4294685.00
4515738.07
Agency Mortgage-Backed Securities
04.000 FGPC Q50871 G
2047-09-01
4.000000
39495.00
36880.25
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4728
B1V7KEBTPIMZEU4LTD58
2029-03-01
3.342830
17843774.00
17815547.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6726
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
6799545.00
3029394.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
5170091.00
3158549.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
139501.00
105023.08
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0240
677000000.00
677000000.00
0.0076
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JC536
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
731614.00
316890.17
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
989234.00
428712.01
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
4377607.00
1903190.67
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
37562402.00
10615107.34
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
52385.00
46853.20
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
4781.00
4458.65
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
43064147.00
40515502.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
5984600.00
6075878.72
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
1000.00
1016.65
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.890000
1972482.00
264636.04
Agency Collateralized Mortgage Obligation
FNAR XX.XXX WS593946
B1V7KEBTPIMZEU4LTD58
2028-06-01
4.973000
14750000.00
303589.74
Agency Mortgage-Backed Securities
FNAR XX.XXX WS304031
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.268000
35564430.00
236741.31
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
84695.00
77822.10
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
15091840.00
9235296.66
Agency Mortgage-Backed Securities
04.500 FGPC G60962 G
2047-04-01
4.500000
1667907.00
1458638.74
Agency Mortgage-Backed Securities
04.000 FGPC G61172 G
2047-10-01
4.000000
2668471.00
2564302.52
Agency Mortgage-Backed Securities
FMAR 760027 G
2047-11-01
2.809000
4036972.00
2405249.43
Agency Mortgage-Backed Securities
FMAR 840668 G
2047-08-01
4.436000
6864783.00
4241920.15
Agency Mortgage-Backed Securities
04.000 FGPC Q43263 G
2046-09-01
4.000000
5853.00
4593.41
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
7535189.00
6432531.36
Agency Mortgage-Backed Securities
FMAR 2B4218 G
2045-05-01
2.751000
17370639.00
7318407.10
Agency Mortgage-Backed Securities
FMAR 2B5309 G
2046-05-01
2.409000
9078260.00
5000123.95
Agency Mortgage-Backed Securities
FMAR 2B5343 G
2046-05-01
2.468000
7958121.00
3074457.64
Agency Mortgage-Backed Securities
FMAR 2B5662 G
2046-10-01
2.369000
600000.00
351439.75
Agency Mortgage-Backed Securities
FMAR 2B6071 G
2047-04-01
2.767000
5110242.00
2302694.84
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.906000
1048852.00
841683.03
Agency Mortgage-Backed Securities
FMAR 2B1549 G
2043-08-01
2.168000
17580309.00
6556859.64
Agency Mortgage-Backed Securities
FMAR 2B3292 G
2044-10-01
2.839000
25103074.00
8169265.24
Agency Mortgage-Backed Securities
FMAR 2B3313 G
2044-10-01
2.884000
16515536.00
4323462.66
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.542000
5454278.00
1337698.53
Agency Mortgage-Backed Securities
FMAR 1Q1736 G
2040-07-01
4.204000
1913059.00
739448.07
Agency Mortgage-Backed Securities
FMAR 1Q1077 G
2040-08-01
4.479000
4866844.00
732612.69
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
25715788.00
8247014.36
Agency Mortgage-Backed Securities
FMAR 848721 G
2042-01-01
4.652000
1930598.00
156553.86
Agency Mortgage-Backed Securities
FMAR 849254 G
2042-01-01
4.616000
1925750.00
265179.10
Agency Mortgage-Backed Securities
FMAR 849393 G
2044-07-01
2.984000
3538375.00
961600.87
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.608000
123809.00
69288.13
Agency Mortgage-Backed Securities
FMAR 1M1044 G
2036-09-01
4.429000
20785398.00
1334336.24
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
4.009000
26846111.00
1998110.69
Agency Mortgage-Backed Securities
FMAR 1B7323 G
2037-01-01
4.730000
10000000.00
572832.04
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
3.968000
10352577.00
387113.97
Agency Mortgage-Backed Securities
FMAR 1Q1676 G
2038-02-01
4.143000
2438811.00
887837.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
746067.00
760889.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
301258.00
277815.05
Agency Mortgage-Backed Securities
FNAR XX.XXX WZAE0726
B1V7KEBTPIMZEU4LTD58
2038-01-01
2.286000
841484.00
186001.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0753
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.694000
29850781.00
1504369.84
Agency Mortgage-Backed Securities
04.000 FGPC G08852 G
2048-12-01
4.000000
3488497.00
3524730.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LB984167
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.155000
23043326.00
265447.46
Agency Mortgage-Backed Securities
FNAR XX.XXX WS995943
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.486000
24852976.00
4064455.86
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995993
B1V7KEBTPIMZEU4LTD58
2036-05-01
4.216000
18437277.00
1264508.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8610
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.810000
9752210.00
458069.51
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0641
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.000000
50000.00
9306.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
9642901.00
9743616.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0144
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
2437834.00
2238790.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
4439999.00
4256044.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
997669.00
940415.11
Agency Mortgage-Backed Securities
FNAR XX.XXX WS895141
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.440000
4498985.00
329196.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LB897723
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.230000
12759178.00
543880.62
Agency Mortgage-Backed Securities
FNAR XX.XXX WS923269
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.656000
2396237.00
439575.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6415
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.130000
1422351.00
610336.68
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0591
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.195330
1000.00
1069.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4827
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.718000
520948.00
506023.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
207303.00
204245.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
547725.00
543466.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
8831255.00
8022991.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2002
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.502000
1677942.00
1159834.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
271988.00
269290.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH6995
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.651000
742500.00
747558.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1515
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
1336608.00
1219013.50
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
6765991.00
6136060.04
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
19039434.00
17266814.31
Agency Mortgage-Backed Securities
04.000 FGPC G67713 G
2048-06-01
4.000000
587577.00
568653.81
Agency Mortgage-Backed Securities
03.500 FGPC Q08846 G
2042-06-01
3.500000
13913054.00
6401312.70
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
1211499.00
1067895.83
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
1121554.00
1086748.62
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
34116135.00
35436650.75
Agency Mortgage-Backed Securities
03.500 FGPC Q41727 G
2046-07-01
3.500000
41421.00
32728.61
Agency Mortgage-Backed Securities
FMAR 2B7107 G
2048-09-01
3.563000
3918667.00
3593378.00
Agency Mortgage-Backed Securities
FMAR 2B6435 G
2047-08-01
2.879000
473451.00
341365.81
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.886000
978565.00
815591.50
Agency Mortgage-Backed Securities
FMAR 2B6883 G
2048-04-01
3.030000
214978.00
213006.05
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.662000
249230.00
192508.41
Agency Mortgage-Backed Securities
FMAR 2B7042 G
2048-07-01
3.604000
959417.00
888051.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.804000
1618473.00
642635.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3864
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
7414964.00
4604794.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6701184.00
5324647.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
464836.00
377602.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8961
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
6425.00
5453.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT1126
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.272000
11849677.00
779280.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.860000
7361847.00
1525479.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.052000
8427057.00
3684462.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9923
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.370000
7498863.00
4426392.45
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5342
B1V7KEBTPIMZEU4LTD58
2024-02-01
3.709670
12450000.00
4820696.35
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.069000
3044.00
3013.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2304
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.573000
1074293.00
171209.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
14173835.00
6383669.94
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.457000
10257929.00
4794313.02
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3203
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.183000
1800000.00
390020.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3252
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.467000
6709981.00
980058.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW5119
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.900000
17487499.00
4807403.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX0686
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.872000
15640520.00
6191405.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.657000
16566200.00
3847957.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2237
B1V7KEBTPIMZEU4LTD58
2044-06-01
2.844000
1983277.00
441298.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2261
B1V7KEBTPIMZEU4LTD58
2044-09-01
2.750000
20134546.00
3318649.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0948
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.640000
6573886.00
5510304.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1565
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.195000
572586.00
436592.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LB696155
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.932000
5034283.00
359624.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.332000
21959044.00
740012.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LB792070
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.023000
5039296.00
236003.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LB820151
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.102000
20337629.00
627906.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.200000
3441143.00
187501.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5286
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.806000
7915000.00
1948169.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7041
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.429000
1210000.00
604040.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7564
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.407000
16071246.00
4416960.09
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL0341
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.411000
1265000.00
192342.45
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL0373
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.133000
2000000.00
259873.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1688
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.599000
4541958.00
282739.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1141
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.314000
3345446.00
605900.18
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.683000
5204047.00
847409.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1986
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.091000
33589609.00
9421876.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WS620037
B1V7KEBTPIMZEU4LTD58
2035-01-01
2.329000
20791164.00
1038538.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ4530
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.579000
920466.00
149819.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ8398
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.753000
2000001.00
255961.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.456000
1500000.00
294305.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0042
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.494000
6894283.00
1032841.01
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0312
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.435000
22743198.00
3093491.28
Agency Mortgage-Backed Securities
FNAR XX.XXX WS333689
B1V7KEBTPIMZEU4LTD58
2022-08-01
2.310000
49177450.00
211145.12
Agency Mortgage-Backed Securities
03.500 FGPC Q41914 G
2046-07-01
3.500000
418064.00
341832.27
Agency Mortgage-Backed Securities
04.500 FGPC V85054 G
2049-01-01
4.500000
240410.00
251849.16
Agency Mortgage-Backed Securities
GNII SF MA1157 M
549300M8ZYFG0OCMTT87
2043-07-20
3.500000
44124521.00
17151934.13
Agency Mortgage-Backed Securities
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0240
358000000.00
358000000.00
0.0040
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.680000%
549300LCO2FLSSVFFR64
0000050916
ARP0JC577
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GNRA 2015-24O FL
549300M8ZYFG0OCMTT87
2065-08-20
2.867000
6041775.00
4574922.42
Agency Collateralized Mortgage Obligation
GNRA 2018-78 AC
549300M8ZYFG0OCMTT87
2038-04-20
3.500000
6873.00
4023.42
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-074 A-2 20280125 3.6
2028-01-25
3.600000
20163462.00
20755965.33
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-10-25
2.965000
5061583.00
3950231.46
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-11-15
2.907000
10051594.00
9771228.50
Agency Collateralized Mortgage Obligation
GNII SF MA5527 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
35672231.00
35703128.65
Agency Mortgage-Backed Securities
FNAR XX.XXX HAAN3432
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.073000
4301625.00
4293971.33
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN6178
B1V7KEBTPIMZEU4LTD58
2024-07-01
2.600000
3241358.00
3202118.12
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6124
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.060000
4981984.00
4708562.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN6862
B1V7KEBTPIMZEU4LTD58
2024-09-01
2.750000
165613.00
164786.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL1400
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.410000
31676.00
32580.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1604
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.259000
12841284.00
3946729.56
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAM1445
B1V7KEBTPIMZEU4LTD58
2019-11-01
1.560000
6085298.00
5229807.42
Agency Mortgage-Backed Securities
FNAR XX.XXX HAAM7028
B1V7KEBTPIMZEU4LTD58
2019-10-01
2.742000
482429.00
482779.48
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7358
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.380000
730000.00
723048.72
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAM8175
B1V7KEBTPIMZEU4LTD58
2020-07-01
2.510000
3305235.00
3082900.35
Agency Mortgage-Backed Securities
FNAR XX.XXX HRAN1742
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.133000
1936381.00
1950394.11
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN1369
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.090000
5000000.00
4612201.23
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAM0586
B1V7KEBTPIMZEU4LTD58
2019-11-01
1.460000
392937.00
334460.68
Agency Mortgage-Backed Securities
FMAR 840787 G
2043-07-01
4.426000
2500503.00
1481882.63
Agency Mortgage-Backed Securities
FNAR XX.XXX HY468102
B1V7KEBTPIMZEU4LTD58
2021-06-01
4.340000
4375212.00
4512790.54
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL5004
B1V7KEBTPIMZEU4LTD58
2024-02-01
3.567000
3013566.00
2280284.63
Agency Mortgage-Backed Securities
03.000 FGPC G08825 G
2048-06-01
3.000000
4404534.00
4229610.80
Agency Mortgage-Backed Securities
04.500 FGPC G08863 G
2049-02-01
4.500000
937173.00
969258.08
Agency Mortgage-Backed Securities
FNAR XX.XXX HY471595
B1V7KEBTPIMZEU4LTD58
2022-06-01
2.710000
40696.00
37355.84
Agency Mortgage-Backed Securities
QUEBEC PROV CDA SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
3514000.00
3473620.24
Corporate Debt Securities
NEW BRUNSWICK PROV CDA GLBL BD 2.5%22
549300POZA55ZTGSOU44
2022-12-12
2.500000
5000.00
4951.89
Corporate Debt Securities
NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29
2029-03-04
4.750000
7475000.00
7172522.04
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT 4%45
5493002KF87V5RSRQS84
2045-11-20
4.000000
3037000.00
3101289.91
Corporate Debt Securities
MANITOBA PROV CDA GLBL -GT DEB 22
5493003QILFOB3JRKE30
2022-05-04
2.125000
531000.00
522832.78
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%42
INR2EJN1ERAN0W5ZP974
2042-11-15
3.500000
2171000.00
2078979.75
Corporate Debt Securities
MIDAMERICAN ENERGY CO MTN BE FR 5.8%101536
NINLOILYRTLIMK26MZ18
2036-10-15
5.800000
1500000.00
1798671.67
Corporate Debt Securities
AON PLC SR NT 4.25%42
VVT2B79I2Z4U3R6BY589
2042-12-12
4.250000
142000.00
132734.82
Corporate Debt Securities
ALBERTA PROV CDA SR BD 2.2%22
LQPXMHHNJKIPJYE53543
2022-07-26
2.200000
5687000.00
5573519.08
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 3%24
R4PP93JZOLY261QX3811
2024-10-30
3.000000
14161000.00
13951889.23
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 3.75%25
ODVCVCQG2BP6VHV36M30
2025-07-10
3.750000
6000.00
5903.40
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 4.55%43
213800ITMMKU4Z7I4F78
2043-08-12
4.550000
600000.00
643801.33
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT3.3%26
MR92GTD0MJTTTTQDVG45
2026-01-15
3.300000
1557000.00
1537898.21
Corporate Debt Securities
TORONTO DOMINION BANK VR 121415-121420
PT3QB789TSUIDF371261
2020-12-14
3.707500
180000.00
183211.38
Corporate Debt Securities
WILLIS-KNIGHTON MED CTR SR GLBL SINK 48
2048-09-01
4.813000
8150000.00
8783870.32
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 22
C7PVKCRGLG18EBQGZV36
2022-05-18
2.250000
1720000.00
1700908.00
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 4%19
C7PVKCRGLG18EBQGZV36
2019-10-07
4.000000
60000.00
61384.60
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD4.4%20
C7PVKCRGLG18EBQGZV36
2020-04-14
4.400000
1907000.00
1973244.94
Corporate Debt Securities
QUEBEC PROV CDA SR -QK NT2.75%21
549300WN65YFEQH74Y36
2021-08-25
2.750000
1061000.00
1061752.43
Corporate Debt Securities
HCA INC SR SEC GLBL NT26
L3CJ6J7LJ2DX62FTXD46
2026-06-15
5.250000
2500000.00
2652639.58
Corporate Debt Securities
HYDRO-QUEBEC SR SNK DB8.25%26
6THEVG93PYJH84S4D167
2026-04-15
8.250000
11885000.00
15937893.95
Corporate Debt Securities
ADVOCATE HEALTH & HOSPS CORP 3.829%28
549300AEHU3PPOUCIL87
2028-08-15
3.829000
965000.00
986329.10
Corporate Debt Securities
ALTRIA GROUP INC 4.8%29
XSGZFLO9YTNO9VCQV219
2029-02-14
4.800000
8793930.00
8756878.24
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 24
C7PVKCRGLG18EBQGZV36
2024-01-29
3.050000
3960000.00
4002201.50
Corporate Debt Securities
JP MORGAN CHASE BANK VR 083018-090120
7H6GLXDRUGQFU57RNE97
2020-09-01
2.968130
3926000.00
3951609.22
Corporate Debt Securities
LIBERTY PPTY LTD PARTNERSHIP 4.375%29
549300N6GNCW2Y4RH795
2029-02-01
4.375000
141877.00
144967.36
Corporate Debt Securities
COOPERATIEVE CNT RAIFFEISEN NY FR 2.75%011023
DG3RU1DBUFHT4ZF9WN62
2023-01-10
2.750000
2065000.00
2033481.22
Corporate Debt Securities
CREDIT SUISSE GROUP SR GLBL 144A 28
549300506SI9CRFV9Z86
2028-01-09
4.282000
14022000.00
14029687.96
Corporate Debt Securities
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-02-23
4.650000
2470000.00
2655363.21
Corporate Debt Securities
BANK NOVA SCOTIA EXTND GLBL 22
L3I9ZG2KFGXZ61BMYR72
2022-04-26
1.875000
620000.00
610727.38
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR GLBL-BCUSG926
54930058TO7MEKUHWL16
2026-06-02
2.250000
3163000.00
3043138.12
Corporate Debt Securities
BUCKEYE PARTNERS L P SR GLBL NT5.6%44
549300C1PQJLVEIUBK50
2044-10-15
5.600000
2329000.00
2200576.35
Corporate Debt Securities
CANTOR FITZGERALD SR GLBL 144A 22
549300RLUEEVQEMX0450
2022-06-17
6.500000
536000.00
570201.86
Corporate Debt Securities
MISSISSIPPI POWER CO SR 2012-A NT 42
LNZ0J6YZ5SC6ILIRU850
2042-03-15
4.250000
2042000.00
1901026.56
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A FR 2.35%071426
635400DPNHEAUHB7ZI15
2026-07-14
2.350000
5300000.00
4975757.78
Corporate Debt Securities
NORTHWESTERN MUT LIFE INS CO SUB GLBL 144A 40
1DU7IM20QESYGDO4HO54
2040-03-30
6.063000
11962000.00
15101853.60
Corporate Debt Securities
MICROSOFT CORP SR NT 4%55
INR2EJN1ERAN0W5ZP974
2055-02-12
4.000000
30000.00
29800.13
Corporate Debt Securities
HCA INC SR SEC NT5.25%25
L3CJ6J7LJ2DX62FTXD46
2025-04-15
5.250000
3410000.00
3668190.99
Corporate Debt Securities
APPLE INC SR GLBL NT 27
HWUPKR0MPOU8FGXBT394
2027-02-09
3.350000
445000.00
446943.78
Corporate Debt Securities
Y
2019-04-04
2019-04-04
2019-05-28
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0266
250011045.00
250011045.00
0.0028
N
N
N
Y
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.400000%
AC28XWWI3WIBK2824319
0001484219
ARP0JCKV7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
65217000.00
61299843.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
127496700.00
123320221.57
U.S. Treasuries (including strips)
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0240
181000000.00
181000000.00
0.0020
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.400000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JD3D4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF AQ6542 C
549300M8ZYFG0OCMTT87
2045-11-20
4.500000
1826004.00
1228639.26
Agency Mortgage-Backed Securities
GNMI SF 711731 X
549300M8ZYFG0OCMTT87
2043-03-15
3.000000
2071160.00
1494181.86
Agency Mortgage-Backed Securities
GNMI SF BE5066 X
549300M8ZYFG0OCMTT87
2048-09-15
4.000000
155499.00
160300.68
Agency Mortgage-Backed Securities
GNII SF BI2620 C
549300M8ZYFG0OCMTT87
2048-10-20
5.500000
1169296.00
1251312.12
Agency Mortgage-Backed Securities
GNII SF AK2552 C
549300M8ZYFG0OCMTT87
2044-11-20
4.500000
200000.00
147177.79
Agency Mortgage-Backed Securities
GNMI SF 762839 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
2700000.00
645907.48
Agency Mortgage-Backed Securities
GNMI SF BC3022 X
549300M8ZYFG0OCMTT87
2048-02-15
3.000000
1230004.00
1190685.22
Agency Mortgage-Backed Securities
GNII SF AR0791 C
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
5004376.00
3541107.68
Agency Mortgage-Backed Securities
GNMI SF AI3135 X
549300M8ZYFG0OCMTT87
2029-07-15
2.500000
1294066.00
772673.17
Agency Mortgage-Backed Securities
GNMI SF 737532 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
2435468.00
740603.22
Agency Mortgage-Backed Securities
GNMI SF 749113 X
549300M8ZYFG0OCMTT87
2041-09-15
4.000000
100208.00
55043.20
Agency Mortgage-Backed Securities
GNII SF BG0317 C
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
1015828.00
684152.84
Agency Mortgage-Backed Securities
GNMI SF AJ1886 X
549300M8ZYFG0OCMTT87
2044-08-15
4.000000
73320448.00
21641122.83
Agency Mortgage-Backed Securities
GNMI SF AM8608 X
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
90054.00
36722.17
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-12-31
2.250000
162498000.00
160125874.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-12-31
2.125000
241809600.00
239095867.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-05-31
1.875000
955500.00
940808.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-06-30
2.000000
955600.00
932029.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2037-02-15
4.750000
14067500.00
17827360.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2038-05-15
4.500000
78400.00
97954.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-11-15
2.875000
556000.00
538896.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-31
1.132900
248000.00
248520.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-15
1.750000
191000.00
189397.69
U.S. Treasuries (including strips)
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
444000000.00
444000000.00
0.0050
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.050000%
ZBUT11V806EZRVTWT807
0001168163
ARP0JD3L6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SKYBOX CDO LTD 2005-1 B 20401211 FLT
549300F49ZQGZPUMCS46
2040-12-11
3.471060
40000000.00
589952.63
Asset-Backed Securities
NOVASTAR HEQ LN TR 2005-3 M-4 20360125 FLT
2036-01-25
3.374880
26200000.00
10358411.73
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD D 20280515 FLT
2028-05-15
5.438750
23250000.00
23338210.34
Asset-Backed Securities
MARATHON CLO VII LTD 2014-7 D 20251028 FLT
549300IUEKWRLYLNE530
2025-10-28
8.164750
1700000.00
1659246.17
Asset-Backed Securities
MARLETTE FDG TR 2017-3 C 20241216 4.0
54930083FUKNQ9ZNFO83
2024-12-16
4.010000
3348000.00
3351220.96
Asset-Backed Securities
HUNT CRE 2018-FL2 LTD B 20280817 FLT
2028-08-17
4.138750
500000.00
464474.27
Asset-Backed Securities
TICP CLO IX LTD
549300T5OQR4UD880D68
2031-01-20
8.361000
5000000.00
4614955.00
Asset-Backed Securities
TPMT 2017-FRE2 M3
2047-11-25
4.000000
39618000.00
37474005.90
Asset-Backed Securities
TOWD PT MTG TR 2018-2 B3 20580325 FLT
2058-03-25
3.757030
69562000.00
63599081.75
Asset-Backed Securities
POLICY COMM TR 2017-1 CERT 20370827 FLT
2037-08-27
2.208620
52804000.00
7590215.06
Asset-Backed Securities
PROGRESS RESI TR 2017-SFR2 E 20341219 4.1
2034-12-19
4.142000
6450000.00
6443205.64
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5C 20321215 FLT
2032-12-15
3.538190
128575000.00
51303324.46
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-7 A-4 20220125 FLT
549300IZGFDRVV7YTH38
2022-01-25
3.100630
7800000.00
4905109.75
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-9 B 20291025 FLT
549300MTK92VF84VT259
2029-10-25
5.020630
16619000.00
17125983.27
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
33649000.00
31523895.58
Asset-Backed Securities
ANCHORAGE CAP CLO 5-R 2018-5-R E 20300115 FLT
549300687XYK5L55VX28
2030-01-15
8.187310
5000000.00
4647446.43
Asset-Backed Securities
BALLANTYNE RE PLC 2006-1 B-1 20360502 FLT
635400SIJGV4YAWB4S58
2036-05-02
7.512440
3000000.00
363891.88
Asset-Backed Securities
MADISON PARK FDG XXX 2018-30 E 20290416 FLT
2029-04-16
7.737310
3275000.00
3175046.30
Asset-Backed Securities
VENTURE XII CLO 2013-12RR E-RR 20260302 FLT
2026-03-02
8.206810
630000.00
624008.07
Asset-Backed Securities
UPSTART SEC TR 2018-1 C 20250820 4.9
2025-08-20
4.997000
5000000.00
5015142.22
Asset-Backed Securities
VENTURE XIV CLO LTD VENTURE XIV CLO LLC
5493002O60L75PP6F022
2029-08-28
9.786810
2091044.00
1980741.43
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2019-1 C 20240315 3.4
2024-03-15
3.450000
4000000.00
4008186.67
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2019-1 D 20240315 3.6
2024-03-15
3.670000
16500000.00
16538074.67
Asset-Backed Securities
TICP CLO XI LTD
2031-10-20
8.439120
4000000.00
3802956.48
Asset-Backed Securities
TRTX ISSUER LTD 2018-FL2 D 20371118 FLT
2037-11-18
5.188750
5000000.00
5028218.58
Asset-Backed Securities
TOWD PT MTG TR 2018-4 B4 20580625 FLT
2058-06-25
3.270050
13273000.00
11162161.68
Asset-Backed Securities
MASTR ASSET BKD SECS 2005-OPT1 M-5 20350325 FLT
2035-03-25
3.389880
6832000.00
2161337.17
Asset-Backed Securities
ALM 2015-12A ER2
25490069XJXEQGFCG629
2027-04-16
9.137310
3500000.00
3419654.03
Asset-Backed Securities
IVYH 9A ER
2030-01-18
10.491000
9600000.00
9035721.60
Asset-Backed Securities
GALL 2017-1A D
549300IWFO7P0795SI73
2027-07-15
9.850310
10000000.00
9114847.89
Asset-Backed Securities
CWABS REVOLVING HEQ 2004-N 2-A 20340215 FLT
2034-02-15
2.768750
19894000.00
158986.24
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2019-1 A 20230815 3.1
2023-08-15
3.110000
4000000.00
4008749.78
Asset-Backed Securities
UBER TECHNOLOGIES INC 7.5%23
2023-11-01
7.500000
1970000.00
2085327.08
Corporate Debt Securities
ULTRA RESOURCES INC SR 144A NT 22
VZ4O3I6KP00FINKB5W86
2022-04-15
6.875000
25000.00
9759.98
Corporate Debt Securities
CHINOS HLDGS INC 7%
2049-12-29
7.000000
1398000.00
829911.16
Corporate Debt Securities
HSBC FINANCE CORP SR SB GLBL NT 21
213800NQZ5NL1KSD7V45
2021-01-15
6.676000
300000.00
314713.23
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
7.803000
4194952.00
3857863.52
Corporate Debt Securities
99 CENTS ONLY STORES SR GLBL PIK 22
549300I645G0USPS4266
2022-04-14
13.000000
622193.00
476824.52
Corporate Debt Securities
INTOWN HOTEL PORT TR 2018-STAY E 20330118 FLT
2033-01-18
5.588750
47422700.00
47263367.30
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY F 20330118 FLT
2033-01-18
6.338750
35000000.00
34892934.76
Private Label Collateralized Mortgage Obligations
GALTON FD MTG TR 2018-2 A31 20581025 FLT
2058-10-25
4.500000
46574300.00
42942005.36
Private Label Collateralized Mortgage Obligations
ML MTG INV TR 2006-A3 III-A1 20360525 FLT
2036-05-25
4.297420
52470000.00
7482142.65
Private Label Collateralized Mortgage Obligations
MONARCH BEACH RESORT TR 2018 MBR MZ
2035-07-16
7.448750
56900000.00
56982210.62
Private Label Collateralized Mortgage Obligations
HILTON USA TRUST 2016-SFP F 20351107 6.1
2035-11-07
6.155220
33333.00
34238.71
Private Label Collateralized Mortgage Obligations
JP MORGAN ACCEPT 2005-A1 I-B-1 20350225 FLT
2035-02-25
4.629330
12728300.00
2248496.10
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2005-A8 1-A-1 20351125 FLT
2035-11-25
4.266770
30000000.00
2175666.30
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2007-A2 2-A-2 20370425 FLT
2037-04-25
4.335860
1200000.00
328196.71
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-500K E 20320715 FLT
2032-07-15
3.988750
57000.00
56537.75
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-J3 1-A-6 20360525 6.0
2036-05-25
6.000000
6000000.00
1195394.34
Private Label Collateralized Mortgage Obligations
BAMLL COML MTG TR 2015-UBS7 G 20480917 FLT
2048-09-17
3.111440
2839500.00
1208444.57
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2007-4 1-A-36 20370525 FLT
2037-05-25
2.789880
17691000.00
998518.20
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
4.939880
18727000.00
18779504.08
Private Label Collateralized Mortgage Obligations
Y
2019-05-29
2019-05-29
2019-08-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0317
497707793.52
497707793.52
0.0056
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JD435
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
2346294.00
2188100.83
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
2368948.00
1026649.36
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
1589836.00
691190.65
Agency Collateralized Mortgage Obligation
FNRM RC083KB R18F083
2048-11-25
3.000000
2693465.00
2592712.53
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.890000
741725.00
99512.78
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-08-15
3.500000
2529476.00
2510864.84
Agency Collateralized Mortgage Obligation
04.500 FGPC Q56085 G
2048-05-01
4.500000
386501.00
378817.04
Agency Mortgage-Backed Securities
04.000 FGPC Q56574 G
2048-06-01
4.000000
631157.00
630155.08
Agency Mortgage-Backed Securities
04.000 FGPC Q56973 G
2048-07-01
4.000000
3261.00
3332.36
Agency Mortgage-Backed Securities
FMAR 2B6300 G
2047-07-01
2.905000
2300000.00
1592462.08
Agency Mortgage-Backed Securities
FMAR 2B6014 G
2047-04-01
3.023000
600000.00
432871.96
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.906000
67686.00
54316.68
Agency Mortgage-Backed Securities
FMAR 2B6435 G
2047-08-01
2.879000
3688980.00
2659814.13
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.886000
621757.00
518207.50
Agency Mortgage-Backed Securities
FMAR 2B3460 G
2044-11-01
3.004000
6161676.00
1474798.72
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.542000
3086077.00
756881.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0350
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.527000
5200000.00
292216.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2559
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.376000
10011057.00
296428.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC5260
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.596000
967325.00
12538.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8948
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.696000
16351970.00
650735.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
120097.00
122483.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1555
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.969000
41216863.00
3016345.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2049
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.820000
6610023.00
251703.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WS895141
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.440000
3500002.00
256099.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ896369
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.680000
11188000.00
1291437.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LB922681
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.997000
22844413.00
1179870.62
Agency Mortgage-Backed Securities
FNAR XX.XXX S1947302
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.615000
11616156.00
104671.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAA3513
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.248000
3500000.00
357889.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC0041
B1V7KEBTPIMZEU4LTD58
2039-01-01
3.906000
50926569.00
2508623.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
68428.00
67418.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
391975.00
388927.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
3139552.00
3128258.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2280
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
13936015.00
14321801.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LA888117
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.429000
29789980.00
1199744.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LB892657
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.590000
36647484.00
287491.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK9107
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.458000
3365844.00
3012109.03
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0580
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.999000
3848696.00
4056318.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1082
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.350000
2240605.00
503668.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3074
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.338000
2901608.00
1107189.72
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM4438
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.030000
1598340.00
1391765.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5958
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.991000
103000.00
105084.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6422
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.442000
200332.00
197458.12
Agency Mortgage-Backed Securities
FMAR 2B6765 G
2048-02-01
2.867000
3520326.00
2709629.94
Agency Mortgage-Backed Securities
FMAR 2B6842 G
2048-03-01
3.279000
1726505.00
1507965.99
Agency Mortgage-Backed Securities
FMAR 2B6902 G
2048-04-01
3.238000
1200000.00
1126781.53
Agency Mortgage-Backed Securities
FMAR 2B5017 G
2045-12-01
2.704000
1452772.00
500682.61
Agency Mortgage-Backed Securities
04.500 FGPC V85054 G
2049-01-01
4.500000
1487297.00
1558065.38
Agency Mortgage-Backed Securities
GNII JM MA5457 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
114787.00
114935.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ6883
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.287000
9244060.00
9143593.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5299
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.283000
83156.00
69301.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4756
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1683082.00
1713147.34
Agency Mortgage-Backed Securities
FNAR XX.XXX WE304032
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.268000
109554276.00
429992.93
Agency Mortgage-Backed Securities
FNAR XX.XXX WS333918
B1V7KEBTPIMZEU4LTD58
2035-12-01
2.310000
250693099.00
2894788.73
Agency Mortgage-Backed Securities
04.000 FGPC Q26088 G
2044-05-01
4.000000
1072873.00
472900.41
Agency Mortgage-Backed Securities
FMAR 2B6952 G
2048-06-01
3.254000
1107217.00
1106450.56
Agency Mortgage-Backed Securities
FMAR 2B6961 G
2048-06-01
3.218000
1000816.00
1000165.30
Agency Mortgage-Backed Securities
FMAR 2B6990 G
2048-07-01
3.221000
100000.00
96231.38
Agency Mortgage-Backed Securities
FMAR 2B6996 G
2048-06-01
3.299000
185592.00
185960.24
Agency Mortgage-Backed Securities
03.500 FGPC Q41727 G
2046-07-01
3.500000
57453.00
45396.23
Agency Mortgage-Backed Securities
04.000 FGPC Q48283 G
2047-05-01
4.000000
433677.00
380064.77
Agency Mortgage-Backed Securities
04.500 FGPC Q49996 G
2047-08-01
4.500000
428900.00
388516.32
Agency Mortgage-Backed Securities
04.000 FGPC U99139 G
2046-02-01
4.000000
270733.00
233383.09
Agency Mortgage-Backed Securities
03.500 FGPC Q10391 G
2042-08-01
3.500000
3929836.00
1603653.74
Agency Mortgage-Backed Securities
03.000 FGPC V60492 G
2029-02-01
3.000000
1436433.00
668517.04
Agency Mortgage-Backed Securities
04.000 FGPC V81165 G
2044-05-01
4.000000
343795.00
160370.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD3213
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.057000
55005122.00
1266304.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0859
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.702000
7850000.00
689069.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0117
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.374000
37238847.00
2616322.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.143000
1120005.00
184832.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0289
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.711000
25300000.00
1631560.64
Agency Mortgage-Backed Securities
FMAR 2B7017 G
2048-07-01
3.325000
659380.00
661160.91
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.662000
3177618.00
2454432.36
Agency Mortgage-Backed Securities
FMAR 2B6587 G
2047-10-01
2.881000
1698952.00
1127763.59
Agency Mortgage-Backed Securities
FMAR 2B6659 G
2047-12-01
2.966000
1510032.00
1472310.41
Agency Mortgage-Backed Securities
FMAR 2B6662 G
2047-12-01
2.823000
348657.00
340391.37
Agency Mortgage-Backed Securities
FMAR 848577 G
2041-06-01
4.455000
24353704.00
1556413.67
Agency Mortgage-Backed Securities
FMAR 848704 G
2042-03-01
2.798000
17452357.00
1870878.21
Agency Mortgage-Backed Securities
FMAR 849144 G
2037-09-01
4.703000
1900000.00
485228.48
Agency Mortgage-Backed Securities
FMAR 849254 G
2042-01-01
4.616000
1951094.00
268669.01
Agency Mortgage-Backed Securities
FMAR 849393 G
2044-07-01
2.984000
724940.00
197012.17
Agency Mortgage-Backed Securities
02.500 FGPC J20929 G
2027-11-01
2.500000
422780.00
187480.05
Agency Mortgage-Backed Securities
FMAR 2B4659 G
2045-10-01
2.807000
10042460.00
2774488.87
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.429000
1883110.00
977378.24
Agency Mortgage-Backed Securities
FMAR 2B4854 G
2045-10-01
2.481000
91243.00
45675.02
Agency Mortgage-Backed Securities
FMAR 2B4900 G
2045-11-01
2.413000
154479.00
69827.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX7533
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
995984.00
691022.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.052000
443122.00
193741.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9923
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.370000
770717.00
454935.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8134
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.626000
77304.00
43793.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP1656
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.455000
45325330.00
4615744.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU8673
B1V7KEBTPIMZEU4LTD58
2044-02-01
2.667000
4559944.00
926413.09
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.457000
3492568.00
1632343.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3230
B1V7KEBTPIMZEU4LTD58
2043-02-01
2.354000
2541503.00
1462074.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3749
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.255000
2030000.00
399504.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4201
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.087000
2952020.00
902035.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6871
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.918000
5435181.00
1685713.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.456000
800000.00
156963.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0965
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.889000
229987.00
20145.09
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0135
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.177000
10853748.00
2771672.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1770
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.459000
907440.00
195205.41
Agency Mortgage-Backed Securities
04.500 FGPC Q59729 G
2048-11-01
4.500000
83033.00
86857.57
Agency Mortgage-Backed Securities
07.000 FGPC G60552 G
2031-12-01
7.000000
2694735.00
1655425.62
Agency Mortgage-Backed Securities
FMAR 840662 G
2047-08-01
2.955000
1700275.00
1244617.21
Agency Mortgage-Backed Securities
04.000 FGPC Q26694 G
2044-06-01
4.000000
125091.00
67029.61
Agency Mortgage-Backed Securities
03.500 FGPC Q33190 G
2045-05-01
3.500000
1889555.00
1288809.52
Agency Mortgage-Backed Securities
04.000 FGPC Q40332 G
2046-05-01
4.000000
53000.00
38704.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6500
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.370000
2800000.00
2658348.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK8983
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.390000
1004333.00
1009686.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK8997
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.578000
2604571.00
2627403.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK9106
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.223000
1531557.00
681166.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1844
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.177000
1143171.00
582744.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.579000
1708048.00
1724174.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK2535
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.320000
1270437.00
1270396.50
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6194
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.398000
1304958.00
1057932.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5787
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.500000
1680600.00
1594928.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5849
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.560000
313565.00
262704.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH8539
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.177000
1125423.00
604858.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9650
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.811000
1570226.00
1386238.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBJ2784
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.931000
4815527.00
2773707.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9269
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.975000
682654.00
253100.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1276
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.380000
1369869.00
1373212.30
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0243
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.000000
1828522.00
1800795.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH0691
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.324000
1776426.00
1093018.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.056000
41692.00
32166.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1940
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.070000
1039562.00
707724.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH8506
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.665000
3735420.00
2865704.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LB846667
B1V7KEBTPIMZEU4LTD58
2035-12-01
5.318000
32676042.00
1603673.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LB865254
B1V7KEBTPIMZEU4LTD58
2036-02-01
4.517000
15491346.00
1302904.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7321
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.763000
3100000.00
1733277.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3657
B1V7KEBTPIMZEU4LTD58
2047-06-01
2.987000
3664427.00
2238122.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE5091
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.815000
4334307.00
3058148.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1253150.00
1240720.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826803
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.363000
28667230.00
1548751.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.200000
28447408.00
1550049.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LB833171
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.142000
42000846.00
1344143.31
Agency Mortgage-Backed Securities
FNAR XX.XXX WS835261
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.376000
23299282.00
2572899.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LB838744
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.517000
3386852.00
58048.05
Agency Mortgage-Backed Securities
FNAR XX.XXX WS843670
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.050000
5037390.00
602294.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LB764020
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.355000
26830781.00
1418378.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.332000
1319597.00
44469.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WS782250
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.858000
25000000.00
1015002.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LB799238
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.108000
30765028.00
1024275.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LB803592
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.044000
16500000.00
499585.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LB816591
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.219000
24000000.00
443172.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.804000
1313682.00
521613.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ4621
B1V7KEBTPIMZEU4LTD58
2045-07-01
2.516000
1400000.00
949689.84
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679723
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.502000
84663674.00
1462737.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735864
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.369000
29259521.00
1191901.84
Agency Mortgage-Backed Securities
FNAR XX.XXX WS745798
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.452000
16793219.00
1229755.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.860000
4750079.00
984284.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2242
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.888000
20094972.00
2586603.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.657000
2421.00
562.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2258
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.987000
1906250.00
374341.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5639
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.647000
10042933.00
2615712.16
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.683000
885398.00
144175.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2621
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.200000
145872.00
34441.34
Agency Mortgage-Backed Securities
FNAR XX.XXX AM461977
B1V7KEBTPIMZEU4LTD58
2034-11-01
4.633000
10260826.00
2616624.19
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462363
B1V7KEBTPIMZEU4LTD58
2037-06-01
4.607000
1800569.00
212438.46
Agency Mortgage-Backed Securities
FNMS 08.000 CL505090
B1V7KEBTPIMZEU4LTD58
2027-10-01
8.000000
636264.00
12074.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ2452
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.935000
9164122.00
716352.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH6986
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.387000
742619.00
134674.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
2545.00
1916.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
3394190.00
2073603.01
Agency Mortgage-Backed Securities
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
189000000.00
189000000.00
0.0021
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.560000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JDOA7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.500 FGPC G02408 G
2036-12-01
5.500000
9445341.00
196443.63
Agency Mortgage-Backed Securities
06.500 FGPC A65070 G
2037-09-01
6.500000
6437794.00
148114.04
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
2037-10-01
6.500000
3302805.00
40661.84
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
2037-11-01
6.500000
615384.00
24446.33
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
2037-10-01
6.500000
569374.00
10043.04
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
2037-11-01
6.500000
10259051.00
96869.90
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
2037-12-01
6.000000
4003599.00
40554.85
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0968
B1V7KEBTPIMZEU4LTD58
2019-07-01
4.000000
2322687.00
7.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
33917394.00
6876757.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
1271309.00
346874.78
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
2027-12-01
6.000000
1999994.00
109335.02
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
2028-03-01
6.500000
894040.00
102549.34
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
2037-06-01
6.000000
10272321.00
159108.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
1000000.00
1005405.38
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0801
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
10608428.00
726264.28
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0286
B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
683720.00
25224.44
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
10147060.00
571144.68
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1198846.00
65318.43
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
597400.00
30753.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
3233356.00
2226913.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1315430.00
526947.85
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0174
B1V7KEBTPIMZEU4LTD58
2019-09-01
4.000000
734044.00
3639.27
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0323
B1V7KEBTPIMZEU4LTD58
2020-02-01
4.500000
1010000.00
9338.85
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0668
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.500000
125999427.00
24298279.33
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3492
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.000000
14507889.00
14517213.12
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
36270.00
3800.89
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
50000.00
2014.88
Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
22862795.00
886944.82
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB0400
B1V7KEBTPIMZEU4LTD58
2020-04-01
4.000000
75065095.00
21896.14
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB0943
B1V7KEBTPIMZEU4LTD58
2020-08-01
4.000000
5964684.00
34395.47
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
1299846.00
167042.86
Agency Mortgage-Backed Securities
FNMS 06.000 CL938394
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
25935.00
1198.00
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
895378.00
53529.52
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
462653.00
31564.81
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
251000.00
33067.61
Agency Mortgage-Backed Securities
FNMS 06.000 CLAI2335
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
2293733.00
669368.76
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
2043-12-01
4.500000
418000.00
196483.34
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
2041-11-01
4.500000
179163.00
81546.55
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
2046-01-01
4.500000
352675.00
169800.84
Agency Mortgage-Backed Securities
FNMS 06.500 CT253802
B1V7KEBTPIMZEU4LTD58
2021-05-01
6.500000
500000.00
947.68
Agency Mortgage-Backed Securities
FNMS 06.500 CT254191
B1V7KEBTPIMZEU4LTD58
2021-12-01
6.500000
2494024.00
10328.68
Agency Mortgage-Backed Securities
04.000 FGPC Q51387 G
2047-10-01
4.000000
31155042.00
29193886.07
Agency Mortgage-Backed Securities
03.500 FGPC Q52443 G
2047-11-01
3.500000
31090002.00
28274073.91
Agency Mortgage-Backed Securities
04.000 FGPC Q52723 G
2047-12-01
4.000000
30497905.00
28488530.18
Agency Mortgage-Backed Securities
04.000 FGPC Q53212 G
2047-12-01
4.000000
18000000.00
16766909.10
Agency Mortgage-Backed Securities
04.500 FGPC Q56256 G
2048-05-01
4.500000
12451656.00
12454741.34
Agency Mortgage-Backed Securities
04.000 FGPC Q39439 G
2046-03-01
4.000000
36245233.00
25692561.97
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
2046-08-01
3.500000
7600000.00
5866032.43
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
53112.17
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
341017.00
27610.06
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
179513.31
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1731147.00
167609.35
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
67466.00
4788.04
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
182783.00
11205.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
4059613.00
2451341.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1889
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
1377853.00
963575.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1890
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
2699234.00
1873364.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK5035
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
13654237.00
1442052.79
Agency Mortgage-Backed Securities
FNMS 06.500 CT254375
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.500000
1200000.00
7071.96
Agency Mortgage-Backed Securities
FNMS 06.500 CL256801
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.500000
2230000.00
57943.46
Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
2657252.00
Agency Mortgage-Backed Securities
05.500 FGPC A93514 G
2040-08-01
5.500000
1314047.00
343390.54
Agency Mortgage-Backed Securities
05.500 FGPC A92986 G
2040-07-01
5.500000
2701346.00
200686.29
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
2029-09-01
5.000000
2611542.00
109619.00
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
2035-02-01
5.500000
1079270.00
25064.70
Agency Mortgage-Backed Securities
06.500 FGPC A83780 G
2038-12-01
6.500000
4910174.00
156473.04
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
2039-01-01
6.500000
326933.00
15708.50
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
2039-09-01
6.000000
1149418.00
163547.02
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
2039-11-01
5.500000
1021426.00
285845.21
Agency Mortgage-Backed Securities
05.500 FGPC A90380 G
2039-12-01
5.500000
3331416.00
704013.85
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
2039-12-01
5.500000
1014889.00
157461.90
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
2038-08-01
6.500000
144824.00
9980.31
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
2037-08-01
5.500000
1676450.00
59768.38
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
2038-10-01
5.500000
7041202.00
86183.24
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
2038-10-01
6.000000
2472559.00
36073.03
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
2038-11-01
5.500000
3776120.00
33693.64
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
2031-03-01
6.500000
522991.00
1685.16
Agency Mortgage-Backed Securities
05.000 FGPC G08589 G
2044-05-01
5.000000
379035.00
186918.51
Agency Mortgage-Backed Securities
04.000 FGPC Q50908 G
2047-09-01
4.000000
11882580.00
11252687.41
Agency Mortgage-Backed Securities
04.000 FGPC Q50911 G
2047-09-01
4.000000
9732925.00
9193262.69
Agency Mortgage-Backed Securities
04.000 FGPC Q51386 G
2047-10-01
4.000000
9184935.00
8339889.93
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
2044-05-01
4.500000
863747.00
554810.42
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
2040-11-01
5.000000
881287.00
418015.84
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
2041-05-01
4.500000
1440781.00
210777.27
Agency Mortgage-Backed Securities
04.500 FGPC Q08109 G
2042-05-01
4.500000
2165206.00
1376083.75
Agency Mortgage-Backed Securities
04.500 FGPC Q08180 G
2042-05-01
4.500000
3275608.00
1620988.77
Agency Mortgage-Backed Securities
04.500 FGPC U95024 G
2042-06-01
4.500000
20990504.00
10582771.69
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
2039-12-01
5.500000
1032642.00
379332.74
Agency Mortgage-Backed Securities
04.000 FGPC V81321 G
2044-08-01
4.000000
30193779.00
20518445.56
Agency Mortgage-Backed Securities
05.500 FGPC A90726 G
2040-01-01
5.500000
7112245.00
784811.43
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
2040-03-01
5.000000
1201282.00
147656.82
Agency Mortgage-Backed Securities
FNMS 06.000 CL745458
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
14395676.00
364428.57
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
6981339.00
156610.83
Agency Mortgage-Backed Securities
FNMS 05.500 CI761495
B1V7KEBTPIMZEU4LTD58
2019-09-01
5.500000
2636638.00
9406.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2595
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.000000
9777821.00
4696899.41
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
905489.00
28235.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3047
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
44364517.00
20653463.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL3067
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
34000000.00
12577776.95
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
400031.00
26839.73
Agency Mortgage-Backed Securities
FNMS 04.500 CI773529
B1V7KEBTPIMZEU4LTD58
2019-03-25
4.500000
1793300.00
639.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
60355000.00
29186365.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
11425348.00
9078387.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9816
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
12305004.00
11171404.23
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.500000
2093181.00
332847.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL735178
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
398455.00
14710.23
Agency Mortgage-Backed Securities
FNMS 06.000 CT745407
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
5765942.00
194170.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU8868
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
20005221.00
11127912.37
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
422852.00
13362.57
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL3197
B1V7KEBTPIMZEU4LTD58
2026-06-01
5.000000
1281351.00
84171.07
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
751292.00
14049.23
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL9562
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
1710541.00
1138514.18
Agency Mortgage-Backed Securities
FNMS 03.500 CIAO7649
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.500000
9537384.00
3424801.37
Agency Mortgage-Backed Securities
FNMS 04.000 CIAO9573
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
912271.00
76198.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ9342
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
57528783.00
24894426.25
Agency Mortgage-Backed Securities
04.000 FGPC C91761 G
2034-05-01
4.000000
50000000.00
22369080.26
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
2027-08-01
6.000000
3025000.00
110077.94
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
2027-10-01
6.000000
2048309.00
40271.83
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
2028-03-01
5.500000
26458.00
646.26
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
2028-10-01
6.000000
2000000.00
56185.08
Agency Mortgage-Backed Securities
05.500 FGPC G07795 G
2041-06-01
5.500000
25132.00
7590.90
Agency Mortgage-Backed Securities
03.500 FGPC G07317 G
2043-03-01
3.500000
50000000.00
23048322.76
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
2035-03-01
5.500000
12768317.00
534294.13
Agency Mortgage-Backed Securities
06.500 FGPC G08066 G
2035-06-01
6.500000
761000.00
34386.65
Agency Mortgage-Backed Securities
06.000 FGPC G08271 G
2038-05-01
6.000000
4024996.00
150930.96
Agency Mortgage-Backed Securities
05.000 FGPC G08393 G
2040-03-01
5.000000
1027416.00
130185.98
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
2038-07-01
5.500000
7395477.00
330366.48
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
2039-04-01
6.500000
678637.00
24689.68
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
2040-05-01
5.500000
156000.00
8947.92
Agency Mortgage-Backed Securities
06.000 FGPC G06534 G
2038-12-01
6.000000
748357.00
37621.90
Agency Mortgage-Backed Securities
06.500 FGPC G06670 G
2039-09-01
6.500000
175000.00
10795.90
Agency Mortgage-Backed Securities
05.500 FGPC G07703 G
2041-06-01
5.500000
825985.00
225116.03
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
2038-01-01
5.500000
1474015.00
33590.11
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
2038-02-01
6.000000
4311563.00
146826.07
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
2039-01-01
5.500000
1346434.00
30407.20
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
2038-06-01
5.500000
1666505.00
51709.65
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
2038-09-01
5.500000
8993829.00
190948.42
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
2038-11-01
6.500000
1625363.00
23930.98
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
2036-12-01
5.500000
9468237.00
199925.82
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
2037-08-01
5.500000
16012676.00
334534.14
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
2037-12-01
6.500000
603821.00
26182.65
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
3622490.00
76042.40
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
2037-11-01
6.000000
18276751.00
377131.03
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
2038-02-01
5.500000
9315187.00
181062.94
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
2038-05-01
5.500000
2000000.00
26245.16
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
2037-10-01
6.000000
4752815.00
160168.14
Agency Mortgage-Backed Securities
06.500 FGPC A79286 G
2038-07-01
6.500000
500000.00
26742.85
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
2038-07-01
5.500000
9724436.00
296648.28
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
2037-09-01
5.500000
3126597.00
82554.92
Agency Mortgage-Backed Securities
FNMS 05.000 CLBH5765
B1V7KEBTPIMZEU4LTD58
2047-11-01
5.000000
9878467.00
8444228.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
21895981.60
Agency Mortgage-Backed Securities
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
482433.00
470627.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7484
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
23735206.00
23348749.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7485
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
20335638.00
20409147.40
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM1865
B1V7KEBTPIMZEU4LTD58
2029-01-01
6.000000
1363400.00
1023516.82
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
B1V7KEBTPIMZEU4LTD58
2034-07-01
5.500000
1177570.00
77025.46
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
176471.00
5687.24
Agency Mortgage-Backed Securities
FNMS 05.000 CI852932
B1V7KEBTPIMZEU4LTD58
2021-04-01
5.000000
1322616.00
7007.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
88557.00
3113.79
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
1107430.00
61730.02
Agency Mortgage-Backed Securities
FNMS 05.500 CI889985
B1V7KEBTPIMZEU4LTD58
2023-11-01
5.500000
2450000.00
52164.27
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
26116.00
3021.16
Agency Mortgage-Backed Securities
FNMS 04.500 CL890587
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.500000
44900000.00
18561615.24
Agency Mortgage-Backed Securities
FNMS 05.000 CI899044
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.000000
880684.00
7976.83
Agency Mortgage-Backed Securities
FNMS 05.500 CI928345
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.500000
2250000.00
43953.19
Agency Mortgage-Backed Securities
FNMS 06.000 CL929959
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
27511.00
2087.92
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.500000
4203655.00
166000.64
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
2364120.00
35024.79
Agency Mortgage-Backed Securities
FNMS 05.500 CI889115
B1V7KEBTPIMZEU4LTD58
2019-12-01
5.500000
17450042.00
1088.15
Agency Mortgage-Backed Securities
FNMS 06.000 CL889455
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
19058057.00
456927.87
Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
18808790.00
486808.53
Agency Mortgage-Backed Securities
04.500 FGPC Q58596 G
2048-09-01
4.500000
27947440.00
28923564.09
Agency Mortgage-Backed Securities
03.500 FGPC Q55239 G
2048-04-01
3.500000
20468696.00
19876600.62
Agency Mortgage-Backed Securities
04.000 FGPC Q60873 G
2049-01-01
4.000000
22733694.00
23234292.76
Agency Mortgage-Backed Securities
04.000 FGPC V81946 G
2045-09-01
4.000000
25971981.00
19022876.47
Agency Mortgage-Backed Securities
04.000 FGPC V83190 G
2047-05-01
4.000000
12000000.00
10703989.58
Agency Mortgage-Backed Securities
04.000 FGPC Q28932 G
2044-10-01
4.000000
13800000.00
7932149.30
Agency Mortgage-Backed Securities
04.000 FGPC Q33608 G
2045-05-01
4.000000
17585788.00
10416334.59
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL3100
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
12870000.00
4185853.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HY873157
B1V7KEBTPIMZEU4LTD58
2020-12-01
5.390000
7032000.00
5952017.12
Agency Mortgage-Backed Securities
FNMS 06.000 CLBD6887
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
152062.00
91455.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6121
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
4824099.00
5009729.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0873
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
25405633.00
24839030.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2535
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
13188572.00
13608526.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2798
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
24999919.00
26011527.42
Agency Mortgage-Backed Securities
FNMS 05.500 CL966012
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
2443856.00
86006.26
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2858
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
28000000.00
28846312.64
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5276
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
3079554.00
3150280.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5059
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
17000000.00
16847259.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH2726
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
31770486.00
10273307.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2246
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
14500000.00
7602961.61
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0260
796000000.00
796000000.00
0.0090
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JDOB5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
119256200.00
127052856.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-05-15
2.500000
18901300.00
17046106.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
199230100.00
198560419.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-11-15
3.375000
175372000.00
187770864.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-15
2.875000
193002400.00
196922618.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
2.500000
196112200.00
196789686.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-15
2.750000
190197700.00
192502433.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.875000
198632800.00
195148780.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
1.625000
194046800.00
191792734.15
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
1474000000.00
1474000000.00
0.0166
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.570000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0JDOD1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G08852 G
2048-12-01
4.000000
247430056.00
249999999.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3496
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
210958644.00
212760001.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN5241
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
240540041.00
249999999.73
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
692000000.00
692000000.00
0.0078
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.570000%
RUC0QBLBRPRCU4W1NE59
0000009622
ARP0JDOF6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.500 FGPC G08867 G
2049-02-01
4.500000
21681684.00
22557624.03
Agency Mortgage-Backed Securities
05.000 FGPC G08868 G
2049-02-01
5.000000
2851445.00
3006868.71
Agency Mortgage-Backed Securities
02.500 FGPC G16623 G
2032-09-01
2.500000
534511.00
503249.56
Agency Mortgage-Backed Securities
GNMI SF BJ9887 X
549300M8ZYFG0OCMTT87
2048-12-15
4.500000
729383.00
769438.57
Agency Mortgage-Backed Securities
GNHF RF BK4756 H
549300M8ZYFG0OCMTT87
2068-12-20
4.521000
1249013.00
1344788.15
Agency Mortgage-Backed Securities
GNII SF BK6129 C
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
16023632.00
16398489.74
Agency Mortgage-Backed Securities
GNII SF BL3897 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
8569800.00
8964490.71
Agency Mortgage-Backed Securities
GNHA AL BL5160 H
549300M8ZYFG0OCMTT87
2069-01-20
4.080000
2934522.00
3090691.39
Agency Mortgage-Backed Securities
GNII SF BM0279 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
7649063.00
8154750.20
Agency Mortgage-Backed Securities
GNII JM MA5754 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
18519.00
19017.22
Agency Mortgage-Backed Securities
GNII SF MA5763 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
1997286.00
2059371.64
Agency Mortgage-Backed Securities
GNII SF BI6789 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
1221765.00
1299816.24
Agency Mortgage-Backed Securities
GNHA AL BJ5461 H
549300M8ZYFG0OCMTT87
2068-10-20
4.403000
1893991.00
2063572.80
Agency Mortgage-Backed Securities
04.000 FGPC G61873 G
2044-11-01
4.000000
8405683.00
8675059.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0929
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
520452.00
236836.89
Agency Mortgage-Backed Securities
04.500 FGPC Q21334 G
2043-09-01
4.500000
1766616.00
736363.35
Agency Mortgage-Backed Securities
04.500 FGPC Q29345 G
2044-11-01
4.500000
1769700.00
922442.64
Agency Mortgage-Backed Securities
05.000 FGPC Q61858 G
2049-03-01
5.000000
141120.00
153251.66
Agency Mortgage-Backed Securities
03.500 FGPC J26429 G
2028-11-01
3.500000
2110.00
962.43
Agency Mortgage-Backed Securities
GNHF RF AR6556 H
549300M8ZYFG0OCMTT87
2066-05-20
4.554000
490621.00
580477.58
Agency Mortgage-Backed Securities
GNPL PN BD9338
549300M8ZYFG0OCMTT87
2058-05-15
3.550000
100000.00
99516.78
Agency Mortgage-Backed Securities
GNHA ML BI4582 H
549300M8ZYFG0OCMTT87
2068-07-20
4.503000
708068.00
750028.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1835
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
2018448.00
1651895.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0665
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.130000
1000.00
1051.69
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1424
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.990000
1000.00
1045.13
Agency Mortgage-Backed Securities
FNAR XX.XXX S2947559
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.350000
759072.00
25576.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LB982816
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.375000
7828.00
54.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD8925
B1V7KEBTPIMZEU4LTD58
2040-06-01
4.550000
3035.00
82.69
Agency Mortgage-Backed Securities
FNMS 05.500 CT256751
B1V7KEBTPIMZEU4LTD58
2027-06-01
5.500000
1683.00
42.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HY464023
B1V7KEBTPIMZEU4LTD58
2019-12-01
4.260000
562476.00
483730.50
Agency Mortgage-Backed Securities
FNAR XX.XXX XXAL9932
B1V7KEBTPIMZEU4LTD58
2024-01-01
3.040000
200000.00
58349.60
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9844
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.800000
10682.00
11087.34
Agency Mortgage-Backed Securities
03.500 FGPC Q27286 G
2044-07-01
3.500000
8836.00
4005.64
Agency Mortgage-Backed Securities
04.000 FGPC Q37993 G
2045-12-01
4.000000
500000.00
306637.50
Agency Mortgage-Backed Securities
04.500 FGPC Q60540 G
2048-12-01
4.500000
6956717.00
7174550.27
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
4728121.00
4585052.35
Agency Mortgage-Backed Securities
03.500 FGPC G08841 G
2048-10-01
3.500000
36560612.00
36083335.56
Agency Mortgage-Backed Securities
04.500 FGPC G08863 G
2049-02-01
4.500000
13050053.00
13496834.95
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
142000000.00
142000000.00
0.0016
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.590000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOM1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2022-01-15
0.125000
200.00
218.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-15
2.000000
100.00
98.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-31
2.000000
43733100.00
43311236.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-02-15
2.000000
200.00
196.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.375000
34999800.00
34611642.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
1.125000
81739600.00
94868768.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
1.500000
24923000.00
24118149.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
1.250000
100.00
98.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
5327700.00
5578512.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
1.625000
100.00
97.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-05-31
1.375000
300.00
293.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-30
2.125000
200.00
199.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-31
2.125000
600.00
596.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.750000
700.00
685.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-09-30
1.750000
1800.00
1767.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-15
1.875000
100.00
119.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
0.625000
139068000.00
146593604.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-09-15
2.750000
300.00
305.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-30
2.875000
15300000.00
15677122.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-30
2.875000
400.00
409.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-31
2.625000
800.00
807.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-15
0.125000
600.00
643.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-31
2.000000
100.00
98.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
2.500000
100.00
101.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
2.125000
2100.00
2073.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-10-31
2.000000
100000100.00
98944082.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
100.00
97.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
0.500000
1464400.00
1460110.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
2.500000
600.00
819.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-02-15
1.375000
22726500.00
25916675.06
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
2.500000
14711000.00
13233600.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-05-15
3.000000
3200.00
3194.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
3.000000
22246800.00
21963272.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-08-15
3.000000
600.00
592.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
2.500000
98703600.00
99244625.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-15
2.625000
200.00
201.65
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
2.625000
100.00
100.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-08-15
2.875000
43658000.00
44362398.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
2.750000
700.00
707.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-11-15
3.375000
1889000.00
2022552.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-15
1.500000
100.00
92.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-31
2.750000
1000.00
1012.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-15
6.875000
300.00
376.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-04-15
3.375000
11100.00
20886.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
100.00
138.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
2.375000
200.00
281.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
1.750000
200.00
260.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-15
0.125000
100.00
101.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
1.625000
10256400.00
10158128.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-07-31
2.000000
103821000.00
102322547.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-06-30
2.500000
8000000.00
8027516.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-07-15
2.625000
100.00
100.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-07-15
0.750000
10300000.00
10345373.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-15
2.000000
100.00
99.33
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0263
787000000.00
787000000.00
0.0089
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.450000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JDOO7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2002-60 FB
549300M8ZYFG0OCMTT87
2032-08-16
2.760000
20000000.00
877.63
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-09-25
2.910000
1500000.00
2829.95
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-04-25
2.820000
204000.00
3284.87
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-070 A-2 20271125 FLT
2027-11-25
3.303000
2736700.00
2758142.04
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-733 A-2 20250825 FLT
2025-08-25
3.750000
43005000.00
44796975.34
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-11-15
2.958000
500000.00
520.64
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-04-25
3.039880
8238608.00
4226409.53
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-04-15
2.808000
750000.00
708250.24
Agency Collateralized Mortgage Obligation
05.000 FGPC Q60263 G
2048-12-01
5.000000
2215620.00
2331265.85
Agency Mortgage-Backed Securities
03.500 FGPC G61590 G
2043-05-01
3.500000
37746048.00
36800422.67
Agency Mortgage-Backed Securities
GNII SF AM4971 C
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
3767500.00
2063268.07
Agency Mortgage-Backed Securities
GNII SF AT9475 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
1463960.00
1257437.80
Agency Mortgage-Backed Securities
GNMI SF 553059 X
549300M8ZYFG0OCMTT87
2033-02-15
5.500000
323716.00
9735.86
Agency Mortgage-Backed Securities
GNII SF BC4802 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
4000000.00
3942846.09
Agency Mortgage-Backed Securities
GNII SF BJ6206 C
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
7487.00
7809.24
Agency Mortgage-Backed Securities
GNII SF BL3515 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
1061514.00
1130408.74
Agency Mortgage-Backed Securities
GNII SF AL4803 C
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
1329510.00
668484.66
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS5982
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.500000
2458000.00
1228085.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8955
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
79777024.00
68218020.48
Agency Mortgage-Backed Securities
FNMS 02.500 CIAT4062
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
7500000.00
3051187.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR2120
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
7000000.00
4468073.21
Agency Mortgage-Backed Securities
GNII SF BB4838 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1063776.00
930176.48
Agency Mortgage-Backed Securities
GNMI SF BJ2876 X
549300M8ZYFG0OCMTT87
2048-11-15
5.500000
1967384.00
2111829.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7353
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1202366.00
1139109.24
Agency Mortgage-Backed Securities
GNII SF MA3310 M
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
3866624.00
2187782.03
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
9674560.00
8024677.08
Agency Mortgage-Backed Securities
GNII SF MA3667 M
549300M8ZYFG0OCMTT87
2046-05-20
5.500000
465000.00
192628.50
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1220000.00
983815.74
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
242930688.00
249999068.41
Agency Mortgage-Backed Securities
04.000 FGPC G08852 G
2048-12-01
4.000000
306688.00
309873.43
Agency Mortgage-Backed Securities
GNII SF 003850 M
549300M8ZYFG0OCMTT87
2036-05-20
5.000000
340000.00
19322.29
Agency Mortgage-Backed Securities
FNMS 04.500 CTAH9434
B1V7KEBTPIMZEU4LTD58
2031-04-01
4.500000
3574928.00
1277546.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI7103
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.550000
50011200.00
4028484.71
Agency Mortgage-Backed Securities
03.500 FGPC Q52095 G
2047-10-01
3.500000
2839768.00
2562114.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV2874
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.000000
14542272.00
7048917.61
Agency Mortgage-Backed Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0248
449000000.00
449000000.00
0.0051
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.450000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JDOQ2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII JM MA5754 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
1013662.00
1040932.55
Agency Mortgage-Backed Securities
GNII SF MA5761 M
549300M8ZYFG0OCMTT87
2048-09-20
3.000000
379765.00
376570.04
Agency Mortgage-Backed Securities
GNII SF BE4328 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
574270.00
537358.15
Agency Mortgage-Backed Securities
GNMI SF AV9680 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
2518520.00
2155869.83
Agency Mortgage-Backed Securities
GNMI SF 711731 X
549300M8ZYFG0OCMTT87
2043-03-15
3.000000
1463604.00
1055877.17
Agency Mortgage-Backed Securities
GNII SF MA5594 M
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
37084352.00
37272734.29
Agency Mortgage-Backed Securities
GNII SP 784632 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
33156864.00
33768439.67
Agency Mortgage-Backed Securities
GNII SP 784623 C
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
49922900.00
49765095.17
Agency Mortgage-Backed Securities
GNII SP 784295 C
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
52500000.00
43851607.62
Agency Mortgage-Backed Securities
GNII SF MA3520 M
549300M8ZYFG0OCMTT87
2046-03-20
3.000000
25490000.00
16259673.15
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
3016084.00
3030265.95
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
6500000.00
5913342.11
Agency Mortgage-Backed Securities
GNII SF MA5263 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
19356608.00
18543813.14
Agency Mortgage-Backed Securities
GNII SF MA5531 M
549300M8ZYFG0OCMTT87
2048-09-20
5.500000
29691.00
30720.98
Agency Mortgage-Backed Securities
GNMI SF AE7022 X
549300M8ZYFG0OCMTT87
2043-06-15
3.000000
24997.00
10352.39
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
140492000.00
144988405.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-08-15
3.625000
21776200.00
21912492.78
U.S. Treasuries (including strips)
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0248
369000000.00
369000000.00
0.0042
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.550000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOR0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
OAKTOWN RE LTD SR GLBL 144A 27
549300CG2B8QR5YHPJ68
2027-04-25
6.489880
8713000.00
9004544.15
Asset-Backed Securities
OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT
549300MQ9W5DWZ8QX450
2025-11-25
0.00
191482.00
104357.69
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
5.839880
28508000.00
29294383.39
Asset-Backed Securities
RADNOR RE LTD 2019-1 M-2 20290226 FLT
254900JBDDKUTX6TX151
2029-02-26
5.709000
19000000.00
19000000.00
Asset-Backed Securities
GRIFFEY INTER INC/GRIFFEY FIN SR GLBL 144A 20
2020-10-15
7.000000
8782000.00
9009112.27
Corporate Debt Securities
BRUIN E&P PARTNERS LLC SR GLBL 144A 23
549300NZ4QCWC7W8KP34
2023-08-01
8.875000
7977909.00
7811619.46
Corporate Debt Securities
INDIGO NAT RES LLC SR GLBL 144A 26
549300F7DOI6H6TA3C86
2026-02-15
6.875000
3824000.00
3345933.61
Corporate Debt Securities
CSC HLDGS INC SR GLBL 144A 28
3HG2WD2W22M120IUNG49
2028-02-01
5.375000
2269000.00
2241275.66
Corporate Debt Securities
ALBERTSONS COS INC / SAFEWAY I 7.5%26
2026-03-15
7.500000
2440294.00
2512994.43
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC 144A 39
2039-09-30
5.750000
6100000.00
5219103.27
Corporate Debt Securities
U S G CORP SR 144A NT5.5%25
FP4Y9QGZ4D2KY6M7GL79
2025-03-01
5.500000
2688000.00
2787568.00
Corporate Debt Securities
VISTRA OPERATIONS CO LLC SR GLBL 144A 27
549300ZH5GKBTJZ7NM23
2027-02-15
5.625000
19265323.00
19909507.24
Corporate Debt Securities
CITGO HOLDING INC SR SEC GLBL 20
2020-02-15
10.750000
73000.00
78507.44
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP SR GLBL NT 26
88CPW63VL7KHJWS0NY83
2026-07-15
4.850000
4876000.00
4794536.94
Corporate Debt Securities
MCDERMOTT ESCROW 1 INC / MCDE SR GLBL 144A 24
2024-05-01
10.625000
2760000.00
2379206.24
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
236000.00
241829.59
Corporate Debt Securities
NUMERICABLE GROUP SA SR SEC 144A NT26
5493001ZMCICV4N02J21
2026-05-01
7.375000
2700000.00
2642784.37
Corporate Debt Securities
ROWAN COS INC SR GLBL NT 22
5493006IFM30PWSM2474
2022-06-01
4.875000
4456000.00
4196577.25
Corporate Debt Securities
HC2 HLDGS INC SR SEC GLBL 21
549300S6O246JWQQ1K58
2021-12-01
11.500000
2454788.00
2299999.98
Corporate Debt Securities
ENSCO PLC 7.75%26
7N0UJMJLXD0MDT5D5086
2026-02-01
7.750000
4989000.00
4244703.56
Corporate Debt Securities
ALTICE SA SR GLBL 144A 22
2221006ZDZREFLFIFQ42
2022-05-15
7.750000
4686000.00
4658111.79
Corporate Debt Securities
AVANTOR INC SR GLBL 144A 25
5493003VM0XB4U8YD238
2025-10-01
9.000000
4666000.00
5169928.00
Corporate Debt Securities
BANK AMER CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2049-12-29
5.875000
11465000.00
11540676.96
Corporate Debt Securities
BECTON DICKINSON & CO SR GLBL NT3.7%27
ICE2EP6D98PQUILVRZ91
2027-06-06
3.700000
8311000.00
8140024.27
Corporate Debt Securities
W & T OFFSHORE INC SR SEC GLBL 23
549300Q7EOY2YIO3YK85
2023-11-01
9.750000
3822047.00
3959720.32
Corporate Debt Securities
TRANSOCEAN INC SR 144A NT 9%23
DOL4HJ22ADYSIWES4H94
2023-07-15
9.000000
3542000.00
3783741.50
Corporate Debt Securities
TREEHOUSE FOODS INC SR 144A NT 6%24
5493007M7EVHE470Q576
2024-02-15
6.000000
4900000.00
5051491.67
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 8.75%22
549300ZCZ76HYCS0H445
2022-04-15
8.750000
7930000.00
5689032.67
Corporate Debt Securities
AMBAC ASSURN CORP SR 144A NT5.1%20
549300RYYRVPPB8NC636
2020-06-07
5.100000
1253300.00
1295497.77
Corporate Debt Securities
TECK RESOURCES LTD SR NT 6.25%41
T8KI5SQ2JRWHL7XY0E11
2041-07-15
6.250000
5000000.00
5287326.39
Corporate Debt Securities
ROWAN COS INC SR NT 4.75%24
5493006IFM30PWSM2474
2024-01-15
4.750000
6000000.00
4894041.67
Corporate Debt Securities
ROYAL BK OF SCOTLAND PLC ALT TIER I COCO
2138005O9XJIJN4JPN90
2099-12-31
8.000000
3951000.00
4247983.50
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL23
549300LWGYFM1TVO1Z12
2023-04-01
3.850000
4236000.00
4205800.85
Corporate Debt Securities
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
6.289880
829408.00
916208.17
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
4.989880
1060000.00
1094157.25
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.639880
6450000.00
6467567.59
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT
2029-10-25
5.489880
1306487.00
1384833.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
5.489880
49524479.00
45300347.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.939880
37251299.00
40969437.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
6.139880
10529000.00
11383909.07
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1M-2 20300225 FLT
2030-02-25
5.139880
1020000.00
1054020.39
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
8.039880
1554773.00
1841326.98
Private Label Collateralized Mortgage Obligations
FREDDIE MAC STACR TR 2019 HQA1
54930047IR7X5WWFY307
2049-02-25
4.831130
2316431.00
2328406.01
Private Label Collateralized Mortgage Obligations
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0259
271000000.00
271000000.00
0.0031
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 2.550000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0JDOS8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
1.000000
100.00
97.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-15
2.500000
488500.00
489246.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
1.500000
900.00
870.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-15
1.625000
7606000.00
7153286.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-02-15
3.625000
84822000.00
93371022.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
96.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-08-15
2.250000
100.00
97.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-31
1.875000
6925300.00
6692679.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.125000
11874300.00
11777050.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-15
2.000000
2897000.00
2859562.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-11-30
1.000000
157600.00
156167.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
0.375000
2001600.00
2027243.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
4800.00
4675.44
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
2.375000
8126000.00
8066297.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-10-31
1.875000
261200.00
257181.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-31
1.375000
12666700.00
12406064.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-15
2.625000
100.00
100.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-11-15
2.750000
200.00
191.54
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-25
0.00
100.00
99.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-03-14
0.00
1000.00
999.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
3.875000
100.00
200.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
2.375000
200.00
281.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
3.875000
10507300.00
12018171.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
4.375000
100.00
123.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-15
0.375000
87800.00
94309.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-06-30
2.000000
13281300.00
12975958.51
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
167000000.00
167000000.00
0.0019
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.610000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOT6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-10-25
2.860000
72639.00
69891.28
Agency Collateralized Mortgage Obligation
FNRM RC106UK R05F106
2035-12-25
5.500000
1836650.00
826440.43
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
3.203000
1743296.00
1735008.25
Agency Collateralized Mortgage Obligation
GNRM 2018-22 QA
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
40000000.00
36982637.08
Agency Collateralized Mortgage Obligation
GNRM 2018-01 PB
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
15106097.00
13849938.08
Agency Collateralized Mortgage Obligation
GNRM 2017-87 AD
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
50000000.00
42654752.70
Agency Collateralized Mortgage Obligation
GNRM 2018-15 BA
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
20322207.00
18754458.26
Agency Collateralized Mortgage Obligation
GNRM 2018-083 MQ
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
1292212.00
1237298.96
Agency Collateralized Mortgage Obligation
GNRA 2018-77 NA
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
17572672.00
17044277.94
Agency Collateralized Mortgage Obligation
GNRM 2016-61 QE
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
1825926.00
971099.52
Agency Collateralized Mortgage Obligation
GNRM 2016-54 HK
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
9782897.00
4657595.39
Agency Collateralized Mortgage Obligation
GNRM 2016-79 JE
549300M8ZYFG0OCMTT87
2046-06-20
2.500000
15941504.00
8932880.89
Agency Collateralized Mortgage Obligation
GNRM 2016-089 PA
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
65000000.00
40804569.93
Agency Collateralized Mortgage Obligation
GNRM 2016-116 PA
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
18340303.00
12696206.54
Agency Collateralized Mortgage Obligation
GNRM 2016-46 PC
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
56495377.00
38617741.10
Agency Collateralized Mortgage Obligation
GNRM 2016-53 BM
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
1683708.00
921282.66
Agency Collateralized Mortgage Obligation
GNRM 2016-53 B
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
5448924.00
2981514.12
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-08-15
2.858000
9299667.00
8047878.65
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-10-15
2.808000
1134.00
1063.21
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-10-15
2.808000
14011888.00
13359586.43
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-02-15
2.961000
99032.00
98169.05
Agency Collateralized Mortgage Obligation
FNRM CL089CV R18F089
2030-02-25
4.000000
7569000.00
7762164.75
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
11.00
0.60
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2030-10-03
2.450000
397000.00
363230.41
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-09-30
1.300000
62000.00
61880.62
Agency Debentures and Agency Strips
GNMA
549300M8ZYFG0OCMTT87
2041-12-20
3.979000
3123939.00
2807016.01
Agency Debentures and Agency Strips
GNMA
549300M8ZYFG0OCMTT87
2043-04-20
3.950000
8014892.00
7073455.87
Agency Debentures and Agency Strips
04.500 FGPC Q58089 G
2048-08-01
4.500000
2147756.00
2173757.26
Agency Mortgage-Backed Securities
03.500 FGPC Q44514 G
2046-11-01
3.500000
129960.00
111993.50
Agency Mortgage-Backed Securities
03.000 FGPC Q53299 G
2048-01-01
3.000000
223831.00
203592.19
Agency Mortgage-Backed Securities
04.000 FGPC Q54080 G
2048-02-01
4.000000
1954812.00
1842563.07
Agency Mortgage-Backed Securities
05.000 FGPC Q55477 G
2048-04-01
5.000000
632196.00
671749.53
Agency Mortgage-Backed Securities
FNMS 04.500 CT255577
B1V7KEBTPIMZEU4LTD58
2024-11-01
4.500000
1500000.00
18311.94
Agency Mortgage-Backed Securities
FNMS 05.000 CL190340
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.000000
370000.00
11708.82
Agency Mortgage-Backed Securities
05.000 FGPC G60889 G
2041-07-01
5.000000
82104.00
49191.62
Agency Mortgage-Backed Securities
04.500 FGPC G61080 G
2047-07-01
4.500000
552664.00
403914.28
Agency Mortgage-Backed Securities
04.000 FGPC G11860 G
2019-06-01
4.000000
7378303.00
6533.62
Agency Mortgage-Backed Securities
05.000 FGPC Q58406 G
2048-09-01
5.000000
377360.00
399748.95
Agency Mortgage-Backed Securities
05.000 FGPC Q59690 G
2048-11-01
5.000000
2420752.00
2597432.41
Agency Mortgage-Backed Securities
03.000 FGPC G18527 G
2029-10-01
3.000000
579432.00
250754.91
Agency Mortgage-Backed Securities
04.000 FGPC J12341 G
2025-05-01
4.000000
2030000.00
9599.80
Agency Mortgage-Backed Securities
03.500 FGPC J40091 G
2034-01-01
3.500000
3310727.00
3370666.38
Agency Mortgage-Backed Securities
FMAR 2B1480 G
2043-06-01
4.130000
1024.00
199.77
Agency Mortgage-Backed Securities
04.500 FGPC Q24985 G
2044-02-01
4.500000
604307.00
340439.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3053
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
28094794.00
29697361.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX7551
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.500000
502046.00
357538.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY2961
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.000000
228419.00
154895.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8532
B1V7KEBTPIMZEU4LTD58
2046-12-01
4.000000
400000.00
314140.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ3507
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
1550388.00
1375411.16
Agency Mortgage-Backed Securities
FNMS 06.000 CL880829
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
10029552.00
316208.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6348
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
1031389.00
550785.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3689
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1157826.00
1048459.93
Agency Mortgage-Backed Securities
FNMS 05.000 CL839596
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.000000
1998410.00
157267.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1795
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
1232607.00
1250654.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8079
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
57608.00
55325.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4134
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
2575702.00
2355189.88
Agency Mortgage-Backed Securities
FNMS 03.000 CIBH7704
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
73354.00
63534.93
Agency Mortgage-Backed Securities
FNMS 06.000 CL944713
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
270383.00
8670.37
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL2907
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.500000
5586640.00
1959072.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH5988
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.000000
466668.00
40582.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH6101
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.000000
1585542.00
63269.71
Agency Mortgage-Backed Securities
GNAR AF MA5608 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
98469.00
100737.54
Agency Mortgage-Backed Securities
GNAR AF MA5608 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
199000.00
203584.58
Agency Mortgage-Backed Securities
GNAR AF MA5608 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
200000.00
204607.62
Agency Mortgage-Backed Securities
GNAR WL 784592 M
549300M8ZYFG0OCMTT87
2043-10-20
4.245000
11077840.00
10709400.27
Agency Mortgage-Backed Securities
GNMI SF 751884 X
549300M8ZYFG0OCMTT87
2040-11-15
4.500000
1254177.00
184266.81
Agency Mortgage-Backed Securities
GNMI SP 782570 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
1161000.00
43620.25
Agency Mortgage-Backed Securities
GNMI SP 782336 X
549300M8ZYFG0OCMTT87
2038-05-15
6.000000
2424473.00
156122.33
Agency Mortgage-Backed Securities
GNMI SP 782369 X
549300M8ZYFG0OCMTT87
2038-07-15
6.000000
239144.00
6824.11
Agency Mortgage-Backed Securities
FNMS 05.500 CT257006
B1V7KEBTPIMZEU4LTD58
2027-12-01
5.500000
915127.00
17311.30
Agency Mortgage-Backed Securities
FNMS 06.000 CT257007
B1V7KEBTPIMZEU4LTD58
2027-12-01
6.000000
2590000.00
97623.05
Agency Mortgage-Backed Securities
FNMS 06.000 CT255913
B1V7KEBTPIMZEU4LTD58
2025-09-01
6.000000
600000.00
34423.43
Agency Mortgage-Backed Securities
FNMS 06.000 CT255970
B1V7KEBTPIMZEU4LTD58
2025-10-01
6.000000
925000.00
50037.11
Agency Mortgage-Backed Securities
FNMS 05.500 CT256064
B1V7KEBTPIMZEU4LTD58
2026-01-01
5.500000
731255.00
24064.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL256196
B1V7KEBTPIMZEU4LTD58
2036-03-01
5.500000
8615014.00
215639.92
Agency Mortgage-Backed Securities
FNMS 06.000 CT256351
B1V7KEBTPIMZEU4LTD58
2026-08-01
6.000000
1019967.00
31692.98
Agency Mortgage-Backed Securities
FNMS 05.500 CT257424
B1V7KEBTPIMZEU4LTD58
2028-10-01
5.500000
6605.00
150.40
Agency Mortgage-Backed Securities
FNMS 06.000 CT255218
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
1221403.00
34242.17
Agency Mortgage-Backed Securities
FNMS 05.500 CT255493
B1V7KEBTPIMZEU4LTD58
2024-10-01
5.500000
1600000.00
53348.21
Agency Mortgage-Backed Securities
FNMS 06.000 CT256517
B1V7KEBTPIMZEU4LTD58
2026-12-01
6.000000
1405963.00
45964.90
Agency Mortgage-Backed Securities
FNMS 06.000 CT255753
B1V7KEBTPIMZEU4LTD58
2025-05-01
6.000000
733134.00
28907.93
Agency Mortgage-Backed Securities
FNMS 06.000 CT255779
B1V7KEBTPIMZEU4LTD58
2025-06-01
6.000000
1924497.00
72123.04
Agency Mortgage-Backed Securities
FNMS 06.000 CT255836
B1V7KEBTPIMZEU4LTD58
2025-07-01
6.000000
750329.00
36438.66
Agency Mortgage-Backed Securities
FNMS 06.000 CT254801
B1V7KEBTPIMZEU4LTD58
2023-06-01
6.000000
1410857.00
26370.51
Agency Mortgage-Backed Securities
FNMS 05.500 CT254963
B1V7KEBTPIMZEU4LTD58
2023-10-01
5.500000
660452.00
14746.73
Agency Mortgage-Backed Securities
FNMS 06.500 CT254975
B1V7KEBTPIMZEU4LTD58
2023-09-01
6.500000
1370151.00
35906.78
Agency Mortgage-Backed Securities
FNMS 06.000 CL590128
B1V7KEBTPIMZEU4LTD58
2031-08-01
6.000000
1665464.00
36974.63
Agency Mortgage-Backed Securities
FNMS 06.000 CT257076
B1V7KEBTPIMZEU4LTD58
2028-02-01
6.000000
18920.00
913.95
Agency Mortgage-Backed Securities
FNMS 04.500 CT257202
B1V7KEBTPIMZEU4LTD58
2028-04-01
4.500000
1689716.00
33166.26
Agency Mortgage-Backed Securities
FNMS 05.500 CL259679
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
226557.00
53603.44
Agency Mortgage-Backed Securities
FNMS 05.500 ZL310151
B1V7KEBTPIMZEU4LTD58
2044-09-01
5.500000
79000.00
30507.79
Agency Mortgage-Backed Securities
FNMS 06.000 CL395458
B1V7KEBTPIMZEU4LTD58
2026-09-01
6.000000
2000000.00
21542.49
Agency Mortgage-Backed Securities
FNMS 06.000 CT256715
B1V7KEBTPIMZEU4LTD58
2027-05-01
6.000000
1459719.00
55376.16
Agency Mortgage-Backed Securities
FNMS 06.000 CL256749
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.000000
1000000.00
31891.38
Agency Mortgage-Backed Securities
FNMS 06.000 CT256885
B1V7KEBTPIMZEU4LTD58
2027-09-01
6.000000
2517312.00
72407.51
Agency Mortgage-Backed Securities
FNMS 06.500 CT256946
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.500000
2106453.00
80870.63
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL0869
B1V7KEBTPIMZEU4LTD58
2029-06-01
4.500000
677506.00
44879.65
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL0750
B1V7KEBTPIMZEU4LTD58
2026-02-01
6.000000
610648.00
62491.11
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL1695
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.000000
700000.00
67643.66
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL3223
B1V7KEBTPIMZEU4LTD58
2041-09-01
5.500000
942153.00
128946.50
Agency Mortgage-Backed Securities
FNMS 05.500 CL190379
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
3675271.00
82193.88
Agency Mortgage-Backed Securities
FNMS 07.500 GL252671
B1V7KEBTPIMZEU4LTD58
2029-07-01
7.500000
6089.00
62.19
Agency Mortgage-Backed Securities
FNMS 06.500 CT253802
B1V7KEBTPIMZEU4LTD58
2021-05-01
6.500000
7700000.00
14594.27
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
777407.00
12746.72
Agency Mortgage-Backed Securities
FNMS 05.500 CT254800
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.500000
2226304.00
44386.43
Agency Mortgage-Backed Securities
FNMS 06.500 CT253945
B1V7KEBTPIMZEU4LTD58
2021-08-01
6.500000
11075000.00
27427.54
Agency Mortgage-Backed Securities
FNMS 05.500 CL255028
B1V7KEBTPIMZEU4LTD58
2034-01-01
5.500000
2672800.00
78410.35
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH7211
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.500000
431849.00
74360.23
Agency Mortgage-Backed Securities
FNMS 07.500 CL594960
B1V7KEBTPIMZEU4LTD58
2031-08-01
7.500000
463586.00
23560.56
Agency Mortgage-Backed Securities
GNMI SF 571829 X
549300M8ZYFG0OCMTT87
2039-11-15
4.500000
21191.00
7301.98
Agency Mortgage-Backed Securities
GNMI SF 489197 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
2658993.00
25230.24
Agency Mortgage-Backed Securities
GNII JM 004593 M
549300M8ZYFG0OCMTT87
2039-12-20
5.000000
14786039.00
594803.47
Agency Mortgage-Backed Securities
GNII SF 004801 M
549300M8ZYFG0OCMTT87
2040-09-20
4.500000
64038927.00
10889295.31
Agency Mortgage-Backed Securities
GNII SF 004853 M
549300M8ZYFG0OCMTT87
2040-11-20
4.000000
1150214.00
249463.91
Agency Mortgage-Backed Securities
GNII SF 004923 M
549300M8ZYFG0OCMTT87
2041-01-20
4.500000
100000.00
19144.80
Agency Mortgage-Backed Securities
GNII SF 004978 M
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
276315908.00
45721506.43
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
99912746.00
102819835.68
Agency Mortgage-Backed Securities
GNII SF BH7643 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1832758.00
1900622.33
Agency Mortgage-Backed Securities
GNII SF BJ6691 C
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
18503.00
19135.35
Agency Mortgage-Backed Securities
GNMI SF BK0829 X
549300M8ZYFG0OCMTT87
2048-12-15
5.500000
14206.00
15182.14
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
7878936.00
7996180.12
Agency Mortgage-Backed Securities
GNAR AF MA5479 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
3033792.00
3105015.84
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
6871482.00
7010341.77
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
4457790.00
4579547.93
Agency Mortgage-Backed Securities
GNMI SF 507856 X
549300M8ZYFG0OCMTT87
2029-05-15
6.000000
150000.00
7179.24
Agency Mortgage-Backed Securities
GNMI SP 780770 X
549300M8ZYFG0OCMTT87
2028-04-15
6.000000
3063174.00
35532.44
Agency Mortgage-Backed Securities
GNAR AS 082916 M
549300M8ZYFG0OCMTT87
2041-08-20
4.000000
3916374.00
459196.64
Agency Mortgage-Backed Securities
GNAR AF 082906 M
549300M8ZYFG0OCMTT87
2041-08-20
3.750000
65100295.00
8154500.54
Agency Mortgage-Backed Securities
GNAR AF 082932 M
549300M8ZYFG0OCMTT87
2041-09-20
3.750000
1000000.00
131157.06
Agency Mortgage-Backed Securities
GNAR AF 082932 M
549300M8ZYFG0OCMTT87
2041-09-20
3.750000
3999995.00
524627.60
Agency Mortgage-Backed Securities
GNMI SF 489709 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
333902.00
14406.69
Agency Mortgage-Backed Securities
GNMI SF 496515 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1001199.00
9649.98
Agency Mortgage-Backed Securities
GNMI SF 497576 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1002705.00
7940.30
Agency Mortgage-Backed Securities
GNMI SF 499205 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1002985.00
14601.29
Agency Mortgage-Backed Securities
GNMI SF 500682 X
549300M8ZYFG0OCMTT87
2029-03-15
6.000000
2294744.00
85743.13
Agency Mortgage-Backed Securities
GNMI SF 502999 X
549300M8ZYFG0OCMTT87
2029-02-15
6.000000
1001484.00
9773.13
Agency Mortgage-Backed Securities
GNII SF 005055 M
549300M8ZYFG0OCMTT87
2041-05-20
4.500000
11876116.00
1925558.62
Agency Mortgage-Backed Securities
GNII SF 005082 M
549300M8ZYFG0OCMTT87
2041-06-20
4.500000
21985563.00
3631464.55
Agency Mortgage-Backed Securities
GNII SF 005115 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
31387043.00
5388409.92
Agency Mortgage-Backed Securities
GNMI SF 739062 X
549300M8ZYFG0OCMTT87
2041-06-15
4.500000
95590.00
23163.42
Agency Mortgage-Backed Securities
GNMI SF 747875 X
549300M8ZYFG0OCMTT87
2040-11-15
4.000000
3705647.00
616775.53
Agency Mortgage-Backed Securities
GNII SF MA5595 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
36321608.00
37187045.83
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
3665587.00
3568686.59
Agency Mortgage-Backed Securities
GNAR AF MA5149 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
4900000.00
4595430.32
Agency Mortgage-Backed Securities
GNAR AF MA5149 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
600000.00
562705.75
Agency Mortgage-Backed Securities
GNAR AF MA5149 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
6000000.00
5627057.54
Agency Mortgage-Backed Securities
GNAR AF MA5202 M
549300M8ZYFG0OCMTT87
2048-05-20
3.000000
1177362.00
1136606.28
Agency Mortgage-Backed Securities
GNII SF MA5264 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
1028401.00
1022290.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5611
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
3962145.00
2374791.89
Agency Mortgage-Backed Securities
FNMS 06.000 CT257126
B1V7KEBTPIMZEU4LTD58
2028-03-01
6.000000
590537.00
29761.95
Agency Mortgage-Backed Securities
GNMI SF 663823 X
549300M8ZYFG0OCMTT87
2037-02-15
6.000000
1702.00
70.69
Agency Mortgage-Backed Securities
GNMI SF 687111 X
549300M8ZYFG0OCMTT87
2038-10-15
6.000000
1218.00
8.74
Agency Mortgage-Backed Securities
GNMI SF 688143 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
765344.00
26852.28
Agency Mortgage-Backed Securities
GNMI SF 695256 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1416.00
82.74
Agency Mortgage-Backed Securities
05.000 FGPC Q55896 G
2048-05-01
5.000000
1945.00
1883.61
Agency Mortgage-Backed Securities
05.000 FGPC Q57130 G
2048-07-01
5.000000
1253679.00
1340967.98
Agency Mortgage-Backed Securities
04.000 FGPC Q58011 G
2048-08-01
4.000000
4800693.00
4905208.19
Agency Mortgage-Backed Securities
04.500 FGPC Q58355 G
2048-09-01
4.500000
1786759.00
1509491.51
Agency Mortgage-Backed Securities
04.000 FGPC Q46112 G
2047-02-01
4.000000
990000.00
857174.35
Agency Mortgage-Backed Securities
05.000 FGPC Q54195 G
2048-02-01
5.000000
901036.00
684150.07
Agency Mortgage-Backed Securities
04.500 FGPC V84653 G
2048-09-01
4.500000
221839.00
227433.58
Agency Mortgage-Backed Securities
FNMS 05.500 CT255030
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
1600000.00
38338.61
Agency Mortgage-Backed Securities
FNMS 06.000 CL255191
B1V7KEBTPIMZEU4LTD58
2034-04-01
6.000000
1500150.00
45818.25
Agency Mortgage-Backed Securities
FNMS 06.000 CT254043
B1V7KEBTPIMZEU4LTD58
2021-10-01
6.000000
8000000.00
23979.65
Agency Mortgage-Backed Securities
FNMS 06.500 CT254086
B1V7KEBTPIMZEU4LTD58
2021-11-01
6.500000
13453404.00
28094.55
Agency Mortgage-Backed Securities
FNMS 06.000 CT254193
B1V7KEBTPIMZEU4LTD58
2022-02-01
6.000000
11501808.00
49435.74
Agency Mortgage-Backed Securities
FNMS 06.500 CT254305
B1V7KEBTPIMZEU4LTD58
2022-05-01
6.500000
3143060.00
15282.19
Agency Mortgage-Backed Securities
FNMS 04.500 CT255655
B1V7KEBTPIMZEU4LTD58
2025-01-01
4.500000
2000000.00
41153.12
Agency Mortgage-Backed Securities
FNMS 06.000 CL935787
B1V7KEBTPIMZEU4LTD58
2039-12-01
6.000000
1062554.00
181527.71
Agency Mortgage-Backed Securities
FNMS 05.500 CL938016
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.500000
26097.00
520.09
Agency Mortgage-Backed Securities
FNMS 04.000 CI941583
B1V7KEBTPIMZEU4LTD58
2025-02-01
4.000000
85008.00
14565.52
Agency Mortgage-Backed Securities
FNMS 05.000 CL930871
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
2692226.00
91515.25
Agency Mortgage-Backed Securities
FNMS 04.500 CT930997
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.500000
1861080.00
82609.19
Agency Mortgage-Backed Securities
FNMS 06.000 CI931075
B1V7KEBTPIMZEU4LTD58
2024-03-01
6.000000
249427.00
32152.80
Agency Mortgage-Backed Securities
FNMS 04.000 CI932229
B1V7KEBTPIMZEU4LTD58
2024-12-01
4.000000
1363692.00
61791.46
Agency Mortgage-Backed Securities
FNMS 03.500 CI932842
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
240000.00
28262.53
Agency Mortgage-Backed Securities
FNMS 05.500 CI934182
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.500000
2463.00
51.41
Agency Mortgage-Backed Securities
FNMS 06.000 CL912531
B1V7KEBTPIMZEU4LTD58
2037-02-01
6.000000
1955770.00
30426.47
Agency Mortgage-Backed Securities
FNMS 05.000 CL918396
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.000000
816738.00
47809.56
Agency Mortgage-Backed Securities
FNMS 06.000 CL926169
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
1087147.00
69519.85
Agency Mortgage-Backed Securities
FNMS 06.500 CT928689
B1V7KEBTPIMZEU4LTD58
2027-09-01
6.500000
5242578.00
204190.28
Agency Mortgage-Backed Securities
FNMS 06.000 CT929072
B1V7KEBTPIMZEU4LTD58
2028-02-01
6.000000
1007324.00
54027.42
Agency Mortgage-Backed Securities
FNMS 05.000 CL930594
B1V7KEBTPIMZEU4LTD58
2039-02-01
5.000000
6761609.00
180727.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL890365
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
4239897.00
226154.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LB890571
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.622000
2060000.00
474321.08
Agency Mortgage-Backed Securities
FNMS 05.500 CL995759
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
5519144.00
172661.48
Agency Mortgage-Backed Securities
FNMS 05.000 CL995841
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
3319834.00
158033.01
Agency Mortgage-Backed Securities
FNMS 05.000 CL973042
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.000000
1882485.00
46309.04
Agency Mortgage-Backed Securities
FNMS 05.500 CL973914
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.500000
734884.00
58527.22
Agency Mortgage-Backed Securities
FNMS 05.000 CL975097
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.000000
2822117.00
107525.11
Agency Mortgage-Backed Securities
FNMS 05.000 CL975639
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.000000
15024812.00
204128.09
Agency Mortgage-Backed Securities
FNMS 06.000 CI976948
B1V7KEBTPIMZEU4LTD58
2023-02-01
6.000000
1446524.00
86646.42
Agency Mortgage-Backed Securities
FNMS 05.000 CL979560
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
279687.00
31751.39
Agency Mortgage-Backed Securities
FNMS 08.000 CL943392
B1V7KEBTPIMZEU4LTD58
2037-06-01
8.000000
2049863.00
34646.76
Agency Mortgage-Backed Securities
FNMS 06.000 CI944965
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.000000
1884741.00
6595.52
Agency Mortgage-Backed Securities
FNMS 05.000 CL960605
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.000000
2510000.00
146239.08
Agency Mortgage-Backed Securities
FNMS 05.000 CL961203
B1V7KEBTPIMZEU4LTD58
2038-01-01
5.000000
5333120.00
232080.44
Agency Mortgage-Backed Securities
FNMS 05.000 CL965563
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.000000
796352.00
43696.38
Agency Mortgage-Backed Securities
FNMS 05.000 CL934231
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
14189230.00
192657.69
Agency Mortgage-Backed Securities
FNMS 05.000 CL935135
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
512326.00
25415.34
Agency Mortgage-Backed Securities
FNMS 05.000 CL935141
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
3136328.00
157669.10
Agency Mortgage-Backed Securities
FNMS 06.000 CL880287
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1206.00
19.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT5555
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.030000
584045.00
401649.57
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE8048
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
20000.00
2825.90
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE7522
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
55204.00
7535.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE7535
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
115000.00
19610.35
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE1818
B1V7KEBTPIMZEU4LTD58
2025-10-01
4.000000
347035.00
35299.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE2267
B1V7KEBTPIMZEU4LTD58
2039-11-01
5.500000
2917000.00
183302.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE2515
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
1777109.00
176648.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE4124
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
237996.00
27857.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE4312
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.000000
85075.00
12400.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE5127
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
836999.00
205838.63
Agency Mortgage-Backed Securities
FNAR XX.XXX JUBM1943
B1V7KEBTPIMZEU4LTD58
2048-05-01
6.090000
3769522.00
2926012.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4563
B1V7KEBTPIMZEU4LTD58
2044-03-01
3.557000
6972087.00
6208924.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN0983
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
542922.00
578901.34
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE1601
B1V7KEBTPIMZEU4LTD58
2025-10-01
4.000000
59759.00
4035.56
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
481908.00
351271.36
Agency Mortgage-Backed Securities
GNAR AF MA1101 M
549300M8ZYFG0OCMTT87
2043-06-20
3.500000
2000000.00
352115.73
Agency Mortgage-Backed Securities
GNII SF MA1521 M
549300M8ZYFG0OCMTT87
2043-12-20
3.500000
1710482.00
598261.45
Agency Mortgage-Backed Securities
GNAR FB MA2024 M
549300M8ZYFG0OCMTT87
2044-05-20
3.000000
1323.00
552.24
Agency Mortgage-Backed Securities
GNAR AF MA2162 M
549300M8ZYFG0OCMTT87
2044-08-20
3.000000
9500000.00
1441983.51
Agency Mortgage-Backed Securities
GNII SF MA3174 M
549300M8ZYFG0OCMTT87
2045-10-20
4.000000
1827964.00
762400.41
Agency Mortgage-Backed Securities
GNII SF MA3310 M
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
1384509.00
783371.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE7536
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
1000.00
143.27
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE8803
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.000000
538309.00
27807.95
Agency Mortgage-Backed Securities
GNAR AS MA0107 M
549300M8ZYFG0OCMTT87
2042-05-20
3.000000
3000000.00
346222.79
Agency Mortgage-Backed Securities
GNAR AT MA0646 M
549300M8ZYFG0OCMTT87
2042-12-20
4.125000
1248948.00
214902.02
Agency Mortgage-Backed Securities
GNAR AF MA0711 M
549300M8ZYFG0OCMTT87
2043-01-20
3.000000
750000.00
148911.53
Agency Mortgage-Backed Securities
GNII SF MA1760 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
26303787.00
8835734.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE5156
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
57570.00
8979.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE5471
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
19000.00
2932.34
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE6861
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.500000
1269234.00
94711.80
Agency Mortgage-Backed Securities
FNMS 05.000 CL893621
B1V7KEBTPIMZEU4LTD58
2036-09-01
5.000000
860692.00
31883.17
Agency Mortgage-Backed Securities
FNMS 06.000 CI894856
B1V7KEBTPIMZEU4LTD58
2021-09-01
6.000000
1226110.00
91137.26
Agency Mortgage-Backed Securities
FNMS 06.000 CI902056
B1V7KEBTPIMZEU4LTD58
2021-11-01
6.000000
731638.00
50501.33
Agency Mortgage-Backed Securities
FNMS 05.500 CL906059
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
714000.00
48007.79
Agency Mortgage-Backed Securities
FNMS 06.000 CL889643
B1V7KEBTPIMZEU4LTD58
2038-03-01
6.000000
91000.00
4355.83
Agency Mortgage-Backed Securities
FNMS 07.000 NP889809
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
3688.00
43.86
Agency Mortgage-Backed Securities
FNMS 05.000 CL889897
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
1687530.00
128446.76
Agency Mortgage-Backed Securities
FNMS 05.000 CL889974
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.000000
191500.00
12215.06
Agency Mortgage-Backed Securities
FNMS 05.500 CL889996
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
4000000.00
99382.04
Agency Mortgage-Backed Securities
04.000 FGPC G60097 G
2045-04-01
4.000000
12199678.00
7971589.21
Agency Mortgage-Backed Securities
04.500 FGPC G60971 G
2047-01-01
4.500000
3667712.00
2901126.89
Agency Mortgage-Backed Securities
04.500 FGPC G61428 G
2048-05-01
4.500000
10221.00
9917.11
Agency Mortgage-Backed Securities
05.000 FGPC Q58367 G
2048-09-01
5.000000
1066427.00
1129723.77
Agency Mortgage-Backed Securities
05.000 FGPC Q58369 G
2048-09-01
5.000000
1315211.00
1408686.40
Agency Mortgage-Backed Securities
05.000 FGPC Q58629 G
2048-09-01
5.000000
1037741.00
1110313.62
Agency Mortgage-Backed Securities
05.000 FGPC Q59704 G
2048-11-01
5.000000
13104.00
14138.40
Agency Mortgage-Backed Securities
04.000 FGPC Q55820 G
2048-05-01
4.000000
1007985.00
1024543.77
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0022
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.500000
1068818.00
41175.05
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0071
B1V7KEBTPIMZEU4LTD58
2019-05-01
4.500000
1142.00
1.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2896
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
61000.00
9145.51
Agency Mortgage-Backed Securities
FNMS 02.500 CNAB4251
B1V7KEBTPIMZEU4LTD58
2022-01-01
2.500000
450622.00
42315.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB4523
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
7213613.00
1733234.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6317
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
450000.00
186847.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC3310
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.500000
497828.00
149660.54
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC4032
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.000000
610054.00
39401.06
Agency Mortgage-Backed Securities
FNMS 04.500 CIAB0351
B1V7KEBTPIMZEU4LTD58
2020-04-01
4.500000
6057049.00
3875.55
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB1776
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.500000
850000.00
132844.15
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB1517
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
557517.00
61754.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB1854
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
290000.00
44155.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB2266
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
448000.00
152481.59
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2355
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.500000
148214.00
22568.02
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0971
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.000000
279000.00
19587.49
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE1318
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.000000
69211.00
3334.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA4463
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
1400000.00
41958.51
Agency Mortgage-Backed Securities
05.500 FGPC G11994 G
2021-05-01
5.500000
3.00
0.03
Agency Mortgage-Backed Securities
04.000 FGPC G08601 G
2044-08-01
4.000000
17320.00
6662.17
Agency Mortgage-Backed Securities
03.000 FGPC G18497 G
2029-01-01
3.000000
2957184.00
1183538.78
Agency Mortgage-Backed Securities
06.500 FGPC H09118 G
2037-11-01
6.500000
3038703.00
28352.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA1750
B1V7KEBTPIMZEU4LTD58
2043-12-01
5.000000
169398.00
53991.79
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0511
B1V7KEBTPIMZEU4LTD58
2030-09-01
4.500000
807150.00
101547.80
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0502
B1V7KEBTPIMZEU4LTD58
2020-08-01
4.000000
628087.00
12756.60
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA0578
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
305000.00
65290.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA0583
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
399397.00
66307.12
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0587
B1V7KEBTPIMZEU4LTD58
2030-12-01
4.000000
625000.00
95058.36
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA1729
B1V7KEBTPIMZEU4LTD58
2028-11-01
4.000000
89265.00
27076.81
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0125
B1V7KEBTPIMZEU4LTD58
2019-07-01
4.500000
8426134.00
22986.51
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0151
B1V7KEBTPIMZEU4LTD58
2019-08-01
4.500000
2093.00
7.40
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0204
B1V7KEBTPIMZEU4LTD58
2019-10-01
4.500000
2067.00
12.85
Agency Mortgage-Backed Securities
FNMS 04.500 CNMA0358
B1V7KEBTPIMZEU4LTD58
2020-03-01
4.500000
4262.00
57.00
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA0359
B1V7KEBTPIMZEU4LTD58
2025-03-01
4.000000
350000.00
27780.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA0426
B1V7KEBTPIMZEU4LTD58
2040-05-01
5.000000
232520.00
43488.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC8107
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
739949.00
146969.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC8518
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.000000
298520.00
36244.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC8532
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.500000
2071997.00
91764.45
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0772
B1V7KEBTPIMZEU4LTD58
2021-06-01
4.000000
462299.00
23102.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLAA7681
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
931847.00
51210.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA9701
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.000000
961434.00
101696.21
Agency Mortgage-Backed Securities
FNMS 05.500 CTAB0218
B1V7KEBTPIMZEU4LTD58
2029-02-01
5.500000
3165237.00
102084.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0691
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.500000
50000.00
10819.30
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0704
B1V7KEBTPIMZEU4LTD58
2026-01-01
4.000000
80000.00
11578.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0949
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
194115.00
43672.46
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0988
B1V7KEBTPIMZEU4LTD58
2025-09-01
4.000000
332000.00
24199.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAE0967
B1V7KEBTPIMZEU4LTD58
2039-06-01
3.500000
332576.00
98488.05
Agency Mortgage-Backed Securities
FNMS 06.000 CTAE0970
B1V7KEBTPIMZEU4LTD58
2029-03-01
6.000000
444010.00
40152.98
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE0139
B1V7KEBTPIMZEU4LTD58
2025-07-01
3.500000
350841.00
32978.72
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0188
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
1000.00
78.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0217
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
1000.00
111.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0218
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
11000.00
1217.89
Agency Mortgage-Backed Securities
FNMS 05.500 CTAE0213
B1V7KEBTPIMZEU4LTD58
2029-12-01
5.500000
111000.00
6697.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE0392
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.500000
78008.00
3658.12
Agency Mortgage-Backed Securities
FNMS 06.000 CL889579
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
11170547.00
242972.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD8694
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
426500.00
36119.02
Agency Mortgage-Backed Securities
FMAR 2B2005 G
2043-11-01
4.424000
1000000.00
99022.01
Agency Mortgage-Backed Securities
03.000 FGPC Q09366 G
2042-07-01
3.000000
422000.00
210204.32
Agency Mortgage-Backed Securities
04.500 FGPC Q21516 G
2043-09-01
4.500000
4944430.00
1809448.26
Agency Mortgage-Backed Securities
GNAR AF MA4732 M
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
2278.00
1889.93
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
855000.00
768348.29
Agency Mortgage-Backed Securities
GNII SF MA4899 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
258451.00
236799.47
Agency Mortgage-Backed Securities
GNAR AF MA4973 M
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
210281.00
186274.90
Agency Mortgage-Backed Securities
GNII SF MA4963 M
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
2082386.00
1921917.83
Agency Mortgage-Backed Securities
GNII SF MA5020 M
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
24647599.00
23162802.15
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
19970255.00
14918705.52
Agency Mortgage-Backed Securities
GNAR AF MA4016 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
1789330.00
1104872.43
Agency Mortgage-Backed Securities
GNII SF MA4003 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
3691863.00
2853326.48
Agency Mortgage-Backed Securities
GNII SF MA4322 M
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
62985749.00
42997262.84
Agency Mortgage-Backed Securities
GNAR AF MA5278 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
400000.00
411841.22
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
42777.00
42978.14
Agency Mortgage-Backed Securities
GNII SF MA3454 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
1791655.00
1025262.45
Agency Mortgage-Backed Securities
GNII SF MA4382 M
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
17311514.00
14128856.48
Agency Mortgage-Backed Securities
GNAR AF MA4466 M
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
1653.00
984.56
Agency Mortgage-Backed Securities
GNAR AF MA3612 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
1300000.00
432477.85
Agency Mortgage-Backed Securities
03.500 FGPC Q24368 G
2044-01-01
3.500000
53344.00
27285.09
Agency Mortgage-Backed Securities
04.000 FGPC Q29915 G
2044-11-01
4.000000
153365.00
77022.53
Agency Mortgage-Backed Securities
03.500 FGPC Q40718 G
2046-05-01
3.500000
2600000.00
1903079.63
Agency Mortgage-Backed Securities
03.000 FGPC Q43428 G
2046-08-01
3.000000
171152.00
137852.83
Agency Mortgage-Backed Securities
05.000 FGPC A39490 G
2035-11-01
5.000000
2999700.00
71519.64
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
907634.00
610180.59
Agency Mortgage-Backed Securities
FNMS 02.500 CICA0207
B1V7KEBTPIMZEU4LTD58
2032-08-01
2.500000
99254.00
83561.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0557
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
9425390.00
8595204.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0709
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
3165225.00
2907759.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4978507.00
5041795.17
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD6930
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.000000
750000.00
60135.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD6993
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.500000
34366.00
4052.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD8058
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
68995.00
11724.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7371
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
775000.00
103022.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7565
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
108800.00
7799.87
Agency Mortgage-Backed Securities
FNMS 04.500 CTAD7853
B1V7KEBTPIMZEU4LTD58
2030-06-01
4.500000
2648800.00
237161.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD1045
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
227851.00
33811.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD4338
B1V7KEBTPIMZEU4LTD58
2040-04-01
5.000000
250000.00
43908.34
Agency Mortgage-Backed Securities
FNMS 03.500 CIAD5093
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
210952.00
31943.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7136
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
1560648.00
155984.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD7197
B1V7KEBTPIMZEU4LTD58
2036-08-01
5.000000
34311.00
2229.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD6438
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
739116.00
78815.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3148
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
45997.00
41665.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
8913501.00
8301462.58
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3345
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.500000
44697.00
39345.34
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA3393
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
249406.00
232375.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5594676.00
5419418.68
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD0769
B1V7KEBTPIMZEU4LTD58
2020-10-01
4.000000
3199725.00
17611.42
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2508
B1V7KEBTPIMZEU4LTD58
2036-01-01
4.000000
71000.00
43191.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2539
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
63334.00
37730.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3468
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
33668415.00
33318103.11
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA3499
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.000000
112500.00
117201.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
18915025.00
19271606.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3120
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
7865166.00
7143152.13
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2009
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.000000
298383.00
131007.26
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2121
B1V7KEBTPIMZEU4LTD58
2034-12-01
4.000000
95000.00
45883.74
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA2130
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
113009.00
58338.03
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2310
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.000000
358000.00
208977.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2371
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
343000.00
183989.67
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD9830
B1V7KEBTPIMZEU4LTD58
2039-05-01
5.000000
322128.00
31824.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD9968
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.000000
200000.00
51786.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0826
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
6000.00
1079.42
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0005
B1V7KEBTPIMZEU4LTD58
2020-12-01
4.000000
124379.00
1846.21
Agency Mortgage-Backed Securities
FNMS 05.500 CL888538
B1V7KEBTPIMZEU4LTD58
2037-01-01
5.500000
3744122.00
131106.36
Agency Mortgage-Backed Securities
FNMS 05.500 CL888638
B1V7KEBTPIMZEU4LTD58
2037-09-01
5.500000
2719734.00
68510.34
Agency Mortgage-Backed Securities
FNMS 05.000 CL889117
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
750000.00
41830.23
Agency Mortgage-Backed Securities
FNMS 04.500 CN890170
B1V7KEBTPIMZEU4LTD58
2019-09-01
4.500000
3909000.00
20561.65
Agency Mortgage-Backed Securities
FNMS 05.000 CL889479
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.000000
2247289.00
107405.73
Agency Mortgage-Backed Securities
FNMS 05.500 CL889564
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
1019130.00
30764.77
Agency Mortgage-Backed Securities
FNMS 05.000 CI885069
B1V7KEBTPIMZEU4LTD58
2021-05-01
5.000000
1394949.00
4174.92
Agency Mortgage-Backed Securities
FNMS 06.000 CI885502
B1V7KEBTPIMZEU4LTD58
2021-07-01
6.000000
541764.00
21257.97
Agency Mortgage-Backed Securities
FNMS 05.500 CL888352
B1V7KEBTPIMZEU4LTD58
2037-05-01
5.500000
5597240.00
280876.61
Agency Mortgage-Backed Securities
FNMS 05.500 CL888091
B1V7KEBTPIMZEU4LTD58
2030-12-01
5.500000
6999685.00
307028.41
Agency Mortgage-Backed Securities
FNMS 06.000 CT888204
B1V7KEBTPIMZEU4LTD58
2026-04-01
6.000000
31876.00
1946.93
Agency Mortgage-Backed Securities
FNMS 05.000 CL889260
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
1045728.00
33396.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD8529
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
20000.00
2369.67
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2366
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.000000
62000.00
38220.97
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA2534
B1V7KEBTPIMZEU4LTD58
2039-03-01
5.000000
7471580.00
135532.58
Agency Mortgage-Backed Securities
FNMS 06.000 CLAA3030
B1V7KEBTPIMZEU4LTD58
2039-04-01
6.000000
1631461.00
192150.53
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1270
B1V7KEBTPIMZEU4LTD58
2032-11-01
2.500000
105000.00
47334.93
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1511
B1V7KEBTPIMZEU4LTD58
2033-07-01
2.500000
100000.00
52379.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2671
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
56000.00
39310.97
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1983
B1V7KEBTPIMZEU4LTD58
2034-08-01
4.000000
400000.00
184419.21
Agency Mortgage-Backed Securities
FNMS 05.000 CL995895
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.000000
675162.00
28795.37
Agency Mortgage-Backed Securities
FNMS 05.000 CL995930
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
1486809.00
46153.88
Agency Mortgage-Backed Securities
FNMS 05.500 CT995985
B1V7KEBTPIMZEU4LTD58
2026-09-01
5.500000
102498.00
5852.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA0835
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
1772406.00
28023.82
Agency Mortgage-Backed Securities
FNMS 05.500 CLAA0139
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.500000
930710.00
13156.23
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA0653
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.000000
4138873.00
109447.19
Agency Mortgage-Backed Securities
FNMS 05.000 CL988029
B1V7KEBTPIMZEU4LTD58
2038-08-01
5.000000
5639264.00
89893.93
Agency Mortgage-Backed Securities
FNMS 05.000 CL995203
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
86000.00
5048.13
Agency Mortgage-Backed Securities
FNMS 04.500 CL995371
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.500000
500000.00
40903.45
Agency Mortgage-Backed Securities
FNMS 06.500 CT995401
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.500000
500000.00
25719.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU8818
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
17775401.00
9808190.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX0884
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
674273.00
178128.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY0681
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
2450736.00
1857859.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS0617
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
26000.00
6725.83
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7696
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
242453.00
175811.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7844
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
75000.00
60368.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8379
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
3652463.00
2890098.65
Agency Mortgage-Backed Securities
FNMS 03.000 CIAT2353
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
1409532.00
617482.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL4314
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
462611.00
193279.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5213
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
95000.00
31776.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5998
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.500000
5520250.00
3233639.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6760
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
13848.00
6462.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL7521
B1V7KEBTPIMZEU4LTD58
2039-06-01
5.000000
4586447.00
2298287.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ1078
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
108922.00
93026.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4881
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
500000.00
490464.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0767
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
1285793.00
1296115.43
Agency Mortgage-Backed Securities
FNMS 06.000 CL879508
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1968.00
6.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7319
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.426000
1100000.00
484805.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ9836
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
350000.00
163283.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6098
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
4800000.00
2951859.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2003
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
1588618.00
1318345.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6973
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
22000.00
13462.09
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL4163
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
301119.00
19567.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI1971
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.000000
2064809.00
641222.73
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI7516
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
533459.00
108966.10
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI7762
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
103610.00
32446.76
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ6096
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.785000
1367300.00
60490.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ7688
B1V7KEBTPIMZEU4LTD58
2041-12-01
4.000000
136000.00
33372.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0789
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
808000.00
238782.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH1519
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.500000
200000.00
28481.62
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH2718
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
250000.00
37354.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH6782
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.000000
149000.00
54333.19
Agency Mortgage-Backed Securities
GNAR AF 082959 M
549300M8ZYFG0OCMTT87
2041-10-20
4.125000
7774.00
848.31
Agency Mortgage-Backed Securities
GNAR AS 082972 M
549300M8ZYFG0OCMTT87
2041-09-20
4.625000
15067816.00
1214538.77
Agency Mortgage-Backed Securities
GNAR AS 082975 M
549300M8ZYFG0OCMTT87
2041-10-20
4.125000
7025000.00
797432.26
Agency Mortgage-Backed Securities
GNAR WK 784495 M
549300M8ZYFG0OCMTT87
2043-05-20
3.782000
59187.00
53759.96
Agency Mortgage-Backed Securities
GNMI SP 783767 X
549300M8ZYFG0OCMTT87
2040-05-15
6.000000
26818.00
5536.77
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
2.500000
55800000.00
55468715.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-15
1.500000
100.00
99.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-07-31
1.875000
35207500.00
34554973.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
2.125000
100.00
98.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-05-15
2.875000
100.00
102.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-30
2.000000
121800.00
121275.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
1.125000
8911800.00
10343230.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-03-28
0.00
100.00
99.82
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-02-15
7.125000
300.00
352.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-15
6.625000
1536500.00
1978586.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2036-02-15
4.500000
26000.00
31956.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
2.500000
6267200.00
8555444.11
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0265
983000000.00
983000000.00
0.0111
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.530000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOV1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIBANK CCIT 2017-A7 NOTES 20240808 FLT
R8AG6FXVDQAMDKCSJJ64
2024-08-08
2.882630
3450000.00
3456208.14
Asset-Backed Securities
DRIVE AUTO REC TR 2015-C E 20221115 5.2
2022-11-15
5.270000
38680000.00
38975091.87
Asset-Backed Securities
ONEMAIN FINL ISSUE TR 2015-1 D 20260318 6.6
2026-03-18
6.630000
39485742.00
40249541.03
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
40950000.00
38947176.45
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
59250000.00
58943085.00
Asset-Backed Securities
SYNCHRONY CC MSTR NT TR 2016-1 A 20220315 2.0
549300G1V1M796QIYC04
2022-03-15
2.040000
204538.00
204647.77
Asset-Backed Securities
JIMMY JOHNS FDG 2017-1 A-2-II 20470730 4.8
2047-07-30
4.846000
4852608.00
4853137.06
Asset-Backed Securities
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.277000
34746000.00
34580296.31
Asset-Backed Securities
ALM VIII LTD 2013-8R A-2-R 20281016 FLT
2028-10-16
4.587310
7498886.00
7539674.59
Asset-Backed Securities
COLONY STARWOOD TR 2016-2 C 20331219 FLT
2033-12-19
4.638750
35352.00
22087.59
Asset-Backed Securities
NAVIENT PRIV ED LN TR 2018-D A-2A 20591215 4.0
2059-12-15
4.000000
26617.00
27463.06
Asset-Backed Securities
ICG UC CLO 2017 1 LTD ICG USCLO 2017 1 LLC
2029-04-28
4.114750
2500000.00
2511886.65
Asset-Backed Securities
CITIBANK CCIT 2016-A1 A 20211119 1.7
R8AG6FXVDQAMDKCSJJ64
2021-11-19
1.750000
8.00
7.99
Asset-Backed Securities
ALLY AUTO RECV TR 2018-1 A-3 20220615 2.3
2022-06-15
2.350000
10007957.00
9976077.76
Asset-Backed Securities
ALLY AUTO RECV TR 2018-1 A-3 20220615 2.3
2022-06-15
2.350000
2069377.00
2062785.23
Asset-Backed Securities
TOYOTA AUTO RECV OWN TR 2017-D A-2B 20200817 FLT
2020-08-17
2.538750
2.00
0.87
Asset-Backed Securities
WORLD FIN NETWORK CCMT 2016-C A 20230815 1.7
2023-08-15
1.720000
512596.00
509271.36
Asset-Backed Securities
BELLEMEADE RE LTD 2018-2 M-1C 20280825 FLT
2549002JVH34IWRT3X93
2028-08-25
4.089880
11705775.00
11644212.26
Asset-Backed Securities
CABELAS CC MSTR TR 2015-II A-2 20230717 FLT
549300XS4BMJOXLZFV07
2023-07-17
3.158750
332800.00
334863.91
Asset-Backed Securities
CATAMARAN CLO 2016-1 C 20290118 FLT
549300LMIXJZM5JKUR34
2029-01-18
6.630310
2813316.00
2829990.56
Asset-Backed Securities
AMERICAN EXPRESS CREDIT 2019-1 A 20241015 2.8
549300Y4SA5G3GIJTP18
2024-10-15
2.870000
3587856.00
3601687.58
Asset-Backed Securities
FORD CREDIT AUTO OWN TR 2018-2 A-3 20221115 3.0
2022-11-15
3.030000
65.00
65.29
Asset-Backed Securities
LCM XXIV LTD 2017-24 A 20300320 FLT
2030-03-20
4.071000
6250000.00
6263818.75
Asset-Backed Securities
AMERICAN INTL GROUP INC JR SB GLBL-A9 48
ODVCVCQG2BP6VHV36M30
2048-04-01
5.750000
44.00
41.84
Corporate Debt Securities
AMGEN INC SR GLBL NT 22
62QBXGPJ34PQ72Z12S66
2022-05-11
2.650000
2.00
1.99
Corporate Debt Securities
AIB GROUP PLC FR 4.75%101223
635400AKJBGNS5WNQL34
2023-10-12
4.750000
466.00
476.49
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT5.8%39
XSGZFLO9YTNO9VCQV219
2039-02-14
5.800000
421760.00
419775.85
Corporate Debt Securities
HSBC BANK CANADA EXTND SR SEC 22
DMB80L5QKUQ124HSYW98
2022-11-28
3.300000
72070.00
73373.03
Corporate Debt Securities
SIRIUS INTL GROUP LTD SR 144A NT4.6%26
549300PB35NLMKG2ND86
2026-11-01
4.600000
2627000.00
2374151.25
Corporate Debt Securities
BARRICK GOLD CORPORATION SR NT 5.25%42
0O4KBQCJZX82UKGCBV73
2042-04-01
5.250000
996000.00
1062321.15
Corporate Debt Securities
TYSON FOODS INC SR GLBL NT 4%26
WD6L6041MNRW1JE49D58
2026-03-01
4.000000
21286.00
21275.57
Corporate Debt Securities
ALLIED WORLD ASSURN CO HLDGS SR GLBL NT 25
549300E2X3MLXVVR4T40
2025-10-29
4.350000
656000.00
654346.33
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 24
UDSQCVRUX5BONN0VY111
2024-09-08
3.664000
1746000.00
1614041.20
Corporate Debt Securities
ING GROEP N V SR GLBL NT 22
549300NYKK9MWM7GGW15
2022-03-29
3.150000
2342000.00
2353914.92
Corporate Debt Securities
AT&T INC SR GLBL FL NT 24
549300Z40J86GGSTL398
2024-06-12
3.955940
2170.00
2163.36
Corporate Debt Securities
JP MORGAN CHASE BANK NA SR GLBL FL NT 24
8I5DZWZKVSZI1NUHU748
2024-07-23
3.662380
448.00
448.85
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT4.2%27
54930070NSV60J38I987
2027-10-01
4.200000
2473000.00
2355680.88
Corporate Debt Securities
HALFMOON PARENT INC SR GLBL 144A 28
2028-10-15
4.375000
9.00
9.29
Corporate Debt Securities
UNICREDIT SPA FR 6.572%011422
549300TRUWO2CD2G5692
2022-01-14
6.572000
855622.00
884099.19
Corporate Debt Securities
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
5.489880
54279.00
49649.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
6.789880
6000000.00
4018118.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 2M-2 20250225 FLT
2025-02-25
7.039880
7000000.00
2642975.56
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
6.489880
120000.00
84720.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.489880
664000.00
521025.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
2028-04-25
8.189880
680000.00
606584.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.839880
967447.00
987091.97
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR7 A-2A 20360825 FLT
2036-08-25
2.719880
1.00
0.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 1-J3 20310325 FLT
2031-03-25
5.910000
5608333.00
5751449.25
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2-J3 20310325 FLT
2031-03-25
6.210000
2950000.00
2613607.07
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.889880
23750000.00
26506951.22
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
4130000.00
3988790.48
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
5506000.00
5431332.22
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
10465000.00
9686433.65
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
9635000.00
8821062.50
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
9718000.00
9104588.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
2030-12-26
4.639880
2999998.00
2959665.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.889880
3964653.00
3993783.25
Private Label Collateralized Mortgage Obligations
BALTA 2005-10 11A1
2036-01-25
2.989880
19.00
1.49
Private Label Collateralized Mortgage Obligations
AMERICAN TOWER TR 2013-1-2 2A 20480315 3.0
2048-03-15
3.070000
3101.00
3082.40
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
2030-12-26
6.189880
475000.00
467178.09
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.810000
6963000.00
6915455.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
6.760000
3600000.00
3559659.60
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.939880
11972996.00
12466263.36
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2C 20310127 FLT
2031-01-27
4.839880
3000000.00
2714097.97
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
6.739880
3930000.00
3988929.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2E-F5 20300528 FLT
2030-05-28
4.989880
1068000.00
1056632.02
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
6.089880
8750000.00
8985134.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2 20300125 FLT
2030-01-25
4.689880
3500000.00
3568455.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2C 20301226 FLT
2030-12-26
5.039880
2499067.00
2239313.95
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.989880
25000000.00
25457387.25
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1E-F5 20300225 FLT
2030-02-25
5.139880
2486000.00
2493153.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.939880
5045213.00
5317464.42
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
6.239880
18880234.00
18819288.42
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.639880
4523060.00
4535379.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2B 20291025 FLT
2029-10-25
5.489880
2790092.00
2967392.55
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT
2029-10-25
5.489880
8609.00
9125.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
5.339880
11710000.00
12186304.13
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.539880
3000000.00
3296508.97
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
7.789880
18000000.00
20799866.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
8.389880
7043666.00
7678135.09
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.739880
1980279.00
2206550.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
6.039880
3658255.00
3941331.95
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
7.989880
6374000.00
7223506.47
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2C 20301025 FLT
2030-10-25
4.639880
2487803.00
2419178.59
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
8.039880
100000.00
80539.12
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
9.239880
248000.00
288282.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
9.439880
16307333.00
16976390.45
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
6.489880
22740000.00
22758187.98
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2C 20300826 FLT
2030-08-26
4.689880
2500000.00
2228974.56
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
8.489880
23760599.00
27196321.98
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
4.989880
10500000.00
10838350.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
4.989880
9000000.00
8239399.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ1 M-3 20250325 FLT
2025-03-25
6.289880
7000000.00
7400268.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
8.839880
2649000.00
3188870.59
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
7.639880
9530000.00
11210945.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
6.339880
4550000.00
5055106.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3B 20290325 FLT
2029-03-25
6.289880
2125000.00
2322319.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
6.389880
9000000.00
10013143.41
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2C 20300725 FLT
2030-07-25
4.739880
2550003.00
2365362.36
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
4.739880
2000000.00
2024805.98
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
9.639880
13000000.00
14753381.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.989880
655268.00
735368.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
6.089880
805233.00
869025.56
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ1 M-3 20240826 FLT
2024-08-26
6.589880
8916000.00
9606884.40
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2E-F5 20300225 FLT
2030-02-25
5.289880
825000.00
851227.43
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1E-F5 20300528 FLT
2030-05-28
4.889880
668000.00
660697.08
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.166770
3671000.00
3434111.22
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.460390
9367000.00
8900099.07
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2016-1 M-2 20550925 FLT
2055-09-25
3.750000
19716000.00
17173335.92
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
22070000.00
20226654.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.939880
27250000.00
27704656.89
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA1 M-2 20300725 FLT
2030-07-25
4.289880
2000000.00
1965820.98
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.789880
6794996.00
6798924.57
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.839880
8679030.00
8928421.84
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC02 M-3 20450925 FLT
2045-09-25
3.675600
2148825.00
1815914.63
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.819390
17800000.00
16031913.23
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 M-2 20290725 FLT
2029-07-25
5.739880
1047000.00
1122642.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.439880
664966.00
749344.86
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
6.039880
11382000.00
12267193.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
7.239880
3028740.00
3280889.64
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
6.839880
1000000.00
1001293.99
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 B3 20560625 FLT
2056-06-25
3.853010
5212094.00
4527897.65
Private Label Collateralized Mortgage Obligations
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
4243900.00
4443690.48
U.S. Treasuries (including strips)
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0257
725000000.00
725000000.00
0.0082
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.450000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JDOX7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-04-16
0.00
100.00
99.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-30
2.750000
300.00
303.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-09-30
1.750000
100.00
100.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-31
2.000000
2974500.00
2955123.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-31
2.125000
100.00
99.31
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-08-15
2.000000
17438900.00
16811818.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-09-30
1.375000
112160200.00
110721631.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-11-30
2.000000
100.00
98.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-30
1.625000
6176300.00
6102770.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
2.750000
300.00
302.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-09-30
2.875000
100.00
102.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
95.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
96.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
2.750000
100.00
101.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
2.500000
100.00
100.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-31
2.750000
100.00
101.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
42412000.00
40731683.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-11-30
2.125000
200.00
197.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-15
1.750000
100.00
97.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.375000
163176200.00
161333243.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-30
1.250000
47400.00
47294.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-12-31
2.125000
100.00
98.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
1.125000
100.00
97.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-03-31
1.250000
300.00
293.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
1.625000
2045800.00
1983691.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-15
1.625000
75777800.00
71104992.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-05-31
1.625000
100.00
96.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-29
1.375000
100.00
98.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-04-30
1.375000
316100.00
313267.12
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0248
404000000.00
404000000.00
0.0046
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.550000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0JDOY5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
234658600.00
249999960.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-15
2.875000
245517000.00
249999916.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-15
2.625000
247701600.00
249999937.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
2.000000
251606900.00
243932696.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
1.125000
215401700.00
249999926.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-31
2.000000
19043100.00
18859403.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
2.875000
222128900.00
226513670.49
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
1460000000.00
1460000000.00
0.0165
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.550000%
ZBUT11V806EZRVTWT807
0001168163
ARP0JDP16
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-07-31
1.250000
263473100.00
249998255.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-03-31
2.125000
159574400.00
158001833.74
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
400000000.00
400000000.00
0.0045
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.550000%
ZBUT11V806EZRVTWT807
0001168163
ARP0JDP24
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
1.125000
121568800.00
118258481.58
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-15
1.625000
172509400.00
162241536.63
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
275000000.00
275000000.00
0.0031
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.570000%
ZBUT11V806EZRVTWT807
0001168163
ARP0JDP40
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
06.000 FGPC A51101 G
2036-07-01
6.000000
817766.00
8412.80
Agency Mortgage-Backed Securities
06.000 FGPC A65456 G
2037-09-01
6.000000
101441.00
9529.87
Agency Mortgage-Backed Securities
06.000 FGPC G02422 G
2036-12-01
6.000000
1000000.00
16378.64
Agency Mortgage-Backed Securities
05.000 FGPC A13361 G
2033-09-01
5.000000
209500.00
21272.59
Agency Mortgage-Backed Securities
05.500 FGPC A39144 G
2035-10-01
5.500000
595010.00
44895.81
Agency Mortgage-Backed Securities
06.000 FGPC C90970 G
2026-05-01
6.000000
39300000.00
1380690.42
Agency Mortgage-Backed Securities
06.000 FGPC A82439 G
2038-10-01
6.000000
6250000.00
63234.08
Agency Mortgage-Backed Securities
03.500 FGPC Q58545 G
2048-09-01
3.500000
1092254.00
1090488.74
Agency Mortgage-Backed Securities
04.500 FGPC Q23307 G
2043-11-01
4.500000
1052358.00
308460.27
Agency Mortgage-Backed Securities
04.500 FGPC Q60397 G
2048-12-01
4.500000
5703120.00
6013567.40
Agency Mortgage-Backed Securities
04.500 FGPC Q61755 G
2049-03-01
4.500000
2456104.00
2571219.14
Agency Mortgage-Backed Securities
04.500 FGPC Q61439 G
2049-02-01
4.500000
22877248.00
23801443.06
Agency Mortgage-Backed Securities
02.500 FGPC J23074 G
2028-04-01
2.500000
3354468.00
1463323.87
Agency Mortgage-Backed Securities
03.500 FGPC J38979 G
2033-05-01
3.500000
2602336.00
2540771.64
Agency Mortgage-Backed Securities
03.500 FGPC J39011 G
2028-05-01
3.500000
283590.00
263775.98
Agency Mortgage-Backed Securities
05.000 FGPC A93480 G
2040-08-01
5.000000
619765.00
87309.85
Agency Mortgage-Backed Securities
04.500 FGPC A12809 G
2033-08-01
4.500000
813330.00
18305.62
Agency Mortgage-Backed Securities
05.500 FGPC C79008 G
2033-05-01
5.500000
499999.00
20724.68
Agency Mortgage-Backed Securities
05.500 FGPC G30325 G
2027-03-01
5.500000
27614528.00
1075715.45
Agency Mortgage-Backed Securities
05.500 FGPC D97649 G
2028-03-01
5.500000
265798.00
34992.39
Agency Mortgage-Backed Securities
FNMS 05.500 CT256198
B1V7KEBTPIMZEU4LTD58
2026-04-01
5.500000
449765.00
12481.18
Agency Mortgage-Backed Securities
FNMS 03.000 U4BF0284
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.000000
58000000.00
56553450.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3567
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
12580000.00
11671704.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3076
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
104793472.00
108152118.66
Agency Mortgage-Backed Securities
04.000 FGPC Q46765 G
2047-03-01
4.000000
3207696.00
2587161.96
Agency Mortgage-Backed Securities
03.500 FGPC Q48615 G
2047-06-01
3.500000
5457088.00
4990132.84
Agency Mortgage-Backed Securities
05.000 FGPC C90918 G
2025-09-01
5.000000
273649.00
8575.63
Agency Mortgage-Backed Securities
06.500 FGPC A51027 G
2036-08-01
6.500000
517000.00
8399.50
Agency Mortgage-Backed Securities
06.000 FGPC A51249 G
2036-08-01
6.000000
2111524.00
21528.74
Agency Mortgage-Backed Securities
06.000 FGPC A52051 G
2036-09-01
6.000000
3213252.00
54844.71
Agency Mortgage-Backed Securities
05.500 FGPC A78321 G
2037-12-01
5.500000
1000000.00
32404.94
Agency Mortgage-Backed Securities
03.500 FGPC G08774 G
2047-08-01
3.500000
1046014.00
936359.48
Agency Mortgage-Backed Securities
05.500 FGPC C90913 G
2025-08-01
5.500000
13331000.00
547032.96
Agency Mortgage-Backed Securities
06.000 FGPC G03517 G
2037-11-01
6.000000
750156.00
14188.58
Agency Mortgage-Backed Securities
05.000 FGPC A30096 G
2034-12-01
5.000000
520283.00
25367.60
Agency Mortgage-Backed Securities
03.000 FGPC C91568 G
2032-10-01
3.000000
500000.00
216765.65
Agency Mortgage-Backed Securities
03.000 FGPC C91949 G
2037-09-01
3.000000
500000.00
439187.31
Agency Mortgage-Backed Securities
06.500 FGPC A81219 G
2038-08-01
6.500000
1010000.00
12460.92
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
2039-09-01
6.000000
123053.00
17508.82
Agency Mortgage-Backed Securities
07.500 FRPC G80362 G
2040-09-01
7.500000
3686852.00
1140622.79
Agency Mortgage-Backed Securities
04.000 FGPC Q05290 G
2041-12-01
4.000000
3856220.00
1384513.67
Agency Mortgage-Backed Securities
04.000 FGPC U99065 G
2043-10-01
4.000000
9500000.00
5852835.00
Agency Mortgage-Backed Securities
03.000 FGPC J28071 G
2029-05-01
3.000000
2704560.00
1315127.11
Agency Mortgage-Backed Securities
03.000 FGPC J38411 G
2033-01-01
3.000000
2553596.00
2164133.66
Agency Mortgage-Backed Securities
05.500 FGPC A12533 G
2033-08-01
5.500000
8461712.00
225895.35
Agency Mortgage-Backed Securities
06.000 FGPC C79110 G
2033-04-01
6.000000
300000.00
5129.98
Agency Mortgage-Backed Securities
05.500 FGPC P50201 G
2034-01-01
5.500000
172711.00
6119.29
Agency Mortgage-Backed Securities
06.000 FGPC G30357 G
2027-09-01
6.000000
18733000.00
776300.21
Agency Mortgage-Backed Securities
GNII SF AX3362 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
38062.00
39106.48
Agency Mortgage-Backed Securities
GNII SF 002548 M
549300M8ZYFG0OCMTT87
2028-02-20
7.000000
3000000.00
16860.92
Agency Mortgage-Backed Securities
GNII SF 003187 M
549300M8ZYFG0OCMTT87
2032-01-20
6.000000
2005772.00
26188.13
Agency Mortgage-Backed Securities
GNII SF 680388 C
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
2425360.00
2505190.10
Agency Mortgage-Backed Securities
GNII SF MA2224 M
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
202083840.00
59218353.39
Agency Mortgage-Backed Securities
GNII SF BH6397 C
549300M8ZYFG0OCMTT87
2036-02-20
3.000000
1241700.00
1181220.95
Agency Mortgage-Backed Securities
03.000 FGPC Q41931 G
2046-07-01
3.000000
700000.00
553857.20
Agency Mortgage-Backed Securities
04.500 FGPC Q48805 G
2047-06-01
4.500000
4783760.00
4488653.40
Agency Mortgage-Backed Securities
02.000 FGPC J35453 G
2031-10-01
2.000000
193987.00
149818.94
Agency Mortgage-Backed Securities
05.500 FGPC C90909 G
2025-07-01
5.500000
19114016.00
813887.05
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
300000000.00
300000000.00
0.0034
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.550000%
ZBUT11V806EZRVTWT807
0001168163
ARP0JDPA6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-03-31
2.500000
191886400.00
193899457.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
1.750000
14255700.00
14096495.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.125000
203688800.00
200004069.61
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
400000000.00
400000000.00
0.0045
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.570000%
ZBUT11V806EZRVTWT807
0001168163
ARP0JDPC2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G07786 G
2044-08-01
4.000000
50000000.00
28086589.55
Agency Mortgage-Backed Securities
04.500 FGPC G08867 G
2049-02-01
4.500000
111874.00
116393.71
Agency Mortgage-Backed Securities
GNII SF 627049 C
549300M8ZYFG0OCMTT87
2046-01-20
4.500000
205779.00
189434.06
Agency Mortgage-Backed Securities
06.000 FGPC D97958 G
2026-01-01
6.000000
4000000.00
583178.31
Agency Mortgage-Backed Securities
GNII SF BE0034 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
44182.00
40684.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC1155
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
21000.00
16055.78
Agency Mortgage-Backed Securities
FNMS 05.000 I4BF0229
B1V7KEBTPIMZEU4LTD58
2058-01-01
5.000000
56382400.00
58509702.68
Agency Mortgage-Backed Securities
06.000 FGPC A66380 G
2037-09-01
6.000000
4446768.00
86814.40
Agency Mortgage-Backed Securities
05.000 FGPC A92254 G
2040-05-01
5.000000
1535302.00
26496.75
Agency Mortgage-Backed Securities
03.000 FGPC E03124 G
2027-04-01
3.000000
340000.00
73409.87
Agency Mortgage-Backed Securities
03.500 FGPC U99094 G
2044-03-01
3.500000
90000.00
59518.61
Agency Mortgage-Backed Securities
02.500 FGPC V60796 G
2030-05-01
2.500000
752208.00
434669.64
Agency Mortgage-Backed Securities
03.000 FGPC G08658 G
2045-08-01
3.000000
1500000.00
1063846.30
Agency Mortgage-Backed Securities
05.000 FGPC C92021 G
2038-08-01
5.000000
3402112.00
3549044.60
Agency Mortgage-Backed Securities
04.500 FGPC J10877 G
2024-10-01
4.500000
74734.00
7695.28
Agency Mortgage-Backed Securities
04.500 FGPC Q57880 G
2048-08-01
4.500000
2233508.00
2352502.80
Agency Mortgage-Backed Securities
03.500 FGPC V84296 G
2048-05-01
3.500000
46800832.00
45485751.73
Agency Mortgage-Backed Securities
03.500 FGPC Q39359 G
2046-03-01
3.500000
402770.00
289833.72
Agency Mortgage-Backed Securities
05.000 FGPC Q61632 G
2049-02-01
5.000000
4121808.00
4346471.27
Agency Mortgage-Backed Securities
04.000 FGPC G61276 G
2044-04-01
4.000000
266597.00
235584.25
Agency Mortgage-Backed Securities
FNMS 06.000 CL408915
B1V7KEBTPIMZEU4LTD58
2027-12-01
6.000000
5103528.00
30643.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH6648
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
184239.00
15341.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI7780
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
51480080.00
17400827.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ4080
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1016506.00
1070120.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ2212
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.500000
1145000.00
337116.29
Agency Mortgage-Backed Securities
FNMS 03.000 CTAR4438
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
3030916.00
1820789.41
Agency Mortgage-Backed Securities
05.000 FGPC G01806 G
2035-03-01
5.000000
4464720.00
117554.13
Agency Mortgage-Backed Securities
06.000 FGPC G03973 G
2038-01-01
6.000000
1733574.00
46707.92
Agency Mortgage-Backed Securities
05.000 FGPC G05572 G
2039-02-01
5.000000
6700000.00
343986.16
Agency Mortgage-Backed Securities
GNII SF AP6361 C
549300M8ZYFG0OCMTT87
2045-10-20
4.500000
111000.00
106444.85
Agency Mortgage-Backed Securities
GNII SF 004799 M
549300M8ZYFG0OCMTT87
2040-09-20
3.500000
2666624.00
992966.27
Agency Mortgage-Backed Securities
GNII SF 005258 M
549300M8ZYFG0OCMTT87
2041-12-20
3.500000
5084472.00
1464437.15
Agency Mortgage-Backed Securities
05.500 FGPC C78178 G
2033-04-01
5.500000
571540.00
11810.61
Agency Mortgage-Backed Securities
GNII SF MA5652 M
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
178634752.00
185058547.19
Agency Mortgage-Backed Securities
GNII SF BA2665 C
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
2687180.00
2015014.22
Agency Mortgage-Backed Securities
GNII SF BI3202 C
549300M8ZYFG0OCMTT87
2048-07-20
4.500000
4078656.00
4198142.80
Agency Mortgage-Backed Securities
GNII SF BK9939 C
549300M8ZYFG0OCMTT87
2048-12-20
5.000000
1279142.00
1347881.58
Agency Mortgage-Backed Securities
GNII SF AP4704 C
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
99999.00
61000.07
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE3568
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
1283278.00
1198476.36
Agency Mortgage-Backed Securities
06.000 FGPC C66932 G
2032-05-01
6.000000
7066352.00
58299.87
Agency Mortgage-Backed Securities
03.000 FGPC G08710 G
2046-06-01
3.000000
10000000.00
7799191.97
Agency Mortgage-Backed Securities
02.500 FGPC G08763 G
2047-03-01
2.500000
64892.00
57845.99
Agency Mortgage-Backed Securities
04.500 FGPC A86315 G
2039-05-01
4.500000
757310.00
15000.94
Agency Mortgage-Backed Securities
04.500 FGPC Q47902 G
2047-05-01
4.500000
1014784.00
921163.79
Agency Mortgage-Backed Securities
04.500 FGPC Q47903 G
2047-04-01
4.500000
3792404.00
3691269.45
Agency Mortgage-Backed Securities
04.000 FGPC Q48987 G
2047-07-01
4.000000
1835500.00
1828810.15
Agency Mortgage-Backed Securities
05.000 FGPC Q61272 G
2049-02-01
5.000000
2275464.00
2422296.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY7121
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.000000
221513.00
133025.21
Agency Mortgage-Backed Securities
FNMS 06.000 CT255342
B1V7KEBTPIMZEU4LTD58
2024-07-01
6.000000
18902496.00
666360.35
Agency Mortgage-Backed Securities
FNMS 05.500 CT256600
B1V7KEBTPIMZEU4LTD58
2027-02-01
5.500000
550000.00
16052.13
Agency Mortgage-Backed Securities
03.500 FGPC Q40718 G
2046-05-01
3.500000
7090000.00
5189551.77
Agency Mortgage-Backed Securities
04.000 FGPC Q42924 G
2046-09-01
4.000000
3000000.00
2274982.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1315
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
7671520.00
7920385.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0390
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
100149504.00
92309991.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU5239
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
3050164.00
1671756.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0795
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
65101056.00
24752269.12
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ5118
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
215000.00
80260.04
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
500000000.00
500000000.00
0.0056
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.500000%
549300LCO2FLSSVFFR64
0000050916
ARP0JDPD0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
03.000 FGPC G08875 G
2049-02-01
3.000000
15324699.00
15064638.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HY471440
B1V7KEBTPIMZEU4LTD58
2022-06-01
2.750000
17166854.00
15981561.02
Agency Mortgage-Backed Securities
FNAR XX.XXX HAAM7028
B1V7KEBTPIMZEU4LTD58
2019-10-01
2.742000
9863186.00
9870351.60
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7303
B1V7KEBTPIMZEU4LTD58
2022-12-01
2.660000
27800000.00
27162136.31
Agency Mortgage-Backed Securities
FNAR XX.XXX HAAN1319
B1V7KEBTPIMZEU4LTD58
2023-04-01
3.163000
26069768.00
26010074.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN6862
B1V7KEBTPIMZEU4LTD58
2024-09-01
2.750000
4771409.00
4747582.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0553
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.500000
43659541.00
45029184.46
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
20055354.00
14618706.11
Agency Mortgage-Backed Securities
03.000 FGPC G08791 G
2047-12-01
3.000000
32476381.00
29766560.54
Agency Mortgage-Backed Securities
GNII SF MA5266 M
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1821426.00
1730014.81
Agency Mortgage-Backed Securities
GNII SF MA5527 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
37086050.00
37118172.24
Agency Mortgage-Backed Securities
LIBERTY PPTY LTD PARTNERSHIP 4.375%29
549300N6GNCW2Y4RH795
2029-02-01
4.375000
108123.00
110478.13
Corporate Debt Securities
ALBERTA PROV CDA SR GLBL BD1.9%19
LQPXMHHNJKIPJYE53543
2019-12-06
1.900000
1000000.00
998167.78
Corporate Debt Securities
BANK OF MONTREAL FR 3.3%020524
NQQ6HPCNCCU6TUTQYE16
2024-02-05
3.300000
166167.00
166118.53
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 2.6%020722
WFLLPEPC7FZXENRZV188
2022-02-07
2.600000
1000000.00
994226.67
Corporate Debt Securities
BARCLAYS BANK PLC CLL NT FXD/FLT33
G5GSEF7VJP5I7OUK5573
2033-04-19
0.00
983000.00
564733.50
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL NT3.7%27
5493003T8SZSHOGGAW52
2027-06-22
3.700000
2020000.00
1832570.93
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 49
XSGZFLO9YTNO9VCQV219
2049-02-14
5.950000
8941307.00
8852912.25
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT6.2%59
XSGZFLO9YTNO9VCQV219
2059-02-14
6.200000
999999.00
992560.12
Corporate Debt Securities
TYSON FOODS INC SR GLBL NT5.1%48
WD6L6041MNRW1JE49D58
2048-09-28
5.100000
12000000.00
11791920.00
Corporate Debt Securities
UNION PACIFIC CORP 4.3% SNR 49
549300LMMRSZZCZ8CL11
2049-03-01
4.300000
300000.00
292435.50
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 2.6%072220
PBLD0EJDB5FWOLXP3B76
2020-07-22
2.600000
3115000.00
3108645.40
Corporate Debt Securities
SANTANDER HLDGS USA INC SR GLBL NT3.7%22
549300SMVCQN2P0O6I58
2022-03-28
3.700000
20000.00
20254.73
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP VR 090817-090822
Z2VZBHUMB7PWWJ63I008
2022-09-08
3.247130
91032.00
91419.42
Corporate Debt Securities
MCLAREN HEALTH CARE SR -2018A BD 48
549300OY1YHQK68ZQX37
2048-05-15
4.386000
451000.00
461561.89
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 9.4%21
6THEVG93PYJH84S4D167
2021-02-01
9.400000
11000.00
12409.87
Corporate Debt Securities
ALTRIA GROUP INC 3.8%24
XSGZFLO9YTNO9VCQV219
2024-02-14
3.800000
17000000.00
17020362.22
Corporate Debt Securities
ALTRIA GROUP INC 4.8%29
XSGZFLO9YTNO9VCQV219
2029-02-14
4.800000
18302376.00
18225261.99
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL FL NT 23
UDSQCVRUX5BONN0VY111
2023-02-15
3.918750
6450000.00
6031879.42
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR NT 4.375%46
5493003STKEZ2S0RNU91
2046-06-01
4.375000
2000000.00
1670665.83
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT4.3%25
5493008B6JBRUJ90QL97
2025-07-13
4.300000
3300000.00
3234280.50
Corporate Debt Securities
AVIATION CAP GROUP CORP SR NT 144A 20
549300ODEK8HY3445C77
2020-10-15
7.125000
6188000.00
6669196.93
Corporate Debt Securities
BAT CAP CORP 22
2138005GYEXN7XRHFA84
2022-08-15
3.563750
1000000.00
985256.91
Corporate Debt Securities
ACTAVIS FUNDING SCS SR FLT NT 20
222100FLFVOSKCBCAR54
2020-03-12
4.030940
595000.00
604745.96
Corporate Debt Securities
ALBERTA PROV CDA SR BD 2.2%22
LQPXMHHNJKIPJYE53543
2022-07-26
2.200000
3142000.00
3079303.14
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 3.2%23
8I5DZWZKVSZI1NUHU748
2023-01-25
3.200000
368000.00
369738.19
Corporate Debt Securities
JPMORGAN CHASE & CO PERP SUB -Q NT
8I5DZWZKVSZI1NUHU748
2049-01-01
5.150000
10000.00
10092.37
Corporate Debt Securities
KITE RLTY GROUP L P SR GLBL NT 4%26
549300X6R2GYI8Y3OD81
2026-10-01
4.000000
3489000.00
3189969.44
Corporate Debt Securities
CF INDS INC SR SEC GLBL 26
5FVKT86LAD2F40NPC183
2026-12-01
4.500000
3000000.00
3003615.00
Corporate Debt Securities
CANTOR FITZGERALD SR NT 144A 19
549300RLUEEVQEMX0450
2019-10-15
7.875000
1200000.00
1267216.50
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.85%090420
EDBQKYOPJUCJKLOJDE72
2020-09-04
1.850000
559000.00
556457.48
Corporate Debt Securities
CITIGROUP INC SR GLBL NT3.7%26
6SHGI4ZSSLCXXQSBB395
2026-01-12
3.700000
230000.00
230480.19
Corporate Debt Securities
D R HORTON INC SR GLBL NT 22
529900ZIUEYVSB8QDD25
2022-09-15
4.375000
1000000.00
1032089.03
Corporate Debt Securities
DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 21
2021-06-15
4.420000
3000000.00
3079208.33
Corporate Debt Securities
BP CAP MKTS AMER INC SR GLBL NT 28
5493009NTB34VXE1T760
2028-11-06
4.234000
9825000.00
10480351.52
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
95000.00
88092.40
Corporate Debt Securities
AMERICAN HOMES 4 RENT L P SR GLBL NT 28
2028-02-15
4.250000
3500000.00
3401246.53
Corporate Debt Securities
APTIV PLC SR NT 20
2020-11-19
3.150000
700000.00
702913.75
Corporate Debt Securities
VALMONT INDS INC SR NT 5.25%54
5493009ZGZJJ8F77JN08
2054-10-01
5.250000
15000.00
13729.01
Corporate Debt Securities
THERMO FISHER SCIENTIFIC INC SR GLBL NT3.2%27
HCHV7422L5HDJZCRFL38
2027-08-15
3.200000
6235000.00
5922287.04
Corporate Debt Securities
TOLEDO HOSPITAL TAX BD 2018B 28
5493009DCR7NWV6K4T34
2028-11-15
5.325000
2915000.00
3049549.11
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP VR 051718-051722
Z2VZBHUMB7PWWJ63I008
2022-05-17
3.082880
1800000.00
1793649.58
Corporate Debt Securities
PROSPECT CAPITAL CORPORATION SR GLBL NT 23
549300FSD8T39P5Q0O47
2023-03-15
5.875000
4275000.00
4419797.22
Corporate Debt Securities
QUALCOMM INC SR NT 2.25%20
H1J8DDZKZP6H7RWC0H53
2020-05-20
2.250000
6963000.00
6948203.63
Corporate Debt Securities
QUALCOMM INC FR 2.6%013023
H1J8DDZKZP6H7RWC0H53
2023-01-30
2.600000
1605774.00
1568700.25
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
7444102.00
7358561.00
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC SR GLBL FL NT 23
2138005O9XJIJN4JPN90
2023-05-15
4.153750
700000.00
690038.98
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC NT 21
549300KJYBG7C6WJYZ11
2021-02-01
5.625000
300000.00
311615.63
Corporate Debt Securities
MACYS RETAIL HLDGS INC GTD SR NT 4.3%43
549300JMONK27O4SQQ19
2043-02-15
4.300000
215000.00
152988.15
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 5%54
3BNYRYQHD39K4LCKQF12
2054-09-15
5.000000
23000.00
21865.84
Corporate Debt Securities
MERCURY GENL CORP NEW SR GLBL NT4.4%27
5493001Q9EXPCEL4W527
2027-03-15
4.400000
3000000.00
2992116.66
Corporate Debt Securities
NYU HOSPS CTR TAX BD-13A 43
2043-07-01
5.750000
2705000.00
3321643.07
Corporate Debt Securities
NORDSTROM INC 5%44
549300S3IZB5P35KNV16
2044-01-15
5.000000
5920000.00
5113886.75
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP SR 144A NT3.8%19
2019-06-18
3.800000
1900000.00
1917306.89
Corporate Debt Securities
FORD MTR CO DEL SR GLBL DB7.5%26
20S05OYHG0MQM4VUIC57
2026-08-01
7.500000
2490000.00
2702882.55
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 24
UDSQCVRUX5BONN0VY111
2024-01-09
3.810000
4318000.00
4037268.83
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL FL NT 21
MLU0ZO3ML4LN2LL2TL39
2021-05-25
4.311000
1650000.00
1683511.50
Corporate Debt Securities
AT&T INC SR GLBL NT 26
549300Z40J86GGSTL398
2026-02-17
4.125000
80000.00
80239.23
Corporate Debt Securities
WALGREENS BOOTS ALLIANCE INC SR NT 4.8%44
549300RPTUOIXG4LIH86
2044-11-18
4.800000
50000.00
47411.67
Corporate Debt Securities
AT&T INC SR GLBL NT 26
549300Z40J86GGSTL398
2026-02-17
4.125000
3356000.00
3366035.84
Corporate Debt Securities
SANTANDER UK PLC 2.35% NTS 19
PTCQB104N23FMNK2RZ28
2019-09-10
2.350000
200000.00
201711.33
Corporate Debt Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0254
385000000.00
385000000.00
0.0043
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JDPE8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
3453731.00
3194444.41
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
42568.00
43217.26
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
25650638.00
10231862.48
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
6658862.00
2884209.32
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
21775040.00
9436817.90
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
29723123.00
8399732.83
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
12077530.00
11263231.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
348205.00
327287.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
2331047.00
59550.94
Agency Collateralized Mortgage Obligation
04.500 FGPC V85054 G
2049-01-01
4.500000
101686.00
106524.41
Agency Mortgage-Backed Securities
03.500 FGPC Q41914 G
2046-07-01
3.500000
15557.00
12720.26
Agency Mortgage-Backed Securities
GNII SF BI6164 C
549300M8ZYFG0OCMTT87
2048-09-20
6.000000
2833427.00
3040867.57
Agency Mortgage-Backed Securities
03.500 FGPC G61595 G
2048-07-01
3.500000
57585.00
56068.71
Agency Mortgage-Backed Securities
04.000 FGPC V83149 G
2047-04-01
4.000000
308824.00
285784.86
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
979285.00
863206.96
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
6277794.00
6082974.11
Agency Mortgage-Backed Securities
03.500 FGPC Q41727 G
2046-07-01
3.500000
262316.00
207267.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
11070739.00
11412542.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
1595988.00
1449918.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3451370.00
3147245.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0625
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3033337.00
2812299.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2640
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
20147171.00
21105547.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
110148.00
101576.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX7533
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
1165422.00
808579.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1182882.00
1171149.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.056000
692802.00
534522.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9400
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.927000
1188903.00
1030160.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
91459.00
90110.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
149572.00
148409.05
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5817
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.275670
2695694.00
2674723.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7499
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.063830
4020784.00
3907264.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2783
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.309000
19239286.00
2437695.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
5330194.00
2400634.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
6680922.00
5427146.75
Agency Mortgage-Backed Securities
04.000 FGPC G67713 G
2048-06-01
4.000000
608626.00
589024.91
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
38163.00
35066.12
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
1885549.00
1760719.10
Agency Mortgage-Backed Securities
04.500 FGPC G61057 G
2047-07-01
4.500000
540554.00
483623.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK0819
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
4490000.00
1490438.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1986
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.091000
2510391.00
704164.05
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.457000
8884164.00
4152247.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.052000
344796.00
150751.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
3041123.00
2289503.96
Agency Mortgage-Backed Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0246
125000000.00
125000000.00
0.0014
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.550000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JDPF5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2016-20O FA
549300M8ZYFG0OCMTT87
2066-09-20
2.730000
500000.00
455782.82
Agency Collateralized Mortgage Obligation
GNRM 2010-146 UD
549300M8ZYFG0OCMTT87
2040-07-16
2.500000
25000000.00
894400.71
Agency Collateralized Mortgage Obligation
GNRM 2013-046 B
549300M8ZYFG0OCMTT87
2042-08-16
2.600000
2206179.00
2083965.51
Agency Collateralized Mortgage Obligation
GNRM 2013-168 KA
549300M8ZYFG0OCMTT87
2039-05-16
4.500000
8276058.00
677671.76
Agency Collateralized Mortgage Obligation
GNRA 2018-39 FB
549300M8ZYFG0OCMTT87
2048-10-20
2.853000
1468110.00
1428337.11
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-03-15
3.058000
816842.00
454387.74
Agency Collateralized Mortgage Obligation
GNRA 2016-7O FQ
549300M8ZYFG0OCMTT87
2066-03-20
3.047000
33302.00
27739.18
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-25
3.010000
9166439.00
681537.91
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
2067632.00
824764.14
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
252230.00
109250.52
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
6244916.00
2706407.66
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
755207.00
213420.95
Agency Collateralized Mortgage Obligation
GNRM 2018-141 C
549300M8ZYFG0OCMTT87
2051-08-16
3.250000
35973.00
33906.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
264.00
6.74
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
3727340.00
3476033.15
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-12-15
1.500000
3000000.00
1062836.40
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-12-25
2.990000
10200000.00
984282.32
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-05-25
3.010000
3895183.00
617313.95
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2058-10-15
2.858000
834758.00
798247.93
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLMA3527
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
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194490.01
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA3579
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
2965736.00
3111048.23
Agency Mortgage-Backed Securities
GNII SF MA5335 M
549300M8ZYFG0OCMTT87
2048-07-20
6.500000
1000000.00
945469.67
Agency Mortgage-Backed Securities
FNMS 05.500 CLCA2976
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
5174104.00
5631496.73
Agency Mortgage-Backed Securities
FNMS 05.000 CL930991
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
20300000.00
2429143.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6904
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
90405.00
47749.87
Agency Mortgage-Backed Securities
FNMS 04.500 CTBM5086
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.500000
8073808.00
8468794.59
Agency Mortgage-Backed Securities
04.000 FGPC J15075 G
2026-04-01
4.000000
12689252.00
2754348.08
Agency Mortgage-Backed Securities
03.000 FGPC J18021 G
2027-02-01
3.000000
1320446.00
305409.98
Agency Mortgage-Backed Securities
03.000 FGPC J18804 G
2027-04-01
3.000000
3522317.00
1162729.17
Agency Mortgage-Backed Securities
03.500 FGPC G61595 G
2048-07-01
3.500000
1738.00
1692.24
Agency Mortgage-Backed Securities
05.000 FGPC Q61603 G
2049-02-01
5.000000
1000.00
1064.63
Agency Mortgage-Backed Securities
03.500 FGPC Q41209 G
2046-06-01
3.500000
11654560.00
8959378.62
Agency Mortgage-Backed Securities
03.500 FGPC Q45657 G
2047-01-01
3.500000
11603883.00
10832633.24
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
4209182.00
4425834.12
Agency Mortgage-Backed Securities
04.500 FGPC V85054 G
2049-01-01
4.500000
2593998.00
2717425.30
Agency Mortgage-Backed Securities
04.500 FGPC Q61670 G
2049-02-01
4.500000
1027.00
1079.29
Agency Mortgage-Backed Securities
04.000 FGPC Q61674 G
2049-02-01
4.000000
1008.00
1037.18
Agency Mortgage-Backed Securities
05.000 FGPC Q61393 G
2049-02-01
5.000000
1544036.00
1662931.40
Agency Mortgage-Backed Securities
04.500 FGPC G31084 G
2026-03-01
4.500000
6131685.00
5241157.07
Agency Mortgage-Backed Securities
04.000 FGPC Q17953 G
2043-05-01
4.000000
701253.00
360995.23
Agency Mortgage-Backed Securities
03.500 FGPC V84261 G
2048-05-01
3.500000
2566268.00
2452911.65
Agency Mortgage-Backed Securities
04.500 FGPC V84884 G
2048-11-01
4.500000
5397590.00
5569584.69
Agency Mortgage-Backed Securities
04.500 FGPC V84893 G
2048-11-01
4.500000
5000000.00
5178748.72
Agency Mortgage-Backed Securities
03.500 FGPC Q09307 G
2042-07-01
3.500000
5514816.00
2222843.58
Agency Mortgage-Backed Securities
04.000 FGPC U90022 G
2042-08-01
4.000000
1002.00
465.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6934
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1051457.00
1092792.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0321
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
5000000.00
4602066.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0717
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
15787584.00
14258054.93
Agency Mortgage-Backed Securities
FNMS 03.500 CQCA0722
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
2711457.00
2666831.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2621
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
5747901.00
5732296.37
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5504
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
2110645.00
2175522.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0893
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
15383102.00
16047248.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2475
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1980690.00
2051476.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3880
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
774737.00
788974.64
Agency Mortgage-Backed Securities
GNHA ML BI5434 H
549300M8ZYFG0OCMTT87
2068-08-20
3.241000
914852.00
869493.22
Agency Mortgage-Backed Securities
03.000 FGPC U40663 G
2028-03-01
3.000000
1000.00
342.79
Agency Mortgage-Backed Securities
03.500 FGPC Q11218 G
2042-09-01
3.500000
673254.00
295992.07
Agency Mortgage-Backed Securities
03.000 FGPC J27983 G
2029-04-01
3.000000
9026717.00
4529325.30
Agency Mortgage-Backed Securities
03.000 FGPC J38312 G
2033-01-01
3.000000
3838190.00
3590991.53
Agency Mortgage-Backed Securities
04.000 FGPC T65519 G
2049-01-01
4.000000
19194201.00
19189663.78
Agency Mortgage-Backed Securities
02.500 FGPC J20532 G
2027-10-01
2.500000
6620010.00
2810038.02
Agency Mortgage-Backed Securities
02.500 FGPC J23906 G
2028-05-01
2.500000
1000000.00
392018.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9596
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
6103176.00
5522068.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4923
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1779220.00
1808561.47
Agency Mortgage-Backed Securities
04.000 FGPC C04004 G
2042-06-01
4.000000
20014886.00
5833020.73
Agency Mortgage-Backed Securities
03.000 FGPC C04306 G
2042-11-01
3.000000
1000000.00
556905.26
Agency Mortgage-Backed Securities
04.500 FGPC A97495 G
2041-03-01
4.500000
5612000.00
536893.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5135
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
14417889.00
14746977.38
Agency Mortgage-Backed Securities
04.000 FGPC G07784 G
2044-07-01
4.000000
31688648.00
16508096.43
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
5869604.00
1882373.13
Agency Mortgage-Backed Securities
03.500 FGPC Q51330 G
2047-10-01
3.500000
17116644.00
15529886.14
Agency Mortgage-Backed Securities
03.500 FGPC G60658 G
2046-07-01
3.500000
56126.00
42699.90
Agency Mortgage-Backed Securities
03.500 FGPC Q49490 G
2047-07-01
3.500000
11104.00
10132.61
Agency Mortgage-Backed Securities
04.000 FGPC Q26277 G
2044-05-01
4.000000
3570429.00
1981393.92
Agency Mortgage-Backed Securities
04.500 FGPC Q30115 G
2044-12-01
4.500000
2332947.00
1171037.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
251963.00
230390.49
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0173
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
13177792.00
13750297.88
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0174
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
6806496.00
7102202.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
53965.00
53429.76
Agency Mortgage-Backed Securities
03.500 FGPC Q10436 G
2042-08-01
3.500000
2493482.00
1183539.62
Agency Mortgage-Backed Securities
03.500 FGPC J37586 G
2032-09-01
3.500000
1832050.00
1648165.35
Agency Mortgage-Backed Securities
03.000 FGPC J37956 G
2032-11-01
3.000000
5076439.00
4190617.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6831
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
6650000.00
5474921.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8977
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
950189.00
811997.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU6735
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
1700000.00
1004769.41
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
1406275.00
607153.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
10689769.00
10682080.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
2037978.00
2059263.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2195
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
36811628.00
37870500.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2730
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
53166986.00
55644164.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8174
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
67000.00
49413.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO8997
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.000000
40024768.00
16199969.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
61515.00
27705.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3776
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
21505000.00
18004494.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1314
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
63000000.00
58729854.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
13183294.00
13590321.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1643
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
3511000.00
3549537.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3899
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
20713236.00
20979773.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
50059274.00
42245318.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4341
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2257864.00
2260000.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
31946940.00
31698545.87
Agency Mortgage-Backed Securities
GNII SF BJ1754 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
30005184.00
30943072.79
Agency Mortgage-Backed Securities
04.500 FGPC G14480 G
2025-07-01
4.500000
71041918.00
8981785.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC6234
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.753000
50003609.00
4898944.47
Agency Mortgage-Backed Securities
07.000 FGPC C47348 G
2030-01-01
7.000000
342258.00
27771.04
Agency Mortgage-Backed Securities
03.500 FGPC Q13661 G
2042-12-01
3.500000
1002.00
396.73
Agency Mortgage-Backed Securities
03.500 FGPC J37588 G
2032-09-01
3.500000
3711379.00
3309016.59
Agency Mortgage-Backed Securities
05.500 FGPC A32738 G
2035-05-01
5.500000
202789.00
26182.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC4745
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
1402277.00
1150559.64
Agency Mortgage-Backed Securities
03.500 FGPC Q42598 G
2046-08-01
3.500000
17971548.00
13606194.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
16205.00
9900.08
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
633000000.00
633000000.00
0.0071
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.580000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0JDPK4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Farm Federal Credit Bank
2019-10-15
1.770000
1360000.00
1361547.91
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2024-11-29
2.600000
8000.00
7868.54
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2028-01-03
3.140000
9485000.00
9335376.23
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2025-02-28
2.670000
14135000.00
13842264.15
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2021-11-23
2.450000
5000000.00
5002025.00
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2025-12-11
0.00
1000.00
815.17
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2020-04-13
1.550000
2000.00
1989.11
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2022-08-01
1.301700
3515000.00
3505630.23
Agency Debentures and Agency Strips
GNMI SF 608582 X
549300M8ZYFG0OCMTT87
2024-04-15
5.000000
1138125.00
52512.37
Agency Mortgage-Backed Securities
05.000 FGPC G08864 G
2049-02-01
5.000000
17942002.00
18802099.85
Agency Mortgage-Backed Securities
05.000 FGPC Q58604 G
2048-09-01
5.000000
7357664.00
7865184.16
Agency Mortgage-Backed Securities
05.000 FGPC Q59469 G
2048-11-01
5.000000
1162856.00
1256436.50
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK9451
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
1291502.00
1396264.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN0038
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
10923023.00
11518855.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1166
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
1773740.00
1913244.48
Agency Mortgage-Backed Securities
GNMI SF BK9379 X
549300M8ZYFG0OCMTT87
2049-01-15
5.000000
24554691.00
26248846.84
Agency Mortgage-Backed Securities
GNMI SF 608581 X
549300M8ZYFG0OCMTT87
2024-04-15
5.000000
1129647.00
155430.74
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4659
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
1766145.00
1892314.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4697
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
1562029.00
1665717.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK6163
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
1086041.00
1169794.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK6779
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
30506202.00
32534106.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLBK9280
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.500000
1514713.00
1632536.59
Agency Mortgage-Backed Securities
FNMS 05.500 CLBK9281
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.500000
3702883.00
3950831.00
Agency Mortgage-Backed Securities
GNII SF MA5712 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
3746709.00
3914722.11
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0262
145000000.00
145000000.00
0.0016
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.570000%
549300QJJX6CVVUXLE15
0000050916
ARP0JDPP3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-061 FA
549300M8ZYFG0OCMTT87
2048-04-20
2.803000
4371801.00
4069858.72
Agency Collateralized Mortgage Obligation
GNRA 2018-39 FB
549300M8ZYFG0OCMTT87
2048-10-20
2.853000
5590645.00
5439187.61
Agency Collateralized Mortgage Obligation
GNRA 2018-34 FC
549300M8ZYFG0OCMTT87
2048-10-20
2.853000
4394446.00
4331398.64
Agency Collateralized Mortgage Obligation
GNRA 2019-03 FE
549300M8ZYFG0OCMTT87
2049-01-20
2.869000
69325.00
68473.79
Agency Collateralized Mortgage Obligation
GNRA 2019-006 EF
549300M8ZYFG0OCMTT87
2049-01-20
2.903000
3017200.00
3002644.94
Agency Collateralized Mortgage Obligation
GNRA 2019-01 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.966000
9449631.00
9434692.59
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5162
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1000.00
1068.16
Agency Mortgage-Backed Securities
GNII SF MA5651 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
85493388.00
87756180.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
321079.00
322814.55
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
1880432.00
1559746.34
Agency Mortgage-Backed Securities
GNII SF MA3662 M
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
11256941.00
7727341.45
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
97330931.00
65433252.38
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
19773472.00
16946662.75
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
46256715.00
35339044.75
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
20845824.00
21634572.39
Agency Mortgage-Backed Securities
FMAR 840899 G
2045-11-01
2.654000
1000.00
970.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
861775.00
136474.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4772
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
250835174.00
248631601.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
19791241.00
19808481.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8856
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
66392728.00
66376516.80
Agency Mortgage-Backed Securities
GNII SF MA4512 M
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
11921000.00
7604896.32
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
38000.00
34148.81
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
2062223.00
2103896.66
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
1206600.00
1134127.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
169654800.00
164097325.86
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
752000000.00
752000000.00
0.0085
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.590000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0JDPQ1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-18 FQ
549300M8ZYFG0OCMTT87
2049-02-20
2.959000
39425000.00
38964437.15
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBK8737
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
13888.00
14791.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8730
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
9807698.00
10349977.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9879
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1132468.00
1176383.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9089
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
10137069.00
10521628.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9737
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
3084736.00
3184842.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6566
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
7588391.00
7799889.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8733
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1959150.00
2084113.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8734
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
3102232.00
3264533.57
Agency Mortgage-Backed Securities
FNMS 04.500 CTBJ7384
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.500000
1582722.00
1651458.92
Agency Mortgage-Backed Securities
04.000 FGPC G61863 G
2049-02-01
4.000000
134299650.00
137850264.15
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
2049-02-01
5.500000
12511118.00
13412881.85
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN8893
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.792330
1195000.00
1238224.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ5184
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
1524434.00
1571664.02
Agency Mortgage-Backed Securities
04.500 FGPC Q61344 G
2049-02-01
4.500000
6565447.00
6830710.76
Agency Mortgage-Backed Securities
05.000 FGPC Q61564 G
2049-02-01
5.000000
1286788.00
1356926.95
Agency Mortgage-Backed Securities
04.000 FGPC Q58920 G
2048-10-01
4.000000
1150181.00
1180258.00
Agency Mortgage-Backed Securities
05.000 FGPC Q59449 G
2048-11-01
5.000000
527140.00
566283.79
Agency Mortgage-Backed Securities
05.500 FGPC Q60466 G
2048-12-01
5.500000
1674632.00
1791703.96
Agency Mortgage-Backed Securities
04.500 FGPC Q61715 G
2049-02-01
4.500000
1424864.00
1495601.37
Agency Mortgage-Backed Securities
05.000 FGPC Q61774 G
2049-02-01
5.000000
48432.00
51562.50
Agency Mortgage-Backed Securities
04.500 FGPC Q61144 G
2049-02-01
4.500000
1304126.00
1363916.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5477
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
44254266.00
46718476.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5484
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
56596102.00
58043151.14
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5551
B1V7KEBTPIMZEU4LTD58
2034-03-01
4.000000
26510000.00
27318899.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5576
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
32944776.00
33900438.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLBK8735
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
4612008.00
4967448.64
Agency Mortgage-Backed Securities
GNII SF AY6862 C
549300M8ZYFG0OCMTT87
2046-12-20
4.000000
2985068.00
2018969.53
Agency Mortgage-Backed Securities
GNII SF AI4167 C
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
101184.00
39952.14
Agency Mortgage-Backed Securities
GNII SF AS5797 C
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
1320784.00
900998.69
Agency Mortgage-Backed Securities
GNII SF AT0471 C
549300M8ZYFG0OCMTT87
2045-10-20
4.000000
1366561.00
600038.60
Agency Mortgage-Backed Securities
GNCL CL AU6257
549300M8ZYFG0OCMTT87
2058-11-15
3.350000
1229462.00
1212510.79
Agency Mortgage-Backed Securities
GNII SF 515982 C
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
1433844.00
339194.95
Agency Mortgage-Backed Securities
GNII SF 536606 C
549300M8ZYFG0OCMTT87
2030-02-20
6.500000
50000.00
1316.72
Agency Mortgage-Backed Securities
GNII SF AB9822 C
549300M8ZYFG0OCMTT87
2043-03-20
3.500000
1500000.00
853241.87
Agency Mortgage-Backed Securities
GNII SF MA4567 M
549300M8ZYFG0OCMTT87
2030-02-20
7.000000
56989.00
37176.07
Agency Mortgage-Backed Securities
GNII SF MA4624 M
549300M8ZYFG0OCMTT87
2032-08-20
3.000000
50000.00
40212.46
Agency Mortgage-Backed Securities
GNII SF MA4656 M
549300M8ZYFG0OCMTT87
2047-08-20
5.500000
1074021.00
633162.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6006
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
31176442.00
32401769.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6129
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
2893369.00
2973908.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6130
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
4320041.00
4440293.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6133
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
7007859.00
7224563.02
Agency Mortgage-Backed Securities
FNMS 04.000 CICA3004
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
2775009.00
2847936.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3051
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
3808584.00
3954137.31
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN3966
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
1429877.00
1467506.66
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN5294
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
5359242.00
5557592.91
Agency Mortgage-Backed Securities
FNAR XX.XXX WDBN4513
B1V7KEBTPIMZEU4LTD58
2044-08-01
3.974000
1500874.00
1545263.42
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5239
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
7600659.00
8009004.40
Agency Mortgage-Backed Securities
GNII SF MA4632 M
549300M8ZYFG0OCMTT87
2031-09-20
7.000000
41764.00
27516.19
Agency Mortgage-Backed Securities
GNII SF MA4774 M
549300M8ZYFG0OCMTT87
2047-07-20
1.500000
396643.00
231753.27
Agency Mortgage-Backed Securities
GNII SF MA5024 M
549300M8ZYFG0OCMTT87
2048-02-20
6.000000
1200000.00
907841.21
Agency Mortgage-Backed Securities
GNII SF MA4631 M
549300M8ZYFG0OCMTT87
2031-04-20
6.500000
55451.00
44824.94
Agency Mortgage-Backed Securities
GNII SF AB7995 C
549300M8ZYFG0OCMTT87
2042-12-20
3.000000
400000.00
120627.89
Agency Mortgage-Backed Securities
04.000 FGPC C92039 G
2039-02-01
4.000000
1512586.00
1559022.39
Agency Mortgage-Backed Securities
04.000 FGPC J40105 G
2034-01-01
4.000000
1343039.00
1378974.98
Agency Mortgage-Backed Securities
GNII SF 792762 C
549300M8ZYFG0OCMTT87
2042-01-20
4.000000
467466.00
215537.16
Agency Mortgage-Backed Securities
GNII SF 794944 C
549300M8ZYFG0OCMTT87
2035-10-20
5.500000
1124000.00
398244.90
Agency Mortgage-Backed Securities
GNII SF 796727 C
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
3055000.00
345841.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3096
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
72601230.00
75378830.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3097
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
149390117.00
155087785.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLCA3116
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.500000
2000641.00
2137120.13
Agency Mortgage-Backed Securities
GNII SF AA6054 C
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
690000.00
347957.99
Agency Mortgage-Backed Securities
GNII SF AQ4680 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
3000000.00
2463602.57
Agency Mortgage-Backed Securities
GNII SF AR7648 C
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
3000000.00
2360112.21
Agency Mortgage-Backed Securities
GNII SF AJ2723 C
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
50000.00
30581.21
Agency Mortgage-Backed Securities
GNII SF AJ4687 C
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
50000.00
35630.11
Agency Mortgage-Backed Securities
GNII SF AL5503 C
549300M8ZYFG0OCMTT87
2045-03-20
3.500000
525000.00
236911.54
Agency Mortgage-Backed Securities
GNPL PN BK2378
549300M8ZYFG0OCMTT87
2053-12-15
3.850000
5531124.00
5679463.73
Agency Mortgage-Backed Securities
GNII SF AD1585 C
549300M8ZYFG0OCMTT87
2043-01-20
3.500000
4360753.00
2067743.76
Agency Mortgage-Backed Securities
GNII SF AD8894 C
549300M8ZYFG0OCMTT87
2043-04-20
3.500000
3361937.00
1593766.70
Agency Mortgage-Backed Securities
GNII SF AF3757 C
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
16000000.00
10390696.44
Agency Mortgage-Backed Securities
GNCL CL BE9389
549300M8ZYFG0OCMTT87
2059-06-15
3.620000
2588197.00
2584961.75
Agency Mortgage-Backed Securities
GNII SF BF9710 C
549300M8ZYFG0OCMTT87
2048-02-20
4.500000
4382614.00
3039538.35
Agency Mortgage-Backed Securities
GNHF RF BG2061 H
549300M8ZYFG0OCMTT87
2068-06-20
4.292000
2496410.00
2678268.59
Agency Mortgage-Backed Securities
GNPL PN BG4572
549300M8ZYFG0OCMTT87
2054-01-15
4.000000
5963659.00
6350428.00
Agency Mortgage-Backed Securities
GNPL PN BI8572
549300M8ZYFG0OCMTT87
2054-01-15
3.850000
861679.00
885784.55
Agency Mortgage-Backed Securities
GNPL PN BD1275
549300M8ZYFG0OCMTT87
2053-11-15
3.700000
432052.00
438204.25
Agency Mortgage-Backed Securities
GNII SF BD6189 C
549300M8ZYFG0OCMTT87
2047-12-20
4.500000
2141898.00
1709507.27
Agency Mortgage-Backed Securities
GNPL PN BD8905
549300M8ZYFG0OCMTT87
2054-01-15
4.150000
1367563.00
1438572.53
Agency Mortgage-Backed Securities
GNPL PN BD8906
549300M8ZYFG0OCMTT87
2054-02-15
4.450000
4576120.00
4928799.28
Agency Mortgage-Backed Securities
GNII SF MA5439 M
549300M8ZYFG0OCMTT87
2026-03-20
5.500000
32699.00
9397.95
Agency Mortgage-Backed Securities
GNII SF AO1103 C
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
162046.00
113571.02
Agency Mortgage-Backed Securities
GNII SF MA4841 M
549300M8ZYFG0OCMTT87
2047-11-20
5.500000
5228434.00
3566095.16
Agency Mortgage-Backed Securities
GNII SF MA1676 M
549300M8ZYFG0OCMTT87
2044-02-20
3.000000
212872.00
101100.73
Agency Mortgage-Backed Securities
GNII SF AB9530 C
549300M8ZYFG0OCMTT87
2042-12-20
3.500000
1835000.00
496023.73
Agency Mortgage-Backed Securities
GNII SF MA3249 M
549300M8ZYFG0OCMTT87
2037-12-20
6.000000
164101.00
59231.30
Agency Mortgage-Backed Securities
GNII SF MA3102 M
549300M8ZYFG0OCMTT87
2043-10-20
2.000000
412101.00
337496.76
Agency Mortgage-Backed Securities
GNII SF MA1574 M
549300M8ZYFG0OCMTT87
2029-01-20
3.500000
50000.00
14701.26
Agency Mortgage-Backed Securities
GNII SF MA2599 M
549300M8ZYFG0OCMTT87
2045-02-20
2.500000
351455.00
201550.84
Agency Mortgage-Backed Securities
GNII SF MA1453 M
549300M8ZYFG0OCMTT87
2038-09-20
6.000000
58520.00
16408.47
Agency Mortgage-Backed Securities
GNII SF MA1094 M
549300M8ZYFG0OCMTT87
2038-08-20
5.500000
208069.00
41250.89
Agency Mortgage-Backed Securities
GNII SF MA2369 M
549300M8ZYFG0OCMTT87
2039-09-20
2.500000
60000.00
39310.77
Agency Mortgage-Backed Securities
GNII SF MA2045 M
549300M8ZYFG0OCMTT87
2029-07-20
3.500000
10000000.00
3216291.63
Agency Mortgage-Backed Securities
GNII SF MA4493 M
549300M8ZYFG0OCMTT87
2027-03-20
7.500000
49686.00
29172.10
Agency Mortgage-Backed Securities
GNII SF MA4494 M
549300M8ZYFG0OCMTT87
2029-11-20
8.000000
37491.00
21749.24
Agency Mortgage-Backed Securities
GNII SF MA4495 M
549300M8ZYFG0OCMTT87
2027-02-20
8.500000
62396.00
32328.07
Agency Mortgage-Backed Securities
GNII SF MA4484 M
549300M8ZYFG0OCMTT87
2032-06-20
3.000000
700000.00
543099.22
Agency Mortgage-Backed Securities
GNII SF MA4387 M
549300M8ZYFG0OCMTT87
2038-09-20
6.000000
1015000.00
559104.01
Agency Mortgage-Backed Securities
GNII SF MA4425 M
549300M8ZYFG0OCMTT87
2032-05-20
3.000000
310000.00
237027.62
Agency Mortgage-Backed Securities
GNII SF MA4355 M
549300M8ZYFG0OCMTT87
2032-04-20
2.500000
533855.00
413153.82
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN5787
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
2009555.00
2069183.96
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN5836
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1646695.00
1707642.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1078
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1144520.00
1175458.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2168
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1516012.00
1556779.02
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN3088
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1567928.00
1621607.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4418
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
2874152.00
2954620.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4463
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
10034543.00
10309005.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0680
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1029791.00
1063881.16
Agency Mortgage-Backed Securities
GNII SF 626951 C
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
62000.00
50685.66
Agency Mortgage-Backed Securities
GNII SF 004712 M
549300M8ZYFG0OCMTT87
2040-06-20
4.000000
103000.00
20805.28
Agency Mortgage-Backed Securities
GNII SF MA4101 M
549300M8ZYFG0OCMTT87
2031-11-20
2.500000
197000.00
140904.60
Agency Mortgage-Backed Securities
GNII SF MA4102 M
549300M8ZYFG0OCMTT87
2031-11-20
3.000000
135000.00
96335.05
Agency Mortgage-Backed Securities
GNII SF MA4131 M
549300M8ZYFG0OCMTT87
2039-07-20
5.500000
512061.00
288382.54
Agency Mortgage-Backed Securities
GNII SF MA4066 M
549300M8ZYFG0OCMTT87
2038-05-20
2.000000
984386.00
716254.84
Agency Mortgage-Backed Securities
GNII SF MA3734 M
549300M8ZYFG0OCMTT87
2046-06-20
2.500000
6434947.00
4823027.47
Agency Mortgage-Backed Securities
04.000 FGPC Q61163 G
2049-02-01
4.000000
1121080.00
1151764.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4145
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1090224.00
1125863.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6259
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2882208.00
2998076.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7491
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1526016.00
1572442.89
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ7552
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
2434147.00
2504751.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9372
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
2824890.00
2913518.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK3148
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1850514.00
1932210.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK3864
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1522400.00
1570763.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK3872
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1570714.00
1649473.12
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9726
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.689000
1189000.00
1223489.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ3900
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
1504574.00
1549204.37
Agency Mortgage-Backed Securities
04.500 FGPC Q61166 G
2049-01-01
4.500000
1282000.00
1342496.58
Agency Mortgage-Backed Securities
05.000 FGPC Q59186 G
2048-10-01
5.000000
1157762.00
1230916.36
Agency Mortgage-Backed Securities
04.500 FGPC K94358 G
2038-09-01
4.500000
1836097.00
1908829.60
Agency Mortgage-Backed Securities
GNII SF AM9785 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
1070379.00
627629.49
Agency Mortgage-Backed Securities
GNII SF AN2972 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
13410295.00
9013980.20
Agency Mortgage-Backed Securities
GNII SF AP5331 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
7675647.00
2999382.39
Agency Mortgage-Backed Securities
GNII SF 742851 C
549300M8ZYFG0OCMTT87
2040-01-20
5.000000
380000.00
129533.83
Agency Mortgage-Backed Securities
GNII SF 470745 C
549300M8ZYFG0OCMTT87
2041-08-20
4.000000
1012895.00
259837.55
Agency Mortgage-Backed Securities
GNII SF 734183 C
549300M8ZYFG0OCMTT87
2041-02-20
4.000000
1129734.00
747178.49
Agency Mortgage-Backed Securities
GNII SF 736243 C
549300M8ZYFG0OCMTT87
2040-03-20
5.000000
1810365.00
247951.73
Agency Mortgage-Backed Securities
GNII SF 736432 C
549300M8ZYFG0OCMTT87
2040-02-20
5.000000
1229943.00
464148.57
Agency Mortgage-Backed Securities
GNII SF 736995 C
549300M8ZYFG0OCMTT87
2038-02-20
6.000000
1636721.00
250834.14
Agency Mortgage-Backed Securities
GNII SF 738050 C
549300M8ZYFG0OCMTT87
2038-09-20
6.000000
500000.00
36599.48
Agency Mortgage-Backed Securities
GNII SF 609170 C
549300M8ZYFG0OCMTT87
2032-07-20
4.000000
225000.00
172608.69
Agency Mortgage-Backed Securities
GNII SF 442343 C
549300M8ZYFG0OCMTT87
2041-09-20
4.000000
1362921.00
291863.94
Agency Mortgage-Backed Securities
GNII SF 002496 M
549300M8ZYFG0OCMTT87
2027-10-20
7.000000
49850000.00
281187.35
Agency Mortgage-Backed Securities
GNII SF 002510 M
549300M8ZYFG0OCMTT87
2027-11-20
7.000000
1033013.00
6115.95
Agency Mortgage-Backed Securities
GNII SF 003029 M
549300M8ZYFG0OCMTT87
2031-01-20
8.500000
2048523.00
6249.96
Agency Mortgage-Backed Securities
GNII SF 003285 M
549300M8ZYFG0OCMTT87
2032-09-20
6.000000
465000.00
7619.89
Agency Mortgage-Backed Securities
GNII SF AV5010 C
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
1125593.00
887220.17
Agency Mortgage-Backed Securities
GNII SF AX9962 C
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
3408371.00
1163783.66
Agency Mortgage-Backed Securities
GNII SF AY7330 C
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1014166.00
836441.17
Agency Mortgage-Backed Securities
GNII SF AI6232 C
549300M8ZYFG0OCMTT87
2034-05-20
3.500000
1987660.00
555272.20
Agency Mortgage-Backed Securities
GNII SF AS4615 C
549300M8ZYFG0OCMTT87
2046-03-20
4.500000
3249620.00
2220128.45
Agency Mortgage-Backed Securities
GNII SF AT5071 C
549300M8ZYFG0OCMTT87
2046-05-20
5.000000
1408641.00
288604.67
Agency Mortgage-Backed Securities
GNII SF AU5814 C
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
1110000.00
836523.00
Agency Mortgage-Backed Securities
GNII SF 004344 M
549300M8ZYFG0OCMTT87
2039-01-20
6.000000
2476000.00
108116.45
Agency Mortgage-Backed Securities
GNII SF 005276 M
549300M8ZYFG0OCMTT87
2027-01-20
3.000000
138000.00
29197.31
Agency Mortgage-Backed Securities
GNII SF 005280 M
549300M8ZYFG0OCMTT87
2042-01-20
4.000000
655000.00
140402.27
Agency Mortgage-Backed Securities
GNII SF 005283 M
549300M8ZYFG0OCMTT87
2041-12-20
6.000000
432000.00
59043.68
Agency Mortgage-Backed Securities
GNII SF 003821 M
549300M8ZYFG0OCMTT87
2036-02-20
6.500000
968668.00
48694.42
Agency Mortgage-Backed Securities
GNII SF 003829 M
549300M8ZYFG0OCMTT87
2036-03-20
5.000000
794855.00
42604.88
Agency Mortgage-Backed Securities
GNII SF 003931 M
549300M8ZYFG0OCMTT87
2036-12-20
6.000000
1250000.00
46905.23
Agency Mortgage-Backed Securities
GNII SF 003941 M
549300M8ZYFG0OCMTT87
2037-01-20
6.000000
2124553.00
84235.77
Agency Mortgage-Backed Securities
GNII SF 004085 M
549300M8ZYFG0OCMTT87
2038-02-20
6.000000
781350.00
31582.15
Agency Mortgage-Backed Securities
GNII SF 004145 M
549300M8ZYFG0OCMTT87
2038-05-20
6.000000
2500746.00
111035.96
Agency Mortgage-Backed Securities
GNII SF 003286 M
549300M8ZYFG0OCMTT87
2032-09-20
6.500000
665571.00
8577.90
Agency Mortgage-Backed Securities
GNII SF 553542 C
549300M8ZYFG0OCMTT87
2041-12-20
3.500000
1107119.00
106727.93
Agency Mortgage-Backed Securities
GNII SF 752605 C
549300M8ZYFG0OCMTT87
2030-10-20
4.500000
3306833.00
278376.17
Agency Mortgage-Backed Securities
GNII SF 757168 C
549300M8ZYFG0OCMTT87
2040-11-20
4.000000
1538289.00
409104.50
Agency Mortgage-Backed Securities
GNII SF 737242 C
549300M8ZYFG0OCMTT87
2037-11-20
5.500000
293000.00
12087.89
Agency Mortgage-Backed Securities
GNII SF 738564 C
549300M8ZYFG0OCMTT87
2038-10-20
5.000000
2494396.00
316288.69
Agency Mortgage-Backed Securities
GNII SF 741137 C
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
1741953.00
133431.20
Agency Mortgage-Backed Securities
GNII SF 742087 C
549300M8ZYFG0OCMTT87
2030-07-20
5.000000
2802953.00
465961.59
Agency Mortgage-Backed Securities
GNII SF 002483 M
549300M8ZYFG0OCMTT87
2027-09-20
7.000000
48412615.00
206837.97
Agency Mortgage-Backed Securities
GNII SF AC9498 C
549300M8ZYFG0OCMTT87
2035-11-20
5.500000
500000.00
113012.51
Agency Mortgage-Backed Securities
GNII SF MA0788 M
549300M8ZYFG0OCMTT87
2035-11-20
6.000000
535723.00
103171.97
Agency Mortgage-Backed Securities
GNII SF MA0825 M
549300M8ZYFG0OCMTT87
2028-03-20
2.500000
250000.00
92918.27
Agency Mortgage-Backed Securities
GNII SF MA0851 M
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
430642.00
187204.03
Agency Mortgage-Backed Securities
GNII SF AB7797 C
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
6000000.00
2680615.27
Agency Mortgage-Backed Securities
GNII SF AB9465 C
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
16536338.00
4171186.34
Agency Mortgage-Backed Securities
GNII SF MA4839 M
549300M8ZYFG0OCMTT87
2047-11-20
4.500000
6008000.00
4920161.25
Agency Mortgage-Backed Securities
GNII SF MA4566 M
549300M8ZYFG0OCMTT87
2031-04-20
6.500000
57479.00
18785.57
Agency Mortgage-Backed Securities
GNII SF MA4587 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1112078.00
893079.49
Agency Mortgage-Backed Securities
GNII SF MA4623 M
549300M8ZYFG0OCMTT87
2032-08-20
2.500000
904755.00
737113.80
Agency Mortgage-Backed Securities
GNII SF MA5375 M
549300M8ZYFG0OCMTT87
2028-02-20
7.500000
69029.00
55799.10
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
9093000.00
6946838.61
Agency Mortgage-Backed Securities
GNII SF MA4564 M
549300M8ZYFG0OCMTT87
2023-05-20
5.500000
130942.00
90093.69
Agency Mortgage-Backed Securities
GNII SF MA4590 M
549300M8ZYFG0OCMTT87
2047-07-20
5.500000
6842961.00
3794271.90
Agency Mortgage-Backed Securities
GNII SF MA4592 M
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
104326.00
73609.53
Agency Mortgage-Backed Securities
GNII SF MA4565 M
549300M8ZYFG0OCMTT87
2023-11-20
6.000000
60529.00
47694.05
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
7332730.00
5913160.00
Agency Mortgage-Backed Securities
GNII SF MA4262 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
150189000.00
118055172.31
Agency Mortgage-Backed Securities
GNII SF 760358 C
549300M8ZYFG0OCMTT87
2042-02-20
4.000000
4640239.00
1437666.54
Agency Mortgage-Backed Securities
GNII SF 766686 C
549300M8ZYFG0OCMTT87
2042-04-20
3.500000
1179597.00
298382.09
Agency Mortgage-Backed Securities
GNII SF 772395 C
549300M8ZYFG0OCMTT87
2042-03-20
4.000000
8800430.00
1674653.67
Agency Mortgage-Backed Securities
GNII SF MA4723 M
549300M8ZYFG0OCMTT87
2047-09-20
5.500000
6539811.00
4013361.50
Agency Mortgage-Backed Securities
GNII SF MA4782 M
549300M8ZYFG0OCMTT87
2047-10-20
5.500000
4389019.00
2816564.58
Agency Mortgage-Backed Securities
GNII SF MA5023 M
549300M8ZYFG0OCMTT87
2048-02-20
5.500000
6257746.00
4508588.23
Agency Mortgage-Backed Securities
GNII SF MA5080 M
549300M8ZYFG0OCMTT87
2048-03-20
5.000000
200000.00
163212.59
Agency Mortgage-Backed Securities
GNII SF AB7986 C
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
2604397.00
975474.91
Agency Mortgage-Backed Securities
GNII SF 779595 C
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
2375852.00
482296.79
Agency Mortgage-Backed Securities
GNII SF 796535 C
549300M8ZYFG0OCMTT87
2039-04-20
5.500000
3556000.00
365687.79
Agency Mortgage-Backed Securities
GNII SF AA5291 C
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
2572113.00
1461271.55
Agency Mortgage-Backed Securities
GNII SF AS4328 C
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
9000000.00
6996546.55
Agency Mortgage-Backed Securities
GNII SF AM2800 C
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
1192994.00
761486.17
Agency Mortgage-Backed Securities
GNII SF AM4465 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
1310567.00
911321.83
Agency Mortgage-Backed Securities
GNII SF AM4274 C
549300M8ZYFG0OCMTT87
2045-04-20
3.000000
1156423.00
786770.40
Agency Mortgage-Backed Securities
GNII SF AM4929 C
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
500000.00
292288.65
Agency Mortgage-Backed Securities
GNII SF AM4931 C
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
14170000.00
8479583.17
Agency Mortgage-Backed Securities
GNII SF AM7358 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
270000.00
208261.24
Agency Mortgage-Backed Securities
GNII SF AL9562 C
549300M8ZYFG0OCMTT87
2040-11-20
5.000000
1145913.00
372363.11
Agency Mortgage-Backed Securities
GNII SF AM2467 C
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
1586966.00
431310.28
Agency Mortgage-Backed Securities
GNII SF AM2468 C
549300M8ZYFG0OCMTT87
2041-03-20
5.000000
1154105.00
586579.53
Agency Mortgage-Backed Securities
GNII SF AF5097 C
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
1710000.00
746593.15
Agency Mortgage-Backed Securities
GNII SF AG3255 C
549300M8ZYFG0OCMTT87
2039-03-20
5.500000
2688476.00
551443.82
Agency Mortgage-Backed Securities
GNII SF AH8912 C
549300M8ZYFG0OCMTT87
2034-07-20
3.500000
1012601.00
439267.06
Agency Mortgage-Backed Securities
GNII SF AH8847 C
549300M8ZYFG0OCMTT87
2044-07-20
3.500000
1114721.00
622722.23
Agency Mortgage-Backed Securities
GNII SF AJ0333 C
549300M8ZYFG0OCMTT87
2034-07-20
3.500000
1936398.00
306637.21
Agency Mortgage-Backed Securities
GNII SF AJ0645 C
549300M8ZYFG0OCMTT87
2044-07-20
3.500000
200000.00
114525.69
Agency Mortgage-Backed Securities
GNII SF AE6959 C
549300M8ZYFG0OCMTT87
2043-06-20
3.500000
4403985.00
958817.65
Agency Mortgage-Backed Securities
GNII SF AF3786 C
549300M8ZYFG0OCMTT87
2043-09-20
3.500000
2674863.00
1256176.47
Agency Mortgage-Backed Securities
GNII SF BE8490 C
549300M8ZYFG0OCMTT87
2048-01-20
4.500000
1104449.00
775726.74
Agency Mortgage-Backed Securities
GNII SF BC4805 C
549300M8ZYFG0OCMTT87
2047-09-20
4.500000
1004926.00
740085.13
Agency Mortgage-Backed Securities
GNCL CL BD9306
549300M8ZYFG0OCMTT87
2060-04-15
3.650000
1649194.00
1634330.64
Agency Mortgage-Backed Securities
GNII SF AO1099 C
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
79672.00
56264.39
Agency Mortgage-Backed Securities
GNII SF AO8829 C
549300M8ZYFG0OCMTT87
2045-11-20
4.000000
275000.00
214652.42
Agency Mortgage-Backed Securities
GNII SF BB7236 C
549300M8ZYFG0OCMTT87
2047-09-20
5.000000
2276434.00
1175231.48
Agency Mortgage-Backed Securities
GNII SF MA4904 M
549300M8ZYFG0OCMTT87
2047-12-20
5.500000
4183528.00
2791384.11
Agency Mortgage-Backed Securities
GNII SF MA4966 M
549300M8ZYFG0OCMTT87
2048-01-20
5.500000
12594175.00
9155152.69
Agency Mortgage-Backed Securities
GNII SF MA1156 M
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
904060.00
419288.24
Agency Mortgage-Backed Securities
GNII SF MA1224 M
549300M8ZYFG0OCMTT87
2043-08-20
3.500000
53284.00
20520.99
Agency Mortgage-Backed Securities
GNII SF MA1284 M
549300M8ZYFG0OCMTT87
2043-09-20
3.000000
7585955.00
3766487.60
Agency Mortgage-Backed Securities
GNII SF MA0934 M
549300M8ZYFG0OCMTT87
2043-04-20
3.500000
500000.00
176788.24
Agency Mortgage-Backed Securities
GNII SF MA1012 M
549300M8ZYFG0OCMTT87
2043-05-20
3.500000
600000.00
232599.97
Agency Mortgage-Backed Securities
GNII SF MA0220 M
549300M8ZYFG0OCMTT87
2042-07-20
3.500000
1615000.00
511635.16
Agency Mortgage-Backed Securities
GNII SF MA0318 M
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
500000.00
166647.39
Agency Mortgage-Backed Securities
GNII SF MA0630 M
549300M8ZYFG0OCMTT87
2039-10-20
6.000000
11155278.00
2193917.13
Agency Mortgage-Backed Securities
GNII SF MA0697 M
549300M8ZYFG0OCMTT87
2043-01-20
2.500000
2055000.00
937825.82
Agency Mortgage-Backed Securities
GNII SF MA0852 M
549300M8ZYFG0OCMTT87
2043-01-20
3.500000
5800000.00
2027544.20
Agency Mortgage-Backed Securities
GNII SF MA0857 M
549300M8ZYFG0OCMTT87
2035-03-20
6.000000
3003415.00
529581.03
Agency Mortgage-Backed Securities
GNII SF MA0022 M
549300M8ZYFG0OCMTT87
2042-04-20
3.500000
2043536.00
585406.98
Agency Mortgage-Backed Securities
GNII SF MA0089 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
74000.00
16239.12
Agency Mortgage-Backed Securities
GNII SF MA3309 M
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
379780.00
234964.42
Agency Mortgage-Backed Securities
GNII SF MA3310 M
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
8000000.00
4526495.52
Agency Mortgage-Backed Securities
GNII SF MA3315 M
549300M8ZYFG0OCMTT87
2039-09-20
6.000000
3492729.00
1572290.76
Agency Mortgage-Backed Securities
GNII SF MA3376 M
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
500000.00
281274.95
Agency Mortgage-Backed Securities
GNII SF MA3105 M
549300M8ZYFG0OCMTT87
2045-09-20
3.500000
153632260.00
79885436.89
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
9000000.00
4760380.57
Agency Mortgage-Backed Securities
GNII SF MA3180 M
549300M8ZYFG0OCMTT87
2038-08-20
7.000000
255668.00
130041.61
Agency Mortgage-Backed Securities
GNII SF MA3170 M
549300M8ZYFG0OCMTT87
2043-07-20
2.000000
72737.00
53387.32
Agency Mortgage-Backed Securities
GNII SF MA3172 M
549300M8ZYFG0OCMTT87
2045-10-20
3.000000
81371432.00
48344877.58
Agency Mortgage-Backed Securities
GNII SF MA3110 M
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
1998023.00
751651.81
Agency Mortgage-Backed Securities
GNII SF MA3111 M
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
1496240.00
418424.50
Agency Mortgage-Backed Securities
GNII SF MA3034 M
549300M8ZYFG0OCMTT87
2045-08-20
3.500000
1000000.00
512514.96
Agency Mortgage-Backed Securities
GNII SF MA3035 M
549300M8ZYFG0OCMTT87
2045-08-20
4.000000
35000.00
13759.96
Agency Mortgage-Backed Securities
GNII SF MA3041 M
549300M8ZYFG0OCMTT87
2032-05-20
7.000000
200881.00
101284.49
Agency Mortgage-Backed Securities
GNII SF MA2826 M
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
1450000.00
678272.85
Agency Mortgage-Backed Securities
GNII SF MA2890 M
549300M8ZYFG0OCMTT87
2045-06-20
2.500000
707572.00
464265.41
Agency Mortgage-Backed Securities
GNII SF MA2891 M
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
673239.00
387584.00
Agency Mortgage-Backed Securities
GNII SF MA2892 M
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
250000.00
122074.71
Agency Mortgage-Backed Securities
GNII SF MA3597 M
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
528650.00
326847.00
Agency Mortgage-Backed Securities
GNII SF MA2759 M
549300M8ZYFG0OCMTT87
2038-09-20
6.000000
3190837.00
856166.70
Agency Mortgage-Backed Securities
GNII SF MA2754 M
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
25000000.00
10968549.91
Agency Mortgage-Backed Securities
GNII SF MA2145 M
549300M8ZYFG0OCMTT87
2044-01-20
2.000000
340150.00
58557.79
Agency Mortgage-Backed Securities
GNII SF MA2149 M
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
100000.00
29224.26
Agency Mortgage-Backed Securities
GNII SF MA2606 M
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
863232.00
264663.81
Agency Mortgage-Backed Securities
GNII SF MA2679 M
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
533375.00
218954.72
Agency Mortgage-Backed Securities
GNII SF MA1373 M
549300M8ZYFG0OCMTT87
2043-09-20
2.500000
62353.00
37892.52
Agency Mortgage-Backed Securities
GNII SF MA1519 M
549300M8ZYFG0OCMTT87
2043-08-20
2.500000
25000.00
16511.05
Agency Mortgage-Backed Securities
GNII SF MA1155 M
549300M8ZYFG0OCMTT87
2043-07-20
2.500000
777249.00
401341.98
Agency Mortgage-Backed Securities
GNII SF MA2824 M
549300M8ZYFG0OCMTT87
2045-05-20
2.500000
631938.00
425319.61
Agency Mortgage-Backed Securities
GNII SF MA2375 M
549300M8ZYFG0OCMTT87
2038-03-20
5.500000
800000.00
277834.22
Agency Mortgage-Backed Securities
GNII SF MA2445 M
549300M8ZYFG0OCMTT87
2044-12-20
3.500000
100000.00
38821.65
Agency Mortgage-Backed Securities
GNII SF MA3521 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
649522.00
375877.81
Agency Mortgage-Backed Securities
GNII SF MA3522 M
549300M8ZYFG0OCMTT87
2046-03-20
4.000000
7659872.00
3590850.44
Agency Mortgage-Backed Securities
GNII SF MA3596 M
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
86363000.00
56579863.98
Agency Mortgage-Backed Securities
GNII SF MA2223 M
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
115878339.00
45022381.04
Agency Mortgage-Backed Securities
GNII SF MA2308 M
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
526737.00
155783.07
Agency Mortgage-Backed Securities
GNII SF MA2303 M
549300M8ZYFG0OCMTT87
2044-10-20
3.500000
930600.00
351735.70
Agency Mortgage-Backed Securities
GNII SF MA2304 M
549300M8ZYFG0OCMTT87
2044-10-20
4.000000
24070000.00
7126562.32
Agency Mortgage-Backed Securities
GNII SF MA1843 M
549300M8ZYFG0OCMTT87
2038-10-20
6.000000
41316.00
11503.54
Agency Mortgage-Backed Securities
GNII SF MA2000 M
549300M8ZYFG0OCMTT87
2044-05-20
6.000000
3035537.00
893517.94
Agency Mortgage-Backed Securities
GNII SF MA4319 M
549300M8ZYFG0OCMTT87
2047-02-20
2.500000
12022266.00
9829235.41
Agency Mortgage-Backed Securities
GNII SF MA4320 M
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
14381043.00
11432733.39
Agency Mortgage-Backed Securities
GNII SF MA3602 M
549300M8ZYFG0OCMTT87
2046-04-20
6.000000
420000.00
172552.43
Agency Mortgage-Backed Securities
GNII SF MA3662 M
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
124862189.00
85711808.28
Agency Mortgage-Backed Securities
GNII SF MA4450 M
549300M8ZYFG0OCMTT87
2047-05-20
3.000000
5885831.00
4737087.23
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
20561513.00
17054987.73
Agency Mortgage-Backed Securities
GNII SF MA4452 M
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
1313000.00
957419.50
Agency Mortgage-Backed Securities
GNII SF MA4455 M
549300M8ZYFG0OCMTT87
2047-05-20
5.500000
13495528.00
7648088.95
Agency Mortgage-Backed Securities
GNII SF MA4491 M
549300M8ZYFG0OCMTT87
2029-04-20
6.500000
285733.00
226362.22
Agency Mortgage-Backed Securities
GNII SF MA3428 M
549300M8ZYFG0OCMTT87
2031-02-20
3.000000
5000000.00
2806715.81
Agency Mortgage-Backed Securities
GNII SF MA3453 M
549300M8ZYFG0OCMTT87
2046-02-20
3.000000
100225387.00
65912445.31
Agency Mortgage-Backed Securities
GNII SF MA4381 M
549300M8ZYFG0OCMTT87
2047-04-20
3.000000
4457738.00
3590621.11
Agency Mortgage-Backed Securities
GNII SF MA4383 M
549300M8ZYFG0OCMTT87
2047-04-20
4.000000
19999000.00
14190274.50
Agency Mortgage-Backed Securities
GNII SF 003376 M
549300M8ZYFG0OCMTT87
2033-04-20
6.000000
375000.00
11015.82
Agency Mortgage-Backed Securities
GNII SF 004371 M
549300M8ZYFG0OCMTT87
2039-02-20
6.000000
2435000.00
135364.60
Agency Mortgage-Backed Securities
GNII SF 004404 M
549300M8ZYFG0OCMTT87
2024-04-20
4.000000
200000.00
16370.86
Agency Mortgage-Backed Securities
GNII SF 004447 M
549300M8ZYFG0OCMTT87
2039-05-20
5.000000
5000000.00
435822.23
Agency Mortgage-Backed Securities
GNII SF 004469 M
549300M8ZYFG0OCMTT87
2039-06-20
5.000000
3000000.00
328906.84
Agency Mortgage-Backed Securities
GNII SF MA4321 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
39850444.00
31781036.25
Agency Mortgage-Backed Securities
GNII SF MA4132 M
549300M8ZYFG0OCMTT87
2046-12-20
6.000000
359883.00
194704.82
Agency Mortgage-Backed Securities
GNII SF MA4194 M
549300M8ZYFG0OCMTT87
2047-01-20
2.500000
131054674.00
105052045.73
Agency Mortgage-Backed Securities
GNII SF MA4195 M
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
157303596.00
126221219.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4462
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6035167.00
6221551.16
Agency Mortgage-Backed Securities
GNII SF 711715 C
549300M8ZYFG0OCMTT87
2037-01-20
3.500000
1194444.00
836142.52
Agency Mortgage-Backed Securities
GNII SF 711746 C
549300M8ZYFG0OCMTT87
2033-04-20
3.500000
3550577.00
2642432.23
Agency Mortgage-Backed Securities
GNII SF 711762 C
549300M8ZYFG0OCMTT87
2037-05-20
3.500000
1360796.00
942775.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0340
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
110957007.00
114115011.13
Agency Mortgage-Backed Securities
GNII SF 617039 C
549300M8ZYFG0OCMTT87
2026-04-20
5.500000
200000.00
15117.30
Agency Mortgage-Backed Securities
GNII SF 618392 C
549300M8ZYFG0OCMTT87
2041-09-20
4.000000
3068140.00
727279.22
Agency Mortgage-Backed Securities
GNII SF 696889 C
549300M8ZYFG0OCMTT87
2038-08-20
6.000000
1037148.00
76263.41
Agency Mortgage-Backed Securities
GNII SF 710629 C
549300M8ZYFG0OCMTT87
2040-06-20
5.000000
9981879.00
976365.30
Agency Mortgage-Backed Securities
GNII SF 711691 C
549300M8ZYFG0OCMTT87
2032-11-20
3.500000
2776535.00
1961980.99
Agency Mortgage-Backed Securities
GNII SF 005056 M
549300M8ZYFG0OCMTT87
2041-05-20
5.000000
9829769.00
1301531.43
Agency Mortgage-Backed Securities
GNII SF 005205 M
549300M8ZYFG0OCMTT87
2041-10-20
5.000000
291038.00
47798.67
Agency Mortgage-Backed Securities
GNII SF 005207 M
549300M8ZYFG0OCMTT87
2039-09-20
6.000000
134000.00
15563.20
Agency Mortgage-Backed Securities
GNII SF 005258 M
549300M8ZYFG0OCMTT87
2041-12-20
3.500000
1186460.00
341725.96
Agency Mortgage-Backed Securities
GNII SF 759513 C
549300M8ZYFG0OCMTT87
2031-01-20
4.500000
4178632.00
652243.69
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
50000000.00
39090426.71
Agency Mortgage-Backed Securities
GNII SF MA4200 M
549300M8ZYFG0OCMTT87
2047-01-20
5.500000
15900300.00
7303519.91
Agency Mortgage-Backed Securities
GNII SF MA4260 M
549300M8ZYFG0OCMTT87
2047-02-20
2.500000
5234544.00
4314960.20
Agency Mortgage-Backed Securities
GNII SF 004882 M
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
25000.00
5516.80
Agency Mortgage-Backed Securities
GNII SF 004616 M
549300M8ZYFG0OCMTT87
2040-01-20
4.000000
25000.00
5220.51
Agency Mortgage-Backed Securities
GNII SF 004640 M
549300M8ZYFG0OCMTT87
2040-02-20
6.500000
250000.00
26986.59
Agency Mortgage-Backed Securities
GNII SF 004662 M
549300M8ZYFG0OCMTT87
2038-10-20
7.000000
250000.00
23153.17
Agency Mortgage-Backed Securities
GNII SF 004695 M
549300M8ZYFG0OCMTT87
2040-05-20
4.000000
85000.00
16927.54
Agency Mortgage-Backed Securities
GNII SF 005326 M
549300M8ZYFG0OCMTT87
2027-03-20
3.000000
2277000.00
492511.12
Agency Mortgage-Backed Securities
GNII SF 004561 M
549300M8ZYFG0OCMTT87
2039-10-20
6.000000
2362196.00
209264.82
Agency Mortgage-Backed Securities
GNII SF 004541 M
549300M8ZYFG0OCMTT87
2039-09-20
5.000000
721000.00
77052.04
Agency Mortgage-Backed Securities
GNII SF 004195 M
549300M8ZYFG0OCMTT87
2038-07-20
6.000000
200000.00
7867.50
Agency Mortgage-Backed Securities
GNII SF 004222 M
549300M8ZYFG0OCMTT87
2038-08-20
6.000000
16459310.00
539696.81
Agency Mortgage-Backed Securities
GNII SF MA3803 M
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
15885000.00
10884422.11
Agency Mortgage-Backed Securities
GNII SF MA4492 M
549300M8ZYFG0OCMTT87
2029-04-20
7.000000
178095.00
137865.31
Agency Mortgage-Backed Securities
GNII SF MA4125 M
549300M8ZYFG0OCMTT87
2046-12-20
2.500000
174595918.00
139673033.31
Agency Mortgage-Backed Securities
GNII SF MA4126 M
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
68527146.00
54329009.99
Agency Mortgage-Backed Securities
GNII SF MA4127 M
549300M8ZYFG0OCMTT87
2046-12-20
3.500000
650000.00
492526.00
Agency Mortgage-Backed Securities
GNII SF MA4073 M
549300M8ZYFG0OCMTT87
2046-11-20
5.500000
123542.00
74076.06
Agency Mortgage-Backed Securities
GNII SF MA4074 M
549300M8ZYFG0OCMTT87
2039-03-20
6.000000
666977.00
357110.47
Agency Mortgage-Backed Securities
GNII SF MA4067 M
549300M8ZYFG0OCMTT87
2046-11-20
2.500000
57378909.00
45259141.24
Agency Mortgage-Backed Securities
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
7342611.00
5744439.43
Agency Mortgage-Backed Securities
GNII SF MA4069 M
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
35943406.00
26427497.00
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
249493000.00
186382827.71
Agency Mortgage-Backed Securities
GNII SF MA3935 M
549300M8ZYFG0OCMTT87
2046-09-20
2.500000
845451.00
634682.28
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
9448061.00
7234652.95
Agency Mortgage-Backed Securities
GNII SF MA3937 M
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
3160501.00
2251602.70
Agency Mortgage-Backed Securities
GNII SF MA4002 M
549300M8ZYFG0OCMTT87
2046-10-20
2.500000
166493814.00
129246759.98
Agency Mortgage-Backed Securities
GNII SF MA4003 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
25634143.00
19811834.59
Agency Mortgage-Backed Securities
GNII SF MA3663 M
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
6610000.00
4252068.98
Agency Mortgage-Backed Securities
GNII SF MA3735 M
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
3374639.00
2401136.10
Agency Mortgage-Backed Securities
GNII SF MA3801 M
549300M8ZYFG0OCMTT87
2046-07-20
2.500000
10847094.00
8297698.91
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
2948556.00
2149255.19
Agency Mortgage-Backed Securities
GNII SF 004853 M
549300M8ZYFG0OCMTT87
2040-11-20
4.000000
287000.00
62245.93
Agency Mortgage-Backed Securities
GNII SF 004871 M
549300M8ZYFG0OCMTT87
2039-04-20
6.000000
801551.00
94677.53
Agency Mortgage-Backed Securities
GNII SF 004945 M
549300M8ZYFG0OCMTT87
2041-02-20
4.000000
909717.00
202315.67
Agency Mortgage-Backed Securities
GNII SF 004922 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
1537173.00
333510.74
Agency Mortgage-Backed Securities
GNII SF 004785 M
549300M8ZYFG0OCMTT87
2025-09-20
3.500000
2000000.00
266966.74
Agency Mortgage-Backed Securities
GNII SF 004800 M
549300M8ZYFG0OCMTT87
2040-09-20
4.000000
1381847.00
285816.89
Agency Mortgage-Backed Securities
GNII SF 004832 M
549300M8ZYFG0OCMTT87
2040-10-20
3.500000
3000000.00
736515.98
Agency Mortgage-Backed Securities
GNII SF 004833 M
549300M8ZYFG0OCMTT87
2040-10-20
4.000000
1954248.00
416962.32
Agency Mortgage-Backed Securities
GNII SF 004837 M
549300M8ZYFG0OCMTT87
2040-10-20
6.000000
423030.00
43371.36
Agency Mortgage-Backed Securities
GNII SF 002766 M
549300M8ZYFG0OCMTT87
2029-06-20
6.000000
500974.00
5931.33
Agency Mortgage-Backed Securities
GNII SF 739154 C
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
953879.00
57372.20
Agency Mortgage-Backed Securities
GNII SF MA0783 M
549300M8ZYFG0OCMTT87
2043-02-20
3.500000
157200.00
55230.76
Agency Mortgage-Backed Securities
GNII SF 796769 C
549300M8ZYFG0OCMTT87
2039-01-20
6.000000
274000.00
38928.27
Agency Mortgage-Backed Securities
GNII SF MA1223 M
549300M8ZYFG0OCMTT87
2043-08-20
3.000000
4931806.00
2382059.49
Agency Mortgage-Backed Securities
GNII SF MA1762 M
549300M8ZYFG0OCMTT87
2044-02-20
4.500000
285000.00
78429.87
Agency Mortgage-Backed Securities
GNII SF MA0933 M
549300M8ZYFG0OCMTT87
2043-04-20
3.000000
5826189.00
2527503.20
Agency Mortgage-Backed Securities
GNII SF MA1010 M
549300M8ZYFG0OCMTT87
2043-04-20
2.500000
74221.00
41574.31
Agency Mortgage-Backed Securities
GNII SF MA1089 M
549300M8ZYFG0OCMTT87
2043-06-20
3.000000
1545632.00
690569.13
Agency Mortgage-Backed Securities
GNII SF MA0623 M
549300M8ZYFG0OCMTT87
2042-12-20
2.500000
6473997.00
2937740.81
Agency Mortgage-Backed Securities
GNII SF MA0006 M
549300M8ZYFG0OCMTT87
2027-04-20
2.500000
100000.00
27935.58
Agency Mortgage-Backed Securities
GNII SF MA0154 M
549300M8ZYFG0OCMTT87
2042-06-20
3.500000
1164000.00
362988.14
Agency Mortgage-Backed Securities
GNII SF MA3112 M
549300M8ZYFG0OCMTT87
2031-11-20
7.000000
122206.00
24272.53
Agency Mortgage-Backed Securities
GNII SF MA3087 M
549300M8ZYFG0OCMTT87
2027-03-20
7.500000
54820.00
33773.76
Agency Mortgage-Backed Securities
GNII SF MA3104 M
549300M8ZYFG0OCMTT87
2045-08-20
3.000000
6547212.00
4055712.38
Agency Mortgage-Backed Securities
GNII SF MA2968 M
549300M8ZYFG0OCMTT87
2036-11-20
7.000000
76249.00
37787.98
Agency Mortgage-Backed Securities
GNII SF MA3032 M
549300M8ZYFG0OCMTT87
2045-06-20
2.500000
740719.00
530825.32
Agency Mortgage-Backed Securities
GNII SF MA3033 M
549300M8ZYFG0OCMTT87
2045-08-20
3.000000
14694083.00
9338410.75
Agency Mortgage-Backed Securities
GNII SF MA2960 M
549300M8ZYFG0OCMTT87
2045-07-20
3.000000
923282.00
557763.13
Agency Mortgage-Backed Securities
GNII SF MA2752 M
549300M8ZYFG0OCMTT87
2045-03-20
2.500000
2784933.00
1805940.48
Agency Mortgage-Backed Securities
GNII SF MA2070 M
549300M8ZYFG0OCMTT87
2044-02-20
2.000000
490928.00
233696.42
Agency Mortgage-Backed Securities
GNII SF MA1520 M
549300M8ZYFG0OCMTT87
2043-08-20
3.000000
126324.00
56172.54
Agency Mortgage-Backed Securities
GNII SF MA2682 M
549300M8ZYFG0OCMTT87
2038-11-20
5.500000
95526.00
27805.15
Agency Mortgage-Backed Securities
GNII SF MA1374 M
549300M8ZYFG0OCMTT87
2043-10-20
3.000000
6501856.00
3272169.59
Agency Mortgage-Backed Securities
GNII SF MA1376 M
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
4852180.00
1281899.01
Agency Mortgage-Backed Securities
GNII SF MA1447 M
549300M8ZYFG0OCMTT87
2043-11-20
3.000000
3301547.00
1619830.07
Agency Mortgage-Backed Securities
GNII SF MA2825 M
549300M8ZYFG0OCMTT87
2045-05-20
3.000000
966939.00
533198.74
Agency Mortgage-Backed Securities
GNII SF MA2310 M
549300M8ZYFG0OCMTT87
2032-06-20
7.000000
109701.00
37502.16
Agency Mortgage-Backed Securities
GNII SF 005228 M
549300M8ZYFG0OCMTT87
2026-11-20
3.500000
166000.00
25095.90
Agency Mortgage-Backed Securities
GNII SF 004620 M
549300M8ZYFG0OCMTT87
2040-01-20
6.000000
250000.00
30722.26
Agency Mortgage-Backed Securities
GNII SF 005301 M
549300M8ZYFG0OCMTT87
2027-02-20
3.500000
395000.00
75908.82
Agency Mortgage-Backed Securities
GNII SF 005339 M
549300M8ZYFG0OCMTT87
2027-03-20
2.500000
750000.00
192251.59
Agency Mortgage-Backed Securities
GNII SF 004548 M
549300M8ZYFG0OCMTT87
2024-10-20
4.500000
525000.00
47073.90
Agency Mortgage-Backed Securities
GNII SF 004854 M
549300M8ZYFG0OCMTT87
2040-11-20
4.500000
371000.00
74200.93
Agency Mortgage-Backed Securities
GNII SF 005054 M
549300M8ZYFG0OCMTT87
2041-05-20
4.000000
391176.00
70778.18
Agency Mortgage-Backed Securities
GNCL CL BA6517
549300M8ZYFG0OCMTT87
2059-01-15
3.600000
98919.00
99168.28
Agency Mortgage-Backed Securities
GNII SF MA3375 M
549300M8ZYFG0OCMTT87
2046-01-20
3.000000
70994183.00
45679497.02
Agency Mortgage-Backed Securities
GNII SF MA3108 M
549300M8ZYFG0OCMTT87
2045-09-20
5.000000
4000000.00
1388933.94
Agency Mortgage-Backed Securities
GNII SF MA2935 M
549300M8ZYFG0OCMTT87
2030-06-20
3.000000
150000.00
68806.68
Agency Mortgage-Backed Securities
GNII SF MA2340 M
549300M8ZYFG0OCMTT87
2029-11-20
3.000000
77014.00
27817.51
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0263
2656000000.00
2656000000.00
0.0300
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.530000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JDPS7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-03-31
1.125000
1541200.00
1524910.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-15
1.375000
816500.00
809730.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.875000
70299800.00
69143739.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-31
2.250000
22159000.00
21897287.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-15
1.500000
72689500.00
72091616.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-15
1.500000
179383000.00
177907544.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-10-31
1.500000
250500000.00
249999094.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-12-31
2.125000
224033600.00
221519360.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
1.750000
127851800.00
126370535.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-31
1.250000
18407000.00
17884694.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-11-15
1.000000
16668000.00
16535648.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-08-31
1.125000
188212600.00
181867012.19
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
0.500000
251174000.00
249999915.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-31
2.625000
86728000.00
86803887.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-15
2.625000
222000.00
223911.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-12-31
2.500000
3339000.00
3349399.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-31
2.625000
18414000.00
18563656.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.500000
1329700.00
1317393.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-28
2.500000
83978000.00
83937018.74
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0257
1570229196.00
1570229196.00
0.0177
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.550000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0JDPX6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AEP TRANSMISSION CO LLC SR GLBL -J NT 48
549300X123Z1I0LA3Y84
2048-09-15
4.250000
7191971.00
7450822.02
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT5.8%59
549300CRGMZK3K53BF92
2059-01-23
5.800000
4540000.00
4790784.56
Corporate Debt Securities
ATLANTIC CITY ELEC CO 4%28
2028-10-15
4.000000
14984113.00
15689714.88
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP 4.5%28
BVHHEFJI6SHNOKQT2572
2028-12-01
4.500000
4132000.00
4343310.48
Corporate Debt Securities
BP CAP MKTS AMER INC SR GLBL NT 25
5493009NTB34VXE1T760
2025-09-21
3.796000
15013000.00
15631757.47
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 25
549300C6OZZ8LTVR8209
2025-09-12
4.125000
3980000.00
4147640.92
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 48
549300C6OZZ8LTVR8209
2048-09-12
4.600000
23176280.00
24591449.38
Corporate Debt Securities
ENTERGY LA LLC 1ST MTG BD 4%33
0V5453U14HDZO63CGH17
2033-03-15
4.000000
381854.00
395284.23
Corporate Debt Securities
MARSH & MCLENNAN COS INC 4.75% SNR 39
549300XMP3KDCKJXIU47
2039-03-15
4.750000
2340000.00
2446366.00
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN SR GLBL BD4.4%48
4NYF266XZC35SCTGX023
2048-11-01
4.400000
3000000.00
3140210.00
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV SR GLBL 144A 25
549300C6OZZ8LTVR8209
2025-09-12
4.125000
5000000.00
5210604.17
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29
549300CRGMZK3K53BF92
2029-01-23
4.750000
1944677.00
2017248.56
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 48
6SHGI4ZSSLCXXQSBB395
2048-07-23
4.650000
2096000.00
2194513.75
Corporate Debt Securities
GLAXOSMITHKLINE CAP INC SR GLBL NT 28
5493007Q8VD7Q3ZYZS59
2028-05-15
3.875000
3408611.00
3547671.44
Corporate Debt Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0259
91000000.00
91000000.00
0.0010
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.500000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0JDQ15
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ENTERPRISE PRODS OPER LLC SR GLBL NT 54
5493004LGN656HWLDA30
2054-10-15
4.950000
10000.00
10197.77
Corporate Debt Securities
ANHEUSER BUSCH INBEV FIN INC SR GLBL FL NT 21
5493000EYEKDT0FBSQ91
2021-02-01
3.996250
12055000.00
12261697.21
Corporate Debt Securities
SAN DIEGO GAS & ELEC CO 1ST MTG BD 4.5%
KNIRVXKVNJJ4P8OTMS63
2040-08-15
4.500000
5618000.00
5565499.79
Corporate Debt Securities
DUKE REALTY CORP SR GLBL NT 21
2549009GZDBNY1KE9O81
2021-02-15
3.875000
10875000.00
11013648.70
Corporate Debt Securities
ERP OPER LTD PARTNERSHIP SR NT 4.75%20
DX5HQV5MLU50FEWZ5072
2020-07-15
4.750000
8516000.00
8762895.39
Corporate Debt Securities
ENERGY TRANSFER PRTNRS L P SR NT 9%19
5493008K8W3OKZE54J59
2019-04-15
9.000000
765000.00
796020.75
Corporate Debt Securities
AMERICAN WTR CAP CORP SR GLBL NT 4%46
5IDHQUFVC8Q2KIBBFF06
2046-12-01
4.000000
2978000.00
2878763.11
Corporate Debt Securities
TOLEDO HOSPITAL 2018B BD6.015%48
5493009DCR7NWV6K4T34
2048-11-15
6.015000
47000.00
50807.59
Corporate Debt Securities
US BANCORP DEL ALT TIER I PERP
N1GZ7BBF3NP8GI976H15
2049-12-29
5.125000
20000.00
20397.43
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 48
549300C6OZZ8LTVR8209
2048-09-12
4.600000
323720.00
343486.70
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 20
549300PDHUGWPWGOT525
2020-02-15
6.850000
130000.00
134814.37
Corporate Debt Securities
POWER FIN LTD 6.15%28
3358003Q6D9LIJJZ1614
2028-12-06
6.150000
6059000.00
6479133.07
Corporate Debt Securities
ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.9%46
5493000EYEKDT0FBSQ91
2046-02-01
4.900000
2010000.00
1901007.75
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 19
549300CRVT18MXX0AG93
2019-05-03
1.676000
102000.00
102364.54
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26
BVHHEFJI6SHNOKQT2572
2026-10-01
2.750000
2363000.00
2215712.24
Corporate Debt Securities
CITIGROUP INC SR NT 2.4%20
6SHGI4ZSSLCXXQSBB395
2020-02-18
2.400000
7515000.00
7483411.95
Corporate Debt Securities
CITIGROUP INC SR GLBL NT3.7%26
6SHGI4ZSSLCXXQSBB395
2026-01-12
3.700000
128000.00
128267.24
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 20
213800ITMMKU4Z7I4F78
2020-11-10
2.250000
7217000.00
7220319.82
Corporate Debt Securities
CITIGROUP INC SR NT FXD/FLT 28
6SHGI4ZSSLCXXQSBB395
2028-07-24
3.668000
2955000.00
2902147.53
Corporate Debt Securities
DIAGEO INVT CORP SR NT 4.25%42
S4G8DPIPDVCF6CB81Z61
2042-05-11
4.250000
2474000.00
2550797.77
Corporate Debt Securities
TOLEDO HOSPITAL -2018B 5.75%38
5493009DCR7NWV6K4T34
2038-11-15
5.750000
16643000.00
18148276.13
Corporate Debt Securities
TRANSCANADA CORP SR NT 3.8%20
5BV01I6231JPDAPMGH09
2020-10-01
3.800000
2194000.00
2253998.58
Corporate Debt Securities
WILLIS-KNIGHTON MED CTR SR GLBL SINK 48
2048-09-01
4.813000
6761394.00
7287264.80
Corporate Debt Securities
EUROPEAN INVT BK SR NT 021621
5493006YXS1U5GIHE750
2021-02-16
4.000000
9544000.00
9806587.25
Corporate Debt Securities
EUROPEAN INVT BK SR NT 1.625%20
5493006YXS1U5GIHE750
2020-03-16
1.625000
33663000.00
33542907.24
Corporate Debt Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0254
137000000.00
137000000.00
0.0015
N
Y
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.420000%
PT3QB789TSUIDF371261
0000947263
ATD0TBE10
Non-Negotiable Time Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0242
518000000.00
518000000.00
0.0058
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.410000%
0001245022
ATD0TBE28
Non-Negotiable Time Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0241
216000000.00
216000000.00
0.0024
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.420000%
RB0PEZSDGCO3JS6CEU02
0000812291
ATD0TBEA0
Non-Negotiable Time Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0242
7000000.00
7000000.00
0.0001
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.400000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0TBYQ3
Non-Negotiable Time Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0240
148000000.00
148000000.00
0.0017
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.430000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0TCKU7
Non-Negotiable Time Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0243
911000000.00
911000000.00
0.0103
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.400000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0TD5D0
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
114000000.00
114000000.00
0.0013
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.410000%
0000926171
ATD0TD5F5
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
880000000.00
880000000.00
0.0099
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.400000%
PT3QB789TSUIDF371261
0000947263
ATD0TD5H1
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
99000000.00
99000000.00
0.0011
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.410000%
0001245022
ATD0TD5O6
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
110000000.00
110000000.00
0.0012
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.390000%
0001002614
ATD0TD5Q1
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0239
226000000.00
226000000.00
0.0026
N
N
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 2.400000%
0000035528
ATD0TDQQ8
Non-Negotiable Time Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0240
663000000.00
663000000.00
0.0075
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.430000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0TDQU9
Non-Negotiable Time Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0243
1257000000.00
1257000000.00
0.0142
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.400000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0TDR12
Non-Negotiable Time Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0240
226000000.00
226000000.00
0.0026
N
N
Y
N
The Charles Schwab Family of Funds
2019-03-07
Mark Fischer
Mark Fischer
Chief Financial Officer