0001145549-19-016443.txt : 20190607
0001145549-19-016443.hdr.sgml : 20190607
20190607152619
ACCESSION NUMBER: 0001145549-19-016443
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190531
FILED AS OF DATE: 20190607
DATE AS OF CHANGE: 20190607
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: 19885479
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
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XXXXXXXX
2019-05-31
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033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
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N
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ABAG Finance Auth
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2031-11-01
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2019-06-18
2019-06-18
2019-06-18
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2019-09-04
2019-09-04
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Y
Credit Suisse AG
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25009564.25
0.0003
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N
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Asset Backed Commercial Paper
Y
2019-08-14
2019-08-14
2019-08-14
N
Y
Credit Suisse AG
1.0000
N
0.0253
228021055.80
228021055.80
0.0024
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 2.580000%
02089XER4
Asset Backed Commercial Paper
Y
2019-08-16
2019-08-16
2019-08-16
N
Y
Credit Suisse AG
1.0000
N
0.0253
149014093.91
149014093.91
0.0016
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N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UT44
549300BUNY5BIX4CVW20
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
0.0241
23993562.72
23993562.72
0.0003
N
N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UT77
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-06-07
2019-06-07
2019-06-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0243
24988211.75
24988211.75
0.0003
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N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UTQ5
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0247
36939122.79
36939122.79
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UTT9
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
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2019-06-27
2019-06-27
2019-06-27
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
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0.0248
116283659.50
116283659.50
0.0012
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UU34
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
97776763.84
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0.0010
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821UU83
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
99737694.00
99737694.00
0.0010
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UU91
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
49865396.00
49865396.00
0.0005
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UUA8
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-10
2019-07-10
2019-07-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
33507226.70
33507226.70
0.0003
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UUB6
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-11
2019-07-11
2019-07-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
85756607.96
85756607.96
0.0009
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UUC4
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
24927520.75
24927520.75
0.0003
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UV17
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0250
49785066.50
49785066.50
0.0005
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UV66
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-08-06
2019-08-06
2019-08-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0250
64697569.30
64697569.30
0.0007
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UV74
549300BUNY5BIX4CVW20
US04821UV744
Asset Backed Commercial Paper
Y
2019-08-07
2019-08-07
2019-08-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0250
99030139.11
99030139.11
0.0010
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UW40
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-09-04
2019-09-04
2019-09-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0252
19865546.60
19865546.60
0.0002
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH) 2.600000%
05252WQS5
JHE42UYNWWTJB8YTTU19
Certificate of Deposit
Y
2019-09-06
2019-09-06
2019-09-06
N
N
N
0.0253
100014677.00
100014677.00
0.0010
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N
N
N
BASF SE
BASF SE 0.000000%
05526MTQ8
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
N
N
0.0244
98838894.33
98838894.33
0.0010
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N
N
N
BASF SE
BASF SE 0.000000%
05526MTS4
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2019-06-26
2019-06-26
2019-06-26
N
N
N
0.0244
92835978.69
92835978.69
0.0010
N
N
N
N
BNP PARIBAS (SAN FRANCISCO BRANCH)
BNP PARIBAS (SAN FRANCISCO BRANCH) 2.692400%
05576T3K3
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-07-05
2019-07-05
2019-07-05
N
N
N
0.0251
154012427.80
154012427.80
0.0016
N
N
N
N
BNP PARIBAS (SAN FRANCISCO BRANCH)
BNP PARIBAS (SAN FRANCISCO BRANCH) 2.640000%
05576T3L1
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-09-11
2019-09-11
2019-09-11
N
N
N
0.0250
65023294.70
65023294.70
0.0007
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 2.708300%
05586FNJ2
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0248
150004128.00
150004128.00
0.0016
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.570000%
06053P2A4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-11-04
2019-11-04
2019-11-04
N
N
N
0.0237
100080779.00
100080779.00
0.0010
N
N
N
N
BANK OF AMERICA NA
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06053P2T3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-11-15
2019-11-15
2019-11-15
N
N
N
0.0240
90057204.00
90057204.00
0.0009
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N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.540000%
06053P2U0
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-10-09
2019-10-09
2019-10-09
N
N
N
0.0237
200114354.00
200114354.00
0.0021
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.565100%
06053P3A3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-08-12
2020-02-10
2020-02-10
N
N
N
0.0251
266025980.22
266025980.22
0.0028
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.617100%
06053PY43
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-06-04
2019-11-04
2019-11-04
N
N
N
0.0249
240095020.80
240095020.80
0.0025
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.597100%
06053PY84
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-06-07
2019-10-07
2019-10-07
N
N
N
0.0249
200050938.00
200050938.00
0.0021
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.560000%
06053PZ91
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-11-04
2019-11-04
2019-11-04
N
N
N
0.0238
283198383.00
283198383.00
0.0030
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.480000%
06370RC64
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-09-03
2019-09-03
2019-09-03
N
N
N
0.0249
199996150.00
199996150.00
0.0021
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.460000%
06370RZS1
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0239
125001393.75
125001393.75
0.0013
N
N
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.679800%
06417G2H0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0249
146509525.43
146509525.43
0.0015
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.756600%
06417G3P1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-06-12
2019-09-12
2019-09-12
N
N
N
0.0248
274136624.62
274136624.62
0.0029
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.681000%
06417G4C9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-16
2019-10-16
2019-10-16
N
N
N
0.0249
133545455.42
133545455.42
0.0014
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417G4N5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2019-06-03
2019-09-03
2019-09-03
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N
0.0249
58011326.24
58011326.24
0.0006
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.540600%
06417G5M6
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-08-27
2019-11-27
2019-11-27
N
N
N
0.0250
74008740.14
74008740.14
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
0.0251
300058350.00
300058350.00
0.0031
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.628800%
06417G5T1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0251
105008463.00
105008463.00
0.0011
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.619800%
06417G5W4
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0251
230018724.30
230018724.30
0.0024
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.622400%
06417G5Y0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-07-08
2020-01-06
2020-01-06
N
N
N
0.0251
72005959.44
72005959.44
0.0008
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 2.560000%
06426GRF6
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0240
241146838.50
241146838.50
0.0025
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MT55
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Societe Generale SA
1.0000
N
0.0243
32988853.26
32988853.26
0.0003
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MT63
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
Societe Generale SA
1.0000
N
0.0244
23990244.00
23990244.00
0.0003
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MT71
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-06-07
2019-06-07
2019-06-07
N
Y
Societe Generale SA
1.0000
N
0.0245
99952458.00
99952458.00
0.0010
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MTC0
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-06-12
2019-06-12
2019-06-12
N
Y
Societe Generale SA
1.0000
N
0.0248
96919942.99
96919942.99
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MU12
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
Societe Generale SA
1.0000
N
0.0251
96790763.24
96790763.24
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MU87
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
Societe Generale SA
1.0000
N
0.0251
12965625.79
12965625.79
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MU95
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Societe Generale SA
1.0000
N
0.0251
97235409.38
97235409.38
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MUC8
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
Y
Societe Generale SA
1.0000
N
0.0251
74780812.50
74780812.50
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MUW4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-07-30
2019-07-30
2019-07-30
N
Y
Societe Generale SA
1.0000
N
0.0251
44812125.00
44812125.00
0.0005
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MV29
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-02
2019-08-02
2019-08-02
N
Y
Societe Generale SA
1.0000
N
0.0251
49780725.00
49780725.00
0.0005
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MV52
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-05
2019-08-05
2019-08-05
N
Y
Societe Generale SA
1.0000
N
0.0251
24885095.75
24885095.75
0.0003
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MV60
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-06
2019-08-06
2019-08-06
N
Y
Societe Generale SA
1.0000
N
0.0251
17139654.75
17139654.75
0.0002
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MV94
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-09
2019-08-09
2019-08-09
N
Y
Societe Generale SA
1.0000
N
0.0251
71648879.76
71648879.76
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MVC7
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
Societe Generale SA
1.0000
N
0.0251
142272460.33
142272460.33
0.0015
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MVD5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
Y
Societe Generale SA
1.0000
N
0.0251
13927767.84
13927767.84
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MVS2
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-26
2019-08-26
2019-08-26
N
Y
Societe Generale SA
1.0000
N
0.0251
24848112.50
24848112.50
0.0003
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.480000%
0727MAA84
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0250
101998008.96
101998008.96
0.0011
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.590000%
0727MAZF1
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0247
337019724.61
337019724.61
0.0035
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.580000%
0727MAZJ3
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0247
117006595.29
117006595.29
0.0012
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.550000%
0727MAZX2
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-07-12
2019-07-12
2019-07-12
N
N
N
0.0252
397013081.15
397013081.15
0.0041
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.589000%
07644CFU9
Asset Backed Commercial Paper
Y
2019-06-13
2020-02-13
2020-02-13
N
Y
Royal Bank of Canada
1.0000
N
0.0258
139994320.20
139994320.20
0.0015
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.685900%
07644DGS1
Asset Backed Commercial Paper
Y
2019-06-03
2019-07-01
2019-07-01
N
Y
Royal Bank of Canada
1.0000
N
0.0243
40007377.20
40007377.20
0.0004
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.793400%
07644DGZ5
Asset Backed Commercial Paper
Y
2019-06-13
2019-08-13
2019-08-13
N
Y
Royal Bank of Canada
1.0000
N
0.0247
55034240.80
55034240.80
0.0006
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.605500%
07644DHK7
Asset Backed Commercial Paper
Y
2019-08-06
2019-11-04
2019-11-04
N
Y
Royal Bank of Canada
1.0000
N
0.0249
45008321.85
45008321.85
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 2.559900%
07646KDY3
Asset Backed Commercial Paper
Y
2019-08-08
2019-11-08
2019-11-08
N
Y
Royal Bank of Canada
1.0000
N
0.0249
125007441.25
125007441.25
0.0013
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MT38
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Societe Generale SA
1.0000
N
0.0243
5998785.00
5998785.00
0.0001
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MT61
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
Societe Generale SA
1.0000
N
0.0243
7996754.64
7996754.64
0.0001
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MU85
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
Societe Generale SA
1.0000
N
0.0246
115698786.28
115698786.28
0.0012
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MU93
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
Societe Generale SA
1.0000
N
0.0246
61834703.04
61834703.04
0.0006
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MV27
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-08-02
2019-08-02
2019-08-02
N
Y
Societe Generale SA
1.0000
N
0.0248
79154970.00
79154970.00
0.0008
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MV68
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-08-06
2019-08-06
2019-08-06
N
Y
Societe Generale SA
1.0000
N
0.0249
116458456.14
116458456.14
0.0012
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MVF8
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-08-15
2019-08-15
2019-08-15
N
Y
Societe Generale SA
1.0000
N
0.0250
88529902.00
88529902.00
0.0009
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.400000%
10513ELH9
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0240
563000219.57
563000219.57
0.0059
N
N
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.400000%
10513ELJ5
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0240
476000176.12
476000176.12
0.0050
N
N
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.400000%
10513ELL0
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0243
397000000.00
397000000.00
0.0041
N
N
Y
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
0.0240
29994000.00
29994000.00
0.0003
N
Y
Y
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
0.0241
55981271.36
55981271.36
0.0006
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3UA8
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-10
2019-07-10
2019-07-10
N
Y
Citibank NA
1.0000
N
0.0246
49863222.00
49863222.00
0.0005
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3UK6
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
Citibank NA
1.0000
N
0.0247
110627126.58
110627126.58
0.0012
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3UP5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
Y
Citibank NA
1.0000
N
0.0247
21919999.42
21919999.42
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3US9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-26
2019-07-26
2019-07-26
N
Y
Citibank NA
1.0000
N
0.0247
74711600.25
74711600.25
0.0008
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
0.0251
29830575.00
29830575.00
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3VS8
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-08-26
2019-08-26
2019-08-26
N
Y
Citibank NA
1.0000
N
0.0252
74543250.00
74543250.00
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3VV1
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
Citibank NA
1.0000
N
0.0253
24842187.50
24842187.50
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3X15
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-10-01
2019-10-01
2019-10-01
N
Y
Citibank NA
1.0000
N
0.0253
77822505.75
77822505.75
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3XP2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-10-23
2019-10-23
2019-10-23
N
Y
Citibank NA
1.0000
N
0.0253
29693929.20
29693929.20
0.0003
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
0.0243
42985469.44
42985469.44
0.0004
N
N
Y
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
0.0243
17892738.51
17892738.51
0.0002
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UU33
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
Citibank NA
1.0000
N
0.0246
19954955.00
19954955.00
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUA7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-10
2019-07-10
2019-07-10
N
Y
Citibank NA
1.0000
N
0.0246
49863222.00
49863222.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUG4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-16
2019-07-16
2019-07-16
N
Y
Citibank NA
1.0000
N
0.0247
34889715.00
34889715.00
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUK5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
Citibank NA
1.0000
N
0.0247
46842116.66
46842116.66
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUW9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-30
2019-07-30
2019-07-30
N
Y
Citibank NA
1.0000
N
0.0248
49793750.00
49793750.00
0.0005
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
0.0248
24872350.00
24872350.00
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
0.0249
29842553.40
29842553.40
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVK4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-19
2019-08-19
2019-08-19
N
Y
Citibank NA
1.0000
N
0.0249
64640622.15
64640622.15
0.0007
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
0.0249
113337394.38
113337394.38
0.0012
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UVV0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
Citibank NA
1.0000
N
0.0250
15900200.00
15900200.00
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UWC1
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-09-12
2019-09-12
2019-09-12
N
Y
Citibank NA
1.0000
N
0.0251
99275178.00
99275178.00
0.0010
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UX22
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-10-02
2019-10-02
2019-10-02
N
Y
Citibank NA
1.0000
N
0.0253
44608005.00
44608005.00
0.0005
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.729800%
13606BH58
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-06-25
2019-07-25
2019-07-25
N
N
N
0.0252
175053103.75
175053103.75
0.0018
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.789400%
13606BM86
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-06-28
2019-09-30
2019-09-30
N
N
N
0.0252
80074207.20
80074207.20
0.0008
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
0.0240
200079324.00
200079324.00
0.0021
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.635900%
13606BP42
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-06-03
2019-11-01
2019-11-01
N
N
N
0.0252
125035993.75
125035993.75
0.0013
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.549800%
13606BX27
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-06-26
2019-11-26
2019-11-26
N
N
N
0.0252
100017397.00
100017397.00
0.0010
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.592800%
13606BY34
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-06-07
2020-02-07
2020-02-07
N
N
N
0.0256
85001415.25
85001415.25
0.0009
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
0.0240
164074845.00
164074845.00
0.0017
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 2.630300%
15963RAY9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-25
2019-10-25
2019-10-25
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0254
99505280.47
99505280.47
0.0010
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UT30
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0243
232952817.50
232952817.50
0.0024
N
Y
Y
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
0.0244
58710196.88
58710196.88
0.0006
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
0.0244
84431244.89
84431244.89
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
0.0244
24977945.25
24977945.25
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
0.0246
98742929.67
98742929.67
0.0010
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
0.0247
85735012.50
85735012.50
0.0009
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UV86
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-08-08
2019-08-08
2019-08-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0249
39808870.00
39808870.00
0.0004
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UVC7
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0250
482540337.05
482540337.05
0.0050
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
0.0254
54624030.45
54624030.45
0.0006
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
0.0241
49989979.00
49989979.00
0.0005
N
Y
Y
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
0.0241
75679745.71
75679745.71
0.0008
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WT72
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-07
2019-06-07
2019-06-07
N
Y
Citibank NA
1.0000
N
0.0242
49976521.00
49976521.00
0.0005
N
N
Y
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
0.0242
42971070.46
42971070.46
0.0004
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WTD9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
Citibank NA
1.0000
N
0.0243
49956125.00
49956125.00
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WU13
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
Citibank NA
1.0000
N
0.0246
94799085.45
94799085.45
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WU21
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
Y
Citibank NA
1.0000
N
0.0246
74936048.44
74936048.44
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WUW5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-07-30
2019-07-30
2019-07-30
N
Y
Citibank NA
1.0000
N
0.0247
99589167.00
99589167.00
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WV12
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
Citibank NA
1.0000
N
0.0247
49787650.00
49787650.00
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
0.0247
24871354.25
24871354.25
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WVS3
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-26
2019-08-26
2019-08-26
N
Y
Citibank NA
1.0000
N
0.0247
46718994.99
46718994.99
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WVT1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-08-27
2019-08-27
2019-08-27
N
Y
Citibank NA
1.0000
N
0.0247
24848811.00
24848811.00
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
0.0248
24845312.50
24845312.50
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WYD3
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-11-13
2019-11-13
2019-11-13
N
Y
Citibank NA
1.0000
N
0.0251
47444232.00
47444232.00
0.0005
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.620000%
17305TF49
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2019-09-17
2019-09-17
2019-09-17
N
N
N
0.0248
200076676.00
200076676.00
0.0021
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.570000%
17305TJ37
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0250
275096041.00
275096041.00
0.0029
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BTS4
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2019-06-26
2019-06-26
2019-06-26
N
N
N
0.0246
94831216.35
94831216.35
0.0010
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BUP8
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
N
N
0.0247
93657763.86
93657763.86
0.0010
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
0.0246
129520105.00
129520105.00
0.0014
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121BV71
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
Y
2019-08-07
2019-08-07
2019-08-07
N
N
N
0.0247
52255256.55
52255256.55
0.0005
N
N
N
N
COCA-COLA CO
COCA-COLA CO 0.000000%
19121BW96
UWJKFUJFZ02DKWI3RY53
Non-Financial Company Commercial Paper
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0247
72493925.31
72493925.31
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DTK7
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-06-19
2019-06-19
2019-06-19
N
Y
JP Morgan Securities LLC
1.0000
N
0.0245
43943152.00
43943152.00
0.0005
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
0.0253
24842187.50
24842187.50
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
0.0249
79629713.60
79629713.60
0.0008
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
0.0249
49765022.00
49765022.00
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GWR1
Asset Backed Commercial Paper
Y
2019-09-25
2019-09-25
2019-09-25
N
Y
JP Morgan Securities LLC
1.0000
N
0.0254
94214848.75
94214848.75
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GXA7
Asset Backed Commercial Paper
Y
2019-10-10
2019-10-10
2019-10-10
N
Y
JP Morgan Securities LLC
1.0000
N
0.0255
24766341.75
24766341.75
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.663400%
19423CHP0
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-06-12
2019-08-12
2019-08-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0253
61014505.80
61014505.80
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.713300%
19423CJS2
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-06-14
2019-06-14
2019-06-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0249
90003001.50
90003001.50
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.725500%
19423CJV5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0250
186518543.70
186518543.70
0.0019
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.696800%
19423CKA9
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
JP Morgan Securities LLC
1.0000
N
0.0250
164017874.36
164017874.36
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.565200%
19423CKC5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0251
113504572.92
113504572.92
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.713300%
19423EGL6
Asset Backed Commercial Paper
Y
2019-06-14
2019-06-14
2019-06-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0249
46001534.10
46001534.10
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.725500%
19423EGP7
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0250
50004971.50
50004971.50
0.0005
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
0.0251
140005213.60
140005213.60
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.640900%
19423EHE1
Asset Backed Commercial Paper
Y
2019-06-12
2019-09-12
2019-09-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0252
45001755.00
45001755.00
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.586600%
19423EHG6
Asset Backed Commercial Paper
Y
2019-06-07
2019-11-07
2019-11-07
N
Y
JP Morgan Securities LLC
1.0000
N
0.0253
100010555.00
100010555.00
0.0010
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.783300%
20271EQK8
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-06-03
2019-07-03
2019-07-03
N
N
N
0.0243
255073557.30
255073557.30
0.0027
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.549600%
20271EQR3
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-06-17
2019-08-15
2019-08-15
N
N
N
0.0250
200017804.00
200017804.00
0.0021
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.570000%
20271EQV4
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-07-08
2019-07-08
2019-07-08
N
N
N
0.0242
100014477.00
100014477.00
0.0010
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.585900%
20271EQW2
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-06-03
2019-11-01
2019-11-01
N
N
N
0.0253
170004875.60
170004875.60
0.0018
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.460000%
20271EQX0
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-08-30
2019-08-30
2019-08-30
N
N
N
0.0247
209997303.60
209997303.60
0.0022
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.587100%
20272AH41
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-06-07
2019-08-07
2019-08-07
N
N
N
0.0249
77009834.44
77009834.44
0.0008
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.553400%
20272AH82
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-06-13
2019-08-13
2019-08-13
N
N
N
0.0249
28102761.11
28102761.11
0.0003
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 2.400000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0240
25000000.00
25000000.00
0.0003
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.729400%
21684B7J7
DG3RU1DBUFHT4ZF9WN62
US21684B7J72
0001098062
Certificate of Deposit
Y
2019-06-28
2019-07-30
2019-07-30
N
N
N
0.0256
118532162.09
118532162.09
0.0012
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.655500%
21684L2K7
DG3RU1DBUFHT4ZF9WN62
US21684L2K73
0001098062
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0247
347623504.71
347623504.71
0.0036
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.535300%
21684L2W1
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-08-13
2019-11-13
2019-11-13
N
N
N
0.0249
90005587.20
90005587.20
0.0009
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.557100%
21684L3C4
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-06-05
2019-09-05
2019-09-05
N
N
N
0.0249
100009164.00
100009164.00
0.0010
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.587100%
21684L3D2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-06-06
2019-12-06
2019-12-06
N
N
N
0.0253
175016891.00
175016891.00
0.0018
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.559600%
21684L3P5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-06-17
2020-02-18
2020-02-18
N
N
N
0.0256
127992464.64
127992464.64
0.0013
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.522400%
21684L3Q3
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-06-18
2019-11-18
2019-11-18
N
N
N
0.0252
325002203.50
325002203.50
0.0034
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.600000%
21684XAD8
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-09-12
2019-09-12
2019-09-12
N
N
N
0.0246
200068732.00
200068732.00
0.0021
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 2.380000%
22535CFE6
Certificate of Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0227
459008707.23
459008707.23
0.0048
N
N
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.650000%
22549LSC0
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-09-25
2019-09-25
2019-09-25
N
N
N
0.0251
460682661.93
460682661.93
0.0048
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.620000%
22549LTY1
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-10-09
2019-10-09
2019-10-09
N
N
N
0.0252
142046176.98
142046176.98
0.0015
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.775300%
22549LVJ1
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0251
161008763.23
161008763.23
0.0017
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
0.0250
187049515.73
187049515.73
0.0020
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.660000%
22549LWF8
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-09-03
2019-09-03
2019-09-03
N
N
N
0.0251
6002158.92
6002158.92
0.0001
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.620000%
22549LXS9
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-10-11
2019-10-11
2019-10-11
N
N
N
0.0252
95031870.60
95031870.60
0.0010
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.000000%
2254EBW56
ANGGYXNX0JLX3X63JN86
Financial Company Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0250
343672101.62
343672101.62
0.0036
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.580000%
22845AKB5
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
Y
Credit Suisse AG
1.0000
N
0.0246
125015705.00
125015705.00
0.0013
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.590000%
22845AKH2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
Credit Suisse AG
1.0000
N
0.0247
78711107.72
78711107.72
0.0008
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.590000%
22845AKL3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-07-29
2019-07-29
2019-07-29
N
Y
Credit Suisse AG
1.0000
N
0.0247
335159845.51
335159845.51
0.0035
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.560000%
22845AKP4
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-08-19
2019-08-19
2019-08-19
N
Y
Credit Suisse AG
1.0000
N
0.0252
494038156.56
494038156.56
0.0052
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.550000%
22845AKR0
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-09-11
2019-09-11
2019-09-11
N
Y
Credit Suisse AG
1.0000
N
0.0255
45999430.06
45999430.06
0.0005
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305ET45
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0245
149959200.00
149959200.00
0.0016
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EU35
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0251
89792759.70
89792759.70
0.0009
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EX24
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-10-02
2019-10-02
2019-10-02
N
N
N
0.0254
23294805.76
23294805.76
0.0002
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
0.0242
82587291.63
82587291.63
0.0009
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1VV9
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
N
N
0.0244
136166012.50
136166012.50
0.0014
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 2.566600%
23341VSZ5
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-06-10
2019-09-09
2019-09-09
N
N
N
0.0250
361036334.65
361036334.65
0.0038
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 2.567100%
23341VUV1
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-06-06
2019-11-06
2019-11-06
N
N
N
0.0253
58001709.84
58001709.84
0.0006
N
N
N
N
EMF, LLC
VARIABLE RATE DEMAND BONDS SERIES 2012 2.520000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2042-06-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0252
3540000.00
3540000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 2.530000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0253
2410000.00
2410000.00
0.0000
N
N
Y
N
EDWARD-ELMHURST HEALTHCARE
TAXABLE BONDS SERIES 2018 2.400000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0240
8000000.00
8000000.00
0.0001
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GT60
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0240
233906360.22
233906360.22
0.0024
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GVG5
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2019-08-16
2019-08-16
2019-08-16
N
N
N
0.0248
152188093.26
152188093.26
0.0016
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.430000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0243
1510000.00
1510000.00
0.0000
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MT46
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
MUFG BANK LTD
1.0000
N
0.0243
95374231.51
95374231.51
0.0010
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MT61
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
MUFG BANK LTD
1.0000
N
0.0243
69971603.10
69971603.10
0.0007
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MTD6
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
MUFG BANK LTD
1.0000
N
0.0244
74933835.75
74933835.75
0.0008
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MUP7
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
Y
MUFG BANK LTD
1.0000
N
0.0247
54799998.55
54799998.55
0.0006
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MV19
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
MUFG BANK LTD
1.0000
N
0.0248
96386556.55
96386556.55
0.0010
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MV27
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-08-02
2019-08-02
2019-08-02
N
Y
MUFG BANK LTD
1.0000
N
0.0248
129435345.00
129435345.00
0.0014
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
0.0250
129647635.00
129647635.00
0.0014
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
0.0250
33388288.56
33388288.56
0.0003
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
0.0253
74631771.00
74631771.00
0.0008
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RW40
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-09-04
2019-09-04
2019-09-04
N
N
N
0.0256
49658533.50
49658533.50
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RW57
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0256
56209585.65
56209585.65
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RW65
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-09-06
2019-09-06
2019-09-06
N
N
N
0.0256
126114950.97
126114950.97
0.0013
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RY14
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-11-01
2019-11-01
2019-11-01
N
N
N
0.0256
27693608.32
27693608.32
0.0003
N
N
N
N
HSBC USA INC
HSBC USA INC 2.648000%
40434WDF5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0248
43003919.45
43003919.45
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 2.600300%
40434WDH1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-07-25
2019-07-25
2019-07-25
N
N
N
0.0248
50002686.00
50002686.00
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 2.552400%
40434WDM0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-06-18
2019-11-18
2019-11-18
N
N
N
0.0254
57003828.69
57003828.69
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 2.561900%
40434WDN8
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-06-21
2019-11-21
2019-11-21
N
N
N
0.0255
57000727.89
57000727.89
0.0006
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.565100%
40435RBH3
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0249
200003424.00
200003424.00
0.0021
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.565100%
40435RBK6
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-08-06
2019-08-06
2019-08-06
N
N
N
0.0249
74001287.60
74001287.60
0.0008
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.654500%
40435RBR1
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-06-04
2019-09-04
2019-09-04
N
N
N
0.0249
98803763.29
98803763.29
0.0010
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.595900%
40435RCH2
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-06-03
2019-10-01
2019-10-01
N
N
N
0.0252
160014849.60
160014849.60
0.0017
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.605500%
40435RCM1
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-07-03
2019-10-03
2019-10-03
N
N
N
0.0250
95004257.90
95004257.90
0.0010
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.590300%
40435RCP4
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-07-25
2019-10-25
2019-10-25
N
N
N
0.0250
66003513.84
66003513.84
0.0007
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 2.390000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0239
48000000.00
48000000.00
0.0005
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.400000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0240
86910000.00
86910000.00
0.0009
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 2.605900%
44988GAD0
Financial Company Commercial Paper
Y
2019-06-03
2019-10-01
2019-10-01
N
Y
ING Bank NV
1.0000
N
0.0252
192024998.40
192024998.40
0.0020
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.593300%
44988GAG3
Financial Company Commercial Paper
Y
2019-06-03
2019-10-03
2019-10-03
N
Y
ING Bank NV
1.0000
N
0.0252
190019138.70
190019138.70
0.0020
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.566600%
44988KHE2
Financial Company Commercial Paper
Y
2019-06-10
2019-11-08
2019-11-08
N
Y
ING Bank NV
1.0000
N
0.0252
280016296.00
280016296.00
0.0029
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.617100%
46640CGX4
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-06-06
2019-08-06
2019-08-06
N
N
N
0.0246
165036849.45
165036849.45
0.0017
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.606600%
46640CHM7
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-06-10
2020-02-10
2020-02-10
N
N
N
0.0257
205002531.75
205002531.75
0.0021
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.565000%
46640EHY7
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0249
150002568.00
150002568.00
0.0016
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QU90
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0247
88263380.21
88263380.21
0.0009
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
0.0242
143893520.64
143893520.64
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TJ63
Asset Backed Commercial Paper
Y
2019-07-23
2019-07-23
2019-07-23
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0245
74755299.75
74755299.75
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TJ89
Asset Backed Commercial Paper
Y
2019-07-26
2019-07-26
2019-07-26
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0245
198282218.94
198282218.94
0.0021
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TJ97
Asset Backed Commercial Paper
Y
2019-08-07
2019-08-07
2019-08-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0246
94591025.00
94591025.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TK46
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0250
72558958.09
72558958.09
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TK61
Asset Backed Commercial Paper
Y
2019-09-06
2019-09-06
2019-09-06
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0251
162914593.88
162914593.88
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
0.0241
134945685.45
134945685.45
0.0014
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
0.0241
249949792.50
249949792.50
0.0026
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMX4
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0245
99597817.00
99597817.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MMZ9
Asset Backed Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0247
24881645.75
24881645.75
0.0003
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MNB1
Asset Backed Commercial Paper
Y
2019-08-09
2019-08-09
2019-08-09
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0247
124399166.25
124399166.25
0.0013
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
0.0242
82944228.98
82944228.98
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NBA4
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0247
147310056.56
147310056.56
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TKJ2
Asset Backed Commercial Paper
Y
2019-08-30
2019-08-30
2019-08-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0250
99388400.00
99388400.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TKN3
Asset Backed Commercial Paper
Y
2019-09-09
2019-09-09
2019-09-09
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0251
99295244.00
99295244.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TKP8
Asset Backed Commercial Paper
Y
2019-08-20
2019-08-20
2019-08-20
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0249
49719875.00
49719875.00
0.0005
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1T45
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0248
89975250.00
89975250.00
0.0009
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1T78
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0248
213897012.50
213897012.50
0.0022
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1U50
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-07-05
2019-07-05
2019-07-05
N
N
N
0.0248
249398437.50
249398437.50
0.0026
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.400000%
51500VEH8
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0241
578999571.54
578999571.54
0.0060
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.410000%
51500VEL9
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0244
155000000.00
155000000.00
0.0016
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.540000%
51501GBV2
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0248
403403348.22
403403348.22
0.0042
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MT34
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Natixis SA
1.0000
N
0.0247
22995265.91
22995265.91
0.0002
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MTQ3
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
Y
Natixis SA
1.0000
N
0.0248
13976872.00
13976872.00
0.0001
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MU32
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
Natixis SA
1.0000
N
0.0247
426032025.16
426032025.16
0.0044
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
0.0242
124566523.72
124566523.72
0.0013
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RT57
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0242
12995630.57
12995630.57
0.0001
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RT73
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-07
2019-06-07
2019-06-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0243
105950017.82
105950017.82
0.0011
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RTA6
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0243
48367302.90
48367302.90
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RVC9
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-08-12
2019-08-12
2019-08-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0249
44772970.05
44772970.05
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RW46
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-09-04
2019-09-04
2019-09-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0251
129130212.90
129130212.90
0.0013
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.580000%
55379WA63
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0251
200020160.00
200020160.00
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.580000%
55379WA71
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0251
152015367.20
152015367.20
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.590000%
55379WJ23
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0251
320105408.00
320105408.00
0.0033
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.582400%
55379WJ72
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-29
2019-10-29
2019-10-29
N
N
N
0.0249
80004404.80
80004404.80
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.550000%
55379WK39
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0251
91008772.40
91008772.40
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.600000%
55379WK88
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0251
137052125.76
137052125.76
0.0014
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.540000%
55379WL95
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0251
104013915.20
104013915.20
0.0011
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.520000%
55379WN93
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-10-23
2019-10-23
2019-10-23
N
N
N
0.0251
195010572.90
195010572.90
0.0020
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.480000%
55379WP83
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-08-29
2019-08-29
2019-08-29
N
N
N
0.0251
199987406.00
199987406.00
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.480000%
55379WQ33
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-09-30
2019-09-30
2019-09-30
N
N
N
0.0251
199983082.00
199983082.00
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.711500%
55379WXR2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-22
2019-10-22
2019-10-22
N
N
N
0.0249
160082456.00
160082456.00
0.0017
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LTD6
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0249
99909975.00
99909975.00
0.0010
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LTK0
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0250
39947222.40
39947222.40
0.0004
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MTD4
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0245
44960268.60
44960268.60
0.0005
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666BVF4
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2019-08-15
2019-08-15
2019-08-15
N
Y
BNP Paribas SA
1.0000
N
0.0252
98473320.00
98473320.00
0.0010
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666BYL8
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2019-11-20
2019-11-20
2019-11-20
N
Y
BNP Paribas SA
1.0000
N
0.0258
96787317.62
96787317.62
0.0010
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
0.0241
89582005.63
89582005.63
0.0009
N
Y
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UTA8
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-10
2019-06-10
2019-06-10
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0242
20806010.21
20806010.21
0.0002
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
0.0243
53938137.06
53938137.06
0.0006
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UTQ3
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0243
81811195.82
81811195.82
0.0009
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UU99
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0244
75350214.07
75350214.07
0.0008
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UUF5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0245
78758556.25
78758556.25
0.0008
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
0.0245
79716888.80
79716888.80
0.0008
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
0.0247
64674703.60
64674703.60
0.0007
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UWG1
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-09-16
2019-09-16
2019-09-16
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0250
29775270.00
29775270.00
0.0003
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UWP1
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-09-23
2019-09-23
2019-09-23
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0250
13888105.00
13888105.00
0.0001
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UX13
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-01
2019-10-01
2019-10-01
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0251
2845406.97
2845406.97
0.0000
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UX21
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-02
2019-10-02
2019-10-02
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0251
29740736.70
29740736.70
0.0003
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UXG0
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-16
2019-10-16
2019-10-16
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0252
83187594.00
83187594.00
0.0009
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UXU9
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-28
2019-10-28
2019-10-28
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0254
88455712.50
88455712.50
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
60682XTT3
JBONEPAGQXF4QP29B387
0001462160
Financial Company Commercial Paper
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0247
59888985.00
59888985.00
0.0006
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
60682XV94
JBONEPAGQXF4QP29B387
0001462160
Financial Company Commercial Paper
Y
2019-08-09
2019-08-09
2019-08-09
N
N
N
0.0250
94539117.95
94539117.95
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.580000%
60683BPW7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0242
86001022.54
86001022.54
0.0009
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.570000%
60683BQD8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0244
13000538.85
13000538.85
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.600000%
60683BQJ5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-25
2019-06-25
2019-06-25
N
N
N
0.0247
129010799.88
129010799.88
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.580000%
60683BQM8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-06-26
2019-06-26
2019-06-26
N
N
N
0.0247
42003041.64
42003041.64
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.570000%
60683BQZ9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-08-05
2019-08-05
2019-08-05
N
N
N
0.0250
120014904.00
120014904.00
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.590000%
60683BRE5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-10-29
2019-10-29
2019-10-29
N
N
N
0.0253
46011108.54
46011108.54
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.550000%
60683BRF2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-08-14
2019-08-14
2019-08-14
N
N
N
0.0250
158016274.00
158016274.00
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.530000%
60683BRL9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-08-22
2019-08-22
2019-08-22
N
N
N
0.0250
154010994.06
154010994.06
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.530000%
60683BRQ8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-09-03
2019-09-03
2019-09-03
N
N
N
0.0250
37503002.63
37503002.63
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.500000%
60683BRS4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-09-10
2019-09-10
2019-09-10
N
N
N
0.0250
199999586.00
199999586.00
0.0021
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.500000%
60683BRU9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-09-12
2019-09-12
2019-09-12
N
N
N
0.0250
104999582.10
104999582.10
0.0011
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.500000%
60683BRY1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-09-20
2019-09-20
2019-09-20
N
N
N
0.0240
46013830.82
46013830.82
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CU17
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0248
120742014.69
120742014.69
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CUC3
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-07-12
2019-07-12
2019-07-12
N
N
N
0.0248
21936269.74
21936269.74
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A3A8
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0245
37000774.04
37000774.04
0.0004
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.580000%
60710A3T7
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0245
25001107.50
25001107.50
0.0003
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A4D1
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0245
22001578.50
22001578.50
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.600000%
60710A4M1
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0245
260025727.00
260025727.00
0.0027
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.570000%
60710A4W9
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0246
50006429.50
50006429.50
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.570000%
60710A4Y5
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0246
386049724.52
386049724.52
0.0040
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.570000%
60710A5J7
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-23
2019-07-23
2019-07-23
N
N
N
0.0246
55007895.25
55007895.25
0.0006
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.550000%
60710A5U2
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-29
2019-07-29
2019-07-29
N
N
N
0.0247
71008919.73
71008919.73
0.0007
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.540000%
60710A6U1
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-08-15
2019-08-15
2019-08-15
N
N
N
0.0247
144521229.94
144521229.94
0.0015
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.540000%
60710A6W7
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-08-20
2019-08-20
2019-08-20
N
N
N
0.0247
75011886.00
75011886.00
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.530000%
60710A6Z0
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-08-22
2019-08-22
2019-08-22
N
N
N
0.0247
217030440.76
217030440.76
0.0023
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.530000%
60710A7F3
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-08-26
2019-08-26
2019-08-26
N
N
N
0.0247
309045935.94
309045935.94
0.0032
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.500000%
60710AA51
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-09-03
2019-09-03
2019-09-03
N
N
N
0.0247
120009843.60
120009843.60
0.0013
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.490000%
60710AAJ1
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-09-12
2019-09-12
2019-09-12
N
N
N
0.0247
92005232.96
92005232.96
0.0010
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478T2L2
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-11-05
2019-11-05
2019-11-05
N
N
N
0.0249
233077379.30
233077379.30
0.0024
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478T2M0
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-11-08
2019-11-08
2019-11-08
N
N
N
0.0249
236078800.40
236078800.40
0.0025
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478T2T5
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-11-06
2019-11-06
2019-11-06
N
N
N
0.0249
200067766.00
200067766.00
0.0021
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.500000%
62478T3E7
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0250
25000520.25
25000520.25
0.0003
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
0.0233
190009025.00
190009025.00
0.0020
N
N
Y
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.600000%
62478TZ93
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-10-25
2019-10-25
2019-10-25
N
N
N
0.0249
71030059.98
71030059.98
0.0007
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MU21
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0242
219527536.80
219527536.80
0.0023
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MUX3
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0243
221087420.16
221087420.16
0.0023
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
0.0241
213442440.12
213442440.12
0.0022
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 2.583300%
63307NDJ3
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2019-06-03
2019-10-03
2019-10-03
N
N
N
0.0252
200013240.00
200013240.00
0.0021
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.550000%
63873NL90
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2019-06-18
2019-06-18
2019-06-18
N
N
N
0.0240
123108621.92
123108621.92
0.0013
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.420000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0242
92000000.00
92000000.00
0.0010
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 2.400000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0240
129615000.00
129615000.00
0.0014
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409ST32
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0245
75984483.08
75984483.08
0.0008
N
Y
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409ST57
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0245
91968656.52
91968656.52
0.0010
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409ST65
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0245
94961145.00
94961145.00
0.0010
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409STD0
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0246
199822116.00
199822116.00
0.0021
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SU14
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0248
49893394.50
49893394.50
0.0005
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SU55
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-05
2019-07-05
2019-07-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0248
20949407.43
20949407.43
0.0002
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SUH9
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-17
2019-07-17
2019-07-17
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0249
23922105.36
23922105.36
0.0002
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SUN6
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-07-22
2019-07-22
2019-07-22
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0249
47827359.84
47827359.84
0.0005
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SV13
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0250
99569961.00
99569961.00
0.0010
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SV54
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-08-05
2019-08-05
2019-08-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0250
44793667.35
44793667.35
0.0005
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.590000%
65558TDZ5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-06-12
2019-06-12
2019-06-12
N
N
N
0.0238
187412267.20
187412267.20
0.0020
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.630000%
65558TEC5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-08-14
2019-08-14
2019-08-14
N
N
N
0.0244
210074480.70
210074480.70
0.0022
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.610000%
65558TEK7
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-08-26
2019-08-26
2019-08-26
N
N
N
0.0247
217065165.10
217065165.10
0.0023
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.610000%
65558TEZ4
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0248
161051449.16
161051449.16
0.0017
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.590000%
65558TFS9
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0245
101528029.23
101528029.23
0.0011
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.537000%
65558TGY5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-06-24
2019-10-24
2019-10-24
N
N
N
0.0252
49003233.02
49003233.02
0.0005
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.510000%
65558THT5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-11-27
2019-11-27
2019-11-27
N
N
N
0.0250
23501680.25
23501680.25
0.0002
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 2.420000%
65602VML7
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0241
203002385.25
203002385.25
0.0021
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
0.0243
27994330.00
27994330.00
0.0003
N
Y
Y
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
0.0246
49866696.00
49866696.00
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UV18
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
Royal Bank of Canada
1.0000
N
0.0246
99577022.00
99577022.00
0.0010
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
0.0246
31822736.00
31822736.00
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UVT7
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-08-27
2019-08-27
2019-08-27
N
Y
Royal Bank of Canada
1.0000
N
0.0246
43163446.45
43163446.45
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UWG4
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-09-16
2019-09-16
2019-09-16
N
Y
Royal Bank of Canada
1.0000
N
0.0248
48635881.00
48635881.00
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UWJ8
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-09-18
2019-09-18
2019-09-18
N
Y
Royal Bank of Canada
1.0000
N
0.0248
99242833.00
99242833.00
0.0010
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UXQ1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-10-24
2019-10-24
2019-10-24
N
Y
Royal Bank of Canada
1.0000
N
0.0249
79190835.20
79190835.20
0.0008
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.565100%
69033MFL6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-08-07
2019-11-07
2019-11-07
N
N
N
0.0249
194011453.76
194011453.76
0.0020
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.583400%
69033MFM4
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-06-12
2019-11-12
2019-11-12
N
N
N
0.0253
415069753.20
415069753.20
0.0043
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
0.0246
26001990.82
26001990.82
0.0003
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.587100%
69033MGB7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-06-06
2019-12-06
2019-12-06
N
N
N
0.0253
111010818.06
111010818.06
0.0012
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.650900%
69033MGG6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-06-13
2019-12-13
2019-12-13
N
N
N
0.0253
125009522.50
125009522.50
0.0013
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.530000%
69033MHM2
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-09-06
2019-09-06
2019-09-06
N
N
N
0.0248
89011465.87
89011465.87
0.0009
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.519600%
69034CHF8
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-08-19
2019-11-19
2019-11-19
N
N
N
0.0249
199013064.35
199013064.35
0.0021
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.636600%
69034CHQ4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-06-06
2019-12-06
2019-12-06
N
N
N
0.0252
47003509.96
47003509.96
0.0005
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
0.0243
19963505.00
19963505.00
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
0.0244
46479978.90
46479978.90
0.0005
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GWW9
Asset Backed Commercial Paper
Y
2019-09-30
2019-09-30
2019-09-30
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0249
44620884.90
44620884.90
0.0005
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GZ55
Asset Backed Commercial Paper
Y
2019-12-05
2019-12-05
2019-12-05
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0253
49340694.50
49340694.50
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KT35
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
BNP Paribas SA
1.0000
N
0.0248
32993179.89
32993179.89
0.0003
N
Y
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KTD3
Asset Backed Commercial Paper
Y
2019-06-13
2019-06-13
2019-06-13
N
Y
BNP Paribas SA
1.0000
N
0.0249
100909074.75
100909074.75
0.0011
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KTK7
Asset Backed Commercial Paper
Y
2019-06-19
2019-06-19
2019-06-19
N
Y
BNP Paribas SA
1.0000
N
0.0250
135820698.96
135820698.96
0.0014
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KTL5
Asset Backed Commercial Paper
Y
2019-06-20
2019-06-20
2019-06-20
N
Y
BNP Paribas SA
1.0000
N
0.0250
66179030.43
66179030.43
0.0007
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KU82
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
BNP Paribas SA
1.0000
N
0.0249
10971041.84
10971041.84
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUG4
Asset Backed Commercial Paper
Y
2019-07-16
2019-07-16
2019-07-16
N
Y
BNP Paribas SA
1.0000
N
0.0249
37879290.72
37879290.72
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUH2
Asset Backed Commercial Paper
Y
2019-07-17
2019-07-17
2019-07-17
N
Y
BNP Paribas SA
1.0000
N
0.0249
58559320.41
58559320.41
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUN9
Asset Backed Commercial Paper
Y
2019-07-22
2019-07-22
2019-07-22
N
Y
BNP Paribas SA
1.0000
N
0.0249
24865245.10
24865245.10
0.0003
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KV24
Asset Backed Commercial Paper
Y
2019-08-02
2019-08-02
2019-08-02
N
Y
BNP Paribas SA
1.0000
N
0.0250
80645908.50
80645908.50
0.0008
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KVL2
Asset Backed Commercial Paper
Y
2019-08-20
2019-08-20
2019-08-20
N
Y
BNP Paribas SA
1.0000
N
0.0252
226709292.00
226709292.00
0.0024
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KVU2
Asset Backed Commercial Paper
Y
2019-08-28
2019-08-28
2019-08-28
N
Y
BNP Paribas SA
1.0000
N
0.0252
44503559.01
44503559.01
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KVV0
Asset Backed Commercial Paper
Y
2019-08-29
2019-08-29
2019-08-29
N
Y
BNP Paribas SA
1.0000
N
0.0253
108311937.50
108311937.50
0.0011
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.744600%
78012ULB9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-06-17
2019-09-17
2019-09-17
N
N
N
0.0249
250102380.00
250102380.00
0.0026
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.660900%
78012UNQ4
ES7IP3U3RHIGC71XBU11
US78012UNQ49
Certificate of Deposit
Y
2019-07-17
2020-04-17
2020-04-17
N
N
N
0.0255
387247819.20
387247819.20
0.0040
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.597600%
78012UPM1
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-06-17
2020-05-15
2020-05-15
N
N
N
0.0259
76000510.72
76000510.72
0.0008
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.550600%
78012UPN9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-06-20
2020-02-20
2020-02-20
N
N
N
0.0256
376961881.53
376961881.53
0.0039
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.539800%
78012UPR0
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-06-28
2020-02-28
2020-02-28
N
N
N
0.0256
327961528.88
327961528.88
0.0034
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.632000%
78014XBJ5
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-07-29
2020-01-27
2020-01-27
N
N
N
0.0252
126027829.62
126027829.62
0.0013
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.570600%
78014XBQ9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-08-27
2020-02-26
2020-02-26
N
N
N
0.0254
494052754.26
494052754.26
0.0052
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.636100%
78014XBR7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-06-03
2019-12-02
2019-12-02
N
N
N
0.0250
324023995.44
324023995.44
0.0034
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.577000%
78014XCF2
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-06-24
2020-01-24
2020-01-24
N
N
N
0.0256
88908168.13
88908168.13
0.0009
N
N
N
N
San Francisco
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 2.430000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0243
19000000.00
19000000.00
0.0002
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.655500%
83050F4S7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0249
188009676.36
188009676.36
0.0020
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
0.0233
50002233.00
50002233.00
0.0005
N
N
Y
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
0.0244
150053200.50
150053200.50
0.0016
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
0.0248
102032300.34
102032300.34
0.0011
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.540000%
83050PAC3
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-08-15
2019-08-15
2019-08-15
N
N
N
0.0244
206038971.08
206038971.08
0.0022
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.570000%
83050PAM1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-11-01
2019-11-01
2019-11-01
N
N
N
0.0248
98937206.18
98937206.18
0.0010
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.500000%
83050PAT6
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-09-11
2019-09-11
2019-09-11
N
N
N
0.0248
130008153.60
130008153.60
0.0014
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.529800%
83050PAZ2
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-06-27
2019-11-27
2019-11-27
N
N
N
0.0253
71001867.30
71001867.30
0.0007
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MU19
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
BNP Paribas SA
1.0000
N
0.0246
13271871.96
13271871.96
0.0001
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.567100%
8574P1MB9
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-06-07
2019-10-07
2019-10-07
N
N
N
0.0252
680041833.60
680041833.60
0.0071
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.529600%
8574P1ME3
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-06-17
2019-11-15
2019-11-15
N
N
N
0.0252
247995478.96
247995478.96
0.0026
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
0.0242
54306130.79
54306130.79
0.0006
N
N
N
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
0.0242
23001096.18
23001096.18
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FTN3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0242
72003422.16
72003422.16
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FTQ6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-18
2019-06-18
2019-06-18
N
N
N
0.0242
69004169.67
69004169.67
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FTW3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0243
164011416.04
164011416.04
0.0017
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.600000%
86564FUN1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0243
23003310.39
23003310.39
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.570000%
86564FVA8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0243
83009413.03
83009413.03
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FVZ3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-07-24
2019-07-24
2019-07-24
N
N
N
0.0243
151027349.12
151027349.12
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.550000%
86564FXA6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-08-02
2019-08-02
2019-08-02
N
N
N
0.0243
59511434.12
59511434.12
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FXD0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-08-06
2019-08-06
2019-08-06
N
N
N
0.0244
150032400.00
150032400.00
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.550000%
86564FXT5
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-08-13
2019-08-13
2019-08-13
N
N
N
0.0244
350072163.00
350072163.00
0.0037
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.540000%
86564FYB3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-08-20
2019-08-20
2019-08-20
N
N
N
0.0245
130024681.80
130024681.80
0.0014
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.495000%
86564FYV9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-09-03
2019-09-03
2019-09-03
N
N
N
0.0246
125010527.50
125010527.50
0.0013
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.490000%
86564FYY3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-09-04
2019-09-04
2019-09-04
N
N
N
0.0246
200014554.00
200014554.00
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.480000%
86564FZE6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0246
67003498.74
67003498.74
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XT53
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0241
18218889.52
18218889.52
0.0002
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XTM6
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0242
46933542.00
46933542.00
0.0005
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XTQ7
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
N
N
0.0243
37439350.13
37439350.13
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XU28
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0243
33926560.00
33926560.00
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.560600%
86565BA68
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-20
2019-11-20
2019-11-20
N
N
N
0.0255
31000213.90
31000213.90
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.547000%
86565BB42
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-25
2019-11-25
2019-11-25
N
N
N
0.0255
244984655.65
244984655.65
0.0026
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.711800%
86565BSH5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0249
532049146.16
532049146.16
0.0056
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.766600%
86565BSU6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-10
2019-07-08
2019-07-08
N
N
N
0.0243
55017565.35
55017565.35
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
0.0240
156072224.88
156072224.88
0.0016
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
0.0241
150075360.00
150075360.00
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.637100%
86565BUP4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-07
2019-08-07
2019-08-07
N
N
N
0.0247
150037230.00
150037230.00
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.560000%
86565BWB3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-14
2019-06-14
2019-06-14
N
N
N
0.0239
121007502.00
121007502.00
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.630000%
86565BWQ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0243
24012243.60
24012243.60
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.630000%
86565BWZ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-09-18
2019-09-18
2019-09-18
N
N
N
0.0244
59031998.65
59031998.65
0.0006
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.615900%
86565BXR7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-03
2019-10-01
2019-10-01
N
N
N
0.0253
107013566.53
107013566.53
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.562400%
86565BYU9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-17
2019-10-17
2019-10-17
N
N
N
0.0253
75008469.75
75008469.75
0.0008
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.557000%
86565BYW5
5U0XI89JRFVHWIBS4F54
US86565BYW52
Certificate of Deposit
Y
2019-06-24
2019-10-24
2019-10-24
N
N
N
0.0253
194013578.06
194013578.06
0.0020
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.590000%
86565BYX3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0245
104060584.16
104060584.16
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.603300%
86565BZJ3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-06-05
2019-11-05
2019-11-05
N
N
N
0.0254
200010478.00
200010478.00
0.0021
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.749800%
86958J3A5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-07-02
2019-10-02
2019-10-02
N
N
N
0.0249
452740920.05
452740920.05
0.0047
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.676800%
86958J3S6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-07-15
2019-10-15
2019-10-15
N
N
N
0.0249
23507940.89
23507940.89
0.0002
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.519600%
86958J5F2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-08-19
2019-11-19
2019-11-19
N
N
N
0.0249
77005055.05
77005055.05
0.0008
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.619800%
86958J6H7
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0251
86807066.39
86807066.39
0.0009
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.557600%
86958J7E3
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-06-18
2020-02-18
2020-02-18
N
N
N
0.0258
149973759.00
149973759.00
0.0016
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.667400%
86958JU72
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-06-28
2019-06-28
2019-06-28
N
N
N
0.0246
143010343.19
143010343.19
0.0015
N
N
N
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.530000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0253
3885000.00
3885000.00
0.0000
N
N
Y
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
0.0247
74768906.25
74768906.25
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.600000%
89114MB63
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-10-15
2019-10-15
2019-10-15
N
N
N
0.0246
527257465.85
527257465.85
0.0055
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.540000%
89114MG43
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-06
2019-09-06
2019-09-06
N
N
N
0.0246
71515597.01
71515597.01
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.500000%
89114MK30
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0246
26802774.87
26802774.87
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.736000%
89114MKB2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-06-24
2019-07-22
2019-07-22
N
N
N
0.0249
503163525.30
503163525.30
0.0053
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.785100%
89114MNR4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-06-03
2019-09-03
2019-09-03
N
N
N
0.0247
285146638.20
285146638.20
0.0030
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
0.0245
196074272.24
196074272.24
0.0020
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.880000%
89114MTF4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-16
2020-01-16
2020-01-16
N
N
N
0.0250
30066976.80
30066976.80
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.880000%
89114MTH0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-16
2020-01-16
2020-01-16
N
N
N
0.0250
50111628.00
50111628.00
0.0005
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
0.0246
269103503.13
269103503.13
0.0028
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
0.0246
204078695.04
204078695.04
0.0021
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.560000%
89114MXM4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0244
98407694.88
98407694.88
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.620000%
89114MXT9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-23
2019-09-23
2019-09-23
N
N
N
0.0246
83039929.64
83039929.64
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.560000%
89114MYY7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-07-01
2019-07-01
2019-07-01
N
N
N
0.0245
110009785.60
110009785.60
0.0011
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.769600%
89120DKX6
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-06-24
2019-08-23
2019-08-23
N
N
N
0.0248
56037726.64
56037726.64
0.0006
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.781500%
89120DLW7
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-06-24
2019-09-24
2019-09-24
N
N
N
0.0248
153094618.26
153094618.26
0.0016
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 2.563400%
89120DLZ0
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2019-06-11
2019-10-11
2019-10-11
N
N
N
0.0252
94007977.78
94007977.78
0.0010
N
N
N
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FT54
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Total SA
1.0000
N
0.0239
479840798.40
479840798.40
0.0050
N
N
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QT42
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Total SA
1.0000
N
0.0238
949748354.50
949748354.50
0.0099
N
N
Y
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.657600%
89232BBB3
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-06-06
2019-11-22
2019-11-22
N
N
N
0.0251
79016695.86
79016695.86
0.0008
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.657600%
89232BBC1
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-06-06
2019-11-14
2019-11-14
N
N
N
0.0251
48109744.10
48109744.10
0.0005
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.587000%
89233A2A6
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-06-24
2020-02-11
2020-02-11
N
N
N
0.0260
183474157.70
183474157.70
0.0019
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.640500%
89233AJ75
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-06-03
2019-06-28
2019-06-28
N
N
N
0.0242
175024486.00
175024486.00
0.0018
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.643300%
89233AJ83
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-06-03
2019-06-27
2019-06-27
N
N
N
0.0242
295040491.70
295040491.70
0.0031
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.719800%
89233AN54
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-07-02
2019-09-27
2019-09-27
N
N
N
0.0247
150073180.50
150073180.50
0.0016
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.591900%
89233AZ44
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-06-21
2020-02-14
2020-02-14
N
N
N
0.0260
194969841.30
194969841.30
0.0020
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
89233FWD6
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2019-09-13
2019-09-13
2019-09-13
N
N
N
0.0242
48654856.25
48654856.25
0.0005
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.570600%
89233LBT1
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2019-08-27
2019-11-22
2019-11-22
N
N
N
0.0251
85017916.30
85017916.30
0.0009
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.565200%
89237BBB8
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-08-12
2019-11-08
2019-11-08
N
N
N
0.0251
184019251.92
184019251.92
0.0019
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 0.000000%
89237EVF1
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-08-15
2019-08-15
2019-08-15
N
N
N
0.0241
129339687.10
129339687.10
0.0014
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.718500%
90276JFY7
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0249
25000082.25
25000082.25
0.0003
N
N
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.603400%
90276JGQ3
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-06-13
2019-11-13
2019-11-13
N
N
N
0.0257
170008996.40
170008996.40
0.0018
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QVF3
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2019-08-15
2019-08-15
2019-08-15
N
N
N
0.0245
49741283.50
49741283.50
0.0005
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
0.0243
21995545.00
21995545.00
0.0002
N
Y
Y
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
0.0243
42988385.27
42988385.27
0.0004
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MT58
Asset Backed Commercial Paper
Y
2019-06-05
2019-06-05
2019-06-05
N
Y
Natixis SA
1.0000
N
0.0243
46984117.76
46984117.76
0.0005
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MU15
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
Natixis SA
1.0000
N
0.0246
89460400.12
89460400.12
0.0009
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MUS6
Asset Backed Commercial Paper
Y
2019-07-26
2019-07-26
2019-07-26
N
Y
Natixis SA
1.0000
N
0.0247
46819269.49
46819269.49
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MUX5
Asset Backed Commercial Paper
Y
2019-07-31
2019-07-31
2019-07-31
N
Y
Natixis SA
1.0000
N
0.0248
46802814.32
46802814.32
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MV14
Asset Backed Commercial Paper
Y
2019-08-01
2019-08-01
2019-08-01
N
Y
Natixis SA
1.0000
N
0.0248
25889085.56
25889085.56
0.0003
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MV55
Asset Backed Commercial Paper
Y
2019-08-05
2019-08-05
2019-08-05
N
Y
Natixis SA
1.0000
N
0.0248
43799866.00
43799866.00
0.0005
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MVE6
Asset Backed Commercial Paper
Y
2019-08-14
2019-08-14
2019-08-14
N
Y
Natixis SA
1.0000
N
0.0249
99481250.00
99481250.00
0.0010
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LT34
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
MUFG BANK LTD
1.0000
N
0.0241
59987950.20
59987950.20
0.0006
N
Y
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LTB6
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-06-11
2019-06-11
2019-06-11
N
Y
MUFG BANK LTD
1.0000
N
0.0242
174870598.00
174870598.00
0.0018
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LTH3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-06-17
2019-06-17
2019-06-17
N
Y
MUFG BANK LTD
1.0000
N
0.0243
39954043.20
39954043.20
0.0004
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LU24
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
Y
MUFG BANK LTD
1.0000
N
0.0246
90801336.99
90801336.99
0.0009
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LUK4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
MUFG BANK LTD
1.0000
N
0.0247
99664078.00
99664078.00
0.0010
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LX13
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-10-01
2019-10-01
2019-10-01
N
Y
MUFG BANK LTD
1.0000
N
0.0255
20073848.69
20073848.69
0.0002
N
N
N
N
DNB BANK ASA (LONDON BRANCH)
DNB BANK ASA (LONDON BRANCH) 2.614000%
549300GKFG0RYRRQ1414
0001498632
934MCA008
Certificate of Deposit
Y
2019-07-10
2019-07-10
2019-07-10
N
N
N
0.0256
314020410.00
314020410.00
0.0033
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.580000%
529900HNOAA1KXQJUQ27
0001694217
934MHQ008
Certificate of Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0242
147001944.81
147001944.81
0.0015
N
Y
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.553400%
MSFSBD3QN1GSN7Q6C537
0000008565
934PPH002
Certificate of Deposit
Y
2019-06-12
2019-08-12
2019-08-12
N
N
N
0.0251
229021984.00
229021984.00
0.0024
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.728100%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0273
200000000.00
200000000.00
0.0021
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.786800%
94989R2Z0
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-07-15
2019-08-13
2019-08-13
N
N
N
0.0242
85045138.40
85045138.40
0.0009
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.779800%
94989R4B1
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-07-02
2019-10-02
2019-10-02
N
N
N
0.0242
750643582.50
750643582.50
0.0078
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.555300%
94989R5H7
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-08-12
2019-11-12
2019-11-12
N
N
N
0.0251
290018038.00
290018038.00
0.0030
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.690000%
94989R5L8
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-11-13
2019-11-13
2019-11-13
N
N
N
0.0244
175187950.00
175187950.00
0.0018
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.636600%
94989R6A1
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-06-10
2019-12-09
2019-12-09
N
N
N
0.0251
430054420.80
430054420.80
0.0045
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.665300%
94989R6J2
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-06-18
2019-12-18
2019-12-18
N
N
N
0.0251
298054855.84
298054855.84
0.0031
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.629800%
94989R6W3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-07-02
2020-01-02
2020-01-02
N
N
N
0.0251
270037416.60
270037416.60
0.0028
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.649600%
94989RX86
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-06-17
2019-07-15
2019-07-15
N
N
N
0.0249
220038605.60
220038605.60
0.0023
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.667600%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-06-17
2019-07-16
2019-07-16
N
N
N
0.0249
287058272.48
287058272.48
0.0030
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.611100%
95001KAC8
KB1H1DSPRFMYMCUFXT09
US95001KAC80
0000740906
Certificate of Deposit
Y
2019-07-24
2020-01-24
2020-01-24
N
N
N
0.0251
60109185.08
60109185.08
0.0006
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.609000%
95001KAL8
KB1H1DSPRFMYMCUFXT09
US95001KAL89
0000740906
Certificate of Deposit
Y
2019-08-05
2020-02-04
2020-02-04
N
N
N
0.0252
180316910.34
180316910.34
0.0019
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.570000%
F8SB4JFBSYQFRQEH3Z21
0000833029
964DED904
Certificate of Deposit
Y
2019-10-03
2019-10-03
2019-10-03
N
N
N
0.0246
462177934.68
462177934.68
0.0048
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.602400%
F8SB4JFBSYQFRQEH3Z21
0000833029
965YMF002
Certificate of Deposit
Y
2019-07-29
2019-10-28
2019-10-28
N
N
N
0.0258
95009025.00
95009025.00
0.0010
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.520600%
MSFSBD3QN1GSN7Q6C537
0000008565
965YPF009
Certificate of Deposit
Y
2019-08-27
2019-11-26
2019-11-26
N
N
N
0.0251
200014000.00
200014000.00
0.0021
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 2.550000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2019-06-07
2019-06-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0255
21375000.00
21375000.00
0.0002
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.810000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JLH90
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MILL CITY MTG LN TR 2016-1 B3 20570425 FLT
2057-04-25
4.012610
24059000.00
21227216.81
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-4 20320525 FLT
2032-05-25
2.739750
20000000.00
18937666.25
Asset-Backed Securities
PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF
2025-02-15
0.00
24592927.00
21417119.17
Asset-Backed Securities
PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF
2025-03-15
10.490500
23384610.00
21166805.72
Asset-Backed Securities
PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF
2025-04-15
7.626510
21677786.00
20103067.88
Asset-Backed Securities
RENAISSANCE HEQ 2006-3 AF-4 20361125 FLT
2036-11-25
5.812000
1457498.00
724666.95
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-1B 20281025 FLT
2028-10-25
4.279750
23000000.00
23061631.85
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-2 20281025 FLT
2028-10-25
5.179750
20363000.00
20530030.48
Asset-Backed Securities
CWABS INC 2005-14 M-4 20360225 FLT
2036-02-25
3.159750
6430393.00
6401496.82
Asset-Backed Securities
CWABS INC 2005-4 MV-7 20350725 FLT
2035-07-25
4.304750
26750000.00
19477849.20
Asset-Backed Securities
DRIVE AUTO RECV TR 2018-1 E 20250616 5.0
2025-06-16
5.090000
14123100.00
14329591.49
Asset-Backed Securities
Y
2019-06-20
2019-06-20
2019-06-20
Y
BNP Paribas SA
1.0000
20
N
N
N
0.0299
161783617.75
161783617.75
0.0017
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JMNF7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONSUMER LN BD CR TR 2017-P2 C 20240115 4.9
2024-01-15
4.910000
6000000.00
6106745.00
Asset-Backed Securities
FREMONT HM LN TR 2002-2 M-1 20331025 FLT
2033-10-25
4.154750
49499.00
8180.59
Asset-Backed Securities
APEX CR CLO 2018 LTD
2031-04-25
0.00
4000000.00
3531604.00
Asset-Backed Securities
BYVW OPP MST FD TR 2018-SBR1 A1-IO 20330228 FLT
2033-02-28
4.000000
100000000.00
1691034.47
Asset-Backed Securities
BELLEMEADE RE LTD 2018-1 M-1B 20280425 FLT
549300O2GEH6GH9NO762
2028-04-25
4.029750
21000000.00
20947727.06
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR1 E 20340919 4.0
2034-09-19
4.011000
28500000.00
28645551.87
Asset-Backed Securities
TOWD PT MTG TR 2017-6 B5 20571025 FLT
2057-10-25
3.552190
4205000.00
2321971.36
Asset-Backed Securities
PROS MRKET PL ISSU TR 2018-1 D 20240617 5.7
549300WV6NCA12RVBP15
2024-06-17
5.700000
20000000.00
20280500.00
Asset-Backed Securities
TRTX ISSUER LTD 2018-FL2 D 20371118 FLT
2037-11-18
5.132380
5000000.00
5031829.63
Asset-Backed Securities
TOWD PT MTG TR 2016-4 B5 20560725 FLT
2056-07-25
4.041470
1883000.00
1430299.73
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 F 20370618 FLT
2037-06-18
4.689630
1350000.00
1340185.16
Asset-Backed Securities
NEW RESI MTG TR 2018-RPL1 B-5 20571225 FLT
2057-12-25
3.976160
520972.00
288656.53
Asset-Backed Securities
TOWD PT MTG TR 2018-6 B4 20580325 FLT
2058-03-25
0.00
1469000.00
736345.06
Asset-Backed Securities
TOWD PT MTG TR 2018-6 B2 20580325 FLT
2058-03-25
3.875000
20222000.00
19219343.25
Asset-Backed Securities
TOWD PT MTG TR 2018-5 B5 20580725 FLT
2058-07-25
3.517310
1174000.00
641742.49
Asset-Backed Securities
TOWD PT MTG TR 2019-HY1 XA 20481025 FLT
2048-10-25
5.000000
875000.00
805246.11
Asset-Backed Securities
GPMT LTD 2019-FL2 C 20360221 FLT
2036-02-21
4.789630
47690000.00
48059536.67
Asset-Backed Securities
EAGLE RE LTD 2018-1 M-2 20281127 FLT
549300BLEDGL5R7YKU33
2028-11-27
5.429750
8200000.00
8265464.53
Asset-Backed Securities
FIGUEROA CLO 2014-1R E-R 20270115 FLT
549300EUEEB937ZBYB92
2027-01-15
9.046750
2500000.00
2526549.34
Asset-Backed Securities
BDS 2018-FL1 LTD B 20350118 FLT
2035-01-18
3.682380
1701000.00
1630959.84
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 B 20360515 FLT
2036-05-15
4.129380
27433600.00
28174307.20
Asset-Backed Securities
NEW RESI MTG LLC 2018-FNT2 B 20240725 4.0
2024-07-25
4.090000
89113.00
71659.80
Asset-Backed Securities
WAMU MTG CERT 2006-AR4 1A-1C3 20460525 FLT
2046-05-25
2.836630
22400000.00
2710229.76
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-24 A-6 20371025 FLT
2037-10-25
3.429750
9183000.00
668898.58
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2014-C19 D 20471217 3.2
2047-12-17
3.250000
18371500.00
17049028.59
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-NQM2 B-2 20490425 FLT
2049-04-25
5.686160
329000.00
325698.98
Private Label Collateralized Mortgage Obligations
KEY COML MTG SECS TR 2018-S1 D 20531020 FLT
2053-10-20
5.120580
2514000.00
2657684.94
Private Label Collateralized Mortgage Obligations
TPMT 2017-FRE2 M1
2047-11-25
4.000000
13692000.00
13631511.79
Private Label Collateralized Mortgage Obligations
TPMT 2017-FRE2 M2
2047-11-25
4.000000
1458200.00
1457853.27
Private Label Collateralized Mortgage Obligations
GREENPOINT MTG FDG 2006-AR3 IIIA-3 20360425 FLT
2036-04-25
2.669750
53000000.00
3849464.90
Private Label Collateralized Mortgage Obligations
HILTON USA TRUST 2016-SFP E 20351107 5.5
2035-11-07
5.519100
9200000.00
9390605.04
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C25 F 20471118 3.3
2047-11-18
3.320000
20799000.00
13047929.11
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2007-AR1 I-A-2 20370125 FLT
2037-01-25
2.629750
32990000.00
2075235.46
Private Label Collateralized Mortgage Obligations
GALTON FD MTG TR 2017-1 B6 20560725 FLT
2056-07-25
4.449840
3055476.00
2142666.45
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE26 G 20481013 3.2
2048-10-13
3.250000
28636000.00
16729668.24
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2018-5 B-6 20571225 FLT
2057-12-25
5.205890
14221792.00
10678004.34
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2019-NQM1 B-3 20490125 FLT
2049-01-25
5.498810
7362920.00
6251351.72
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2006-C28 E 20481015 FLT
2048-10-15
5.789000
14000000.00
3123027.10
Private Label Collateralized Mortgage Obligations
TOWD PT MTG TR 2017-FRE2 M-4 20471125 FLT
2047-11-25
5.247640
4701824.00
4284759.35
Private Label Collateralized Mortgage Obligations
GSR MTG LN TR 2007-2F 2A-2 20370225 5.7
2037-02-25
5.750000
20000000.00
554131.24
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-OA6 1A-3 20460725 FLT
2046-07-25
2.699750
7860520.00
689643.43
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-8T1 2-A-1 20360425 FLT
2036-04-25
3.129750
25000000.00
1496094.73
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2005-C1 G 144A 20380218 FLT
2038-02-18
4.965000
7550000.00
2342222.13
Private Label Collateralized Mortgage Obligations
READY CAP MTG FIN 2019-FL3 A-S 20340327 FLT
2034-03-27
3.879750
5000000.00
5041411.56
Private Label Collateralized Mortgage Obligations
GS MTG SECS CORP TR 2018-HULA F 20350716 FLT
2035-07-16
5.089630
11000000.00
11041439.64
Private Label Collateralized Mortgage Obligations
Y
2019-08-29
2019-08-29
2019-09-23
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0310
287905429.44
287905429.44
0.0030
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 2.810000%
549300HN4UKV1E2R3U73
0001675365
ARP0JST43
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NATIONSTAR HEQ LN TR 2009-A M 20391025 FLT
2039-10-25
7.500000
55603000.00
60101375.37
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5C 20321215 FLT
2032-12-15
3.360880
128909000.00
50457343.28
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
2033-01-25
2.719750
116825000.00
105581954.27
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-1 A-5 20330325 FLT
2033-03-25
2.779750
45429050.00
36999763.42
Asset-Backed Securities
ACCESS FEDERAL ST LN 2004-2 A-3 20241025 FLT
635400C9RW3TYNTIJP57
2024-10-25
2.770250
70500000.00
50126061.41
Asset-Backed Securities
CSMC 2009-12R CERT
2047-01-27
0.00
28669116.00
152708502.95
Private Label Collateralized Mortgage Obligations
Y
2019-07-05
2019-07-05
2019-07-16
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0302
396395343.83
396395343.83
0.0041
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.680000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JT778
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PALMER SQUARE CLO LTD 2015-1R C-R 20290521 FLT
5493006ZPBFJJGSXB826
2029-05-21
6.021880
1451080.00
1457671.89
Asset-Backed Securities
Z CAP CR PARTNERS CLO 2018-1 LTD
2031-01-16
4.425270
1179596.00
1202410.66
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
428667.00
447879.96
Asset-Backed Securities
OZLM VII LTD 2014-7R A-2-R 20290717 FLT
2029-07-17
4.188000
248015.00
247106.93
Asset-Backed Securities
THL CR WIND RIVER CLO 2014-2R C-R 20310115 FLT
2031-01-15
4.546750
1136888.00
1119788.90
Asset-Backed Securities
ICG US CLO 2015-1R A-1-R 20281019 FLT
254900IL8TH4VLG5DO47
2028-10-19
3.731500
2226633.00
2238263.63
Asset-Backed Securities
KKR CLO LTD 2015-12R2 C-R2 20301015 FLT
2549007YUM7PQ7NZ5U34
2030-10-15
4.846750
2000000.00
2002306.14
Asset-Backed Securities
CITIBANK NA N Y SR GLBL NT 24
E57ODZWZ7FF32TWEFA76
2024-01-23
3.650000
325055.00
340685.72
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 19
5299002BJODD4TLAOX51
2019-09-29
1.750000
117287.00
117255.95
Corporate Debt Securities
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.729750
17590.00
17804.07
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
6.579750
341.00
348.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
6.529750
1415750.00
1444794.32
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.579750
14184.00
14297.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.879750
27250000.00
27781937.60
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.729750
28668567.00
28808817.81
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.779750
41123046.00
42694932.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.165150
1014847.00
986036.77
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.879750
247178.00
250991.62
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
4.979750
2500000.00
2537927.45
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
4.679750
1309542.00
1322861.32
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
6.679750
42147000.00
39777107.32
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.929750
5923205.00
6626991.21
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
6.329750
39315000.00
43162266.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
7.679750
37501625.00
39688898.50
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.829750
4349051.00
4819875.55
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.429750
1061606.00
795941.76
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.879750
3094736.00
3340882.98
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.979750
14610412.00
15577508.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2C 20301025 FLT
2030-10-25
4.579750
165494.00
162858.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 M-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
4.530500
21624.00
21682.14
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA3 M-2B 20300425 FLT
2030-04-25
4.779750
3008802.00
3036041.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-1 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
6.580500
3250000.00
3239922.97
Private Label Collateralized Mortgage Obligations
OBX TR 2018-EXP1 B2-A 20480425 FLT
2048-04-25
4.579140
320177.00
328331.91
Private Label Collateralized Mortgage Obligations
Y
2019-07-05
2019-07-05
2019-07-22
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0265
238009598.54
238009598.54
0.0025
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.030000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JTZ51
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
B2R MTG TRUST 2016-1 E 20490617 FLT
2049-06-17
6.069820
10452000.00
10909552.82
Asset-Backed Securities
PFP LTD 2019-5 C 20360416 FLT
2036-04-16
4.437630
26039416.00
26201355.45
Asset-Backed Securities
GPMT LTD 2018-FL1 C 20351115 FLT
2035-11-21
4.591880
5000000.00
5032127.61
Asset-Backed Securities
GLS AUTO RECV TR 2018-1 C 20250115 5.0
2025-01-15
5.020000
1644864.00
1673263.67
Asset-Backed Securities
GRAYSON CLO LTD 2006-1 C 144A 20211101 FLT
2021-11-01
4.129000
5000000.00
1927830.66
Asset-Backed Securities
HOME PARTN AMER TR 2017-1 F 20340719 FLT
2034-07-19
5.971380
4001570.00
4003755.67
Asset-Backed Securities
KREF 2018 FL1 LTD
2036-06-17
4.982380
3000000.00
3026332.78
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2018-2 F 20250915 7.3
5493005MRGG10NHC4413
2025-09-15
7.310000
6814000.00
7079901.59
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2017-4 E 20250218 5.0
2025-02-18
5.020000
6378134.00
6545883.18
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2017-3 E 20241015 5.2
2024-10-15
5.260000
288229.00
296423.83
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2018-2 E 20251117 5.5
549300A2KXZJ0K08VV65
2025-11-17
5.510000
1590000.00
1656234.36
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2018-2 E 20241015 5.5
2024-10-15
5.500000
5000000.00
5224308.33
Asset-Backed Securities
GLS AUTO RECV TR 2018-2 D 20250317 5.4
2025-03-17
5.460000
4994377.00
5182999.64
Asset-Backed Securities
DT AUTO OWNER TR 2018-1 E 20250317 5.4
2025-03-17
5.420000
800000.00
833337.07
Asset-Backed Securities
EXETER AUTO RECV TR 2018-4 E 20250715 5.3
2025-07-15
5.380000
500000.00
520118.83
Asset-Backed Securities
EXETER AUTOMOBILE RECEIVABLES TR 2018 3
2024-08-15
5.430000
11900000.00
12369544.25
Asset-Backed Securities
EXETER AUTO RECV TR 2018-2 E 20250515 5.3
2025-05-15
5.330000
6700000.00
6959134.78
Asset-Backed Securities
EXETER AUTO RECV TR 2019-2 E 20260515 0.0
2026-05-15
4.680000
88670.00
90270.85
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2018-2 E 20250115 5.3
5493005MRGG10NHC4413
2025-01-15
5.360000
400000.00
420254.93
Asset-Backed Securities
CIFC FDG 2013 I LTD
549300PC4RPZFE70AI24
2025-04-16
0.00
1000000.00
454989.00
Asset-Backed Securities
CPS AUTO RECV TR 2017-B E 20231215 5.7
5493000DWM31LZSZTM21
2023-12-15
5.750000
5155000.00
5351492.28
Asset-Backed Securities
COLONY AMER FIN 2015-1 F 20471018 5.5
2047-10-18
5.500000
8505000.00
8661666.82
Asset-Backed Securities
COLONY AMER FIN 2016-1 E 20480617 FLT
2048-06-17
7.349000
5929000.00
6388094.49
Asset-Backed Securities
AMERICAN CR ACCEP RECEIVABLES TR 2018 4
2025-10-13
6.940000
7015000.00
7323863.43
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
2500000.00
2720841.74
Asset-Backed Securities
AMUR EQUIP FIN REC V 2018-1 C 20240422 3.7
2024-04-22
3.740000
1629000.00
1649942.88
Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.615210
8500000.00
9257200.12
Asset-Backed Securities
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
5.814430
2950000.00
3191645.85
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2019-1 F 20260217 5.6
2026-02-17
5.670000
8392439.00
8576732.76
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-1 F 20240715 5.6
2024-07-15
5.600000
9005116.00
9142465.03
Asset-Backed Securities
COLONY AMER FIN 2016-2 E 20481118 FLT
2048-11-18
8.250000
4228000.00
4666874.15
Asset-Backed Securities
CONTINENTAL AIRLINES 2007-1 B 20231019 6.9
2023-10-19
6.903000
1428000.00
255760.31
Asset-Backed Securities
SKOPOS AUTO RECEIVABLES TR 2018-1
2024-12-16
7.250000
2500000.00
2532469.58
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR2 F 20360118 5.1
2036-01-18
5.104000
1400000.00
1433061.78
Asset-Backed Securities
TRICON AMER HOMES TR 2018-SFR1 F 20370519 4.9
2037-05-19
4.960000
500000.00
509963.28
Asset-Backed Securities
VIRGIN AUS HLDGS LTD 2013-1 B 20220423 6.0
2022-04-23
6.000000
5000000.00
597638.57
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-2 F 20250115 6.0
2025-01-15
6.040000
1987861.00
2031688.70
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 F 20250218 6.0
5493000EWZKZ6H2PNY04
2025-02-18
6.020000
23896658.00
24644153.43
Asset-Backed Securities
PFP LTD 2019-5 D 20360416 FLT
2036-04-16
5.087630
10000000.00
10083698.46
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2018-1 E 20260115 5.0
549300L40MNGIY25DE37
2026-01-15
5.030000
168302.00
174164.44
Asset-Backed Securities
PROGRESS RES TR 2018-SFR3 F 20351018 5.3
2035-10-18
5.368000
859000.00
884125.08
Asset-Backed Securities
PROGRESS RES TR 2018-SFR2 F 20350817 4.9
2035-08-17
4.953000
1000000.00
1020568.92
Asset-Backed Securities
PROGRESS RESIDENTIAL 2019 SFR1TR
2036-03-19
5.061000
500000.00
511546.46
Asset-Backed Securities
SANTANDER DRIVE AUTO 2018-1 E 20250515 4.3
2025-05-15
4.370000
1338137.00
1348421.70
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD D 20280515 FLT
2028-05-15
5.389630
13250000.00
13356203.93
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
2027-03-20
10.382600
5052715.00
5106552.99
Asset-Backed Securities
OVERASEAS PRIVATE INV
549300IDY55XMYWXSD28
2024-07-23
0.00
800000.00
813350.40
Asset-Backed Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2030-10-15
3.250000
73000000.00
76025667.50
Asset-Backed Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2038-07-15
3.190000
31725000.00
32248732.16
Asset-Backed Securities
HERTZ FLEET LEASE FD 2017-1 E 20310410 5.8
549300FESQ105M6ZTE59
2031-04-10
5.800000
3500000.00
3530538.28
Asset-Backed Securities
Y
2019-09-03
2019-09-03
2019-10-21
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0311
294904859.55
294904859.55
0.0031
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.130000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JTZ69
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BEAR STEARNS ABS TR 2006-EC1 M-2 20351225 FLT
2035-12-25
2.859750
1.00
1.00
Asset-Backed Securities
CANADIAN IMP BK COMM SR GLBL EQTY 19
2IGI19DL77OX0HC3ZE78
2019-09-06
0.00
135000.00
152793.00
Corporate Debt Securities
PUBLIC SERVICE CO COLO 1ST MTG BD 23
5BANEF6PGSEK0SNMQF44
2023-03-15
2.500000
20000.00
19899.97
Corporate Debt Securities
CANADIAN IMP BK COMM VR 110317-110320
2IGI19DL77OX0HC3ZE78
2020-11-03
0.00
200000.00
181200.00
Corporate Debt Securities
BANK OF NOVA SCOTIA SR GLBL INDX 21
L3I9ZG2KFGXZ61BMYR72
2021-07-06
0.00
20000.00
25736.00
Corporate Debt Securities
WEATHERFORD INTL LTD SR GLBL NT6.5%36
549300A2JKMG5PGOGF82
2036-08-01
6.500000
17000.00
8992.76
Corporate Debt Securities
HSBC USA INC NEW SR IDX ZRO LKD21
549300LBOHZ4QSIWU288
2021-12-06
0.00
270000.00
286929.00
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR 22
2IGI19DL77OX0HC3ZE78
2022-12-05
0.00
152000.00
141572.80
Corporate Debt Securities
HSBC USA INC NEW AUTOCLL SR 21
549300LBOHZ4QSIWU288
2021-12-29
0.00
200000.00
187960.00
Corporate Debt Securities
ROYAL BK CDA 22
ES7IP3U3RHIGC71XBU11
2022-09-06
0.00
420000.00
389928.00
Corporate Debt Securities
BARCLAYS BANK PLC COCO 22
G5GSEF7VJP5I7OUK5573
2022-09-29
0.00
150000.00
129555.00
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD22
L3I9ZG2KFGXZ61BMYR72
2022-06-06
0.00
440000.00
398508.00
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 42
213800ITMMKU4Z7I4F78
2042-08-21
3.625000
632000.00
625988.89
Corporate Debt Securities
AT&T INC 5.3%58
549300Z40J86GGSTL398
2058-08-15
5.300000
134.00
144.10
Corporate Debt Securities
ERAC USA FINANCE COMPANY SR 144A NT 19
LTKX5ODQW6Z7BQ2K1V47
2019-10-15
2.350000
10000.00
10010.27
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL NT 25
5493006YXS1U5GIHE750
2025-02-10
1.875000
224000.00
221963.65
Corporate Debt Securities
EVEREST ACQ LLC/FINANCE SR SEC NT 20
2020-05-01
9.375000
1120000.00
266058.33
Corporate Debt Securities
FORT BENNING FAMILY CMNTYS LLC -I -2005 144A 41
2041-01-15
2.759630
10000000.00
7507369.30
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 21
6SHGI4ZSSLCXXQSBB395
2021-08-02
2.350000
71000.00
70913.58
Corporate Debt Securities
WEATHERFORD INTL INC SR NT 6.8%37
549300UILIFDDRUUGG93
2037-06-15
6.800000
200000.00
108733.33
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 22
6SHGI4ZSSLCXXQSBB395
2022-04-25
2.750000
644000.00
643764.05
Corporate Debt Securities
H B P W H BLDG CO TAX DEM -2001 22
2022-11-01
2.480000
500000.00
501033.33
Corporate Debt Securities
HSBC USA INC NEW SR IDX ZRO LKD22
549300LBOHZ4QSIWU288
2022-07-06
0.00
509000.00
557151.40
Corporate Debt Securities
WEATHERFORD INTL LTD SR GLBL NT 23
549300A2JKMG5PGOGF82
2023-06-15
8.250000
5197000.00
2924936.56
Corporate Debt Securities
WEATHERFORD INTL LTD BERMUDA SR NT 5.125%20
549300A2JKMG5PGOGF82
2020-09-15
5.125000
8525000.00
4449428.39
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 21
PT3QB789TSUIDF371261
2021-11-03
0.00
95000.00
113050.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-03-02
0.00
708000.00
746515.20
Corporate Debt Securities
UBER TECHNOLOGIES INC 8%26
549300B2FTG34FILDR98
2026-11-01
8.000000
40994625.00
43718080.14
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-09-03
0.00
660000.00
908358.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 20
PT3QB789TSUIDF371261
2020-11-04
0.00
248000.00
310942.40
Corporate Debt Securities
TORONTO DOMINION BANK SR EQTY LKD 20
PT3QB789TSUIDF371261
2020-12-03
0.00
87000.00
108132.30
Corporate Debt Securities
TORONTO DOMINION BANK SR EQTY LKD 21
PT3QB789TSUIDF371261
2021-10-05
0.00
209000.00
243359.60
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-11-03
0.00
2255000.00
2823711.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-05-04
0.00
260000.00
335400.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-06-03
0.00
404000.00
516150.40
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-03-03
0.00
140000.00
187810.00
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD19
L3I9ZG2KFGXZ61BMYR72
2019-07-05
0.00
294000.00
302349.60
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-11-03
0.00
305000.00
326136.50
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-12-06
0.00
69000.00
75099.60
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD20
L3I9ZG2KFGXZ61BMYR72
2020-07-06
0.00
85000.00
88102.50
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-04-05
0.00
145000.00
153729.00
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
7.591750
5361.00
4928.21
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT 49
549300CRGMZK3K53BF92
2049-01-23
5.550000
526.00
603.58
Corporate Debt Securities
CREDIT SUISSE LONDON SR GLBL INDX 19
ANGGYXNX0JLX3X63JN86
2019-10-04
0.00
4000000.00
4071600.00
Corporate Debt Securities
CREDIT SUISSE NASSAU BRANCH AUTOCLL SR 22
ANGGYXNX0JLX3X63JN86
2022-02-04
0.00
250000.00
235025.00
Corporate Debt Securities
EVEREST ACQ LLC/FINANCE SR NT 6.375%23
2023-06-15
6.375000
5686000.00
763167.81
Corporate Debt Securities
EVEREST ACQ LLC/FINANCE SR SEC 144A NT24
2024-05-01
9.375000
6204000.00
2125193.12
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 2.125%20
213800ITMMKU4Z7I4F78
2020-05-11
2.125000
1000.00
997.89
Corporate Debt Securities
ROYAL BK CDA -G 22
ES7IP3U3RHIGC71XBU11
2022-02-03
0.00
1307000.00
1539907.40
Corporate Debt Securities
CANADIAN IMP BK COMM 19
2IGI19DL77OX0HC3ZE78
2019-12-05
0.00
800000.00
792560.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-11-05
0.00
487000.00
489337.60
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-04
0.00
360000.00
450864.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
1767000.00
2408067.60
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 20
PT3QB789TSUIDF371261
2020-07-06
0.00
90000.00
117351.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 20
PT3QB789TSUIDF371261
2020-08-03
0.00
214000.00
289841.60
Corporate Debt Securities
MORGAN STANLEY SR GLBL EQTY 20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
269000.00
363392.10
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
331000.00
452179.10
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR GLBL INDX 23
ES7IP3U3RHIGC71XBU11
2023-08-07
0.00
193000.00
172310.40
Corporate Debt Securities
SANTANDER UK PLC 2.375% MTN 20
PTCQB104N23FMNK2RZ28
2020-03-16
2.375000
620000.00
621061.41
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-03-03
0.00
355000.00
474777.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-06-01
0.00
3061000.00
4051233.50
Corporate Debt Securities
NET MAGAN TWO LLC TAXDEM-05 VAR 26
2026-04-01
2.680000
4200000.00
4209380.00
Corporate Debt Securities
OVERSEAS PRIVATE INV CORP SR AMRTZ 24
549300IDY55XMYWXSD28
2024-03-20
2.820000
30000000.00
30656440.00
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR 144A NT2.7%23
2023-03-14
2.700000
62000.00
61374.42
Corporate Debt Securities
RISE INC TAX DEM VAR 22
2022-11-01
2.480000
470000.00
470971.33
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19
ES7IP3U3RHIGC71XBU11
2019-11-04
0.00
250000.00
331600.00
Corporate Debt Securities
CANADIAN IMP BK COMM VR 100417-100520
2IGI19DL77OX0HC3ZE78
2020-10-05
0.00
200000.00
186380.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-11-05
0.00
688000.00
922608.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
284000.00
280336.40
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD22
IGJSJL3JD5P30I6NJZ34
2022-06-03
0.00
233000.00
272260.50
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-06-05
0.00
465000.00
465000.00
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR IDX20
2IGI19DL77OX0HC3ZE78
2020-06-05
0.00
294000.00
282798.60
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-07-08
0.00
1102000.00
1093955.40
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-04-05
0.00
110000.00
144441.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-08-03
0.00
1650000.00
2045835.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-09-07
0.00
1570000.00
1922151.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-12-06
0.00
741000.00
896387.70
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-01-04
0.00
2126000.00
2546948.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-07-06
0.00
628000.00
841017.60
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-02-03
0.00
70000.00
95256.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-02-04
0.00
679000.00
976198.30
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-03-04
0.00
325000.00
458640.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-04-05
0.00
75000.00
84967.50
Corporate Debt Securities
BARCLAYS BANK PLC COCO 21
G5GSEF7VJP5I7OUK5573
2021-05-05
0.00
353000.00
356000.50
Corporate Debt Securities
BANK OF NOVA SCOTIA SR GLBL INDX 20
L3I9ZG2KFGXZ61BMYR72
2020-04-03
0.00
1000000.00
998600.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-08-05
0.00
865000.00
861713.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-09-06
0.00
700000.00
704900.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-12-07
0.00
271000.00
301108.10
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-01-04
0.00
318000.00
347319.60
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL EQTY 20
2IGI19DL77OX0HC3ZE78
2020-09-03
0.00
250000.00
221650.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR EQTY LKD 20
2IGI19DL77OX0HC3ZE78
2020-10-05
0.00
300000.00
267450.00
Corporate Debt Securities
CAMPUS RESH CORP PROM NT VAR 23
2023-06-01
2.480000
1786000.00
1789691.07
Corporate Debt Securities
CANADIAN IMP BK COMM SR IDX ZRO LKD21
2IGI19DL77OX0HC3ZE78
2021-04-05
0.00
309000.00
428768.40
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-11-04
0.00
365000.00
477310.50
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-05-04
0.00
120000.00
164760.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-06-03
0.00
273000.00
359950.50
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL EQTY 20
2IGI19DL77OX0HC3ZE78
2020-07-06
0.00
415000.00
529166.50
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 21
PT3QB789TSUIDF371261
2021-08-03
0.00
200000.00
238500.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 21
PT3QB789TSUIDF371261
2021-12-01
0.00
150000.00
176250.00
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR IDX20
2IGI19DL77OX0HC3ZE78
2020-09-08
0.00
420000.00
416598.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-02-03
0.00
125000.00
154412.50
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-05-03
0.00
100000.00
91230.00
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD20
L3I9ZG2KFGXZ61BMYR72
2020-08-03
0.00
100000.00
104790.00
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD19
L3I9ZG2KFGXZ61BMYR72
2019-12-02
0.00
50000.00
50195.00
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD19
L3I9ZG2KFGXZ61BMYR72
2019-11-04
0.00
11000.00
12614.80
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-01-06
0.00
150000.00
169155.00
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-03-03
0.00
165000.00
188331.00
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL NT 19
5493006YXS1U5GIHE750
2019-12-16
1.250000
252000.00
252026.32
Corporate Debt Securities
CITIGROUP SR IDX ZRO LKD19
6SHGI4ZSSLCXXQSBB395
2019-11-04
0.00
100000.00
99430.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-09-05
0.00
100000.00
99150.00
Corporate Debt Securities
BARCLAYS BANK PLC SR GLBL INDX
G5GSEF7VJP5I7OUK5573
2022-10-04
0.00
170000.00
177565.00
Corporate Debt Securities
BARCLAYS BANK PLC SR GLBL INDX
G5GSEF7VJP5I7OUK5573
2022-09-06
0.00
185000.00
196488.50
Corporate Debt Securities
HSBC USA INC NEW SR IDX ZRO LKD22
549300LBOHZ4QSIWU288
2022-07-05
0.00
100000.00
113470.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR GLBL INDX 23
ES7IP3U3RHIGC71XBU11
2023-09-05
0.00
435000.00
392196.00
Corporate Debt Securities
WELLS FARGO COML TR 2013-LC12 A-4 20460717 FLT
549300V2DF3KW9L1CV04
2046-07-17
4.218000
8332000.00
8858056.10
Private Label Collateralized Mortgage Obligations
WELL FARGO COM MTG TR 2014-C19 A-5 20470315 4.1
549300FCX3YXSYSLU895
2047-03-15
4.101000
2830411.00
3016755.59
Private Label Collateralized Mortgage Obligations
WELL FARGO COM MTG TR 2014-C19 B 20470315 FLT
549300FCX3YXSYSLU895
2047-03-15
4.723000
825000.00
879058.65
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2013-C15 A-4 20460817 FLT
5493003CHVRASC16O965
2046-08-17
4.153000
670000.00
711549.03
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK13 A-5 20610817 FLT
549300664283JRAXM588
2061-08-17
4.217000
250000.00
275094.26
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C30 A-4 20580917 3.6
2058-09-17
3.664000
500000.00
526353.28
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-LC22 A-4 20580917 3.8
549300XO83D3BDYP0P62
2058-09-17
3.839000
2869000.00
3042082.55
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 A-4 20570917 3.6
549300ZVNWG0TX42H716
2057-09-17
3.617000
1820000.00
1907091.90
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-GS6 A-3 20500512 3.4
2050-05-12
3.433000
1875000.00
1945322.76
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML MTG 2018-1745 A 20360617 FLT
2036-06-17
3.748700
1750000.00
1848045.13
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-NXS5 A-6 20590117 3.6
549300SGFUCMB43V8P22
2059-01-17
3.635000
1650400.00
1731278.17
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-NXS5 B 20590117 FLT
549300SGFUCMB43V8P22
2059-01-17
4.843250
2000000.00
2189503.02
Private Label Collateralized Mortgage Obligations
WELLS FARGO CO TR 2018-C44 A-4 20510517 3.9
549300AGZIS1CJS4RM30
2051-05-17
3.948000
1750000.00
1882848.33
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2018-CH4 A-13 20481025 FLT
5493003EWUCLH0O45S72
2048-10-25
4.500000
300000.00
319312.20
Private Label Collateralized Mortgage Obligations
WELLS FARGO CO TR 2018-C44 A-5 20510517 4.2
549300AGZIS1CJS4RM30
2051-05-17
4.212000
5000000.00
5477230.00
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2012-C6 B 20450417 4.6
2045-04-17
4.697000
7.00
7.33
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 A-4 20480515 3.5
549300S7ENI2U7O0XH56
2048-05-15
3.540000
6022000.00
6282732.53
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C29 A-4 20480617 3.6
549300NYO16WLNMVJJ46
2048-06-17
3.637000
460000.00
482118.09
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C24 A-5 20471118 3.6
2047-11-18
3.607000
770000.00
805287.28
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2016-CCRE28 A-4 20490212 3.7
2049-02-12
3.762000
1600000.00
1686322.40
Private Label Collateralized Mortgage Obligations
GALTON FD MTG TR 2018-1 A53 20571125 FLT
2057-11-25
3.500000
16000000.00
16205351.11
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2018-GS9 A-3 20510310 3.7
2051-03-10
3.727000
12200000.00
12916192.53
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-3 B-3 20450425 FLT
549300GXWD0QSMEEID35
2045-04-25
3.628260
1.00
0.91
Private Label Collateralized Mortgage Obligations
AVENTURA MALL TR 2018-AVM D 20400709 FLT
2040-07-09
4.112320
40000.00
41493.75
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-LC25 A-4 20591217 3.6
2059-12-17
3.640000
10000.00
10501.28
Private Label Collateralized Mortgage Obligations
WELLS FARGO CO MTG TR 2017-C40 B 20501017 FLT
2050-10-17
4.266590
1668000.00
1765798.13
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2018-C6 A-4 20511110 4.4
2051-11-10
4.412000
6300000.00
7029830.50
Private Label Collateralized Mortgage Obligations
BANK 2019-BNK17 A-4 20520417 3.7
2052-04-17
3.714000
35000.00
37056.35
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK10 A-5 20610217 3.6
549300GL0Y86051URC66
2061-02-17
3.688000
5000000.00
5279989.44
Private Label Collateralized Mortgage Obligations
BANK 2019-BNK16 A-2 20520216 FLT
2052-02-16
3.933000
205000.00
216605.31
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-LTV1 B-1 20490425 FLT
2049-04-25
4.786850
8200000.00
8816502.15
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-LTV1 B-2 20490425 FLT
2049-04-25
4.786850
13778000.00
14690840.95
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-GS8 A-4 20501111 3.4
2050-11-11
3.469000
9527671.00
9868375.49
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2018-CH1 B-1B 20480325 FLT
549300ZUG1L9OO3W6B29
2048-03-25
4.498810
100000.00
105060.05
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-LC22 A-SB 20580917 3.5
549300XO83D3BDYP0P62
2058-09-17
3.571000
5365000.00
5572221.19
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C31 C 20481118 FLT
2048-11-18
4.607990
500000.00
518828.00
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS4 A-4 20481217 3.7
549300RD723OFH36TP29
2048-12-17
3.718000
7680000.00
8093522.35
Private Label Collateralized Mortgage Obligations
CSAIL COML MTG TR 2018-CX12 A-4 20510817 FLT
2051-08-17
4.224400
7293546.00
7999298.60
Private Label Collateralized Mortgage Obligations
CSAIL COML MTG TR 2018-CX12 A-S 20510817 FLT
2051-08-17
4.463400
2400000.00
2626575.64
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2012-CCRE5 A-4 20451212 2.7
2045-12-12
2.771000
1850000.00
1865286.91
Private Label Collateralized Mortgage Obligations
CSAIL COML MTG TR 2016-C5 A-5 20481118 3.7
549300FU8TZDHFLQZL50
2048-11-18
3.756700
2649000.00
2792030.72
Private Label Collateralized Mortgage Obligations
BANK 2017-BNK9 A-4 20541117 3.5
2054-11-17
3.538000
8714000.00
9126913.37
Private Label Collateralized Mortgage Obligations
BANK 2017-BNK7 B 20600917 FLT
2060-09-17
3.949000
950000.00
992470.83
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2013-C15 A-S 20460817 FLT
5493003CHVRASC16O965
2046-08-17
4.358000
190000.00
201028.86
Private Label Collateralized Mortgage Obligations
WELL FARGO COM MTG TR 2014-C19 A-S 20470315 4.2
549300FCX3YXSYSLU895
2047-03-15
4.271000
30000.00
31956.29
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST 2015-GTP A 20330812 3.9
2033-08-12
3.966000
9625000.00
10207938.12
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK15 C 20611117 FLT
2061-11-17
4.648830
50000.00
52745.94
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2014-C18 B 20471018 FLT
2047-10-18
4.431350
136000.00
143654.17
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2018-C45 A-S 20510616 FLT
5493006021R83VCLAO08
2051-06-16
4.405000
900000.00
967792.92
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2018-C48 A-S 20520118 FLT
549300REQJRID6TODX95
2052-01-18
4.703000
1000000.00
1112719.53
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2019-C49 A-5 20520315 4.0
2052-03-15
4.023000
5592153.00
6054527.59
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-LC14 A-S 20470315 FLT
549300QGM7D5K3CV2643
2047-03-15
4.351000
14845911.00
15783801.02
Private Label Collateralized Mortgage Obligations
Y
2019-07-22
2019-07-22
2019-07-22
N
N
N
0.0312
298006404.02
298006404.02
0.0031
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.830000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JUPD2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
7.279750
13883000.00
15412596.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.929750
47663000.00
49336089.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
4.979750
195000.00
197958.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.879750
8420358.00
8893980.51
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
6.729750
289999.00
185761.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
7.979750
300000.00
227708.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
6.129750
2177000.00
2170483.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
8.429750
21933255.00
23908787.97
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
6.679750
14000000.00
15184549.04
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
13.476600
8665000.00
9571116.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
549300YG8OJES76WL398
2047-02-25
12.929800
6870000.00
7476390.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.879750
748398.00
781184.05
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
7.579750
6311000.00
7103230.22
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.779750
20000000.00
20764479.58
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-2 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
14.179800
300000.00
352176.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
13.226600
9000000.00
10193167.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
12.929800
5250000.00
5856078.27
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
13.730500
3000000.00
3226560.62
Private Label Collateralized Mortgage Obligations
Y
2019-09-03
2019-09-03
2019-10-25
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0304
154871078.75
154871078.75
0.0016
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.030000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JUPG5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HERTZ VEHICLE FIN II LP 2016-3 A 20200725 2.2
549300FPK70TCB78NG05
2020-07-25
2.270000
106000.00
105948.09
Asset-Backed Securities
CITIGROUP INC SR GLBL FL NT 22
6SHGI4ZSSLCXXQSBB395
2022-10-27
3.272380
12000.00
12026.63
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 20
6SHGI4ZSSLCXXQSBB395
2020-10-26
2.650000
503000.00
504349.44
Corporate Debt Securities
RBSSP RESEC TR 2009-12 16-A2 20351026 FLT
2035-10-26
4.026550
34551110.00
34534169.49
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C35 C 20480717 FLT
549300MZIB10PDVAE312
2048-07-17
4.176000
1481429.00
1508748.03
Private Label Collateralized Mortgage Obligations
CITIGRP COML MTG TR 2016-C2 D 20490812 FLT
2049-08-12
3.250000
5398046.00
4758102.55
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C37 D 20491217 FLT
549300TRQQDPEF728F16
2049-12-17
3.192180
2755464.00
2337309.87
Private Label Collateralized Mortgage Obligations
WF CR RISK TR SEC TR 2015-WF1 II-M-2 20251125 FLT
549300T6W1U156OOG754
2025-11-25
7.929750
993000.00
1104598.58
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 A-3 20480515 3.2
549300S7ENI2U7O0XH56
2048-05-15
3.290000
80000.00
82175.54
Private Label Collateralized Mortgage Obligations
VMC FINANCE 2018-FL1 C 20350316 FLT
549300QK6J0UZ3WZJ014
2035-03-16
4.682380
5000000.00
5043204.63
Private Label Collateralized Mortgage Obligations
LCCM MORTGAGE TR 2017-LC26 D 20500712 3.3
2050-07-12
3.327000
6775482.00
5567881.63
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C34 A-2 20490617 2.6
549300FWFHJGIW2B2U59
2049-06-17
2.603000
6067866.00
6075255.82
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2016-C31 C 20491118 FLT
2049-11-18
4.315670
4300961.00
4334510.70
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
5.834630
2398000.00
2444612.61
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 E 20510616 FLT
2051-06-16
5.915170
1500000.00
1533308.99
Private Label Collateralized Mortgage Obligations
AREIT TR 2018-CRE1 C 20350216 FLT
2035-02-16
4.537630
4500000.00
4530783.06
Private Label Collateralized Mortgage Obligations
ARBOR RLTY COML RE 2017-FL2 D 20270816 FLT
2027-08-16
5.689630
3475000.00
3498973.07
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
6.189630
7000000.00
6982079.63
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-7FRB B-1 20460425 FLT
2046-04-25
3.816340
3542425.00
3488303.21
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-6 1-A-7 20481225 FLT
2048-12-25
3.500000
3459315.00
3431392.95
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2016-4 B 20490312 3.9
2049-03-12
3.952000
2057000.00
2066389.29
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2017-HR2 A-3 20501216 3.3
2050-12-16
3.330000
440446.00
452301.71
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC29 D 20480410 3.1
2048-04-10
3.110000
16047096.00
14423182.48
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C35 A-4 20480717 2.9
549300MZIB10PDVAE312
2048-07-17
2.931000
3018043.00
3031718.00
Private Label Collateralized Mortgage Obligations
OBX TR 2019-INV1 A-10 20481125 FLT
2048-11-25
4.000000
12236760.00
12575525.18
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 A 20520315 3.3
2052-03-15
3.324000
3500000.00
3556227.21
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2013-GCJ12 A-3 20460612 2.8
549300SSCQUZ3RRV2T53
2046-06-12
2.860000
8443795.00
8537266.87
Private Label Collateralized Mortgage Obligations
BANKCORP COMM MTG TR 2019-CRE5 B 20360317 FLT
2036-03-17
3.939630
5500000.00
5511021.71
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-NXS6 A-4 20491118 2.9
549300CFP9NBBMZH1008
2049-11-18
2.918000
969879.00
973988.97
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2019-1 A-7 20481125 FLT
2048-11-25
4.000000
6774659.00
6406489.33
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C20 A-SB 20470517 3.6
549300UVB571ELWL8972
2047-05-17
3.638000
280000.00
287611.78
Private Label Collateralized Mortgage Obligations
PFP LTD 2017-4 A-S 20330916 FLT
2033-09-16
3.689630
19423685.00
18910415.23
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2013-9 A-1 20430725 3.5
54930005PH54PMVV8351
2043-07-25
3.500000
26046984.00
12367424.44
Private Label Collateralized Mortgage Obligations
Y
2019-09-03
2019-09-03
2019-10-25
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0311
154948555.50
154948555.50
0.0016
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.630000%
549300LCO2FLSSVFFR64
0000050916
ARP0JVMB7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC REMIC SERIES K-088 A-2 20290125 3.6
2029-01-25
3.690000
412000.00
445335.54
Agency Collateralized Mortgage Obligation
FNRM RC099TG R16F099
2036-03-25
3.250000
7661352.00
4917609.84
Agency Collateralized Mortgage Obligation
GNRA 2015-24O FL
549300M8ZYFG0OCMTT87
2065-08-20
3.013380
24088386.00
17606136.52
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-082 A-2 20280925 FLT
2028-09-25
3.920000
4770484.00
5238939.70
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-03-25
2.942870
713398.00
726221.60
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-05-15
1.000000
19138746.00
9695345.87
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2043-11-15
3.000000
29111.00
19336.65
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-07-25
2.561010
1987382.00
1884492.91
Agency Collateralized Mortgage Obligation
FNAR XX.XXX HXAM3496
B1V7KEBTPIMZEU4LTD58
2020-06-01
1.510000
4834398.00
4164219.11
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM9996
B1V7KEBTPIMZEU4LTD58
2025-11-01
2.990000
7600000.00
7844048.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN1594
B1V7KEBTPIMZEU4LTD58
2023-08-01
2.030000
61458.00
58795.85
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9033
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.740000
821493.00
868914.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1052
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.950000
4227496.00
4617337.36
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAM2540
B1V7KEBTPIMZEU4LTD58
2020-03-01
1.770000
156770.00
142091.79
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109593
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.610000
4734492.00
5058919.91
Agency Mortgage-Backed Securities
04.500 FGPC G08848 G
2048-11-01
4.500000
4709674.00
4476242.81
Agency Mortgage-Backed Securities
04.500 FGPC G08867 G
2049-03-01
4.500000
786558.00
796699.24
Agency Mortgage-Backed Securities
ECOPETROL S A SR NT 5.875%45
254900IDGKCJICKBPA66
2045-05-28
5.875000
26000.00
26691.25
Corporate Debt Securities
ENERGY TRANSFER PRTNRS L P SR NT 4.9%35
5493008K8W3OKZE54J59
2035-03-15
4.900000
15000.00
14524.62
Corporate Debt Securities
DOLLAR TREE INC SR GLBL FL NT 20
549300PMSTQITB1WHR43
2020-04-17
3.288000
1052000.00
1056332.84
Corporate Debt Securities
DOWDUPONT INC 5.419%48
5493004JF0SDFLM8GD76
2048-11-15
5.419000
775000.00
878282.64
Corporate Debt Securities
CONAGRA BRANDS INC 20
54930035UDEIH090K650
2020-10-22
3.341500
105000.00
105405.30
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC SR GLBL 144A 22
549300423Z16BB673J12
2022-01-06
2.850000
175000.00
176419.25
Corporate Debt Securities
CITIGROUP INC SUB NT 3.5%23
6SHGI4ZSSLCXXQSBB395
2023-05-15
3.500000
15000.00
15241.47
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 20
6SHGI4ZSSLCXXQSBB395
2020-10-26
3.896380
100000.00
101717.81
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 26
6SHGI4ZSSLCXXQSBB395
2026-07-01
3.841750
100000.00
101883.29
Corporate Debt Securities
CITIZENS BANK N A VR 030217-030220
DRMSV1Q0EKMEXLAU1P80
2020-03-02
3.155130
900000.00
908219.29
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL FL NT 20
54930035UDEIH090K650
2020-10-09
3.092130
110000.00
110158.01
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL FL NT 20
ZUE8T73ROZOF6FLBAR73
2020-10-30
3.032750
900000.00
903034.38
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL FL NT 23
ZUE8T73ROZOF6FLBAR73
2023-01-30
3.302750
1000000.00
999454.03
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR FLT NT 23
207ALC1P1YM0OVDV0K75
2023-01-30
3.732750
350000.00
354142.01
Corporate Debt Securities
AMAZON COM INC SR GLBL NT3.3%21
ZXTILKJKG63JELOEG630
2021-12-05
3.300000
59000.00
61086.93
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE VR 052615-052620
9ET6B8VCXWW51H8Z3M54
2020-05-26
3.250630
20000.00
20112.62
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 1.95%072020
B6Q2VFHD1797Q7NZ3E43
2020-07-20
1.950000
215000.00
215067.01
Corporate Debt Securities
AT&T INC SR GLBL FL NT 20
549300Z40J86GGSTL398
2020-06-30
3.531000
825000.00
836037.88
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL FL NT 22
ZUE8T73ROZOF6FLBAR73
2022-03-09
3.550630
175000.00
177719.31
Corporate Debt Securities
BLACKROCK INC SR GLBL NT 29
549300LRIF3NWCU26A80
2029-04-30
3.250000
4009187.00
4096220.88
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 22
549300WV6GIDOZJTV909
2022-10-15
3.125000
1000000.00
996824.31
Corporate Debt Securities
BARCLAYS BANK PLC FR 8%083030
G5GSEF7VJP5I7OUK5573
2030-08-30
8.000000
8000.00
7856.00
Corporate Debt Securities
BARCLAYS BANK PLC FR 9.5%093031
G5GSEF7VJP5I7OUK5573
2031-09-30
0.00
25000.00
17812.50
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL REGS 20
HLYYNH7UQUORYSJQCN42
2020-11-16
2.724500
43000.00
43061.71
Corporate Debt Securities
NISSAN MTR ACCEP CORP VR 011317-011322
7D6DIU2QXTUJRFNNJA49
2022-01-13
3.486750
454000.00
454833.22
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 3.5%081529
4NYF266XZC35SCTGX023
2029-08-15
3.500000
460000.00
462814.43
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN SR GLBL NT 31
4NYF266XZC35SCTGX023
2031-05-15
3.450000
25000.00
24705.94
Corporate Debt Securities
NISSAN MTR ACCEP CORP FR 2.15%092820
7D6DIU2QXTUJRFNNJA49
2020-09-28
2.150000
150000.00
148995.42
Corporate Debt Securities
WESTERN GAS PARTNERS LP SR NT 3.95%25
L6D8A6MLSY454J2JXJ60
2025-06-01
3.950000
1284000.00
1280687.64
Corporate Debt Securities
WASTE MGMT INC DEL 3.45%29
549300YX8JIID70NFS41
2029-06-15
3.450000
1431.00
1457.48
Corporate Debt Securities
WELLS FARGO CO NEW SR NT 2.1%21
PBLD0EJDB5FWOLXP3B76
2021-07-26
2.100000
729000.00
724643.01
Corporate Debt Securities
WELLS FARGO CO NEW SR FLT NT 23
PBLD0EJDB5FWOLXP3B76
2023-01-24
3.691130
238000.00
241537.55
Corporate Debt Securities
BPCE SR NON PFD MED TM NT REGS VR 052217-052222
9695005MSX1OYEMGDF46
2022-05-22
3.743380
350000.00
353159.05
Corporate Debt Securities
BAKER HUGHES A GE CO LLC / BA SR GLBL NT 22
2022-12-15
2.773000
50000.00
50744.48
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR FLT NT 19
2S72QS2UO2OESLG6Y829
2019-08-15
2.888000
4000.00
4007.73
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS VR 032117-040122
549300DRQQI75D2JP341
2022-04-01
3.241750
236000.00
238226.17
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL FL NT 21
549300CRVT18MXX0AG93
2021-09-16
3.484630
601000.00
612450.76
Corporate Debt Securities
BAT CAP CORP 20
2138005GYEXN7XRHFA84
2020-08-14
3.117880
12000.00
12029.67
Corporate Debt Securities
AMERICAN TOWER CORP NEW SR GLBL NT3.3%21
5493006ORUSIL88JOE18
2021-02-15
3.300000
3860000.00
3929267.70
Corporate Debt Securities
UBS GROUP AG SR GLBL REGS 21
506700Q800G1L95S7805
2021-04-14
4.376750
400000.00
412197.01
Corporate Debt Securities
UBS GROUP FDG SWITZ AG SR GLBL REGS 23
506700Q800G1L95S7805
2023-05-23
3.743500
200000.00
201868.38
Corporate Debt Securities
WELLS FARGO CO NEW 22
PBLD0EJDB5FWOLXP3B76
2022-02-11
3.465250
413000.00
416338.12
Corporate Debt Securities
NRG ENERGY INC SR SEC GLBL 24
5E2UPK5SW04M13XY7I38
2024-06-15
3.750000
500000.00
504829.17
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL FL NT 19
5493003STKEZ2S0RNU91
2019-08-09
2.982000
650000.00
651399.02
Corporate Debt Securities
LILLY ELI & CO SR GLBL NT 22
FRDRIPF3EKNDJ2CQJL29
2022-05-15
2.350000
150000.00
150026.87
Corporate Debt Securities
HYUNDAI CAP AMER INC SR GLBL 144A 21
549300RIPPWJB5Z0FK07
2021-07-08
3.750000
7872310.00
8100305.22
Corporate Debt Securities
ALLSTATE CORP VR 032918-032921
OBT0W1ED8G0NWVOLOJ77
2021-03-29
3.031000
5000.00
5033.12
Corporate Debt Securities
UBS GROUP AG 4.125%26
506700Q800G1L95S7805
2026-04-15
4.125000
7000000.00
7329393.75
Corporate Debt Securities
MUFG UNION BANK N.A. FR 3.15%040122
OX3PU53ZLPQKJ4700D47
2022-04-01
3.150000
500000.00
510996.25
Corporate Debt Securities
TARGET CORP SR GLBL NT 29
8WDDFXB5T1Z6J0XC1L66
2029-04-15
3.375000
1204308.00
1245599.21
Corporate Debt Securities
TORONTO DOMINION BANK FR 3.25%031124
PT3QB789TSUIDF371261
2024-03-11
3.250000
370000.00
380919.42
Corporate Debt Securities
TRANSURBAN FIN CO PTY LTD SR SEC 144A NT26
54930081LPJMUMEA6E57
2026-02-02
4.125000
435000.00
453339.96
Corporate Debt Securities
TRUSTEES BOSTON UNIV SR CC SINK BD 48
2048-10-01
4.061000
512.00
570.08
Corporate Debt Securities
HYUNDAI CAP AMER INC VR 040517-040320
549300RIPPWJB5Z0FK07
2020-04-03
3.395500
20000.00
20128.41
Corporate Debt Securities
HEWLETT PACKARD ENTERPRISE CO SR GLBL FL NT 21
549300BX44RGX6ANDV88
2021-10-05
3.317750
40000.00
40214.84
Corporate Debt Securities
HUSKY ENERGY INC SR NT 3.95%22
2022-04-15
3.950000
110000.00
112711.23
Corporate Debt Securities
HCA INC SR SEC GLBL NT47
L3CJ6J7LJ2DX62FTXD46
2047-06-15
5.500000
5000000.00
5365591.67
Corporate Debt Securities
HSBC USA INC NEW 10%28
549300LBOHZ4QSIWU288
2028-12-04
1.421400
15000.00
12995.93
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL N STP 24
784F5XWPLTWKTBV3E584
2024-11-30
3.250000
19000.00
18972.49
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 3.25%061522
784F5XWPLTWKTBV3E584
2022-06-15
3.250000
20000.00
20183.48
Corporate Debt Securities
PROSPECT CAP CORP FR 5.375%121520
549300FSD8T39P5Q0O47
2020-12-15
5.375000
30000.00
30764.26
Corporate Debt Securities
PRUDENTIAL FINL INC INTERNOTE FR 4.5%121544
5PRBRS5FEH7NREC8OR45
2044-12-15
4.500000
10000.00
10189.55
Corporate Debt Securities
REINSURANCE GRP OF AMERICA INC 3.9%29
LORM1GNEU1DKEW527V90
2029-05-15
3.900000
1843582.00
1869530.42
Corporate Debt Securities
PROSPECT CAP CORP FR 5%061520
549300FSD8T39P5Q0O47
2020-06-15
5.000000
35000.00
35813.28
Corporate Debt Securities
PROSPECT CAP CORP FR 5%061520
549300FSD8T39P5Q0O47
2020-06-15
5.000000
30000.00
30688.70
Corporate Debt Securities
PROSPECT CAP CORP FR 5%061520
549300FSD8T39P5Q0O47
2020-06-15
5.000000
9000.00
9208.95
Corporate Debt Securities
PROSPECT CAP CORP FR 5.25%051524
549300FSD8T39P5Q0O47
2024-05-15
5.250000
553000.00
553138.25
Corporate Debt Securities
PROSPECT CAP CORP FR 5.5%051526
549300FSD8T39P5Q0O47
2026-05-15
5.500000
521000.00
521234.45
Corporate Debt Securities
PROSPECT CAP CORP FR 5.75%051529
549300FSD8T39P5Q0O47
2029-05-15
5.750000
535000.00
535304.95
Corporate Debt Securities
ORACLE CORP SR GLBL NT2.4%23
1Z4GXXU7ZHVWFCD8TV52
2023-09-15
2.400000
225000.00
223431.75
Corporate Debt Securities
PNC FINL SVCS GROUP INC SR GLBL NT 29
CFGNEKW0P8842LEUIA51
2029-04-23
3.450000
371.00
377.36
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 3%091522
784F5XWPLTWKTBV3E584
2022-09-15
3.000000
11000.00
10955.34
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 9%022429
784F5XWPLTWKTBV3E584
2029-02-24
0.012000
5000.00
3917.61
Corporate Debt Securities
GOLDMAN SACHS GROUP INC RANGE 8.625%28
784F5XWPLTWKTBV3E584
2028-09-20
0.904000
10000.00
8040.58
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5%111520
784F5XWPLTWKTBV3E584
2020-11-15
5.000000
51000.00
52594.94
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 4.5%051521
784F5XWPLTWKTBV3E584
2021-05-15
4.500000
10000.00
10291.85
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 3.85%081520
784F5XWPLTWKTBV3E584
2020-08-15
3.850000
10000.00
10142.34
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 3%111520
784F5XWPLTWKTBV3E584
2020-11-15
3.000000
28000.00
28158.48
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE VR 081506-081536
3C7474T6CDKPR9K6YT90
2036-08-15
2.998000
4776000.00
3590083.11
Corporate Debt Securities
GE CAPITAL INTERNOTES FR 5.5%091520
3C7474T6CDKPR9K6YT90
2020-09-15
5.500000
23000.00
23928.01
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.15%111530
3C7474T6CDKPR9K6YT90
2030-11-15
4.150000
25000.00
23491.98
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY FR 1.95%062019
UDSQCVRUX5BONN0VY111
2019-06-20
1.950000
40000.00
40268.27
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY FR 4.25%122026
UDSQCVRUX5BONN0VY111
2026-12-20
4.250000
24000.00
23679.33
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY FR 3.6%052022
UDSQCVRUX5BONN0VY111
2022-05-20
3.600000
115000.00
114958.60
Corporate Debt Securities
GENERAL DYNAMICS CORP SR GLBL FL NT 21
9C1X8XOOTYY2FNYTVH06
2021-05-11
2.915250
370000.00
372045.22
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY FR 4.25%032026
UDSQCVRUX5BONN0VY111
2026-03-20
4.250000
16000.00
15707.74
Corporate Debt Securities
HCA INC SR SEC NT5.25%25
L3CJ6J7LJ2DX62FTXD46
2025-04-15
5.250000
2906000.00
3143020.62
Corporate Debt Securities
SOUTHERN CO SR GLBL NT4.4%46
549300FC3G3YU2FBZD92
2046-07-01
4.400000
1000000.00
1027181.11
Corporate Debt Securities
STADSHYPOTEK AB 144A FR 2.5%040522
549300UOX05QGUJJ5707
2022-04-05
2.500000
300000.00
302186.83
Corporate Debt Securities
QUALCOMM INC SR NT 4.65%35
H1J8DDZKZP6H7RWC0H53
2035-05-20
4.650000
400000.00
432988.67
Corporate Debt Securities
QUEBEC PROV CDA SR AMZ DEB7.5%23
549300WN65YFEQH74Y36
2023-07-15
7.500000
70000.00
85514.45
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 41
HL3H1H2BGXWVG3BSWR90
2041-11-15
4.375000
900000.00
923969.62
Corporate Debt Securities
PROGRESS ENERGY INC SR GLBL NT 7%31
549300FBMTW0JYWMNB26
2031-10-30
7.000000
1393000.00
1857166.17
Corporate Debt Securities
PROGRESSIVE CORP OHIO PERP SUB GLBL NT
529900TACNVLY9DCR586
2049-01-01
5.375000
24000.00
24193.87
Corporate Debt Securities
PROLOGIS SR GLBL NT 25
GL16H1DHB0QSHP25F723
2025-11-01
3.750000
255000.00
268571.31
Corporate Debt Securities
NORTHWELL HEALTHCARE INC TAX BD-2016A 46
54930073NUTKK4QD3P47
2046-11-01
3.979000
95000.00
95754.80
Corporate Debt Securities
NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29
2029-03-04
4.750000
4331000.00
4289048.25
Corporate Debt Securities
NOVA SCOTIA PROV CDA SR AMRTZ DEB 19
5493002W033HJBDP3481
2019-07-01
8.875000
15000.00
15625.99
Corporate Debt Securities
NOVA SCOTIA PROV CDA SR DEB 9.125%21
5493002W033HJBDP3481
2021-05-01
9.125000
10000.00
11281.11
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 19
784F5XWPLTWKTBV3E584
2019-10-23
2.550000
25000.00
25051.02
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.25%091526
784F5XWPLTWKTBV3E584
2026-09-15
5.250000
15000.00
16410.86
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 5.75%22
784F5XWPLTWKTBV3E584
2022-01-24
5.750000
1442000.00
1575983.43
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT28
784F5XWPLTWKTBV3E584
2028-06-06
0.424000
35000.00
27255.53
Corporate Debt Securities
GOLDMAN SACHS GROUP INC VR 091515-091520
784F5XWPLTWKTBV3E584
2020-09-15
3.810880
250000.00
254615.26
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL FL NT 20
5493008B6JBRUJ90QL97
2020-04-13
3.526750
220.00
221.85
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 5.55%010526
3C7474T6CDKPR9K6YT90
2026-01-05
5.550000
400000.00
448749.67
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP FR 4.125%041530
3C7474T6CDKPR9K6YT90
2030-04-15
4.125000
13000.00
12275.85
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP VR 021215-021525
3C7474T6CDKPR9K6YT90
2025-02-15
3.168000
10000.00
9124.88
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 3.373%111525
549300G6UZOB126GBY72
2025-11-15
3.373000
4905000.00
4844547.92
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
4767000.00
4547197.60
Corporate Debt Securities
FEDEX CORP SR NT 4.5%65
549300E707U7WNPZN687
2065-02-01
4.500000
115000.00
103938.73
Corporate Debt Securities
FEDEX CORP SR GLBL NT 45
549300E707U7WNPZN687
2045-11-15
4.750000
280000.00
281962.57
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 26
UDSQCVRUX5BONN0VY111
2026-01-08
4.389000
854000.00
845137.33
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL FL NT 21
UDSQCVRUX5BONN0VY111
2021-10-12
3.483500
87000.00
85709.04
Corporate Debt Securities
FEDEX CORP SR NT 3.9%35
549300E707U7WNPZN687
2035-02-01
3.900000
500000.00
488685.83
Corporate Debt Securities
EXELON CORP SR GLBL NT3.4%26
3SOUA6IRML7435B56G12
2026-04-15
3.400000
134000.00
135098.80
Corporate Debt Securities
EL PASO NAT GAS CO SR NT 8.375%32
2032-06-15
8.375000
315000.00
422079.66
Corporate Debt Securities
EMERA US FINANCE LP SR GLBL NT 46
2046-06-15
4.750000
165000.00
175644.29
Corporate Debt Securities
ENERGY TRANSFER PRTNRS L P SR GLBL NT 45
5493008K8W3OKZE54J59
2045-12-15
6.125000
395000.00
445122.70
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR NT 3.25%23
L2Z2MO2EQURH3BREWI15
2023-04-01
3.250000
990000.00
1004707.82
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 25
L2Z2MO2EQURH3BREWI15
2025-03-15
3.450000
170000.00
170536.77
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT4.8%45
I1BZKREC126H0VB1BL91
2045-12-15
4.800000
378000.00
420608.16
Corporate Debt Securities
ERP OPER LTD PARTNERSHIP SR NT 3.375%25
DX5HQV5MLU50FEWZ5072
2025-06-01
3.375000
1015000.00
1059336.47
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922
DG3RU1DBUFHT4ZF9WN62
2022-11-09
3.950000
773000.00
793279.01
Corporate Debt Securities
CREDIT SUISSE GROUP SR GLBL 144A 28
549300506SI9CRFV9Z86
2028-01-09
4.282000
6436000.00
6690100.79
Corporate Debt Securities
CROWN CASTLE INTL CORP NEW SR GLBL NT 27
54930012H97VSM0I2R19
2027-09-01
3.650000
110939.00
111586.17
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR NT 4.95%42
L2Z2MO2EQURH3BREWI15
2042-05-15
4.950000
386000.00
371830.91
Corporate Debt Securities
CAPITAL ONE BK USA NATL ASSN SUB NT 3.375%23
LKE37K2B8CFZUR7F9816
2023-02-15
3.375000
2000000.00
2028467.50
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.7%080921
EDBQKYOPJUCJKLOJDE72
2021-08-09
1.700000
222000.00
218863.51
Corporate Debt Securities
APPLIED MATLS INC SR GLBL NT3.9%25
41BNNE1AFPNAZELZ6K07
2025-10-01
3.900000
285000.00
302168.87
Corporate Debt Securities
ALTRIA GROUP INC GTD SR NT 4.5%43
XSGZFLO9YTNO9VCQV219
2043-05-02
4.500000
600000.00
547890.00
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 49
XSGZFLO9YTNO9VCQV219
2049-02-14
5.950000
726000.00
805757.96
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT2.5%22
R4PP93JZOLY261QX3811
2022-08-01
2.500000
8594163.00
8598923.21
Corporate Debt Securities
AT&T INC SR GLBL NT5.7%57
549300Z40J86GGSTL398
2057-03-01
5.700000
658000.00
744383.34
Corporate Debt Securities
MORGAN STANLEY FR 2.8%061620
IGJSJL3JD5P30I6NJZ34
2020-06-16
2.800000
114000.00
115573.83
Corporate Debt Securities
CDP FINANCIAL INC. SR GLBL 144A 39
549300OXMGVYFCBFV096
2039-11-25
5.600000
353000.00
462771.63
Corporate Debt Securities
CDP FINANCIAL INC. GTD SR NT 144A19
549300OXMGVYFCBFV096
2019-11-25
4.400000
1510000.00
1524301.38
Corporate Debt Securities
CDP FINANCIAL INC. 2.75%22
549300OXMGVYFCBFV096
2022-03-07
2.750000
6030634.00
6146160.85
Corporate Debt Securities
CVS HEALTH CORP SR FLT NT 20
549300EJG376EN5NQE29
2020-03-09
3.230630
30000.00
30295.77
Corporate Debt Securities
CA INC 3.6%22
Y7ET3D9SDOFUZ515FE28
2022-08-15
3.600000
215000.00
218450.75
Corporate Debt Securities
BNP PARIBAS FR 3.5%030123
R0MUWSFPU8MPRO8K5P83
2023-03-01
3.500000
7337520.00
7474238.38
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR BD 6.5%26
54930058TO7MEKUHWL16
2026-01-15
6.500000
3000.00
3760.91
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 24
2024-01-15
3.625000
555000.00
555323.98
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 4.375%42
2042-09-01
4.375000
500000.00
538827.99
Corporate Debt Securities
BAXALTA INC SR NT 5.25%45
5493000JW8DCO3T45R55
2045-06-23
5.250000
618000.00
736208.46
Corporate Debt Securities
BAYER US FIN II LLC SR GLBL 144A 45
529900XWNEXYNJ3X6T40
2045-04-15
3.950000
894.00
745.02
Corporate Debt Securities
BELLSOUTH CORP SR GLBL DEB 34
549300K521AGBDAYHX03
2034-06-15
6.550000
5000.00
5795.05
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 49
549300RLHFT5RU20WM87
2049-01-15
4.250000
54171.00
58485.16
Corporate Debt Securities
BLACK HILLS CORP SR GLBL NT 27
3MGELCRSTNSAMJ962671
2027-01-15
3.150000
305000.00
301084.56
Corporate Debt Securities
BANK AMER CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2049-12-29
5.875000
438000.00
457595.94
Corporate Debt Securities
BANK AMER CORP SR INTNOTES BE FR 4.75%081520
9DJT3UXIJIZJI4WXO774
2020-08-15
4.750000
10000.00
10296.24
Corporate Debt Securities
BANK AMER CORP FR 5%051321
9DJT3UXIJIZJI4WXO774
2021-05-13
5.000000
25000.00
26138.03
Corporate Debt Securities
BANK AMER CORP FR 4%012225
9DJT3UXIJIZJI4WXO774
2025-01-22
4.000000
565000.00
587663.41
Corporate Debt Securities
BANK AMER CORP VR 102116-102122
9DJT3UXIJIZJI4WXO774
2022-10-21
3.771500
650000.00
660693.17
Corporate Debt Securities
HYUNDAI CAP SVCS INC FR 3%082922
549300MALMDAGL2ZJJ27
2022-08-29
3.000000
125000.00
125267.08
Corporate Debt Securities
WESTERN UN CO SR GLBL NT6.2%36
28ID94QU1140NC23S047
2036-11-17
6.200000
7000.00
7404.03
Corporate Debt Securities
WILLIS-KNIGHTON MED CTR SR GLBL SINK 48
2048-09-01
4.813000
110000.00
129525.97
Corporate Debt Securities
ZIMMER BIOMET HLDGS INC SR GLBL FL NT 21
2P2YLDVPES3BXQ1FRB91
2021-03-19
3.375250
480000.00
482637.24
Corporate Debt Securities
ONTARIO TEACHERS FINANCE TRUST SR GLBL REGS 21
635400ZZE5J8OXXBBY26
2021-04-16
2.750000
1756000.00
1777214.43
Corporate Debt Securities
NOVA SCOTIA PROV CDA SR DEB 8.75%22
5493002W033HJBDP3481
2022-04-01
8.750000
13000.00
15304.51
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD3.2%24
C7PVKCRGLG18EBQGZV36
2024-05-16
3.200000
524000.00
546099.41
Corporate Debt Securities
NEW BRUNSWICK PROV CDA SR GLBL BD 28
549300POZA55ZTGSOU44
2028-02-24
3.625000
90000.00
97359.00
Corporate Debt Securities
NEWFOUNDLAND PROV CDA SR DEB 9%21
549300CLWWW48GTPOJ49
2021-10-15
9.000000
2000.00
2304.94
Corporate Debt Securities
NISSAN MTR ACCEP CORP VR 091416-091319
7D6DIU2QXTUJRFNNJA49
2019-09-13
3.128250
180000.00
181359.86
Corporate Debt Securities
MONTEFIORE MED CTR NEW YORK -2018C SNK BD 48
2048-11-01
5.246000
2825000.00
3079238.54
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
880000.00
877765.04
Corporate Debt Securities
MORGAN STANLEY VR 102416-102423
IGJSJL3JD5P30I6NJZ34
2023-10-24
3.981130
100000.00
102118.17
Corporate Debt Securities
WELLS FARGO CAP X EXT JR SB NT 86
2086-12-01
5.950000
1431000.00
1679780.54
Corporate Debt Securities
WELLTOWER INC SR GLBL NT 28
T6IZ0MBEG5ACZDTR7D06
2028-04-15
4.250000
2799000.00
2953091.95
Corporate Debt Securities
VIRGINIA ELEC & PWR CO SR GLBL A NT6%37
CQKUMNNZVDJLRYV2PT43
2037-05-15
6.000000
750000.00
943395.00
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL FL NT 24
213800TB53ELEUKM7Q61
2024-01-16
3.591000
180000.00
180509.17
Corporate Debt Securities
WELLS FARGO CO NEW SR GLBL NT2.5%21
PBLD0EJDB5FWOLXP3B76
2021-03-04
2.500000
200000.00
200472.44
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL FL NT 25
2S72QS2UO2OESLG6Y829
2025-05-15
3.618000
170000.00
171152.26
Corporate Debt Securities
VIACOM INC NEW SR GLBL NT 43
X0ST5BPF0CZG9FE5OV61
2043-03-15
4.375000
5145000.00
4770055.98
Corporate Debt Securities
VIACOM INC NEW SR DEB 5.85%43
X0ST5BPF0CZG9FE5OV61
2043-09-01
5.850000
360000.00
405116.10
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS VR 102617-020121
549300DRQQI75D2JP341
2021-02-01
2.799000
150000.00
150114.38
Corporate Debt Securities
BGC PARTNERS INC CR SEN SR GLBL23
TF1LXM1YNB81WKUH5G19
2023-07-24
5.375000
490000.00
517936.12
Corporate Debt Securities
BPCE S A FR 3.25%011128
9695005MSX1OYEMGDF46
2028-01-11
3.250000
250000.00
249884.65
Corporate Debt Securities
AVALONBAY CMNTYS INC MTN BE FR 3.45%060125
K9G90K85RBWD2LAGQX17
2025-06-01
3.450000
1230000.00
1282956.62
Corporate Debt Securities
AXA EQUITABLE HLDGS INC SR GLBL NT 5%48
549300FIBAKMNHPZ4009
2048-04-20
5.000000
186000.00
186666.91
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS VR 120814-011520
549300DRQQI75D2JP341
2020-01-15
3.311750
40000.00
40299.27
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS FR 2.05%051021
549300DRQQI75D2JP341
2021-05-10
2.050000
13000.00
12866.61
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS VR 122716-061520
549300DRQQI75D2JP341
2020-06-15
3.180880
61000.00
62117.46
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 6.4%20
ODVCVCQG2BP6VHV36M30
2020-12-15
6.400000
740000.00
801674.07
Corporate Debt Securities
ANALOG DEVICES INC SR GLBL NT3.5%26
GYVOE5EZ4GDAVTU4CQ61
2026-12-05
3.500000
55000.00
56042.46
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.6%041548
549300CRGMZK3K53BF92
2048-04-15
4.600000
235000.00
231362.20
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.75%041558
549300CRGMZK3K53BF92
2058-04-15
4.750000
1449000.00
1440939.94
Corporate Debt Securities
WELLS FARGO CO MTN BE SR NT 4.6%21
PBLD0EJDB5FWOLXP3B76
2021-04-01
4.600000
2386000.00
2481556.65
Corporate Debt Securities
WELLS FARGO CO MTN BE FR 4.125%081523
PBLD0EJDB5FWOLXP3B76
2023-08-15
4.125000
14000.00
14745.24
Corporate Debt Securities
MACYS RETAIL HLDGS INC GTD SR NT 4.3%43
549300JMONK27O4SQQ19
2043-02-15
4.300000
75000.00
59352.12
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR GLBL NT4.5%34
549300JMONK27O4SQQ19
2034-12-15
4.500000
1000000.00
887665.00
Corporate Debt Securities
MANITOBA PROV CDA SR DEB 8.8%20
5493003QILFOB3JRKE30
2020-01-15
8.800000
140000.00
149930.20
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
866000.00
908090.49
Corporate Debt Securities
METLIFE INC -C 5.25%
C4BXATY60WC6XEOZDX54
2099-12-29
5.250000
63000.00
65118.85
Corporate Debt Securities
MITSUBISHI UFJ FINL GROUP INC SR GLBL FL NT 22
353800V2V8PUY9TK3E06
2022-07-25
3.370250
765000.00
770630.59
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR NT 4.375%46
5493003STKEZ2S0RNU91
2046-06-01
4.375000
449000.00
408326.65
Corporate Debt Securities
LEGG MASON INC SR GLBL NT 44
OWUNCC6U1ZJXMZKFBJ36
2044-01-15
5.625000
119000.00
128892.92
Corporate Debt Securities
LLOYDS BKG GROUP PLC SR GLBL NT 27
549300PPXHEU2JF0AM85
2027-01-11
3.750000
1679000.00
1676328.99
Corporate Debt Securities
LOWES COS INC SR NT 4.65%42
WAFCR4OKGSC504WU3E95
2042-04-15
4.650000
400000.00
416321.00
Corporate Debt Securities
JPMORGAN CHASE & CO SUB GLBL NT 23
8I5DZWZKVSZI1NUHU748
2023-05-01
3.375000
25000.00
25485.22
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 2.95%26
8I5DZWZKVSZI1NUHU748
2026-10-01
2.950000
108000.00
106763.91
Corporate Debt Securities
JPMORGAN CHASE & CO SR FLT NT 23
8I5DZWZKVSZI1NUHU748
2023-10-24
3.811130
165000.00
168038.80
Corporate Debt Securities
JPMORGAN CHASE & CO SUB NT 3.625%27
8I5DZWZKVSZI1NUHU748
2027-12-01
3.625000
18000.00
18399.50
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 20
549300PDHUGWPWGOT525
2020-02-15
6.850000
299000.00
313049.76
Corporate Debt Securities
AT&T INC 5.15%46
549300Z40J86GGSTL398
2046-11-15
5.150000
403000.00
419896.11
Corporate Debt Securities
ACE CAP TR II JR SB DEB 9.7%30
2030-04-01
9.700000
2000000.00
2861794.44
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR NT 4.375%42
549300GHBMY8T5GXDE41
2042-03-15
4.375000
750000.00
809260.94
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 25
549300GHBMY8T5GXDE41
2025-07-15
3.750000
930000.00
984723.53
Corporate Debt Securities
VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 26
32SXKSJ72K64GM3HOU64
2026-01-15
4.125000
650000.00
687380.69
Corporate Debt Securities
AON PLC SR NT 4.25%42
VVT2B79I2Z4U3R6BY589
2042-12-12
4.250000
144000.00
143155.20
Corporate Debt Securities
AON PLC SR GLBL NT 25
VVT2B79I2Z4U3R6BY589
2025-12-15
3.875000
1561000.00
1648385.43
Corporate Debt Securities
AT&T INC SR GLBL NT6.3%38
549300Z40J86GGSTL398
2038-01-15
6.300000
792000.00
952510.68
Corporate Debt Securities
UNITED TECHNOLOGIES CORP SR GLBL NT 46
I07WOS4YJ0N7YRFE7309
2046-11-01
3.750000
550000.00
523352.96
Corporate Debt Securities
UNITED TECHNOLOGIES CORP 3.35%21
I07WOS4YJ0N7YRFE7309
2021-08-16
3.350000
973086.00
997839.15
Corporate Debt Securities
UNITED TECHNOLOGIES CORP 3.65%23
I07WOS4YJ0N7YRFE7309
2023-08-16
3.650000
1000000.00
1043954.44
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR GLBL NT6.5%38
549300W70ZOQDVLCHY06
2038-06-15
6.500000
580000.00
759128.17
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR GLBL NT3.9%26
5493006LL0CKP8WQW329
2026-07-15
3.900000
235000.00
238505.02
Corporate Debt Securities
SASKATCHEWAN PROV CDA SR DEB 8.5%22
549300FKDIB7OJMBSP83
2022-07-15
8.500000
36000.00
43326.54
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 21
213800ITMMKU4Z7I4F78
2021-05-10
1.875000
595000.00
588937.94
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M BD-2013D 43
9R1Z5I36FERIBVKW4P77
2043-10-01
4.650000
125000.00
129892.60
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3.1%040522
549300RIPPWJB5Z0FK07
2022-04-05
3.100000
23000.00
23071.21
Corporate Debt Securities
INDIANTOWN COGENERATION L P 1ST MTG 9.77%20
2020-12-15
9.770000
100000.00
14413.66
Corporate Debt Securities
JPMORGAN CHASE & CO ALT TIER I PERP
8I5DZWZKVSZI1NUHU748
2049-01-01
6.052750
7000.00
7075.47
Corporate Debt Securities
HEWLETT PACKARD ENTERPRISE CO SR GLBL NT 45
549300BX44RGX6ANDV88
2045-10-15
6.350000
14000.00
14975.62
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 8.25%27
6THEVG93PYJH84S4D167
2027-01-15
8.250000
3500000.00
4872061.25
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 9.4%21
6THEVG93PYJH84S4D167
2021-02-01
9.400000
70000.00
79961.16
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 8.4%22
6THEVG93PYJH84S4D167
2022-01-15
8.400000
1539000.00
1814927.31
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 26
MLU0ZO3ML4LN2LL2TL39
2026-11-23
4.375000
765000.00
788516.63
Corporate Debt Securities
HALFMOON PARENT INC SR GLBL 144A 21
549300VIWYMSIGT1U456
2021-09-17
3.264630
57000.00
57398.47
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.5%25
784F5XWPLTWKTBV3E584
2025-01-23
3.500000
500000.00
510628.61
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 3.75%25
784F5XWPLTWKTBV3E584
2025-05-22
3.750000
2000.00
2042.51
Corporate Debt Securities
EQT CORP SR NT 4.875%21
4NT01YGM4X7ZX86ISY52
2021-11-15
4.875000
250000.00
261027.81
Corporate Debt Securities
CITIGROUP FDG INC RETAIL MTNS SR GLBL G STP 36
6SHGI4ZSSLCXXQSBB395
2036-07-29
3.000000
10000.00
9453.13
Corporate Debt Securities
CISCO SYS INC SR GLBL NT2.6%23
8E6NF1YAL0WT6CWXXV93
2023-02-28
2.600000
975000.00
984764.08
Corporate Debt Securities
BPCE SR NON PFD MED TM NT 144A VR 052217-052222
9695005MSX1OYEMGDF46
2022-05-22
3.743380
1000000.00
1009025.84
Corporate Debt Securities
JUNIPER NETWORKS INC SR NT 5.95%41
AUHIXNGG7U2U7JEHM527
2041-03-15
5.950000
45000.00
48048.11
Corporate Debt Securities
ALIMENTATION COUCHE TARD INC SR GLBL 144A 47
549300OSW32RVX8CCZ87
2047-07-26
4.500000
518000.00
515896.92
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 38
549300GHBMY8T5GXDE41
2038-02-15
6.875000
24000.00
33769.25
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3%031821
549300RIPPWJB5Z0FK07
2021-03-18
3.000000
4000.00
4025.88
Corporate Debt Securities
HBOS PLC SUB MTN 144A FR 6%110133
213800RS21X7UUH5QU25
2033-11-01
6.000000
1718000.00
1967115.73
Corporate Debt Securities
HARTFORD FINL SVCS GROUP INC SR NT 6.625%40
IU7C3FTM7Y3BQM112U94
2040-03-30
6.625000
41000.00
52781.01
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL D STP 36
784F5XWPLTWKTBV3E584
2036-11-10
3.250000
50000.00
45455.28
Corporate Debt Securities
SOUTHERN CO SR GLBL NT 36
549300FC3G3YU2FBZD92
2036-07-01
4.250000
268000.00
272588.23
Corporate Debt Securities
RECKITT BENCKISER TREAS SVCS SR GLBL 144A 22
213800LAXWIUOOBZ3908
2022-06-24
3.161500
10401241.00
10419795.80
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL FL NT 20
5493008B6JBRUJ90QL97
2020-01-15
4.156750
24000.00
24292.35
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.3%021525
784F5XWPLTWKTBV3E584
2025-02-15
5.300000
10000.00
10874.88
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 4.5%091520
784F5XWPLTWKTBV3E584
2020-09-15
4.500000
15000.00
15280.73
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL FL NT 20
UDSQCVRUX5BONN0VY111
2020-06-12
3.386630
200000.00
201091.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 3.5%081520
784F5XWPLTWKTBV3E584
2020-08-15
3.500000
55000.00
55471.26
Corporate Debt Securities
MORGAN STANLEY D W DISC SRMTNS SR NT FLT 19
IGJSJL3JD5P30I6NJZ34
2019-11-30
4.023750
10000.00
10025.00
Corporate Debt Securities
Y
2019-07-05
2019-07-05
2019-07-24
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0264
249995165.00
249995165.00
0.0026
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0K0WZ9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC024NG R19F024
2049-05-25
3.000000
5348691.00
5350560.67
Agency Collateralized Mortgage Obligation
FNRM RC027HT R19F027
2049-06-25
3.500000
18116830.00
18539666.75
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-01-15
2.839630
10500000.00
2587950.69
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.879750
2740751.00
2619770.59
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-11-25
4.468930
86567.00
76163.08
Agency Collateralized Mortgage Obligation
GNRA 2009-067 FA
549300M8ZYFG0OCMTT87
2039-08-16
3.387630
50000000.00
1910794.16
Agency Collateralized Mortgage Obligation
GNRA 2015-142 YF
549300M8ZYFG0OCMTT87
2045-10-20
2.690630
3067759.00
1417321.91
Agency Collateralized Mortgage Obligation
GNRA 2017-26 W
549300M8ZYFG0OCMTT87
2046-08-20
6.962740
450090.00
268917.39
Agency Collateralized Mortgage Obligation
GNRA 2018-061 FA
549300M8ZYFG0OCMTT87
2048-04-20
2.740630
2089687.00
1850533.51
Agency Collateralized Mortgage Obligation
GNRA 2018-145 LF
549300M8ZYFG0OCMTT87
2048-10-20
2.740630
79583.00
56930.78
Agency Collateralized Mortgage Obligation
GNRA 2019-01 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.890630
992120.00
970803.05
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-063 1A1 20450225 FLT
2045-02-25
3.460040
18.00
1.25
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-066 2A1 20360125 FLT
2036-01-25
4.300260
1.00
0.10
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-067 1A1C 20360325 FLT
2036-03-25
3.955330
2.00
0.16
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2047-12-15
3.500000
1159438.00
1037094.74
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2043-02-15
4.500000
1190088.00
1006313.11
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2056-08-15
2.839630
2864998.00
2699519.63
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2056-08-15
2.839630
1924157.00
1788210.71
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2040-05-15
4.654160
208771.00
184091.12
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2028-07-15
6.500000
12053966.00
296430.45
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-12-25
2.909750
2252832.00
215922.62
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
32097085.00
13669497.16
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
3905222.00
1016363.14
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
18480120.00
15608107.02
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-11-25
2.929750
1450000.00
958777.69
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-09-25
2.729750
1749744.00
1621389.30
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-08-25
2.729750
2636000.00
2328290.66
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-05-25
2.929750
1423482.00
218457.78
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-25
2.929750
4090407.00
306705.48
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
45924963.00
17726940.77
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
21902621.00
9173459.27
Agency Collateralized Mortgage Obligation
FNRM RC072NA R13F072
2042-08-25
2.500000
44068750.00
16332961.99
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
12310767.00
5198086.28
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-03-15
2.989630
9597827.00
5160463.68
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2041-12-15
4.500000
112047.00
7528.17
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2041-05-15
2.889630
1099553.00
269926.04
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-01-15
2.851500
5747618.00
2558357.37
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-07-15
4.500000
5431371.00
4797971.41
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-05-15
4.500000
13661084.00
12173059.72
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-02-25
2.879750
3886602.00
3875372.04
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-04-25
2.929750
1223299.00
1222128.10
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.279750
25441.00
769.80
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2036-12-15
3.139630
13449008.00
419982.52
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2040-11-15
2.939630
478230.00
115643.94
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLCA0489
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
50500000.00
46351042.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2627
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
1334032.00
1361388.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8470
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
62543232.00
45135916.80
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH9451
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
4514098.00
871092.81
Agency Mortgage-Backed Securities
04.500 FGPC Q57235 G
2048-07-01
4.500000
1144218.00
1192602.73
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ4363
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.000000
1319281.00
355595.45
Agency Mortgage-Backed Securities
03.000 FGPC J38689 G
2033-03-01
3.000000
900058.00
787849.91
Agency Mortgage-Backed Securities
04.000 FGPC J39471 G
2033-09-01
4.000000
45937.00
44534.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1776
2049-03-01
3.500000
1000.00
1004.14
Agency Mortgage-Backed Securities
FNMS 06.000 CL842300
B1V7KEBTPIMZEU4LTD58
2035-09-01
6.000000
1078.00
84.89
Agency Mortgage-Backed Securities
03.500 FGPC Q62637 G
2048-12-01
3.500000
23355764.00
23533934.18
Agency Mortgage-Backed Securities
04.000 FGPC Q62012 G
2049-03-01
4.000000
514011.00
536028.13
Agency Mortgage-Backed Securities
03.000 FGPC U70543 G
2028-07-01
3.000000
4231309.00
1302927.45
Agency Mortgage-Backed Securities
04.000 FGPC Q08174 G
2042-05-01
4.000000
1475072.00
467373.33
Agency Mortgage-Backed Securities
03.000 FGPC U40802 G
2028-05-01
3.000000
1313090.00
729586.62
Agency Mortgage-Backed Securities
03.500 FGPC Q11130 G
2042-09-01
3.500000
17676703.00
8659929.87
Agency Mortgage-Backed Securities
FNMS 03.000 ZI310127
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
3076010.00
1089368.44
Agency Mortgage-Backed Securities
03.500 FGPC G61546 G
2044-01-01
3.500000
1984822.00
1851835.90
Agency Mortgage-Backed Securities
04.000 FGPC G61647 G
2048-10-01
4.000000
759329.00
758938.90
Agency Mortgage-Backed Securities
06.500 FGPC G61857 G
2036-07-01
6.500000
1799960.00
1941782.81
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0152
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
2663611.00
2061076.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.055000
1362149.00
1025020.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH6857
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1400000.00
1322092.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7059
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
3716657.00
3456583.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8329
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
8854345.00
8669469.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5097
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
120000.00
43593.97
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL6702
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
2000000.00
787985.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8076
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
19794951.00
14454225.61
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.378000
8177034.00
2631115.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9920
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
375278.00
346591.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8112
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
45597139.00
31941914.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9151
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
1047956.00
581222.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL0194
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
880000.00
319415.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2621
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.461000
20400.00
4278.54
Agency Mortgage-Backed Securities
FNMS 03.000 CWAL4226
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
40265026.00
15103258.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4927
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
61000000.00
31502840.41
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.654000
194293.00
133824.21
Agency Mortgage-Backed Securities
FMAR 2B7359 G
2049-03-01
3.666000
4814102.00
4275955.95
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK4880
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
7576898.00
6849816.82
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK4941
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
5213841.00
5066155.22
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK7195
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
3057586.00
2820347.37
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7973
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
3614829.00
3621640.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7296
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
3277799.00
3494370.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1465303.00
1436768.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9424
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
8303941.00
7694762.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ0798
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7324520.00
6880328.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6839
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
929966.00
964399.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7726
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.827000
5384338.00
5554758.85
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ8846
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
1011400.00
1004842.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK3184
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
420101.00
409269.24
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0092
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
24456704.00
19667463.38
Agency Mortgage-Backed Securities
04.000 FGPC V83908 G
2048-01-01
4.000000
15169.00
14041.47
Agency Mortgage-Backed Securities
04.500 FGPC Q48769 G
2047-05-01
4.500000
1136874.00
1038331.83
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
106003633.00
110950340.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE0465
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
1271150.00
1095861.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2741
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
16660267.00
16726678.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3768
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
6219712.00
5630796.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3776
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
2966754.00
2414059.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE3777
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
11556841.00
10656862.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1308
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.813000
2132122.00
161210.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2835
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
4832188.00
3545633.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1152
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
7495295.00
5579901.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD3719
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
8822128.00
5477425.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW3581
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
34753539.00
13482466.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX9267
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
7663255.00
4915273.31
Agency Mortgage-Backed Securities
04.000 FGPC Q58547 G
2048-09-01
4.000000
5066496.00
5261404.87
Agency Mortgage-Backed Securities
04.000 FGPC Q58813 G
2048-10-01
4.000000
5086428.00
5288709.59
Agency Mortgage-Backed Securities
04.500 FGPC Q59062 G
2048-10-01
4.500000
34515876.00
36164344.33
Agency Mortgage-Backed Securities
04.000 FGPC Q59108 G
2048-09-01
4.000000
1022636.00
1039899.24
Agency Mortgage-Backed Securities
04.000 FGPC Q59633 G
2048-11-01
4.000000
7035.00
6914.76
Agency Mortgage-Backed Securities
04.500 FGPC G61458 G
2048-06-01
4.500000
4046659.00
3863817.82
Agency Mortgage-Backed Securities
04.000 FGPC Q58085 G
2048-08-01
4.000000
4309710.00
4291266.54
Agency Mortgage-Backed Securities
04.000 FGPC Q57339 G
2048-07-01
4.000000
3793076.00
3730203.13
Agency Mortgage-Backed Securities
04.500 FGPC Q57862 G
2048-08-01
4.500000
8779280.00
8924395.88
Agency Mortgage-Backed Securities
05.500 FGPC Q58931 G
2048-09-01
5.500000
1470664.00
1585056.19
Agency Mortgage-Backed Securities
05.000 FGPC Q58227 G
2048-09-01
5.000000
283119.00
257397.54
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
924677.00
800510.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109724
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.760000
1805019.00
1949765.88
Agency Mortgage-Backed Securities
FNMS 03.000 CQAS8542
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.000000
613305.00
441377.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT0852
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
2595627.00
1149501.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT0370
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
7694195.00
5060947.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU5874
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
116000.00
58476.16
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU7549
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
1524093.00
503472.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV6723
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.663000
2412694.00
494567.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0774
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
10587111.00
6272545.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2892
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
60000015.00
35113211.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6184
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
34639630.00
25765585.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6223
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
53968736.00
39396233.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
30242776.00
22665945.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8121
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
10642383.00
8645612.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH2893
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
1071.00
209.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH4835
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
26769754.00
3987676.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH7804
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.714000
5523641.00
847663.19
Agency Mortgage-Backed Securities
FNMS 04.500 CIAH8790
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.500000
675553.00
27180.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI6950
B1V7KEBTPIMZEU4LTD58
2042-05-01
2.903000
3654622.00
908134.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2527
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.585000
29100483.00
1497684.98
Agency Mortgage-Backed Securities
FNMS 02.500 CJMA1351
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
3098631.00
1143644.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
247339752.00
247068896.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1624
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.775000
13293699.00
363091.15
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
25276319.00
23477096.46
Agency Mortgage-Backed Securities
GNII SF MA5652 M
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
9158210.00
9403291.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ2609
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
1498146.00
994024.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9170
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
465967.00
483594.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.770000
1586431.00
1708104.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1043
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
676036.00
550245.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.970000
1187936.00
1219419.87
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5983
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.960000
91932.00
94300.78
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO7538
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
1673751.00
316840.73
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP3074
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
12788402.00
5760947.98
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP6222
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
2582.00
839.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4549
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.696000
4460031.00
4598308.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2335
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
32463936.00
33127100.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3204
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
882394.00
863959.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LB971852
B1V7KEBTPIMZEU4LTD58
2038-02-01
4.610000
11639575.00
225868.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3153
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
20347572.00
18879426.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
9199840.00
8684632.46
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM4867
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
14388382.00
14257702.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5136
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
7134117.00
7153789.15
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN1279
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
429118.00
441063.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3089
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.859000
8501947.00
8500146.07
Agency Mortgage-Backed Securities
03.000 FGPC J28272 G
2029-05-01
3.000000
152846.00
92152.19
Agency Mortgage-Backed Securities
03.500 FGPC Q17983 G
2043-05-01
3.500000
1300004.00
658409.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7052
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
3397281.00
3129567.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1832
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
33938213.00
31095700.39
Agency Mortgage-Backed Securities
Y
2019-06-07
2019-06-07
2019-06-13
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0240
1270000000.00
1270000000.00
0.0133
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0K24K9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2040-05-15
4.654160
1555449.00
1371571.49
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-12-15
4.000000
1000.00
1008.62
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-10-15
2.851500
26957.00
12410.76
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-07-15
4.500000
529674.00
467904.09
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-05-15
4.500000
207299.00
184719.10
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-10-15
4.500000
43064147.00
37718084.97
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-12-15
4.000000
5984600.00
6011496.79
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
989237.00
417694.47
Agency Collateralized Mortgage Obligation
FNRM RC073KA R13F073
2042-10-25
3.000000
4377613.00
1864336.54
Agency Collateralized Mortgage Obligation
FNRM RC080AC R13F080
2039-07-25
4.000000
37562439.00
9775904.84
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
4378375.00
3697927.59
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
2.779750
1000.00
900.54
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
1449310.00
559430.66
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
731637.00
306431.01
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
2.969750
4664523.00
260610.35
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLAB2385
B1V7KEBTPIMZEU4LTD58
2041-01-01
5.500000
1086815.00
392680.99
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC7463
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
1007813.00
175324.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2171
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
239794.00
209398.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD3922
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
426108.00
306302.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5276
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
325338.00
304008.10
Agency Mortgage-Backed Securities
FNMS 05.500 CL728977
B1V7KEBTPIMZEU4LTD58
2033-09-01
5.500000
4007499.00
297107.71
Agency Mortgage-Backed Securities
FNMS 05.500 CL771058
B1V7KEBTPIMZEU4LTD58
2033-01-01
5.500000
2246434.00
155982.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX4218
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.500000
1062905.00
460734.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU5544
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.500000
996709.00
478426.49
Agency Mortgage-Backed Securities
03.500 FGPC Q05631 G
2042-01-01
3.500000
1916.00
681.69
Agency Mortgage-Backed Securities
04.500 FGPC Q05869 G
2042-01-01
4.500000
1527611.00
144506.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL930264
B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
1749075.00
104406.98
Agency Mortgage-Backed Securities
FNMS 06.000 CL928824
B1V7KEBTPIMZEU4LTD58
2037-11-01
6.000000
2938210.00
88221.22
Agency Mortgage-Backed Securities
FNMS 06.000 CL930261
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
2372678.00
124910.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2627
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
76171.00
77733.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3128
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
161155.00
162451.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO1771
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
602810.00
293331.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO1224
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.500000
1502052.00
1200848.01
Agency Mortgage-Backed Securities
04.500 FGPC Q63031 G
2049-04-01
4.500000
6409635.00
6874990.96
Agency Mortgage-Backed Securities
04.000 FGPC Q52071 G
2047-11-01
4.000000
222932.00
200878.19
Agency Mortgage-Backed Securities
03.500 FGPC Q52722 G
2047-12-01
3.500000
7314.00
6516.84
Agency Mortgage-Backed Securities
03.500 FGPC Q54814 G
2048-03-01
3.500000
5443936.00
5420452.18
Agency Mortgage-Backed Securities
04.000 FGPC Q55063 G
2048-04-01
4.000000
2572861.00
2474057.03
Agency Mortgage-Backed Securities
04.000 FGPC V62137 G
2033-08-01
4.000000
6692833.00
6267457.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0356
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
960000.00
454090.90
Agency Mortgage-Backed Securities
04.500 FGPC Q24325 G
2044-01-01
4.500000
547073.00
415618.85
Agency Mortgage-Backed Securities
04.000 FGPC Q27804 G
2044-08-01
4.000000
224998.00
120678.03
Agency Mortgage-Backed Securities
03.500 FGPC Q35714 G
2045-08-01
3.500000
314676.00
168626.67
Agency Mortgage-Backed Securities
05.000 FGPC Q60351 G
2048-11-01
5.000000
536368.00
576993.95
Agency Mortgage-Backed Securities
04.000 FGPC V82966 G
2047-02-01
4.000000
12342510.00
10850000.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX9302
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.500000
1027375.00
310272.23
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN0692
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
192851.00
206892.99
Agency Mortgage-Backed Securities
GNII SF BE3022 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
109849.00
110445.61
Agency Mortgage-Backed Securities
FNMS 05.500 CLAE1583
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
1506477.00
244749.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD7180
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.500000
1932667.00
328574.07
Agency Mortgage-Backed Securities
GNII SF AZ3549 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
1000.00
1006.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2154
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
236877.00
242327.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ2785
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
245830.00
223006.27
Agency Mortgage-Backed Securities
GNMI SF BH7848 X
549300M8ZYFG0OCMTT87
2048-06-15
5.000000
440494.00
470311.26
Agency Mortgage-Backed Securities
GNII SF BI3659 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1000.00
1010.78
Agency Mortgage-Backed Securities
GNII SF BM1272 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1040.00
1084.94
Agency Mortgage-Backed Securities
GNII SF BN6393 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
188128.00
195384.89
Agency Mortgage-Backed Securities
GNII SF AR3499 C
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
914483.00
525362.44
Agency Mortgage-Backed Securities
GNII SF AT7045 C
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
745989.00
357710.73
Agency Mortgage-Backed Securities
GNII FS MA5426 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
72330.00
74068.89
Agency Mortgage-Backed Securities
GNII SF MA5770 M
549300M8ZYFG0OCMTT87
2037-06-20
7.500000
79438.00
85461.04
Agency Mortgage-Backed Securities
GNII SF MA5873 M
549300M8ZYFG0OCMTT87
2049-03-20
2.500000
331785.00
326978.70
Agency Mortgage-Backed Securities
FMAR 2B6435 G
2047-08-01
2.879000
395178.00
270306.72
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.898000
978565.00
755670.43
Agency Mortgage-Backed Securities
FMAR 2B6883 G
2048-04-01
3.013000
214978.00
183050.89
Agency Mortgage-Backed Securities
FNAR XX.XXX WS995943
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.555000
24852976.00
3838920.60
Agency Mortgage-Backed Securities
FNAR XX.XXX S1995993
B1V7KEBTPIMZEU4LTD58
2036-05-01
4.282000
18437277.00
1247317.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD2002
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.502000
1677942.00
1139238.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE0381
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
574859.00
492972.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
633056.00
606674.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.332000
21959044.00
731503.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LB792070
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.331000
5039296.00
233467.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.230000
3441143.00
160055.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC7497
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
222920.00
189577.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1141
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.439000
3345446.00
560068.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ4530
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.577000
620466.00
98214.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ8398
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.894000
2000001.00
213789.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.459000
1500000.00
282949.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0042
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.489000
6894283.00
928738.03
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0312
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.623000
22743198.00
2695312.76
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL0373
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.567000
2000000.00
239614.05
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI1928
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
1856660.00
286049.63
Agency Mortgage-Backed Securities
04.000 FGPC Q26233 G
2044-05-01
4.000000
246547.00
152472.25
Agency Mortgage-Backed Securities
04.000 FGPC Q29915 G
2044-11-01
4.000000
1148957.00
576335.76
Agency Mortgage-Backed Securities
04.000 FGPC V83139 G
2047-04-01
4.000000
42359.00
37399.50
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
1211499.00
1048817.55
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
1711484.00
1650156.71
Agency Mortgage-Backed Securities
03.500 FGPC V84261 G
2048-05-01
3.500000
264075.00
252236.58
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
34116135.00
35414470.13
Agency Mortgage-Backed Securities
04.000 FGPC Q59633 G
2048-11-01
4.000000
111130.00
109230.59
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
15091840.00
9078024.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.813000
1618473.00
612012.02
Agency Mortgage-Backed Securities
FNAR XX.XXX WS304031
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.306000
35564430.00
209848.75
Agency Mortgage-Backed Securities
04.000 FGPC Q43263 G
2046-09-01
4.000000
5853.00
4558.68
Agency Mortgage-Backed Securities
FMAR 760027 G
2047-11-01
2.781000
4036972.00
2257666.29
Agency Mortgage-Backed Securities
04.500 FGPC G60962 G
2047-04-01
4.500000
1667907.00
1421112.11
Agency Mortgage-Backed Securities
04.000 FGPC G61172 G
2047-10-01
4.000000
2668471.00
2556812.18
Agency Mortgage-Backed Securities
03.500 FGPC G61546 G
2044-01-01
3.500000
288830.00
269477.95
Agency Mortgage-Backed Securities
06.500 FGPC G61857 G
2036-07-01
6.500000
925548.00
998473.96
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
138264.00
129230.13
Agency Mortgage-Backed Securities
04.500 FGPC Q57512 G
2048-07-01
4.500000
246371.00
250470.53
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
857402.00
369839.15
Agency Mortgage-Backed Securities
04.000 FGPC Q48561 G
2047-06-01
4.000000
409414.00
383166.47
Agency Mortgage-Backed Securities
04.000 FGPC G67705 G
2047-10-01
4.000000
19039434.00
17083969.77
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
2048-03-01
3.500000
81042.00
75927.50
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
84695.00
77680.75
Agency Mortgage-Backed Securities
FMAR 840668 G
2047-08-01
4.660000
6864783.00
3823397.59
Agency Mortgage-Backed Securities
FNAR XX.XXX WS593946
B1V7KEBTPIMZEU4LTD58
2028-06-01
5.140000
14750000.00
290431.83
Agency Mortgage-Backed Securities
FNAR XX.XXX WS620037
B1V7KEBTPIMZEU4LTD58
2035-01-01
2.375000
20790031.00
1006843.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1688
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.599000
4541958.00
281219.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV6907
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
845465.00
359074.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.369000
7361847.00
1327798.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6788
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
630000.00
537911.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7350
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
6701184.00
5289587.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7549
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
344316.00
291030.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7687
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
464836.00
373162.95
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.906000
1048852.00
838580.53
Agency Mortgage-Backed Securities
FMAR 2B7107 G
2048-09-01
3.561000
3918667.00
3339878.89
Agency Mortgage-Backed Securities
FNMS 03.500 CL890769
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
652484.00
535129.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
118440.00
106459.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0144
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
2437834.00
2208377.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0147
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
641978.00
580811.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
4439999.00
4266630.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1712
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
224985.00
230831.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
997669.00
948915.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
4541663.00
4431142.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1450435.00
1490940.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5642
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
64528.00
66947.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LB984167
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.655000
23023100.00
262627.21
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.652000
5204047.00
841133.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1986
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.182000
33589609.00
8700952.22
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.562000
10257929.00
4644673.26
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3203
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.211000
1800000.00
351880.71
Agency Mortgage-Backed Securities
FNAR XX.XXX WS895141
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.440000
4498985.00
325709.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LB897723
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.230000
12759178.00
539089.31
Agency Mortgage-Backed Securities
FNAR XX.XXX WS923269
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.793000
2396235.00
436364.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1565
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
7182.00
6591.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2320
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
83460.00
82354.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2716
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1004875.00
1035069.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3864
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
7414964.00
4536067.89
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
7535189.00
6492832.58
Agency Mortgage-Backed Securities
04.000 FGPC Q47747 G
2047-04-01
4.000000
1959098.00
1730829.13
Agency Mortgage-Backed Securities
03.500 FGPC Q08554 G
2042-06-01
3.500000
250841.00
126821.27
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5806
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.970000
3044.00
3124.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2304
B1V7KEBTPIMZEU4LTD58
2044-05-01
3.397000
1074293.00
150412.44
Agency Mortgage-Backed Securities
FNMS 02.500 CIAO4401
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.500000
1454876.00
391230.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
14173835.00
6305280.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5286
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.219000
7915000.00
1557363.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7041
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.473000
1210000.00
546051.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7564
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.597000
16071246.00
4416184.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.378000
8427057.00
2711565.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9920
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
1923144.00
1776138.63
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM5342
B1V7KEBTPIMZEU4LTD58
2024-02-01
3.590000
12450000.00
4895633.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8961
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
6425.00
5353.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT1126
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.272000
11849677.00
615275.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2237
B1V7KEBTPIMZEU4LTD58
2044-06-01
2.885000
1983277.00
327514.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2261
B1V7KEBTPIMZEU4LTD58
2044-09-01
2.750000
20134546.00
3314653.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW5119
B1V7KEBTPIMZEU4LTD58
2044-04-01
2.929000
17487499.00
4290769.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX0686
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.881000
15640520.00
5790203.34
Agency Mortgage-Backed Securities
FMAR 2B5662 G
2046-10-01
2.357000
400000.00
222976.20
Agency Mortgage-Backed Securities
FMAR 2B6071 G
2047-04-01
2.767000
5110242.00
2305978.96
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
25715788.00
8122646.70
Agency Mortgage-Backed Securities
FMAR 848721 G
2042-01-01
4.652000
1930598.00
156483.01
Agency Mortgage-Backed Securities
02.500 FGPC J21025 G
2027-11-01
2.500000
1795838.00
564688.01
Agency Mortgage-Backed Securities
FMAR 2B1549 G
2043-08-01
2.171000
17580309.00
6169065.77
Agency Mortgage-Backed Securities
FMAR 2B3292 G
2044-10-01
2.823000
25103074.00
7858761.85
Agency Mortgage-Backed Securities
FMAR 2B3313 G
2044-10-01
2.848000
16515536.00
3388292.77
Agency Mortgage-Backed Securities
FNAR XX.XXX WS333689
B1V7KEBTPIMZEU4LTD58
2022-08-01
2.416000
49177450.00
179493.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LB696155
B1V7KEBTPIMZEU4LTD58
2033-04-01
4.130000
5034283.00
354162.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW2046
B1V7KEBTPIMZEU4LTD58
2044-04-01
5.000000
29347.00
17040.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.669000
16566200.00
2871168.57
Agency Mortgage-Backed Securities
04.000 FGPC G07784 G
2044-07-01
4.000000
529454.00
271539.32
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
4.236000
20226707.00
1455898.20
Agency Mortgage-Backed Securities
FMAR 1B7323 G
2037-01-01
5.010000
10000000.00
563242.84
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
4.679000
10352577.00
336242.16
Agency Mortgage-Backed Securities
FMAR 1Q1676 G
2038-02-01
4.357000
2438811.00
834355.95
Agency Mortgage-Backed Securities
FMAR 1Q1077 G
2040-08-01
4.479000
606806.00
82120.14
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.654000
249230.00
171663.46
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.554000
5454278.00
1286834.98
Agency Mortgage-Backed Securities
FMAR 2B4218 G
2045-05-01
2.765000
17370639.00
6972981.95
Agency Mortgage-Backed Securities
FMAR 2B5309 G
2046-05-01
2.413000
9078260.00
4763300.18
Agency Mortgage-Backed Securities
FMAR 2B5343 G
2046-05-01
2.441000
7958121.00
2696578.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX7803
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
548998.00
356829.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN5816
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
1055597.00
1086144.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
8831255.00
8042431.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4775
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
574879.00
578358.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
5880665.00
5766149.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.770000
388557.00
418358.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
287492.00
271391.93
Agency Mortgage-Backed Securities
GNII SF BB4828 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
1000.00
1003.02
Agency Mortgage-Backed Securities
FNMS 07.000 NPAE0796
B1V7KEBTPIMZEU4LTD58
2038-11-01
7.000000
17359.00
587.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0635
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
175638.00
47244.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0753
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.697000
29850781.00
1299243.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8610
B1V7KEBTPIMZEU4LTD58
2039-12-01
4.810000
9752210.00
446381.69
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0641
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.000000
50000.00
9014.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
301258.00
275885.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH6995
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.651000
742500.00
752162.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1515
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
7388286.00
6657766.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
655062.00
637773.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1091021.00
1083642.02
Agency Mortgage-Backed Securities
GNMI SP 783471 X
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
4730.00
976.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0948
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.638000
6573886.00
5044402.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1565
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.196000
572586.00
437474.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9588
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
300000.00
264450.88
Agency Mortgage-Backed Securities
GNII SF BC1506 C
549300M8ZYFG0OCMTT87
2047-08-20
4.500000
62928.00
64198.34
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH8733
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1765938.00
307169.76
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH9421
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1543250.00
418483.58
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2889
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1446139.00
407546.77
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI3666
B1V7KEBTPIMZEU4LTD58
2041-05-01
5.500000
1500334.00
523034.66
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI4725
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1086893.00
341653.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL929845
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
14719.00
4992.61
Agency Mortgage-Backed Securities
03.500 FGPC Q11214 G
2042-09-01
3.500000
1554852.00
747802.82
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7514
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.500000
1340309.00
539587.33
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH8449
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
1622528.00
300652.13
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9719
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1770074.00
527904.59
Agency Mortgage-Backed Securities
GNMI SF 798441 X
549300M8ZYFG0OCMTT87
2042-05-15
4.500000
1033579.00
551384.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5023
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1492925.00
468077.30
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5024
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
2075068.00
520210.21
Agency Mortgage-Backed Securities
Y
2019-06-07
2019-06-07
2019-06-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0240
374000000.00
374000000.00
0.0039
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0K2HV1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL047PC R18F047
2047-09-25
3.500000
1316317.00
1281397.20
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
215455.00
83165.18
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.879750
2982866.00
2851198.31
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-03-25
2.879750
805370.00
761231.25
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-03-15
4.000000
2590167.00
2319528.38
Agency Collateralized Mortgage Obligation
GNRA 2010-025 FH
549300M8ZYFG0OCMTT87
2040-02-16
3.157630
25000000.00
3160403.89
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2040-05-15
4.654160
937648.00
826803.88
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.279750
41527540.00
1246269.75
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
4.719710
15021227.00
791370.99
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLCA3128
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
190315.00
191846.26
Agency Mortgage-Backed Securities
04.000 FGPC U90410 G
2042-11-01
4.000000
861422.00
370514.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2627
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
170071.00
173558.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7967
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
719055.00
712539.20
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO6756
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
1044322.00
564617.93
Agency Mortgage-Backed Securities
03.500 FGPC G61546 G
2044-01-01
3.500000
139148.00
129824.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9920
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
141197.00
130403.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9662
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
728671.00
642866.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
250226.00
236212.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5231
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.851000
8216114.00
8487685.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3260036.00
2967739.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0876
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
12056816.00
12229062.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
228749.00
224294.52
Agency Mortgage-Backed Securities
04.500 FGPC V85196 G
2049-03-01
4.500000
6055898.00
6369081.21
Agency Mortgage-Backed Securities
04.500 FGPC Q48769 G
2047-05-01
4.500000
1120083.00
1022996.25
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
67569.00
58495.76
Agency Mortgage-Backed Securities
04.500 FGPC V84386 G
2048-06-01
4.500000
7964646.00
7931505.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
2444494.00
2197225.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1877
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
22696378.00
22732120.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
104404989.00
104106228.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2835
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
477545.00
350400.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1152
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
2781285.00
2070538.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
11160016.00
10220107.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
48044042.00
44501638.38
Agency Mortgage-Backed Securities
04.000 FGPC Q05614 G
2042-01-01
4.000000
1516831.00
591226.72
Agency Mortgage-Backed Securities
Y
2019-06-07
2019-06-07
2019-06-19
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0240
235000000.00
235000000.00
0.0025
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.400000%
549300QJJX6CVVUXLE15
0001317808
ARP0K3BP8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLMA3414
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
1046656.00
1016432.62
Agency Mortgage-Backed Securities
GNII SF MA5930 M
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
4993.00
5134.13
Agency Mortgage-Backed Securities
GNII SF MA5465 M
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
419000.00
408759.81
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
21784500.00
21505321.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
100.00
100.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
6766700.00
6787338.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
182700.00
184368.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
21946100.00
22766486.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
698400.00
708691.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
24600.00
24823.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
6382200.00
6386257.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
189718400.00
246611360.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
77079500.00
82393772.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
1157800.00
1156432.25
U.S. Treasuries (including strips)
Y
2019-06-07
2019-06-07
2019-07-12
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0240
380999733.30
380999733.30
0.0040
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.400000%
549300QJJX6CVVUXLE15
0001317808
ARP0K3L93
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBH2675
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
51333000.00
47108149.78
Agency Mortgage-Backed Securities
GNII SF MA5465 M
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
1060160.00
1034250.12
Agency Mortgage-Backed Securities
04.000 FGPC Q58585 G
2048-09-01
4.000000
3872000.00
3779692.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
5083.00
774.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1000.00
959.45
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
274438656.00
141709246.71
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
62903360.00
56826843.12
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.500000
1930400.00
1954668.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
2586700.00
2974048.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
100.00
103.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
2.250000
95600.00
96118.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
243200.00
245495.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
1083900.00
1107254.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
2.375000
100.00
100.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-12
0.00
800.00
794.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
1451000.00
1937374.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
100.00
98.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
42572600.00
42585733.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
18038300.00
18085270.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
400.00
410.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
26791500.00
28479072.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
2.500000
1168900.00
1187202.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
101379800.00
113355441.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
2636300.00
2822972.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
293400.00
321430.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
1756100.00
1781234.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
100.00
99.94
U.S. Treasuries (including strips)
Y
2019-06-07
2019-06-07
2019-07-23
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0240
453997039.92
453997039.92
0.0047
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.410000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0K4FK3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBE7129
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
26271105.00
19229577.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1679
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
25230454.00
21537465.03
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5016
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.000000
40530000.00
37562297.50
Agency Mortgage-Backed Securities
03.500 FGPC G07317 G
2043-03-01
3.500000
50000000.00
22574825.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
22155064.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7484
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
23735206.00
23223617.53
Agency Mortgage-Backed Securities
03.500 FGPC Q52443 G
2047-11-01
3.500000
31090002.00
28294980.37
Agency Mortgage-Backed Securities
04.000 FGPC Q52723 G
2047-12-01
4.000000
30497905.00
28692333.13
Agency Mortgage-Backed Securities
03.500 FGPC Q55239 G
2048-04-01
3.500000
20468696.00
19789862.45
Agency Mortgage-Backed Securities
04.500 FGPC Q58596 G
2048-09-01
4.500000
27947440.00
28462463.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8167
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
30000000.00
20812385.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ9342
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
57528783.00
24354273.00
Agency Mortgage-Backed Securities
04.000 FGPC Q60873 G
2049-01-01
4.000000
22733694.00
23408758.58
Agency Mortgage-Backed Securities
03.000 FGPC Q43948 G
2046-10-01
3.000000
3615249.00
2993859.95
Agency Mortgage-Backed Securities
03.500 FGPC Q46151 G
2047-02-01
3.500000
47221445.00
39108124.75
Agency Mortgage-Backed Securities
04.000 FGPC Q50033 G
2047-08-01
4.000000
30767828.00
29540561.87
Agency Mortgage-Backed Securities
04.000 FGPC Q51387 G
2047-10-01
4.000000
31155042.00
29115861.16
Agency Mortgage-Backed Securities
04.000 FGPC Q52426 G
2047-11-01
4.000000
31703968.00
28894568.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
60355000.00
28645113.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6597
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
73057000.00
37145459.41
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
25000000.00
23909695.08
Agency Mortgage-Backed Securities
04.000 FGPC C91761 G
2034-05-01
4.000000
50000000.00
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Agency Mortgage-Backed Securities
05.000 FGPC G31106 G
2031-09-01
5.000000
23821068.00
21014212.23
Agency Mortgage-Backed Securities
04.000 FGPC V81321 G
2044-08-01
4.000000
30193779.00
20456382.33
Agency Mortgage-Backed Securities
04.000 FGPC Q39439 G
2046-03-01
4.000000
36245233.00
25494164.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1391
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
38648716.00
35138006.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2535
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
28500000.00
29342580.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2798
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
24999919.00
26078007.42
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2858
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
30000000.00
30042206.02
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0668
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.500000
125999427.00
23454072.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
40907217.00
37461967.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7485
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
20335638.00
20253538.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6231
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
12505183.00
12714770.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0873
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
25405633.00
24397410.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0622
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
40179354.00
35078613.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1219
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
40460117.00
39472282.11
Agency Mortgage-Backed Securities
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0241
914000000.00
914000000.00
0.0095
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.420000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0K4FY3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLBD4757
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.500000
46129.00
40219.77
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6680
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.370000
55228032.00
56497577.18
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7296
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.120000
125000.00
129287.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ7791
B1V7KEBTPIMZEU4LTD58
2044-04-01
3.500000
3720352.00
3797871.79
Agency Mortgage-Backed Securities
FNMS 03.500 CKBM4089
B1V7KEBTPIMZEU4LTD58
2043-12-01
3.500000
11657920.00
10811847.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5402
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
78236.00
79144.53
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO0614
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
177525.00
182639.40
Agency Mortgage-Backed Securities
FNMS 05.500 CL783883
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
1855204.00
91899.91
Agency Mortgage-Backed Securities
FNAR XX.XXX WN784135
B1V7KEBTPIMZEU4LTD58
2035-11-01
5.240000
1180000.00
85125.38
Agency Mortgage-Backed Securities
FNMS 02.500 CLBC7931
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.500000
539289.00
451858.73
Agency Mortgage-Backed Securities
FNMS 02.500 CLBE3909
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
52771.00
46041.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1958
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
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Agency Mortgage-Backed Securities
03.500 FGPC U93235 G
2047-03-01
3.500000
1097072.00
880656.65
Agency Mortgage-Backed Securities
04.000 FGPC Q55118 G
2048-04-01
4.000000
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6115900.19
Agency Mortgage-Backed Securities
05.000 FGPC Q59723 G
2048-11-01
5.000000
3218888.00
3216071.79
Agency Mortgage-Backed Securities
03.500 FGPC G61721 G
2046-11-01
3.500000
10605000.00
10239340.49
Agency Mortgage-Backed Securities
03.500 FGPC G61980 G
2047-09-01
3.500000
19060288.00
19368501.66
Agency Mortgage-Backed Securities
GNPL PN BM1003
549300M8ZYFG0OCMTT87
2054-03-15
4.000000
11612200.00
12467268.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2652
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
5455376.00
4535070.63
Agency Mortgage-Backed Securities
FMAR 840725 G
2041-11-01
4.672000
125067776.00
77116681.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109631
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.710000
7298000.00
7845997.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD4477
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
1223192.00
826319.23
Agency Mortgage-Backed Securities
FNMS 05.000 CL934272
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.000000
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10936.32
Agency Mortgage-Backed Securities
FNMS 06.000 CL946753
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
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46009.32
Agency Mortgage-Backed Securities
FNMS 05.500 CL968080
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
598545.00
35931.14
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
14221440.00
13858493.99
Agency Mortgage-Backed Securities
GNII SF MA5876 M
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
121682176.00
125848305.43
Agency Mortgage-Backed Securities
04.000 FGPC G08847 G
2048-11-01
4.000000
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128724.03
Agency Mortgage-Backed Securities
GNII SF 003850 M
549300M8ZYFG0OCMTT87
2036-05-20
5.000000
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18854.64
Agency Mortgage-Backed Securities
FNMS 05.500 CL759156
B1V7KEBTPIMZEU4LTD58
2034-01-01
5.500000
21932160.00
1279574.83
Agency Mortgage-Backed Securities
FNMS 05.000 CT255271
B1V7KEBTPIMZEU4LTD58
2024-06-01
5.000000
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Agency Mortgage-Backed Securities
GNII SF 003964 M
549300M8ZYFG0OCMTT87
2037-03-20
5.000000
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2344.94
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD0249
B1V7KEBTPIMZEU4LTD58
2037-04-01
5.500000
374000.00
24133.12
Agency Mortgage-Backed Securities
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0242
355000000.00
355000000.00
0.0037
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.470000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K4NA6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CLZM1080
2046-05-01
3.500000
30000.00
20645.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3897
2047-08-01
3.500000
12598.00
11189.09
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
2047-08-01
3.500000
25925.00
23808.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5963
2048-03-01
3.500000
1219752.00
1142411.47
Agency Mortgage-Backed Securities
04.500 FGPC B18620 G
2020-06-01
4.500000
11563488.00
56643.30
Agency Mortgage-Backed Securities
02.500 FGPC J23532 G
2028-05-01
2.500000
1101834.00
490117.14
Agency Mortgage-Backed Securities
03.500 FGPC J29065 G
2029-08-01
3.500000
4129320.00
1416047.84
Agency Mortgage-Backed Securities
06.000 FGPC A52325 G
2036-09-01
6.000000
1091418.00
34221.10
Agency Mortgage-Backed Securities
06.500 FGPC A66142 G
2037-09-01
6.500000
15581520.00
2039184.29
Agency Mortgage-Backed Securities
04.500 FGPC G04773 G
2038-09-01
4.500000
1803454.00
66527.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ0625
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
78941696.00
77238958.85
Agency Mortgage-Backed Securities
GNII SF BF8816 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
3155050.00
3277910.65
Agency Mortgage-Backed Securities
GNII SF BL9108 C
549300M8ZYFG0OCMTT87
2049-05-20
6.000000
1014760.00
1092077.95
Agency Mortgage-Backed Securities
03.000 FGPC C91879 G
2036-06-01
3.000000
100000.00
73847.91
Agency Mortgage-Backed Securities
04.000 FGPC J14785 G
2026-03-01
4.000000
2893596.00
310689.69
Agency Mortgage-Backed Securities
06.000 FGPC G06249 G
2040-05-01
6.000000
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70000.78
Agency Mortgage-Backed Securities
04.000 FGPC G16235 G
2031-04-01
4.000000
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3031586.92
Agency Mortgage-Backed Securities
04.000 FGPC Q49306 G
2047-07-01
4.000000
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1906579.83
Agency Mortgage-Backed Securities
05.000 FGPC U20174 G
2048-05-01
5.000000
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1058657.11
Agency Mortgage-Backed Securities
05.500 FGPC Q61482 G
2049-02-01
5.500000
1296494.00
1396777.22
Agency Mortgage-Backed Securities
03.000 FGPC Q11332 G
2042-09-01
3.000000
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2262953.30
Agency Mortgage-Backed Securities
03.000 FGPC Q13205 G
2042-11-01
3.000000
200000.00
99746.79
Agency Mortgage-Backed Securities
03.500 FGPC Q19384 G
2043-06-01
3.500000
1100000.00
577016.27
Agency Mortgage-Backed Securities
03.000 FGPC Q20416 G
2043-07-01
3.000000
574571.00
342818.42
Agency Mortgage-Backed Securities
02.500 FGPC V60886 G
2030-08-01
2.500000
357033.00
202191.34
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM6356
2048-05-01
3.500000
31930.00
31915.66
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3928
2049-03-01
4.000000
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3301610.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4633
2045-10-01
3.500000
90000.00
54656.80
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4785
2048-08-01
4.000000
2388480.00
2282587.20
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0240
2048-01-01
3.500000
25000.00
23052.06
Agency Mortgage-Backed Securities
03.500 FGPC J36826 G
2032-04-01
3.500000
1000000.00
762677.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9979
2045-08-01
3.500000
50000.00
33218.41
Agency Mortgage-Backed Securities
05.500 FGPC V85348 G
2049-03-01
5.500000
412200.00
429320.35
Agency Mortgage-Backed Securities
04.000 FGPC K94437 G
2038-12-01
4.000000
1468242.00
1518022.13
Agency Mortgage-Backed Securities
GNII SF BN0581 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
2288412.00
2389116.37
Agency Mortgage-Backed Securities
05.500 FGPC C90597 G
2022-12-01
5.500000
10443328.00
64302.88
Agency Mortgage-Backed Securities
05.500 FGPC Q59172 G
2048-09-01
5.500000
1295636.00
1379544.98
Agency Mortgage-Backed Securities
03.000 FGPC Q40105 G
2046-04-01
3.000000
575000.00
485110.17
Agency Mortgage-Backed Securities
03.000 FGPC Q41930 G
2046-07-01
3.000000
800000.00
640552.74
Agency Mortgage-Backed Securities
04.000 FGPC Q46265 G
2047-02-01
4.000000
3332132.00
2498650.64
Agency Mortgage-Backed Securities
03.500 FGPC J32524 G
2030-08-01
3.500000
8072112.00
4829336.84
Agency Mortgage-Backed Securities
04.000 FGPC Q62857 G
2049-04-01
4.000000
14243392.00
14691850.12
Agency Mortgage-Backed Securities
03.500 FGPC Q63411 G
2049-05-01
3.500000
1851506.00
1909123.84
Agency Mortgage-Backed Securities
04.500 FGPC Q30150 G
2044-12-01
4.500000
279188.00
127774.82
Agency Mortgage-Backed Securities
03.000 FGPC Q34956 G
2045-07-01
3.000000
1120000.00
786036.78
Agency Mortgage-Backed Securities
04.500 FGPC Q38636 G
2046-02-01
4.500000
670678.00
463301.35
Agency Mortgage-Backed Securities
05.500 FGPC Q61021 G
2049-01-01
5.500000
3750776.00
4146903.47
Agency Mortgage-Backed Securities
06.000 FGPC G30357 G
2027-09-01
6.000000
18733000.00
741793.43
Agency Mortgage-Backed Securities
06.000 FGPC A78340 G
2037-12-01
6.000000
6000000.00
373690.37
Agency Mortgage-Backed Securities
05.000 FGPC G05810 G
2040-02-01
5.000000
54463000.00
11399615.76
Agency Mortgage-Backed Securities
02.500 FGPC J36806 G
2032-04-01
2.500000
1066434.00
859471.88
Agency Mortgage-Backed Securities
06.000 FGPC C91184 G
2028-04-01
6.000000
6650000.00
257527.65
Agency Mortgage-Backed Securities
04.500 FGPC C91370 G
2031-05-01
4.500000
450000.00
75717.47
Agency Mortgage-Backed Securities
03.000 FGPC J19697 G
2027-07-01
3.000000
3721216.00
1150385.51
Agency Mortgage-Backed Securities
05.000 FGPC G06596 G
2041-06-01
5.000000
59000.00
18479.24
Agency Mortgage-Backed Securities
06.000 FGPC G06954 G
2040-05-01
6.000000
1900448.00
157951.22
Agency Mortgage-Backed Securities
04.000 FGPC G08857 G
2049-01-01
4.000000
678181.00
671701.86
Agency Mortgage-Backed Securities
04.000 FGPC Q52075 G
2047-11-01
4.000000
250000.00
224135.58
Agency Mortgage-Backed Securities
04.000 FGPC V84060 G
2048-03-01
4.000000
528069.00
495328.60
Agency Mortgage-Backed Securities
03.000 FGPC G61257 G
2046-11-01
3.000000
88076.00
78070.84
Agency Mortgage-Backed Securities
05.000 FGPC G61853 G
2049-01-01
5.000000
25328032.00
26576725.57
Agency Mortgage-Backed Securities
FMAR 645268 G
2031-08-01
5.210000
18367200.00
82741.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA3101
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
3281156.00
2212786.75
Agency Mortgage-Backed Securities
03.500 FGPC Q52319 G
2047-11-01
3.500000
7862216.00
7296986.91
Agency Mortgage-Backed Securities
04.000 FGPC Q52767 G
2047-12-01
4.000000
1085020.00
957859.20
Agency Mortgage-Backed Securities
04.000 FGPC Q53212 G
2047-12-01
4.000000
13600000.00
12626724.65
Agency Mortgage-Backed Securities
04.500 FGPC G60871 G
2046-07-01
4.500000
22928.00
17006.21
Agency Mortgage-Backed Securities
03.500 FGPC G61281 G
2048-01-01
3.500000
1500000.00
1383940.16
Agency Mortgage-Backed Securities
04.000 FGPC Q62983 G
2049-04-01
4.000000
2873704.00
2680305.84
Agency Mortgage-Backed Securities
04.000 FGPC Q62973 G
2049-04-01
4.000000
11417184.00
11785545.34
Agency Mortgage-Backed Securities
04.000 FGPC Q63192 G
2049-04-01
4.000000
23498848.00
24281270.22
Agency Mortgage-Backed Securities
03.500 FGPC Q28534 G
2044-09-01
3.500000
3079556.00
1582003.23
Agency Mortgage-Backed Securities
03.500 FGPC Q37298 G
2045-11-01
3.500000
950000.00
669696.88
Agency Mortgage-Backed Securities
02.500 FGPC V61427 G
2031-12-01
2.500000
216914.00
158022.61
Agency Mortgage-Backed Securities
06.000 FGPC V70163 G
2030-01-01
6.000000
1273114.00
424648.68
Agency Mortgage-Backed Securities
03.500 FGPC V83762 G
2047-12-01
3.500000
16642752.00
14888512.22
Agency Mortgage-Backed Securities
02.500 FGPC G18631 G
2032-02-01
2.500000
1990308.00
1531081.54
Agency Mortgage-Backed Securities
02.500 FGPC V60770 G
2030-03-01
2.500000
613486.00
315057.20
Agency Mortgage-Backed Securities
05.000 FGPC Q02130 G
2041-07-01
5.000000
984425.00
222503.87
Agency Mortgage-Backed Securities
05.000 FGPC A89198 G
2039-10-01
5.000000
2095072.00
411666.86
Agency Mortgage-Backed Securities
05.000 FGPC A88483 G
2039-09-01
5.000000
342184.00
40076.52
Agency Mortgage-Backed Securities
05.500 FGPC C90700 G
2023-08-01
5.500000
4395000.00
96441.24
Agency Mortgage-Backed Securities
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0247
260000000.00
260000000.00
0.0027
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.470000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K4NG3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
06.500 FGPC C69975 G
2032-08-01
6.500000
5262352.00
178822.19
Agency Mortgage-Backed Securities
GNII SF BN8588 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
5507232.00
5716414.42
Agency Mortgage-Backed Securities
GNII SF 002336 M
549300M8ZYFG0OCMTT87
2026-10-20
6.000000
99633.00
7387.01
Agency Mortgage-Backed Securities
GNII SF 680479 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
1334798.00
1390980.61
Agency Mortgage-Backed Securities
GNII SF BM1462 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
7497072.00
7935660.29
Agency Mortgage-Backed Securities
GNII SF BM4235 C
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
2326040.00
2416087.42
Agency Mortgage-Backed Securities
GNII SF BN2202 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1413952.00
1470723.90
Agency Mortgage-Backed Securities
GNII SF BN4254 C
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
1295836.00
1359419.79
Agency Mortgage-Backed Securities
GNII SF BN4275 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1801324.00
1873647.56
Agency Mortgage-Backed Securities
GNII SF BN7942 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
2005520.00
2093775.36
Agency Mortgage-Backed Securities
GNII SF BK3007 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1464374.00
1526531.14
Agency Mortgage-Backed Securities
GNII SF BL7754 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1671168.00
1742413.61
Agency Mortgage-Backed Securities
GNII SF BL9326 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1023878.00
1067337.75
Agency Mortgage-Backed Securities
GNII SF BM1220 C
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
6227200.00
6656806.92
Agency Mortgage-Backed Securities
GNII SF BM1225 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1046204.00
1091738.17
Agency Mortgage-Backed Securities
GNII SF BM1283 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
1226766.00
1291826.31
Agency Mortgage-Backed Securities
GNII SF BC4840 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
64388.00
60694.63
Agency Mortgage-Backed Securities
GNII SF BC6975 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
5739456.00
5037388.00
Agency Mortgage-Backed Securities
GNII SF BD0912 C
549300M8ZYFG0OCMTT87
2047-10-20
5.000000
1981088.00
1180801.94
Agency Mortgage-Backed Securities
GNII SF BD8202 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
1669282.00
1180556.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7859
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
350000.00
186171.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB8701
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
300000.00
164380.35
Agency Mortgage-Backed Securities
GNII SF MA5857 M
549300M8ZYFG0OCMTT87
2032-11-20
7.500000
71433.00
79305.73
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE3571
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
1257086.00
1194295.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH2625
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
55633856.00
50648010.12
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM4329
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
640000.00
608498.82
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5923
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
32482368.00
34744678.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6930
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1183074.00
1263465.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO0145
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
745837.00
784035.95
Agency Mortgage-Backed Securities
FNMS 05.000 CL687911
B1V7KEBTPIMZEU4LTD58
2033-02-01
5.000000
481000.00
9726.25
Agency Mortgage-Backed Securities
FNMS 04.000 CL753256
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
2000000.00
35808.12
Agency Mortgage-Backed Securities
FNMS 05.000 CL826271
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
72502016.00
2709466.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC7730
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
5049584.00
3387347.78
Agency Mortgage-Backed Securities
FNMS 03.000 CIAU4697
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
40221888.00
14630991.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU5714
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
10016080.00
5557035.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLAU9259
B1V7KEBTPIMZEU4LTD58
2043-09-01
5.000000
460603.00
63738.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY2693
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
100213.00
60244.71
Agency Mortgage-Backed Securities
FNMS 05.000 CL650173
B1V7KEBTPIMZEU4LTD58
2032-11-01
5.000000
888056.00
11035.46
Agency Mortgage-Backed Securities
04.000 FGPC Q63452 G
2049-05-01
4.000000
1715156.00
1804245.01
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS5411
B1V7KEBTPIMZEU4LTD58
2030-07-01
2.500000
771806.00
317706.85
Agency Mortgage-Backed Securities
03.000 FGPC V60565 G
2029-06-01
3.000000
500000.00
202490.30
Agency Mortgage-Backed Securities
04.000 FGPC V84759 G
2048-11-01
4.000000
6479000.00
6607238.85
Agency Mortgage-Backed Securities
05.500 FGPC Q62177 G
2049-03-01
5.500000
1837996.00
2069584.70
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN5220
2049-04-01
4.500000
1294460.00
1373199.30
Agency Mortgage-Backed Securities
02.500 FGPC U70679 G
2028-10-01
2.500000
1107386.00
630795.88
Agency Mortgage-Backed Securities
03.000 FGPC Q14875 G
2043-01-01
3.000000
12240000.00
5890175.83
Agency Mortgage-Backed Securities
05.000 FGPC A86261 G
2039-05-01
5.000000
753779.00
32743.12
Agency Mortgage-Backed Securities
05.000 FGPC A89243 G
2039-10-01
5.000000
340174.00
89775.68
Agency Mortgage-Backed Securities
04.500 FGPC A91645 G
2040-02-01
4.500000
7570000.00
821899.64
Agency Mortgage-Backed Securities
04.000 FGPC G06942 G
2042-03-01
4.000000
1181184.00
404069.16
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
2037-12-01
6.000000
6484664.00
61580.20
Agency Mortgage-Backed Securities
06.000 FGPC G03752 G
2038-01-01
6.000000
8226080.00
154473.35
Agency Mortgage-Backed Securities
GNII SF AT9690 C
549300M8ZYFG0OCMTT87
2046-09-20
4.000000
293679.00
242192.80
Agency Mortgage-Backed Securities
GNII SF BB6837 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
1025190.00
903584.06
Agency Mortgage-Backed Securities
GNII SF BI9407 C
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
804558.00
804825.97
Agency Mortgage-Backed Securities
GNII SF MA1600 M
549300M8ZYFG0OCMTT87
2044-01-20
3.500000
983738.00
342137.20
Agency Mortgage-Backed Securities
GNII SF MA4322 M
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
251250000.00
164845670.35
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
50000000.00
46449871.76
Agency Mortgage-Backed Securities
FNMS 06.000 CT831759
B1V7KEBTPIMZEU4LTD58
2026-09-01
6.000000
1100000.00
20519.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8318
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
2100000.00
1783827.32
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
3600000.00
3102005.44
Agency Mortgage-Backed Securities
04.500 FGPC Q48625 G
2047-06-01
4.500000
2632828.00
2355203.00
Agency Mortgage-Backed Securities
04.000 FGPC Q56797 G
2048-06-01
4.000000
10761376.00
10325584.23
Agency Mortgage-Backed Securities
04.000 FGPC G60884 G
2047-02-01
4.000000
15577216.00
13443791.28
Agency Mortgage-Backed Securities
03.000 FGPC U41620 G
2032-08-01
3.000000
1029868.00
861458.38
Agency Mortgage-Backed Securities
04.000 FGPC V81756 G
2045-05-01
4.000000
10064128.00
7007425.93
Agency Mortgage-Backed Securities
03.000 FGPC Q35547 G
2045-08-01
3.000000
1000000.00
689162.86
Agency Mortgage-Backed Securities
02.500 FGPC J34855 G
2031-07-01
2.500000
12477904.00
8259119.32
Agency Mortgage-Backed Securities
05.500 FGPC U60445 G
2041-02-01
5.500000
4952968.00
1473183.90
Agency Mortgage-Backed Securities
04.000 FGPC Q08985 G
2042-06-01
4.000000
10496400.00
4343804.24
Agency Mortgage-Backed Securities
04.500 FGPC G18705 G
2033-06-01
4.500000
1671116.00
1533203.35
Agency Mortgage-Backed Securities
06.000 FGPC C91182 G
2028-03-01
6.000000
3295680.00
552665.46
Agency Mortgage-Backed Securities
02.500 FGPC J23586 G
2028-05-01
2.500000
1771188.00
693168.64
Agency Mortgage-Backed Securities
04.000 FGPC G05527 G
2039-07-01
4.000000
150000.00
14913.07
Agency Mortgage-Backed Securities
05.000 FGPC G05572 G
2039-02-01
5.000000
6700000.00
330252.10
Agency Mortgage-Backed Securities
06.000 FGPC G06007 G
2040-05-01
6.000000
99252.00
6139.82
Agency Mortgage-Backed Securities
04.000 FGPC G08775 G
2047-08-01
4.000000
64109824.00
54578894.90
Agency Mortgage-Backed Securities
06.000 FGPC G08200 G
2037-05-01
6.000000
1000000.00
26877.45
Agency Mortgage-Backed Securities
03.500 FGPC G30584 G
2032-04-01
3.500000
8900000.00
3519719.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2279
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
5600000.00
4684241.17
Agency Mortgage-Backed Securities
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0247
500000000.00
500000000.00
0.0052
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.470000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K4NK4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC U93182 G
2046-09-01
4.000000
3165860.00
2751740.66
Agency Mortgage-Backed Securities
04.000 FGPC Q63517 G
2049-05-01
4.000000
5087104.00
5347610.64
Agency Mortgage-Backed Securities
05.000 FGPC Q62978 G
2049-04-01
5.000000
2949470.00
3121586.07
Agency Mortgage-Backed Securities
03.500 FGPC Q63951 G
2049-05-01
3.500000
34411456.00
35482390.22
Agency Mortgage-Backed Securities
04.500 FGPC V85090 G
2044-04-01
4.500000
1051286.00
1102367.99
Agency Mortgage-Backed Securities
04.500 FGPC K94333 G
2038-08-01
4.500000
1199974.00
1075450.03
Agency Mortgage-Backed Securities
04.500 FGPC U64756 G
2045-10-01
4.500000
1129200.00
614667.12
Agency Mortgage-Backed Securities
05.000 FGPC Q02257 G
2041-07-01
5.000000
12026200.00
2723250.13
Agency Mortgage-Backed Securities
03.500 FGPC Q10933 G
2042-09-01
3.500000
3944228.00
1886324.29
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1563
2048-07-01
4.000000
1620006.00
1673737.14
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN2004
2048-12-01
4.500000
3961744.00
3885412.04
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4284
2049-03-01
4.500000
17076032.00
16955307.11
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
2045-12-01
3.500000
65000.00
41242.50
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4663
2046-05-01
3.500000
110000.00
75013.67
Agency Mortgage-Backed Securities
05.500 FGPC Q00294 G
2041-04-01
5.500000
4476776.00
1694648.09
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2322
2045-01-01
3.500000
25000.00
20630.37
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3712
2047-07-01
4.500000
3702872.00
3166717.20
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5250
2047-12-01
4.500000
1505494.00
1546826.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5786
2048-03-01
3.500000
30895.00
28961.02
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7302
2048-07-01
4.500000
4253600.00
3582781.41
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7688
2048-08-01
4.000000
1345438.00
1344853.37
Agency Mortgage-Backed Securities
03.500 FGPC J40318 G
2034-03-01
3.500000
1675958.00
1709182.31
Agency Mortgage-Backed Securities
03.500 FGPC J40305 G
2034-02-01
3.500000
1973540.00
2008013.73
Agency Mortgage-Backed Securities
04.500 FGPC B27582 G
2044-05-01
4.500000
353390.00
167586.92
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK9120
2032-09-01
2.500000
6485088.00
5530510.26
Agency Mortgage-Backed Securities
03.000 FGPC J38819 G
2033-04-01
3.000000
1731130.00
1536574.73
Agency Mortgage-Backed Securities
04.500 FGPC J39784 G
2033-11-01
4.500000
2889464.00
2658048.00
Agency Mortgage-Backed Securities
03.000 FGPC J30841 G
2030-02-01
3.000000
11797440.00
5485926.64
Agency Mortgage-Backed Securities
03.000 FGPC J33086 G
2030-11-01
3.000000
1065860.00
600015.73
Agency Mortgage-Backed Securities
04.000 FGPC T62365 G
2047-12-01
4.000000
3266556.00
3350239.36
Agency Mortgage-Backed Securities
06.000 FGPC A82706 G
2038-10-01
6.000000
148377.00
17975.14
Agency Mortgage-Backed Securities
03.000 FGPC G08502 G
2042-08-01
3.000000
1125000.00
549314.67
Agency Mortgage-Backed Securities
GNMI SF 723302 X
549300M8ZYFG0OCMTT87
2039-09-15
5.000000
146829.00
7184.02
Agency Mortgage-Backed Securities
GNMI SF AV1849 X
549300M8ZYFG0OCMTT87
2047-10-15
3.500000
9000000.00
8840933.60
Agency Mortgage-Backed Securities
GNII SF BM1926 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1208994.00
1289802.62
Agency Mortgage-Backed Securities
GNII SF BM4578 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1148304.00
1199545.02
Agency Mortgage-Backed Securities
GNII SF AD2592 C
549300M8ZYFG0OCMTT87
2043-08-20
4.500000
408004.00
117986.12
Agency Mortgage-Backed Securities
GNMI SF BI1304 X
549300M8ZYFG0OCMTT87
2048-12-15
4.000000
1125582.00
1194750.73
Agency Mortgage-Backed Securities
GNII SF BL4798 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
2612988.00
2717897.44
Agency Mortgage-Backed Securities
GNII SF BB6841 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
1162576.00
1187673.08
Agency Mortgage-Backed Securities
GNII SF MA5296 M
549300M8ZYFG0OCMTT87
2027-05-20
1.500000
26427.00
22718.21
Agency Mortgage-Backed Securities
FNMS 05.000 CZ890213
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
9692736.00
1206010.06
Agency Mortgage-Backed Securities
FNMS 05.500 CI952866
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.500000
2210764.00
7576.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN0943
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1165700.00
1135499.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO0327
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
3117512.00
3205617.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO0508
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
2560964.00
2647829.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1120
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
4070536.00
3765875.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ6852
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.500000
10000000.00
9831398.66
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM3269
B1V7KEBTPIMZEU4LTD58
2032-04-01
2.500000
2877000.00
2391781.18
Agency Mortgage-Backed Securities
FNMS 05.000 CI828403
B1V7KEBTPIMZEU4LTD58
2020-07-01
5.000000
1700000.00
21071.87
Agency Mortgage-Backed Securities
FNMS 04.500 CI881276
B1V7KEBTPIMZEU4LTD58
2021-11-01
4.500000
780095.00
47715.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC4840
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.000000
25000000.00
18647588.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7065
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
24426912.00
20934503.33
Agency Mortgage-Backed Securities
FNMS 05.000 CLBE3630
B1V7KEBTPIMZEU4LTD58
2047-05-01
5.000000
1473514.00
1176523.26
Agency Mortgage-Backed Securities
FNMS 02.500 CIAZ4097
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
1012394.00
753998.96
Agency Mortgage-Backed Securities
FNMS 05.000 CL816112
B1V7KEBTPIMZEU4LTD58
2035-06-01
5.000000
578866.00
35327.35
Agency Mortgage-Backed Securities
04.500 FGPC C91411 G
2031-11-01
4.500000
1823122.00
440343.63
Agency Mortgage-Backed Securities
06.000 FGPC A69303 G
2037-11-01
6.000000
410449.00
5571.33
Agency Mortgage-Backed Securities
06.000 FGPC G02712 G
2028-12-01
6.000000
17774560.00
953369.06
Agency Mortgage-Backed Securities
06.000 FGPC G06089 G
2037-08-01
6.000000
1257000.00
72748.20
Agency Mortgage-Backed Securities
04.500 FGPC G06607 G
2041-06-01
4.500000
1550000.00
412171.38
Agency Mortgage-Backed Securities
04.000 FGPC G07946 G
2044-07-01
4.000000
27195.00
13842.31
Agency Mortgage-Backed Securities
06.000 FGPC A48249 G
2036-02-01
6.000000
10843520.00
402813.83
Agency Mortgage-Backed Securities
06.000 FGPC A65954 G
2037-09-01
6.000000
183520.00
14974.70
Agency Mortgage-Backed Securities
06.000 FGPC A68998 G
2037-11-01
6.000000
5491944.00
81001.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5824
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
30659700.00
19190782.07
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8390
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.500000
84709.00
65700.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU4279
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
2370000.00
1390525.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW2678
B1V7KEBTPIMZEU4LTD58
2045-03-01
4.000000
2355772.00
1614211.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7463
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
22984000.00
8060103.14
Agency Mortgage-Backed Securities
03.500 FGPC Q52337 G
2047-11-01
3.500000
95000.00
89800.27
Agency Mortgage-Backed Securities
04.000 FGPC Q53506 G
2048-01-01
4.000000
85000.00
75616.39
Agency Mortgage-Backed Securities
04.000 FGPC Q46411 G
2047-03-01
4.000000
2638476.00
2033684.76
Agency Mortgage-Backed Securities
04.500 FGPC Q50954 G
2047-09-01
4.500000
4288568.00
3859188.99
Agency Mortgage-Backed Securities
04.000 FGPC Q51215 G
2047-10-01
4.000000
399242.00
366649.60
Agency Mortgage-Backed Securities
04.000 FGPC U93138 G
2046-04-01
4.000000
1330908.00
1303752.34
Agency Mortgage-Backed Securities
03.000 FGPC Q63193 G
2049-04-01
3.000000
2058010.00
2071292.14
Agency Mortgage-Backed Securities
04.500 FGPC Q25332 G
2044-03-01
4.500000
29000.00
9836.62
Agency Mortgage-Backed Securities
04.000 FGPC Q26905 G
2044-06-01
4.000000
1053950.00
737848.98
Agency Mortgage-Backed Securities
04.500 FGPC Q29606 G
2044-11-01
4.500000
1607508.00
1152931.13
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
2042-08-01
3.000000
33463.00
16715.90
Agency Mortgage-Backed Securities
03.000 FGPC Q18516 G
2043-05-01
3.000000
1353000.00
779237.37
Agency Mortgage-Backed Securities
03.500 FGPC Q21812 G
2043-09-01
3.500000
14127840.00
8099975.01
Agency Mortgage-Backed Securities
03.500 FGPC J39011 G
2028-05-01
3.500000
283590.00
256779.46
Agency Mortgage-Backed Securities
04.000 FGPC J39565 G
2033-09-01
4.000000
1259156.00
1257226.05
Agency Mortgage-Backed Securities
03.500 FGPC J38954 G
2033-05-01
3.500000
3472140.00
3160911.69
Agency Mortgage-Backed Securities
03.500 FGPC J38661 G
2033-03-01
3.500000
2454660.00
2315517.11
Agency Mortgage-Backed Securities
04.000 FGPC J38708 G
2033-03-01
4.000000
2756704.00
2639763.68
Agency Mortgage-Backed Securities
03.000 FGPC J38677 G
2033-02-01
3.000000
1534108.00
1269915.39
Agency Mortgage-Backed Securities
02.500 FGPC J20769 G
2027-10-01
2.500000
500000.00
168547.18
Agency Mortgage-Backed Securities
03.500 FGPC J27190 G
2029-02-01
3.500000
1124026.00
493806.51
Agency Mortgage-Backed Securities
04.000 FGPC J27342 G
2029-02-01
4.000000
1449046.00
480903.72
Agency Mortgage-Backed Securities
02.500 FGPC J30196 G
2029-12-01
2.500000
118189.00
45387.60
Agency Mortgage-Backed Securities
04.500 FGPC J10332 G
2024-07-01
4.500000
4849408.00
334578.28
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
2043-05-01
3.500000
875000.00
398262.27
Agency Mortgage-Backed Securities
03.500 FGPC G08774 G
2047-08-01
3.500000
500000.00
445490.29
Agency Mortgage-Backed Securities
06.000 FGPC G08174 G
2037-01-01
6.000000
525000.00
15622.14
Agency Mortgage-Backed Securities
03.000 FGPC G08760 G
2047-04-01
3.000000
3000000.00
2612348.85
Agency Mortgage-Backed Securities
04.500 FGPC G18327 G
2024-10-01
4.500000
1850000.00
77387.12
Agency Mortgage-Backed Securities
06.500 FGPC C70639 G
2032-09-01
6.500000
240395.00
15248.81
Agency Mortgage-Backed Securities
06.000 FGPC C73044 G
2032-11-01
6.000000
1020000.00
6173.46
Agency Mortgage-Backed Securities
GNMI SF 687923 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
4500000.00
82610.44
Agency Mortgage-Backed Securities
GNMI SF 693508 X
549300M8ZYFG0OCMTT87
2038-07-15
5.500000
999999.00
18945.43
Agency Mortgage-Backed Securities
GNMI SF 701544 X
549300M8ZYFG0OCMTT87
2039-01-15
5.500000
96363.00
6279.42
Agency Mortgage-Backed Securities
GNMI SF 711731 X
549300M8ZYFG0OCMTT87
2043-03-15
3.000000
1379640.00
1008547.68
Agency Mortgage-Backed Securities
GNII SP 783630 M
549300M8ZYFG0OCMTT87
2042-06-20
3.500000
100000000.00
30586104.11
Agency Mortgage-Backed Securities
GNII SP 783646 M
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
100000000.00
32628163.04
Agency Mortgage-Backed Securities
GNMI SP 784599 X
549300M8ZYFG0OCMTT87
2048-03-15
5.000000
7244872.00
4930537.53
Agency Mortgage-Backed Securities
GNII SP 783050 M
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
1850000.00
250567.24
Agency Mortgage-Backed Securities
GNMI SP 783430 X
549300M8ZYFG0OCMTT87
2040-06-15
4.500000
533647.00
96456.00
Agency Mortgage-Backed Securities
GNMI SF 635140 X
549300M8ZYFG0OCMTT87
2046-11-15
2.500000
225363.00
198688.18
Agency Mortgage-Backed Securities
GNII SF 005018 M
549300M8ZYFG0OCMTT87
2041-04-20
5.000000
318517.00
39591.48
Agency Mortgage-Backed Securities
GNII SF 005063 M
549300M8ZYFG0OCMTT87
2041-05-20
6.000000
1665414.00
159431.62
Agency Mortgage-Backed Securities
GNMI SF 733167 X
549300M8ZYFG0OCMTT87
2040-05-15
5.000000
434068.00
25366.46
Agency Mortgage-Backed Securities
GNAR AT 082857 M
549300M8ZYFG0OCMTT87
2041-06-20
3.625000
5263216.00
706461.34
Agency Mortgage-Backed Securities
GNAR AT 082963 M
549300M8ZYFG0OCMTT87
2041-10-20
4.125000
5000000.00
616410.15
Agency Mortgage-Backed Securities
GNII SF AZ0718 C
549300M8ZYFG0OCMTT87
2040-07-20
4.500000
2331928.00
562809.78
Agency Mortgage-Backed Securities
GNII SF AZ7105 C
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
2749260.00
2066180.54
Agency Mortgage-Backed Securities
GNII SF 003557 M
549300M8ZYFG0OCMTT87
2034-05-20
6.000000
1000000.00
50108.40
Agency Mortgage-Backed Securities
GNII SF 003079 M
549300M8ZYFG0OCMTT87
2031-05-20
6.000000
20054752.00
163743.84
Agency Mortgage-Backed Securities
GNII SF 003094 M
549300M8ZYFG0OCMTT87
2031-06-20
6.000000
2970556.00
28620.73
Agency Mortgage-Backed Securities
GNII SF BL5688 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
2238124.00
2336598.66
Agency Mortgage-Backed Securities
GNII SF BL7633 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
1086696.00
1151369.99
Agency Mortgage-Backed Securities
GNII SF AR9167 C
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
2697848.00
2039907.55
Agency Mortgage-Backed Securities
GNII SF BB7869 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
133290.00
114818.54
Agency Mortgage-Backed Securities
GNII SF BF2902 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1447168.00
1340763.21
Agency Mortgage-Backed Securities
GNII SF BF4005 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1738096.00
1575381.32
Agency Mortgage-Backed Securities
GNII SF BL3014 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
2940864.00
3082238.93
Agency Mortgage-Backed Securities
GNII SF MA5464 M
549300M8ZYFG0OCMTT87
2048-09-20
3.000000
9117552.00
8540184.26
Agency Mortgage-Backed Securities
GNII SF MA5441 M
549300M8ZYFG0OCMTT87
2031-07-20
6.500000
231156.00
181813.85
Agency Mortgage-Backed Securities
GNII SF MA5527 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
952998.00
952172.55
Agency Mortgage-Backed Securities
GNII SF MA5595 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
59007680.00
59890619.82
Agency Mortgage-Backed Securities
GNMI SF AO0881 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
430481.00
296554.16
Agency Mortgage-Backed Securities
GNII SF MA4006 M
549300M8ZYFG0OCMTT87
2046-10-20
4.500000
1215560.00
590142.15
Agency Mortgage-Backed Securities
GNII SF MA5370 M
549300M8ZYFG0OCMTT87
2033-08-20
5.000000
53927.00
55430.62
Agency Mortgage-Backed Securities
GNII SF MA4588 M
549300M8ZYFG0OCMTT87
2047-07-20
4.500000
137413.00
89135.56
Agency Mortgage-Backed Securities
GNII JM MA4889 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
1915608.00
1735870.11
Agency Mortgage-Backed Securities
GNII SF MA5238 M
549300M8ZYFG0OCMTT87
2025-04-20
4.500000
52988.00
47790.07
Agency Mortgage-Backed Securities
GNII SF MA1924 M
549300M8ZYFG0OCMTT87
2038-06-20
6.000000
3499000.00
899765.03
Agency Mortgage-Backed Securities
GNAR AT MA3545 M
549300M8ZYFG0OCMTT87
2046-03-20
3.000000
5000000.00
1741944.07
Agency Mortgage-Backed Securities
GNII SF MA3378 M
549300M8ZYFG0OCMTT87
2045-12-20
4.500000
1493698.00
498436.41
Agency Mortgage-Backed Securities
GNII JM MA3653 M
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
345000.00
221286.11
Agency Mortgage-Backed Securities
GNII SF MA3935 M
549300M8ZYFG0OCMTT87
2046-09-20
2.500000
3012308.00
2250926.71
Agency Mortgage-Backed Securities
GNII SF MA4004 M
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
1703552.00
1189082.52
Agency Mortgage-Backed Securities
GNMI SF 778793 X
549300M8ZYFG0OCMTT87
2042-01-15
3.500000
102946.00
32869.94
Agency Mortgage-Backed Securities
GNMI SF 793306 X
549300M8ZYFG0OCMTT87
2042-03-15
3.375000
2491950.00
585557.41
Agency Mortgage-Backed Securities
GNII SF 796769 C
549300M8ZYFG0OCMTT87
2039-01-20
6.000000
274000.00
34386.58
Agency Mortgage-Backed Securities
GNMI SF 799799 X
549300M8ZYFG0OCMTT87
2042-03-15
3.500000
1479246.00
369550.23
Agency Mortgage-Backed Securities
GNMI SF AA0265 X
549300M8ZYFG0OCMTT87
2042-01-15
3.750000
74534.00
65096.42
Agency Mortgage-Backed Securities
GNII SF MA0941 M
549300M8ZYFG0OCMTT87
2036-08-20
7.000000
750000.00
240733.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2187
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
26445.00
26485.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2339
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
4000000.00
4099633.49
Agency Mortgage-Backed Securities
FNMS 05.000 CL995951
B1V7KEBTPIMZEU4LTD58
2039-04-01
5.000000
839000.00
25492.21
Agency Mortgage-Backed Securities
GNMI SF 766874 X
549300M8ZYFG0OCMTT87
2026-06-15
3.500000
1146144.00
207007.90
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM4762
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.000000
64215.00
53967.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0346
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
3406632.00
2906921.49
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1819
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
13000000.00
11843912.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8900
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1579698.00
1285703.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK5401
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
2153016.00
2078932.01
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1007
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.500000
1613488.00
1265040.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC8296
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.000000
1006772.00
717863.89
Agency Mortgage-Backed Securities
FNMS 03.500 CIAW4257
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
2703436.00
1217003.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX4809
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1027050.00
980154.63
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX6165
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
7496008.00
3046460.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLAY8760
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.000000
1007132.00
876382.56
Agency Mortgage-Backed Securities
06.000 FGPC G03951 G
2038-01-01
6.000000
419228.00
9224.07
Agency Mortgage-Backed Securities
06.000 FGPC G30377 G
2027-12-01
6.000000
20485240.00
672588.55
Agency Mortgage-Backed Securities
05.500 FGPC A58420 G
2037-03-01
5.500000
2056212.00
24329.22
Agency Mortgage-Backed Securities
06.000 FGPC A66380 G
2037-09-01
6.000000
4446768.00
87846.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4557
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
3002724.00
2017814.21
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
2049-02-01
5.500000
7466960.00
7672624.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH5643
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
700000.00
264871.33
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL5588
B1V7KEBTPIMZEU4LTD58
2027-03-01
5.000000
691450.00
104931.45
Agency Mortgage-Backed Securities
FNMS 03.500 CWAQ0573
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.500000
2949212.00
1135794.23
Agency Mortgage-Backed Securities
04.000 FGPC Q52219 G
2047-11-01
4.000000
3620364.00
3452754.26
Agency Mortgage-Backed Securities
03.500 FGPC Q54727 G
2048-03-01
3.500000
213962.00
200308.75
Agency Mortgage-Backed Securities
04.500 FGPC Q59702 G
2048-11-01
4.500000
22072448.00
22949698.67
Agency Mortgage-Backed Securities
03.000 FGPC G60948 G
2047-04-01
3.000000
9500000.00
8607022.37
Agency Mortgage-Backed Securities
03.000 FGPC Q45989 G
2047-01-01
3.000000
448091.00
424504.71
Agency Mortgage-Backed Securities
03.000 FGPC Q49905 G
2047-08-01
3.000000
961623.00
931459.42
Agency Mortgage-Backed Securities
03.000 FGPC Q50631 G
2047-09-01
3.000000
5000760.00
4589385.58
Agency Mortgage-Backed Securities
03.000 FGPC C91846 G
2035-09-01
3.000000
1201218.00
755993.22
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8388
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.500000
461121.00
328336.44
Agency Mortgage-Backed Securities
03.000 FGPC V80169 G
2043-07-01
3.000000
207007.00
117988.84
Agency Mortgage-Backed Securities
06.000 FGPC A86571 G
2033-01-01
6.000000
2136400.00
179148.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ3978
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.500000
250195.00
106762.29
Agency Mortgage-Backed Securities
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0247
500000000.00
500000000.00
0.0052
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.500000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0K5DB2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE LTD 2018-2 M-1C 20280825 FLT
2549002JVH34IWRT3X93
2028-08-25
4.029750
25253278.00
25283147.89
Asset-Backed Securities
CFG INVST LTD 2017-1 A 20261115 7.8
2026-11-15
7.870000
2807000.00
2859370.67
Asset-Backed Securities
HARDEES FUND LLC 2018-1 A2-III 20480620 5.7
2048-06-20
5.710000
20000000.00
21377232.28
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
3321461.00
3470329.72
Asset-Backed Securities
FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS
2048-10-30
5.184000
19488510.00
20296630.30
Asset-Backed Securities
DT AUTO OWNER TR 2016-2 D 20221115 5.4
2022-11-15
5.430000
31177.00
26904.62
Asset-Backed Securities
ELEVATION CLO 2017-6 D 20290716 FLT
2029-07-16
6.246750
2004162.00
2020539.93
Asset-Backed Securities
EXETER AUTO RECV TR 2019-2 D 20250317 0.0
2025-03-17
3.710000
10884371.00
11060260.62
Asset-Backed Securities
LABRADOR AVIA FIN LTD 2016-1 B-1 20420115 FLT
2042-01-15
5.682000
1.00
0.89
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
38550000.00
36976543.20
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
2.900880
1.00
0.79
Asset-Backed Securities
SANTANDER DRIVE AUTO 2015-1 E 20221017 4.2
2022-10-17
4.250000
35942938.00
36052234.48
Asset-Backed Securities
NAVIENT STUDENT LN TR 2016-5 A 20650625 FLT
549300761SV59SBM0Z40
2065-06-25
3.679750
7289000.00
5148447.72
Asset-Backed Securities
ONEMAIN FINL ISSUE TR 2015-1 D 20260318 6.6
2026-03-18
6.630000
27269339.00
27762914.04
Asset-Backed Securities
CITIBANK CCIT 2018-A1 NOTES 20230120 2.4
R8AG6FXVDQAMDKCSJJ64
2023-01-20
2.490000
2150000.00
2173386.98
Asset-Backed Securities
AMERICAN EXPRESS CREDIT 2017-6 A 20230515 2.0
549300Y4SA5G3GIJTP18
2023-05-15
2.040000
5128086.00
5108045.44
Asset-Backed Securities
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.277000
37838000.00
37805576.29
Asset-Backed Securities
TRICON AMERN HOMES 2018 SFR TR
2037-05-19
4.044000
9847212.00
10054423.60
Asset-Backed Securities
FORTRESS CR BSL IV LTD /FORTRESS CR BSL IV L
254900GMNKIS0WQSH361
2029-10-26
5.086380
4864839.00
4878971.80
Asset-Backed Securities
SYNCHRONY CC MSTR NT TR 2016-2 A 20240515 2.2
549300G1V1M796QIYC04
2024-05-15
2.210000
14425000.00
14392137.45
Asset-Backed Securities
NAVIENT STUDENT LN TR 2016-6 A-3 20660325 FLT
2066-03-25
3.729750
2770000.00
2817405.26
Asset-Backed Securities
OZLM VII LTD 2014-7R A-2-R 20290717 FLT
2029-07-17
4.188000
366394.00
365052.51
Asset-Backed Securities
OZLM XII LTD 2015-12R B-R 20270430 FLT
5493005RYHNVNU6C8029
2027-04-30
4.632750
595063.00
596222.96
Asset-Backed Securities
HONDA AUTO RECV 2016-1 A-4 20220418 1.3
2022-04-18
1.380000
1979927.00
1440338.76
Asset-Backed Securities
CITIBANK CCIT 2018-A2 NOTES 20250121 FLT
R8AG6FXVDQAMDKCSJJ64
2025-01-21
2.770630
2066701.00
2064135.36
Asset-Backed Securities
DENALI CAP CLO X 2013-10R B-1L-R 20271026 FLT
2027-10-26
5.736380
3000000.00
2991021.11
Asset-Backed Securities
DRIVE AUTO RECV TR 2019-1 A-2-A 20210915 3.0
2021-09-15
3.080000
2506976.00
2365839.43
Asset-Backed Securities
ECP CLO 2015-7 LTD
2030-04-22
5.661500
3724814.00
3663627.57
Asset-Backed Securities
HONDA AUTO RECV 2016-1 A-4 20220418 1.3
2022-04-18
1.380000
3191024.00
2321376.26
Asset-Backed Securities
HYUNDAI AUTO RECV TR 2017-A A-4 20230417 2.0
549300K13TUMZQMZ9684
2023-04-17
2.090000
7701961.00
7676173.55
Asset-Backed Securities
NZCG FUNDING LTD/NZCG FUNDING LLC
549300VKPCTKDCMB5721
2031-02-26
4.070630
627515.00
595486.77
Asset-Backed Securities
HERTZ FIN II 2018-1 C 20240225 4.3
549300FPK70TCB78NG05
2024-02-25
4.390000
1204000.00
1220022.50
Asset-Backed Securities
CHASE ISSUANCE TRUST 2015-4A A 20220415 1.8
5493008SHVCX2Y068L12
2022-04-15
1.840000
2500000.00
2488749.17
Asset-Backed Securities
ASSURANT CLO I LTD 2017-1 B 20291022 FLT
635400A6LSLGJQHVOZ36
2029-10-22
4.291500
3500000.00
3505246.94
Asset-Backed Securities
ATLAS SR LN FD XI LTD
635400RPGP64VI1SZW03
2031-07-26
3.686380
10000000.00
9980639.81
Asset-Backed Securities
JFIN CLO 2014 LTD
2025-04-20
4.441500
287173.00
285312.12
Asset-Backed Securities
BRISTOL MYERS SQUIBB CO SR GLBL 144A 39
HLYYNH7UQUORYSJQCN42
2039-06-15
4.125000
303.00
312.66
Corporate Debt Securities
BANK AMER CORP -AA 6.1%
9DJT3UXIJIZJI4WXO774
2049-01-01
6.100000
4385000.00
4771403.76
Corporate Debt Securities
BANK OF NOVA SCOTIA SR GLBL COCO 24
L3I9ZG2KFGXZ61BMYR72
2024-02-11
3.400000
58.00
60.04
Corporate Debt Securities
ARES CAP CORP SR NT 3.875%20
WEQ82666OJYSI5GUAB47
2020-01-15
3.875000
1458000.00
1484741.54
Corporate Debt Securities
PFIZER INC SR GLBL NT 29
765LHXWGK1KXCLTFYQ30
2029-03-15
3.450000
488.00
509.73
Corporate Debt Securities
CITIGROUP INC SUB NT 6.675%43
6SHGI4ZSSLCXXQSBB395
2043-09-13
6.675000
3837000.00
5082248.79
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.4%012928
WFLLPEPC7FZXENRZV188
2028-01-29
3.400000
770.00
801.84
Corporate Debt Securities
BANK AMER CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2049-01-01
6.500000
4914000.00
5376803.25
Corporate Debt Securities
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.579750
1344351.00
1355110.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.829750
5320000.00
5384672.47
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.779750
1625000.00
1691028.59
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
4.00
4.03
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
4130000.00
4163714.80
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
5200000.00
5219309.62
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
10466000.00
10116345.48
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-58 A-2 20351220 FLT
2035-12-20
2.830630
3.00
0.23
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
6.129750
475000.00
473578.24
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.879750
18811499.00
19101734.96
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.311730
1.00
0.59
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.729750
1.00
1.01
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.729750
5462502.00
5528981.45
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR2 A-2 20360225 FLT
2036-02-25
2.739750
2.00
0.07
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
9656000.00
9248153.63
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.165150
787324.00
764972.86
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.459700
9177000.00
9089291.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
8.026630
14745777.00
17140253.57
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
8.779750
2149000.00
2531252.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
7.429750
17000000.00
19063768.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
6.279750
4550000.00
4974520.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 M-2 20290725 FLT
2029-07-25
5.679750
1047000.00
1111244.25
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
5.979750
11382000.00
12131007.45
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.779750
2500000.00
2531340.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
5.979750
1317947.00
1341265.85
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
4.679750
5000000.00
5050854.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
9.579750
17240000.00
18794481.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.929750
48956534.00
54773474.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
7.229750
22027076.00
24652802.12
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2C 20300125 FLT
2030-01-25
4.629750
870.00
872.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
6.029750
8750000.00
9073500.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2 20300125 FLT
2030-01-25
4.629750
3500000.00
3540347.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.929750
25000000.00
25877561.98
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.879750
5045213.00
5328992.67
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.879750
11972996.00
12497512.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
8.179750
660000.00
777405.19
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2C 20301025 FLT
2030-10-25
4.579750
17572976.00
17293120.13
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
6.179750
18880234.00
19217056.98
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 B3 20560625 FLT
2056-06-25
3.866830
272129.00
239339.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
4.579750
2999998.00
2993849.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
6.579750
6188512.00
6328330.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
6.529750
16911250.00
17258186.76
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.579750
3730453.00
3760310.22
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2016-1 M-2 20550925 FLT
2055-09-25
3.750000
18200000.00
16552623.97
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
20843000.00
19907904.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
7.179750
3375245.00
3691864.29
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
4.929750
10500000.00
10762886.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
4.929750
9000000.00
8436103.31
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.779750
3368489.00
3497246.05
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.817890
17600000.00
16560271.58
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
9635000.00
9280310.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT
2029-10-25
5.429750
1525000.00
1609873.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
5.279750
11710000.00
12105540.14
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
7.479750
3000000.00
3347670.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
6.429750
22740000.00
23061334.68
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
6.679750
5140000.00
5574898.72
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
6.679750
11000000.00
11930717.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.879750
1142361.00
1233221.32
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.679750
8872298.00
9767429.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.979750
2900000.00
3091957.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
7.679750
1731424.00
1832408.90
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.829750
22789.00
25256.12
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
6.429750
59248.00
39801.39
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.429750
10344144.00
7755547.90
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
7.429750
515561.00
386543.15
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
7.979750
100000.00
75902.79
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA3 M-2B 20300425 FLT
2030-04-25
4.779750
8195796.00
8269995.10
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-1 20660125 FLT
2066-01-25
4.000000
1189431.00
1088968.35
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-2 20660125 FLT
2066-01-25
4.000000
484544.00
406127.93
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 M-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
4.530500
1580.00
1584.25
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
1422500.00
1753941.99
U.S. Treasuries (including strips)
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0260
757986916.92
757986916.92
0.0079
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.520000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0K5DG1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HORIZON I LTD 2018 CTF 20381215 0.0
2038-12-15
0.00
41076000.00
41723768.52
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
8.558270
75564000.00
72421546.69
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
5.779750
20703613.00
21496823.19
Asset-Backed Securities
UPSTART SEC TR 2018-1 C 20250820 4.9
2025-08-20
4.997000
1000000.00
1013661.06
Asset-Backed Securities
ACE SECS HEQ 2007-WM1 A-2B 20361125 FLT
2036-11-25
2.549750
63968327.00
18379267.83
Asset-Backed Securities
BELLEMEADE RE LTD 2019-2 M-2 20290425 FLT
254900I4ZKD8IMM1O953
2029-04-25
5.529750
1500000.00
1503059.72
Asset-Backed Securities
BELLEMEADE RE LTD 2019-2 B-1 20290425 FLT
254900I4ZKD8IMM1O953
2029-04-25
6.529750
1000000.00
1001581.15
Asset-Backed Securities
JOL AIR LTD 2019-1 B 20440415 4.9
549300TS4MUGCDXPW498
2044-04-15
4.948000
924000.00
923415.52
Asset-Backed Securities
MELTEL LAND FDG 2019-1 B 20490415 4.7
549300SD1501Q96N0X85
2049-04-15
4.701000
10909000.00
11138099.91
Asset-Backed Securities
MELTEL LAND FDG 2019-1 C 20490415 6.0
549300SD1501Q96N0X85
2049-04-15
6.070000
3587000.00
3677657.84
Asset-Backed Securities
OPORTUN FDG X LLC 2018-C D 20241008 6.7
2024-10-08
6.790000
1500000.00
1526840.17
Asset-Backed Securities
FREED ABS TR 2019-1 C 20260618 5.3
2026-06-18
5.390000
1023000.00
1042611.88
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
5.784000
37509000.00
37561437.58
Asset-Backed Securities
STAPLES INC SR SEC 144A NT26
XQM2JINI1UL7642TU573
2026-04-15
7.500000
2025035.00
1985378.06
Corporate Debt Securities
CORTES NP ACQUISITION CORP SR GLBL 144A 24
549300ZT8RQ5VK10E643
2024-10-15
9.250000
8818000.00
8831778.12
Corporate Debt Securities
ALLIANCE DATA SYSTEMS CORP SR GLBL 144A 22
549300G8S4PO686J7H97
2022-08-01
5.375000
5000.00
5138.84
Corporate Debt Securities
THIRD PT RE USA HLDSG INC CR SEN SR GLBL25
2025-02-13
7.000000
1403606.00
1473541.45
Corporate Debt Securities
TIDEWATER INC NEW SR SEC NT 8%22
2022-08-01
8.000000
9980135.00
10543458.18
Corporate Debt Securities
ELETSON HLDGS INC / ELETSON SR SEC PIK ACR22
2022-01-15
9.625000
6855259.00
2636061.31
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR SEC GLBL 26
549300ZCZ76HYCS0H445
2026-04-01
8.500000
10222509.00
10007126.41
Corporate Debt Securities
GENON ENERGY INC SR SEC GLBL FL23
2023-12-01
9.392250
1391666.00
1434541.43
Corporate Debt Securities
EXIDE TECHNOLOGIES 1LIEN SR 144A22
549300KITCGPNNNXQP63
2022-04-30
11.000000
39868201.00
34872493.92
Corporate Debt Securities
CREDIT SUISSE GROUP ALT TIER I PERP
549300506SI9CRFV9Z86
2049-12-29
7.250000
1108647.00
1151006.55
Corporate Debt Securities
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.829750
6588674.00
6668769.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
6.779750
6954000.00
7019847.28
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
6.579750
2561147.00
2619011.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.579750
7605296.00
7666166.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.879750
6100000.00
6585177.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.929750
1433004.00
1483305.99
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
7.229750
6263531.00
7010171.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
7.579750
2209799.00
2507566.42
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.729750
283.00
286.44
Private Label Collateralized Mortgage Obligations
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0275
284989010.40
284989010.40
0.0030
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.410000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0K5DJ5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.000 FGPC G06012 G
2040-09-01
4.000000
915000.00
339210.05
Agency Mortgage-Backed Securities
03.000 FGPC T49020 G
2032-11-01
3.000000
2428196.00
2439815.36
Agency Mortgage-Backed Securities
FMAR 840649 G
2042-07-01
4.814000
7986224.00
3718584.31
Agency Mortgage-Backed Securities
06.000 FGPC A80696 G
2038-08-01
6.000000
3000000.00
69968.65
Agency Mortgage-Backed Securities
05.000 FGPC C46893 G
2029-02-01
5.000000
1230806.00
57190.85
Agency Mortgage-Backed Securities
04.000 FGPC G06506 G
2040-12-01
4.000000
440000.00
96849.87
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA1581
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
2100000.00
1139684.47
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6155
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.060000
1688000.00
1700997.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6210
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.082000
58049040.00
15898031.09
Agency Mortgage-Backed Securities
05.000 FGPC C91238 G
2029-01-01
5.000000
350000.00
6615.23
Agency Mortgage-Backed Securities
05.000 FGPC A46082 G
2035-07-01
5.000000
1064402.00
45510.93
Agency Mortgage-Backed Securities
06.500 FGPC A52166 G
2036-09-01
6.500000
11509568.00
538698.25
Agency Mortgage-Backed Securities
06.000 FGPC G04613 G
2038-08-01
6.000000
1159746.00
37926.41
Agency Mortgage-Backed Securities
05.000 FGPC G05933 G
2040-07-01
5.000000
5600000.00
1179300.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI7854
B1V7KEBTPIMZEU4LTD58
2041-08-01
3.544000
5999990.00
737694.04
Agency Mortgage-Backed Securities
06.000 FGPC G30357 G
2027-09-01
6.000000
901482.00
35697.08
Agency Mortgage-Backed Securities
05.500 FGPC G30387 G
2028-02-01
5.500000
929999.00
31375.71
Agency Mortgage-Backed Securities
05.500 FGPC A41543 G
2035-11-01
5.500000
779242.00
26507.84
Agency Mortgage-Backed Securities
05.000 FGPC A46224 G
2035-07-01
5.000000
530000.00
21613.48
Agency Mortgage-Backed Securities
03.500 FGPC Q43083 G
2046-09-01
3.500000
42000000.00
38145032.95
Agency Mortgage-Backed Securities
04.500 FGPC G67716 G
2048-10-01
4.500000
30499200.00
31129561.58
Agency Mortgage-Backed Securities
04.000 FGPC Q53644 G
2048-01-01
4.000000
2810136.00
2671690.76
Agency Mortgage-Backed Securities
04.000 FGPC Q57174 G
2048-07-01
4.000000
22065088.00
22086935.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI7103
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.550000
50011200.00
3905959.81
Agency Mortgage-Backed Securities
03.500 FGPC C04052 G
2042-06-01
3.500000
78800000.00
40476492.77
Agency Mortgage-Backed Securities
03.000 FGPC C09013 G
2042-09-01
3.000000
10000000.00
5267118.57
Agency Mortgage-Backed Securities
03.000 FGPC Q11633 G
2042-10-01
3.000000
50000000.00
25368297.74
Agency Mortgage-Backed Securities
05.000 FGPC Q61907 G
2049-03-01
5.000000
1112746.00
1192860.50
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3660
B1V7KEBTPIMZEU4LTD58
2039-05-01
3.500000
5048912.00
5168227.66
Agency Mortgage-Backed Securities
FNMS 04.500 CNCA3016
B1V7KEBTPIMZEU4LTD58
2029-01-01
4.500000
3576988.00
3520193.15
Agency Mortgage-Backed Securities
FNMS 06.000 CL928048
B1V7KEBTPIMZEU4LTD58
2036-12-01
6.000000
11190000.00
313013.19
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC3032
B1V7KEBTPIMZEU4LTD58
2039-10-01
5.000000
2065000.00
297296.20
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5419
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.130000
6961500.00
7025720.49
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9374
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.600000
13601000.00
14471776.82
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0108
B1V7KEBTPIMZEU4LTD58
2056-06-01
4.500000
4230000.00
2973937.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4875
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
3387896.00
3502056.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK6442
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.541000
1131152.00
1131047.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ8621
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.694000
2452900.00
1451641.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8979
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.750000
61528400.00
21303376.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6980
B1V7KEBTPIMZEU4LTD58
2024-10-01
3.360000
2874000.00
2790083.67
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
49000000.00
46863002.36
Agency Mortgage-Backed Securities
03.000 FGPC G08710 G
2046-06-01
3.000000
13430000.00
10448942.67
Agency Mortgage-Backed Securities
03.000 FGPC T61431 G
2042-11-01
3.000000
41900000.00
17973658.92
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5462
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
48763328.00
47293011.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1372
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
1751000.00
1687791.79
Agency Mortgage-Backed Securities
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0241
379000000.00
379000000.00
0.0040
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.470000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0K5DL0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CIAK1606
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.000000
8868288.00
2401906.03
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK5280
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
412736.00
151356.88
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK6523
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
17089536.00
4631101.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH8829
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.500000
12000000.00
2918200.93
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ3626
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.000000
12932944.00
3233311.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109476
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.750000
19853000.00
21234669.54
Agency Mortgage-Backed Securities
FNAR XX.XXX HY465721
B1V7KEBTPIMZEU4LTD58
2020-10-01
4.040000
150000.00
153659.35
Agency Mortgage-Backed Securities
05.000 FGPC Q63505 G
2049-05-01
5.000000
8555776.00
9396550.21
Agency Mortgage-Backed Securities
04.500 FGPC G61955 G
2049-02-01
4.500000
46936576.00
50165837.24
Agency Mortgage-Backed Securities
04.000 FGPC G61938 G
2049-03-01
4.000000
76098048.00
78069946.40
Agency Mortgage-Backed Securities
04.000 FGPC Q05833 G
2042-01-01
4.000000
31733760.00
9940141.09
Agency Mortgage-Backed Securities
03.500 FGPC U51230 G
2036-01-01
3.500000
1242820.00
847077.91
Agency Mortgage-Backed Securities
04.500 FGPC V85117 G
2049-02-01
4.500000
108104000.00
112245071.60
Agency Mortgage-Backed Securities
04.000 FGPC Q32301 G
2045-03-01
4.000000
26866800.00
15238397.68
Agency Mortgage-Backed Securities
03.000 FGPC J18678 G
2027-04-01
3.000000
11558000.00
2166026.07
Agency Mortgage-Backed Securities
05.500 FGPC A82761 G
2038-10-01
5.500000
266662.00
6244.10
Agency Mortgage-Backed Securities
05.500 FGPC C01490 G
2033-02-01
5.500000
899912.00
17308.99
Agency Mortgage-Backed Securities
07.500 FGPC C42326 G
2030-09-01
7.500000
8135616.00
14638.98
Agency Mortgage-Backed Securities
06.000 FGPC N30129 G
2032-05-01
6.000000
1000000.00
15080.92
Agency Mortgage-Backed Securities
04.000 FGPC N31025 G
2033-09-01
4.000000
1000000.00
14268.54
Agency Mortgage-Backed Securities
07.000 FGPC N50060 G
2030-11-01
7.000000
19083744.00
29149.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0682
B1V7KEBTPIMZEU4LTD58
2039-11-01
5.500000
13607584.00
3799326.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LB832806
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.090000
12659232.00
81021.32
Agency Mortgage-Backed Securities
FNMS 03.500 CJAJ5337
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.500000
14282832.00
867991.06
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK1255
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
11100000.00
4246977.02
Agency Mortgage-Backed Securities
05.000 FGPC G30545 G
2029-10-01
5.000000
106170.00
8954.50
Agency Mortgage-Backed Securities
06.000 FGPC G06571 G
2037-11-01
6.000000
191495.00
11112.96
Agency Mortgage-Backed Securities
05.500 FGPC G07100 G
2040-07-01
5.500000
4235000.00
618568.43
Agency Mortgage-Backed Securities
03.000 FGPC G14684 G
2023-02-01
3.000000
2400000.00
390763.28
Agency Mortgage-Backed Securities
05.500 FGPC G01848 G
2035-07-01
5.500000
2140000.00
64589.41
Agency Mortgage-Backed Securities
05.000 FGPC G02757 G
2036-06-01
5.000000
3715980.00
145519.95
Agency Mortgage-Backed Securities
05.000 FGPC A47971 G
2035-08-01
5.000000
1755000.00
201364.27
Agency Mortgage-Backed Securities
04.500 FGPC A46024 G
2035-07-01
4.500000
850470.00
31885.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK5478
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.937000
64510464.00
4693420.53
Agency Mortgage-Backed Securities
FNMS 06.500 CL621586
B1V7KEBTPIMZEU4LTD58
2031-12-01
6.500000
1310132.00
70471.82
Agency Mortgage-Backed Securities
FNMS 06.000 CL626504
B1V7KEBTPIMZEU4LTD58
2032-01-01
6.000000
51930.00
5038.39
Agency Mortgage-Backed Securities
06.500 FGPC C90528 G
2022-03-01
6.500000
7426192.00
24169.22
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109439
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.820000
4158000.00
4555880.41
Agency Mortgage-Backed Securities
FNMS 04.500 ZL310167
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1390110.00
729044.88
Agency Mortgage-Backed Securities
03.500 FGPC Q53699 G
2048-01-01
3.500000
81295232.00
78551212.43
Agency Mortgage-Backed Securities
04.500 FGPC G61415 G
2048-05-01
4.500000
83674752.00
83137375.24
Agency Mortgage-Backed Securities
06.000 FGPC C90503 G
2021-12-01
6.000000
7499990.00
18235.36
Agency Mortgage-Backed Securities
07.500 FGPC C60148 G
2031-11-01
7.500000
5775360.00
17214.41
Agency Mortgage-Backed Securities
03.000 FGPC Q15238 G
2043-01-01
3.000000
17368064.00
10181628.45
Agency Mortgage-Backed Securities
05.500 FGPC G01469 G
2032-12-01
5.500000
3722000.00
26759.59
Agency Mortgage-Backed Securities
07.000 FGPC G01639 G
2033-12-01
7.000000
270000.00
5692.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK9751
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.584000
65393664.00
8413223.42
Agency Mortgage-Backed Securities
FNMS 03.500 CTAO7203
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
10200000.00
3825761.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1399
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.785000
14727000.00
15951979.59
Agency Mortgage-Backed Securities
05.000 FGPC G05326 G
2038-02-01
5.000000
166000.00
7875.08
Agency Mortgage-Backed Securities
06.000 FGPC G30307 G
2027-01-01
6.000000
3988000.00
127636.41
Agency Mortgage-Backed Securities
06.000 FGPC C91173 G
2028-02-01
6.000000
2334760.00
58005.86
Agency Mortgage-Backed Securities
05.000 FGPC C91247 G
2029-04-01
5.000000
300087.00
19122.73
Agency Mortgage-Backed Securities
05.000 FGPC C91293 G
2030-03-01
5.000000
810160.00
84263.90
Agency Mortgage-Backed Securities
03.500 FGPC C91403 G
2032-03-01
3.500000
19710.00
6281.84
Agency Mortgage-Backed Securities
05.500 FGPC J00834 G
2021-01-01
5.500000
1265958.00
14874.22
Agency Mortgage-Backed Securities
03.500 FGPC G07247 G
2042-12-01
3.500000
210000000.00
89976841.67
Agency Mortgage-Backed Securities
05.500 FGPC G14830 G
2024-12-01
5.500000
7200000.00
551732.93
Agency Mortgage-Backed Securities
03.500 FGPC G08659 G
2045-08-01
3.500000
1436966.00
820885.65
Agency Mortgage-Backed Securities
05.000 FGPC A47758 G
2035-11-01
5.000000
6035410.00
109029.60
Agency Mortgage-Backed Securities
05.500 FGPC G05899 G
2040-05-01
5.500000
100000000.00
17547365.88
Agency Mortgage-Backed Securities
06.000 FGPC G30546 G
2026-03-01
6.000000
3877008.00
460576.79
Agency Mortgage-Backed Securities
FNAR XX.XXX WS545499
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.415000
4999000.00
75823.18
Agency Mortgage-Backed Securities
05.500 FGPC G01749 G
2035-01-01
5.500000
2110528.00
61353.43
Agency Mortgage-Backed Securities
04.000 FGPC J09596 G
2024-05-01
4.000000
750000.00
35744.19
Agency Mortgage-Backed Securities
06.000 FGPC G03568 G
2037-11-01
6.000000
425000.00
19921.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9102
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
5685104.00
4005080.10
Agency Mortgage-Backed Securities
FMAR 609841 G
2024-07-01
4.500000
10233952.00
71746.15
Agency Mortgage-Backed Securities
07.500 FGPC C00875 G
2029-10-01
7.500000
5642030.00
15238.03
Agency Mortgage-Backed Securities
04.000 FGPC E02866 G
2026-04-01
4.000000
754530.00
56694.68
Agency Mortgage-Backed Securities
05.500 FGPC C75679 G
2033-01-01
5.500000
159000.00
8780.52
Agency Mortgage-Backed Securities
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0247
635000000.00
635000000.00
0.0066
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.460000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0K5DP1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AA0050 X
549300M8ZYFG0OCMTT87
2042-04-15
2.990000
616827.00
280327.31
Agency Mortgage-Backed Securities
GNII SF AQ3441 C
549300M8ZYFG0OCMTT87
2046-02-20
4.000000
110000.00
47891.91
Agency Mortgage-Backed Securities
GNII SF AV4302 C
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
1123940.00
996569.26
Agency Mortgage-Backed Securities
GNII SF AX4342 C
549300M8ZYFG0OCMTT87
2046-10-20
3.500000
87470.00
77267.86
Agency Mortgage-Backed Securities
GNII SF AY6152 C
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
11061424.00
9644847.50
Agency Mortgage-Backed Securities
GNII SF BA8778 C
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
1024480.00
940668.13
Agency Mortgage-Backed Securities
GNMI SF AE8309 X
549300M8ZYFG0OCMTT87
2044-04-15
4.000000
27032000.00
11803224.62
Agency Mortgage-Backed Securities
GNII SF AG2675 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
1500000.00
521676.25
Agency Mortgage-Backed Securities
GNII SF MA1919 M
549300M8ZYFG0OCMTT87
2044-05-20
3.500000
225000.00
78815.06
Agency Mortgage-Backed Securities
GNII SF MA2303 M
549300M8ZYFG0OCMTT87
2044-10-20
3.500000
5331000.00
1969218.14
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
32301600.00
26602019.32
Agency Mortgage-Backed Securities
GNII SF MA4718 M
549300M8ZYFG0OCMTT87
2047-09-20
3.000000
27090944.00
24252683.36
Agency Mortgage-Backed Securities
GNII SF MA5019 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
201497856.00
188434191.21
Agency Mortgage-Backed Securities
GNII SF MA5817 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
134513600.00
138820722.96
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
77268992.00
80697736.80
Agency Mortgage-Backed Securities
GNII SF BG7701 C
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
1560220.00
1372140.50
Agency Mortgage-Backed Securities
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0246
477000000.00
477000000.00
0.0050
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.870000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K5DT3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SLM STUDENT LOAN TR 2006-2 A-6 20410125 FLT
5493007758ACJK074H95
2041-01-25
2.750250
254999.00
227267.29
Asset-Backed Securities
SLM STUDENT LOAN TR 2012-3 A 20251226 FLT
2025-12-26
3.079750
770000.00
270504.61
Asset-Backed Securities
CODA CDO LTD 2007-1 A-1LB 20471107 FLT
54930097FPHCE7UIOL97
2047-11-07
2.293450
27500000.00
44796.58
Asset-Backed Securities
BATTALION CLO XII
549300JIE0P78OIZGS60
2031-05-17
8.615130
2694736.00
2591555.44
Asset-Backed Securities
TOWD PT MTG TR 2017-3 X 20570725 FLT
2057-07-25
0.00
51503000.00
983913.31
Asset-Backed Securities
SACO I TRUST 2006-1 A 20350925 FLT
2035-09-25
2.769750
26422976.00
396142.19
Asset-Backed Securities
SACO I TRUST 2006-5 I-A 20360425 FLT
2036-04-25
2.729750
24614400.00
843383.06
Asset-Backed Securities
SLM STUDENT LOAN TR 2011-1 A-2 20341025 FLT
549300AQ8DWMCQEZWX44
2034-10-25
3.579750
680000.00
686022.97
Asset-Backed Securities
US AIRWAYS PT TRUST 2013-1 B 20230515 5.3
2023-05-15
5.375000
20000.00
15530.56
Asset-Backed Securities
WHITEHORSE IX LTD
5493006SRQWF2ZFME608
2026-07-17
7.238000
755000.00
710505.17
Asset-Backed Securities
UPSTART SEC TR 2018-1 C 20250820 4.9
2025-08-20
4.997000
5000000.00
5068305.28
Asset-Backed Securities
PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT
2023-02-25
5.279750
4000000.00
4009203.92
Asset-Backed Securities
TOWD PT MTG TR 2018-5 X 20580725 FLT
2058-07-25
0.00
111149568.00
507943.02
Asset-Backed Securities
TOWD PT MTG TR 2019-1 A2 20580325 FLT
2058-03-25
3.750000
4075000.00
4073532.32
Asset-Backed Securities
AVANT LOANS FDG TR 2018-A C 20240515 4.7
2024-05-15
4.790000
12603000.00
12779603.74
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-B 2-A 20360515 FLT
2036-05-15
2.609630
12928000.00
235421.80
Asset-Backed Securities
CWABS INC 2006-26 1-A 20350825 FLT
2035-08-25
2.569750
1000000.00
238438.24
Asset-Backed Securities
RADNOR RE LTD 2018-1 M-2 20280325 FLT
549300ED4YNDE7SVU538
2028-03-25
5.129750
4173000.00
4174562.70
Asset-Backed Securities
RENAISSANCE HEQ 2004-3 M-4 20341125 5.4
2034-11-25
5.481000
5200000.00
114810.06
Asset-Backed Securities
ELLINGTON LN ACQ TR 2007-2 M-1B 20370525 FLT
2037-05-25
4.029750
37012000.00
27121424.35
Asset-Backed Securities
AFC MTG LOAN ABC 1999-4 1A 20291226 FLT
2029-12-26
3.789750
214858000.00
3805657.65
Asset-Backed Securities
HLSS MSR EBO ACQ 2018-PLS1 A 20230125 3.1
2023-01-25
3.193000
2525000.00
1772178.31
Asset-Backed Securities
CWHEQ HEQ LN TR 2006-S6 A-5 20340325 FLT
2034-03-25
5.962000
19623000.00
8860137.54
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2005-F 2-A 20351215 FLT
2035-12-15
2.679630
83522000.00
1717195.15
Asset-Backed Securities
BLUEMOUNTAIN CLO 2018-3 E 20301025 FLT
2030-10-25
8.530250
3500000.00
3442495.88
Asset-Backed Securities
TOWD PT MTG TR 2019-1 M1 20580325 FLT
2058-03-25
3.750000
2846000.00
2765711.02
Asset-Backed Securities
TOWD PT MTG TR 2019-1 B3 20580325 FLT
2058-03-25
3.926560
777000.00
365989.58
Asset-Backed Securities
TOWD POINT MTG TR 2019-HY2 XA 20580525 FLT
2058-05-25
5.000000
20596000.00
7709984.45
Asset-Backed Securities
TOWD PT MTG TR 2018-2 B5 20580325 FLT
2058-03-25
3.769400
4047000.00
3106550.89
Asset-Backed Securities
TOWD PT MTG TR 2018-2 X 20580325 FLT
2058-03-25
0.00
90927000.00
59601.37
Asset-Backed Securities
TOWD PT MTG TR 2019-1 A1 20580325 FLT
2058-03-25
3.750000
47978000.00
47696582.43
Asset-Backed Securities
TABERNA PREF FDG IX 2007-9 A-1LA 20380505 FLT
549300CT01X2OUNHMJ08
2038-05-05
2.905130
40000000.00
5581013.19
Asset-Backed Securities
OZLM XXII 2018-22 E 20310117 FLT
2031-01-17
9.978000
670000.00
652934.65
Asset-Backed Securities
SQUARED CDO LTD 2007-1 A-2 20570511 FLT
2057-05-11
3.638630
20000000.00
8064.38
Asset-Backed Securities
SQUARED CDO LTD 2007-1 C 20570511 FLT
2057-05-11
7.638630
5000000.00
7377.31
Asset-Backed Securities
YORK CLO-1 LTD 2018- 1RR F-RR 20291022 FLT
549300EJZ6JIZVXIHF06
2029-10-22
10.491500
473000.00
473581.22
Asset-Backed Securities
VENTURE 36 CLO 2019-36 E 20320420 FLT
549300AZL7IWJJ04HD37
2032-04-20
0.00
4726440.00
4594052.42
Asset-Backed Securities
WELLFLEET CLO 2019-10 D 20320420 FLT
2032-04-20
9.668470
3167676.00
3182703.70
Asset-Backed Securities
NORTHWOODS CAP LTD 2018-14B E 20311113 FLT
549300QQDSTCZ860F679
2031-11-13
8.725250
3349000.00
3211096.97
Asset-Backed Securities
NELNET ST LN TR 2014-4 A-2 20431125 FLT
2043-11-25
3.379750
244998.00
242934.54
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 C 20360515 FLT
2036-05-15
4.429380
12772300.00
12756334.62
Asset-Backed Securities
LCCM CRE TR 2017-FL1 B 20340915 FLT
2034-09-15
3.932380
6000000.00
5993515.55
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-8 A-6 20410125 FLT
5493008U32QWNGB0TW72
2041-01-25
2.740250
255000.00
243509.25
Asset-Backed Securities
RESIDENTIAL ASSET SEC 2001-KS3 M-II-2 20310925 FLT
2031-09-25
3.779750
250000.00
10457.30
Asset-Backed Securities
RASC SERIES TRUST 2006-KS3 M-2 20360425 FLT
2036-04-25
2.769750
11697000.00
10454565.86
Asset-Backed Securities
PARK AVE INS ADV 2019-1 C 20320517 FLT
2032-05-17
6.414210
9500000.00
9512253.05
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 X-B 20470311 FLT
2047-03-11
1.438400
41888896.00
121626.59
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2019-2 D 20250515 3.5
2025-05-15
3.530000
1582000.00
1595471.35
Asset-Backed Securities
HAYFIN KINGSLAND 2013-9R F-R 20310428 FLT
5493007TDTFGTUF8ZZ81
2031-04-28
10.762400
2679190.00
2517196.96
Asset-Backed Securities
GMACM HEQ LN TR 2007-HE2 A-5 20371225 FLT
2037-12-25
7.051000
6650000.00
809751.38
Asset-Backed Securities
SQUARED CDO LTD 2007-1 D 20570511 FLT
2057-05-11
8.638630
5000000.00
9210.71
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2005-M A-4 20360215 FLT
2036-02-15
2.769630
43521.00
7055.98
Asset-Backed Securities
APIDOS CLO XVI 2014-16 E 20250121 FLT
549300SXGU1ZTWUMZ124
2025-01-21
8.341500
715000.00
681632.20
Asset-Backed Securities
BXMT 2017-FL1 LTD A 20350615 FLT
2035-06-15
3.302380
6750000.00
6760761.25
Asset-Backed Securities
AMER AIRLINES PT TR 2017-1 AA 20300815 3.6
2030-08-15
3.650000
53000.00
49181.65
Asset-Backed Securities
CAPITAL ONE PRIME AUTO 2019-1 A-1 20200615 2.5
2020-06-15
2.506680
200000.00
200007.20
Asset-Backed Securities
CARRINGTON MTG LN 2006-NC4 A-4 20360825 FLT
2036-08-25
2.669750
37000.00
27148.95
Asset-Backed Securities
ACE SECS HEQ 2004-HE1 M-4 20340325 FLT
2034-03-25
5.129750
4334990.00
21471.82
Asset-Backed Securities
ACRISURE LLC / ACRISURE FIN SR SEC GLBL 24
2024-02-15
8.125000
812000.00
856833.23
Corporate Debt Securities
DCP MIDSTREAM OPERATING PL SR GLBL NT 22
549300Y6CTBSE0QIPL28
2022-04-01
4.950000
75000.00
77295.94
Corporate Debt Securities
DEVON ENERGY CORP SR GLBL DEB 32
54930042348RKR3ZPN35
2032-04-15
7.950000
447000.00
610529.36
Corporate Debt Securities
APERGY CORP SR GLBL NT 26
549300EP2909K6DYYP38
2026-05-01
6.375000
1958000.00
2021900.15
Corporate Debt Securities
ALLISON TRANSMISSION INC SR GLBL COCO 29
MWKQ3I0U1GXP2YDSZW75
2029-06-01
5.875000
415000.00
425356.27
Corporate Debt Securities
SYNGENTA FIN N V SR GLBL REGS 21
54930042S3BYCEGOCN86
2021-04-23
3.933000
500000.00
507551.50
Corporate Debt Securities
GLOBAL SHIP LEASE INC NEW SR SEC GLBL 22
254900GLZ0J5N8UZM071
2022-11-15
9.875000
237000.00
241530.16
Corporate Debt Securities
AMERICAN EXPRESS CO 4.9%
R4PP93JZOLY261QX3811
2099-12-31
4.900000
28000.00
28145.83
Corporate Debt Securities
ANIXTER INC SR GLBL NT 21
5493000SM561KPBZQ714
2021-10-01
5.125000
29000.00
29896.08
Corporate Debt Securities
ARAMARK SVCS INC SR GLBL NT 26
42YMHYH0XMHJEXDUB065
2026-06-01
4.750000
28000.00
28661.31
Corporate Debt Securities
ASSUREDPARTNERS INC SR GLBL 144A 25
549300HNDSDQWQ3L2P80
2025-08-15
7.000000
461000.00
447362.08
Corporate Debt Securities
CAMELOT FIN S A SR 144A NT 24
2024-10-15
7.875000
92000.00
96240.62
Corporate Debt Securities
COMMERCIAL METALS CO SR GLBL NT 26
549300OQS2LO07ZJ7N73
2026-04-15
5.750000
47000.00
46985.31
Corporate Debt Securities
FIRST DATA CORP NEW SR SEC 144A NT24
H9AD9QN07EKOX2GRN450
2024-01-15
5.750000
502000.00
524746.88
Corporate Debt Securities
AES CORP SR GLBL NT5.5%25
2NUNNB7D43COUIRE5295
2025-04-15
5.500000
317000.00
328689.38
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 21
54930067J0ZNOEBRW338
2021-07-26
6.625000
166000.00
176635.53
Corporate Debt Securities
GANNETT CO INC SR 144A NT 21
549300YC5EDBGX85AO10
2021-09-15
4.875000
5000.00
5010.16
Corporate Debt Securities
GENWORTH HLDGS INC SR GLBL NT4.9%23
PXDECZED7L8SRUP41R09
2023-08-15
4.900000
10000.00
8442.92
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PERP SB BD FX/FL
784F5XWPLTWKTBV3E584
2099-12-31
5.300000
74000.00
76067.89
Corporate Debt Securities
HCA INC SR GLBL NT 25
L3CJ6J7LJ2DX62FTXD46
2025-02-01
5.375000
14000.00
14878.74
Corporate Debt Securities
RITE AID CORP SR GLBL 144A 28
529900W353T1JY1DKT44
2028-12-15
6.875000
876000.00
531303.12
Corporate Debt Securities
PANTHER BF AGGREGATOR 2 LP / P SR GLBL 144A 27
2027-05-15
8.500000
420000.00
430050.83
Corporate Debt Securities
LPL HLDGS INC SR 144A NT 25
549300Z5YF8CCRMYUL26
2025-09-15
5.750000
600000.00
613187.50
Corporate Debt Securities
LAND O LAKES INC PERP JR SB 144A
4ONCJWH5BBCYSJIJYX61
2049-12-29
7.250000
205000.00
199896.35
Corporate Debt Securities
SIX FLAGS ENTMT CORP NEW SR 144A NT 24
549300JYTDUAA4JQ3717
2024-07-31
4.875000
295000.00
297950.00
Corporate Debt Securities
ROSE ROCK MIDSTR/ROSE ROCK FIN SR GLBL NT 23
2023-11-15
5.625000
55000.00
52378.91
Corporate Debt Securities
SBA COMMUNICATIONS CORP SR GLBL NT 22
5299001HX8ZN8Y8QIT49
2022-07-15
4.875000
11000.00
11297.34
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR NT 4.5%26
2026-09-01
4.500000
70000.00
69116.25
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR GLBL 144A 28
2028-01-15
4.500000
45000.00
43509.38
Corporate Debt Securities
NEWFIELD EXPL CO SR NT 5.75%22
T8W3X1PFLPW2YE0UIP44
2022-01-30
5.750000
5000.00
5411.83
Corporate Debt Securities
NATIONAL FINL PARTNERS CORP SR GLBL 144A 25
VO2L9FZNXDJNQNEYH039
2025-07-15
6.875000
30000.00
29873.44
Corporate Debt Securities
OI EUROPEAN GROUP BV SR GLBL 144A 23
72450053F5WRDY8CDZ66
2023-03-15
4.000000
502000.00
498653.33
Corporate Debt Securities
OXFORD FINANCE LLC / OXFORD FI SR 144A NT 22
2022-12-15
6.375000
179000.00
189600.16
Corporate Debt Securities
PRECISION DRILLING CORP SR NT 7.75%23
549300WF2OE8T5BP4B84
2023-12-15
7.750000
100000.00
105052.08
Corporate Debt Securities
NINE ENERGY SVC INC SR GLBL 144A 23
549300KRLJCZBPZMKT65
2023-11-01
8.750000
19000.00
19133.92
Corporate Debt Securities
LENNAR CORP FR 5.25%060126
529900G61XVRLX5TJX09
2026-06-01
5.250000
152000.00
161097.83
Corporate Debt Securities
JELD-WEN INC SR 144A NT 27
549300XWE6NM0N1HFW16
2027-12-15
4.875000
600000.00
575906.25
Corporate Debt Securities
KCA DEUTAG UK FINANCE PLC SR SEC GLBL 21
529900T5G3VI71LSI184
2021-05-15
7.250000
954000.00
761311.87
Corporate Debt Securities
KLX ENERGY SERVICS HOLDNGS INC SR GLBL 144A 25
5493004D4S7MAO1H3U27
2025-11-01
11.500000
900000.00
941259.50
Corporate Debt Securities
BERRY PLASTICS CORP SR SEC NT 5.5%22
549300AP2Q7ERHX6RI89
2022-05-15
5.500000
467000.00
472156.46
Corporate Debt Securities
SUBURBAN PROPANE PARTNERS L P SR GLBL NT5.5%24
2024-06-01
5.500000
8000.00
8098.78
Corporate Debt Securities
SANCHEZ ENERGY CORP SR SEC GLBL 23
549300SB0HTIM17TVR61
2023-02-15
7.250000
500000.00
438072.92
Corporate Debt Securities
SIGNET UK FINANCE PLC SR NT 4.7%24
529900PWL7LM6UK07586
2024-06-15
4.700000
411000.00
360258.62
Corporate Debt Securities
VISTAJET MALTA FIN P L C SR GLBL 144A 24
2024-06-01
10.500000
4000000.00
3921166.67
Corporate Debt Securities
BOMBARDIER INC SR GLBL 144A 34
W7L3VLU8EHQY34Z36697
2034-05-01
7.450000
200000.00
194200.28
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC NT4.75%20
0W9AIBT6U6ADJ2I8HK17
2020-06-01
4.750000
28000.00
28871.31
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC NT 21
0W9AIBT6U6ADJ2I8HK17
2021-10-01
4.375000
253000.00
259794.98
Corporate Debt Securities
SPRINGLEAF FINANCE CORPORATION 6.625%28
5493008I795YYBFWFU90
2028-01-15
6.625000
490000.00
499243.65
Corporate Debt Securities
HANESBRANDS INC SR 144A NT 24
GX5LWVWZLL5S4W1L2F20
2024-05-15
4.625000
30000.00
29795.31
Corporate Debt Securities
BALBOA MERGER SUB INC SR 144A NT 21
04EEB871XLHVNY4RZJ65
2021-12-01
11.375000
800000.00
895247.22
Corporate Debt Securities
HILTON WORLDWIDE FINANCE LLC SR GLBL NT 25
2025-04-01
4.625000
33000.00
33456.39
Corporate Debt Securities
BECTON DICKINSON & CO SR GLBL NT 19
ICE2EP6D98PQUILVRZ91
2019-06-06
2.133000
33000.00
33337.90
Corporate Debt Securities
BECTON DICKINSON & CO SR GLBL NT 20
ICE2EP6D98PQUILVRZ91
2020-06-05
2.404000
5349000.00
5388311.58
Corporate Debt Securities
SEALED AIR CORP NEW SR NT 144A 20
Q0M0CZB4YN6JZ65WXI09
2020-12-01
6.500000
300000.00
320195.83
Corporate Debt Securities
ZEKELMAN INDS INC SR SEC 144A NT23
549300S5LMRAKDWWI425
2023-06-15
9.875000
855000.00
936447.66
Corporate Debt Securities
VICI PPTYS 1 LLC SR GLBL NT 8%23
2023-10-15
8.000000
8118.00
8889.21
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P SR GLBL NT 25
2025-10-15
4.650000
17000.00
17971.59
Corporate Debt Securities
OWENS-BROCKWAY GLASS CONTAINER SR 144A NT 25
V2UQUCDZJ9WY98W8QU33
2025-08-15
6.375000
44000.00
46908.12
Corporate Debt Securities
MSCI INC SR 144A NT 25
549300HTIN2PD78UB763
2025-08-15
5.750000
50000.00
52838.54
Corporate Debt Securities
CEQUEL COMMUNICATIONS HOLDINGS SR 144A NT 21
2021-12-15
5.125000
19000.00
19516.03
Corporate Debt Securities
CHINOS HLDGS INC 7%
2049-12-29
7.000000
2000000.00
1001971.99
Corporate Debt Securities
ENDO DESIGNATED ACT CO / ENDO SR SEC GLBL 24
2024-10-15
5.875000
450000.00
435304.69
Corporate Debt Securities
LENNAR CORP SR GLBL NT 21
529900G61XVRLX5TJX09
2021-01-15
8.375000
574000.00
633642.19
Corporate Debt Securities
ROWAN COS INC SR GLBL NT 22
5493006IFM30PWSM2474
2022-06-01
4.875000
1028000.00
971963.29
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 3.85%23
1HNPXZSMMB7HMBMVBS46
2023-11-15
3.850000
7596000.00
7057475.25
Corporate Debt Securities
GENON ENERGY INC SR SEC GLBL FL23
2023-12-01
9.392250
700555.00
722138.19
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 25
549300I7UVBGWRYMYZ18
2025-04-01
7.500000
1455000.00
1323746.87
Corporate Debt Securities
FREEPORT-MCMORAN INC SR NT 5.45%43
549300IRDTHJQ1PVET45
2043-03-15
5.450000
26000.00
22525.21
Corporate Debt Securities
FRESH MKT INC 1PRI SR 144A 23
529900QM5ZSBEBR6CS58
2023-05-01
9.750000
92000.00
70182.58
Corporate Debt Securities
EMI MUSIC PUBG GROUP NORTH AME SR 144A NT 24
549300Q7DABCZVN28N61
2024-06-15
7.625000
53000.00
57846.74
Corporate Debt Securities
CIT GROUP INC SR NT 5%22
N8O96ZZJQRFYQUJY7K79
2022-08-15
5.000000
127000.00
134090.83
Corporate Debt Securities
AMBAC ASSURN CORP SR 144A NT5.1%20
549300RYYRVPPB8NC636
2020-06-07
5.100000
16558144.00
17224571.70
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
7.591750
1474584.00
1355542.39
Corporate Debt Securities
CHINOS HLDGS INC 7%
2049-12-29
7.000000
1398000.00
731035.12
Corporate Debt Securities
AIR CDA SR 144A NT 21
4B4HI3CGXMBDC0G6BM51
2021-04-15
7.750000
200000.00
214937.50
Corporate Debt Securities
PENNEY J C CORP INC SR SEC 144A NT23
8TDNUQ07MEFMWW1VHP39
2023-07-01
5.875000
1012000.00
831677.76
Corporate Debt Securities
COMM S&L / CSL CAPITAL SR NT 8.25%23
2023-10-15
8.250000
59000.00
53265.94
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR GLBL NT 20
54930066VBP7DZEGGJ87
2020-03-31
5.250000
25000.00
25554.00
Corporate Debt Securities
MPH ACQUISITION HLDGS LLC SR 144A NT 24
5493002WXOPRPTXWTU06
2024-06-01
7.125000
500000.00
520213.54
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL46
549300LWGYFM1TVO1Z12
2046-04-01
5.500000
795000.00
757161.09
Corporate Debt Securities
99 CENTS ONLY STORES SR SEC GLBL 22
549300I645G0USPS4266
2022-04-14
13.000000
622294.00
410454.75
Corporate Debt Securities
KAR AUCTION SVCS INC SR GLBL 144A 25
5493004HKD20LBSG7D03
2025-06-01
5.125000
509000.00
516880.66
Corporate Debt Securities
UNION BANKSHARES CORP NEW SUB NT FXD/FLT26
2026-12-15
5.000000
14000.00
14482.81
Corporate Debt Securities
BIG RIV STL LLC/ BRS FIN CORP SR SEC GLBL 25
2025-09-01
7.250000
96000.00
101800.67
Corporate Debt Securities
BOMBARDIER INC SR 144A NT7.5%25
W7L3VLU8EHQY34Z36697
2025-03-15
7.500000
200000.00
199525.00
Corporate Debt Securities
BRUIN E&P PARTNERS LLC SR GLBL 144A 23
549300NZ4QCWC7W8KP34
2023-08-01
8.875000
25000.00
23295.92
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 7.75%21
54930027UF5LR7S2XC75
2021-06-01
7.750000
8000.00
8008.28
Corporate Debt Securities
REYNOLDS GROUP ISSUER LLC SR 144A NT 7%24
2024-07-15
7.000000
90000.00
93037.50
Corporate Debt Securities
HEALTHSOUTH CORP SR NT 5.125%23
549300FVRPM9DRQZRG64
2023-03-15
5.125000
347000.00
352439.95
Corporate Debt Securities
HERTZ CORP SR SEC 144A NT22
549300PD0C69OJ0NLB27
2022-06-01
7.625000
74000.00
77915.58
Corporate Debt Securities
EAGLE HOLDING CO. II LLC SR PIK 144A NT22
2022-05-15
7.625000
500000.00
504088.54
Corporate Debt Securities
AECOM SR GLBL NT 27
0EEB8GF0W0NPCIHZX097
2027-03-15
5.125000
32000.00
31901.67
Corporate Debt Securities
THE ADT CORPORATION SR SEC NT6.25%21
5493009JEEDYLVRA0J13
2021-10-15
6.250000
6000.00
6331.88
Corporate Debt Securities
ALBERTA ENERGY LTD SR NT 7.375%31
CZ72ZHBVKZXQRV3XFE26
2031-11-01
7.375000
2333000.00
2963705.49
Corporate Debt Securities
ANTERO RES CORP SR GLBL NT 5%25
APVBKPOULHUX7YZLKU17
2025-03-01
5.000000
9000.00
8728.75
Corporate Debt Securities
FHLMC STACR 2016-HQA4 B 20290425 FLT
2029-04-25
11.179800
6150000.00
7363685.11
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2005-A8 1-A-1 20351125 FLT
2035-11-25
4.320300
30000000.00
2073835.97
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2007-A5
2037-10-25
4.147180
13284000.00
7093.63
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C28 C 20481019 FLT
2048-10-19
4.220020
8650896.00
8869136.12
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-PC1 C 20500712 FLT
2050-07-12
4.439750
7675984.00
7878510.76
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C22 F 20570917 3.4
2057-09-17
3.455000
9923900.00
5523872.92
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2004-C15 H 144A 20411015 FLT
2041-10-15
6.241590
4156000.00
87801.25
Private Label Collateralized Mortgage Obligations
TPMT 2017-FRE2 M3
2047-11-25
4.000000
13692000.00
13853732.95
Private Label Collateralized Mortgage Obligations
BAYVIEW COML TR 2004-2 M-2 20340825 FLT
2034-08-25
3.609750
5635000.00
265361.58
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR1 3A2B G 20360225 FLT
2036-02-25
2.629750
49900000.00
3465754.11
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR7 A-2A 20360825 FLT
2036-08-25
2.659750
90990000.00
2707120.66
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2008-C1 A-J 20410415 FLT
2041-04-15
6.319340
15371696.00
10707113.26
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-IQ15 D 20490611 FLT
2049-06-11
6.078170
5500000.00
331146.04
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2006-12N 1A3A2B 20460825 FLT
2046-08-25
2.699750
55908000.00
124021.95
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2006-8 1-A-4 20361125 FLT
2036-11-25
2.879750
219079000.00
25614612.30
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2006-2 IV-A 20360225 FLT
2036-02-25
2.789750
10000000.00
302239.85
Private Label Collateralized Mortgage Obligations
ATRIUM HOTEL PORT TR 2018-ATRM F 20350615 FLT
2035-06-15
6.439630
33000000.00
33363100.91
Private Label Collateralized Mortgage Obligations
GE CAP CMBS 2005-C1 E 20480610 FLT
2048-06-10
4.413790
7000000.00
2006588.87
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2018-B2 E 20510310 3.2
2051-03-10
3.250000
9363000.00
6888219.18
Private Label Collateralized Mortgage Obligations
J P MORGAN ALT LN TR 2006-S3 A-5 20360825 FLT
2036-08-25
6.420000
5000000.00
3227288.15
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C33 A-1 20481217 1.8
2048-12-17
1.897700
330000.00
70491.75
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2017-4 A-3 20481125 FLT
2048-11-25
3.500000
4520000.00
3738713.45
Private Label Collateralized Mortgage Obligations
IMPAC SECD ASSETS TR 2006-1 2-M-1 20360525 FLT
2036-05-25
2.929750
2750000.00
946295.89
Private Label Collateralized Mortgage Obligations
INDYMAC INDA 2006-AR3 1-A-1 20361225 FLT
2036-12-25
4.339630
1000000.00
147666.78
Private Label Collateralized Mortgage Obligations
CSMC TR 2018-J1 A-1 20480225 FLT
2048-02-25
3.500000
19491000.00
18193648.48
Private Label Collateralized Mortgage Obligations
STARWOOD RTL PPTY TR 2014-STAR D 20271115 FLT
5493007115G809OI4R97
2027-11-15
5.689630
37000.00
33432.38
Private Label Collateralized Mortgage Obligations
TOWD PT MTG TR 2017-FRE2 M-4 20471125 FLT
2047-11-25
5.247640
35980416.00
32788854.71
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-EXCL C 20370915 FLT
2037-09-15
4.414630
5520200.00
5014870.01
Private Label Collateralized Mortgage Obligations
BANK 2019-BNK16 F 20520216 FLT
2052-02-16
3.686990
17022000.00
12579718.86
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-BCON E 20310107 FLT
2031-01-07
3.755700
2000000.00
2011486.85
Private Label Collateralized Mortgage Obligations
UBS COML MTG TR 2017-C6 A-4 20501216 3.3
2050-12-16
3.319800
1000000.00
1028428.28
Private Label Collateralized Mortgage Obligations
TOWD PT MTG TR 2017-FRE2 BZ 20471125 FLT
2047-11-25
0.00
144243712.00
31555475.74
Private Label Collateralized Mortgage Obligations
BANK 2018-BN14 F 20600917 3.9
2060-09-17
3.940000
2528700.00
2185759.95
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR13 2A 20461025 FLT
2046-10-25
2.458000
800000.00
145402.34
Private Label Collateralized Mortgage Obligations
JP MORGAN COM MTG 2003-CIBC7 J 144 20380112 FLT
2038-01-12
5.173000
4293300.00
2144044.18
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-6 1-A-7 20481225 FLT
2048-12-25
3.500000
9578560.00
9501246.12
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2006-AR16 A-1 20361025 FLT
2036-10-25
4.697880
36500000.00
1964238.74
Private Label Collateralized Mortgage Obligations
WELLS FARGO ALT LN 2007-PA3 I-A-1 20370725 5.7
2037-07-25
5.750000
1000000.00
97791.45
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2019-NQM1 B-1 20490125 FLT
2049-01-25
5.498810
559550.00
589480.66
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-6 A-1 20570825 FLT
2057-08-25
4.000000
2669880.00
1964178.02
Private Label Collateralized Mortgage Obligations
ML MTG INVESTORS 2004-1 2-A-1 20341225 FLT
2034-12-25
4.361160
43975000.00
2265739.50
Private Label Collateralized Mortgage Obligations
ML MTG INVESTORS 2005-A2 A-2 20350225 FLT
2035-02-25
4.455010
250000.00
14889.83
Private Label Collateralized Mortgage Obligations
NATIXIS COMM MTG SEC 2018-850T F 20330715 FLT
2033-07-15
4.893130
22269000.00
21973038.85
Private Label Collateralized Mortgage Obligations
HILT ORLANDO TR 2018-ORL E 20341215 FLT
2034-12-15
5.089630
5100000.00
5149832.39
Private Label Collateralized Mortgage Obligations
CSMC MTG TRUST 2007-5 8-A-2 20241025 6.0
2024-10-25
6.000000
3960000.00
251482.22
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-4CB 1-A-35 20370425 6.0
2037-04-25
6.000000
482816.00
98380.38
Private Label Collateralized Mortgage Obligations
Y
2019-08-29
2019-08-29
2019-11-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0302
497624378.52
497624378.52
0.0052
N
N
N
Y
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.480000%
AC28XWWI3WIBK2824319
0001484219
ARP0K5RG6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.500000
41243700.00
41820010.30
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
41000000.00
41000000.00
0.0004
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.500000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0K5RH4
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
2023-05-15
2.125000
10000.00
9988.36
Agency Debentures and Agency Strips
4.125 FHLB 20 JT
2549001DPIFGXC1TOL40
2020-03-13
4.125000
330000.00
337264.26
Agency Debentures and Agency Strips
2.375 FHLB 20 G4931
2549001DPIFGXC1TOL40
2020-03-30
2.375000
100000.00
100382.83
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2020-05-15
2.550000
13000.00
13024.69
Agency Debentures and Agency Strips
GNII SF BM1784 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1425322.00
1510197.74
Agency Mortgage-Backed Securities
GNII SF BM1239 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
2628676.00
2758858.55
Agency Mortgage-Backed Securities
GNPL PN BM3480
549300M8ZYFG0OCMTT87
2054-06-15
3.750000
5316091.00
5649393.07
Agency Mortgage-Backed Securities
GNPL PN BJ9595
549300M8ZYFG0OCMTT87
2053-12-15
3.990000
100000.00
107292.65
Agency Mortgage-Backed Securities
GNMI SF BK8720 X
549300M8ZYFG0OCMTT87
2049-05-15
4.500000
6219408.00
6802210.07
Agency Mortgage-Backed Securities
GNHA ML BL4127 H
549300M8ZYFG0OCMTT87
2069-01-20
4.662000
2593256.00
2707264.35
Agency Mortgage-Backed Securities
GNII SF BL8316 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
3086065.00
3249728.29
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN6221
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
243430.00
260238.51
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM5899
B1V7KEBTPIMZEU4LTD58
2037-11-01
4.000000
5487488.00
5651808.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6002
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.274000
8229680.00
8197641.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD3571
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
1485063.00
1548851.19
Agency Mortgage-Backed Securities
FNMS 05.500 CLBD3621
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.500000
1218128.00
1310701.53
Agency Mortgage-Backed Securities
04.000 FGPC J11768 G
2025-02-01
4.000000
15140026.00
1689383.61
Agency Mortgage-Backed Securities
04.500 FGPC T62350 G
2049-02-01
4.500000
1343609.00
1388346.49
Agency Mortgage-Backed Securities
GNPL PN AK0568
549300M8ZYFG0OCMTT87
2043-04-15
3.730000
100000.00
94882.09
Agency Mortgage-Backed Securities
GNII JM MA5867 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
4627641.00
4773786.78
Agency Mortgage-Backed Securities
FNMS 05.000 CKMA3607
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
4171370.00
4126713.65
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3683
B1V7KEBTPIMZEU4LTD58
2039-05-01
3.500000
2217347.00
2270384.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3978
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.912000
8390676.00
8084845.47
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1362
2043-07-01
3.500000
1781026.00
813108.07
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
2045-07-01
3.500000
1395077.00
819251.32
Agency Mortgage-Backed Securities
GNII SF BG5663 C
549300M8ZYFG0OCMTT87
2048-05-20
5.500000
165661.00
177700.08
Agency Mortgage-Backed Securities
GNII SF BG8490 C
549300M8ZYFG0OCMTT87
2049-04-20
3.500000
3115057.00
3194297.93
Agency Mortgage-Backed Securities
GNPL PN BH6896
549300M8ZYFG0OCMTT87
2053-11-15
3.800000
100000.00
105781.88
Agency Mortgage-Backed Securities
GNII JM MA5924 M
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
4589567.00
4758361.08
Agency Mortgage-Backed Securities
GNII SF MA5930 M
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
6436859.00
6618799.68
Agency Mortgage-Backed Securities
GNII SF MA5932 M
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
9425123.00
9874277.24
Agency Mortgage-Backed Securities
GNPL PN BE6947
549300M8ZYFG0OCMTT87
2053-10-15
3.820000
100000.00
105799.93
Agency Mortgage-Backed Securities
03.500 FGPC C92051 G
2039-06-01
3.500000
209728.00
215602.36
Agency Mortgage-Backed Securities
GNPL PN BI7712
549300M8ZYFG0OCMTT87
2053-11-15
3.850000
100000.00
106131.53
Agency Mortgage-Backed Securities
GNMI SF BI1278 X
549300M8ZYFG0OCMTT87
2048-09-15
5.000000
729303.00
779458.79
Agency Mortgage-Backed Securities
GNPL PN BI2274
549300M8ZYFG0OCMTT87
2053-11-15
3.730000
100000.00
105273.87
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP0312
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
4245453.00
1559582.56
Agency Mortgage-Backed Securities
04.500 FGPC Q63841 G
2049-05-01
4.500000
3697332.00
3964027.95
Agency Mortgage-Backed Securities
04.500 FGPC G61909 G
2037-12-01
4.500000
12483185.00
12750502.84
Agency Mortgage-Backed Securities
GNHA AL BN1318 H
549300M8ZYFG0OCMTT87
2069-04-20
5.173000
1000.00
1108.44
Agency Mortgage-Backed Securities
GNII SF BN7946 C
549300M8ZYFG0OCMTT87
2049-05-20
5.500000
29359.00
31139.46
Agency Mortgage-Backed Securities
GNII SF BN8956 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1188290.00
1240582.15
Agency Mortgage-Backed Securities
GNII SF BM7141 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
168847.00
176712.57
Agency Mortgage-Backed Securities
GNHA ML BI4582 H
549300M8ZYFG0OCMTT87
2068-07-20
4.663000
708072.00
716183.10
Agency Mortgage-Backed Securities
GNPL PN BE6950
549300M8ZYFG0OCMTT87
2054-03-15
4.090000
350000.00
378346.60
Agency Mortgage-Backed Securities
GNHA AL BE9475 H
549300M8ZYFG0OCMTT87
2069-02-20
4.959000
466060.00
502338.82
Agency Mortgage-Backed Securities
GNPL PN BF6179
549300M8ZYFG0OCMTT87
2053-08-15
3.250000
350000.00
353923.76
Agency Mortgage-Backed Securities
GNII JM MA5868 M
549300M8ZYFG0OCMTT87
2047-12-20
5.000000
3396529.00
3513686.53
Agency Mortgage-Backed Securities
GNII SF BE1679 C
549300M8ZYFG0OCMTT87
2048-07-20
5.500000
841577.00
907744.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD8925
B1V7KEBTPIMZEU4LTD58
2040-06-01
4.550000
4217.00
113.69
Agency Mortgage-Backed Securities
GNHF RF 765137 H
549300M8ZYFG0OCMTT87
2061-03-20
5.190000
15482728.00
86155.76
Agency Mortgage-Backed Securities
GNHF RF 765142 H
549300M8ZYFG0OCMTT87
2061-05-20
5.276000
14000000.00
101609.33
Agency Mortgage-Backed Securities
04.500 FGPC G07828 G
2044-09-01
4.500000
87443.00
29939.04
Agency Mortgage-Backed Securities
04.000 FGPC G08694 G
2046-02-01
4.000000
271893.00
152330.29
Agency Mortgage-Backed Securities
GNPL PN BI9720
549300M8ZYFG0OCMTT87
2048-11-15
3.900000
100000.00
106182.43
Agency Mortgage-Backed Securities
GNHF RF BJ1152 H
549300M8ZYFG0OCMTT87
2068-08-20
3.988000
182123.00
200552.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8487
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.717000
689000.00
266109.14
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9844
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.800000
10682.00
11418.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5463
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
30420.00
19621.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
40999.00
26479.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY2980
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
8000.00
4715.60
Agency Mortgage-Backed Securities
FNMS 05.500 CT256751
B1V7KEBTPIMZEU4LTD58
2027-06-01
5.500000
1692.00
41.04
Agency Mortgage-Backed Securities
FNAR XX.XXX GA424959
B1V7KEBTPIMZEU4LTD58
2027-09-01
5.145000
3000000.00
5885.97
Agency Mortgage-Backed Securities
FNAR XX.XXX HY464023
B1V7KEBTPIMZEU4LTD58
2019-12-01
4.260000
562479.00
479019.07
Agency Mortgage-Backed Securities
FNMS 06.100 CL551473
B1V7KEBTPIMZEU4LTD58
2030-08-01
6.100000
1510186.00
76988.04
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL6209
B1V7KEBTPIMZEU4LTD58
2021-07-01
4.264000
125366.00
36296.88
Agency Mortgage-Backed Securities
FNAR XX.XXX XXAL9932
B1V7KEBTPIMZEU4LTD58
2024-01-01
3.040000
200000.00
58918.98
Agency Mortgage-Backed Securities
04.500 FGPC Q63062 G
2049-04-01
4.500000
1054958.00
1135918.08
Agency Mortgage-Backed Securities
GNHF RF 731502 H
549300M8ZYFG0OCMTT87
2061-02-20
4.856000
7966109.00
149560.25
Agency Mortgage-Backed Securities
GNII SF BN1726 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
1051862.00
1114547.81
Agency Mortgage-Backed Securities
GNPL PN AD5086
549300M8ZYFG0OCMTT87
2053-11-15
4.030000
3871244.00
4143126.94
Agency Mortgage-Backed Securities
GNHA ML AH1050 H
549300M8ZYFG0OCMTT87
2065-03-20
4.808000
61758.00
43078.52
Agency Mortgage-Backed Securities
GNII SF BM2846 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
332785.00
348721.07
Agency Mortgage-Backed Securities
GNII SF BM4075 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1190981.00
1275161.46
Agency Mortgage-Backed Securities
GNII SF BM4869 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1867900.00
2002706.13
Agency Mortgage-Backed Securities
GNII SF BM6923 C
549300M8ZYFG0OCMTT87
2049-03-20
5.500000
1072831.00
1156820.57
Agency Mortgage-Backed Securities
GNII SF BN0661 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1900.00
1998.42
Agency Mortgage-Backed Securities
GNII SF BL8679 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
334405.00
354348.59
Agency Mortgage-Backed Securities
GNHF RF 725610 H
549300M8ZYFG0OCMTT87
2059-12-20
5.500000
10000000.00
32690.53
Agency Mortgage-Backed Securities
GNAR AR 080020 M
549300M8ZYFG0OCMTT87
2026-12-20
4.125000
1100000.00
4916.69
Agency Mortgage-Backed Securities
GNAR AR 080093 M
549300M8ZYFG0OCMTT87
2027-07-20
3.750000
471027.00
882.65
Agency Mortgage-Backed Securities
GNAR AR 080094 M
549300M8ZYFG0OCMTT87
2027-07-20
3.750000
6013165.00
16025.32
Agency Mortgage-Backed Securities
GNAR AR 080312 M
549300M8ZYFG0OCMTT87
2029-08-20
3.750000
2000200.00
12784.82
Agency Mortgage-Backed Securities
GNAR AR 080293 M
549300M8ZYFG0OCMTT87
2029-06-20
3.625000
2063524.00
16298.80
Agency Mortgage-Backed Securities
GNII JP 784498 M
549300M8ZYFG0OCMTT87
2033-05-20
2.500000
8171814.00
7331754.16
Agency Mortgage-Backed Securities
GNAR AR 008162 M
549300M8ZYFG0OCMTT87
2023-03-20
4.000000
28707.00
83.24
Agency Mortgage-Backed Securities
GNHF RF 765149 H
549300M8ZYFG0OCMTT87
2061-07-20
5.072000
1200.00
40.13
Agency Mortgage-Backed Securities
GNII SF MA5817 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
7002304.00
7226517.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LB982816
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.375000
14739.00
58.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC3643
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.500000
150376.00
21725.65
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3660
B1V7KEBTPIMZEU4LTD58
2039-05-01
3.500000
1740280.00
1781406.22
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3675
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1745202.00
1771626.94
Agency Mortgage-Backed Securities
GNII SF BM1161 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1364562.00
1471125.32
Agency Mortgage-Backed Securities
GNII SF BM2823 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1426529.00
1529426.75
Agency Mortgage-Backed Securities
GNMI SF BK8712 X
549300M8ZYFG0OCMTT87
2049-04-15
4.500000
4212295.00
4601152.41
Agency Mortgage-Backed Securities
GNHA AL BL5159 H
549300M8ZYFG0OCMTT87
2068-12-20
5.081000
933508.00
1036954.03
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN8801
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
2096243.00
2260133.74
Agency Mortgage-Backed Securities
FNAR XX.XXX S1894269
B1V7KEBTPIMZEU4LTD58
2036-10-01
4.453000
19244.00
1146.88
Agency Mortgage-Backed Securities
FNAR XX.XXX WD943043
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.750000
2594104.00
147604.57
Agency Mortgage-Backed Securities
FNAR XX.XXX S2947559
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.350000
759077.00
25488.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL1357
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.210000
1966097.00
2198408.31
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL1386
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.210000
5336.00
5968.62
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1839
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.646000
2114745.00
1353859.95
Agency Mortgage-Backed Securities
FNAR XX.XXX YLBM3699
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.831000
1307688.00
1379147.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE0269
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.500000
31688.00
15866.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE8888
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
287008.00
241104.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1835
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
2018451.00
1660943.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0665
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.130000
1004.00
1096.77
Agency Mortgage-Backed Securities
GNPL LM 752842
549300M8ZYFG0OCMTT87
2025-07-15
3.950000
6465057.00
2892540.32
Agency Mortgage-Backed Securities
GNHF RF 756699 H
549300M8ZYFG0OCMTT87
2062-01-20
4.700000
3750000.00
65235.05
Agency Mortgage-Backed Securities
GNHF RF 710078 H
549300M8ZYFG0OCMTT87
2061-06-20
4.700000
20250992.00
240373.92
Agency Mortgage-Backed Securities
FMAR 2B0915 G
2042-11-01
4.592000
1507163.00
127079.99
Agency Mortgage-Backed Securities
04.500 FGPC V84893 G
2048-11-01
4.500000
281860.00
288800.31
Agency Mortgage-Backed Securities
04.000 FGPC Q37993 G
2045-12-01
4.000000
500000.00
298330.31
Agency Mortgage-Backed Securities
04.500 FGPC Q60540 G
2048-12-01
4.500000
7380584.00
7287590.72
Agency Mortgage-Backed Securities
GNAR AR 008781 M
549300M8ZYFG0OCMTT87
2026-01-20
4.000000
2200000.00
6410.79
Agency Mortgage-Backed Securities
GNAR AR 008790 M
549300M8ZYFG0OCMTT87
2026-01-20
4.000000
14715746.00
43030.34
Agency Mortgage-Backed Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
172000000.00
172000000.00
0.0018
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 2.500000%
549300HN4UKV1E2R3U73
0001675365
ARP0K5RJ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZT1952
2049-05-01
4.000000
231593923.00
237823329.89
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT2067
2048-04-01
3.500000
242852683.00
249999999.36
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
2048-09-01
4.500000
173302793.00
161366672.10
Agency Mortgage-Backed Securities
04.000 FGPC G08857 G
2049-01-01
4.000000
252411465.00
249999999.11
Agency Mortgage-Backed Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
873000000.00
873000000.00
0.0091
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.480000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0K5RO9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
254946800.00
249999909.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
237438500.00
249999967.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
166981600.00
171557062.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
245987500.00
249999940.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
124593500.00
129260276.89
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
1030000000.00
1030000000.00
0.0108
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.480000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K5RR2
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
1.500000
26503800.00
26051300.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-24
0.00
128154400.00
126948723.40
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
150000000.00
150000000.00
0.0016
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.500000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0K5RS0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
3.120630
41360.00
1496.76
Agency Collateralized Mortgage Obligation
GNRA 2008-013 FC
549300M8ZYFG0OCMTT87
2038-02-16
2.957630
1067.00
138.28
Agency Collateralized Mortgage Obligation
GNRM 2019-31 KM
549300M8ZYFG0OCMTT87
2049-03-20
3.500000
29207052.00
29484184.27
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-03-15
7.000000
188.00
68.30
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2048-09-25
2.729750
182633.00
169690.54
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2038-04-05
3.980000
776000.00
786949.79
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2033-06-01
4.200000
410000.00
423506.36
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
2859000.00
1982687.91
Agency Debentures and Agency Strips
GNMI SF 657717 X
549300M8ZYFG0OCMTT87
2040-07-15
4.000000
30000.00
9983.04
Agency Mortgage-Backed Securities
GNMI SF 704767 X
549300M8ZYFG0OCMTT87
2039-11-15
4.000000
35508.00
11859.27
Agency Mortgage-Backed Securities
GNMI SF 740751 X
549300M8ZYFG0OCMTT87
2041-01-15
4.000000
217000.00
21243.06
Agency Mortgage-Backed Securities
GNII SF 004193 M
549300M8ZYFG0OCMTT87
2038-07-20
5.000000
1037.00
57.91
Agency Mortgage-Backed Securities
GNMI SF 724691 X
549300M8ZYFG0OCMTT87
2039-12-15
4.000000
25000.00
12089.05
Agency Mortgage-Backed Securities
GNMI SF 738107 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
75000.00
19179.68
Agency Mortgage-Backed Securities
GNMI SF AD9108 X
549300M8ZYFG0OCMTT87
2043-05-15
3.000000
17087462.00
7228322.58
Agency Mortgage-Backed Securities
GNAR AF MA5276 M
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
50000000.00
44102344.50
Agency Mortgage-Backed Securities
04.500 FGPC G08364 G
2039-09-01
4.500000
142480.00
16213.38
Agency Mortgage-Backed Securities
04.500 FGPC G03083 G
2035-09-01
4.500000
124578.00
5880.49
Agency Mortgage-Backed Securities
04.500 FGPC G05695 G
2039-11-01
4.500000
140242.00
11597.44
Agency Mortgage-Backed Securities
04.500 FGPC A86809 G
2039-06-01
4.500000
146184.00
10605.77
Agency Mortgage-Backed Securities
04.500 FGPC A88058 G
2039-08-01
4.500000
86529.00
12549.50
Agency Mortgage-Backed Securities
04.500 FGPC A87757 G
2039-08-01
4.500000
127957.00
13127.28
Agency Mortgage-Backed Securities
04.500 FGPC C03478 G
2040-06-01
4.500000
49649.00
5097.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1757
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
123723.00
114193.54
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2320
2038-09-01
5.500000
1185.00
28.57
Agency Mortgage-Backed Securities
04.500 FGPC Q01051 G
2041-05-01
4.500000
74642.00
8651.84
Agency Mortgage-Backed Securities
04.500 FGPC A86311 G
2039-05-01
4.500000
669174.00
8758.77
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE1511
B1V7KEBTPIMZEU4LTD58
2025-09-01
4.000000
1101.00
79.20
Agency Mortgage-Backed Securities
GNMI SF 656177 X
549300M8ZYFG0OCMTT87
2036-07-15
6.000000
10882.00
462.81
Agency Mortgage-Backed Securities
GNMI SF 663893 X
549300M8ZYFG0OCMTT87
2037-03-15
5.000000
356763.00
19801.76
Agency Mortgage-Backed Securities
GNMI SF 676766 X
549300M8ZYFG0OCMTT87
2038-03-15
5.000000
2104.00
71.64
Agency Mortgage-Backed Securities
FNMS 05.500 CL735228
B1V7KEBTPIMZEU4LTD58
2035-02-01
5.500000
1005.00
34.19
Agency Mortgage-Backed Securities
04.500 FGPC Q49436 G
2047-07-01
4.500000
635584.00
241926.22
Agency Mortgage-Backed Securities
03.500 FGPC Q57844 G
2048-08-01
3.500000
102877.00
104463.96
Agency Mortgage-Backed Securities
GNAR AS 082894 M
549300M8ZYFG0OCMTT87
2041-07-20
4.000000
1071.00
48.40
Agency Mortgage-Backed Securities
GNAR AS 082928 M
549300M8ZYFG0OCMTT87
2041-08-20
4.500000
1177.00
46.75
Agency Mortgage-Backed Securities
GNAR AS 082972 M
549300M8ZYFG0OCMTT87
2041-09-20
4.625000
1023.00
75.08
Agency Mortgage-Backed Securities
GNMI SP 782422 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
1077.00
19.90
Agency Mortgage-Backed Securities
GNMI SP 782562 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
1102.00
60.21
Agency Mortgage-Backed Securities
GNII SF 005115 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
2223105.00
371598.44
Agency Mortgage-Backed Securities
GNAR AF MA5723 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
1000.00
1005.40
Agency Mortgage-Backed Securities
GNMI SF BB3580 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
29830.00
24489.43
Agency Mortgage-Backed Securities
GNII SF 004469 M
549300M8ZYFG0OCMTT87
2039-06-20
5.000000
1273.00
134.38
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
3614508.00
3276380.50
Agency Mortgage-Backed Securities
GNAR AF MA5409 M
549300M8ZYFG0OCMTT87
2048-08-20
3.500000
2140469.00
2055125.45
Agency Mortgage-Backed Securities
02.500 FGPC J30161 G
2029-12-01
2.500000
660206.00
364914.00
Agency Mortgage-Backed Securities
05.000 FGPC G13106 G
2020-10-01
5.000000
41257.00
110.72
Agency Mortgage-Backed Securities
04.000 FGPC G15949 G
2029-01-01
4.000000
204492.00
97493.43
Agency Mortgage-Backed Securities
GNAR AF MA2459 M
549300M8ZYFG0OCMTT87
2044-12-20
3.500000
3182.00
114.56
Agency Mortgage-Backed Securities
GNAR AF MA2459 M
549300M8ZYFG0OCMTT87
2044-12-20
3.500000
1188.00
42.77
Agency Mortgage-Backed Securities
GNII SF MA3454 M
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
4505264.00
2511133.27
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
31187500.00
20391099.39
Agency Mortgage-Backed Securities
04.000 FGPC G12140 G
2020-02-01
4.000000
1716.00
2.48
Agency Mortgage-Backed Securities
04.500 FGPC G05535 G
2039-07-01
4.500000
99601.00
10345.03
Agency Mortgage-Backed Securities
FMAR 845323 G
2023-04-01
4.753000
40011.00
68.38
Agency Mortgage-Backed Securities
05.000 FGPC G30302 G
2025-07-01
5.000000
500000.00
13052.39
Agency Mortgage-Backed Securities
06.000 FGPC G02391 G
2036-11-01
6.000000
31.00
0.57
Agency Mortgage-Backed Securities
05.500 FGPC G11994 G
2021-05-01
5.500000
3.00
0.02
Agency Mortgage-Backed Securities
03.500 FGPC E02790 G
2025-10-01
3.500000
480438.00
31292.95
Agency Mortgage-Backed Securities
02.500 FGPC J19119 G
2027-05-01
2.500000
1013949.00
365038.25
Agency Mortgage-Backed Securities
FMAR 1Q0293 G
2037-08-01
4.925000
5289.00
112.80
Agency Mortgage-Backed Securities
06.500 FGPC H09069 G
2037-09-01
6.500000
1219000.00
15698.84
Agency Mortgage-Backed Securities
06.500 FGPC H09118 G
2037-11-01
6.500000
6850.00
63.57
Agency Mortgage-Backed Securities
GNAR AT MA2393 M
549300M8ZYFG0OCMTT87
2044-11-20
4.125000
1188.00
45.36
Agency Mortgage-Backed Securities
FNAR XX.XXX WS851297
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.863000
4776.00
88.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4375
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.261000
244646.00
232802.55
Agency Mortgage-Backed Securities
FNMS 07.000 NP889809
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
5388.00
64.75
Agency Mortgage-Backed Securities
FNMS 06.000 NP900174
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
1014.00
19.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
6990.00
6799.49
Agency Mortgage-Backed Securities
FNAR XX.XXX WS844532
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.251000
3958.00
121.53
Agency Mortgage-Backed Securities
04.500 FGPC Q59758 G
2048-11-01
4.500000
322098.00
342843.92
Agency Mortgage-Backed Securities
05.500 FGPC C90899 G
2025-05-01
5.500000
1100000.00
36027.29
Agency Mortgage-Backed Securities
05.000 FGPC C90699 G
2023-08-01
5.000000
1676.00
30.30
Agency Mortgage-Backed Securities
05.500 FGPC C90766 G
2023-12-01
5.500000
3465.00
78.99
Agency Mortgage-Backed Securities
05.500 FGPC B17128 G
2019-11-01
5.500000
14054.00
8.83
Agency Mortgage-Backed Securities
04.500 FGPC A37616 G
2035-09-01
4.500000
1237683.00
37583.40
Agency Mortgage-Backed Securities
05.500 FGPC G30991 G
2028-11-01
5.500000
27007.00
15025.89
Agency Mortgage-Backed Securities
04.000 FGPC K91484 G
2034-01-01
4.000000
1035000.00
511814.59
Agency Mortgage-Backed Securities
GNII SF MA0318 M
549300M8ZYFG0OCMTT87
2042-08-20
3.500000
22190900.00
7225581.88
Agency Mortgage-Backed Securities
GNII SF MA1760 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
19139094.00
6293365.77
Agency Mortgage-Backed Securities
GNII SF MA1225 M
549300M8ZYFG0OCMTT87
2043-08-20
4.000000
12155.00
2988.86
Agency Mortgage-Backed Securities
GNAR AF MA1299 M
549300M8ZYFG0OCMTT87
2043-09-20
4.000000
2668.00
31.96
Agency Mortgage-Backed Securities
GNII SF MA5527 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
12867874.00
12856728.38
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
16153192.00
16269781.66
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
77740.00
79611.33
Agency Mortgage-Backed Securities
04.000 FGPC G11860 G
2019-06-15
4.000000
7662.00
0.19
Agency Mortgage-Backed Securities
04.500 FGPC G08347 G
2039-06-01
4.500000
263381.00
24266.52
Agency Mortgage-Backed Securities
GNII SF 004557 M
549300M8ZYFG0OCMTT87
2039-10-20
4.000000
75000.00
13097.13
Agency Mortgage-Backed Securities
GNMI SF 734396 X
549300M8ZYFG0OCMTT87
2041-04-15
4.000000
25000.00
5436.21
Agency Mortgage-Backed Securities
GNII SF 002670 M
549300M8ZYFG0OCMTT87
2028-11-20
5.500000
120000.00
2809.80
Agency Mortgage-Backed Securities
GNII SF 004470 M
549300M8ZYFG0OCMTT87
2039-06-20
5.500000
176111.00
23048.56
Agency Mortgage-Backed Securities
04.500 FGPC A46675 G
2035-08-01
4.500000
632680.00
14084.00
Agency Mortgage-Backed Securities
04.500 FGPC G08372 G
2039-11-01
4.500000
130853.00
12236.82
Agency Mortgage-Backed Securities
FNMS 05.000 CL735667
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
3406.00
136.46
Agency Mortgage-Backed Securities
04.500 FGPC C03490 G
2040-08-01
4.500000
142702.00
15231.41
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
4.375000
12813200.00
16774838.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
5873500.00
6432220.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
49754800.00
54691880.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
1299800.00
1378252.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-13
0.00
900.00
899.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-27
0.00
1000.00
982.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
322400.00
624914.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
6320000.00
6505336.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
74113000.00
76143770.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.750000
500.00
505.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
100.00
107.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
1000.00
1042.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.500000
13754400.00
13927320.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
48429700.00
51682677.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
52787400.00
56899995.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
1894300.00
1897417.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
2.000000
100.00
100.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
1421000.00
1449361.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
5096700.00
5049265.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
117700.00
117774.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
600000.00
599329.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
705000.00
702165.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
68131500.00
80013819.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
100.00
98.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.125000
248173200.00
249999922.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
49999900.00
55052747.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
100.00
103.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
5254500.00
5367716.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
25843600.00
37509425.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
20093000.00
26232057.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
100.00
100.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
2.250000
71377700.00
72181524.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
726400.00
730656.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
727500.00
766916.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
98100.00
96349.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
24999900.00
27431449.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.000000
7800.00
7775.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
25805500.00
28079603.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.250000
23388900.00
23812083.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-29
0.00
19857400.00
19624075.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
4299900.00
4346212.47
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
1061000000.00
1061000000.00
0.0111
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.480000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0K5RT8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-12
0.00
5218000.00
5183028.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
3.875000
32500.00
40072.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
17305800.00
18952026.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
37300.00
38697.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
17336400.00
17094037.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
5267000.00
5173015.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
211885000.00
221796530.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
800.00
813.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
51367700.00
51547889.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-10
0.00
900.00
892.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
34573400.00
69237325.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
160000.00
232224.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
72900.00
73630.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
1734000.00
1774154.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
250000.00
261123.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
100.00
104.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
100.00
100.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-15
3.625000
5207200.00
5305816.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
15900.00
16300.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
1666400.00
1770452.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
1188800.00
1272233.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
100.00
92.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
8448200.00
9255304.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
223400000.00
235747318.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.125000
100.00
100.10
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
632000000.00
632000000.00
0.0066
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.500000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K5RZ4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CIMA1382
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.000000
180000.00
66518.01
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3497
B1V7KEBTPIMZEU4LTD58
2033-08-01
2.500000
344599.00
323967.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN8788
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
2190104.00
2409976.06
Agency Mortgage-Backed Securities
FNMS 04.500 CICA3615
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.500000
14577536.00
15537976.96
Agency Mortgage-Backed Securities
FNMS 07.500 NP888738
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.500000
3505496.00
35656.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1220
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2782132.00
2530724.47
Agency Mortgage-Backed Securities
FNMS 02.500 CIBH7679
B1V7KEBTPIMZEU4LTD58
2032-11-01
2.500000
1064654.00
805728.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ9236
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
33000.00
32072.97
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5586
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
66094.00
69663.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV1648
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
8382530.00
4599509.97
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ2133
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.500000
1075088.00
699838.59
Agency Mortgage-Backed Securities
FNMS 06.000 CL827935
B1V7KEBTPIMZEU4LTD58
2032-11-01
6.000000
7044936.00
878489.61
Agency Mortgage-Backed Securities
04.500 FGPC Q63715 G
2049-05-01
4.500000
6692610.00
7024128.44
Agency Mortgage-Backed Securities
03.000 FGPC G08887 G
2049-05-01
3.000000
3972784.00
3985563.12
Agency Mortgage-Backed Securities
04.500 FGPC C90923 G
2025-10-01
4.500000
410793.00
7791.13
Agency Mortgage-Backed Securities
GNII SF 682179 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
23473280.00
24589956.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE8023
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
1505780.00
523689.24
Agency Mortgage-Backed Securities
GNII SF BL7511 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1753872.00
1832145.94
Agency Mortgage-Backed Securities
GNII SF BM1229 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
5084032.00
5288157.01
Agency Mortgage-Backed Securities
GNII SF BN1327 C
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
1417874.00
1460572.49
Agency Mortgage-Backed Securities
GNII SF BN6146 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
5071504.00
5267123.18
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB2779
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
25000.00
6221.33
Agency Mortgage-Backed Securities
FNMS 06.000 CLAB5061
B1V7KEBTPIMZEU4LTD58
2031-10-01
6.000000
1057676.00
432163.54
Agency Mortgage-Backed Securities
02.500 FGPC G16490 G
2028-01-01
2.500000
143000.00
117659.33
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA1251
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
49814.00
27063.54
Agency Mortgage-Backed Securities
03.000 FGPC Q40928 G
2046-06-01
3.000000
200000.00
175308.60
Agency Mortgage-Backed Securities
03.500 FGPC Q43387 G
2046-09-01
3.500000
1137372.00
884006.86
Agency Mortgage-Backed Securities
FNMS 03.000 CTAR3309
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
2090412.00
1230749.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9423
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
2736350.00
2429749.56
Agency Mortgage-Backed Securities
06.000 FGPC G30746 G
2029-01-01
6.000000
9455696.00
4721171.30
Agency Mortgage-Backed Securities
04.000 FGPC Q27402 G
2044-07-01
4.000000
4462936.00
2316806.92
Agency Mortgage-Backed Securities
04.000 FGPC Q63206 G
2049-04-01
4.000000
3297928.00
3468852.80
Agency Mortgage-Backed Securities
03.500 FGPC J37942 G
2032-11-01
3.500000
1543508.00
1420066.29
Agency Mortgage-Backed Securities
03.500 FGPC J38378 G
2033-01-01
3.500000
3719492.00
3553325.90
Agency Mortgage-Backed Securities
03.500 FGPC U80076 G
2032-10-01
3.500000
1050000.00
315794.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5909
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
1974784.00
2114580.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6400
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1326752.00
1399110.30
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA0676
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
4169944.00
4016977.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ5878
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
642339.00
602790.14
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM3578
B1V7KEBTPIMZEU4LTD58
2032-08-01
2.500000
572000.00
484883.04
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX6116
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.500000
5420328.00
3016433.14
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC1873
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.500000
1722228.00
1184590.90
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE0146
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.500000
1620068.00
1184803.50
Agency Mortgage-Backed Securities
03.000 FGPC E03124 G
2027-04-01
3.000000
340000.00
69120.29
Agency Mortgage-Backed Securities
GNII SF AX9774 C
549300M8ZYFG0OCMTT87
2046-11-20
4.000000
157774.00
137462.01
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3413
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
940704.00
896149.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB7272
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.000000
50203.00
26452.67
Agency Mortgage-Backed Securities
03.000 FGPC N31566 G
2048-08-01
3.000000
2043188.00
2030618.95
Agency Mortgage-Backed Securities
06.000 FGPC G03973 G
2038-01-01
6.000000
1733560.00
45561.72
Agency Mortgage-Backed Securities
03.000 FGPC Q41931 G
2046-07-01
3.000000
700000.00
552381.94
Agency Mortgage-Backed Securities
03.500 FGPC U91539 G
2043-06-01
3.500000
2616368.00
1708940.91
Agency Mortgage-Backed Securities
05.000 FGPC Q60826 G
2048-12-01
5.000000
1762284.00
1911003.78
Agency Mortgage-Backed Securities
05.000 FGPC Q62372 G
2049-03-01
5.000000
1158892.00
1258522.67
Agency Mortgage-Backed Securities
05.500 FGPC A20639 G
2034-04-01
5.500000
580000.00
76297.80
Agency Mortgage-Backed Securities
02.500 FGPC J21327 G
2027-12-01
2.500000
2739528.00
790993.04
Agency Mortgage-Backed Securities
03.000 FGPC U40970 G
2028-08-01
3.000000
2207240.00
1024137.31
Agency Mortgage-Backed Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
120000000.00
120000000.00
0.0013
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.480000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K5S18
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
75769000.00
83484772.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
1.750000
36488300.00
36286332.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
126099200.00
127957451.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
7206100.00
7271465.59
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
250000000.00
250000000.00
0.0026
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 2.480000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0K5S42
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
1200.00
1196.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
0.00
1000.00
995.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
300.00
355.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
600.00
642.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
20221100.00
21150684.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
17131600.00
18344660.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
66349000.00
68733583.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
58882600.00
60463378.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
72929700.00
73878241.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
100.00
99.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
1404200.00
1350574.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
1000.00
1035.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
5414800.00
5450259.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
44600.00
44787.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
200.00
206.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
499500.00
530963.05
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
245000000.00
245000000.00
0.0026
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.480000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0K5S59
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
159066500.00
170230319.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-15
1.375000
251961000.00
249999997.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
249350700.00
249999987.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-21
0.00
255636700.00
249999910.76
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
902000000.00
902000000.00
0.0094
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.500000%
ZBUT11V806EZRVTWT807
0000782124
ARP0K5S91
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CIAK8946
B1V7KEBTPIMZEU4LTD58
2027-04-01
3.000000
3014060.00
1047664.91
Agency Mortgage-Backed Securities
FNMS 04.000 CTAU8806
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
2619764.00
1564605.98
Agency Mortgage-Backed Securities
FNMS 02.500 CIAY6115
B1V7KEBTPIMZEU4LTD58
2030-06-01
2.500000
2493892.00
1316523.97
Agency Mortgage-Backed Securities
03.500 FGPC Q17696 G
2043-04-01
3.500000
1457620.00
603215.30
Agency Mortgage-Backed Securities
03.500 FGPC Q19334 G
2043-06-01
3.500000
1000000.00
587847.30
Agency Mortgage-Backed Securities
04.000 FGPC K94314 G
2038-07-01
4.000000
2253280.00
2069294.35
Agency Mortgage-Backed Securities
04.000 FGPC U64346 G
2044-11-01
4.000000
1177030.00
1030298.66
Agency Mortgage-Backed Securities
04.000 FGPC U93241 G
2047-03-01
4.000000
1049562.00
1031373.98
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4078
2045-01-01
3.500000
90000.00
53574.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4655
2046-03-01
3.500000
113681.00
74941.96
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4755
2048-02-01
3.500000
457244.00
423949.48
Agency Mortgage-Backed Securities
05.500 FGPC Z60052 G
2026-06-01
5.500000
151297.00
114701.37
Agency Mortgage-Backed Securities
03.500 FGPC Q09637 G
2042-07-01
3.500000
4721970.00
2247045.17
Agency Mortgage-Backed Securities
02.500 FGPC J23911 G
2028-05-01
2.500000
4304090.00
1672691.00
Agency Mortgage-Backed Securities
02.500 FGPC J38322 G
2033-01-01
2.500000
65558.00
60025.74
Agency Mortgage-Backed Securities
04.500 FGPC G08883 G
2049-05-01
4.500000
9899072.00
10380364.88
Agency Mortgage-Backed Securities
04.500 FGPC G08729 G
2046-09-01
4.500000
5113000.00
3217254.27
Agency Mortgage-Backed Securities
04.500 FGPC C91759 G
2034-04-01
4.500000
739000.00
384888.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3771
2047-07-01
3.500000
675566.00
619783.84
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1361
2043-05-01
3.500000
155000.00
70507.66
Agency Mortgage-Backed Securities
03.000 FGPC G16682 G
2033-08-01
3.000000
21405000.00
20394178.72
Agency Mortgage-Backed Securities
GNII SF BF7009 C
549300M8ZYFG0OCMTT87
2048-07-20
3.500000
693504.00
701126.91
Agency Mortgage-Backed Securities
GNII SF BM9319 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1693076.00
1758386.78
Agency Mortgage-Backed Securities
GNII SF 469295 C
549300M8ZYFG0OCMTT87
2030-06-20
3.500000
98412.00
50748.63
Agency Mortgage-Backed Securities
GNII SF MA5334 M
549300M8ZYFG0OCMTT87
2048-07-20
6.000000
13178320.00
9638144.20
Agency Mortgage-Backed Securities
GNII SF BE0195 C
549300M8ZYFG0OCMTT87
2048-01-20
4.500000
1319868.00
1355762.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2190
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
699930.00
719312.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2194
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
29500000.00
28219971.22
Agency Mortgage-Backed Securities
FNMS 03.500 CI890776
B1V7KEBTPIMZEU4LTD58
2031-11-01
3.500000
8000000.00
5153062.06
Agency Mortgage-Backed Securities
GNII SF MA2606 M
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
842656.00
259027.37
Agency Mortgage-Backed Securities
GNII SF MA1921 M
549300M8ZYFG0OCMTT87
2044-04-20
4.500000
88214.00
23325.49
Agency Mortgage-Backed Securities
GNII SF MA3033 M
549300M8ZYFG0OCMTT87
2045-08-20
3.000000
38712000.00
24227625.08
Agency Mortgage-Backed Securities
05.500 FGPC Q59169 G
2048-10-01
5.500000
1753700.00
1521482.58
Agency Mortgage-Backed Securities
04.500 FGPC Q59372 G
2048-11-01
4.500000
1659950.00
1766465.57
Agency Mortgage-Backed Securities
05.000 FGPC G61852 G
2049-01-01
5.000000
16775168.00
17806186.01
Agency Mortgage-Backed Securities
04.500 FGPC Q21516 G
2043-09-01
4.500000
477326.00
168320.54
Agency Mortgage-Backed Securities
03.000 FGPC J31436 G
2030-04-01
3.000000
52622880.00
28783971.14
Agency Mortgage-Backed Securities
03.000 FGPC J18446 G
2027-03-01
3.000000
1000000.00
257003.36
Agency Mortgage-Backed Securities
06.000 FGPC A87819 G
2039-08-01
6.000000
235868.00
22146.09
Agency Mortgage-Backed Securities
05.000 FGPC A90768 G
2040-01-01
5.000000
30000.00
5458.40
Agency Mortgage-Backed Securities
04.000 FGPC A96807 G
2041-02-01
4.000000
219450.00
44679.50
Agency Mortgage-Backed Securities
05.000 FGPC A97943 G
2041-04-01
5.000000
2438524.00
452882.28
Agency Mortgage-Backed Securities
02.500 FGPC J20558 G
2027-10-01
2.500000
2612572.00
807513.92
Agency Mortgage-Backed Securities
03.000 FGPC G08534 G
2043-06-01
3.000000
31942112.00
18304865.19
Agency Mortgage-Backed Securities
03.000 FGPC G08658 G
2045-08-01
3.000000
2400000.00
1701986.51
Agency Mortgage-Backed Securities
04.000 FGPC J39226 G
2033-07-01
4.000000
2427980.00
2409107.58
Agency Mortgage-Backed Securities
05.500 FGPC C74725 G
2032-12-01
5.500000
632172.00
75552.34
Agency Mortgage-Backed Securities
06.000 FGPC G30415 G
2027-10-01
6.000000
1325000.00
53538.94
Agency Mortgage-Backed Securities
06.000 FGPC G30393 G
2028-05-01
6.000000
2411256.00
178663.74
Agency Mortgage-Backed Securities
06.000 FGPC G03646 G
2038-01-01
6.000000
3043760.00
76302.26
Agency Mortgage-Backed Securities
05.500 FGPC G05875 G
2040-02-01
5.500000
200000.00
36951.74
Agency Mortgage-Backed Securities
GNII SF AL1908 C
549300M8ZYFG0OCMTT87
2035-01-20
4.500000
1012998.00
735353.85
Agency Mortgage-Backed Securities
GNII SF AW5508 C
549300M8ZYFG0OCMTT87
2046-09-20
4.000000
259845.00
249142.30
Agency Mortgage-Backed Securities
GNII SF MA4008 M
549300M8ZYFG0OCMTT87
2046-10-20
5.500000
205793.00
95085.09
Agency Mortgage-Backed Securities
GNII SF MA4904 M
549300M8ZYFG0OCMTT87
2047-12-20
5.500000
16350760.00
10469857.77
Agency Mortgage-Backed Securities
GNII SF MA5191 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
50158336.00
47093490.18
Agency Mortgage-Backed Securities
GNII SF MA5469 M
549300M8ZYFG0OCMTT87
2048-09-20
5.500000
2655552.00
2451620.20
Agency Mortgage-Backed Securities
03.000 FGPC Q15884 G
2043-02-01
3.000000
1170000.00
591977.72
Agency Mortgage-Backed Securities
04.000 FGPC G18316 G
2024-07-01
4.000000
5568780.00
269170.13
Agency Mortgage-Backed Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
250000000.00
250000000.00
0.0026
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.500000%
549300QJJX6CVVUXLE15
0001317808
ARP0K5SA8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2016-75 WA
549300M8ZYFG0OCMTT87
2043-11-16
2.250000
35000000.00
19055649.08
Agency Collateralized Mortgage Obligation
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
3.040630
50000000.00
48531258.45
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2054-04-15
3.000000
27500000.00
19076781.40
Agency Collateralized Mortgage Obligation
FNRM RC041CH R16F041
2046-07-25
2.000000
36602617.00
19082568.57
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2033-05-15
2.000000
40000000.00
17674826.77
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2036-10-15
6.000000
108743000.00
10594438.59
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2034-09-15
5.000000
2300000.00
1194356.90
Agency Collateralized Mortgage Obligation
GNII SF MA5930 M
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
1760.00
1809.75
Agency Mortgage-Backed Securities
GNMI SP 782298 X
549300M8ZYFG0OCMTT87
2038-03-15
5.000000
11235000.00
548220.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB4618
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1129.00
447.24
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
190000000.00
178290822.84
Agency Mortgage-Backed Securities
GNII SF MA4836 M
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
35181398.00
31782845.70
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
1000.00
996.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
100.00
102.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
1981800.00
1999776.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
1.875000
100.00
120.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
100.00
99.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
86800.00
87064.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
2.750000
51076000.00
52236932.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
38900.00
40293.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
102000.00
106000.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
2242100.00
2346369.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
81526400.00
83845605.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-12
0.00
9700.00
9634.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
25900.00
25171.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
143900.00
138404.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
1041600.00
1052457.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.375000
2852000.00
2848630.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
100.00
100.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
1700.00
1695.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
24690300.00
24735544.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.750000
40400.00
40210.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
100039900.00
101117388.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
38800.00
38778.66
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
601000000.00
601000000.00
0.0063
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.480000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0K5SC4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES K-X02 A-2 20250925 2.4
2025-09-25
2.409000
876790.00
871809.47
Agency Collateralized Mortgage Obligation
FNRM CL047PC R18F047
2047-09-25
3.500000
215908.00
210180.30
Agency Collateralized Mortgage Obligation
GNRA 2017-6O CF
549300M8ZYFG0OCMTT87
2067-07-20
2.963380
100000.00
86405.81
Agency Collateralized Mortgage Obligation
GNRA 2015-9O FA
549300M8ZYFG0OCMTT87
2065-04-20
3.113380
225000.00
159335.46
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F04 A 20210625 FLT
2021-06-25
2.790500
227965.00
3329.20
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-05-25
2.929750
572605.00
87876.08
Agency Collateralized Mortgage Obligation
FNRM CL052NB R12F052
2039-12-25
3.500000
390656.00
75134.64
Agency Collateralized Mortgage Obligation
FNRM RC133HC R12F133
2041-09-25
2.500000
2365.00
912.89
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
4128444.00
3486838.60
Agency Collateralized Mortgage Obligation
GNRA 2018-15 DF
549300M8ZYFG0OCMTT87
2048-08-20
2.740630
16168754.00
15402608.12
Agency Collateralized Mortgage Obligation
GNRA 2018-34 FC
549300M8ZYFG0OCMTT87
2048-10-20
2.790630
12861700.00
12539754.66
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2016-SB22 A-7H 20360925 FLT
2036-09-25
2.190000
107.00
81.86
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2036-08-15
2.739630
1001.00
15.40
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2021-08-15
7.000000
34.00
0.04
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-03-15
2.989630
23732142.00
12760060.89
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-25
3.279750
58472460.00
1754798.34
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2035-08-15
2.739630
15575.00
487.34
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-066 2A1 20360125 FLT
2036-01-25
4.300260
2.00
0.20
Agency Collateralized Mortgage Obligation
GNRA 2019-01 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.890630
3191919.00
3123336.58
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-12-25
3.049750
1144.00
202.46
Agency Collateralized Mortgage Obligation
GNRA 2015-26O FA
549300M8ZYFG0OCMTT87
2065-10-20
3.013380
100000.00
80739.59
Agency Collateralized Mortgage Obligation
GNRM 2013-168 KA
549300M8ZYFG0OCMTT87
2039-05-16
4.500000
8276058.00
513588.35
Agency Collateralized Mortgage Obligation
GNRA 2017-141 QF
549300M8ZYFG0OCMTT87
2047-09-20
2.740630
6397920.00
5233961.31
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-11-15
4.000000
1000.00
997.69
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2040-05-15
4.654160
10885726.00
9598869.15
Agency Collateralized Mortgage Obligation
FNRM CL068DV R18F068
2029-11-25
4.000000
249068.00
248636.76
Agency Collateralized Mortgage Obligation
FNRM CL078VB R18F078
2029-12-25
4.000000
455424.00
454252.41
Agency Collateralized Mortgage Obligation
FNRM CL083JA R18F083
2043-02-25
3.500000
1189458.00
1121212.84
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-11-25
4.468930
668983.00
588582.29
Agency Collateralized Mortgage Obligation
FNRM CL006BP R19F006
2047-12-25
4.000000
1676724.00
1733273.57
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2028-07-15
6.500000
228.00
5.61
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-03-25
2.993410
40219.00
70.29
Agency Collateralized Mortgage Obligation
FNMS 03.000 CVAQ9355
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.000000
991530.00
315565.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3999
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
12985537.00
13179226.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5366
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.802000
5900000.00
6104637.13
Agency Mortgage-Backed Securities
03.500 FGPC Q54883 G
2048-03-01
3.500000
4107178.00
3831214.43
Agency Mortgage-Backed Securities
04.000 FGPC Q55625 G
2048-04-01
4.000000
1569091.00
1530924.22
Agency Mortgage-Backed Securities
GNII SF BL6965 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
7850932.00
8362636.82
Agency Mortgage-Backed Securities
FMAR 2B7445 G
2049-04-01
3.679000
4827838.00
4983703.01
Agency Mortgage-Backed Securities
04.500 FGPC Q00942 G
2041-05-01
4.500000
9380531.00
2519361.50
Agency Mortgage-Backed Securities
04.000 FGPC U91191 G
2043-04-01
4.000000
2079068.00
1252633.87
Agency Mortgage-Backed Securities
FMAR 2B6344 G
2047-07-01
3.019000
7125663.00
6414790.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0589
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.284000
13177151.00
2542905.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7779
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.452000
5055650.00
5073082.32
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0176
B1V7KEBTPIMZEU4LTD58
2057-02-01
3.000000
17749644.00
14265449.03
Agency Mortgage-Backed Securities
FNMS 03.000 CVAL4548
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.000000
1201764.00
520648.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0268
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.813000
39979453.00
4427964.68
Agency Mortgage-Backed Securities
FMAR 2B6280 G
2047-07-01
2.936000
5787457.00
3780350.35
Agency Mortgage-Backed Securities
FMAR 2B3907 G
2045-02-01
2.599000
8867683.00
2809919.41
Agency Mortgage-Backed Securities
FMAR 2B5378 G
2046-06-01
2.622000
5732135.00
2747502.97
Agency Mortgage-Backed Securities
FMAR 2B4624 G
2045-09-01
2.606000
8019551.00
2920176.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC9833
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.797000
54062459.00
5631079.34
Agency Mortgage-Backed Securities
GNII SF BL2221 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
8513484.00
8910099.90
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK6550
B1V7KEBTPIMZEU4LTD58
2027-04-01
3.000000
2858864.00
786901.88
Agency Mortgage-Backed Securities
FNAR XX.XXX WZAD0036
B1V7KEBTPIMZEU4LTD58
2037-08-01
2.899000
1600000.00
213435.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5754
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.459000
5509210.00
5220955.45
Agency Mortgage-Backed Securities
03.000 FGPC G16395 G
2033-01-01
3.000000
4879095.00
4285186.61
Agency Mortgage-Backed Securities
04.500 FGPC Q60530 G
2048-12-01
4.500000
3121476.00
3131162.05
Agency Mortgage-Backed Securities
03.500 FGPC Q62637 G
2048-12-01
3.500000
11154155.00
11239244.82
Agency Mortgage-Backed Securities
04.000 FGPC Q63565 G
2049-05-01
4.000000
18442435.00
19081377.26
Agency Mortgage-Backed Securities
04.000 FGPC V85085 G
2048-12-01
4.000000
27446381.00
27757207.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN9776
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.979000
471466.00
491348.28
Agency Mortgage-Backed Securities
FMAR 1Q1858 G
2038-06-01
4.838000
1020933.00
577839.95
Agency Mortgage-Backed Securities
FMAR 1Q1859 G
2038-02-01
4.480000
9317692.00
6330913.55
Agency Mortgage-Backed Securities
FNAR XX.XXX WS783258
B1V7KEBTPIMZEU4LTD58
2044-04-01
3.650000
154255533.00
6411174.18
Agency Mortgage-Backed Securities
GNMI SF 734281 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
7558566.00
2905289.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2246
B1V7KEBTPIMZEU4LTD58
2044-07-01
2.669000
2421.00
419.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW2258
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.985000
5712230.00
834351.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8590
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.547000
25166079.00
5207326.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5576
B1V7KEBTPIMZEU4LTD58
2044-11-01
2.869000
6300000.00
1464871.90
Agency Mortgage-Backed Securities
FMAR 1B8053 G
2041-02-01
5.005000
20000000.00
1720721.42
Agency Mortgage-Backed Securities
FMAR 1B8789 G
2041-09-01
4.650000
99171.00
3848.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735864
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.367000
29259521.00
1126797.39
Agency Mortgage-Backed Securities
FNAR XX.XXX WS745798
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.646000
16793219.00
1223161.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LB764020
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.355000
6918285.00
360517.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LB773894
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.069000
1166.00
25.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LB779441
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.332000
3044721.00
101426.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY0089
B1V7KEBTPIMZEU4LTD58
2044-12-01
2.813000
1313682.00
496757.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY4346
B1V7KEBTPIMZEU4LTD58
2045-02-01
2.582000
174016.00
53031.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ4621
B1V7KEBTPIMZEU4LTD58
2045-07-01
2.516000
1400000.00
899868.87
Agency Mortgage-Backed Securities
FNAR XX.XXX WS679723
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.696000
84663674.00
1413158.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2478
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
2695032.00
2786725.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
35498758.00
34112640.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0547
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
2385277.00
2126548.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0625
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
2675174.00
2493988.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1712
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1230073.00
1262038.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA1756
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.000000
5868464.00
5581689.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1016
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
9620548.00
9709720.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0851
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
1543389.00
1405530.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
2020023.00
1883607.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0868
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
9219172.00
8723955.55
Agency Mortgage-Backed Securities
FMAR 848237 G
2040-03-01
4.703000
16500000.00
862502.70
Agency Mortgage-Backed Securities
FMAR 848577 G
2041-06-01
4.579000
25000000.00
1303166.62
Agency Mortgage-Backed Securities
FMAR 848675 G
2042-02-01
4.820000
2900000.00
285129.39
Agency Mortgage-Backed Securities
FMAR 848704 G
2042-03-01
4.910000
17452357.00
1669612.63
Agency Mortgage-Backed Securities
FMAR 848721 G
2042-01-01
4.652000
11763227.00
953458.57
Agency Mortgage-Backed Securities
FMAR 849144 G
2037-09-01
4.744000
1900000.00
476875.39
Agency Mortgage-Backed Securities
FMAR 1Q1482 G
2039-12-01
4.667000
4213512.00
796875.02
Agency Mortgage-Backed Securities
FMAR 2B6046 G
2047-04-01
2.906000
365544.00
292260.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9202
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.469000
1000.00
788.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9269
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.975000
682654.00
252516.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1276
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.380000
1369869.00
1381192.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1533
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.282000
2327253.00
2084323.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
2490071.00
1513409.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6352
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.615000
3000974.00
725898.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6871
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.917000
6000000.00
1794375.66
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0312
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.623000
7942999.00
941330.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0533
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.527000
89760779.00
6404257.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL1688
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.599000
7794136.00
482580.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0346
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.459000
800000.00
150906.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1565
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.196000
480953.00
367464.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1844
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.179000
1143171.00
578454.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH5297
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.005000
39015.00
23970.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5327
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
257282.00
208045.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7059
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
82443.00
76674.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9650
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.855000
1570226.00
1219995.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ3461
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.337000
879885.00
506056.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE7401
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.898000
31085.00
23712.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1669332.00
1599765.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH0691
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.323000
1776426.00
1096468.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.378000
1961903.00
631279.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9649
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.525000
923863.00
390854.33
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL8641
B1V7KEBTPIMZEU4LTD58
2038-10-01
4.579000
5344792.00
1469210.96
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3336
B1V7KEBTPIMZEU4LTD58
2040-07-01
4.561000
2787066.00
539632.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3749
B1V7KEBTPIMZEU4LTD58
2038-11-01
4.565000
2030000.00
367321.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4201
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.096000
2952020.00
846571.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4924
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
757769.00
423758.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL5567
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.734000
1630000.00
364593.07
Agency Mortgage-Backed Securities
FNAR XX.XXX S1AL1253
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.652000
885397.00
143107.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2621
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.461000
63498.00
13317.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2795
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.485000
29076298.00
5893172.31
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL3204
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.562000
3492568.00
1581394.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3252
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.487000
6709981.00
647510.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0090
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.786000
47378208.00
5283442.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.055000
1480122.00
1113795.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1940
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.850000
1039562.00
290339.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7321
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.764000
3100000.00
1646517.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ7330
B1V7KEBTPIMZEU4LTD58
2045-11-01
2.399000
4779731.00
2173021.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBA4647
B1V7KEBTPIMZEU4LTD58
2046-07-01
2.502000
514898.00
296157.51
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBA4674
B1V7KEBTPIMZEU4LTD58
2047-02-01
2.816000
8026761.00
4565535.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBA4696
B1V7KEBTPIMZEU4LTD58
2047-06-01
2.703000
8746483.00
5862356.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD2424
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
488343.00
383658.17
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830612
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.270000
30000000.00
1209305.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LB833171
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.240000
42000846.00
859250.55
Agency Mortgage-Backed Securities
FNAR XX.XXX WS835261
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.376000
2151000.00
234822.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LB838744
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.517000
3386852.00
57556.87
Agency Mortgage-Backed Securities
FNAR XX.XXX WS843670
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.425000
5037390.00
448228.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LB865254
B1V7KEBTPIMZEU4LTD58
2036-02-01
4.770000
15491346.00
1294066.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LB803592
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.254000
16500000.00
400894.37
Agency Mortgage-Backed Securities
FNAR XX.XXX WS806481
B1V7KEBTPIMZEU4LTD58
2035-05-01
2.875000
28643637.00
2747061.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LB816591
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.258000
24000000.00
408659.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826803
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.363000
28667230.00
1395398.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830606
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.230000
28447408.00
1323157.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LB830609
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.259000
50018421.00
2448801.71
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.433000
1883115.00
968974.60
Agency Mortgage-Backed Securities
FMAR 2B4854 G
2045-10-01
2.485000
91243.00
43905.30
Agency Mortgage-Backed Securities
FMAR 2B4944 G
2045-12-01
2.517000
1682867.00
706880.19
Agency Mortgage-Backed Securities
FMAR 2B5017 G
2045-12-01
2.683000
1452772.00
477011.07
Agency Mortgage-Backed Securities
FMAR 2B6300 G
2047-07-01
2.910000
300000.00
189422.57
Agency Mortgage-Backed Securities
FMAR 2B4170 G
2045-05-01
2.554000
7423305.00
1751390.11
Agency Mortgage-Backed Securities
FMAR 2B4218 G
2045-05-01
2.765000
2680665.00
1076081.81
Agency Mortgage-Backed Securities
FMAR 2B4783 G
2045-10-01
2.752000
3751082.00
1663714.18
Agency Mortgage-Backed Securities
FMAR 849307 G
2044-05-01
4.486000
1350000.00
181494.74
Agency Mortgage-Backed Securities
FMAR 849569 G
2045-01-01
2.876000
3525067.00
1321840.72
Agency Mortgage-Backed Securities
FMAR 2B2465 G
2044-04-01
4.488000
10724545.00
1029007.00
Agency Mortgage-Backed Securities
FMAR 2B2851 G
2044-07-01
2.815000
3299020.00
895791.30
Agency Mortgage-Backed Securities
FMAR 2B3313 G
2044-10-01
2.848000
2332682.00
478568.15
Agency Mortgage-Backed Securities
FMAR 2B3460 G
2044-11-01
2.996000
6161676.00
1401129.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2049
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.945000
6610023.00
249849.72
Agency Mortgage-Backed Securities
FNMS 05.000 CQMA1767
B1V7KEBTPIMZEU4LTD58
2043-12-01
5.000000
2585770.00
1541959.61
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1237
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
6006993.00
2542206.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3563
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
911110.00
906440.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3088
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
49834317.00
42671394.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
5084517.00
4656293.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
96300404.00
89199941.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2609
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.288000
3000000.00
175881.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC3955
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.590000
5762000.00
632913.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC5260
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.685000
9781715.00
125449.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC6234
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.753000
50003609.00
4874750.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8948
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.696000
16351970.00
647163.55
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
8361288.00
2641015.25
Agency Mortgage-Backed Securities
FMAR 848224 G
2040-02-01
4.971000
100000000.00
1684015.86
Agency Mortgage-Backed Securities
FMAR 1Q1844 G
2040-06-01
4.521000
2687588.00
1524615.71
Agency Mortgage-Backed Securities
FMAR 1Q1854 G
2038-07-01
4.822000
1600000.00
940649.20
Agency Mortgage-Backed Securities
FMAR 1B7871 G
2041-02-01
5.030000
25316283.00
2012143.34
Agency Mortgage-Backed Securities
FMAR 1B7930 G
2041-01-01
4.697000
3172206.00
202567.74
Agency Mortgage-Backed Securities
FNAR XX.XXX WS782250
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.997000
25000000.00
912501.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LB799238
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.450000
30765028.00
1011927.79
Agency Mortgage-Backed Securities
FMAR 1Q1350 G
2039-05-01
4.597000
21180138.00
1808468.62
Agency Mortgage-Backed Securities
FMAR 1Q1458 G
2040-07-01
4.472000
41345242.00
2997098.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX6874
B1V7KEBTPIMZEU4LTD58
2044-11-01
2.757000
3300000.00
1318079.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8956
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
5169566.00
4379780.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9786
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
4676484.00
4229075.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9789
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
9922688.00
8862966.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9662
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
4539644.00
4005080.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAU8673
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.655000
4559944.00
626579.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV9642
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.369000
19841876.00
3578722.74
Agency Mortgage-Backed Securities
GNII SF BF8813 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1381382.00
1334396.92
Agency Mortgage-Backed Securities
GNII SF BH7975 C
549300M8ZYFG0OCMTT87
2048-08-20
5.500000
1271428.00
1317347.98
Agency Mortgage-Backed Securities
GNII SF BH9648 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
1019495.00
1080935.56
Agency Mortgage-Backed Securities
GNII SF BJ8790 C
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
1706391.00
1796851.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0635
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
2608960.00
701785.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE9718
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.630000
49491532.00
3559161.02
Agency Mortgage-Backed Securities
GNMI SF 779231 X
549300M8ZYFG0OCMTT87
2042-05-15
4.000000
14625616.00
5755023.55
Agency Mortgage-Backed Securities
GNII SF MA5335 M
549300M8ZYFG0OCMTT87
2048-07-20
6.500000
1000000.00
603467.59
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
34529732.00
33648497.15
Agency Mortgage-Backed Securities
GNII SF BB3726 C
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
2033231.00
1942127.84
Agency Mortgage-Backed Securities
FMAR 783027 G
2035-02-01
5.000000
3321.00
32.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
26578684.00
23890167.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
7644127.00
6999769.96
Agency Mortgage-Backed Securities
04.000 FGPC U69058 G
2048-01-01
4.000000
16576672.00
15303718.86
Agency Mortgage-Backed Securities
04.000 FGPC V80615 G
2043-11-01
4.000000
9365933.00
4469783.28
Agency Mortgage-Backed Securities
04.000 FGPC V83139 G
2047-04-01
4.000000
24723.00
21828.37
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.654000
1958802.00
1349174.35
Agency Mortgage-Backed Securities
FMAR 2B7371 G
2049-03-01
3.709000
1950000.00
2010341.43
Agency Mortgage-Backed Securities
FMAR 2B6759 G
2048-01-01
3.021000
8700000.00
5877594.88
Agency Mortgage-Backed Securities
FMAR 2B6842 G
2048-03-01
3.279000
1726505.00
1517355.39
Agency Mortgage-Backed Securities
FMAR 2B6902 G
2048-04-01
3.238000
1200000.00
1130308.79
Agency Mortgage-Backed Securities
FMAR 2B6990 G
2048-07-01
3.221000
100000.00
96688.28
Agency Mortgage-Backed Securities
FMAR 2B6996 G
2048-06-01
3.299000
100000.00
100823.72
Agency Mortgage-Backed Securities
FMAR 2B7017 G
2048-07-01
3.325000
659380.00
664941.46
Agency Mortgage-Backed Securities
FMAR 2B6533 G
2047-10-01
2.898000
1480164.00
1143016.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2489
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
15296897.00
6946452.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3643
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
15222056.00
10543376.12
Agency Mortgage-Backed Securities
GNMI SF BD7084 X
549300M8ZYFG0OCMTT87
2047-10-15
4.000000
8159150.00
8296095.86
Agency Mortgage-Backed Securities
GNII SF BF8812 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
2424281.00
2468339.44
Agency Mortgage-Backed Securities
FMAR 2B6587 G
2047-10-01
2.881000
1698952.00
1134395.22
Agency Mortgage-Backed Securities
FMAR 2B6659 G
2047-12-01
2.966000
1510032.00
1480359.07
Agency Mortgage-Backed Securities
FMAR 2B6662 G
2047-12-01
2.823000
699806.00
684063.29
Agency Mortgage-Backed Securities
FMAR 2B6670 G
2047-12-01
2.915000
26419.00
18478.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.579000
2173667.00
2208414.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK2535
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.320000
1270437.00
1027345.09
Agency Mortgage-Backed Securities
FMAR 2B5472 G
2046-07-01
2.316000
8623103.00
3963060.03
Agency Mortgage-Backed Securities
FMAR 2B5884 G
2047-02-01
2.850000
1011944.00
693643.25
Agency Mortgage-Backed Securities
FMAR 2B6014 G
2047-04-01
3.028000
600000.00
427729.62
Agency Mortgage-Backed Securities
04.000 FGPC G08852 G
2048-12-01
4.000000
31264345.00
30512948.50
Agency Mortgage-Backed Securities
FMAR 1J2086 G
2039-09-01
4.630000
481403.00
50973.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
11544615.00
11319804.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK9106
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.223000
1531557.00
530373.78
Agency Mortgage-Backed Securities
FNAR XX.XXX WZ896369
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.786000
11188000.00
1285012.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAA3513
B1V7KEBTPIMZEU4LTD58
2037-09-01
4.461000
3500000.00
322745.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB4951
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
20655442.00
7695582.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6904
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
90405.00
47545.58
Agency Mortgage-Backed Securities
FNMS 03.000 CVAB9114
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.000000
15911289.00
5650220.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC0599
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.745000
53250000.00
3954462.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2730
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
53166986.00
55082185.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8736452.00
8711452.14
Agency Mortgage-Backed Securities
FNAR XX.XXX LA888117
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.583000
29789980.00
1148304.17
Agency Mortgage-Backed Securities
FNAR XX.XXX WE889926
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.395000
2664036.00
531297.34
Agency Mortgage-Backed Securities
FNMS 03.500 CL890769
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
308384.00
252918.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LB892657
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.590000
36647484.00
285114.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1314
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
63000000.00
58231190.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1877
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
20621506.00
20653980.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2195
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
36811628.00
37705149.92
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2238
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.500000
1011380.00
982258.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2340
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
19196620.00
19497127.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1082
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.459000
3472106.00
615385.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1136
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.575000
11957102.00
5166196.10
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
2046-08-01
3.500000
5409187.00
4106758.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK6261
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4290380.00
4282898.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5849
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.422000
313565.00
263855.08
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
2836582.00
2455682.57
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
11206880.00
10805305.94
Agency Mortgage-Backed Securities
04.000 FGPC V85216 G
2049-03-01
4.000000
99524141.00
103084693.96
Agency Mortgage-Backed Securities
04.000 FGPC V85459 G
2049-04-01
4.000000
33669117.00
34918112.54
Agency Mortgage-Backed Securities
04.000 FGPC Q60419 G
2048-12-01
4.000000
2623744.00
2614513.77
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
37124902.00
16013774.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
606821.00
590805.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
642802.00
638454.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
1057273.00
1066256.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
4899369.00
5036191.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5958
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.991000
103000.00
59438.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK7410
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.175000
5208371.00
5080822.77
Agency Mortgage-Backed Securities
FMAR 1Q1676 G
2038-02-01
4.357000
14105238.00
4825625.78
Agency Mortgage-Backed Securities
FMAR 1Q1734 G
2037-12-01
4.703000
1745353.00
592670.23
Agency Mortgage-Backed Securities
FMAR 1Q1758 G
2038-04-01
4.684000
936116.00
350810.83
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM4478
B1V7KEBTPIMZEU4LTD58
2023-11-01
3.460000
8847237.00
8454009.31
Agency Mortgage-Backed Securities
04.000 FGPC Q56973 G
2048-07-01
4.000000
282025.00
292055.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD3213
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.820000
55005122.00
1101155.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0859
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.723000
7850000.00
642810.67
Agency Mortgage-Backed Securities
04.000 FGPC Q48561 G
2047-06-01
4.000000
7640665.00
7150822.07
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
2048-03-01
3.500000
90942.00
85202.72
Agency Mortgage-Backed Securities
03.500 FGPC G67703 G
2047-04-01
3.500000
10903740.00
8982967.17
Agency Mortgage-Backed Securities
04.500 FGPC G67715 G
2048-08-01
4.500000
2759418.00
2755378.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3663
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
4700000.00
4775086.61
Agency Mortgage-Backed Securities
FNAR XX.XXX WE134480
B1V7KEBTPIMZEU4LTD58
2021-04-01
2.301000
129503.00
239.86
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK0965
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.894000
229987.00
18573.26
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK1557
B1V7KEBTPIMZEU4LTD58
2032-01-01
3.500000
7583045.00
2628123.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2833
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
9716119.00
5216551.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAK9720
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.838000
10300000.00
1098694.96
Agency Mortgage-Backed Securities
FNAR XX.XXX AM462363
B1V7KEBTPIMZEU4LTD58
2037-06-01
4.753000
1800569.00
210443.25
Agency Mortgage-Backed Securities
FNAR XX.XXX WS563497
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.416000
100000.00
719.12
Agency Mortgage-Backed Securities
FNAR XX.XXX WS618128
B1V7KEBTPIMZEU4LTD58
2033-08-01
2.375000
181717092.00
5251457.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAH1317
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.898000
31547966.00
1647232.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ2452
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.935000
9164122.00
713071.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAJ4530
B1V7KEBTPIMZEU4LTD58
2041-10-01
4.577000
1179534.00
186709.72
Agency Mortgage-Backed Securities
FNAR XX.XXX WE304032
B1V7KEBTPIMZEU4LTD58
2022-11-01
2.306000
109554276.00
368202.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WE333917
B1V7KEBTPIMZEU4LTD58
2034-05-01
2.306000
75779344.00
909128.13
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
4.236000
6619404.00
476458.10
Agency Mortgage-Backed Securities
FMAR 1Q0180 G
2036-03-01
4.679000
23861896.00
775012.39
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109724
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.760000
8988013.00
9708773.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.491000
1120005.00
174842.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0289
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.860000
25300000.00
1529059.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0350
B1V7KEBTPIMZEU4LTD58
2040-09-01
4.542000
5200000.00
277602.65
Agency Mortgage-Backed Securities
04.000 FGPC Q59633 G
2048-11-01
4.000000
4413547.00
4338111.68
Agency Mortgage-Backed Securities
03.500 FGPC G60658 G
2046-07-01
3.500000
22656000.00
17142524.07
Agency Mortgage-Backed Securities
FMAR 840619 G
2042-04-01
4.657000
1023452.00
462504.99
Agency Mortgage-Backed Securities
FMAR 840662 G
2047-08-01
2.951000
1700275.00
1124034.51
Agency Mortgage-Backed Securities
FMAR 840725 G
2041-11-01
4.672000
169378.00
104438.33
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
122855392.00
128588494.93
Agency Mortgage-Backed Securities
03.500 FGPC Q50252 G
2047-08-01
3.500000
4908539.00
4587825.55
Agency Mortgage-Backed Securities
04.500 FGPC Q56109 G
2048-05-01
4.500000
1559147.00
1464386.04
Agency Mortgage-Backed Securities
GNII SF BL3743 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1657909.00
1760346.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3864
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
23981810.00
14670754.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
24742136.00
19613982.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7917
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
3170864.00
2583866.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7919
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
8235568.00
6636242.24
Agency Mortgage-Backed Securities
FMAR 1Q1077 G
2040-08-01
4.479000
8264754.00
1118483.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6229
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.040000
654000.00
674596.64
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5983
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.960000
11339165.00
11631337.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAP0006
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.431000
9277793.00
1118988.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
2016267.00
896943.56
Agency Mortgage-Backed Securities
FMAR 1L0049 G
2046-02-01
3.579000
271171.00
138619.79
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0065
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.354000
40000000.00
3116795.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4549
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.696000
34284.00
35346.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN6190
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.805000
2236970.00
1936766.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN7144
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.934000
1453754.00
1500418.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBN7153
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.251000
1500000.00
1559172.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0296
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.783000
1638881.00
1621489.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3014
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5484628.00
5616863.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3279
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.841000
350000.00
202745.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN4377
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.463000
696054.00
711271.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN4388
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.500000
37000000.00
37367826.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3980
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.635000
400000.00
367733.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3074
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.642000
2901608.00
1029300.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0411
B1V7KEBTPIMZEU4LTD58
2039-11-01
4.604000
62592760.00
5489014.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2014
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.794000
32257173.00
3810411.59
Agency Mortgage-Backed Securities
GNII SF BL7650 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
2220278.00
2353593.36
Agency Mortgage-Backed Securities
GNII SF BL7651 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1632100.00
1729063.82
Agency Mortgage-Backed Securities
GNII SF BL9084 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
1308268.00
1375757.06
Agency Mortgage-Backed Securities
GNII SF BM4586 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1129614.00
1208161.86
Agency Mortgage-Backed Securities
GNII SF BM9217 C
549300M8ZYFG0OCMTT87
2049-04-20
5.000000
1499093.00
1600760.40
Agency Mortgage-Backed Securities
GNMI SF AP0118 X
549300M8ZYFG0OCMTT87
2045-10-15
4.000000
2228364.00
1669811.75
Agency Mortgage-Backed Securities
GNII SF BJ8794 C
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
2084983.00
2121922.15
Agency Mortgage-Backed Securities
GNII SF BL1309 C
549300M8ZYFG0OCMTT87
2049-02-20
5.000000
1510407.00
1609467.81
Agency Mortgage-Backed Securities
GNII SF BL2974 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
2506791.00
2670890.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3523
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
6325165.00
2853544.51
Agency Mortgage-Backed Securities
03.500 FGPC Q11214 G
2042-09-01
3.500000
4271038.00
2054146.80
Agency Mortgage-Backed Securities
FMAR 1B8743 G
2041-09-01
4.650000
31387007.00
699269.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5653
B1V7KEBTPIMZEU4LTD58
2045-12-01
2.726000
10144340.00
5320618.20
Agency Mortgage-Backed Securities
04.000 FGPC Q05614 G
2042-01-01
4.000000
2679238.00
1044306.91
Agency Mortgage-Backed Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
1577000000.00
1577000000.00
0.0165
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.500000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0K5SE0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BM9951 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
2503790.00
2604317.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3506
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
3468218.00
3641368.06
Agency Mortgage-Backed Securities
GNMI SF BL2071 X
549300M8ZYFG0OCMTT87
2049-02-15
4.500000
25125288.00
26297324.13
Agency Mortgage-Backed Securities
GNMI SF BL2207 X
549300M8ZYFG0OCMTT87
2049-01-15
4.500000
13601033.00
14209989.82
Agency Mortgage-Backed Securities
GNII SF BL7202 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
3550628.00
3693182.95
Agency Mortgage-Backed Securities
GNII SF BM1264 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
1021307.00
1071501.73
Agency Mortgage-Backed Securities
GNII SF BM2032 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
4619253.00
4820297.77
Agency Mortgage-Backed Securities
GNII SF BM2033 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
3658766.00
3822057.54
Agency Mortgage-Backed Securities
GNMI SF BD7521 X
549300M8ZYFG0OCMTT87
2048-01-15
4.500000
73143.00
75993.05
Agency Mortgage-Backed Securities
GNMI SF BE6181 X
549300M8ZYFG0OCMTT87
2047-12-15
4.500000
848491.00
887645.27
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN8906
B1V7KEBTPIMZEU4LTD58
2025-04-01
3.230000
1000000.00
1038144.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2205
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
6853158.00
7145600.85
Agency Mortgage-Backed Securities
04.000 FGPC Q59614 G
2048-11-01
4.000000
3746119.00
3896037.42
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4431
B1V7KEBTPIMZEU4LTD58
2027-01-01
3.220000
85000.00
88918.70
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6257
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.160000
15795000.00
16403476.05
Agency Mortgage-Backed Securities
GNII SF BN4182 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
2228999.00
2326012.22
Agency Mortgage-Backed Securities
GNII SF BN4586 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
2050075.00
2150239.61
Agency Mortgage-Backed Securities
04.500 FGPC Q57996 G
2048-08-01
4.500000
11424521.00
11874556.00
Agency Mortgage-Backed Securities
GNII SF BM2034 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
2246215.00
2345062.44
Agency Mortgage-Backed Securities
GNII SF BM5706 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
856213.00
896936.16
Agency Mortgage-Backed Securities
GNII SF BM9941 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1227933.00
1280052.89
Agency Mortgage-Backed Securities
GNII SF BM9945 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1353786.00
1411249.10
Agency Mortgage-Backed Securities
GNII SF BM9950 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
4046766.00
4209240.51
Agency Mortgage-Backed Securities
GNII SF MA5714 M
549300M8ZYFG0OCMTT87
2049-01-20
6.000000
615279.00
643114.79
Agency Mortgage-Backed Securities
GNII SF BJ3233 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
1157871.00
1206949.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD4021
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1552159.00
1613550.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9968
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2865200.00
2986840.13
Agency Mortgage-Backed Securities
04.000 FGPC Q59616 G
2048-11-01
4.000000
3433090.00
3567022.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4592
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.150000
5289000.00
5508043.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4724
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.170000
7096000.00
7400237.21
Agency Mortgage-Backed Securities
GNMI SF AZ8558 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
1479703.00
1538139.42
Agency Mortgage-Backed Securities
04.500 FGPC Q57256 G
2048-07-01
4.500000
10426481.00
10824052.34
Agency Mortgage-Backed Securities
05.000 FGPC Q58155 G
2048-08-01
5.000000
5854367.00
6112844.40
Agency Mortgage-Backed Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
153000000.00
153000000.00
0.0016
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.470000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0K5SK6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
165100000.00
165464322.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
14722400.00
15273842.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
108699800.00
111041918.36
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0250
286000000.00
286000000.00
0.0030
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.480000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0K5SL4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
100.00
99.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-12
0.00
100.00
99.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-02
0.00
1000.00
986.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
15244400.00
18467753.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
11071200.00
12196612.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
6426600.00
6645008.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
1.500000
60000500.00
59671472.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
213859100.00
213676203.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
17259300.00
17541361.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
200.00
201.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
7816000.00
7852822.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
46543000.00
47302189.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.625000
49783900.00
49765396.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-15
1.000000
2170000.00
2157120.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
39605700.00
39967310.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
24999000.00
25302586.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
30600900.00
30829620.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
1699900.00
1759866.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
8200000.00
8690678.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
21879500.00
21184377.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
13191100.00
13496569.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
522000.00
562736.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.750000
237600.00
239600.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
4782800.00
4956413.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
200.00
202.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
8085000.00
8003025.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.875000
1200.00
1203.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-15
1.625000
100.00
99.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
117800.00
120412.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-15
0.875000
54700.00
54875.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
13946400.00
13944148.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
74900.00
75273.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
12918700.00
12590625.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.000000
2934000.00
2942456.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
47033500.00
47218525.70
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
654000000.00
654000000.00
0.0068
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.450000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0K5SY6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
168161000.00
168002673.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
32004800.00
32182103.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
300.00
408.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
88934600.00
87815214.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
120900.00
133684.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
100.00
108.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
12816900.00
13875328.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
240729600.00
249999374.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
205981200.00
204694641.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
100.00
100.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
252699600.00
249999636.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
1486000.00
1477708.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
77357300.00
77636132.04
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0248
1064309288.00
1064309288.00
0.0111
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.480000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0K5T17
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
9855500.00
11574326.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
82946100.00
81264906.74
U.S. Treasuries (including strips)
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0251
91000000.00
91000000.00
0.0010
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.500000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0K5T25
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CTMA2961
B1V7KEBTPIMZEU4LTD58
2037-04-01
3.000000
25000000.00
20762052.50
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3156
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
13000000.00
10151318.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0874
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
19562616.00
19035505.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5778
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
7977827.00
8342279.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5845
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
19492859.00
20465012.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5846
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
7431701.00
7294435.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5820
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.558000
9284603.00
9424465.63
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5716
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
14196440.00
14640159.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5699
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
7348351.00
7371504.53
Agency Mortgage-Backed Securities
FNMS 02.000 CIBM5706
B1V7KEBTPIMZEU4LTD58
2030-06-01
2.000000
14033952.00
13403801.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5397
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.217000
20704614.00
20312306.86
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3239
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.000000
26639946.00
19566922.48
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM4205
B1V7KEBTPIMZEU4LTD58
2027-01-01
4.000000
9217625.00
7452299.18
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM4309
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.000000
21682614.00
20312084.24
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM4354
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
8570139.00
7718054.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6059
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
21949234.00
22672604.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6094
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
6171694.00
6359414.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6126
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
10688363.00
11160340.69
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN6568
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
9446484.00
9685311.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5397
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.000000
9587511.00
10281620.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN5235
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
6993500.00
7755258.36
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN6280
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
12066084.00
12372061.51
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN6281
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
14944440.00
15297067.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN5472
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
15446617.00
15908670.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6037
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
10560030.00
11044744.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN0647
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
16163162.00
15104139.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1088
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
10448078.00
10999641.75
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3651
B1V7KEBTPIMZEU4LTD58
2034-04-01
2.500000
18874554.00
18663725.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3670
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.000000
19846823.00
19821944.79
Agency Mortgage-Backed Securities
04.500 FGPC Q60516 G
2048-12-01
4.500000
12582844.00
13227156.47
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM4703
2047-11-01
3.000000
7660011.00
7031707.70
Agency Mortgage-Backed Securities
02.500 FGPC J23436 G
2028-04-01
2.500000
26292346.00
9582952.16
Agency Mortgage-Backed Securities
02.500 FGPC J31400 G
2030-04-01
2.500000
23000000.00
12514715.65
Agency Mortgage-Backed Securities
02.500 FGPC J34688 G
2031-06-01
2.500000
15669385.00
10564666.47
Agency Mortgage-Backed Securities
03.000 FGPC J36652 G
2032-03-01
3.000000
13000000.00
10212435.12
Agency Mortgage-Backed Securities
03.000 FGPC J37203 G
2032-07-01
3.000000
11133788.00
8072660.14
Agency Mortgage-Backed Securities
03.500 FGPC J39533 G
2033-09-01
3.500000
7120411.00
6860700.52
Agency Mortgage-Backed Securities
03.500 FGPC T62277 G
2049-03-01
3.500000
10127587.00
10204505.39
Agency Mortgage-Backed Securities
03.000 FGPC G15732 G
2030-10-01
3.000000
24963030.00
14994225.95
Agency Mortgage-Backed Securities
03.000 FGPC G16426 G
2033-02-01
3.000000
9500000.00
8281027.38
Agency Mortgage-Backed Securities
03.000 FGPC G16501 G
2033-04-01
3.000000
11185617.00
10016615.10
Agency Mortgage-Backed Securities
03.500 FGPC G16562 G
2033-08-01
3.500000
7500000.00
7043898.32
Agency Mortgage-Backed Securities
02.500 FGPC G16581 G
2028-05-01
2.500000
15694843.00
13516907.07
Agency Mortgage-Backed Securities
03.000 FGPC G16625 G
2031-06-01
3.000000
9000000.00
8290572.21
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3674
B1V7KEBTPIMZEU4LTD58
2034-05-01
2.500000
15649134.00
15519814.12
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3315
B1V7KEBTPIMZEU4LTD58
2028-03-01
3.000000
21842854.00
18050940.83
Agency Mortgage-Backed Securities
FNMS 02.000 CICA1440
B1V7KEBTPIMZEU4LTD58
2032-09-01
2.000000
10947686.00
9638010.13
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN6573
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.000000
5838525.00
6063697.07
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN6576
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.000000
6349985.00
6610087.75
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN6577
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.000000
5842883.00
6026552.35
Agency Mortgage-Backed Securities
FNMS 02.500 CIBN6661
B1V7KEBTPIMZEU4LTD58
2034-05-01
2.500000
16321699.00
16315201.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6955
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
6064332.00
6246190.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN8263
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
6372544.00
6566367.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6041
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
6957628.00
7272121.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6045
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
6801010.00
7114472.44
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB1932
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.000000
77455072.00
13220562.67
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB1933
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.000000
124414622.00
21237462.45
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB1934
B1V7KEBTPIMZEU4LTD58
2025-12-01
3.000000
92878221.00
14220810.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB2458
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.000000
29575000.00
9459594.33
Agency Mortgage-Backed Securities
FNMS 02.500 CICA2869
B1V7KEBTPIMZEU4LTD58
2033-12-01
2.500000
2140159.00
2079373.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2974
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
8177745.00
8224167.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2993
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
6617034.00
6402770.97
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA3126
B1V7KEBTPIMZEU4LTD58
2039-02-01
4.500000
7999484.00
8268358.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3180
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
16005199.00
15851257.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2622
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
7429010.00
7346684.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2056
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
15845000.00
15414850.71
Agency Mortgage-Backed Securities
03.500 FGPC G07312 G
2043-02-01
3.500000
29158166.00
13868963.31
Agency Mortgage-Backed Securities
02.500 FGPC G07397 G
2043-06-01
2.500000
22430365.00
13879625.29
Agency Mortgage-Backed Securities
03.000 FGPC G16093 G
2032-02-01
3.000000
9025000.00
6832875.35
Agency Mortgage-Backed Securities
04.000 FGPC Q63958 G
2049-05-01
4.000000
11678983.00
12210566.19
Agency Mortgage-Backed Securities
03.500 FGPC Q41916 G
2046-07-01
3.500000
27192262.00
18325974.57
Agency Mortgage-Backed Securities
03.500 FGPC Q42045 G
2046-07-01
3.500000
11817349.00
8151443.88
Agency Mortgage-Backed Securities
03.500 FGPC Q42921 G
2046-09-01
3.500000
24843373.00
17434059.72
Agency Mortgage-Backed Securities
04.000 FGPC Q49965 G
2047-08-01
4.000000
9912272.00
7754660.76
Agency Mortgage-Backed Securities
04.500 FGPC Q60908 G
2049-01-01
4.500000
12989203.00
13378303.97
Agency Mortgage-Backed Securities
04.500 FGPC Q60948 G
2049-01-01
4.500000
10891687.00
11388356.31
Agency Mortgage-Backed Securities
04.500 FGPC Q61053 G
2049-01-01
4.500000
9569400.00
9546429.27
Agency Mortgage-Backed Securities
04.500 FGPC Q61535 G
2049-02-01
4.500000
9707438.00
10233728.71
Agency Mortgage-Backed Securities
04.500 FGPC Q62936 G
2049-04-01
4.500000
7737687.00
8102860.14
Agency Mortgage-Backed Securities
04.000 FGPC Q63457 G
2049-05-01
4.000000
10223379.00
10573859.15
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1558
2032-07-01
4.000000
9201165.00
8479129.93
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1593
2049-01-01
3.500000
2028956.00
2010850.18
Agency Mortgage-Backed Securities
02.500 FGPC V60775 G
2030-04-01
2.500000
32301572.00
16811358.92
Agency Mortgage-Backed Securities
03.000 FGPC V83788 G
2047-12-01
3.000000
11253289.00
10388220.58
Agency Mortgage-Backed Securities
03.000 FGPC V83882 G
2048-01-01
3.000000
6381891.00
6206847.59
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2088
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
8468092.00
7908608.21
Agency Mortgage-Backed Securities
FNMS 02.500 CICA2266
B1V7KEBTPIMZEU4LTD58
2033-08-01
2.500000
7065189.00
6269479.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2474
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
18798821.00
17971743.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8812
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
13373810.00
13814338.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN8813
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
12182553.00
12752077.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN8851
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
5829528.00
6013216.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3185
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.887000
26025189.00
21746557.31
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK7972
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
17569689.00
16478148.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8918
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
6829519.00
6108630.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8935
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
8662324.00
8294290.40
Agency Mortgage-Backed Securities
FNMS 03.000 CIBK4845
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
14236318.00
12440034.65
Agency Mortgage-Backed Securities
03.000 FGPC J23308 G
2028-04-01
3.000000
26032804.00
8871067.04
Agency Mortgage-Backed Securities
03.000 FGPC G18659 G
2032-09-01
3.000000
21595130.00
17249576.74
Agency Mortgage-Backed Securities
03.000 FGPC G16664 G
2030-05-01
3.000000
10166192.00
9364992.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1060
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
8194108.00
7661469.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4031
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
7897422.00
7384796.64
Agency Mortgage-Backed Securities
FNMS 03.500 CKBM5837
B1V7KEBTPIMZEU4LTD58
2049-01-01
3.500000
9341803.00
9179627.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5975
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
17077380.00
17201697.63
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBM5987
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.437000
7939557.00
8258308.38
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN4871
2049-04-01
3.500000
8707300.00
8870102.58
Agency Mortgage-Backed Securities
03.500 FGPC T65502 G
2048-08-01
3.500000
7622157.00
6329896.18
Agency Mortgage-Backed Securities
FMAR 2B6302 G
2047-07-01
3.191000
17138248.00
14487607.96
Agency Mortgage-Backed Securities
FMAR 2B7323 G
2049-02-01
3.279000
6348916.00
6249985.27
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4772
2048-06-01
4.000000
11840000.00
11302709.93
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8710
2033-08-01
3.000000
18213705.00
16284291.14
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM6112
2048-04-01
3.500000
6300000.00
6097276.14
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7731
2048-08-01
4.000000
12833921.00
12463441.53
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3530
2049-02-01
4.000000
6165335.00
6356047.73
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3196
2049-02-01
4.000000
12794565.00
13174676.34
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3353
2049-02-01
4.000000
10692553.00
11026636.57
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4867
2049-04-01
4.000000
7333672.00
7573664.27
Agency Mortgage-Backed Securities
03.500 FGPC J40545 G
2034-04-01
3.500000
12212757.00
12522859.63
Agency Mortgage-Backed Securities
03.500 FGPC J40546 G
2034-04-01
3.500000
19336432.00
19840836.66
Agency Mortgage-Backed Securities
02.500 FGPC J40646 G
2034-05-01
2.500000
9646391.00
9648155.22
Agency Mortgage-Backed Securities
03.000 FGPC J40700 G
2034-06-01
3.000000
7519630.00
7631857.97
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM4629
2047-11-01
3.500000
7620000.00
7032609.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5212
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
7534717.00
7274449.75
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK7094
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
8887376.00
7544499.37
Agency Mortgage-Backed Securities
FNMS 03.000 CIBJ6650
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
10020001.00
9102240.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ7823
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
13833630.00
14254399.84
Agency Mortgage-Backed Securities
FNMS 03.000 CIBK1214
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.000000
6812462.00
6019676.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2845
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
10872677.00
9433007.67
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC0323
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
20000000.00
12350575.25
Agency Mortgage-Backed Securities
04.500 FGPC Q50883 G
2047-09-01
4.500000
8660000.00
7333000.50
Agency Mortgage-Backed Securities
04.000 FGPC G61199 G
2047-11-01
4.000000
10438316.00
7983983.14
Agency Mortgage-Backed Securities
03.000 FGPC G62006 G
2047-05-01
3.000000
16799921.00
16941572.33
Agency Mortgage-Backed Securities
04.000 FGPC Q63954 G
2049-05-01
4.000000
10284848.00
10784457.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6308
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.000000
43621192.00
22487684.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA0975
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
57089440.00
21192840.93
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA2305
B1V7KEBTPIMZEU4LTD58
2030-05-01
2.500000
13304285.00
7074812.11
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3486
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
8050171.00
7145881.62
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA3252
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.500000
6039981.00
6357464.64
Agency Mortgage-Backed Securities
FNMS 02.500 CTAQ7907
B1V7KEBTPIMZEU4LTD58
2032-12-01
2.500000
20000000.00
9247646.93
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS4486
B1V7KEBTPIMZEU4LTD58
2030-02-01
2.500000
41906379.00
21511351.96
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS4939
B1V7KEBTPIMZEU4LTD58
2030-05-01
2.500000
23930629.00
13035852.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL3460
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
21079929.00
11421096.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7972
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.500000
35002457.00
21320488.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9135
B1V7KEBTPIMZEU4LTD58
2043-01-01
4.000000
28537000.00
20061305.63
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL9447
B1V7KEBTPIMZEU4LTD58
2031-11-01
3.000000
21191225.00
14754459.94
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL8775
B1V7KEBTPIMZEU4LTD58
2031-06-01
3.000000
25000000.00
17110287.87
Agency Mortgage-Backed Securities
04.500 FGPC G62012 G
2049-04-01
4.500000
15674419.00
16728523.68
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH7249
B1V7KEBTPIMZEU4LTD58
2026-03-01
3.500000
103033186.00
16724372.04
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC2863
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
22305121.00
15705672.86
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD1732
B1V7KEBTPIMZEU4LTD58
2031-06-01
2.500000
10227693.00
6525857.33
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD5444
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
24741644.00
16382510.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2857
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
12310321.00
9841828.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT4291
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
42429688.00
18248863.85
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2906
B1V7KEBTPIMZEU4LTD58
2032-02-01
2.000000
11546769.00
8663482.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11000000.00
10051086.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0632
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
17779516.00
17066855.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5840
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
18236829.00
18737181.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5843
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
7028018.00
7145606.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5030
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.642000
18881598.00
16971400.47
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5031
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.642000
18950591.00
17033619.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5435
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.721000
20705569.00
19448425.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4569
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.478000
20858499.00
17586649.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4827
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.716000
20195559.00
19346554.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4876
B1V7KEBTPIMZEU4LTD58
2048-04-01
2.909000
8384811.00
7867124.88
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM5027
B1V7KEBTPIMZEU4LTD58
2038-09-01
4.658000
23094627.00
19897468.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5029
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.643000
19453941.00
17494124.10
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBM3886
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.638000
8637396.00
6174826.22
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM3859
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
7919670.00
6646893.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK9582
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
9344621.00
9500765.76
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM1275
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.000000
11100000.00
8698164.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3422
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
17056727.00
15106046.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3593
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
8194387.00
8223290.46
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2845
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
15641284.00
11665099.02
Agency Mortgage-Backed Securities
03.000 FGPC G18691 G
2033-06-01
3.000000
12849448.00
11596437.07
Agency Mortgage-Backed Securities
03.500 FGPC G18723 G
2034-02-01
3.500000
7317593.00
7172689.39
Agency Mortgage-Backed Securities
02.500 FGPC J21423 G
2027-11-01
2.500000
25244429.00
9238170.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LB890574
B1V7KEBTPIMZEU4LTD58
2043-11-01
2.985000
21309741.00
11170717.32
Agency Mortgage-Backed Securities
FNMS 03.500 CICA3022
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.500000
8683483.00
8725582.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2055
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
8924195.00
8617040.89
Agency Mortgage-Backed Securities
FMAR 840920 G
2049-01-01
4.014000
14304926.00
11956905.76
Agency Mortgage-Backed Securities
FMAR 840922 G
2049-01-01
2.764000
7700000.00
7604638.35
Agency Mortgage-Backed Securities
02.500 FGPC G15546 G
2028-10-01
2.500000
15330891.00
7565410.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1072
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
6351416.00
6099698.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1073
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
16000000.00
14930256.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1387
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.063000
14260000.00
9287279.12
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1890
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.500000
21376181.00
16711376.76
Agency Mortgage-Backed Securities
FNMS 02.000 CIBM3061
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.000000
24411008.00
19617223.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
20637030.00
20012077.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8326
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
8988134.00
8993289.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8730
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
9807698.00
9072983.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK4778
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
16566871.00
16146953.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK4804
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.751000
8175009.00
7442964.49
Agency Mortgage-Backed Securities
02.500 FGPC G18665 G
2032-11-01
2.500000
23455093.00
19358948.61
Agency Mortgage-Backed Securities
02.500 FGPC G18651 G
2032-07-01
2.500000
27627287.00
21883304.89
Agency Mortgage-Backed Securities
02.500 FGPC G18683 G
2033-04-01
2.500000
20533945.00
18166183.61
Agency Mortgage-Backed Securities
03.000 FGPC G16663 G
2033-10-01
3.000000
19720199.00
18770744.50
Agency Mortgage-Backed Securities
03.000 FGPC G08807 G
2048-04-01
3.000000
18111652.00
16978141.24
Agency Mortgage-Backed Securities
04.000 FGPC G08847 G
2048-11-01
4.000000
16945144.00
16411584.48
Agency Mortgage-Backed Securities
04.000 FGPC G08877 G
2049-05-01
4.000000
8014532.00
8235013.77
Agency Mortgage-Backed Securities
02.500 FGPC G08736 G
2046-12-01
2.500000
13758889.00
11669468.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4428
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
16726344.00
17436501.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4462
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6035167.00
6322357.06
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5838
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
21311010.00
21639624.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6566
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
7588391.00
7346749.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
22000000.00
20469975.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2016
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
23000000.00
21192989.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5282
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
7353634.00
6869203.05
Agency Mortgage-Backed Securities
FNMS 02.000 CIBE0927
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
18217145.00
13519396.82
Agency Mortgage-Backed Securities
FNMS 02.000 CIBE0974
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
8680508.00
6653163.77
Agency Mortgage-Backed Securities
FNMS 02.000 CIBE5623
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.000000
25972930.00
19708755.60
Agency Mortgage-Backed Securities
FNMS 02.000 CIBE5780
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
8326986.00
6148958.79
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0130
B1V7KEBTPIMZEU4LTD58
2056-08-01
3.500000
13110492.00
10252781.53
Agency Mortgage-Backed Securities
04.000 FGPC Q50268 G
2047-08-01
4.000000
17974262.00
16931210.32
Agency Mortgage-Backed Securities
04.500 FGPC Q52321 G
2047-11-01
4.500000
10144244.00
9011710.43
Agency Mortgage-Backed Securities
03.500 FGPC G61942 G
2048-03-01
3.500000
19933053.00
20073123.37
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA1167
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
29196445.00
8532177.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
7000000.00
6845591.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6126
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.061000
34913225.00
16329897.35
Agency Mortgage-Backed Securities
FMAR 840879 G
2048-11-01
4.688000
22967404.00
19219658.77
Agency Mortgage-Backed Securities
FMAR 840880 G
2048-11-01
4.854000
13468729.00
10413602.15
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD8034
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
9131040.00
6814803.53
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW7395
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
35000000.00
12888486.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8607
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.089000
25183756.00
8185554.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAW8608
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.180000
20066168.00
10575057.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX8475
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.067000
27101468.00
10123767.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLAY0822
B1V7KEBTPIMZEU4LTD58
2045-04-01
2.500000
10025000.00
6890412.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7388
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
10414000.00
7370028.19
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS8591
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.000000
18120000.00
13832480.97
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS8705
B1V7KEBTPIMZEU4LTD58
2032-02-01
2.000000
27888965.00
21215640.04
Agency Mortgage-Backed Securities
02.500 FGPC J20794 G
2027-10-01
2.500000
50000000.00
16047500.46
Agency Mortgage-Backed Securities
02.500 FGPC G18461 G
2028-04-01
2.500000
17432936.00
6765920.00
Agency Mortgage-Backed Securities
03.000 FGPC G18489 G
2028-11-01
3.000000
30188025.00
10565659.70
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ0578
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
25000000.00
8507018.91
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP1648
B1V7KEBTPIMZEU4LTD58
2027-08-01
2.500000
32764345.00
9895956.74
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3221
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
11702512.00
9287263.40
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3228
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.000000
24379469.00
22732720.94
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0093
B1V7KEBTPIMZEU4LTD58
2056-05-01
3.500000
13855000.00
10779951.25
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS5303
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
31283707.00
17059744.36
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL2689
B1V7KEBTPIMZEU4LTD58
2027-02-01
4.000000
44252904.00
6572686.33
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL3173
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.000000
30000000.00
10106344.03
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS5546
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.500000
12438000.00
7285791.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT0335
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
31103817.00
17379648.38
Agency Mortgage-Backed Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0254
2781000000.00
2781000000.00
0.0290
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.520000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0K5T66
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DUKE ENERGY OHIO 1M GLBL BD 29
L6KC0HABGHNFU1Z6QY21
2029-02-01
3.650000
1083000.00
1154659.10
Corporate Debt Securities
ENTERGY LA LLC 1M GLBL-A BD 50
0V5453U14HDZO63CGH17
2050-04-01
4.200000
450000.00
484587.00
Corporate Debt Securities
ENTERGY TEXAS INC 1M GLBL BD 4%29
LWXX58X12AJXISQ28573
2029-03-30
4.000000
606000.00
641012.66
Corporate Debt Securities
VALERO ENERGY PARTNERS LP SR GLBL NT4.5%28
549300WH1375KZXLJ231
2028-03-15
4.500000
8000.00
8489.56
Corporate Debt Securities
WEA FIN LLC 4.625%48
3CYEJKBUJZO3UW777J80
2048-09-20
4.625000
2818000.00
3022059.99
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT 24
549300XMP3KDCKJXIU47
2024-03-15
3.875000
7358000.00
7787127.76
Corporate Debt Securities
NXP B V / NXP FDG LLC 4.875%24
2024-03-01
4.875000
1000.00
1063.08
Corporate Debt Securities
DUKE ENERGY CAROLINAS LLC 1M GLBL BD 28
MWIUSDMN17TCR56VW396
2028-11-15
3.950000
6900521.00
7403540.23
Corporate Debt Securities
AEP TEX INC SR GLBL -F NT 28
2028-06-01
3.950000
3500000.00
3755605.97
Corporate Debt Securities
CONNECTICUT LT & PWR CO SR NT 48
549300O45IUXEDS1VZ32
2048-04-01
4.000000
7000000.00
7422208.89
Corporate Debt Securities
CUBESMART L P SR GLBL NT 29
549300MPHKO3I3FJRA97
2029-02-15
4.375000
241000.00
254851.07
Corporate Debt Securities
DIAGEO CAP PLC SR NT 3.875%28
213800L23DJLALFC4O95
2028-05-18
3.875000
4050000.00
4355093.25
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 3.75%23
549300C6OZZ8LTVR8209
2023-09-12
3.750000
75000.00
77489.62
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 28
549300C6OZZ8LTVR8209
2028-09-12
4.250000
858000.00
911726.53
Corporate Debt Securities
TELEFONICA EMISIONES S A U SR GLBL NT 49
549300Y5MFC4SW5Z3K71
2049-03-01
5.520000
67000.00
72136.67
Corporate Debt Securities
FIFTH THIRD BANCORP SR GLBL NT 28
THRNG6BD57P9QWTQLG42
2028-03-14
3.950000
2000.00
2120.86
Corporate Debt Securities
FLORIDA PWR & LT CO 3.99%49
A89MY1K3YLIGJMYWVX50
2049-03-01
3.990000
2103000.00
2234034.42
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT5.1%24
5493008B6JBRUJ90QL97
2024-01-17
5.100000
5000.00
5316.71
Corporate Debt Securities
GREAT-WEST LIFE CAP TR SR GLBL 144A 28
2028-05-17
4.047000
1910000.00
2053692.01
Corporate Debt Securities
HUDSON PAC PPTYS L P SR GLBL NT 29
5493007NTUGLGZ8T3526
2029-04-01
4.650000
31000.00
32821.95
Corporate Debt Securities
DOW CHEM CO SR GLBL 144A 25
ZQUIP1CSZO8LXRBSOU78
2025-11-30
4.550000
3431000.00
3672885.50
Corporate Debt Securities
DOW CHEM CO SR GLBL 144A 28
ZQUIP1CSZO8LXRBSOU78
2028-11-30
4.800000
9989000.00
10740772.14
Corporate Debt Securities
TOLEDO HOSPITAL TAX BD 2018B 28
5493009DCR7NWV6K4T34
2028-11-15
5.325000
1335000.00
1430918.08
Corporate Debt Securities
WILLIS NORTH AMER INC SR GLBL NT4.5%28
5493004KVU1HWZCP0C66
2028-09-15
4.500000
17691000.00
18793591.57
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN SR SEC GLBL BD28
4NYF266XZC35SCTGX023
2028-11-01
3.900000
329000.00
354244.72
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN SR GLBL BD3.7%29
4NYF266XZC35SCTGX023
2029-03-15
3.700000
3883000.00
4152803.78
Corporate Debt Securities
ATLANTIC CITY ELEC CO 4%28
549300S5TW3VP5V06B73
2028-10-15
4.000000
7592165.00
8184202.03
Corporate Debt Securities
CITIBANK NA N Y SR GLBL NT 24
E57ODZWZ7FF32TWEFA76
2024-01-23
3.650000
499000.00
522995.11
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 46
5299002BJODD4TLAOX51
2046-05-03
4.250000
55000.00
57585.96
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 25
549300C6OZZ8LTVR8209
2025-09-12
4.125000
160000.00
168574.00
Corporate Debt Securities
SOUTHWESTERN ELEC PWR CO SR GLBL -M NT 28
R64UBJHEC74EB3HGQ410
2028-09-15
4.100000
10575000.00
11274976.87
Corporate Debt Securities
NESTLE HLDGS INC SR GLBL 144A 38
549300EAEU8YV8MQXP30
2038-09-24
3.900000
1632316.00
1724835.67
Corporate Debt Securities
NESTLE HLDGS INC SR GLBL 144A 48
549300EAEU8YV8MQXP30
2048-09-24
4.000000
50000.00
52990.67
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 29
5493008B6JBRUJ90QL97
2029-01-17
5.650000
130000.00
139408.57
Corporate Debt Securities
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0256
98000000.00
98000000.00
0.0010
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.470000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0K5T74
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIBANK NA N Y SR GLBL NT3.4%21
E57ODZWZ7FF32TWEFA76
2021-07-23
3.400000
250000.00
256733.61
Corporate Debt Securities
CITIBANK NA N Y 21
E57ODZWZ7FF32TWEFA76
2021-07-23
3.161500
2181000.00
2196238.95
Corporate Debt Securities
CONSOLIDATED EDISON CO N Y INC SR 2017-B DEB 27
VZFZPMWDHTQCFKYOBP05
2027-11-15
3.125000
4505000.00
4553077.74
Corporate Debt Securities
COX COMMUNICATIONS INC NEW SR GLBL 144A 24
5493001NEDZNIFRP2R92
2024-08-15
3.150000
783000.00
790600.97
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL COCO 24
2IGI19DL77OX0HC3ZE78
2024-04-02
3.100000
45000.00
45535.70
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 24
UMI46YPGBLUE4VGNNT48
2024-04-01
3.150000
59000.00
59792.96
Corporate Debt Securities
NVENT FIN S A R L CR SEN SR GLBL28
549300KO1OQ4MVFB6X02
2028-04-15
4.550000
200000.00
203471.50
Corporate Debt Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT47
549300SP2X2BS1KERD24
2047-09-30
3.800000
7094000.00
7282794.99
Corporate Debt Securities
MANITOBA PROV CDA SR GLBL GX DB 24
5493003QILFOB3JRKE30
2024-04-16
2.600000
31165000.00
31661389.19
Corporate Debt Securities
BAYER US FIN II LLC 3.5%21
529900XWNEXYNJ3X6T40
2021-06-25
3.500000
27000.00
27582.37
Corporate Debt Securities
BERKSHIRE HATHAWAY ENERGY CO 3.25%28
549300JD0S5IZJE9LY15
2028-04-15
3.250000
1425000.00
1436888.06
Corporate Debt Securities
BRANDYWINE OPER PARTNERSHIP L SR GLBL NT 27
IXBXSCONLDQ1ZI73YU71
2027-11-15
3.950000
325000.00
327423.15
Corporate Debt Securities
KOREA SOUTH PWR CO LTD SR GLBL REGS 21
9884001B6VSIQS4ZY558
2021-01-29
3.000000
2750000.00
2790791.67
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 21
R4PP93JZOLY261QX3811
2021-05-17
3.375000
618000.00
625909.63
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT3.7%21
R4PP93JZOLY261QX3811
2021-11-05
3.700000
10899000.00
11160024.99
Corporate Debt Securities
VORNADO RLTY L P SR GLBL NT3.5%25
549300BMOJ05INE4YK86
2025-01-15
3.500000
52000.00
52863.98
Corporate Debt Securities
WRKCO INC 3.9%28
549300JEB576INN13W07
2028-06-01
3.900000
1639996.00
1650169.44
Corporate Debt Securities
WRKCO INC 4.2%32
549300JEB576INN13W07
2032-06-01
4.200000
1300000.00
1313905.67
Corporate Debt Securities
MARKEL CORP SR GLBL NT 5%49
549300SCNO12JLWIK605
2049-05-20
5.000000
7270000.00
7450433.32
Corporate Debt Securities
MARS INC DEL SR GLBL 144A 30
54930073HKEO6GZBSS03
2030-04-01
3.200000
330000.00
333445.93
Corporate Debt Securities
MIDWEST CONNECTOR CAP CO LLC SR GLBL 144A 22
2022-04-01
3.625000
11000.00
11273.29
Corporate Debt Securities
NBCUNIVERSAL ENTERPRISE INC SR GLBL 144A 21
2021-04-01
2.991750
1650000.00
1662814.31
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A SR SEC GLBL 22
635400DPNHEAUHB7ZI15
2022-06-10
3.120630
200000.00
202294.28
Corporate Debt Securities
INGERSOL RAND LUXEMBOURG FIN SR GLBL NT3.8%29
549300GHBOWCVY92IS29
2029-03-21
3.800000
850000.00
872128.33
Corporate Debt Securities
INGERSOL RAND LUXEMBOURG FIN SR GLBL NT3.5%26
549300GHBOWCVY92IS29
2026-03-21
3.500000
20000.00
20320.77
Corporate Debt Securities
ESSEX PORTFOLIO L P SR GLBL NT 27
5493003GN3O58H286O74
2027-05-01
3.625000
11000.00
11231.00
Corporate Debt Securities
GLAXOSMITHKLINE CAP INC SR GLBL NT 23
5493007Q8VD7Q3ZYZS59
2023-05-15
3.375000
1192000.00
1224763.61
Corporate Debt Securities
GLAXOSMITHKLINE CAP PLC SR GLBL NT 21
549300U0LV41VX7LEP38
2021-05-14
3.125000
97000.00
98148.37
Corporate Debt Securities
GULF PWR CO SR GLBL 2017A 27
BLVY3B5CY5IDPCFLQ577
2027-05-30
3.300000
10630000.00
10828993.60
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC 3.4%22
549300423Z16BB673J12
2022-02-22
3.400000
1000000.00
1018755.56
Corporate Debt Securities
DISCOVER BK SR GLBL NT 23
X05BVSK68TQ7YTOSNR22
2023-02-06
3.350000
250000.00
255284.58
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT5.3%49
L2Z2MO2EQURH3BREWI15
2049-05-15
5.300000
250000.00
252836.25
Corporate Debt Securities
DUKE ENERGY CAROLINAS LLC 1M GLBL BD 22
MWIUSDMN17TCR56VW396
2022-05-15
3.350000
1090000.00
1119381.86
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT2.8%21
5493004LGN656HWLDA30
2021-02-15
2.800000
1296000.00
1306856.16
Corporate Debt Securities
WILLIS NORTH AMER INC SR GLBL NT3.6%24
5493004KVU1HWZCP0C66
2024-05-15
3.600000
537000.00
546639.15
Corporate Debt Securities
CK HUTCHISON INTERNATIONAL 19 SR GLBL REGS 24
254900FPY8WXG61CMU70
2024-04-11
3.250000
6100000.00
6204576.03
Corporate Debt Securities
SCHLUMBERGER HLDGS CORP SR GLBL 144A 24
529900IKZG65COT1D505
2024-05-01
3.750000
108392.00
111394.55
Corporate Debt Securities
SCHLUMBERGER HLDGS CORP 3.9%28
529900IKZG65COT1D505
2028-05-17
3.900000
100000.00
100777.83
Corporate Debt Securities
TEXAS EASTN TRANSMISSION LP SR GLBL 144A 28
549300SIOULUXXIDGA69
2028-01-15
3.500000
8000.00
8054.44
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP -B 20
Z2VZBHUMB7PWWJ63I008
2020-09-18
2.784630
4620000.00
4650464.10
Corporate Debt Securities
UNILEVER CAP CORP 2.75%21
MYF1DAS6G5WY7PRWCU78
2021-03-22
2.750000
1048000.00
1057897.78
Corporate Debt Securities
PROTECTIVE LIFE GLOBAL FUNDING SR SEC GLBL 24
635400EVYITCJYWL2I50
2024-04-15
3.104000
3100000.00
3153134.00
Corporate Debt Securities
REINSURANCE GRP OF AMERICA INC 3.9%29
LORM1GNEU1DKEW527V90
2029-05-15
3.900000
7009000.00
7107651.67
Corporate Debt Securities
RENAISSANCERE FIN INC SR GLBL NT 27
54930048ETFU7B0OJ457
2027-07-01
3.450000
13525000.00
13666324.98
Corporate Debt Securities
SAMMONS FINANCIAL GROUP INC SR GLBL 144A 27
2027-05-12
4.450000
975000.00
982044.38
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A 3%28
635400DPNHEAUHB7ZI15
2028-01-10
3.000000
645000.00
653705.35
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A SR SEC GLBL 21
635400DPNHEAUHB7ZI15
2021-01-28
2.950000
7110000.00
7231733.07
Corporate Debt Securities
CITIGROUP INC SR GLBL -N FL 24
6SHGI4ZSSLCXXQSBB395
2024-05-17
3.625130
1005000.00
1014175.42
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL NT 21
ZUE8T73ROZOF6FLBAR73
2021-04-30
3.450000
1365000.00
1384935.82
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 3%21
R4PP93JZOLY261QX3811
2021-02-22
3.000000
1738000.00
1759875.63
Corporate Debt Securities
ONTARIO PROV CDA GLBL -G78 BD 21
C7PVKCRGLG18EBQGZV36
2021-02-12
2.550000
20000.00
20235.40
Corporate Debt Securities
BRIXMOR OPERATING PRTSHP LP SR GLBL NT 24
549300CJHBL7JBUA6503
2024-06-15
3.650000
62000.00
63346.59
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 27
549300UVMBCBCIPSUI70
2027-08-01
3.625000
8000.00
8195.46
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR REGS NT 26
549300YP3P0JZBLIV197
2026-08-05
3.750000
95000.00
96107.62
Corporate Debt Securities
SURA ASSET MANAGEMENT SA SR GLBL REGS 27
549300013ETMS1C0EA22
2027-04-11
4.375000
22000.00
22351.23
Corporate Debt Securities
UNILEVER CAP CORP SR GLBL NT 3%22
MYF1DAS6G5WY7PRWCU78
2022-03-07
3.000000
5000.00
5099.68
Corporate Debt Securities
IBM CREDIT LLC 2.65%21
549300ZNLJL43AQTG067
2021-02-05
2.650000
15000.00
15134.63
Corporate Debt Securities
IBM CREDIT LLC SR GLBL NT 20
549300ZNLJL43AQTG067
2020-11-30
3.450000
75000.00
75978.00
Corporate Debt Securities
IBM CREDIT LLC SR GLBL NT3.6%21
549300ZNLJL43AQTG067
2021-11-30
3.600000
1000.00
1022.07
Corporate Debt Securities
JP MORGAN CHASE BANK SR NT 2.604%21
7H6GLXDRUGQFU57RNE97
2021-02-01
2.604000
1230000.00
1239160.63
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 28
L2Z2MO2EQURH3BREWI15
2028-03-20
3.950000
24000.00
24152.65
Corporate Debt Securities
SHINHAN BK SUB REGS NT 27
5493003P813VL21KG928
2027-09-20
3.750000
83000.00
83708.96
Corporate Debt Securities
REGIONS BK BIRMINGHAM ALA SR NT 3.174%21
EQTWLK1G7ODGC2MGLV11
2021-08-13
3.374000
289000.00
293551.25
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 23
6SHGI4ZSSLCXXQSBB395
2023-01-24
3.142000
1351000.00
1371612.21
Corporate Debt Securities
BMW US CAP LLC SR GLBL 144A 20
KK5MZM9DIXLXZL9DZL15
2020-08-14
3.250000
60000.00
60956.37
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL FL NT 21
UDSQCVRUX5BONN0VY111
2021-01-07
5.138630
2800000.00
2871162.57
Corporate Debt Securities
HYUNDAI CAP AMER INC SR GLBL REGS 21
549300RIPPWJB5Z0FK07
2021-07-08
3.528630
40000.00
40261.80
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 22
C7PVKCRGLG18EBQGZV36
2022-04-25
2.550000
100000.00
101112.92
Corporate Debt Securities
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0250
142000000.00
142000000.00
0.0015
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.400000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD0UCAF9
Non-Negotiable Time Deposit
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0240
359000000.00
359000000.00
0.0037
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 2.410000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD0UCAJ1
Non-Negotiable Time Deposit
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0241
287000000.00
287000000.00
0.0030
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.430000%
PT3QB789TSUIDF371261
0000947263
ATD0UCAK8
Non-Negotiable Time Deposit
Y
2019-06-03
2019-06-03
2019-06-03
N
N
N
0.0243
285000000.00
285000000.00
0.0030
N
Y
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.430000%
PT3QB789TSUIDF371261
0000947263
ATD0UCAO0
Non-Negotiable Time Deposit
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0243
507000000.00
507000000.00
0.0053
N
N
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 2.400000%
52990002O5KK6XOGJ020
ATD0UCAP7
Non-Negotiable Time Deposit
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0240
952000000.00
952000000.00
0.0099
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.420000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0UCB27
Non-Negotiable Time Deposit
Y
2019-06-04
2019-06-04
2019-06-04
N
N
N
0.0242
382000000.00
382000000.00
0.0040
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.430000%
PT3QB789TSUIDF371261
0000947263
ATD0UCV41
Non-Negotiable Time Deposit
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0243
262000000.00
262000000.00
0.0027
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.440000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0UCV58
Non-Negotiable Time Deposit
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0244
950000000.00
950000000.00
0.0099
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.400000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD0UCVB5
Non-Negotiable Time Deposit
Y
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0240
42000000.00
42000000.00
0.0004
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.430000%
0001245022
ATD0UDF88
Non-Negotiable Time Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0243
380000000.00
380000000.00
0.0040
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.440000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0UDFA3
Non-Negotiable Time Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0244
1432000000.00
1432000000.00
0.0150
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 2.410000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD0UDFC9
Non-Negotiable Time Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0241
296000000.00
296000000.00
0.0031
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.410000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0UDFG0
Non-Negotiable Time Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0241
59000000.00
59000000.00
0.0006
N
N
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 2.440000%
ATUEL7OJR5057F2PV266
0000882617
ATD0UDFM7
Non-Negotiable Time Deposit
Y
2019-06-06
2019-06-06
2019-06-06
N
N
N
0.0244
390000000.00
390000000.00
0.0041
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.410000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0UDYF1
Non-Negotiable Time Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0241
200000000.00
200000000.00
0.0021
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 2.410000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD0UDYG9
Non-Negotiable Time Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0241
200000000.00
200000000.00
0.0021
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.410000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD0UDYH7
Non-Negotiable Time Deposit
Y
2019-06-07
2019-06-07
2019-06-07
N
N
N
0.0241
100000000.00
100000000.00
0.0010
N
N
Y
N
The Charles Schwab Family of Funds
2019-06-07
Mark Fischer
Mark Fischer
Chief Financial Officer