0001145549-19-050199.txt : 20191206
0001145549-19-050199.hdr.sgml : 20191206
20191206161909
ACCESSION NUMBER: 0001145549-19-050199
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191130
FILED AS OF DATE: 20191206
DATE AS OF CHANGE: 20191206
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: 191273366
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000038267
Ultra Shares
SNAXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2019-11-30
0000857156
549300I77JNLD629OV19
S000004508
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
40
68
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22613778612.30
18357036934.71
19763417312.38
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44824391733.69
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1431317761.14
1367563574.24
1138986461.49
6939218086.23
5369481668.77
0.0155
Y
Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 5,112,020
C000038267
1000000.00
46696724152.21
46695910180.6730
1.0002
1.0001
1.0001
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5065758357.97
3260360715.29
0.0170
Y
Investment Advisor and its affiliates Contractual 3,200,627
ABAG Finance Auth
TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 1.750000%
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Variable Rate Demand Note
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2019-12-06
2019-12-06
2031-11-01
Y
Wells Fargo Bank NA
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N
N
0.0175
17550000.00
17550000.00
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Asset Backed Commercial Paper
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2020-01-03
2020-01-03
2020-01-03
N
Y
Credit Suisse AG
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0.0177
50912138.22
50912138.22
0.0004
N
N
N
N
ALPINE SECURITIZATION LLC
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Asset Backed Commercial Paper
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2020-01-08
2020-01-08
2020-01-08
N
Y
Credit Suisse AG
1.0000
N
0.0179
61876826.46
61876826.46
0.0005
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N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088WA91
Asset Backed Commercial Paper
Y
2020-01-09
2020-01-09
2020-01-09
N
Y
Credit Suisse AG
1.0000
N
0.0179
93808156.34
93808156.34
0.0008
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088WAD2
Asset Backed Commercial Paper
Y
2020-01-13
2020-01-13
2020-01-13
N
Y
Credit Suisse AG
1.0000
N
0.0181
20703182.81
20703182.81
0.0002
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 2.100000%
02089XGL5
Asset Backed Commercial Paper
Y
2020-01-24
2020-01-24
2020-01-24
N
Y
Credit Suisse AG
1.0000
N
0.0173
256146736.64
256146736.64
0.0021
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 1.980000%
02089XGV3
Asset Backed Commercial Paper
Y
2020-02-14
2020-02-14
2020-02-14
N
Y
Credit Suisse AG
1.0000
N
0.0179
72029400.48
72029400.48
0.0006
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TA39
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-01-03
2020-01-03
2020-01-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0168
128789048.88
128789048.88
0.0011
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TA62
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-01-06
2020-01-06
2020-01-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0169
11978568.00
11978568.00
0.0001
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TA70
549300BUNY5BIX4CVW20
US04821TA708
Asset Backed Commercial Paper
Y
2020-01-07
2020-01-07
2020-01-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0170
59889825.00
59889825.00
0.0005
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TB61
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-02-06
2020-02-06
2020-02-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0184
47830719.84
47830719.84
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TBA2
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-02-10
2020-02-10
2020-02-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0185
48318352.47
48318352.47
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TBC8
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-02-12
2020-02-12
2020-02-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0185
49807291.50
49807291.50
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TBS3
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-02-26
2020-02-26
2020-02-26
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0187
49768476.50
49768476.50
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TC29
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0188
37316014.50
37316014.50
0.0003
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UZ21
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-12-02
2019-12-02
2019-12-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0156
71790666.00
71790666.00
0.0006
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UZA3
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-12-10
2019-12-10
2019-12-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0161
68187439.36
68187439.36
0.0006
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 1.929300%
05253MMN1
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2020-02-14
2020-05-14
2020-05-14
N
N
N
0.0191
180011752.20
180011752.20
0.0015
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 1.948600%
05253MMW1
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2020-02-26
2020-05-26
2020-05-26
N
N
N
0.0189
198055242.00
198055242.00
0.0016
N
N
N
N
BNP PARIBAS (SAN FRANCISCO BRANCH)
BNP PARIBAS (SAN FRANCISCO BRANCH) 1.934900%
05576T3Y3
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-12-03
2020-02-03
2020-02-03
N
N
N
0.0171
64016970.24
64016970.24
0.0005
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 2.170000%
05586F3E5
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-12-23
2019-12-23
2019-12-23
N
N
N
0.0161
171061920.81
171061920.81
0.0014
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 1.960000%
05586FHK6
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2020-04-15
2020-04-15
2020-04-15
N
N
N
0.0181
255142282.35
255142282.35
0.0021
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 2.280000%
05586FW60
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2019-12-09
2019-12-09
2019-12-09
N
N
N
0.0156
112022010.24
112022010.24
0.0009
N
N
N
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.900000%
05966DVU3
5493006QMFDDMYWIAM13
Certificate of Deposit
Y
2020-02-11
2020-02-11
2020-02-11
N
N
N
0.0184
100011876.00
100011876.00
0.0008
N
N
N
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.885000%
05966DVV1
5493006QMFDDMYWIAM13
Certificate of Deposit
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0184
247021585.33
247021585.33
0.0020
N
N
N
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.870000%
05966DVY5
5493006QMFDDMYWIAM13
Certificate of Deposit
Y
2020-02-14
2020-02-14
2020-02-14
N
N
N
0.0184
125006820.00
125006820.00
0.0010
N
N
N
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.900000%
05966DWA6
5493006QMFDDMYWIAM13
Certificate of Deposit
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0185
100011513.00
100011513.00
0.0008
N
N
N
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 1.890000%
05966DWC2
5493006QMFDDMYWIAM13
Certificate of Deposit
Y
2020-02-26
2020-02-26
2020-02-26
N
N
N
0.0185
7000593.32
7000593.32
0.0001
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.051000%
06050TMQ2
B4TYDEB6GKMZO031MB27
US06050TMQ21
0001102113
Other Instrument
Bank Note
Y
2019-12-06
2020-10-06
2020-10-06
N
N
N
0.0194
483140953.89
483140953.89
0.0040
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.893300%
06053P2Q9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-13
2020-01-13
2020-01-13
N
N
N
0.0176
7750556.84
7750556.84
0.0001
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.893300%
06053P2V8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-13
2020-01-13
2020-01-13
N
N
N
0.0176
15001077.75
15001077.75
0.0001
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.921400%
06053P3A3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-02-10
2020-02-10
2020-02-10
N
N
N
0.0191
266006530.30
266006530.30
0.0022
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.300000%
06053P3K1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-01-07
2020-01-07
2020-01-07
N
N
N
0.0158
237160541.43
237160541.43
0.0020
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.838000%
06053P3Q8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-24
2020-02-24
2020-02-24
N
N
N
0.0180
200011334.00
200011334.00
0.0017
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.210000%
06053P3U9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0166
90085674.60
90085674.60
0.0007
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.950000%
06053P4N4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-02
2020-06-01
2020-06-01
N
N
N
0.0191
350112182.00
350112182.00
0.0029
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.950000%
06053P4P9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-02
2020-06-01
2020-06-01
N
N
N
0.0191
62020093.58
62020093.58
0.0005
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.950000%
06053P4W4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-02
2020-07-01
2020-07-01
N
N
N
0.0191
225084132.00
225084132.00
0.0019
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.950000%
06053P4X2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-02
2020-06-09
2020-06-09
N
N
N
0.0191
200066634.00
200066634.00
0.0017
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.910000%
06053P5C7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-02
2020-08-04
2020-08-04
N
N
N
0.0192
335032689.30
335032689.30
0.0028
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.910000%
06053P5D5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-12-02
2020-08-05
2020-08-05
N
N
N
0.0192
392038361.12
392038361.12
0.0032
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.610000%
06367BAG4
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0160
526000862.64
526000862.64
0.0044
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.600000%
06367BAN9
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0160
284999857.50
284999857.50
0.0024
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.964900%
06370RXN4
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-12-03
2020-04-03
2020-04-03
N
N
N
0.0185
256023953.92
256023953.92
0.0021
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.105100%
06417G5T1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0187
105004263.00
105004263.00
0.0009
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.105100%
06417G5W4
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0187
230009338.00
230009338.00
0.0019
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.063100%
06417G5Y0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-01-06
2020-01-06
2020-01-06
N
N
N
0.0187
72003346.56
72003346.56
0.0006
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.175900%
06417G7G7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-12-20
2020-03-20
2020-03-20
N
N
N
0.0191
285012126.75
285012126.75
0.0024
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.923600%
06417MAZ8
L3I9ZG2KFGXZ61BMYR72
US06417MAZ86
Certificate of Deposit
Y
2019-12-20
2020-05-20
2020-05-20
N
N
N
0.0194
315041637.18
315041637.18
0.0026
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.948600%
06417MBC8
L3I9ZG2KFGXZ61BMYR72
US06417MBC82
Certificate of Deposit
Y
2020-02-27
2020-05-27
2020-05-27
N
N
N
0.0192
129009266.07
129009266.07
0.0011
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.000000%
06417MBF1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0185
282102972.30
282102972.30
0.0023
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.153100%
06417MDG7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-01-07
2020-07-07
2020-07-07
N
N
N
0.0196
200064524.00
200064524.00
0.0017
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.113300%
06417MDK8
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-01-21
2020-07-20
2020-07-20
N
N
N
0.0197
44012317.80
44012317.80
0.0004
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.035600%
06417MDZ5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-01-28
2020-07-28
2020-07-28
N
N
N
0.0197
250056045.00
250056045.00
0.0021
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.880000%
06417MEA9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2020-04-29
2020-04-29
2020-04-29
N
N
N
0.0187
70001163.40
70001163.40
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LA65
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-01-06
2020-01-06
2020-01-06
N
Y
Societe Generale SA
1.0000
N
0.0161
94838151.35
94838151.35
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LA73
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-01-07
2020-01-07
2020-01-07
N
Y
Societe Generale SA
1.0000
N
0.0162
113800423.62
113800423.62
0.0009
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LA99
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-01-09
2020-01-09
2020-01-09
N
Y
Societe Generale SA
1.0000
N
0.0162
99815386.00
99815386.00
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LAA6
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-01-10
2020-01-10
2020-01-10
N
Y
Societe Generale SA
1.0000
N
0.0162
74857987.50
74857987.50
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LAG3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-01-16
2020-01-16
2020-01-16
N
Y
Societe Generale SA
1.0000
N
0.0165
49889800.00
49889800.00
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LBJ6
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-02-18
2020-02-18
2020-02-18
N
Y
Societe Generale SA
1.0000
N
0.0181
71707104.00
71707104.00
0.0006
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LBK3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
Y
Societe Generale SA
1.0000
N
0.0181
8066587.01
8066587.01
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LBM9
549300KOFKIMD0C37W24
US06945LBM90
Asset Backed Commercial Paper
Y
2020-02-21
2020-02-21
2020-02-21
N
Y
Societe Generale SA
1.0000
N
0.0182
62732900.79
62732900.79
0.0005
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MZ25
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-12-02
2019-12-02
2019-12-02
N
Y
Societe Generale SA
1.0000
N
0.0166
238767064.71
238767064.71
0.0020
N
Y
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.940000%
0727MAN80
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-01-22
2020-01-22
2020-01-22
N
N
N
0.0181
300055329.00
300055329.00
0.0025
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.900000%
0727MAP47
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-01-07
2020-01-07
2020-01-07
N
N
N
0.0173
194034341.88
194034341.88
0.0016
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.600000%
0727MAR45
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0160
337899874.98
337899874.98
0.0028
N
Y
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.600000%
0727MAR60
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0161
254999637.90
254999637.90
0.0021
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AA61
Asset Backed Commercial Paper
Y
2020-01-06
2020-01-06
2020-01-06
N
Y
Royal Bank of Canada
1.0000
N
0.0170
59892206.40
59892206.40
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644ABT0
Asset Backed Commercial Paper
Y
2020-02-27
2020-02-27
2020-02-27
N
Y
Royal Bank of Canada
1.0000
N
0.0171
49786875.00
49786875.00
0.0004
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644ADL5
Asset Backed Commercial Paper
Y
2020-04-20
2020-04-20
2020-04-20
N
Y
Royal Bank of Canada
1.0000
N
0.0174
83420754.48
83420754.48
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AED2
Asset Backed Commercial Paper
Y
2020-05-13
2020-05-13
2020-05-13
N
Y
Royal Bank of Canada
1.0000
N
0.0182
49580389.00
49580389.00
0.0004
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BZ54
Asset Backed Commercial Paper
Y
2019-12-05
2019-12-05
2019-12-05
N
Y
Royal Bank of Canada
1.0000
N
0.0167
130963538.77
130963538.77
0.0011
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BZ62
Asset Backed Commercial Paper
Y
2019-12-06
2019-12-06
2019-12-06
N
Y
Royal Bank of Canada
1.0000
N
0.0167
70977013.75
70977013.75
0.0006
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BZC9
Asset Backed Commercial Paper
Y
2019-12-12
2019-12-12
2019-12-12
N
Y
Royal Bank of Canada
1.0000
N
0.0164
134920293.30
134920293.30
0.0011
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.903300%
07644CFU9
Asset Backed Commercial Paper
Y
2019-12-13
2020-02-13
2020-02-13
N
Y
Royal Bank of Canada
1.0000
N
0.0178
140020357.40
140020357.40
0.0012
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.981600%
07644DJW9
Asset Backed Commercial Paper
Y
2019-12-18
2020-05-18
2020-05-18
N
Y
Royal Bank of Canada
1.0000
N
0.0191
198009660.42
198009660.42
0.0016
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LAA4
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-01-10
2020-01-10
2020-01-10
N
Y
Societe Generale SA
1.0000
N
0.0183
240535640.28
240535640.28
0.0020
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LBE5
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-02-14
2020-02-14
2020-02-14
N
Y
Societe Generale SA
1.0000
N
0.0190
84157505.45
84157505.45
0.0007
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LBK1
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
Y
Societe Generale SA
1.0000
N
0.0191
116492051.52
116492051.52
0.0010
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 0.000000%
09660ECP4
R0MUWSFPU8MPRO8K5P83
0000872786
Financial Company Commercial Paper
Y
2020-03-23
2020-03-23
2020-03-23
N
N
N
0.0181
99421167.00
99421167.00
0.0008
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.120000%
10513EPV4
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0169
475275661.50
475275661.50
0.0039
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 1.880000%
10513EQY7
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-01-28
2020-01-28
2020-01-28
N
N
N
0.0175
274060143.00
274060143.00
0.0023
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 1.860000%
10513ERF7
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0180
296038965.44
296038965.44
0.0024
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 1.860000%
10513ERH3
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-02-13
2020-02-13
2020-02-13
N
N
N
0.0180
300038238.00
300038238.00
0.0025
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2A20
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-01-02
2020-01-02
2020-01-02
N
Y
Citibank NA
1.0000
N
0.0162
27957054.16
27957054.16
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2AD6
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-01-13
2020-01-13
2020-01-13
N
Y
Citibank NA
1.0000
N
0.0165
29938125.00
29938125.00
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2B37
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-02-03
2020-02-03
2020-02-03
N
Y
Citibank NA
1.0000
N
0.0170
19937556.60
19937556.60
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2B45
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
Y
Citibank NA
1.0000
N
0.0171
59809496.40
59809496.40
0.0005
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2BK9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
Y
Citibank NA
1.0000
N
0.0175
12948150.93
12948150.93
0.0001
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2BL7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-02-20
2020-02-20
2020-02-20
N
Y
Citibank NA
1.0000
N
0.0175
23205776.20
23205776.20
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2C28
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
Y
Citibank NA
1.0000
N
0.0177
14930753.40
14930753.40
0.0001
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2C36
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Citibank NA
1.0000
N
0.0177
7962696.64
7962696.64
0.0001
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2D92
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-04-09
2020-04-09
2020-04-09
N
Y
Citibank NA
1.0000
N
0.0173
23351362.50
23351362.50
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3Z39
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
Citibank NA
1.0000
N
0.0157
12997736.57
12997736.57
0.0001
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TAD6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-01-13
2020-01-13
2020-01-13
N
Y
Citibank NA
1.0000
N
0.0178
34922343.75
34922343.75
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TBK9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
Y
Citibank NA
1.0000
N
0.0185
79663435.20
79663435.20
0.0007
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TBU7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-02-28
2020-02-28
2020-02-28
N
Y
Citibank NA
1.0000
N
0.0186
28863944.76
28863944.76
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TC36
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Citibank NA
1.0000
N
0.0186
54730331.70
54730331.70
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TD76
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-04-07
2020-04-07
2020-04-07
N
Y
Citibank NA
1.0000
N
0.0188
72158099.20
72158099.20
0.0006
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TD92
549300HKCCNTZDBBEN75
US12619TD924
Asset Backed Commercial Paper
Y
2020-04-09
2020-04-09
2020-04-09
N
Y
Citibank NA
1.0000
N
0.0188
124140625.00
124140625.00
0.0010
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TE42
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
Y
Citibank NA
1.0000
N
0.0188
29754687.60
29754687.60
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UZG9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-12-16
2019-12-16
2019-12-16
N
Y
Citibank NA
1.0000
N
0.0167
34972348.95
34972348.95
0.0003
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800ACW2
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2020-03-30
2020-03-30
2020-03-30
N
N
N
0.0172
99417789.00
99417789.00
0.0008
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AD35
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0173
69577375.00
69577375.00
0.0006
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.710000%
13606B2D7
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-12-02
2020-03-13
2020-03-13
N
N
N
0.0165
370064269.00
370064269.00
0.0031
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.849500%
13606B4C7
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-12-27
2020-01-27
2020-01-27
N
N
N
0.0165
104033028.32
104033028.32
0.0009
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.900000%
13606B5G7
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0183
214069924.50
214069924.50
0.0018
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.093300%
13606B7A8
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-01-16
2020-07-16
2020-07-16
N
N
N
0.0198
153013646.07
153013646.07
0.0013
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.890000%
13606B7J9
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-07-28
2020-07-28
2020-07-28
N
N
N
0.0183
143052153.53
143052153.53
0.0012
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.899900%
13606BY34
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-12-09
2020-02-07
2020-02-07
N
N
N
0.0166
85028567.65
85028567.65
0.0007
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TBC2
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-02-12
2020-02-12
2020-02-12
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0182
53297703.13
53297703.13
0.0004
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TCQ0
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-03-24
2020-03-24
2020-03-24
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0186
76539754.06
76539754.06
0.0006
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TCR8
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-03-25
2020-03-25
2020-03-25
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0186
170963055.00
170963055.00
0.0014
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TD14
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0186
231511260.48
231511260.48
0.0019
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UZ41
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-12-04
2019-12-04
2019-12-04
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0153
199957584.00
199957584.00
0.0017
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UZ66
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-12-06
2019-12-06
2019-12-06
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0155
99969958.00
99969958.00
0.0008
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VAM1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-01-21
2020-01-21
2020-01-21
N
Y
Citibank NA
1.0000
N
0.0174
71815983.84
71815983.84
0.0006
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VB32
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-02-03
2020-02-03
2020-02-03
N
Y
Citibank NA
1.0000
N
0.0177
49837841.50
49837841.50
0.0004
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VBK4
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
Y
Citibank NA
1.0000
N
0.0181
21909499.26
21909499.26
0.0002
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VC31
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Citibank NA
1.0000
N
0.0183
20997937.61
20997937.61
0.0002
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VE47
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
Y
Citibank NA
1.0000
N
0.0188
39672916.80
39672916.80
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WZ34
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
Citibank NA
1.0000
N
0.0164
17996713.92
17996713.92
0.0001
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WZG5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-12-16
2019-12-16
2019-12-16
N
Y
Citibank NA
1.0000
N
0.0162
24081563.50
24081563.50
0.0002
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
0.0157
275022324.50
275022324.50
0.0023
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AAA5
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-01-10
2020-01-10
2020-01-10
N
N
N
0.0156
186659005.50
186659005.50
0.0015
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AAE7
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-01-14
2020-01-14
2020-01-14
N
N
N
0.0158
44909379.90
44909379.90
0.0004
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AAM9
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-01-21
2020-01-21
2020-01-21
N
N
N
0.0162
99761353.00
99761353.00
0.0008
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AB30
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0168
99692183.00
99692183.00
0.0008
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AB48
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0168
99687147.00
99687147.00
0.0008
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327ADT1
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0181
89323125.30
89323125.30
0.0007
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AE11
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0182
198445456.00
198445456.00
0.0016
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AE45
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0183
232235770.40
232235770.40
0.0019
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AF10
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0189
36640827.68
36640827.68
0.0003
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AF51
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
N
N
0.0189
103366831.50
103366831.50
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FBT2
Asset Backed Commercial Paper
Y
2020-02-27
2020-02-27
2020-02-27
N
Y
JP Morgan Securities LLC
1.0000
N
0.0181
205070425.00
205070425.00
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GZD9
Asset Backed Commercial Paper
Y
2019-12-13
2019-12-13
2019-12-13
N
Y
JP Morgan Securities LLC
1.0000
N
0.0161
45121713.53
45121713.53
0.0004
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GZG2
Asset Backed Commercial Paper
Y
2019-12-16
2019-12-16
2019-12-16
N
Y
JP Morgan Securities LLC
1.0000
N
0.0162
193851314.52
193851314.52
0.0016
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.108600%
19423CKM3
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2020-01-03
2020-01-03
2020-01-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0191
182001372.28
182001372.28
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.175900%
19423EHK7
Asset Backed Commercial Paper
Y
2019-12-20
2019-12-20
2019-12-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0191
161000565.11
161000565.11
0.0013
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.108600%
19423EHN1
Asset Backed Commercial Paper
Y
2020-01-03
2020-01-03
2020-01-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0191
62000467.48
62000467.48
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V COMPANY LLC
COLLATERALIZED COMMERCIAL PAPER V COMPANY LLC 1.992500%
19424G2A9
Asset Backed Commercial Paper
Y
2019-12-16
2020-03-16
2020-03-16
N
Y
JP Morgan Securities LLC
1.0000
N
0.0189
250034550.00
250034550.00
0.0021
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V COMPANY LLC
COLLATERALIZED COMMERCIAL PAPER V COMPANY LLC 1.989000%
19424G2B7
Asset Backed Commercial Paper
Y
2019-12-12
2020-03-12
2020-03-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0188
223033169.02
223033169.02
0.0018
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V COMPANY LLC
COLLATERALIZED COMMERCIAL PAPER V COMPANY LLC 0.000000%
19424HAT7
Asset Backed Commercial Paper
Y
2020-01-27
2020-01-27
2020-01-27
N
Y
JP Morgan Securities LLC
1.0000
N
0.0182
87737226.72
87737226.72
0.0007
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.070000%
20271ERK7
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0161
250009467.50
250009467.50
0.0021
N
Y
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.970000%
20271ERN1
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0185
175050176.00
175050176.00
0.0014
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.961100%
20271ERW1
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-12-30
2020-06-29
2020-06-29
N
N
N
0.0192
128035576.32
128035576.32
0.0011
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.999100%
20271ERX9
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2020-02-03
2020-08-03
2020-08-03
N
N
N
0.0198
200019306.00
200019306.00
0.0017
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 1.650000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0165
25000000.00
25000000.00
0.0002
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.891000%
21684L3D2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0157
175011025.00
175011025.00
0.0014
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.882500%
21684L3P5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-12-17
2020-02-18
2020-02-18
N
N
N
0.0172
128031994.88
128031994.88
0.0011
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.911000%
21684L4B5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-12-06
2020-04-06
2020-04-06
N
N
N
0.0184
481006921.59
481006921.59
0.0040
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.992500%
21684L4Z2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-12-16
2020-06-16
2020-06-16
N
N
N
0.0190
185035346.10
185035346.10
0.0015
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.050000%
21684XCH7
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-03-17
2020-03-17
2020-03-17
N
N
N
0.0180
195143001.30
195143001.30
0.0016
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.870000%
22535CJP7
1VUV7VQFKUOQSJ21A208
Certificate of Deposit
Y
2020-03-11
2020-03-11
2020-03-11
N
N
N
0.0186
290004790.80
290004790.80
0.0024
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.900000%
22549LA70
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0188
381033924.24
381033924.24
0.0032
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.060000%
22549LB61
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2020-03-25
2020-03-25
2020-03-25
N
N
N
0.0185
404263791.80
404263791.80
0.0033
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.910000%
22549LF75
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0188
52006831.76
52006831.76
0.0004
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.960000%
22549LH24
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-12-02
2020-04-09
2020-04-09
N
N
N
0.0196
400034788.00
400034788.00
0.0033
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.978500%
22549LM77
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2020-02-20
2020-05-26
2020-05-26
N
N
N
0.0197
45003211.20
45003211.20
0.0004
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.277000%
22549LSF3
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2020-01-08
2020-01-08
2020-01-08
N
N
N
0.0191
239056915.46
239056915.46
0.0020
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.000000%
22549LZA6
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2020-02-27
2020-02-27
2020-02-27
N
N
N
0.0191
194041054.28
194041054.28
0.0016
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.000000%
22549LZN8
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2020-03-19
2020-03-19
2020-03-19
N
N
N
0.0186
152059933.60
152059933.60
0.0013
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.020000%
22845ANG1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-02-11
2020-02-11
2020-02-11
N
Y
Credit Suisse AG
1.0000
N
0.0185
467161511.95
467161511.95
0.0039
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.980000%
22845ANP1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-02-20
2020-02-20
2020-02-20
N
Y
Credit Suisse AG
1.0000
N
0.0186
73019229.66
73019229.66
0.0006
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.960000%
22845ANT3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-03-06
2020-03-06
2020-03-06
N
Y
Credit Suisse AG
1.0000
N
0.0188
148532010.66
148532010.66
0.0012
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0A88
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-01-08
2020-01-08
2020-01-08
N
Y
Credit Suisse AG
1.0000
N
0.0173
30940480.00
30940480.00
0.0003
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0B38
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-02-03
2020-02-03
2020-02-03
N
Y
Credit Suisse AG
1.0000
N
0.0180
25914152.42
25914152.42
0.0002
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1Z30
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
Credit Suisse AG
1.0000
N
0.0157
79986080.00
79986080.00
0.0007
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1Z55
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-12-05
2019-12-05
2019-12-05
N
Y
Credit Suisse AG
1.0000
N
0.0158
31291762.78
31291762.78
0.0003
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1ZA4
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-12-10
2019-12-10
2019-12-10
N
Y
Credit Suisse AG
1.0000
N
0.0161
604702376.30
604702376.30
0.0050
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1ZD8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-12-13
2019-12-13
2019-12-13
N
Y
Credit Suisse AG
1.0000
N
0.0163
28082198.65
28082198.65
0.0002
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DA39
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-01-03
2020-01-03
2020-01-03
N
N
N
0.0168
46923370.26
46923370.26
0.0004
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DBC8
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0178
91658833.64
91658833.64
0.0008
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DBT1
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-02-27
2020-02-27
2020-02-27
N
N
N
0.0183
79635000.00
79635000.00
0.0007
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DC37
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0183
163206718.88
163206718.88
0.0014
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DCC7
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-03-12
2020-03-12
2020-03-12
N
N
N
0.0185
99466133.00
99466133.00
0.0008
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DE43
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0188
176544479.76
176544479.76
0.0015
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EZL0
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-12-20
2019-12-20
2019-12-20
N
N
N
0.0164
99904625.00
99904625.00
0.0008
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.100000%
23328AJ96
529900HNOAA1KXQJUQ27
0001694217
Certificate of Deposit
Y
2020-01-08
2020-01-08
2020-01-08
N
N
N
0.0182
150045090.00
150045090.00
0.0012
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.970000%
23328AK37
5493005PGG4HB3CD7345
0001694217
Certificate of Deposit
Y
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0186
300041430.00
300041430.00
0.0025
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 1.860000%
23328AK60
529900HNOAA1KXQJUQ27
0001694217
Certificate of Deposit
Y
2020-02-20
2020-02-20
2020-02-20
N
N
N
0.0188
93996247.52
93996247.52
0.0008
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0C26
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0181
367252209.36
367252209.36
0.0030
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1Z37
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0157
367885649.22
367885649.22
0.0030
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 1.878000%
2332K4KG8
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2019-12-24
2020-02-24
2020-02-24
N
N
N
0.0180
148026077.60
148026077.60
0.0012
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 1.848000%
23341VWQ0
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-12-24
2020-01-24
2020-01-24
N
N
N
0.0172
200037640.00
200037640.00
0.0017
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 1.831100%
23341VWT4
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-12-30
2020-01-30
2020-01-30
N
N
N
0.0173
185037014.80
185037014.80
0.0015
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 1.970000%
23341VXN6
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0181
125749229.15
125749229.15
0.0010
N
N
N
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 1.820000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0182
2410000.00
2410000.00
0.0000
N
N
Y
N
EDWARD-ELMHURST HEALTHCARE
TAXABLE BONDS SERIES 2018 1.650000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0165
8000000.00
8000000.00
0.0001
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 1.864900%
29604BBW3
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2019-12-03
2020-01-03
2020-01-03
N
N
N
0.0168
72007822.80
72007822.80
0.0006
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 1.869000%
29604BBX1
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2019-12-12
2020-01-13
2020-01-13
N
N
N
0.0170
115018597.80
115018597.80
0.0010
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 1.852800%
29604BBY9
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2019-12-27
2020-02-26
2020-02-26
N
N
N
0.0172
210064585.50
210064585.50
0.0017
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CAP7
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-01-23
2020-01-23
2020-01-23
N
N
N
0.0160
123696320.28
123696320.28
0.0010
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CBC5
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0169
81712145.56
81712145.56
0.0007
N
N
N
N
EUROPEAN INVESTMENT BANK
EUROPEAN INVESTMENT BANK 0.000000%
29878SZ25
5493006YXS1U5GIHE750
0000033745
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0159
263065249.75
263065249.75
0.0022
N
Y
Y
N
EUROPEAN INVESTMENT BANK
EUROPEAN INVESTMENT BANK 0.000000%
29878SZ33
5493006YXS1U5GIHE750
0000033745
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0159
646886056.83
646886056.83
0.0054
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229BZ42
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0160
94978928.05
94978928.05
0.0008
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229BZ59
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
Y
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0159
94974888.65
94974888.65
0.0008
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FDH5
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0183
71489000.16
71489000.16
0.0006
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LB47
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
Y
MUFG BANK LTD
1.0000
N
0.0188
149474050.50
149474050.50
0.0012
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PA89
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-01-08
2020-01-08
2020-01-08
N
N
N
0.0173
24453041.59
24453041.59
0.0002
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PAH9
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0175
49880698.50
49880698.50
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PAM8
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-01-21
2020-01-21
2020-01-21
N
N
N
0.0178
37900698.78
37900698.78
0.0003
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PAQ9
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-01-24
2020-01-24
2020-01-24
N
N
N
0.0179
49860622.00
49860622.00
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PAU0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-01-28
2020-01-28
2020-01-28
N
N
N
0.0182
9969750.00
9969750.00
0.0001
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC20
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0190
44776279.80
44776279.80
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC46
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0190
49746266.50
49746266.50
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC53
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0190
62676965.61
62676965.61
0.0005
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PC61
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0190
127337258.24
127337258.24
0.0011
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PE51
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0186
148778791.50
148778791.50
0.0012
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RZ62
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0159
19993836.20
19993836.20
0.0002
N
N
Y
N
HSBC USA INC
HSBC USA INC 1.959900%
40434WDT5
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-12-09
2020-02-07
2020-02-07
N
N
N
0.0174
70020805.40
70020805.40
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 1.952600%
40434WDX6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-02-19
2020-05-19
2020-05-19
N
N
N
0.0194
58003926.60
58003926.60
0.0005
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.170000%
40435RDA6
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-12-24
2019-12-24
2019-12-24
N
N
N
0.0167
47015782.13
47015782.13
0.0004
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.230000%
40435RDV0
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-01-22
2020-01-22
2020-01-22
N
N
N
0.0173
27019838.52
27019838.52
0.0002
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.964300%
40435RED9
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-12-05
2020-02-05
2020-02-05
N
N
N
0.0173
215064723.60
215064723.60
0.0018
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.951000%
40435REE7
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-12-06
2020-01-06
2020-01-06
N
N
N
0.0168
73016108.91
73016108.91
0.0006
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.004900%
40435REM9
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-12-04
2020-03-04
2020-03-04
N
N
N
0.0183
97023871.70
97023871.70
0.0008
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.045000%
40435RER8
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-03-11
2020-03-11
2020-03-11
N
N
N
0.0187
30014653.50
30014653.50
0.0002
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.014900%
40435REZ0
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-12-03
2020-04-03
2020-04-03
N
N
N
0.0189
65010159.50
65010159.50
0.0005
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.880000%
40435RFN6
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-05-22
2020-05-22
2020-05-22
N
N
N
0.0188
119198051.08
119198051.08
0.0010
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.890000%
40435RFS5
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0190
99995750.00
99995750.00
0.0008
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.730000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0173
48000000.00
48000000.00
0.0004
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.650000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0165
81985000.00
81985000.00
0.0007
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0E12
Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
ING Bank NV
1.0000
N
0.0185
123120540.75
123120540.75
0.0010
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0E61
Financial Company Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
Y
ING Bank NV
1.0000
N
0.0185
191427291.25
191427291.25
0.0016
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.965400%
44988GAM0
Financial Company Commercial Paper
Y
2019-12-16
2020-05-15
2020-05-15
N
Y
ING Bank NV
1.0000
N
0.0192
261986035.40
261986035.40
0.0022
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 2.054900%
44988GBN7
Financial Company Commercial Paper
Y
2019-12-04
2020-04-01
2020-04-01
N
Y
ING Bank NV
1.0000
N
0.0185
200082738.00
200082738.00
0.0017
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.976000%
44988KHJ1
Financial Company Commercial Paper
Y
2020-01-24
2020-04-24
2020-04-24
N
Y
ING Bank NV
1.0000
N
0.0193
227012630.28
227012630.28
0.0019
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
45685QDM8
Financial Company Commercial Paper
Y
2020-04-21
2020-04-21
2020-04-21
N
Y
ING Bank NV
1.0000
N
0.0184
392091220.00
392091220.00
0.0032
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
45685QE13
Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
ING Bank NV
1.0000
N
0.0185
58931185.50
58931185.50
0.0005
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.899000%
46640CHM7
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-12-10
2020-02-10
2020-02-10
N
N
N
0.0174
205043980.70
205043980.70
0.0017
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PAP8
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2020-01-23
2020-01-23
2020-01-23
N
N
N
0.0164
115708823.76
115708823.76
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TP82
Asset Backed Commercial Paper
Y
2020-03-18
2020-03-18
2020-03-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
144207031.25
144207031.25
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TP90
Asset Backed Commercial Paper
Y
2019-12-12
2019-12-12
2019-12-12
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0158
138551318.44
138551318.44
0.0011
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TQ40
Asset Backed Commercial Paper
Y
2020-03-30
2020-03-30
2020-03-30
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
74542968.75
74542968.75
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TQ99
Asset Backed Commercial Paper
Y
2020-01-23
2020-01-23
2020-01-23
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0172
59859451.80
59859451.80
0.0005
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MNK1
Asset Backed Commercial Paper
Y
2019-12-17
2019-12-17
2019-12-17
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0159
155910599.52
155910599.52
0.0013
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPG8
Asset Backed Commercial Paper
Y
2020-03-19
2020-03-19
2020-03-19
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
159100000.00
159100000.00
0.0013
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPL7
Asset Backed Commercial Paper
Y
2020-03-26
2020-03-26
2020-03-26
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
58646614.78
58646614.78
0.0005
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPP8
Asset Backed Commercial Paper
Y
2020-03-30
2020-03-30
2020-03-30
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
124238281.25
124238281.25
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPS2
Asset Backed Commercial Paper
Y
2020-01-30
2020-01-30
2020-01-30
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0176
21437949.28
21437949.28
0.0002
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPX1
Asset Backed Commercial Paper
Y
2020-02-10
2020-02-10
2020-02-10
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0179
49830566.50
49830566.50
0.0004
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPY9
Asset Backed Commercial Paper
Y
2020-02-14
2020-02-14
2020-02-14
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0182
99626711.00
99626711.00
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MPZ6
Asset Backed Commercial Paper
Y
2020-02-17
2020-02-17
2020-02-17
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0182
74715624.75
74715624.75
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQA0
Asset Backed Commercial Paper
Y
2020-02-18
2020-02-18
2020-02-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0182
49807466.50
49807466.50
0.0004
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQB8
Asset Backed Commercial Paper
Y
2020-04-13
2020-04-13
2020-04-13
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
108460625.36
108460625.36
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NCG0
Asset Backed Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0183
99609225.00
99609225.00
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NCM7
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
70667187.50
70667187.50
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NCP0
Asset Backed Commercial Paper
Y
2020-03-05
2020-03-05
2020-03-05
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
106476146.19
106476146.19
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TLE2
Asset Backed Commercial Paper
Y
2020-01-17
2020-01-17
2020-01-17
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0171
30932106.59
30932106.59
0.0003
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TLP7
Asset Backed Commercial Paper
Y
2020-02-18
2020-02-18
2020-02-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0186
236666521.87
236666521.87
0.0020
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TLV4
Asset Backed Commercial Paper
Y
2020-03-13
2020-03-13
2020-03-13
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
103447500.00
103447500.00
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TLW2
Asset Backed Commercial Paper
Y
2020-03-17
2020-03-17
2020-03-17
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
99458333.00
99458333.00
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TMA9
Asset Backed Commercial Paper
Y
2020-03-27
2020-03-27
2020-03-27
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0188
98401874.67
98401874.67
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TMK7
Asset Backed Commercial Paper
Y
2020-02-12
2020-02-12
2020-02-12
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0186
68252924.61
68252924.61
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TML5
Asset Backed Commercial Paper
Y
2020-02-27
2020-02-27
2020-02-27
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0187
112488788.00
112488788.00
0.0009
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1Z22
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0153
317559585.40
317559585.40
0.0026
N
Y
Y
N
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH) 1.580000%
51500VKL2
MK13839SGLMX6JEXRB54
0000878519
Certificate of Deposit
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0156
190600655.66
190600655.66
0.0016
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 1.750000%
51501GLD1
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0163
495009954.45
495009954.45
0.0041
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 1.900000%
51501GLJ8
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2020-01-06
2020-01-06
2020-01-06
N
N
N
0.0173
391067482.69
391067482.69
0.0032
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LA69
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-01-06
2020-01-06
2020-01-06
N
Y
Natixis SA
1.0000
N
0.0181
158696389.50
158696389.50
0.0013
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LA77
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-01-07
2020-01-07
2020-01-07
N
Y
Natixis SA
1.0000
N
0.0182
21956694.76
21956694.76
0.0002
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LAD4
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-01-13
2020-01-13
2020-01-13
N
Y
Natixis SA
1.0000
N
0.0187
89790187.50
89790187.50
0.0007
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LAP7
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-01-23
2020-01-23
2020-01-23
N
Y
Natixis SA
1.0000
N
0.0187
12962820.00
12962820.00
0.0001
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LAQ5
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-01-24
2020-01-24
2020-01-24
N
Y
Natixis SA
1.0000
N
0.0187
242292384.00
242292384.00
0.0020
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QAV2
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-01-29
2020-01-29
2020-01-29
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0175
49851821.00
49851821.00
0.0004
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QBD1
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-02-13
2020-02-13
2020-02-13
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0180
996191.56
996191.56
0.0000
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QBJ8
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-02-18
2020-02-18
2020-02-18
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0182
55770428.00
55770428.00
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QBQ2
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-02-24
2020-02-24
2020-02-24
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0184
43803921.48
43803921.48
0.0004
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RZ35
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0165
76286045.49
76286045.49
0.0006
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RZ43
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-12-04
2019-12-04
2019-12-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0164
10297649.64
10297649.64
0.0001
N
N
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.020000%
55379W2D7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0190
100029964.00
100029964.00
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.050000%
55379W2E5
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-01-29
2020-01-29
2020-01-29
N
N
N
0.0180
17006969.32
17006969.32
0.0001
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.020000%
55379W2T2
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-03-10
2020-03-10
2020-03-10
N
N
N
0.0190
55018056.50
55018056.50
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.060000%
55379W3L8
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0181
200066200.00
200066200.00
0.0017
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.940000%
55379W4F0
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0191
123015913.74
123015913.74
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W4L7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0191
184008865.12
184008865.12
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.900000%
55379W4P8
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-04-23
2020-04-23
2020-04-23
N
N
N
0.0190
299990682.00
299990682.00
0.0025
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.900000%
55379W5B8
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0191
294989899.20
294989899.20
0.0024
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W5D4
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0191
56003074.96
56003074.96
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W5H5
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0191
183010213.23
183010213.23
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.915000%
55379W5P7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0191
199007363.00
199007363.00
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.920000%
55379W5Q5
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0191
27001628.37
27001628.37
0.0002
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.230000%
55379WT63
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-01-28
2020-01-28
2020-01-28
N
N
N
0.0180
89061997.40
89061997.40
0.0007
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.190000%
55379WV52
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-02-10
2020-02-10
2020-02-10
N
N
N
0.0184
160109371.20
160109371.20
0.0013
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.005000%
55379WV78
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2019-12-09
2020-05-11
2020-05-11
N
N
N
0.0194
189010446.03
189010446.03
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.935000%
55379WW36
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2019-12-09
2020-02-10
2020-02-10
N
N
N
0.0171
345118669.65
345118669.65
0.0029
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.050000%
55379WX27
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-02-18
2020-02-18
2020-02-18
N
N
N
0.0187
90035036.10
90035036.10
0.0007
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.010000%
55379WY34
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-02-20
2020-02-20
2020-02-20
N
N
N
0.0187
87025453.59
87025453.59
0.0007
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.050000%
55379WZ66
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-02-28
2020-02-28
2020-02-28
N
N
N
0.0190
150054622.50
150054622.50
0.0012
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KB70
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-02-07
2020-02-07
2020-02-07
N
N
N
0.0172
99666528.00
99666528.00
0.0008
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KBA3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-02-10
2020-02-10
2020-02-10
N
N
N
0.0173
93669670.84
93669670.84
0.0008
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KBC9
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0175
142480134.94
142480134.94
0.0012
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KBD7
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-02-13
2020-02-13
2020-02-13
N
N
N
0.0175
59778206.40
59778206.40
0.0005
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LZB3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-12-11
2019-12-11
2019-12-11
N
N
N
0.0161
99946300.00
99946300.00
0.0008
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LZL1
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-12-20
2019-12-20
2019-12-20
N
N
N
0.0164
99904625.00
99904625.00
0.0008
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LAN4
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-01-22
2020-01-22
2020-01-22
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0177
147608170.00
147608170.00
0.0012
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LAQ7
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-01-24
2020-01-24
2020-01-24
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0177
96732625.32
96732625.32
0.0008
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LB60
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-02-06
2020-02-06
2020-02-06
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0181
99653275.00
99653275.00
0.0008
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LBB9
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-02-11
2020-02-11
2020-02-11
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0182
23910114.72
23910114.72
0.0002
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LCS1
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-03-26
2020-03-26
2020-03-26
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0188
128147728.25
128147728.25
0.0011
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MZB1
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2019-12-11
2019-12-11
2019-12-11
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0166
69961336.90
69961336.90
0.0006
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666AB43
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
Y
BNP Paribas SA
1.0000
N
0.0173
94695010.10
94695010.10
0.0008
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666ACB6
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-03-11
2020-03-11
2020-03-11
N
Y
BNP Paribas SA
1.0000
N
0.0182
49739496.00
49739496.00
0.0004
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666BZC7
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2019-12-12
2019-12-12
2019-12-12
N
Y
BNP Paribas SA
1.0000
N
0.0160
64962515.15
64962515.15
0.0005
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 1.952500%
57666DAA4
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2019-12-18
2020-02-18
2020-02-18
N
Y
BNP Paribas SA
1.0000
N
0.0172
182074845.68
182074845.68
0.0015
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 2.052500%
57666DAC0
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2019-12-17
2020-04-17
2020-04-17
N
Y
BNP Paribas SA
1.0000
N
0.0193
141038426.73
141038426.73
0.0012
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TA37
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2020-01-03
2020-01-03
2020-01-03
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0172
85800115.13
85800115.13
0.0007
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TAF0
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2020-01-15
2020-01-15
2020-01-15
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0175
79816804.80
79816804.80
0.0007
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UZD5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-12-13
2019-12-13
2019-12-13
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0164
61560688.73
61560688.73
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60682YBK9
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0190
99568361.00
99568361.00
0.0008
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60682YBL7
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2020-02-20
2020-02-20
2020-02-20
N
N
N
0.0190
100558727.97
100558727.97
0.0008
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.879500%
60683BTM5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-27
2020-01-27
2020-01-27
N
N
N
0.0170
15004272.75
15004272.75
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.902800%
60683BUA9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-27
2020-02-26
2020-02-26
N
N
N
0.0184
88012742.40
88012742.40
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.140000%
60683BUG6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0168
95004777.55
95004777.55
0.0008
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.140000%
60683BUH4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0168
108005432.40
108005432.40
0.0009
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.140000%
60683BUL5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0167
95003648.95
95003648.95
0.0008
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.120000%
60683BUM3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0168
43002070.45
43002070.45
0.0004
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.130000%
60683BUT8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-12
2019-12-12
2019-12-12
N
N
N
0.0175
200026612.00
200026612.00
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.170000%
60683BUY7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-16
2019-12-16
2019-12-16
N
N
N
0.0179
118020886.00
118020886.00
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.170000%
60683BUZ4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-16
2019-12-16
2019-12-16
N
N
N
0.0179
30005311.50
30005311.50
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.110000%
60683BVB6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-01-22
2020-01-22
2020-01-22
N
N
N
0.0190
56017385.76
56017385.76
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.110000%
60683BVC4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-01-28
2020-01-28
2020-01-28
N
N
N
0.0190
184063553.60
184063553.60
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.010000%
60683BVH3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-02-10
2020-02-10
2020-02-10
N
N
N
0.0190
194042994.28
194042994.28
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.990000%
60683BVT7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-02-18
2020-02-18
2020-02-18
N
N
N
0.0190
86017416.72
86017416.72
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.940000%
60683BWB5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0190
55005141.95
55005141.95
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.940000%
60683BWF6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0190
52005652.40
52005652.40
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.034300%
60683BWQ2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-05
2020-05-05
2020-05-05
N
N
N
0.0196
132998240.41
132998240.41
0.0011
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.993300%
60683BWX7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-12-13
2020-05-13
2020-05-13
N
N
N
0.0197
99982380.00
99982380.00
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.220000%
60710ACU4
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0173
125004940.00
125004940.00
0.0010
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.140000%
60710AEH1
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2019-12-18
2019-12-18
2019-12-18
N
N
N
0.0178
60011275.20
60011275.20
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.160000%
60710AEL2
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2019-12-19
2019-12-19
2019-12-19
N
N
N
0.0178
155032210.55
155032210.55
0.0013
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.160000%
60710AEM0
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2019-12-18
2019-12-18
2019-12-18
N
N
N
0.0178
190037713.10
190037713.10
0.0016
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.100000%
60710AEQ1
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-01-06
2020-01-06
2020-01-06
N
N
N
0.0182
475136111.25
475136111.25
0.0039
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.100000%
60710AER9
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-01-07
2020-01-07
2020-01-07
N
N
N
0.0182
233068012.70
233068012.70
0.0019
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.040000%
60710AEX6
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-01-16
2020-01-16
2020-01-16
N
N
N
0.0184
40010270.80
40010270.80
0.0003
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.940000%
60710AFN7
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-02-05
2020-02-05
2020-02-05
N
N
N
0.0187
111013217.88
111013217.88
0.0009
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.940000%
60710AFV9
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-02-07
2020-02-07
2020-02-07
N
N
N
0.0188
226126923.99
226126923.99
0.0019
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.940000%
60710AFZ0
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0188
172020332.12
172020332.12
0.0014
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.930000%
60710AG71
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-02-13
2020-02-13
2020-02-13
N
N
N
0.0188
153014824.17
153014824.17
0.0013
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.900000%
60710AGA4
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-02-14
2020-02-14
2020-02-14
N
N
N
0.0188
269008720.98
269008720.98
0.0022
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.900000%
60710AGE6
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-02-14
2020-02-14
2020-02-14
N
N
N
0.0188
153005058.18
153005058.18
0.0013
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
0.0149
25002058.25
25002058.25
0.0002
N
Y
Y
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.320000%
62478T3V9
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-12-09
2019-12-09
2019-12-09
N
N
N
0.0149
197044592.92
197044592.92
0.0016
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.290000%
62478T3Y3
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-12-17
2019-12-17
2019-12-17
N
N
N
0.0148
18007117.56
18007117.56
0.0001
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.150000%
62478T4E6
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-12-26
2019-12-26
2019-12-26
N
N
N
0.0148
10505185.74
10505185.74
0.0001
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.900000%
62478T6G9
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-04-28
2020-04-28
2020-04-28
N
N
N
0.0188
150013629.00
150013629.00
0.0012
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.900000%
62478T6H7
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0188
100008578.00
100008578.00
0.0008
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.890000%
62478T6Q7
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-05-15
2020-05-15
2020-05-15
N
N
N
0.0188
100003524.00
100003524.00
0.0008
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.890000%
62478T6R5
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0189
214004168.72
214004168.72
0.0018
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.890000%
62478T6S3
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0188
196010674.16
196010674.16
0.0016
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LBM0
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-02-21
2020-02-21
2020-02-21
N
N
N
0.0184
171260343.24
171260343.24
0.0014
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LBQ1
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-02-24
2020-02-24
2020-02-24
N
N
N
0.0185
298659474.00
298659474.00
0.0025
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LBR9
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-02-25
2020-02-25
2020-02-25
N
N
N
0.0185
199095066.00
199095066.00
0.0016
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LB34
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0170
375822941.91
375822941.91
0.0031
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LB42
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0171
67863841.92
67863841.92
0.0006
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 3.170000%
63873NA27
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2019-12-12
2019-12-12
2019-12-12
N
N
N
0.0163
300160929.00
300160929.00
0.0025
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.870000%
63873QAH7
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0185
275013337.50
275013337.50
0.0023
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.880000%
63873QBA1
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-03-09
2020-03-09
2020-03-09
N
N
N
0.0187
150004860.00
150004860.00
0.0012
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975UB43
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0173
89710894.80
89710894.80
0.0007
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975UBK7
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0177
50893865.67
50893865.67
0.0004
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 1.874300%
63975WCD8
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2019-12-05
2020-02-05
2020-02-05
N
N
N
0.0171
150026503.50
150026503.50
0.0012
N
N
N
N
New York State HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.730000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0173
86850000.00
86850000.00
0.0007
N
N
Y
N
New York State HFA
TAXABLE HOUSING RB (BAM SOUTH HOUSING) SERIES 2015A 1.670000%
64987BFK9
5493000LS7KCDB02O506
US64987BFK98
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2048-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0167
16745000.00
16745000.00
0.0001
N
N
Y
N
New York State HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.650000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0165
129045000.00
129045000.00
0.0011
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RAA8
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2020-01-10
2020-01-10
2020-01-10
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0177
242499621.69
242499621.69
0.0020
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RAE0
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2020-01-14
2020-01-14
2020-01-14
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0178
184579700.35
184579700.35
0.0015
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RAF7
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2020-01-15
2020-01-15
2020-01-15
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0178
44895307.50
44895307.50
0.0004
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RAG5
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2020-01-16
2020-01-16
2020-01-16
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0179
48883380.00
48883380.00
0.0004
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RAU4
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2020-01-28
2020-01-28
2020-01-28
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0183
84242978.89
84242978.89
0.0007
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.330000%
65558TJF3
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0160
208528929.38
208528929.38
0.0017
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.275000%
65558TJK2
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-12-12
2019-12-12
2019-12-12
N
N
N
0.0165
7001529.01
7001529.01
0.0001
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.848000%
65558TKG9
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-12-23
2020-01-23
2020-01-23
N
N
N
0.0170
48010220.64
48010220.64
0.0004
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.980000%
65558TLF0
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0180
237094048.71
237094048.71
0.0020
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.970000%
65558TLG8
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-02-26
2020-02-26
2020-02-26
N
N
N
0.0180
222090522.72
222090522.72
0.0018
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.950000%
65558TLK9
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-02-27
2020-02-27
2020-02-27
N
N
N
0.0180
200072604.00
200072604.00
0.0017
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.870000%
65558TNT8
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0183
220040086.20
220040086.20
0.0018
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.570000%
65558TQN8
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0156
845300532.54
845300532.54
0.0070
N
Y
Y
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 1.580000%
65602VVM5
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0157
292000432.16
292000432.16
0.0024
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TA71
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-01-07
2020-01-07
2020-01-07
N
Y
Royal Bank of Canada
1.0000
N
0.0168
91833058.64
91833058.64
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TAM8
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-01-21
2020-01-21
2020-01-21
N
Y
Royal Bank of Canada
1.0000
N
0.0172
30921409.73
30921409.73
0.0003
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TBR6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-02-25
2020-02-25
2020-02-25
N
Y
Royal Bank of Canada
1.0000
N
0.0177
73679284.00
73679284.00
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TDL7
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-04-20
2020-04-20
2020-04-20
N
Y
Royal Bank of Canada
1.0000
N
0.0181
54605657.70
54605657.70
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UZ55
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-12-05
2019-12-05
2019-12-05
N
Y
Royal Bank of Canada
1.0000
N
0.0151
79979933.60
79979933.60
0.0007
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.891000%
69033MGB7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0157
111007046.28
111007046.28
0.0009
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.167300%
69033MGG6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-12-13
2019-12-13
2019-12-13
N
N
N
0.0193
125000227.50
125000227.50
0.0010
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.270000%
69033MHW0
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-12-12
2019-12-12
2019-12-12
N
N
N
0.0177
83014468.56
83014468.56
0.0007
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.160000%
69033MJA6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0179
32010707.84
32010707.84
0.0003
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.090000%
69033MJY4
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0176
100006207.00
100006207.00
0.0008
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.070000%
69033MKH9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-03-19
2020-03-19
2020-03-19
N
N
N
0.0185
22014193.74
22014193.74
0.0002
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.981600%
69033MLM7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-12-16
2020-06-15
2020-06-15
N
N
N
0.0194
199981556.00
199981556.00
0.0017
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AA93
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-01-09
2020-01-09
2020-01-09
N
N
N
0.0180
190609320.96
190609320.96
0.0016
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034ADM1
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-04-21
2020-04-21
2020-04-21
N
N
N
0.0186
135983460.00
135983460.00
0.0011
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034ADP4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-04-23
2020-04-23
2020-04-23
N
N
N
0.0186
89322924.60
89322924.60
0.0007
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.142400%
69034CHQ4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0192
47000023.03
47000023.03
0.0004
N
N
Y
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.165100%
69034CHY7
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-01-02
2020-04-02
2020-04-02
N
N
N
0.0196
124009917.52
124009917.52
0.0010
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.008600%
69034CKD9
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-02-27
2020-08-27
2020-08-27
N
N
N
0.0195
192077472.00
192077472.00
0.0016
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154EAF5
Asset Backed Commercial Paper
Y
2020-01-15
2020-01-15
2020-01-15
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0176
49884980.50
49884980.50
0.0004
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154EBK3
Asset Backed Commercial Paper
Y
2020-02-19
2020-02-19
2020-02-19
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0180
45811609.76
45811609.76
0.0004
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154ED13
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0182
49687416.50
49687416.50
0.0004
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
0.0161
49986575.00
49986575.00
0.0004
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JA38
Asset Backed Commercial Paper
Y
2020-01-03
2020-01-03
2020-01-03
N
Y
BNP Paribas SA
1.0000
N
0.0174
311651288.83
311651288.83
0.0026
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JB78
Asset Backed Commercial Paper
Y
2020-02-07
2020-02-07
2020-02-07
N
Y
BNP Paribas SA
1.0000
N
0.0185
117575069.02
117575069.02
0.0010
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JBE3
Asset Backed Commercial Paper
Y
2020-02-14
2020-02-14
2020-02-14
N
Y
BNP Paribas SA
1.0000
N
0.0187
41832011.76
41832011.76
0.0003
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JC36
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
BNP Paribas SA
1.0000
N
0.0191
61687830.00
61687830.00
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JC44
Asset Backed Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
Y
BNP Paribas SA
1.0000
N
0.0191
182068407.39
182068407.39
0.0015
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JCD4
Asset Backed Commercial Paper
Y
2020-03-13
2020-03-13
2020-03-13
N
Y
BNP Paribas SA
1.0000
N
0.0192
47731899.84
47731899.84
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KZ61
Asset Backed Commercial Paper
Y
2019-12-06
2019-12-06
2019-12-06
N
Y
BNP Paribas SA
1.0000
N
0.0157
168231789.80
168231789.80
0.0014
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KZK0
Asset Backed Commercial Paper
Y
2019-12-19
2019-12-19
2019-12-19
N
Y
BNP Paribas SA
1.0000
N
0.0169
44957875.05
44957875.05
0.0004
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.000000%
78009BZK1
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-12-19
2019-12-19
2019-12-19
N
N
N
0.0161
79928355.20
79928355.20
0.0007
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.062100%
78012UNQ4
ES7IP3U3RHIGC71XBU11
US78012UNQ49
Certificate of Deposit
Y
2020-01-17
2020-04-17
2020-04-17
N
N
N
0.0192
387263709.89
387263709.89
0.0032
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.925400%
78012UPM1
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-12-16
2020-05-15
2020-05-15
N
N
N
0.0192
75981878.56
75981878.56
0.0006
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.833600%
78012UPN9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-12-20
2020-02-20
2020-02-20
N
N
N
0.0172
377081179.41
377081179.41
0.0031
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.801100%
78012UPR0
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-12-30
2020-02-28
2020-02-28
N
N
N
0.0173
328065754.16
328065754.16
0.0027
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.904900%
78012UPS8
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-12-03
2020-03-03
2020-03-03
N
N
N
0.0175
180035865.00
180035865.00
0.0015
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.790000%
78012UQD0
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-12-02
2020-07-08
2020-07-08
N
N
N
0.0189
146956757.01
146956757.01
0.0012
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.008800%
78012URP2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-02-24
2020-11-23
2020-11-23
N
N
N
0.0200
267038349.21
267038349.21
0.0022
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.985600%
78014XBJ5
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-01-27
2020-01-27
2020-01-27
N
N
N
0.0190
126009843.12
126009843.12
0.0010
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.967300%
78014XBQ9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-02-26
2020-02-26
2020-02-26
N
N
N
0.0187
494097881.16
494097881.16
0.0041
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.141800%
78014XBR7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0214
324000000.00
324000000.00
0.0027
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.848000%
78014XCF2
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-12-24
2020-01-24
2020-01-24
N
N
N
0.0170
88919293.08
88919293.08
0.0007
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.910000%
78014XDQ7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-12-02
2020-07-30
2020-07-30
N
N
N
0.0191
69011102.10
69011102.10
0.0006
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.900000%
78014XDX2
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-12-02
2020-08-03
2020-08-03
N
N
N
0.0191
245023848.30
245023848.30
0.0020
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.890000%
78014XEK9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-12-02
2020-09-01
2020-09-01
N
N
N
0.0190
148016371.76
148016371.76
0.0012
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.950000%
78014XEP8
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-12-02
2020-09-21
2020-09-21
N
N
N
0.0196
275032235.50
275032235.50
0.0023
N
N
N
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.650000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0165
19000000.00
19000000.00
0.0002
N
N
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LAX0
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-01-31
2020-01-31
2020-01-31
N
Y
Barclays Bank Plc
1.0000
N
0.0183
18939285.50
18939285.50
0.0002
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MZ29
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-12-02
2019-12-02
2019-12-02
N
Y
Barclays Bank Plc
1.0000
N
0.0162
47493607.45
47493607.45
0.0004
N
Y
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MZ37
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
Barclays Bank Plc
1.0000
N
0.0162
95082882.00
95082882.00
0.0008
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.162000%
83050F5C1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-01-09
2020-01-09
2020-01-09
N
N
N
0.0188
24993045.00
24993045.00
0.0002
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.320000%
83050PBJ7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-12-09
2019-12-09
2019-12-09
N
N
N
0.0158
25004999.00
25004999.00
0.0002
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.300000%
83050PBL2
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-12-12
2019-12-12
2019-12-12
N
N
N
0.0158
6001513.44
6001513.44
0.0000
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.140000%
83050PBX6
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-12-27
2019-12-27
2019-12-27
N
N
N
0.0159
203083784.19
203083784.19
0.0017
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.170000%
83050PCC1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-01-15
2020-01-15
2020-01-15
N
N
N
0.0170
16009440.32
16009440.32
0.0001
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.010000%
83050PCT4
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-02-13
2020-02-13
2020-02-13
N
N
N
0.0179
250112645.00
250112645.00
0.0021
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.922500%
83050PCU1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-12-18
2020-02-18
2020-02-18
N
N
N
0.0172
126043333.92
126043333.92
0.0010
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.970000%
83050PDH9
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-02-26
2020-02-26
2020-02-26
N
N
N
0.0179
127054928.77
127054928.77
0.0011
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.000000%
83050PED7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-03-09
2020-03-09
2020-03-09
N
N
N
0.0179
151084277.63
151084277.63
0.0013
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.920000%
83050PFA2
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-04-21
2020-04-21
2020-04-21
N
N
N
0.0185
61517377.44
61517377.44
0.0005
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.920000%
83050PFD6
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-04-22
2020-04-22
2020-04-22
N
N
N
0.0185
200055378.00
200055378.00
0.0017
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LCG8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-03-16
2020-03-16
2020-03-16
N
Y
BNP Paribas SA
1.0000
N
0.0187
46736753.00
46736753.00
0.0004
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LCT0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-03-27
2020-03-27
2020-03-27
N
Y
BNP Paribas SA
1.0000
N
0.0187
13913275.46
13913275.46
0.0001
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MZ30
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
BNP Paribas SA
1.0000
N
0.0157
10998082.37
10998082.37
0.0001
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 1.913600%
85520PBA3
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-12-20
2020-02-20
2020-02-20
N
Y
BNP Paribas SA
1.0000
N
0.0172
100039927.00
100039927.00
0.0008
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 1.943300%
85520PBD7
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-12-19
2020-03-19
2020-03-19
N
Y
BNP Paribas SA
1.0000
N
0.0181
150048151.50
150048151.50
0.0012
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 1.988000%
85520PBQ8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-12-24
2020-04-24
2020-04-24
N
Y
BNP Paribas SA
1.0000
N
0.0194
19503485.63
19503485.63
0.0002
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.012500%
8574P1MJ2
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-12-17
2020-07-17
2020-07-17
N
N
N
0.0195
144005644.80
144005644.80
0.0012
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.940000%
86564F2H5
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-02-10
2020-02-10
2020-02-10
N
N
N
0.0187
48806691.46
48806691.46
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.880000%
86564F2U6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-03-04
2020-03-04
2020-03-04
N
N
N
0.0188
250002732.50
250002732.50
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.968500%
86564F2V4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-02-20
2020-05-20
2020-05-20
N
N
N
0.0196
396026991.36
396026991.36
0.0033
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.890000%
86564F2Z5
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-03-09
2020-03-09
2020-03-09
N
N
N
0.0188
72002934.72
72002934.72
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.934300%
86564FN33
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0157
86005262.34
86005262.34
0.0007
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.110000%
86564FQ48
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0158
181010429.22
181010429.22
0.0015
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.964900%
86564FR88
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-12-03
2020-01-03
2020-01-03
N
N
N
0.0168
200041142.00
200041142.00
0.0017
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.170000%
86564FU43
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-12-18
2019-12-18
2019-12-18
N
N
N
0.0165
10002720.70
10002720.70
0.0001
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.100000%
86564FV67
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0172
113040060.76
113040060.76
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.100000%
86564FW25
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0172
100035462.00
100035462.00
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.070000%
86564FW58
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-01-03
2020-01-03
2020-01-03
N
N
N
0.0172
102033784.44
102033784.44
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.030000%
86564FX24
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-01-16
2020-01-16
2020-01-16
N
N
N
0.0180
267080735.46
267080735.46
0.0022
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.000000%
86564FX57
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0180
95024725.65
95024725.65
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.000000%
86564FY56
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-01-24
2020-01-24
2020-01-24
N
N
N
0.0195
81010366.38
81010366.38
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.950000%
86564FZ89
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-01-28
2020-01-28
2020-01-28
N
N
N
0.0187
54007291.08
54007291.08
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XZ49
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0154
114975339.40
114975339.40
0.0010
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XZH0
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-12-17
2019-12-17
2019-12-17
N
N
N
0.0162
229814045.00
229814045.00
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.900000%
86565B2M2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-03-06
2020-03-06
2020-03-06
N
N
N
0.0184
229033908.03
229033908.03
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.085100%
86565BE23
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0188
331002657.93
331002657.93
0.0027
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.889000%
86565BF63
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-12-10
2020-01-10
2020-01-10
N
N
N
0.0169
75513512.24
75513512.24
0.0006
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.050000%
86565BL58
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0172
50021824.50
50021824.50
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.889500%
86565BN31
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-12-27
2020-02-27
2020-02-27
N
N
N
0.0191
110995243.65
110995243.65
0.0009
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.011400%
86565BR60
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-12-02
2020-04-01
2020-04-01
N
N
N
0.0194
127996697.60
127996697.60
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.999000%
86565BS44
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-12-09
2020-04-09
2020-04-09
N
N
N
0.0195
709986183.40
709986183.40
0.0059
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.950000%
86565BW31
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0187
93028960.20
93028960.20
0.0008
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.930000%
86565BW98
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-21
2020-04-21
2020-04-21
N
N
N
0.0187
35008490.65
35008490.65
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.950000%
86565BX71
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-22
2020-04-22
2020-04-22
N
N
N
0.0187
132342926.06
132342926.06
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.930000%
86565BY70
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0187
196052718.12
196052718.12
0.0016
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.105100%
86958J6H7
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0186
86804248.86
86804248.86
0.0007
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.882500%
86958J7E3
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-12-18
2020-02-18
2020-02-18
N
N
N
0.0178
150019270.50
150019270.50
0.0012
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.110000%
86959RAH3
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0166
199080835.79
199080835.79
0.0016
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.964300%
86959RBF6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-12-05
2020-05-05
2020-05-05
N
N
N
0.0189
55500507.83
55500507.83
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.933300%
86959RBK5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-12-19
2020-05-19
2020-05-19
N
N
N
0.0189
16000701.76
16000701.76
0.0001
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.952800%
86959RCC2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-12-27
2020-06-26
2020-06-26
N
N
N
0.0194
255018941.40
255018941.40
0.0021
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.175100%
86959RCH1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-01-02
2020-07-02
2020-07-02
N
N
N
0.0194
250078850.00
250078850.00
0.0021
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.122100%
86959RCV0
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-01-02
2020-07-17
2020-07-17
N
N
N
0.0196
66026361.72
66026361.72
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.982600%
86959RDJ6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-02-19
2020-08-19
2020-08-19
N
N
N
0.0197
123012867.03
123012867.03
0.0010
N
N
N
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 1.820000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0182
3885000.00
3885000.00
0.0000
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TAM5
Asset Backed Commercial Paper
Y
2020-01-21
2020-01-21
2020-01-21
N
Y
Royal Bank of Canada
1.0000
N
0.0175
64832439.10
64832439.10
0.0005
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TAN3
US88602TAN37
Asset Backed Commercial Paper
Y
2020-01-22
2020-01-22
2020-01-22
N
Y
Royal Bank of Canada
1.0000
N
0.0175
39894820.00
39894820.00
0.0003
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TBC6
Asset Backed Commercial Paper
Y
2020-02-12
2020-02-12
2020-02-12
N
Y
Royal Bank of Canada
1.0000
N
0.0177
37859875.00
37859875.00
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.074300%
89114M2B2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-13
2020-07-13
2020-07-13
N
N
N
0.0196
514107703.56
514107703.56
0.0043
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.900000%
89114M3P0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-12-02
2020-07-30
2020-07-30
N
N
N
0.0189
85019253.35
85019253.35
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.900000%
89114M4M6
PT3QB789TSUIDF371261
US89114M4M66
Certificate of Deposit
Y
2019-12-02
2020-08-05
2020-08-05
N
N
N
0.0190
30004958.40
30004958.40
0.0002
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.030000%
89114M5R4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-02-13
2020-02-13
2020-02-13
N
N
N
0.0183
74028763.06
74028763.06
0.0006
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.000000%
89114M6U6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-27
2020-01-27
2020-01-27
N
N
N
0.0177
316813156.91
316813156.91
0.0026
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.900000%
89114M6W2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-12-02
2020-08-20
2020-08-20
N
N
N
0.0191
79008315.54
79008315.54
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.000000%
89114M7K7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-28
2020-01-28
2020-01-28
N
N
N
0.0178
77027616.05
77027616.05
0.0006
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.170000%
89114MS32
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-06-19
2020-06-19
2020-06-19
N
N
N
0.0182
137654705.25
137654705.25
0.0011
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
0.0174
30043938.30
30043938.30
0.0002
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
0.0174
50073230.50
50073230.50
0.0004
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.164600%
89114MU39
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-12-24
2020-03-24
2020-03-24
N
N
N
0.0192
122005352.14
122005352.14
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.250000%
89114MX28
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-08
2020-01-08
2020-01-08
N
N
N
0.0171
25014583.00
25014583.00
0.0002
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.250000%
89114MX77
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-09
2020-01-09
2020-01-09
N
N
N
0.0171
131077736.71
131077736.71
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.955000%
89114MY76
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-12-09
2020-07-07
2020-07-07
N
N
N
0.0194
82981481.87
82981481.87
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.910000%
89114N2A2
PT3QB789TSUIDF371261
US89114N2A29
Certificate of Deposit
Y
2019-12-02
2020-08-31
2020-08-31
N
N
N
0.0192
404044916.72
404044916.72
0.0033
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.000000%
89114N2D6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-03-03
2020-03-03
2020-03-03
N
N
N
0.0187
80024777.60
80024777.60
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.121000%
89114N2X2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-12-06
2020-11-06
2020-11-06
N
N
N
0.0199
203121749.25
203121749.25
0.0017
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.075400%
89114N3D5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-12-16
2020-10-15
2020-10-15
N
N
N
0.0198
283071180.16
283071180.16
0.0023
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.103300%
89114N3Q6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-01-22
2020-10-22
2020-10-22
N
N
N
0.0202
126038310.30
126038310.30
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.062500%
89114N4F9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-12-18
2020-09-18
2020-09-18
N
N
N
0.0197
482118249.06
482118249.06
0.0040
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.984300%
89114NA47
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-02-10
2020-08-10
2020-08-10
N
N
N
0.0197
227022650.06
227022650.06
0.0019
N
N
N
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FZ24
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2019-12-02
2019-12-02
2019-12-02
N
Y
Total SA
1.0000
N
0.0159
227269882.75
227269882.75
0.0019
N
Y
Y
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FZ32
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
Total SA
1.0000
N
0.0159
466117846.24
466117846.24
0.0039
N
N
Y
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FZ40
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2019-12-04
2019-12-04
2019-12-04
N
Y
Total SA
1.0000
N
0.0158
515386662.17
515386662.17
0.0043
N
N
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PDF6
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2020-04-15
2020-04-15
2020-04-15
N
Y
Total SA
1.0000
N
0.0181
362325540.83
362325540.83
0.0030
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PE16
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
Total SA
1.0000
N
0.0181
234773119.13
234773119.13
0.0019
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.029900%
89232BCC0
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2020-02-18
2020-08-04
2020-08-04
N
N
N
0.0199
91021356.79
91021356.79
0.0008
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.047300%
89232BCE6
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2020-02-26
2020-08-18
2020-08-18
N
N
N
0.0202
43004577.35
43004577.35
0.0004
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.858000%
89233A2A6
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-12-24
2020-02-11
2020-02-11
N
N
N
0.0171
183551424.04
183551424.04
0.0015
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.050900%
89233A2T5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-01-16
2020-04-09
2020-04-09
N
N
N
0.0193
130011167.00
130011167.00
0.0011
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.984300%
89233A3F4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-12-05
2020-04-30
2020-04-30
N
N
N
0.0194
99988609.00
99988609.00
0.0008
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.074900%
89233A5A3
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-12-03
2020-06-29
2020-06-29
N
N
N
0.0194
85023850.15
85023850.15
0.0007
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.871600%
89233AZ44
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-12-23
2020-02-14
2020-02-14
N
N
N
0.0172
195057388.50
195057388.50
0.0016
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
89233EAX9
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2020-01-31
2020-01-31
2020-01-31
N
N
N
0.0202
82707030.75
82707030.75
0.0007
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HZ31
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0166
294945590.20
294945590.20
0.0024
N
N
Y
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.072300%
89237BBM4
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2020-02-04
2020-07-31
2020-07-31
N
N
N
0.0199
221123987.63
221123987.63
0.0018
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.868000%
90276JGJ9
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-12-23
2020-01-23
2020-01-23
N
N
N
0.0172
26005535.92
26005535.92
0.0002
N
N
N
N
US BANK NATIONAL ASSOCIATION
US BANK NATIONAL ASSOCIATION 2.170000%
90333VS84
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0139
178011361.74
178011361.74
0.0015
N
Y
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XZC0
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-12-12
2019-12-12
2019-12-12
N
N
N
0.0151
99945400.00
99945400.00
0.0008
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UZ22
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0174
9498626.49
9498626.49
0.0001
N
Y
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UZ30
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0173
166568067.78
166568067.78
0.0014
N
N
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UZ48
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0172
28493211.59
28493211.59
0.0002
N
N
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UZ55
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0171
87075248.79
87075248.79
0.0007
N
N
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UZ97
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2019-12-09
2019-12-09
2019-12-09
N
N
N
0.0167
49976875.00
49976875.00
0.0004
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PB42
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0165
46856020.67
46856020.67
0.0004
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LA76
Asset Backed Commercial Paper
Y
2020-01-07
2020-01-07
2020-01-07
N
Y
Natixis SA
1.0000
N
0.0176
68868813.75
68868813.75
0.0006
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LAX9
Asset Backed Commercial Paper
Y
2020-01-31
2020-01-31
2020-01-31
N
Y
Natixis SA
1.0000
N
0.0186
49837425.00
49837425.00
0.0004
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LC33
Asset Backed Commercial Paper
Y
2020-03-03
2020-03-03
2020-03-03
N
Y
Natixis SA
1.0000
N
0.0189
99501778.00
99501778.00
0.0008
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LC41
Asset Backed Commercial Paper
Y
2020-03-04
2020-03-04
2020-03-04
N
Y
Natixis SA
1.0000
N
0.0189
81586938.94
81586938.94
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KA77
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-01-07
2020-01-07
2020-01-07
N
Y
MUFG BANK LTD
1.0000
N
0.0176
9980987.50
9980987.50
0.0001
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KAD4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-01-13
2020-01-13
2020-01-13
N
Y
MUFG BANK LTD
1.0000
N
0.0178
99778125.00
99778125.00
0.0008
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KB43
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-02-04
2020-02-04
2020-02-04
N
Y
MUFG BANK LTD
1.0000
N
0.0183
94676091.80
94676091.80
0.0008
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KBE1
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-02-14
2020-02-14
2020-02-14
N
Y
MUFG BANK LTD
1.0000
N
0.0184
189251432.30
189251432.30
0.0016
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KBJ0
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-02-18
2020-02-18
2020-02-18
N
Y
MUFG BANK LTD
1.0000
N
0.0185
116658438.24
116658438.24
0.0010
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LZ37
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-12-03
2019-12-03
2019-12-03
N
Y
MUFG BANK LTD
1.0000
N
0.0163
60988945.58
60988945.58
0.0005
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.010000%
F8SB4JFBSYQFRQEH3Z21
0000833029
935MBX008
Certificate of Deposit
Y
2020-01-08
2020-01-08
2020-01-08
N
N
N
0.0166
200077658.00
200077658.00
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.132100%
94989R6A1
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-12-09
2019-12-09
2019-12-09
N
N
N
0.0187
430003874.30
430003874.30
0.0036
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.185100%
94989R6J2
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-12-18
2019-12-18
2019-12-18
N
N
N
0.0186
298009598.58
298009598.58
0.0025
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.115100%
94989R6W3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0186
270015454.80
270015454.80
0.0022
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.966000%
95001KAC8
KB1H1DSPRFMYMCUFXT09
US95001KAC80
0000740906
Certificate of Deposit
Y
2020-01-24
2020-01-24
2020-01-24
N
N
N
0.0186
60106147.03
60106147.03
0.0005
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.932300%
95001KAL8
KB1H1DSPRFMYMCUFXT09
US95001KAL89
0000740906
Certificate of Deposit
Y
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0187
180319557.14
180319557.14
0.0015
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.136300%
95001KBU7
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-12-27
2020-03-25
2020-03-25
N
N
N
0.0191
336025445.28
336025445.28
0.0028
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.880000%
95001KCR3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-05-18
2020-05-18
2020-05-18
N
N
N
0.0176
228116357.52
228116357.52
0.0019
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.860000%
95001KCV4
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-12-02
2020-05-19
2020-05-19
N
N
N
0.0187
242016579.42
242016579.42
0.0020
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.900000%
95001KDC5
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0176
194117961.70
194117961.70
0.0016
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.020000%
95001KDM3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0175
196135212.56
196135212.56
0.0016
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.950000%
95001KDN1
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0176
117099029.97
117099029.97
0.0010
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.195100%
95001KEH3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-01-02
2020-07-02
2020-07-02
N
N
N
0.0200
500041900.00
500041900.00
0.0041
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.198600%
95001KEM2
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-01-06
2020-07-06
2020-07-06
N
N
N
0.0200
454038562.76
454038562.76
0.0038
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C0DP1
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2020-04-23
2020-04-23
2020-04-23
N
N
N
0.0187
205434332.73
205434332.73
0.0017
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.920000%
96130ADL9
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0159
290369367.20
290369367.20
0.0024
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.870000%
96130ADQ8
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-04-22
2020-04-22
2020-04-22
N
N
N
0.0187
280001475.60
280001475.60
0.0023
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.870000%
96130ADU9
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0187
369002453.85
369002453.85
0.0031
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.150000%
MSFSBD3QN1GSN7Q6C537
0000008565
964WMQ904
Certificate of Deposit
Y
2020-01-02
2020-01-02
2020-01-02
N
N
N
0.0175
300113850.00
300113850.00
0.0025
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.180000%
MSFSBD3QN1GSN7Q6C537
0000008565
964ZHN900
Certificate of Deposit
Y
2020-01-31
2020-01-31
2020-01-31
N
N
N
0.0186
200111804.00
200111804.00
0.0017
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.909000%
MSFSBD3QN1GSN7Q6C537
0000008565
965BRQII5
Certificate of Deposit
Y
2019-12-12
2020-02-12
2020-02-12
N
N
N
0.0142
237239893.77
237239893.77
0.0020
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.100000%
MSFSBD3QN1GSN7Q6C537
0000008565
965EUU905
Certificate of Deposit
Y
2019-12-20
2019-12-20
2019-12-20
N
N
N
0.0169
150036082.50
150036082.50
0.0012
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.000000%
MSFSBD3QN1GSN7Q6C537
0000008565
965EUV903
Certificate of Deposit
Y
2020-03-10
2020-03-10
2020-03-10
N
N
N
0.0186
100040811.00
100040811.00
0.0008
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 2.110000%
969500TJ5KRTCJQWXH05
0001330437
965HQJ908
Certificate of Deposit
Y
2020-01-14
2020-01-14
2020-01-14
N
N
N
0.0166
344195701.60
344195701.60
0.0028
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.020000%
F8SB4JFBSYQFRQEH3Z21
0000833029
965JBT908
Certificate of Deposit
Y
2020-01-07
2020-01-07
2020-01-07
N
N
N
0.0166
245095858.70
245095858.70
0.0020
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.800000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2019-12-06
2019-12-06
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0180
21375000.00
21375000.00
0.0002
N
N
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.920000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1GF8V6
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0190
52004398.68
52004398.68
0.0004
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.000000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1GJ1R4
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0186
199423557.00
199423557.00
0.0017
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1GJWT6
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0191
85312551.26
85312551.26
0.0007
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.000000%
969500TJ5KRTCJQWXH05
0001330437
ACI1GXTP7
Certificate of Deposit
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0178
189237917.60
189237917.60
0.0016
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (LONDON BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (LONDON BRANCH) 0.000000%
5493007O3QFXCPOGWK22
ACI1GXTQ5
Certificate of Deposit
Y
2020-02-19
2020-02-19
2020-02-19
N
N
N
0.0190
124464463.75
124464463.75
0.0010
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 1.982600%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1GYPG9
Certificate of Deposit
Y
2020-02-19
2020-08-19
2020-08-19
N
N
N
0.0199
47996156.16
47996156.16
0.0004
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.000000%
969500TJ5KRTCJQWXH05
0001330437
ACI1H2WC9
Certificate of Deposit
Y
2020-02-27
2020-02-27
2020-02-27
N
N
N
0.0172
199113942.00
199113942.00
0.0016
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.480000%
ZBUT11V806EZRVTWT807
0000782124
ARP0KY783
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CIM TR 2019 R2
2058-07-25
4.017660
13910000.00
6088098.85
Asset-Backed Securities
CENT CLO 19 LTD 2013-19 D 20251029 FLT
549300TP4B0QBDWSY710
2025-10-29
6.878130
250000.00
250665.71
Asset-Backed Securities
AVERY POINT IV CLO 2014-4 E 20260427 FLT
549300RWY6OWBAXCT467
2026-04-27
6.539630
6000000.00
5226467.84
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 E 20370618 FLT
2037-06-18
3.765380
4000000.00
4010452.51
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-3 M-7 20350925 FLT
2035-09-25
2.708850
7000000.00
26018.88
Asset-Backed Securities
ACE SECS HEQ 2006-SL4 A-2 20360925 FLT
2036-09-25
2.108000
12445000.00
1470899.07
Asset-Backed Securities
ZAIS CLO 11, LIMITED SUB 20320120 FLT
549300FPW2E2MXLOFH93
2032-01-20
0.00
7000000.00
4795000.00
Asset-Backed Securities
CARRINGTON MTG LN 2005-NC5 M-3 20351025 FLT
2035-10-25
2.228000
7440000.00
6003570.77
Asset-Backed Securities
BAYVIEW OPP MSTR FD 2019-SBR2 A1 20340628 3.4
2034-06-28
3.425500
3300000.00
2929783.81
Asset-Backed Securities
CONSECO MANU HSG PT 2001-1 M-1 20310701 FLT
2031-07-01
7.535000
1500000.00
182366.10
Asset-Backed Securities
VOYA CLO LTD 2013-2R E-R 20310425 FLT
5493007ASGBOUR3XJY69
2031-04-25
9.789630
1554000.00
1243647.08
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
549300HA6DDD2ONJSM48
2027-03-20
9.905880
3460000.00
3320428.56
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
2033-01-25
1.998000
10000000.00
9146720.00
Asset-Backed Securities
NAVIENT STUDENT LN TR 2014-1 A-3 20310625 FLT
2031-06-25
2.218000
1605000.00
1215005.47
Asset-Backed Securities
SPRINT SPECTRUM CO LLC/SPRINT EXTND SR SEC 23
2023-03-20
3.360000
89000.00
45175.96
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-4 A-5A 20330315 FLT
549300JLVVUXV7DNSJ85
2033-03-15
2.868500
6097000.00
2374815.91
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-3 A-4 20220125 FLT
5493004VD0DNOS6SFM54
2022-01-25
1.999630
130000.00
112271.78
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-7 A-4 20230725 FLT
54930067BGNOZYMNWK87
2023-07-25
2.839630
350000.00
269744.84
Asset-Backed Securities
STWD MORTGAGE TR 2019-FL1 LTD D 20380715 FLT
2038-07-15
4.115380
209000.00
209871.62
Asset-Backed Securities
ATRIUM XIII 2017-13 SUB NT 20301121 FLT
2030-11-21
0.00
150000.00
127199.40
Asset-Backed Securities
TOWD PT MTG TR 2018-2 B5 20580325 FLT
2058-03-25
0.962274
4047000.00
3177808.97
Asset-Backed Securities
SHACKLETON CLO 2015-7-R E 20310715 FLT
2031-07-15
8.200880
5500000.00
4623471.05
Asset-Backed Securities
TOWD PT MTG TR 2017-3 B5 20570725 FLT
2057-07-25
4.035130
1281000.00
1052862.47
Asset-Backed Securities
ZAIS CLO 11, LIMITED E 20320120 FLT
549300FPW2E2MXLOFH93
2032-01-20
8.725880
4000000.00
3215972.15
Asset-Backed Securities
BLUEMOUNTAIN CLO 2015-4R E-R 20300422 FLT
549300EB3KHH9T7ICE44
2030-04-22
7.915880
8500000.00
7572867.06
Asset-Backed Securities
GOLUB CAP PART 2015-23R E-R 20310121 FLT
2031-01-21
7.715880
8000000.00
6985990.96
Asset-Backed Securities
HPS LN MGMT LTD 2015-6R D-R 20310205 FLT
2031-02-05
6.990500
7787500.00
6808068.72
Asset-Backed Securities
AJAX MTG LN TR 2017-B B-2 20560925 FLT
2056-09-25
3.750000
7464000.00
5609268.15
Asset-Backed Securities
BAYVIEW COML TR 2007-2 A-2 20370725 FLT
2037-07-25
2.028000
11497000.00
2687571.80
Asset-Backed Securities
HOME EQUITY LN TR 2005-HSA1 A-I-5 20351225 FLT
2035-12-25
5.480000
5000000.00
267792.07
Asset-Backed Securities
BARINGS CLO LTD 15-1 E-R 20310121 FLT
2031-01-21
7.465880
4300000.00
3896251.66
Asset-Backed Securities
TOYOTA AUTO REC TR 2019-A A-3 20230717 FLT
2023-07-17
2.910000
640000.00
650948.27
Asset-Backed Securities
TRINITAS CLO VI 2017-6 D 20290725 FLT
549300IUAXGLQ814UD95
2029-07-25
5.739630
6750000.00
6700321.32
Asset-Backed Securities
OCP CLO LTD 2015-8R C-R 20270417 FLT
5493006T10144GM16690
2027-04-17
4.802130
6000000.00
5972195.26
Asset-Backed Securities
NELNET ST LN TR 2007-2 A-3L 20260325 FLT
2026-03-25
2.456250
4200000.00
1437411.53
Asset-Backed Securities
NEW RESI MTG TR 2019-RPL3 A1 20590725 FLT
2059-07-25
2.750000
34538300.00
34234966.84
Asset-Backed Securities
OAKWOOD MTG INVESTORS 2001-C A-2 20310615 FLT
2031-06-15
5.920000
1500000.00
134773.96
Asset-Backed Securities
NIELSEN COMPANY SR NT 144A 21
549300MFMRJBOPHHM352
2021-10-01
5.500000
2000000.00
2020222.22
Corporate Debt Securities
OASIS PETE INC NEW SR NT 6.875%23
529900FA4V2YNIKZ0M71
2023-01-15
6.875000
6207000.00
5838243.85
Corporate Debt Securities
OWENS BROCKWAY SR 144A NT 25
V2UQUCDZJ9WY98W8QU33
2025-01-15
5.375000
1501000.00
1525870.74
Corporate Debt Securities
PPL ENERGY SUPPLY LLC SR NT 4.6%21
K5K33XN0PQAU1XF7NN66
2021-12-15
4.600000
15000.00
15051.83
Corporate Debt Securities
WESTERN UN CO CR SEN SR GLBL25
28ID94QU1140NC23S047
2025-01-10
2.850000
2789000.00
2781683.52
Corporate Debt Securities
TALEN ENERGY SUPPLY LLC 10.5%26
K5K33XN0PQAU1XF7NN66
2026-01-15
10.500000
375000.00
331272.50
Corporate Debt Securities
SCRIPPS ESCROW INC SR GLBL 144A 27
2027-07-15
5.875000
1725000.00
1806528.53
Corporate Debt Securities
GOGO INTER HLDGS LLC/GOGO FIN SR SEC GLBL 24
2024-05-01
9.875000
1659000.00
1756682.84
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR NT 6.125%21
X2MT1W32SPAZ9WSKLE78
2021-02-15
6.125000
1968000.00
1687942.67
Corporate Debt Securities
HUB INTERNATIONAL LTD SR GLBL 144A 26
549300JQT6ATTUNS5E06
2026-05-01
7.000000
185000.00
190622.97
Corporate Debt Securities
IAA INC SR GLBL 144A 27
549300PZCOPC5178W747
2027-06-15
5.500000
105000.00
113084.01
Corporate Debt Securities
AIR MEDICAL MERGER SUB CORP SR 144A NT 23
2023-05-15
6.375000
349000.00
306240.23
Corporate Debt Securities
MERITOR INC SR NT 6.25%24
5LTG829X630QFHTFBO82
2024-02-15
6.250000
2432000.00
2547655.11
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 9.25%21
549300ZCZ76HYCS0H445
2021-07-01
9.250000
3333000.00
1659926.58
Corporate Debt Securities
GRIFFON CORP SR GLBL NT 22
5493000C2SGNC7ZN3242
2022-03-01
5.250000
40000.00
40851.73
Corporate Debt Securities
GRINDING MEDIA INC/MC GRINDING SR SEC 144A NT23
2023-12-15
7.375000
1500000.00
1542100.83
Corporate Debt Securities
CITIZENS UTILS CO DEL SR GLBL DEB 46
549300ZCZ76HYCS0H445
2046-10-01
7.050000
1500000.00
677037.50
Corporate Debt Securities
CLIFFS NAT RES INC SR NT 6.25%40
549300TM2WLI2BJMDD86
2040-10-01
6.250000
23000.00
19774.24
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR 144A NT 24
2024-04-01
5.875000
1948000.00
2049228.36
Corporate Debt Securities
VRX ESCROW CORP SR GLBL 144A 23
B3BS7ACMDUWISF18KY76
2023-05-15
5.875000
3631000.00
3688858.98
Corporate Debt Securities
SINCLAIR TELEVISION GROUP SR 144A NT 26
549300CQGEN0CH65UD62
2026-03-15
5.875000
495000.00
520777.81
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 7%20
549300JKU50UT08ZWD77
2020-08-15
7.000000
800000.00
835329.78
Corporate Debt Securities
NOBLE HOLD INT LTD CR SEN SR GLBL45
549300GNEZBJHMST9U32
2045-04-01
8.950000
311000.00
120331.95
Corporate Debt Securities
OCWEN LN SERVICING LLC 2LIEN SR 144A 22
549300MEMWF0Y8H4PL17
2022-11-15
8.375000
4355000.00
3792146.49
Corporate Debt Securities
POSTMEDIA NETWORK INC SR SEC PIK 24
2024-01-15
10.250000
12000000.00
12827753.42
Corporate Debt Securities
CALIFORNIA RES CORP SR GLBL NT 6%24
5493003Q8F0T4F4YMR48
2024-11-15
6.000000
2178000.00
440682.00
Corporate Debt Securities
AMERICAN AXLE & MFG INC SR GLBL NT6.5%27
RY5TAKFOBLDUGX31MS24
2027-04-01
6.500000
173000.00
176541.69
Corporate Debt Securities
ENERGY VENTURES GOM LLC 11%23
2023-02-15
11.000000
3137000.00
3142576.89
Corporate Debt Securities
FERRELLGAS PARTNERS L P / SR NT 8.625%20
2020-06-15
8.625000
20000.00
13785.83
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 7.125%23
549300ZCZ76HYCS0H445
2023-01-15
7.125000
1956000.00
949189.75
Corporate Debt Securities
GTE FLA INC SR GLBL DEB 28
2028-02-01
6.860000
536000.00
510532.26
Corporate Debt Securities
SCRIPPS E W CO OHIO SR GLBL 144A 25
549300U1OW41QPKYW028
2025-05-15
5.125000
2300000.00
2336209.03
Corporate Debt Securities
ANGEL OAK MTG TR 2016-1 A-1 20460725 FLT
2046-07-25
3.500000
19870000.00
4034522.11
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-SLP G 20321012 FLT
2032-10-12
4.744340
8000000.00
7689272.36
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY E 20330118 FLT
2033-01-18
4.865380
53154000.00
53186375.69
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2018-CRE3 F 20350316 FLT
5493009R0KRDEB1KXF82
2035-03-16
11.115400
6846000.00
6844724.23
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2018-CRE4 E 20350917 FLT
5493007HKNHP2VEB5M24
2035-09-17
5.724380
20000000.00
19894242.96
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2018-CRE4 F 20350917 FLT
5493007HKNHP2VEB5M24
2035-09-17
9.134380
10656000.00
10531284.93
Private Label Collateralized Mortgage Obligations
GALTON FD MTG TR 2017-1 B1 20560725 FLT
2056-07-25
3.800000
426350.00
412641.74
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2007-2 I-3A-1 20470325 FLT
2047-03-25
6.500000
3430000.00
573703.92
Private Label Collateralized Mortgage Obligations
ML MTG INVESTORS 2004-1 2-A-1 20341225 FLT
2034-12-25
4.027720
43974996.00
1913785.60
Private Label Collateralized Mortgage Obligations
MONARCH BEACH RESORT TR 2018 MBR MZ
2035-07-16
6.725380
69400000.00
69547504.53
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2019-AGLN E 20360317 FLT
2036-03-17
3.815380
5365000.00
5376292.03
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ12 AJ
2043-12-15
5.399000
25000000.00
1979675.30
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-WPT F-FX 20330708 FLT
2033-07-08
5.542200
9100000.00
9419451.86
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-PHH C 20350615 FLT
2035-06-15
3.125380
100000.00
100088.64
Private Label Collateralized Mortgage Obligations
CARBON CAP COMM MTG 2019-FL2 B 20211118 FLT
2021-11-18
4.615380
15000000.00
15138793.05
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-6CB 2-A-1 20360525 FLT
2036-05-25
2.408000
38378000.00
3388592.74
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2007-C3 A-J 20390617 FLT
2039-06-17
5.854660
10750000.00
592696.77
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A SECS 2007-RAMP1 A-3 20361225 FLT
2036-12-25
1.948000
20000000.00
5285848.89
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2007-AR7 I-A-2 20470825 FLT
2047-08-25
3.667700
92828000.00
1008446.73
Private Label Collateralized Mortgage Obligations
TPMT 2017-FRE2 M1
2047-11-25
4.000000
24566000.00
22041091.60
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC16 F 20500817 3.2
549300PX4QZK7CUM8D08
2050-08-17
3.250000
3957000.00
2323264.62
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-LC14 D 20470315 FLT
549300QGM7D5K3CV2643
2047-03-15
4.586000
6419608.00
6320597.67
Private Label Collateralized Mortgage Obligations
WORLDWIDE PLAZA TR 2017-WWP F 20361112 FLT
2036-11-12
3.715390
8235000.00
7777708.40
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-BILT MZ M 20250515 FLT
2025-05-15
6.371150
20000000.00
19685733.38
Private Label Collateralized Mortgage Obligations
BANK 2018-BN14 E 20600917 3.0
2060-09-17
3.000000
3821000.00
3301368.20
Private Label Collateralized Mortgage Obligations
RESIDENTIAL ASSET SEC 2005-A15 2-A-1 20360225 FLT
2036-02-25
2.458000
50000000.00
4162907.94
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY D 20330118 FLT
2033-01-18
3.815380
810000.00
809655.55
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2019-5 B-2 20590825 FLT
2059-08-25
4.250000
1538790.00
1512219.67
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2019-5 B-3 20590825 FLT
2059-08-25
4.500000
2417000.00
2373827.87
Private Label Collateralized Mortgage Obligations
J P MORGAN MTG TR 2019-9
2050-05-25
3.500000
14240380.00
15178991.93
Private Label Collateralized Mortgage Obligations
JP MORGAN COM MTG 2006-LDP6 D 20430415 FLT
2043-04-15
5.993910
10981000.00
4299624.39
Private Label Collateralized Mortgage Obligations
JP MORGAN COM MTG 2005-CIBC12 A-J 20370912 FLT
2037-09-12
4.987000
1684970.00
139390.48
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 2-A-3 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.000000
15000000.00
2840924.36
Private Label Collateralized Mortgage Obligations
J P MORGAN MTG TR 2019-9
2050-05-25
3.500000
23100400.00
25245087.34
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2017-PFHP E 20301216 FLT
2030-12-16
5.257380
18205000.00
18253635.33
Private Label Collateralized Mortgage Obligations
WORLDWIDE PLAZA TR 2017-WWP D 20361112 FLT
2036-11-12
3.715390
10000000.00
10179727.51
Private Label Collateralized Mortgage Obligations
SOFI MTG TR 2016-1 B-3 20461125 FLT
2046-11-25
3.156960
1182000.00
911082.67
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2019-5 B-6 20590825 FLT
2059-08-25
4.684940
1395000.00
1330116.94
Private Label Collateralized Mortgage Obligations
VMC FINANCE 2018-FL1 A-S 20350316 FLT
549300QK6J0UZ3WZJ014
2035-03-16
2.962500
2500000.00
2418955.52
Private Label Collateralized Mortgage Obligations
WAIKIKI BCH HOTEL TR 2019-WBM C 20331215 FLT
2033-12-15
3.245380
5000000.00
5009410.46
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2005-AR6 I-A-1 20450925 FLT
2045-09-25
2.328000
48136000.00
2198647.39
Private Label Collateralized Mortgage Obligations
NYT MTG TR 2019-NYT D 20351217 FLT
2035-12-17
3.765380
517000.00
519533.46
Private Label Collateralized Mortgage Obligations
Y
2020-02-27
2020-02-27
2020-03-02
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0237
498141695.94
498141695.94
0.0041
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.460000%
ZBUT11V806EZRVTWT807
0000782124
ARP0L66F8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VENTURE 31 CLO 2018-31 E 20310420 FLT
549300WIVX6V4NHW6X79
2031-04-20
7.275880
4000000.00
3465248.81
Asset-Backed Securities
STRUCTURED ASSET SECS 2005-WF1 M8 20350225 FLT
2035-02-25
3.763000
3100000.00
279559.03
Asset-Backed Securities
STRUCTURED ASSET SECS 2005-NC2 M7 20350525 FLT
2035-05-25
2.408000
2000000.00
1733483.15
Asset-Backed Securities
TRIMARAN CAVU 2019-1 LTD E 20320720 FLT
549300IGMQ24BLOIU872
2032-07-20
9.005880
2500000.00
2293965.92
Asset-Backed Securities
AREIT TR 2018-CRE2 A-S 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
2.962500
200000.00
199860.13
Asset-Backed Securities
WEST CLO LTD 2013-1 D 20251107 FLT
254900Y23DE747A9HN36
2025-11-07
6.793500
300000.00
292932.47
Asset-Backed Securities
WHITEHORSE IX LTD 2014-9 E 20260717 FLT
5493006SRQWF2ZFME608
2026-07-17
6.652130
755000.00
645921.83
Asset-Backed Securities
ZAIS CLO 1 LTD 2018-1 E-R 20280417 FLT
549300WI0XKEGSMH8O21
2028-04-17
10.500900
2130000.00
2171288.13
Asset-Backed Securities
PROGRESS RES TR 2018-SFR2 D 20350817 4.3
2035-08-17
4.338000
1000000.00
1024984.00
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-2 A-3 20230425 FLT
549300MHMWVKFEDI8G73
2023-04-25
2.689630
4750000.00
2155162.52
Asset-Backed Securities
OCEAN TRAILS CLO 2013-4 F 20250813 FLT
549300TXL5AHG4X9CX68
2025-08-13
7.804630
5500000.00
5290002.98
Asset-Backed Securities
TOWD PT MTG TR 2016-4 B2 20560725 FLT
2056-07-25
4.019840
974000.00
1017514.95
Asset-Backed Securities
COLLEGE AVE ST LN 2017-A B 20461126 4.5
2046-11-26
4.500000
3250000.00
3351530.00
Asset-Backed Securities
CODA CDO LTD 2007-1 A-1LB 20471107 FLT
54930097FPHCE7UIOL97
2047-11-07
2.293450
27500000.00
41292.70
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FFA A2 20260925 FLT
2026-09-25
2.008000
13000000.00
569319.50
Asset-Backed Securities
EMERSON PARK CLO LTD 2013-1 E 20250715 FLT
549300RLH7MFII51JS63
2025-07-15
6.850880
2518000.00
2530019.92
Asset-Backed Securities
ADAMS MILL CLO LTD 2014-1 E-1 20260715 FLT
254900WPGFKV6CLM1085
2026-07-15
7.000880
4271000.00
3876577.85
Asset-Backed Securities
BLUEMOUNTAIN CLO LTD 2014-2R2 F-R2 20301021 FLT
549300NUS8PQQUZMPR50
2030-10-21
10.225900
1936000.00
1606895.56
Asset-Backed Securities
HOME EQUITY MTG TR 2006-5 A-1 20370125 FLT
2037-01-25
6.000000
1261000.00
274673.58
Asset-Backed Securities
AVANT LOANS FDG TR 2017-B C 20231115 4.9
5493002OOYZ2P0TF3005
2023-11-15
4.990000
191000.00
143709.38
Asset-Backed Securities
BSPRT K2018 FL3 ISSUER LTD BSPRT 2018 FL3 CO IS
2028-03-15
3.415380
1500000.00
1502922.30
Asset-Backed Securities
BC ASI CPAITAL 11 INC DUE 1 1 2059 65 INTERCOMPAN
2035-09-17
3.365380
350000.00
350237.57
Asset-Backed Securities
BXMT 2017-FL1 LTD C 20350615 FLT
2035-06-15
3.712500
5404000.00
5391162.12
Asset-Backed Securities
OWNIT MTG TR ABS 2006-OT1 A-1 20371025 FLT
2037-10-25
1.845500
70000000.00
12807215.81
Asset-Backed Securities
MASTR 2ND LIEN TRUST 2006-1 A 20360325 FLT
2036-03-25
2.028000
105641000.00
2654501.73
Asset-Backed Securities
MERCER FIELD II CLO LTD 2017-2 D-2 20290416 FLT
25490069XJXEQGFCG629
2029-04-16
8.350880
3500000.00
3152410.10
Asset-Backed Securities
ML MTG INVESTORS 2004-WMC4 B-1 20350425 FLT
2035-04-25
4.678000
1400000.00
202351.97
Asset-Backed Securities
MILL CITY MTG LN TR 2018-3 B4 20580825 FLT
2058-08-25
3.634530
7059000.00
4554532.86
Asset-Backed Securities
CONSUMER LN UNDERLYING BD CLUBCR TR 2019-HP1
2026-12-15
4.700000
3250000.00
3248737.19
Asset-Backed Securities
DRIVE AUTO RECV TR 2019-2 C 20250615 3.4
2025-06-15
3.420000
11000000.00
11260755.00
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE3 I-A-4 20370425 FLT
2037-04-25
2.058000
7972928.00
6212649.84
Asset-Backed Securities
RR3 LTD 2014-R2 D-R2 20300115 FLT
549300YH0VOGWM5JZF65
2030-01-15
7.400880
16324000.00
14615221.64
Asset-Backed Securities
SLM STUDENT LOAN TR 2004-1 B 20390725 FLT
549300UECCCKC4WVNL14
2039-07-25
2.439630
2570000.00
903487.01
Asset-Backed Securities
ONDECK ASSET SEC TR II 2018-1 C 20220418 4.5
2022-04-18
4.520000
2250000.00
2271538.50
Asset-Backed Securities
VOYA CLO LTD 2018-4 E 20320115 FLT
2032-01-15
8.300900
1474140.00
1437280.79
Asset-Backed Securities
ML MTG INVESTORS 2005-SL3 M-1 20360725 FLT
2036-07-25
2.398000
8000000.00
368045.22
Asset-Backed Securities
CWABS INC 2004-1 M-2 20340325 FLT
2034-03-25
2.533000
6190000.00
397832.22
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-SPL4 B4 20550128 FLT
2055-01-28
5.250000
447400.00
448069.24
Asset-Backed Securities
NEW RESI MTG TR 2019-RPL3 A2 20590725 FLT
2059-07-25
3.000000
5043750.00
4931886.35
Asset-Backed Securities
NEW RESI MTG TR 2019-RPL3 B2 20590725 FLT
2059-07-25
4.081640
2157000.00
2096704.54
Asset-Backed Securities
MILL CITY MTG LN TR 2017-1 B3 20581125 FLT
2058-11-25
3.784060
3777100.00
2560051.00
Asset-Backed Securities
MOLINA HEALTHCARE INC SR NT 5.375%22
549300NQQCEQ46YHZ591
2022-11-15
5.375000
740000.00
785946.81
Corporate Debt Securities
GRUBHUB HLDGS INC SR GLBL 144A 27
2027-07-01
5.500000
858000.00
813658.08
Corporate Debt Securities
HOVNANIAN K ENTERPRISES INC SR 144A NT 5%40
549300JJCQ0KAI7CJG32
2040-02-01
5.000000
416000.00
152417.78
Corporate Debt Securities
NEW GOLD INC SR GLBL 144A 25
5493005G0GNCHP0H6L96
2025-05-15
6.375000
5754000.00
5250405.12
Corporate Debt Securities
MBIA INS CORP 14%33
5493004M1UUDNTDXS107
2033-01-15
13.260900
895000.00
641335.61
Corporate Debt Securities
TRANSOCEAN POSEIDON LTD SR SEC GLBL 27
2027-02-01
6.875000
270000.00
281484.37
Corporate Debt Securities
SIX FLAGS ENTMT CORP NEW SR 144A NT5.5%27
549300JYTDUAA4JQ3717
2027-04-15
5.500000
2897000.00
3046839.28
Corporate Debt Securities
AMERICAN NEWS CO LLC SR SEC GLBL 26
2026-09-01
8.500000
12000000.00
12969333.33
Corporate Debt Securities
WHITING PETE CORP NEW SR GLBL NT 23
52990028CHK9KUB1B293
2023-04-01
6.250000
23282000.00
16415426.81
Corporate Debt Securities
HI CRUSH INC SR GLBL 144A 26
5299000EXEV7QXGBUN67
2026-08-01
9.500000
3705000.00
1745569.58
Corporate Debt Securities
ACADIA HEALTHCARE COMPANY INC SR GLBL NT6.5%24
5493005CW985Y9D0NC11
2024-03-01
6.500000
25000.00
26365.97
Corporate Debt Securities
EXPORT LEASE ELEVEN CO LLC SR SEC AMZ FL 25
2025-07-30
2.215500
100000.00
52013.16
Corporate Debt Securities
CONSOL ENERGY INC NEW SR SEC GLBL 25
549300YJCTPJBTK7IJ81
2025-11-15
11.000000
2697000.00
2303987.17
Corporate Debt Securities
CITGO PETE CORP SR SEC GLBL 22
YX52P86PXMLYDOTUQ225
2022-08-15
6.250000
95000.00
97784.03
Corporate Debt Securities
PRECISION DRILLING CORP SR NT 6.5%21
549300WF2OE8T5BP4B84
2021-12-15
6.500000
80000.00
38610.45
Corporate Debt Securities
DIAMOND OFFSHORE DRILLING INC SR GLBL NT 25
F14FQJ2EEHW5VPYUHL14
2025-08-15
7.875000
3351000.00
2757035.25
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL NT 23
549300FJX18IDUFPHD40
2023-05-01
6.625000
225000.00
170471.87
Corporate Debt Securities
AK STL CORP SR SEC NT 7.5%23
O05HJM8THRTZG4688Q91
2023-07-15
7.500000
17407000.00
17936462.92
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
3005000.00
3132649.90
Corporate Debt Securities
CSC HLDGS INC SR NT 5.25%24
3HG2WD2W22M120IUNG49
2024-06-01
5.250000
3943000.00
4341078.71
Corporate Debt Securities
GAP INC SR NT 5.95%21
T2ZG1WRWZ4BUCMQL9224
2021-04-12
5.950000
6000.00
6248.51
Corporate Debt Securities
COMMSCOPE FIN LLC 8.25%27
549300Z6K4JXMFE8QY54
2027-03-01
8.250000
4375000.00
4484885.42
Corporate Debt Securities
TRANSOCEAN PONTUS LTD SR SEC GLBL 25
2025-08-01
6.125000
144000.00
132014.59
Corporate Debt Securities
ALBERTSONS COS INC / SAFEWAY I 7.5%26
2026-03-15
7.500000
1480000.00
1661916.67
Corporate Debt Securities
SBA COMMUNICATIONS CORP SR GLBL NT 22
5299001HX8ZN8Y8QIT49
2022-07-15
4.875000
971000.00
1002689.39
Corporate Debt Securities
CHINOS HLDGS INC 7%
2049-12-29
7.000000
1398000.00
721536.65
Corporate Debt Securities
VERITAS US INC/VERITAS BERMUDA SR SEC GLBL 23
2023-02-01
7.500000
1423000.00
1421225.99
Corporate Debt Securities
NOBLE HOLD INT LTD SR NT 6.05%41
549300GNEZBJHMST9U32
2041-03-01
6.050000
25000.00
8119.72
Corporate Debt Securities
NEW RESIDENTIAL MTG LOAN TRUST SER 2019-4A CL R
2058-12-25
4.250000
1328000.00
1312237.92
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL MTG LOAN TRUST SER 2019-4A CL R
2058-12-25
4.891910
839000.00
810593.28
Private Label Collateralized Mortgage Obligations
SUTHERLAND COML MTG TF 2019-SB C 20410425 FLT
2041-04-25
3.400000
11109000.00
9516805.76
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-NQM3 B-2 20490725 FLT
2049-07-25
5.712620
351000.00
359599.90
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2019-5 B-5 20590825 FLT
2059-08-25
4.684940
967000.00
935737.18
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2001-AR3 I-A 20411125 FLT
2041-11-25
3.590000
731527200.00
2161415.64
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2004-AR12 A-2B 20441025 FLT
2044-10-25
2.628000
5220000.00
150086.81
Private Label Collateralized Mortgage Obligations
WF-RBS COML MTG TR 2011-C2 E 20440218 FLT
2044-02-18
5.000000
7000000.00
6937034.22
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2006-AR14 II-A-1 20361025 FLT
2036-10-25
4.564120
5600000.00
292471.53
Private Label Collateralized Mortgage Obligations
THARALDSON PORT TR 2018-THPT E 20341113 FLT
2034-11-13
4.949880
350000.00
284579.96
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ALT LN 2007-3 A-1 20370725 FLT
2037-07-25
1.838000
41335000.00
3639580.39
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2006-8AR 1-A-1 20360625 FLT
2036-06-25
2.028000
25000000.00
1824081.47
Private Label Collateralized Mortgage Obligations
IMT TR 2017-APTS E-FL 20340615 FLT
2034-06-15
3.915380
42000.00
42050.72
Private Label Collateralized Mortgage Obligations
GREENPOINT MTG FDG 2006-AR1 A-2A 20360225 FLT
2036-02-25
2.448000
83410000.00
6679319.31
Private Label Collateralized Mortgage Obligations
DBWF MTG TR 2018-GLKS E 20301219 FLT
2030-12-19
4.751650
8790000.00
8834546.87
Private Label Collateralized Mortgage Obligations
GALTON FD MTG TR 2017-1 B2 20560725 FLT
2056-07-25
3.950000
540941.00
518844.73
Private Label Collateralized Mortgage Obligations
KEY COML MTG SECS TR 2018-S1 F 20531020 FLT
2053-10-20
5.291520
1886000.00
1461509.73
Private Label Collateralized Mortgage Obligations
KEY COMM MTG SEC TR 2019-S2 D 20520617 FLT
2052-06-17
5.135530
5211000.00
4742829.68
Private Label Collateralized Mortgage Obligations
KEY COMM MTG SEC TR 2019-S2 E 20520617 FLT
2052-06-17
5.135530
3537000.00
2987131.96
Private Label Collateralized Mortgage Obligations
KEY COMM MTG SEC TR 2019-S2 F 20520617 FLT
2052-06-17
5.135530
2605000.00
1956626.69
Private Label Collateralized Mortgage Obligations
LCCM MORTGAGE TR 2017-LC26 F 20500712 FLT
2050-07-12
5.001410
139000.00
72680.32
Private Label Collateralized Mortgage Obligations
INDYMAC MBS 2005-AR6 2-A-2 20350425 FLT
2035-04-25
2.368000
72000000.00
2059808.38
Private Label Collateralized Mortgage Obligations
JPMDB COML MTG SEC TR 2018-C8 A-SB 20510616 FLT
2051-06-16
4.145000
59000.00
64520.21
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE 2007-CIBC18 A-J 20470612 FLT
2047-06-12
5.502000
20180000.00
16796547.21
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-7 A-11 20430825 FLT
2043-08-25
3.500000
650000.00
295191.34
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2017-CHOP F 20320715 FLT
2032-07-15
6.115380
9000000.00
9032518.83
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2018-B8 A-4 20520118 3.9
2052-01-18
3.962800
300000.00
333882.65
Private Label Collateralized Mortgage Obligations
SUTHERLAND COML MTG TF 2019-SB F 20410425 FLT
2041-04-25
4.650000
4261000.00
3607771.94
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2006-21 A-11 20370225 5.7
2037-02-25
5.750000
14862000.00
2580998.89
Private Label Collateralized Mortgage Obligations
BX TRUST 2017-APPL C 20340717 FLT
2034-07-17
3.165380
100000.00
85103.44
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2018-B8 A-5 20520118 4.2
2052-01-18
4.231700
13675200.00
15539899.98
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019 LTV3
2050-03-25
4.583500
8539000.00
4933594.63
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C31 B 20480817 FLT
2048-08-17
4.770390
180000.00
195108.53
Private Label Collateralized Mortgage Obligations
JPMCC COML MTG SEC TR 2016-JP4 A-1 20491217 1.8
2049-12-17
1.891300
1322990.00
73930.03
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-ASH8 C 20350215 FLT
2035-02-15
3.065380
47000.00
46966.63
Private Label Collateralized Mortgage Obligations
HAWAII HOTEL TR 2019-MAUI E 20380517 FLT
2038-05-17
3.925040
5000000.00
5001322.03
Private Label Collateralized Mortgage Obligations
WELLS FARGO CM MTG 2013-BTC D 20350418 FLT
549300KFTBTHU5DFH733
2035-04-18
3.667820
2000000.00
2027259.49
Private Label Collateralized Mortgage Obligations
NEW ORLEANS HOTEL 2019-HNLA E 20320415 FLT
2032-04-15
4.454080
500000.00
502689.57
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2015-1 A-1 20520528 FLT
549300RCJSGOC0A85G53
2052-05-28
3.750000
500000.00
152277.84
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-500K F 20320715 FLT
2032-07-15
3.565380
9864000.00
9886939.09
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2003-9 III-A2 20340225 FLT
2034-02-25
4.428010
70513024.00
2858473.03
Private Label Collateralized Mortgage Obligations
CSMS COML MTG TR 2017-MDDR EFL-PC 20300715 FLT
2030-07-15
5.165380
1022750.00
1014186.27
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-67CB A-1 20360125 5.5
2036-01-25
5.500000
24255000.00
2615713.63
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2004-11AR 1-A-2A 20350125 FLT
2035-01-25
2.018000
25000000.00
596961.62
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2013-C10 A-3 20460717 FLT
549300P1YQ48837ZOI22
2046-07-17
4.102550
75000.00
75338.26
Private Label Collateralized Mortgage Obligations
Y
2020-02-27
2020-02-27
2020-03-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0238
288073903.68
288073903.68
0.0024
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 2.270000%
549300HN4UKV1E2R3U73
0001675365
ARP0L9F96
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MARGATE FUNDING 2004 LTD A1ST 20441206 FLT
2044-12-06
2.832500
805000000.00
58215110.79
Asset-Backed Securities
FNMA CONN AVE SECS 2018-C06 1B-1 20310325 FLT
2031-03-25
5.458000
1600000.00
1682498.31
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.008000
100000.00
100797.93
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.108000
6250000.00
6295609.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
5.708000
20215000.00
11919970.60
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.708000
19570387.00
12749244.12
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
3.908000
9925000.00
9989107.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.158000
3180000.00
2897765.54
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
7.458000
4060000.00
4754055.65
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R05 1B-1 20390725 FLT
2039-07-25
5.808000
10665043.00
11054971.19
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R05 1M-2 20390725 FLT
2039-07-25
3.708000
4145000.00
4159810.09
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 1M-2 20310325 FLT
2031-03-25
3.708000
1165000.00
1168589.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.558000
7219851.00
7479718.31
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
5.308000
4030000.00
4227279.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
5.808000
1000000.00
1064316.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
6.658000
3107000.00
3508358.46
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
6.972750
5111482.00
5863180.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.008000
2500000.00
2521713.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
5.458000
4750000.00
4933950.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.208000
1300000.00
1425418.51
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
4.258000
145000.00
146929.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
4.508000
648000.00
644387.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 1B-1 20300528 FLT
2030-05-28
5.708000
4000000.00
4288072.89
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
5.958000
9000000.00
9745857.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
3.958000
2358000.00
2382529.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
5.358000
6105000.00
6435868.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
7.208000
5988000.00
6930396.76
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
3.858000
5000000.00
5032398.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
6.558000
2900000.00
3273414.63
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-2 20490927 FLT
2049-09-27
9.322750
15107479.00
15997443.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
12.708000
1920000.00
2421553.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-1 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
6.058000
10500000.00
11260799.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
12.208000
5950000.00
7510997.04
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
12.958000
11125000.00
14440603.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HRP1 B-2 20490225 FLT
549300RWLR7W4OBRM426
2049-02-25
11.322700
3100000.00
3187841.86
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
14000000.00
14344560.22
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2019-3 M 20581025 FLT
2058-10-25
4.750000
9000000.00
9108391.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
549300BL200YC56BUV20
2048-09-25
5.608000
1000000.00
1070955.11
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
9.458000
7934000.00
8412300.31
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
5.958000
5000000.00
5392395.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
13.958000
1625000.00
2177871.94
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-1 B-IO 20560125 FLT
2056-01-25
1.366120
66328000.00
8773847.26
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 B-IO 20560825 FLT
2056-08-25
0.974867
66448000.00
7115163.17
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 B 20560725 0.0
2056-07-25
0.00
12801413.00
1345715.91
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 B-IO 20560725 FLT
2056-07-25
0.967759
65451855.00
7383197.51
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
9371000.00
9558845.86
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-2 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
13.458000
2750000.00
3254104.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-SP11 M-2 20470925 FLT
2047-09-25
3.980110
1346000.00
1337368.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 M-2 20480225 FLT
2048-02-25
3.738500
9040000.00
8718083.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI2 M-2 20480525 FLT
2048-05-25
3.814300
1100000.00
1071133.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.458590
3000000.00
3022751.39
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 M-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
4.058000
369000.00
371777.42
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.308000
10000000.00
10618027.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
5.608000
4205000.00
4466252.91
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1B-1 20391025 FLT
2039-10-25
5.108000
9490000.00
9457521.00
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1M-2 20391025 FLT
2039-10-25
3.808000
625000.00
627510.69
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R06 2E-D2 20390926 FLT
2039-09-26
2.708000
10000000.00
9942768.89
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA4 B-1 20491126 FLT
5493005LAQ76UDHPEE03
2049-11-26
4.715400
14000000.00
14018267.59
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA4 B-2 20491126 FLT
5493005LAQ76UDHPEE03
2049-11-26
8.365400
9750000.00
9772490.49
Private Label Collateralized Mortgage Obligations
JACKCON PK TR 2019-LIC F 20391014 FLT
2039-10-14
3.242400
33294114.00
28834429.58
Private Label Collateralized Mortgage Obligations
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
4.958000
10843941.00
11284442.37
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA3 B-1 20490726 FLT
549300KB1O80CETXGJ21
2049-07-26
4.958000
14400000.00
14692534.40
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2019-4 BXS 20590225 FLT
2059-02-25
8.393740
8510791.00
5266732.89
Private Label Collateralized Mortgage Obligations
Y
2020-01-03
2020-01-03
2020-01-06
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0226
401004852.10
401004852.10
0.0033
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.940000%
549300LCO2FLSSVFFR64
0000050916
ARP0LBZ65
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC REMIC SERIES K-F46 A 20280325 FLT
2028-03-25
2.004880
9350000.00
6821769.31
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-J20 A-1 20241025 3.2
2024-10-25
3.206000
20200000.00
15499759.73
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-L04 A-CR 20251125 FLT
2025-11-25
2.284880
4045642.00
4034101.99
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-100 A-2 20290925 2.6
2029-09-25
2.673000
21457220.00
22317032.26
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F19 A 20230625 FLT
2023-06-25
2.234880
4000000.00
792037.62
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-726 A-1 20230825 2.5
2023-08-25
2.596000
8652750.00
6414331.33
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-BF1 A 20240725 FLT
2024-07-25
2.174880
99998858.00
27001255.87
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F42 A 20241225 FLT
2024-12-25
2.034880
15950000.00
12205627.57
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F35 A 20240825 FLT
2024-08-25
2.134880
11620338.00
6047418.05
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F44 A 20250225 FLT
2025-02-25
1.974880
24050000.00
15051362.39
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2015-SB9 A-5 20351125 FLT
2035-11-25
2.523180
7175079.00
4549594.16
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB48 A-5H 20380125 FLT
2038-01-25
3.130000
3060799.00
2914206.83
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2018-SB52 A-5H 20380625 FLT
2038-06-25
3.090000
759.00
688.01
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2017-SB42 A-5H 20371025 FLT
2037-10-25
2.710000
19826066.00
18334533.10
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-X01 A 20230225 2.3
2023-02-25
2.364000
89634999.00
15551639.44
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F10 A 20220725 FLT
2022-07-25
2.164880
131540000.00
9689436.42
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F51 A 20250825 FLT
2025-08-25
2.184880
20000000.00
16697111.66
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2017-SB41 A-5H 20370925 FLT
2037-09-25
2.680000
2460058.00
1543626.03
Agency Collateralized Mortgage Obligation
FRESENIUS MED CARE US FIN III SR GLBL 144A 29
5299006ZHLMXOOUVTU44
2029-06-15
3.750000
2330774.00
2428765.57
Corporate Debt Securities
DOWDUPONT INC 4.205%23
5493004JF0SDFLM8GD76
2023-11-15
4.205000
4481476.00
4788480.76
Corporate Debt Securities
NGPL PIPECO LLC SR GLBL 144A 37
549300K3NT1HSQFEM073
2037-12-15
7.768000
35000.00
46004.26
Corporate Debt Securities
ANTHEM INC NT 3.3%23
8MYN82XMYQH89CTMTH67
2023-01-15
3.300000
6847000.00
7168557.94
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.500000
33023400.00
33596689.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
24473200.00
24955792.68
U.S. Treasuries (including strips)
Y
2020-01-03
2020-01-03
2020-01-14
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0185
250028962.50
250028962.50
0.0021
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.390000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LEDJ5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PROGRESS RES TR 2019-SFR3 F 20360918 3.8
2036-09-18
3.867000
2430000.00
2413181.16
Asset-Backed Securities
REGIONAL MGMT ISS TR 2018-2 D 20280118 7.4
54930056HUXF46SHBY72
2028-01-18
7.450000
1500000.00
1493962.83
Asset-Backed Securities
RAMP SERIES TRUST 2006-RZ1 M-5 20360325 FLT
2036-03-25
2.308000
4491074.00
4366093.90
Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
2037-07-17
4.112500
1200000.00
1199386.60
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR1 E 20370319 FLT
2037-03-19
3.762500
2000000.00
2002230.66
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR3 F 20370717 FLT
2037-07-17
4.012500
4000000.00
3997850.00
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR4 F 20380119 FLT
2038-01-19
3.962500
4500000.00
4485855.75
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD B 20360215 FLT
2036-02-15
3.665380
14600000.00
14112497.61
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
4.115380
3346562.00
3188896.85
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 H 20470311 3.0
2047-03-11
3.000000
3310911.00
3298283.29
Asset-Backed Securities
SKOPOS AUTO RECV TR 2019-1 D 20250415 5.2
2025-04-15
5.240000
500000.00
500092.89
Asset-Backed Securities
SYMPHONY CLO XVII 2016-17R E-R 20280417 FLT
549300X84MR2MGY6OR68
2028-04-17
7.550880
909304.00
889143.46
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B4 20561025 FLT
2056-10-25
3.796930
1059000.00
1019729.28
Asset-Backed Securities
WESTCOTT PARK CLO R LTD E-R 20280720 FLT
549300SXZQ1LGMMQ5793
2028-07-20
8.365880
2516720.00
2450386.90
Asset-Backed Securities
TCI-SYMPHONY CLO 2017-1 INC NT 20300715 FLT
2030-07-15
0.00
5000000.00
4934910.00
Asset-Backed Securities
NEWSTAR COML LN FDG 2017 1 LLC
549300HA6DDD2ONJSM48
2027-03-20
9.905880
4789830.00
4596615.12
Asset-Backed Securities
PFP LTD 2019-5 A-S 20360416 FLT
2036-04-16
3.182500
25100000.00
25124157.01
Asset-Backed Securities
PFP LTD 2019-5 B 20360416 FLT
2036-04-16
3.412500
10000000.00
10010327.08
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD B 20370915 FLT
2037-09-15
3.862000
33000000.00
32522354.33
Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
6.303250
2737000.00
2672583.40
Asset-Backed Securities
COLONY AMER FIN 2016-1 F 20480617 4.0
2048-06-17
4.000000
11283000.00
11263357.55
Asset-Backed Securities
EXANTAS CAPITAL CORP 2019-RSO7 B 20360417 FLT
2036-04-17
3.462500
3000000.00
2991800.96
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 F 20470311 3.0
2047-03-11
3.000000
6923000.00
6905147.89
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 G 20470311 3.0
2047-03-11
3.000000
3010000.00
3002238.21
Asset-Backed Securities
AREIT TR 2018-CRE2 C 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
3.662500
4587000.00
4584771.67
Asset-Backed Securities
BDS LTD 2019-FL4 A-S 20360815 FLT
2036-08-15
3.165380
15000000.00
14995757.99
Asset-Backed Securities
BDS 2018-FL1 LTD D 20350118 FLT
2035-01-18
4.512500
15000000.00
14350155.27
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 C 20290515 FLT
2029-05-15
3.765380
10000000.00
9977143.14
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 D 20290515 FLT
2029-05-15
4.165380
24300000.00
23252715.44
Asset-Backed Securities
B2R MTG TRUST 2015-2 G 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.945460
3762000.00
3743758.99
Asset-Backed Securities
GPMT LTD 2018-FL1 C 20351115 FLT
2035-11-21
3.871630
5000000.00
5003751.81
Asset-Backed Securities
AREIT TRUST 2019-CRE3 B 20360916 FLT
2036-09-16
3.312500
6071000.00
6077266.20
Asset-Backed Securities
AXIS EQUIP FIN RECV 2016-1 D 20220320 4.6
2022-03-20
4.670000
1500000.00
1487822.01
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-4 M-1 20351225 FLT
2035-12-25
2.108000
2945611.00
2870692.98
Asset-Backed Securities
AREIT TR 2018-CRE2 A-S 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
2.962500
4500000.00
4496852.97
Asset-Backed Securities
AREIT TR 2018-CRE2 B 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
3.162500
22000000.00
21985956.80
Asset-Backed Securities
AREIT TR 2018-CRE1 C 20350216 FLT
2035-02-16
3.862500
6992000.00
6999482.90
Asset-Backed Securities
AREIT TRUST 2019-CRE3 A-S 20360916 FLT
2036-09-16
3.062500
14000000.00
13995600.69
Asset-Backed Securities
FLAGSHIP CREDIT AUTO TRUST E 20261215 3.8
2026-12-15
3.840000
1992297.00
1987193.40
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2019-3 D 20260515 3.8
2026-05-15
3.840000
5998689.00
5996065.57
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD C 20370915 FLT
2037-09-15
4.262000
26000000.00
26010593.56
Asset-Backed Securities
CLNC 2019-FL1 B 20350817 FLT
2035-08-17
3.927000
24390000.00
24411898.15
Asset-Backed Securities
AREIT TRUST 2019-CRE3 C 20360916 FLT
2036-09-16
3.662500
2796033.00
2799217.95
Asset-Backed Securities
Y
2020-03-03
2020-03-03
2020-04-20
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0239
296000633.44
296000633.44
0.0024
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.190000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LET66
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DRIVE AUTO RECV TR 2016-C D 20240315 4.1
2024-03-15
4.180000
225000.00
228136.77
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2018-1 B 20230315 3.5
549300L40MNGIY25DE37
2023-03-15
3.540000
350000.00
356038.08
Asset-Backed Securities
PROGRESS RES TR 2019-SFR1 A 20360319 3.4
2036-03-19
3.422000
1090000.00
1115740.96
Asset-Backed Securities
SANTANDER RETAIL AUTO 2019-A A-3 20220620 2.7
2022-06-20
2.770000
4895000.00
4957335.38
Asset-Backed Securities
SYNCHRONY CARD ISS TR 2018-1 A 20240915 3.3
2024-09-15
3.380000
1210000.00
1241212.49
Asset-Backed Securities
HYUNDAI AUTO LEASE TR 2018-B A-4 20220615 3.2
2022-06-15
3.200000
100000.00
101348.44
Asset-Backed Securities
NISSAN AUTO REC TR 2019-A A-3 20231016 2.9
2023-10-16
2.900000
2240000.00
2278377.42
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2016-1 D 20211115 5.1
2021-11-15
5.150000
5680000.00
5794274.66
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2018-3 B 20241216 3.5
2024-12-16
3.590000
185000.00
188489.86
Asset-Backed Securities
FORD CREDIT AUTO OWN TR 2019-A A-3 20230915 2.7
2023-09-15
2.780000
1514000.00
1536807.06
Asset-Backed Securities
VERIZON OWNER TR 2018-A A-1A 20230420 3.2
549300DBBHVB9QKK8Q94
2023-04-20
3.230000
1300000.00
1323466.95
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2017-1 E 20240815 5.0
549300CLH5NTWN3BHD63
2024-08-15
5.050000
11680000.00
11918037.10
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-3 C 20261016 3.6
5493000EWZKZ6H2PNY04
2026-10-16
3.610000
10521000.00
10699834.79
Asset-Backed Securities
WORLD OMNI AUTO RECV TR 2019-A A-3 20240515 3.0
2024-05-15
3.040000
6300000.00
6418876.10
Asset-Backed Securities
TOWD PT MTG TR 2016-5 M1 20561025 FLT
2056-10-25
3.375000
1547000.00
1577598.11
Asset-Backed Securities
TOWD PT MTG TR 2016-5 M2 20561025 FLT
2056-10-25
3.375000
1357000.00
1375289.65
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR2 B 20360118 3.2
2036-01-18
3.275000
2750000.00
2775548.11
Asset-Backed Securities
UNITED AUTO CR SEC TR 2018-1 E 20230810 4.8
2023-08-10
4.840000
14140000.00
14407733.04
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-1 C 20250414 3.5
2025-04-14
3.500000
2125000.00
2161494.28
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2016-4 E 20240212 5.8
2024-02-12
5.840000
4250000.00
4337600.06
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2018-2 D 20240710 4.0
5493007QHGZZPPA34T64
2024-07-10
4.070000
8000000.00
8193400.44
Asset-Backed Securities
TOWD PT MTG TR 2016-3 A2 20560425 FLT
2056-04-25
3.000000
2925000.00
2952554.47
Asset-Backed Securities
AMERICAN EXPRESS CR ACC 2019-2 B 20241115 2.8
549300Y4SA5G3GIJTP18
2024-11-15
2.860000
9576000.00
9768881.92
Asset-Backed Securities
AMERICREDIT AUTO RECV 2017-4 D 20231218 3.0
2023-12-18
3.080000
2140000.00
2179412.62
Asset-Backed Securities
DRIVE AUTO REC TR 2018-5 B 20230717 3.6
2023-07-17
3.680000
5510000.00
5588314.24
Asset-Backed Securities
DRIVE AUTO RECV TR 2019-1 B 20230615 3.4
2023-06-15
3.410000
5050000.00
5102959.91
Asset-Backed Securities
CONSUMERS SEC FDG LLC 2014A A-2 20251101 2.9
2025-11-01
2.962000
500000.00
505998.68
Asset-Backed Securities
CREDIT ACCEPT AUTO TR 2018-1 B 20270415 3.6
549300J9CNONESCISQ91
2027-04-15
3.600000
9325000.00
9531968.38
Asset-Backed Securities
ASCENTIUM EQUIP RECV 2017-1 D 20240110 3.8
2024-01-10
3.800000
210000.00
213731.40
Asset-Backed Securities
ASCENTIUM EQUIP RECV 2019-1 D 20250512 3.4
2025-05-12
3.470000
4813000.00
4930506.45
Asset-Backed Securities
BCC FDG XIV 2018-1 B 20230821 3.3
549300UOGJDZQ0HU5P22
2023-08-21
3.390000
750000.00
763513.88
Asset-Backed Securities
BRITISH AIRWAYS 2018-1 A 20330320 4.1
2033-03-20
4.125000
4380000.00
4429900.53
Asset-Backed Securities
CCG RECV TR 2018-1 C 20250616 3.4
2025-06-16
3.420000
1550000.00
1572189.80
Asset-Backed Securities
EXETER AUTO RECV TR 2018-1 D 20231115 3.5
2023-11-15
3.530000
6485000.00
6601118.97
Asset-Backed Securities
EXETER AUTO RECV TR 2017-3 C 20230717 3.6
2023-07-17
3.680000
2015000.00
2051967.41
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2016-1 D 20220418 4.7
2022-04-18
4.700000
650000.00
661891.61
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2015-2 E 20221115 5.5
5493007KMCTYB1D1L534
2022-11-15
5.590000
3500000.00
3544281.61
Asset-Backed Securities
AMERICAN CR ACCEP RECEIVABLES TR 2018-3
2024-10-15
4.140000
2273000.00
2326131.38
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-2 C 20250612 3.1
2025-06-12
3.170000
5000000.00
5064179.72
Asset-Backed Securities
TOWD PT MTG TR 2016-5 A2 20561025 FLT
2056-10-25
3.250000
1764000.00
1783363.04
Asset-Backed Securities
SBA TOWER TRUST 2017-1 20171C 20470415 3.1
2047-04-15
3.168000
2889000.00
2924081.13
Asset-Backed Securities
SYNCHRONY CC MSTR NT 2017-2 A 20251015 2.6
549300G1V1M796QIYC04
2025-10-15
2.620000
54753000.00
55760120.60
Asset-Backed Securities
HYUNDAI AUTO RECV TR 2018-A A-3 20220715 2.7
2022-07-15
2.790000
386000.00
389502.56
Asset-Backed Securities
NEXTGEAR FLRPLN OWN TR 2019-1 A-2 20240215 3.2
2024-02-15
3.210000
812000.00
830436.73
Asset-Backed Securities
ONEMAIN DIRECT AUTO RCV 2018-1 A 20241216 3.4
2024-12-16
3.430000
263000.00
267243.81
Asset-Backed Securities
VERIZON OWNER TR 2019-B A-1A 20231220 2.3
549300P0XXSIS1ESEJ26
2023-12-20
2.330000
26330942.00
26555347.45
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-1 D 20230515 3.4
2023-05-15
3.410000
5405000.00
5474060.29
Asset-Backed Securities
TRICON AMER HOMES TR 2019-SFR1 A 20380318 2.7
2038-03-18
2.750000
200000.00
201734.18
Asset-Backed Securities
TRILLIUM CC TR II 2019-2 A 20240126 3.0
549300P7QN1SDIOQVL28
2024-01-26
3.038000
20300000.00
20531890.28
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-1 B 20230412 3.3
2023-04-12
3.320000
3999999.00
4042038.10
Asset-Backed Securities
WORLD OMNI AUTO TR 2018-C A-3 20231115 3.1
2023-11-15
3.130000
2840000.00
2890146.51
Asset-Backed Securities
CAPITAL ONE CC TR 2019-1 A 20241216 2.8
R42WS16M9R97TJJKGU15
2024-12-16
2.840000
19790000.00
20236946.16
Asset-Backed Securities
CARMAX AUTO OWNER TR 2018-4 A-3 20230915 3.3
2023-09-15
3.360000
510000.00
521147.41
Asset-Backed Securities
CROWN CASTLE TOWERS 2015-1-2 C-2022 20420515 3.2
2042-05-15
3.222000
1000000.00
1012960.00
Asset-Backed Securities
DLL 2018-2 LLC A-3 20220120 3.4
2022-01-20
3.460000
5000000.00
5056830.00
Asset-Backed Securities
CCG RECV TRUST 2019-1 A-2 20260914 2.8
2026-09-14
2.800000
6199000.00
6253846.69
Asset-Backed Securities
GLS AUTO RECV TR 2019-1 B 20241216 3.6
2024-12-16
3.650000
1250000.00
1272628.06
Asset-Backed Securities
GREATAMER LEASE RECV 2019-1 A-3 20220915 3.0
2022-09-15
3.050000
5370000.00
5454685.50
Asset-Backed Securities
HPS LOAN MANAGEMENT LTD 19-14 A-1 20300725 FLT
2030-07-25
3.541710
2000000.00
2029338.06
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2015-2 D 20211215 4.2
5493007KMCTYB1D1L534
2021-12-15
4.220000
200000.00
201772.82
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-2 B 20230512 3.0
2023-05-12
3.050000
2250000.00
2269706.12
Asset-Backed Securities
AMERICAN EXPRESS CR ACC 2019-2 A 20241115 2.6
549300Y4SA5G3GIJTP18
2024-11-15
2.670000
9000000.00
9178590.00
Asset-Backed Securities
FIRST INVESTORS AUTO TR 2018-2 A-2 20230615 3.5
5493005MRGG10NHC4413
2023-06-15
3.560000
320000.00
325249.74
Asset-Backed Securities
DT AUTO OWNER TRUST 2017-4 D 20230717 3.4
54930028PUXRRYF5WB25
2023-07-17
3.470000
3000000.00
3029014.33
Asset-Backed Securities
DELL EQUIP FIN TR 2019-1 A-3 20240322 2.8
549300CHGEQ6XHCQGX20
2024-03-22
2.830000
11330000.00
11475718.28
Asset-Backed Securities
DISCOVER CARD EXE TR 2019-1 A 20240715 3.0
549300CKCX1QE4RUW216
2024-07-15
3.040000
5321243.00
5462805.21
Asset-Backed Securities
GM FINL CON AUTO REC TR 2018-1 B 20230717 2.5
2023-07-17
2.570000
243000.00
245219.58
Asset-Backed Securities
Y
2020-03-03
2020-03-03
2020-04-21
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0232
297845928.04
297845928.04
0.0025
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.980000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0LF6O9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EXETER AUTO RECV TR 2019-2 D 20250317 0.0
2025-03-17
3.710000
10593181.00
10883304.69
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
19000000.00
19607878.72
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
33650000.00
33485451.50
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
49900000.00
49890020.00
Asset-Backed Securities
JIMMY JOHNS FDG 2017-1 A-2-II 20470730 4.8
2047-07-30
4.846000
34211000.00
35004755.53
Asset-Backed Securities
RBSSP RESEC TR 2010-1 2-A2 20450726 FLT
2045-07-26
4.219880
20149996.00
22470603.67
Asset-Backed Securities
HARDEES FUND LLC 2018-1 A2-III 20480620 5.7
2048-06-20
5.710000
20000000.00
21543076.50
Asset-Backed Securities
FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS
2048-10-30
5.184000
20000000.00
20787346.80
Asset-Backed Securities
UBS AG LONDON BRH FR 4.5%062648
BFM8T61CT2L1QCEMIK50
2048-06-26
4.500000
3572.00
4625.44
Corporate Debt Securities
ABBVIE INC 4.875%48
FR5LCKFTG8054YNNRU85
2048-11-14
4.875000
3.00
3.47
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 23
6SHGI4ZSSLCXXQSBB395
2023-09-01
3.567630
807000.00
830945.12
Corporate Debt Securities
FS KKR CAPITAL CORP SR GLBL NT 25
549300TYRSI1T21B1360
2025-02-01
4.125000
3473943.00
3467138.41
Corporate Debt Securities
AMAZON COM INC SR GLBL NT5.2%25
ZXTILKJKG63JELOEG630
2025-12-03
5.200000
2.00
2.39
Corporate Debt Securities
BYVW OPP MST FD IVB 2016-SPL2 B3 20530630 FLT
2053-06-30
5.500000
255547.00
276278.19
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A II 2007-1 I-A-1 20470925 FLT
2047-09-25
3.924710
6.00
1.29
Private Label Collateralized Mortgage Obligations
BRAVO RESI FDG TR 2019-1 A-3 20580325 FLT
2058-03-25
3.500000
1.00
1.01
Private Label Collateralized Mortgage Obligations
RESIDENTIAL MTG LN TR 2019-3 B-1 20590925 FLT
2059-09-25
3.810000
965.00
961.69
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR2 B-1 20450125 FLT
2045-01-25
2.238000
199537.00
73665.51
Private Label Collateralized Mortgage Obligations
IMPAC SECD ASSETS TR 2007-2 1-A1-A 20370525 FLT
2037-05-25
1.818000
2.00
0.12
Private Label Collateralized Mortgage Obligations
OBX TR 2019-EXP2 B1-A 20590625 FLT
2059-06-25
5.004830
2311.00
2315.23
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1B-1 20391025 FLT
2039-10-25
5.108000
7200000.00
7175358.40
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1M-2 20391025 FLT
2039-10-25
3.808000
7185257.00
7214120.98
Private Label Collateralized Mortgage Obligations
CWMBS INC 2005-1 1-A-1 20350325 FLT
2035-03-25
2.348000
17324252.00
991877.90
Private Label Collateralized Mortgage Obligations
CHEVY CHASE FDG 2005-A B-1 20360125 FLT
549300VJ603C97L1MC67
2036-01-25
2.128000
13.00
1.17
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2018-RP1 M-1 20640925 FLT
549300R1KUK063S4I339
2064-09-25
3.000000
763373.00
774286.43
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2018-RP1 M-2 20640925 FLT
549300R1KUK063S4I339
2064-09-25
3.000000
1.00
0.98
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-3 20660125 FLT
2066-01-25
4.000000
2776437.00
2133783.77
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A SECS 2007-AR3 I-A-1 20370525 FLT
2037-05-25
1.848000
1.00
0.08
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A SECS 2007-AR3 I-A-2 20370525 FLT
2037-05-25
1.918000
53.00
4.41
Private Label Collateralized Mortgage Obligations
BRAVO RESI FDG TR 2019-1 M-1 20580325 FLT
2058-03-25
3.500000
167722.00
166884.10
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
5.858000
8061.00
8551.41
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.108000
11311007.00
11393548.45
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.958000
74174.00
80661.86
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR1 1A-1B 20460125 FLT
2046-01-25
3.396440
9357.00
1179.63
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
8446000.00
890914.38
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR8 B-1 20450725 FLT
2045-07-25
2.713000
2.00
0.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
6.508000
381.00
411.14
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.508000
264193.00
281926.16
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.431260
1.00
0.57
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.307940
2177764.00
1271197.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
4.508000
6988944.00
6949977.42
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
5.258000
2697322.00
2820352.85
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
3.958000
3192349.00
3225558.30
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.208000
250000.00
271295.44
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.308000
930.00
987.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-3 20240925 FLT
2024-09-25
5.458000
1412014.00
1525210.14
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.158000
13000.00
11846.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.958000
308105.00
329766.63
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
5.358000
5000000.00
5270981.67
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.558000
423210.00
438442.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2C 20300125 FLT
2030-01-25
3.908000
876516.00
881695.53
Private Label Collateralized Mortgage Obligations
DEEPHAVEN RES MTG TR 2018-3 M-1 20580825 FLT
2058-08-25
4.357000
455908.00
462631.17
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
88318.00
90711.99
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.008000
1475.00
1488.77
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 01/43
2043-01-16
4.778650
3623428.00
2807246.23
Private Label Collateralized Mortgage Obligations
Y
2020-01-03
2020-01-03
2020-01-23
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0188
239037171.67
239037171.67
0.0020
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.390000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LFJX5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BC ASI CAPITAL 11 INC DUE 1 1 2059
2035-09-17
4.815380
28223000.00
24695989.97
Asset-Backed Securities
BELLEMEADE RE LTD 2019-1 M-1A 20290325 FLT
254900K56RF3Z7VQ3U81
2029-03-25
3.008000
205000.00
86299.81
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-1A 20281025 FLT
2549009SOTYJD2MZFC61
2028-10-25
2.908000
216000.00
92019.86
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT
2037-10-25
2.958000
6513582.00
1078809.85
Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 F 20520407 FLT
2052-04-07
3.143130
5000000.00
1089626.01
Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 G 20520407 FLT
2052-04-07
3.243130
10000000.00
2431269.69
Asset-Backed Securities
CBRE REALTY FIN CDO 2007-1 H 20520407 FLT
2052-04-07
3.593130
5000000.00
1282300.45
Asset-Backed Securities
C-BASS TRUST 2006-CB2 AF-4 20361225 FLT
2036-12-25
3.380510
6248000.00
1623681.50
Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
549300O8WGQU5B6HEB94
2026-05-24
0.00
12500000.00
4937500.00
Asset-Backed Securities
ASSURANT CLO 2018-2 SUB 20310421 FLT
6354003JXBM4LA5YCP98
2031-04-21
0.00
5000000.00
4348915.00
Asset-Backed Securities
ATLAS SENIOR LOAN FUND 2014-5 SUB 20260716 FLT
5493004PDQETMPM6YK04
2026-07-16
0.00
5000000.00
1725000.00
Asset-Backed Securities
AVANT LOANS FDG TR 2018-B A 20220118 3.4
2022-01-18
3.420000
10150000.00
2304009.88
Asset-Backed Securities
AASET TR 2018-1 C 20380116 6.4
2038-01-16
6.413000
7318770.00
4228923.11
Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
2030-11-04
0.00
2750000.00
1746250.00
Asset-Backed Securities
AMERIQUEST MTG SECS 2002-D M-1 20330225 FLT
2033-02-25
3.761000
854999.00
808432.24
Asset-Backed Securities
ARES CLO LTD 2017-45 SUB 20301004 FLT
549300VFCO6SQG8OL714
2030-10-04
0.00
7000000.00
4165000.00
Asset-Backed Securities
ARES XL CLO 2016-40 LTD SUB NT 20271015 FLT
2027-10-15
0.00
3402000.00
2538364.88
Asset-Backed Securities
ARES CLO LTD 2017-43 SUB 20291015 FLT
549300ECLIGB6OZRBA51
2029-10-15
0.00
3320000.00
1676600.00
Asset-Backed Securities
TRYON PK CLO LTD
2025-07-15
0.00
17832000.00
6832277.30
Asset-Backed Securities
WHITEHORSE IV LTD
2020-01-17
0.00
1000000.00
191925.00
Asset-Backed Securities
YORK CLO 2 LTD
5493009C48K5WG4EX118
2027-10-22
0.00
3000000.00
2502564.00
Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
0.00
3650000.00
675250.00
Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
3000000.00
1421007.00
Asset-Backed Securities
ICG US CLO 2014 3 LTD
635400HSQQQ24A9NAK80
2027-01-25
0.00
2500000.00
1412500.00
Asset-Backed Securities
ICG US CLO 2018 1 LTD
2031-04-21
0.00
3500000.00
3232456.50
Asset-Backed Securities
MAGNETITE XIX LTD 2017-19 SUB NT 20300717 FLT
2030-07-17
0.00
3000000.00
2103333.00
Asset-Backed Securities
VENTURE XXV CLO 2016-25 SUB 20290420 FLT
549300A6M3BR8FZNXO79
2029-04-20
0.00
4000000.00
2540000.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
8675000.00
5248375.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
364227.00
282321.45
Asset-Backed Securities
WAVE 2017-1 LLC C 20421115 6.6
2042-11-15
6.656000
46409.00
32442.08
Asset-Backed Securities
WELLFLEET CLO 2017-1 D 20290420 FLT
2549003PA4N7YYXOW035
2029-04-20
8.015880
575274.00
502446.54
Asset-Backed Securities
WESTGATE RESORTS LLC 2016-1 A 20281220 3.5
549300K8T4A858DBUE44
2028-12-20
3.500000
20500000.00
5490265.30
Asset-Backed Securities
TRALEE CLO IV LTD / TRALEE CLOIV LLC
549300TO44EYB43F5661
2030-01-20
8.065880
365076.00
275116.91
Asset-Backed Securities
TRINITAS CLO VII LTD
549300F3XEPDOX3FOP69
2031-01-25
0.00
3500000.00
1872500.00
Asset-Backed Securities
UPLAND CLO LTD 2016 SUB 20280420 FLT
54930052JF7HYEE5CO91
2028-04-20
0.00
5000000.00
3075000.00
Asset-Backed Securities
VENTURE XVIII CLO LTD
549300MWRVTJN0X3KI79
2026-10-15
0.00
7500000.00
3637500.00
Asset-Backed Securities
VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT
549300C7PSULF5Z6ZE61
2024-02-28
0.00
8500000.00
4037500.00
Asset-Backed Securities
RCO V MTG LLC 2018-2 A-1 20231025 FLT
2023-10-25
4.458400
15000000.00
9648487.66
Asset-Backed Securities
SHACKLETON CLO LTD 2017-X SUB 20290420 FLT
549300IM8C0HSUTXDD32
2029-04-20
0.00
5000000.00
2075000.00
Asset-Backed Securities
TLF NATL TAX LIEN TR 2017-1 A 20291215 3.0
2029-12-15
3.090000
100000.00
30978.89
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 C-1 20350705 FLT
549300UVUFF52P87TF20
2035-07-05
3.843130
2000000.00
1225561.68
Asset-Backed Securities
TELOS CLO LTD 2013-3 SUB NT 20240117 FLT
25490083G97ZZN6SR263
2024-01-17
0.00
1693000.00
313205.00
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B5 20561025 FLT
2056-10-25
3.796930
1059000.00
843295.65
Asset-Backed Securities
MFA TRUST 2017-RPL1 B-2 20570226 FLT
2057-02-26
4.429500
3373894.00
2587696.30
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
4.115380
8558954.00
8155719.64
Asset-Backed Securities
NORTHWOODS CAP XI B LTD
5493005SOJ8F7B634862
2031-04-19
0.00
3000000.00
1980000.00
Asset-Backed Securities
OCEAN TRAILS CLO 2013-4 SUB 20250813 FLT
549300TXL5AHG4X9CX68
2025-08-13
0.00
8000000.00
3160000.00
Asset-Backed Securities
OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT
2029-07-16
0.00
2000000.00
1210000.00
Asset-Backed Securities
ORION LTD 2006-1 C 144A 20460910 FLT
549300MLMUOPMGCXUV63
2046-09-10
3.359000
12000000.00
4027170.58
Asset-Backed Securities
ELEVATION CLO LTD 2018-9 SUB 20310715 FLT
549300BOE42FYBAXFR86
2031-07-15
0.00
3000000.00
2231841.00
Asset-Backed Securities
HIGHBRIDGE LN MGMT 3 2014 LTD
2029-07-18
0.00
2735909.00
1162761.32
Asset-Backed Securities
HUNT CRE 2018-FL2 LTD D 20280817 FLT
2028-08-17
4.515380
5475000.00
5114372.60
Asset-Backed Securities
JER CRE CDO 2006-2 H-FL 20450325 FLT
549300HX6FUK9WBH2U64
2045-03-25
4.208000
3000000.00
888916.67
Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
549300HV40B88JRNJD93
2024-08-26
0.00
7875000.00
2086875.00
Asset-Backed Securities
MFA TRUST 2017-RPL1 B-1 20570226 FLT
2057-02-26
4.429500
4794181.00
4506809.02
Asset-Backed Securities
CWCAPITAL COBALT II 2006-2 H 20500426 FLT
2050-04-26
3.835630
2000000.00
406445.71
Asset-Backed Securities
CWCAPITAL COBALT II 2006-2 K 20500426 FLT
2050-04-26
5.435630
4000000.00
1178537.17
Asset-Backed Securities
CARLYLE GL MKT STS CLO 2013-3 SUB 20250715 FLT
6354006XBJTNRUJOLM20
2025-07-15
0.00
1371000.00
527835.00
Asset-Backed Securities
CATAMARAN CLO 2014-1 LTD
549300C8Q7ISEHHDRH76
2030-04-22
8.733250
5073304.00
4301088.44
Asset-Backed Securities
CEDAR FUNDING CLO LTD 2013-2 SUB 20300610 FLT
254900Q56WTD2BRLBE32
2030-06-10
0.00
10000000.00
4550000.00
Asset-Backed Securities
CSMC TRUST 2017-RPL3 A-1 20570825 FLT
2057-08-25
4.000000
14908000.00
10632435.97
Asset-Backed Securities
VOLT LXXII LLC 2018-NPL8 A-1A 20481026 FLT
2048-10-26
4.212900
1755000.00
1299448.62
Asset-Backed Securities
Y
2020-03-03
2020-03-03
2020-04-24
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0239
154999460.60
154999460.60
0.0013
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.190000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LFXH4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
549300YG8OJES76WL398
2047-02-25
12.208000
9000000.00
9963337.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
5.958000
18925000.00
20493371.53
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
5.258000
8610000.00
9002721.23
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
6.972750
3311000.00
3797918.14
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-2 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
13.458000
300000.00
354993.26
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
5.408000
5520000.00
5792974.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
5.958000
6583581.00
7100253.85
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
7.458000
4040000.00
4730636.65
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2 20290925 FLT
2029-09-25
5.358000
1497000.00
1578131.91
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1B-1 20291025 FLT
2029-10-25
6.558000
13883000.00
15670625.98
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
4.258000
15500000.00
15706213.72
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.158000
6015358.00
6562197.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.158000
4025000.00
4366542.27
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.058000
27743000.00
30000700.68
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.958000
2491000.00
2708883.06
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
4.708000
7000000.00
5661254.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.708000
35000000.00
32240603.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
5.958000
4228735.00
4481321.57
Private Label Collateralized Mortgage Obligations
Y
2020-03-03
2020-03-03
2020-04-27
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0232
154919426.35
154919426.35
0.0013
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.590000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0LJSS8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL068DV R18F068
2029-11-25
4.000000
803805.00
753385.37
Agency Collateralized Mortgage Obligation
FNRM CL006BP R19F006
2047-12-25
4.000000
9538340.00
7533095.21
Agency Collateralized Mortgage Obligation
FNRM CL006BG R19F006
2049-03-25
4.000000
584310.00
625695.57
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-04-15
3.500000
12758112.00
12912846.14
Agency Collateralized Mortgage Obligation
FNRM CL037PE R18F037
2042-12-25
3.500000
1248589.00
1096682.47
Agency Collateralized Mortgage Obligation
GNRA 2019-078 FG
549300M8ZYFG0OCMTT87
2049-06-20
2.123630
13581860.00
12847111.54
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-11-15
3.500000
22940000.00
10236351.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-08-15
3.000000
1449040.00
1191954.16
Agency Collateralized Mortgage Obligation
3.00 FHLB 27 VN
2549001DPIFGXC1TOL40
2027-03-12
3.000000
60000.00
64825.36
Agency Debentures and Agency Strips
06.000 FGPC A44503 G
2036-04-01
6.000000
5900000.00
134394.30
Agency Mortgage-Backed Securities
05.500 FGPC A45439 G
2035-06-01
5.500000
2019206.00
32877.25
Agency Mortgage-Backed Securities
05.500 FGPC A90668 G
2040-01-01
5.500000
121502.00
42206.76
Agency Mortgage-Backed Securities
04.500 FGPC A92097 G
2040-05-01
4.500000
1850000.00
280876.67
Agency Mortgage-Backed Securities
03.000 FGPC J17192 G
2026-11-01
3.000000
3092150.00
596341.17
Agency Mortgage-Backed Securities
05.000 FGPC A46678 G
2035-08-01
5.000000
1682111.00
31329.99
Agency Mortgage-Backed Securities
06.500 FGPC A46653 G
2035-08-01
6.500000
704903.00
46660.35
Agency Mortgage-Backed Securities
05.500 FGPC A71746 G
2038-01-01
5.500000
1721869.00
89963.92
Agency Mortgage-Backed Securities
FMAR 847486 G
2033-02-01
4.470000
3942810.00
167940.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3849
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
48808.00
52291.10
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0690
B1V7KEBTPIMZEU4LTD58
2036-12-01
6.500000
4150000.00
438479.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO6563
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1095578.00
1191054.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4441
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
222582448.00
225856969.97
Agency Mortgage-Backed Securities
FNMS 06.000 CL891600
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
2371.00
13.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO1921
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
868890.00
930851.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3527
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
3160892.00
3263638.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO5865
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1744935.00
1875495.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO5866
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1123682.00
1204423.22
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5218
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
1229000.00
1129916.45
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5651
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
16747.00
14196.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4014
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1077926.00
726899.97
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN6118
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
196000.00
192782.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1751
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
463085.00
380732.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5229
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2909151.00
2524299.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH1766
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
30309.00
28043.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH2596
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
3396518.00
2039682.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLBH2708
B1V7KEBTPIMZEU4LTD58
2047-04-01
5.000000
1203004.00
861895.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ7727
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.497000
37255188.00
30265401.52
Agency Mortgage-Backed Securities
FNMS 06.000 CL555436
B1V7KEBTPIMZEU4LTD58
2033-05-01
6.000000
3475.00
36.22
Agency Mortgage-Backed Securities
04.500 FGPC Q59370 G
2048-11-01
4.500000
2393653.00
2360756.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0799
2049-06-01
3.000000
2600778.00
2630029.92
Agency Mortgage-Backed Securities
03.500 FGPC G61036 G
2047-05-01
3.500000
12153344.00
10110314.08
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA1369
2049-05-25
3.500000
28018084.00
28853659.28
Agency Mortgage-Backed Securities
FNMA MBS GNM-BK MGA 30 6.500 20231215
B1V7KEBTPIMZEU4LTD58
2023-12-15
6.500000
184.00
0.73
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0110
2034-11-01
3.000000
47516680.00
48776030.41
Agency Mortgage-Backed Securities
04.000 FGPC Q46751 G
2047-03-01
4.000000
11023111.00
8838051.95
Agency Mortgage-Backed Securities
04.500 FGPC Q49641 G
2047-06-01
4.500000
8184585.00
6396621.72
Agency Mortgage-Backed Securities
04.500 FGPC Q57412 G
2048-07-01
4.500000
3285797.00
3342187.67
Agency Mortgage-Backed Securities
04.500 FGPC Q57850 G
2048-08-01
4.500000
7441306.00
7342632.16
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN3017
2049-02-01
4.500000
2652793.00
2804732.31
Agency Mortgage-Backed Securities
06.500 FGPC A19701 G
2034-03-01
6.500000
874000.00
45922.42
Agency Mortgage-Backed Securities
05.000 FGPC B32472 G
2048-12-01
5.000000
158976.00
169321.76
Agency Mortgage-Backed Securities
05.500 FGPC A97092 G
2041-02-01
5.500000
750000.00
113198.35
Agency Mortgage-Backed Securities
05.000 FGPC A96616 G
2041-02-01
5.000000
1363875.00
149506.00
Agency Mortgage-Backed Securities
03.500 FGPC E02896 G
2026-05-01
3.500000
1315237.00
161337.86
Agency Mortgage-Backed Securities
03.500 FGPC E02954 G
2026-08-01
3.500000
297263.00
29887.23
Agency Mortgage-Backed Securities
05.000 FGPC A92988 G
2040-07-01
5.000000
599395.00
56537.61
Agency Mortgage-Backed Securities
04.500 FGPC A93121 G
2040-07-01
4.500000
2844244.00
784669.87
Agency Mortgage-Backed Securities
05.500 FGPC A95848 G
2040-12-01
5.500000
1358631.00
74636.07
Agency Mortgage-Backed Securities
06.500 FGPC A81562 G
2038-09-01
6.500000
24501203.00
2032440.44
Agency Mortgage-Backed Securities
06.500 FGPC C00290 G
2024-01-01
6.500000
54388660.00
151720.04
Agency Mortgage-Backed Securities
06.500 FGPC C01385 G
2032-08-01
6.500000
4998510.00
42328.14
Agency Mortgage-Backed Securities
07.500 FGPC L10079 G
2027-11-01
7.500000
1004258.00
34233.94
Agency Mortgage-Backed Securities
GNPL PN AQ9261
549300M8ZYFG0OCMTT87
2058-10-15
3.250000
26374206.00
27915685.89
Agency Mortgage-Backed Securities
GNPL PN AY2859
549300M8ZYFG0OCMTT87
2058-07-15
3.130000
233185.00
243688.69
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN3075
2049-02-01
4.500000
3813880.00
3860992.45
Agency Mortgage-Backed Securities
FEPC 05.000 CLZA4906
2047-04-01
5.000000
8024263.00
6028065.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0539
2048-03-01
4.000000
37426000.00
33389044.21
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0543
2048-08-01
4.500000
111068683.00
103107308.22
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0108
2034-11-01
2.500000
41121018.00
41556096.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM1935
2046-10-01
3.000000
3032000.00
2337835.21
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2916
2047-04-01
4.000000
3227625.00
3233996.99
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM4257
2047-09-01
3.500000
10389155.00
8931734.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM6887
2048-05-01
3.000000
1000000.00
940953.37
Agency Mortgage-Backed Securities
FEPC 03.000 3SZN0138
2043-07-01
3.000000
680000.00
372204.32
Agency Mortgage-Backed Securities
FEPC 03.000 3VZN0478
2042-10-01
3.000000
100000.00
54520.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL3747
2042-09-01
3.000000
80000.00
35596.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL4936
2043-02-01
3.500000
200000.00
74738.25
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0804
2046-02-01
4.000000
71720.00
38447.74
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0026
2045-08-01
4.000000
151602.00
66189.99
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0902
2046-03-01
4.000000
90000.00
48342.95
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK1150
2023-05-01
5.000000
1913976.00
27297.22
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK1900
2024-10-01
5.000000
1185079.00
57596.34
Agency Mortgage-Backed Securities
FEPC 05.000 CLZL1700
2041-07-01
5.000000
978963.00
171477.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2661
2042-02-01
4.000000
500000.00
183028.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL2985
2042-04-01
3.500000
250000.00
89897.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3265
2042-07-01
3.500000
219959.00
93439.84
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI4697
2035-10-01
5.000000
2964216.00
91709.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLZI4746
2035-08-01
3.500000
480000.00
109320.32
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8781
2039-05-01
5.000000
10109248.00
111139.63
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ0446
2040-08-01
5.500000
500000.00
168455.01
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK0171
2020-08-01
5.000000
14000000.00
63114.81
Agency Mortgage-Backed Securities
03.000 FGPC J38249 G
2033-01-01
3.000000
4525319.00
3708194.25
Agency Mortgage-Backed Securities
03.000 FGPC J38348 G
2033-01-01
3.000000
1314350.00
1056724.85
Agency Mortgage-Backed Securities
04.000 FGPC J39928 G
2033-12-01
4.000000
1610198.00
1582207.38
Agency Mortgage-Backed Securities
04.000 FGPC J40035 G
2033-12-01
4.000000
4236512.00
4274867.40
Agency Mortgage-Backed Securities
04.000 FGPC J40365 G
2034-03-01
4.000000
2738471.00
2822847.03
Agency Mortgage-Backed Securities
02.500 FGPC J21447 G
2027-12-01
2.500000
1994247.00
460256.03
Agency Mortgage-Backed Securities
03.000 FGPC J27736 G
2029-04-01
3.000000
6347356.00
2817261.66
Agency Mortgage-Backed Securities
02.500 FGPC J21754 G
2027-12-01
2.500000
1092859.00
408242.46
Agency Mortgage-Backed Securities
02.500 FGPC J21775 G
2028-01-01
2.500000
1072198.00
342485.81
Agency Mortgage-Backed Securities
02.500 FGPC J21776 G
2028-01-01
2.500000
2427435.00
729104.92
Agency Mortgage-Backed Securities
02.500 FGPC J20986 G
2027-11-01
2.500000
1346044.00
331613.59
Agency Mortgage-Backed Securities
02.500 FGPC J21105 G
2027-11-01
2.500000
1181650.00
112786.70
Agency Mortgage-Backed Securities
02.500 FGPC J21160 G
2022-11-01
2.500000
2355000.00
270966.00
Agency Mortgage-Backed Securities
05.500 FGPC A34976 G
2035-05-01
5.500000
2000000.00
59503.66
Agency Mortgage-Backed Securities
06.500 FGPC C55783 G
2029-01-01
6.500000
2050000.00
62713.03
Agency Mortgage-Backed Securities
02.500 FGPC J20563 G
2027-09-01
2.500000
1127931.00
480934.11
Agency Mortgage-Backed Securities
06.500 FGPC A24952 G
2034-07-01
6.500000
2030097.00
60688.24
Agency Mortgage-Backed Securities
05.500 FGPC A26403 G
2034-09-01
5.500000
2000000.00
59281.80
Agency Mortgage-Backed Securities
05.500 FGPC A28214 G
2034-11-01
5.500000
6684329.00
96062.84
Agency Mortgage-Backed Securities
05.500 FGPC A29569 G
2035-01-01
5.500000
1105000.00
86514.01
Agency Mortgage-Backed Securities
05.500 FGPC A17577 G
2034-01-01
5.500000
1483155.00
54332.33
Agency Mortgage-Backed Securities
06.500 FGPC A17910 G
2034-01-01
6.500000
2902255.00
59936.54
Agency Mortgage-Backed Securities
06.500 FGPC A17912 G
2034-01-01
6.500000
838135.00
35144.47
Agency Mortgage-Backed Securities
05.500 FGPC A19796 G
2034-03-01
5.500000
4629066.00
121525.61
Agency Mortgage-Backed Securities
04.000 FGPC G07004 G
2041-10-01
4.000000
436866.00
139026.29
Agency Mortgage-Backed Securities
04.000 FGPC G14120 G
2026-04-01
4.000000
525790.00
45390.15
Agency Mortgage-Backed Securities
02.500 FGPC G15100 G
2028-07-01
2.500000
496920.00
195884.67
Agency Mortgage-Backed Securities
05.500 FGPC G04595 G
2033-12-01
5.500000
548123.00
32078.51
Agency Mortgage-Backed Securities
05.500 FGPC G06945 G
2040-02-01
5.500000
615300.00
49301.57
Agency Mortgage-Backed Securities
03.000 FGPC J18663 G
2027-04-01
3.000000
1037410.00
357078.95
Agency Mortgage-Backed Securities
05.000 FGPC J11527 G
2025-01-01
5.000000
4905541.00
517255.37
Agency Mortgage-Backed Securities
06.000 FGPC G08016 G
2034-10-01
6.000000
1000000.00
43095.85
Agency Mortgage-Backed Securities
06.000 FGPC G08101 G
2035-12-01
6.000000
1000000.00
38914.42
Agency Mortgage-Backed Securities
04.500 FGPC G08625 G
2045-01-01
4.500000
59474.00
19368.85
Agency Mortgage-Backed Securities
GNHF RF AH1173 H
549300M8ZYFG0OCMTT87
2065-11-20
4.618000
10141753.00
9961373.74
Agency Mortgage-Backed Securities
GNHF RF AH1382 H
549300M8ZYFG0OCMTT87
2065-01-20
4.549000
2915000.00
2889687.61
Agency Mortgage-Backed Securities
GNPL PN AL2725
549300M8ZYFG0OCMTT87
2056-06-15
3.730000
5077211.00
5322667.14
Agency Mortgage-Backed Securities
GNII SF BQ0784 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
24141200.00
25235557.03
Agency Mortgage-Backed Securities
GNII SF BQ1832 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
13167123.00
13706756.89
Agency Mortgage-Backed Securities
GNPL PN BQ5755
549300M8ZYFG0OCMTT87
2054-11-15
2.700000
2613490.00
2635242.08
Agency Mortgage-Backed Securities
GNHF RF AE0530 H
549300M8ZYFG0OCMTT87
2064-11-20
4.473000
3299930.00
2572771.66
Agency Mortgage-Backed Securities
GNHF RF AH1040 H
549300M8ZYFG0OCMTT87
2065-03-20
4.648000
5200000.00
4785568.10
Agency Mortgage-Backed Securities
GNII SF MA6152 M
549300M8ZYFG0OCMTT87
2049-09-20
2.500000
28249149.00
28372175.98
Agency Mortgage-Backed Securities
GNII SF BP0464 C
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
2004001.00
2167150.17
Agency Mortgage-Backed Securities
GNII SF BP4567 C
549300M8ZYFG0OCMTT87
2049-09-20
3.000000
2538697.00
2607180.16
Agency Mortgage-Backed Securities
GNII SF BP6024 C
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
2513206.00
2616316.85
Agency Mortgage-Backed Securities
GNII SF BP6874 C
549300M8ZYFG0OCMTT87
2049-08-20
4.500000
1000.00
1047.07
Agency Mortgage-Backed Securities
GNII SF BP8238 C
549300M8ZYFG0OCMTT87
2049-09-20
4.500000
2510916.00
2706405.80
Agency Mortgage-Backed Securities
GNII SF MA6217 M
549300M8ZYFG0OCMTT87
2049-10-20
2.500000
29697999.00
29910688.07
Agency Mortgage-Backed Securities
FNMS 04.000 CI932226
B1V7KEBTPIMZEU4LTD58
2024-12-01
4.000000
912313.00
82818.90
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0630
B1V7KEBTPIMZEU4LTD58
2021-01-01
4.000000
4092.00
97.34
Agency Mortgage-Backed Securities
03.000 FGPC J18804 G
2027-04-01
3.000000
3522317.00
1066171.74
Agency Mortgage-Backed Securities
03.000 FGPC T61416 G
2042-10-01
3.000000
1001.00
508.55
Agency Mortgage-Backed Securities
02.500 FGPC G08755 G
2047-02-01
2.500000
1142675.00
918485.68
Agency Mortgage-Backed Securities
06.000 FGPC C91116 G
2027-11-01
6.000000
1000000.00
29846.87
Agency Mortgage-Backed Securities
04.500 FGPC C91324 G
2030-08-01
4.500000
409999.00
37979.77
Agency Mortgage-Backed Securities
05.000 FGPC G08453 G
2041-06-01
5.000000
999000.00
205200.85
Agency Mortgage-Backed Securities
03.500 FGPC G08676 G
2045-11-01
3.500000
1627000.00
930293.28
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
1047604.00
824336.92
Agency Mortgage-Backed Securities
04.000 FGPC G08831 G
2048-08-01
4.000000
498000.00
372839.94
Agency Mortgage-Backed Securities
GNMI SF AJ1886 X
549300M8ZYFG0OCMTT87
2044-08-15
4.000000
99965254.00
26937658.49
Agency Mortgage-Backed Securities
GNHF RF AK8746 H
549300M8ZYFG0OCMTT87
2065-01-20
4.555000
5118646.00
4718317.06
Agency Mortgage-Backed Securities
GNPL PN AL7679
549300M8ZYFG0OCMTT87
2057-02-15
3.230000
19368149.00
19710814.20
Agency Mortgage-Backed Securities
GNHF RF AF7320 H
549300M8ZYFG0OCMTT87
2063-11-20
4.671000
5500000.00
4576072.54
Agency Mortgage-Backed Securities
GNII SF MA1285 M
549300M8ZYFG0OCMTT87
2043-09-20
3.500000
150000000.00
54003463.08
Agency Mortgage-Backed Securities
GNII SF MA2373 M
549300M8ZYFG0OCMTT87
2044-11-20
4.500000
223748998.00
47582308.47
Agency Mortgage-Backed Securities
GNII SF MA2522 M
549300M8ZYFG0OCMTT87
2045-01-20
4.000000
281474048.00
84481455.32
Agency Mortgage-Backed Securities
GNII SF MA2891 M
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
340000000.00
175097436.77
Agency Mortgage-Backed Securities
GNII SF MA3802 M
549300M8ZYFG0OCMTT87
2046-07-20
3.000000
187886080.00
123076158.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
180327600.00
135902008.90
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
2049-10-01
3.000000
178033951.00
179658160.60
Agency Mortgage-Backed Securities
05.500 FGPC A17118 G
2033-12-01
5.500000
1855405.00
40601.68
Agency Mortgage-Backed Securities
05.000 FGPC A93473 G
2040-08-01
5.000000
339016.00
30232.39
Agency Mortgage-Backed Securities
05.000 FGPC A93485 G
2040-08-01
5.000000
344729.00
58696.34
Agency Mortgage-Backed Securities
08.000 FGPC D78622 G
2027-02-01
8.000000
5024037.00
27436.33
Agency Mortgage-Backed Securities
FMAR 1B1840 G
2034-05-01
4.657000
6877.00
244.23
Agency Mortgage-Backed Securities
FMAR 1B1358 G
2033-12-01
4.589000
36550.00
1043.99
Agency Mortgage-Backed Securities
FMAR 1B4726 G
2040-05-01
4.775000
21226666.00
806634.61
Agency Mortgage-Backed Securities
GNHF RF AM4004 H
549300M8ZYFG0OCMTT87
2065-04-20
4.491000
5052558.00
4408320.09
Agency Mortgage-Backed Securities
05.500 FGPC C78178 G
2033-04-01
5.500000
17957034.00
316289.01
Agency Mortgage-Backed Securities
03.000 FGPC J17281 G
2026-12-01
3.000000
10231459.00
2226268.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3837
2037-09-01
3.500000
269297.00
99962.24
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI4679
2035-10-01
5.000000
3141016.00
53601.29
Agency Mortgage-Backed Securities
05.500 FGPC A40144 G
2035-12-01
5.500000
760599.00
55586.04
Agency Mortgage-Backed Securities
04.500 FGPC J14773 G
2026-03-01
4.500000
1447969.00
290907.01
Agency Mortgage-Backed Securities
07.000 FGPC A77611 G
2038-06-01
7.000000
3248837.00
29450.56
Agency Mortgage-Backed Securities
FMAR 2B0138 G
2042-01-01
4.810000
586993.00
42411.72
Agency Mortgage-Backed Securities
FMAR 847351 G
2029-07-01
4.521000
15795710.00
381785.21
Agency Mortgage-Backed Securities
FMAR 847387 G
2034-03-01
4.820000
5037400.00
61016.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0129
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
54519000.00
44714534.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4295
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
4619758.00
4661467.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1238
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
16161477.00
12703652.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6635
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
44235377.00
46156323.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN7662
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
62246762.00
62056941.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5935
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
59098876.00
58891967.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2107
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
52107909.00
46667333.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0876
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
45681904.00
44809177.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4160
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
109541.00
83401.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4736
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
50000000.00
45728618.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1394
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
25794485.00
20287835.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ5376
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
5202501.00
3244389.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9217
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
50000000.00
38663005.04
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0090
B1V7KEBTPIMZEU4LTD58
2041-03-01
4.678000
39162507.00
3688338.48
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX0686
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.894000
15640520.00
5013402.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX3002
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.875000
13270000.00
3637988.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ3326
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.385000
11434536.00
3706385.76
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0130
B1V7KEBTPIMZEU4LTD58
2056-08-01
3.500000
127093.00
95967.21
Agency Mortgage-Backed Securities
03.000 FGPC J24483 G
2028-06-01
3.000000
1738775.00
797160.97
Agency Mortgage-Backed Securities
03.000 FGPC J23914 G
2028-05-01
3.000000
4757869.00
1437759.96
Agency Mortgage-Backed Securities
03.500 FGPC J27041 G
2029-01-01
3.500000
3854558.00
1514186.38
Agency Mortgage-Backed Securities
03.000 FGPC J27983 G
2029-04-01
3.000000
9026717.00
4029876.05
Agency Mortgage-Backed Securities
05.500 FGPC A32383 G
2035-04-01
5.500000
3300000.00
96118.22
Agency Mortgage-Backed Securities
05.500 FGPC A32950 G
2035-05-01
5.500000
3000000.00
30538.96
Agency Mortgage-Backed Securities
05.000 FGPC A24473 G
2034-07-01
5.000000
1603435.00
54059.76
Agency Mortgage-Backed Securities
05.500 FGPC A25162 G
2034-05-01
5.500000
885000.00
33686.38
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
2048-12-01
4.500000
1017000.00
709729.55
Agency Mortgage-Backed Securities
03.500 FGPC G08865 G
2049-03-01
3.500000
3811843.00
2996347.39
Agency Mortgage-Backed Securities
04.500 FGPC G08873 G
2049-04-01
4.500000
1858694.00
1436705.97
Agency Mortgage-Backed Securities
04.000 FGPC G08877 G
2049-05-01
4.000000
2722282.00
2333226.00
Agency Mortgage-Backed Securities
04.000 FGPC G16740 G
2034-01-01
4.000000
2200000.00
1930051.98
Agency Mortgage-Backed Securities
03.500 FGPC G08796 G
2048-01-01
3.500000
30000.00
25424.68
Agency Mortgage-Backed Securities
06.000 FGPC G03120 G
2037-08-01
6.000000
4396000.00
126475.27
Agency Mortgage-Backed Securities
06.000 FGPC G03992 G
2038-03-01
6.000000
2420947.00
48513.59
Agency Mortgage-Backed Securities
05.500 FGPC G06020 G
2039-12-01
5.500000
1043239.00
49722.66
Agency Mortgage-Backed Securities
06.000 FGPC G06954 G
2040-05-01
6.000000
570971.00
44813.21
Agency Mortgage-Backed Securities
05.000 FGPC A96053 G
2041-01-01
5.000000
1080000.00
277185.66
Agency Mortgage-Backed Securities
05.500 FGPC A30857 G
2035-01-01
5.500000
1511138.00
114308.68
Agency Mortgage-Backed Securities
03.500 FGPC G08706 G
2046-05-01
3.500000
1169000.00
723909.02
Agency Mortgage-Backed Securities
04.000 FGPC C04005 G
2042-06-01
4.000000
5000000.00
1176948.76
Agency Mortgage-Backed Securities
05.500 FGPC A48406 G
2036-03-01
5.500000
6800000.00
78817.10
Agency Mortgage-Backed Securities
FNMS 05.000 CIAD0920
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.000000
3430.00
9.40
Agency Mortgage-Backed Securities
05.500 FGPC A12602 G
2033-08-01
5.500000
20000000.00
314104.45
Agency Mortgage-Backed Securities
GNII SF 004772 M
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
1530000.00
204869.41
Agency Mortgage-Backed Securities
04.000 FGPC G07090 G
2041-12-01
4.000000
4000000.00
1440189.51
Agency Mortgage-Backed Securities
03.500 FGPC C91431 G
2032-02-01
3.500000
932950.00
160778.82
Agency Mortgage-Backed Securities
04.000 FGPC G08660 G
2045-08-01
4.000000
110000.00
47182.02
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
18705600.00
19114645.53
U.S. Treasuries (including strips)
Y
2019-12-06
2019-12-06
2019-12-10
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0159
2126000000.00
2126000000.00
0.0176
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.590000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0LKFS9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2019-18 JC
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
34567206.00
23283516.73
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
2.315380
22696.00
8981.51
Agency Collateralized Mortgage Obligation
GNRA 2019-05 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.123630
8130468.00
7160174.66
Agency Collateralized Mortgage Obligation
GNRA 2019-18 FP
549300M8ZYFG0OCMTT87
2049-02-20
2.173630
10778417.00
8819483.36
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
12854069.00
9309718.59
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2058-10-25
2.058000
14786164.00
11985275.83
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
24985598.00
9628696.76
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2049-06-25
2.138000
9000000.00
8917062.25
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-09-15
2.215380
1001.00
645.37
Agency Collateralized Mortgage Obligation
GNII SF MA6217 M
549300M8ZYFG0OCMTT87
2049-10-20
2.500000
8785263.00
8848180.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1355
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
224757.00
92093.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE7100
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1743829.00
1553951.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0417
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
4641218.00
4723146.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3023
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
9799808.00
9905317.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO4161
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
16494188.00
5697930.08
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0113
2034-11-01
3.000000
8598331.00
8842216.93
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM3705
2047-07-01
4.000000
125000.00
98876.40
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4817
2047-02-01
4.000000
40261589.00
33046394.53
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0112
2034-11-01
3.000000
409163.00
420009.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7481
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
5251021.00
3190644.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7380
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
4059899.00
3056887.91
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
914096.00
734864.91
Agency Mortgage-Backed Securities
04.500 FGPC Q60642 G
2049-01-01
4.500000
5935188.00
5955070.39
Agency Mortgage-Backed Securities
03.500 FGPC G67709 G
2048-03-01
3.500000
2507336.00
2276283.41
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
2048-10-01
4.000000
23780151.00
17866486.14
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1951
2049-05-01
3.500000
5479065.00
4808634.41
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4295
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
33692183.00
33996370.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1238
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
51498289.00
40479984.83
Agency Mortgage-Backed Securities
GNII SF MA2224 M
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
148559343.00
38509817.61
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
50602669.00
34604847.03
Agency Mortgage-Backed Securities
GNII SF MA5468 M
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
33028576.00
21092903.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9917
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
13761587.00
11496168.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5642
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
12260053.00
12095589.57
Agency Mortgage-Backed Securities
04.000 FGPC C03840 G
2042-04-01
4.000000
39366294.00
11623655.29
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
8851500.00
9045060.57
U.S. Treasuries (including strips)
Y
2019-12-06
2019-12-06
2019-12-12
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0159
391000000.00
391000000.00
0.0032
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.590000%
549300QJJX6CVVUXLE15
0001317808
ARP0LKZW8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.125000
11700200.00
11748249.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
30000600.00
31464914.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
10759700.00
10887118.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
900.00
923.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
1000.00
1006.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
8041000.00
9017716.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
259300.00
267940.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
34064900.00
36672325.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
200.00
199.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
13592400.00
15342795.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
10093900.00
11264821.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
1094300.00
1342027.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
130600000.00
152214250.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
4999800.00
6275189.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
2000.00
2088.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
1000.00
1013.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-15
2.875000
3306800.00
3391470.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
38120000.00
40480102.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.500000
3054000.00
3107017.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.125000
31772500.00
32308182.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
1496400.00
2025279.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
242700.00
281994.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
3433000.00
3872409.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-05
0.00
1800.00
1799.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-02
0.00
10232500.00
10217161.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
13036400.00
17160139.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
400.00
399.62
U.S. Treasuries (including strips)
Y
2019-12-06
2019-12-06
2019-12-13
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0159
391000000.00
391000000.00
0.0032
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.460000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LMT68
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NEW RESI MTG LN TR 2019-5 A-1B 20590825 FLT
2059-08-25
3.500000
3246500.00
3187779.28
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2018-NQM1 A-3 20481125 FLT
2048-11-25
4.138000
1953461.00
1415364.23
Private Label Collateralized Mortgage Obligations
Y
2020-02-27
2020-02-27
2020-03-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0237
4001132.24
4001132.24
0.0000
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.390000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LMT76
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PEGASUS AVIATION LSE 1999-1 D-1 20290325 5.8
2029-03-25
5.878000
5000000.00
3765.56
Asset-Backed Securities
PEGASUS AVIATION LSE 2000-1 D-1 20300325 8.4
2030-03-25
8.420000
7000000.00
7092.76
Asset-Backed Securities
STONE TOWER CDO II 2005-2 B-1L 20401117 FLT
549300JEPJKB8PS6CQ68
2040-11-17
4.754130
986149.00
132793.48
Asset-Backed Securities
TABERNA PREF FDG V 2006-5 A-2L 20360805 FLT
VZLY0S8U2GEIK6ZPGP62
2036-08-05
2.690500
12000000.00
804415.24
Asset-Backed Securities
EMC MTG LN TR 2003-A B 20400827 FLT
2040-08-27
5.458000
1624323.00
1171.89
Asset-Backed Securities
GMAT TRUST 2013-1 A 20431125 FLT
2043-11-25
6.966900
23390600.00
163727.51
Asset-Backed Securities
GREENPOINT MORTGAGE
2030-09-15
4.765380
4554000.00
8894.89
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 E 20350705 FLT
2035-07-05
5.193130
2000000.00
19755.45
Asset-Backed Securities
TABERNA PREF FDG II 2005-2 C-1 20351105 FLT
2035-11-05
3.590500
500000.00
5152.32
Asset-Backed Securities
U S CAPITAL FUNDING V LTD SR SB GLBL 40
2040-10-10
3.259500
2000000.00
173034.83
Asset-Backed Securities
VENTURE VII CDO LTD 2006-7 INCOME 20220120 0.0
2022-01-20
0.00
2250000.00
348750.00
Asset-Backed Securities
DAVIS SQUARE FDG II LTD
2039-05-06
7.473500
3000000.00
28212.29
Asset-Backed Securities
CENTRE SQUARE CDO LT C 20511119 FLT
2051-11-19
1.902330
6999999.00
897738.85
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT
2037-10-25
2.958000
3486418.00
577436.82
Asset-Backed Securities
DUKE FDG IX 2005-9 B 20450309 FLT
5493005YUVN397SPQS39
2045-03-09
4.650630
1000000.00
3101.60
Asset-Backed Securities
AVERY PT III INV LTD
2025-01-18
0.00
2000000.00
310000.00
Asset-Backed Securities
Y
2020-03-03
2020-03-03
2020-04-20
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0239
3000045.72
3000045.72
0.0000
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.190000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LMT84
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DISCOVER CARD EXE TR 2019-1 A 20240715 3.0
549300CKCX1QE4RUW216
2024-07-15
3.040000
2261387.00
2321547.18
Asset-Backed Securities
Y
2020-03-03
2020-03-03
2020-04-21
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0232
1998995.44
1998995.44
0.0000
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.480000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LMT92
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BANK 2017-BNK4 D 20500517 3.3
2050-05-17
3.357000
4115700.00
3805252.75
Private Label Collateralized Mortgage Obligations
NEW RES MTG LN TR 2019-NQM3 M-1 20490725 FLT
2049-07-25
3.404210
791937.00
797916.69
Private Label Collateralized Mortgage Obligations
Y
2020-02-27
2020-02-27
2020-03-02
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0236
4001260.32
4001260.32
0.0000
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.640000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0LNRR2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2019-18 JC
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
13431794.00
9047286.04
Agency Collateralized Mortgage Obligation
GNRM 2018-49 MA
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
384707.00
351921.62
Agency Collateralized Mortgage Obligation
GNRA 2019-078 FG
549300M8ZYFG0OCMTT87
2049-06-20
2.123630
2665033.00
2520860.63
Agency Collateralized Mortgage Obligation
GNRA 2013-H22 FB
549300M8ZYFG0OCMTT87
2063-08-20
2.697250
600000.00
293590.72
Agency Collateralized Mortgage Obligation
GNRA 2012-H12 FA
549300M8ZYFG0OCMTT87
2062-04-20
2.547250
100000.00
48887.85
Agency Collateralized Mortgage Obligation
GNRA 2015-8O FC
549300M8ZYFG0OCMTT87
2065-03-20
2.477250
2000000.00
1416572.23
Agency Collateralized Mortgage Obligation
GNRA 2015-9O FA
549300M8ZYFG0OCMTT87
2065-04-20
2.617250
225000.00
153191.29
Agency Collateralized Mortgage Obligation
GNRA 2017-9O FJ
549300M8ZYFG0OCMTT87
2067-03-20
2.497250
47750.00
35261.52
Agency Collateralized Mortgage Obligation
GNRM 2017-036 MJ
549300M8ZYFG0OCMTT87
2047-03-20
3.000000
3383495.00
2219456.68
Agency Collateralized Mortgage Obligation
FNRM RC047AE R15F047
2041-11-25
3.000000
18180172.00
6184851.29
Agency Collateralized Mortgage Obligation
FNRM CL037PE R18F037
2042-12-25
3.500000
7852506.00
6897150.05
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-08-15
3.000000
4684000.00
3852973.89
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-09-15
2.215380
22058562.00
14221768.27
Agency Collateralized Mortgage Obligation
FMAR 2B7580 G
2049-08-01
3.307000
1299982.00
1308768.40
Agency Mortgage-Backed Securities
FMAR 2B7644 G
2049-10-01
3.206000
50000.00
50500.35
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5193
2039-08-01
4.000000
3920625.00
3230383.27
Agency Mortgage-Backed Securities
GNII SF MA6217 M
549300M8ZYFG0OCMTT87
2049-10-20
2.500000
82090363.00
82678272.07
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL1188
B1V7KEBTPIMZEU4LTD58
2026-09-01
4.000000
233654.00
36260.56
Agency Mortgage-Backed Securities
03.000 FGPC U70138 G
2027-11-01
3.000000
1266926.00
280239.16
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2927
2039-09-01
5.000000
1945624.00
69295.01
Agency Mortgage-Backed Securities
FEPC 06.500 CTZS8801
2026-03-01
6.500000
2345000.00
43222.79
Agency Mortgage-Backed Securities
03.000 FGPC Q06771 G
2042-03-01
3.000000
260000.00
91657.32
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS0919
2035-08-01
5.000000
2765000.00
92064.30
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2188
2038-07-01
5.000000
1911000.00
51762.75
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2220
2038-06-01
5.000000
1555322.00
48700.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1390
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
294241997.00
249873820.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2041
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
144389546.00
140168050.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3215
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
144074336.00
145318438.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1951
2049-05-01
3.500000
8594521.00
7542876.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
2049-07-01
3.500000
5244283.00
5114279.95
Agency Mortgage-Backed Securities
04.500 FGPC Q01520 G
2041-06-01
4.500000
15341289.00
3474332.10
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5945
2048-11-01
4.500000
175980608.00
150819107.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
2851616.00
2198075.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0820
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.631000
83083751.00
2227454.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0411
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.774000
100000000.00
6682496.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE2894
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.541000
1700000.00
994505.65
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0179
B1V7KEBTPIMZEU4LTD58
2057-01-01
3.500000
31608010.00
25527651.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1394
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
1361831.00
1071105.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN7662
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
188353583.00
187779203.10
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
6678896.00
81541.48
Agency Mortgage-Backed Securities
FNMS 06.500 CT254229
B1V7KEBTPIMZEU4LTD58
2022-02-01
6.500000
16395128.00
53642.09
Agency Mortgage-Backed Securities
04.000 FGPC G08836 G
2048-09-01
4.000000
55639813.00
41262505.66
Agency Mortgage-Backed Securities
GNII SF MA2523 M
549300M8ZYFG0OCMTT87
2045-01-20
4.500000
380000000.00
83466488.72
Agency Mortgage-Backed Securities
GNII SF MA2961 M
549300M8ZYFG0OCMTT87
2045-07-20
3.500000
150000000.00
65811022.79
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
59739941.00
40853408.74
Agency Mortgage-Backed Securities
GNII SF MA5468 M
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
79693150.00
50894108.16
Agency Mortgage-Backed Securities
GNII JM MA5753 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
2018095.00
1350043.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE1686
B1V7KEBTPIMZEU4LTD58
2040-09-01
3.933000
2000000.00
34780.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE5718
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.643000
9318360.00
1268665.69
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE7770
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.212000
40345807.00
1376523.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE9718
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.464000
49491532.00
2277407.09
Agency Mortgage-Backed Securities
GNII SF MA2224 M
549300M8ZYFG0OCMTT87
2044-09-20
4.000000
23586438.00
6114118.49
Agency Mortgage-Backed Securities
GNII SF MA2446 M
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
1994436.00
573967.89
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAE0094
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.824000
823813.00
114691.99
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0117
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.308000
37238847.00
1784701.60
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0165
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.407000
5821438.00
825326.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0181
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.161000
63882073.00
4641660.46
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0289
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.800000
25300000.00
1256908.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0633
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.465000
37963398.00
3904883.42
Agency Mortgage-Backed Securities
FNAR XX.XXX WZAD0507
B1V7KEBTPIMZEU4LTD58
2044-09-01
3.612000
653928.00
150581.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0684
B1V7KEBTPIMZEU4LTD58
2040-01-01
4.526000
55833678.00
1651628.07
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1505
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.928000
60527380.00
2063033.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1555
B1V7KEBTPIMZEU4LTD58
2040-03-01
4.890000
41216863.00
2360570.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2014
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.783000
19000000.00
1900887.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAE0864
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.344000
4973.00
543.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1238
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
69126680.00
54336697.62
Agency Mortgage-Backed Securities
FMAR 1G5165 G
2035-01-01
3.970000
846815.00
53047.92
Agency Mortgage-Backed Securities
FMAR 1Q1859 G
2038-02-01
4.165000
627834.00
353268.83
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH1305
B1V7KEBTPIMZEU4LTD58
2026-01-01
4.000000
1108448.00
49171.08
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI3435
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
425000.00
39381.83
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
12945168.00
12399826.08
Agency Mortgage-Backed Securities
04.500 FGPC G61602 G
2048-08-01
4.500000
2537953.00
2300248.94
Agency Mortgage-Backed Securities
03.500 FGPC Q09477 G
2042-07-01
3.500000
23387.00
10717.89
Agency Mortgage-Backed Securities
04.000 FGPC Q04859 G
2041-12-01
4.000000
6688206.00
1476802.88
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA0121
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
505000.00
37432.81
Agency Mortgage-Backed Securities
Y
2019-12-06
2019-12-06
2020-02-21
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0164
1403000000.00
1403000000.00
0.0116
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.640000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0LO5U7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-078 FG
549300M8ZYFG0OCMTT87
2049-06-20
2.123630
865906.00
819062.41
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
195269381.00
72213832.32
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-09-15
2.215380
1166035.00
751775.19
Agency Collateralized Mortgage Obligation
GNII SF MA6217 M
549300M8ZYFG0OCMTT87
2049-10-20
2.500000
122709.00
123587.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4544
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
61586263.00
63365893.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4619
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
50000000.00
51166653.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2476
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
61990112.00
60945677.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5436
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
89745664.00
82576330.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
86747835.00
36167597.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ0685
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
62280443.00
56338413.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
65848925.00
52330730.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
94726090.00
89204754.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2805
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
69218579.00
59344998.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
112996242.00
87099473.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3384
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
37227062.00
29110315.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
151191631.00
113943990.73
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5588
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
88493564.00
81945978.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
49459720.00
47423363.17
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6527
2049-03-01
4.500000
51051213.00
52038049.81
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
193480751.00
78454721.45
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
56334580.00
45288794.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0393
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
67836807.00
63762636.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0398
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
69993011.00
55158148.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1905
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
64967526.00
63204593.06
Agency Mortgage-Backed Securities
03.500 FGPC Q54334 G
2048-02-01
3.500000
92868161.00
82241723.72
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
151377342.00
86458334.96
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
130196892.00
91522789.77
Agency Mortgage-Backed Securities
Y
2019-12-06
2019-12-06
2020-01-22
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0164
1552000000.00
1552000000.00
0.0128
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.940000%
549300LCO2FLSSVFFR64
0000050916
ARP0LOKU0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BRISTOL MYERS SQUIBB CO GLBL 144A NT 28
HLYYNH7UQUORYSJQCN42
2028-02-20
3.900000
7449000.00
8288018.12
Corporate Debt Securities
BRISTOL MYERS SQUIBB CO GLBL 144A NT 47
HLYYNH7UQUORYSJQCN42
2047-11-15
4.350000
550000.00
651862.57
Corporate Debt Securities
BRITISH TELECOMMUNICATIONS PLC SR GLBL 144A 29
549300OWFMSO9NYV4H90
2029-11-08
3.250000
361087.00
359702.53
Corporate Debt Securities
ABBVIE INC SR GLBL 144A 21
FR5LCKFTG8054YNNRU85
2021-11-19
2.150000
3114881.00
3116338.07
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN VR 101519-021522
B6Q2VFHD1797Q7NZ3E43
2022-02-15
2.359880
1400000.00
1405932.82
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT 25
549300CRGMZK3K53BF92
2025-01-23
4.150000
192148.00
211911.38
Corporate Debt Securities
VISTRA OPERATIONS CO LLC SR SEC GLBL 27
549300ZH5GKBTJZ7NM23
2027-01-30
3.700000
1000000.00
993458.89
Corporate Debt Securities
INTERSTATE PWR & LT CO SR GLBL DEB 24
EF9UQIIO4KY2BWOK3P26
2024-12-01
3.250000
197000.00
207673.35
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 2.7%23
8I5DZWZKVSZI1NUHU748
2023-05-18
2.700000
420000.00
427700.70
Corporate Debt Securities
KANSAS CITY SOUTHERN SR GLBL NT 29
5493008C12PZMWP3WY03
2029-11-15
2.875000
205000.00
205499.89
Corporate Debt Securities
LAS VEGAS SANDS CORP GLBL NT 2.9%25
549300DUOO1KXOHPM605
2025-06-25
2.900000
500000.00
499786.11
Corporate Debt Securities
CORNING INC SR GLBL NT3.9%49
549300X2937PB0CJ7I56
2049-11-15
3.900000
500000.00
509526.67
Corporate Debt Securities
BANK AMER CORP FR 3.875%080125
9DJT3UXIJIZJI4WXO774
2025-08-01
3.875000
214000.00
232787.36
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 49
XSGZFLO9YTNO9VCQV219
2049-02-14
5.950000
500277.00
612060.98
Corporate Debt Securities
AMERICAN CAMPUS CMNTYS OPER SR NT 4.125%24
RDKVCX5HITZ2GPIR7153
2024-07-01
4.125000
311000.00
337652.18
Corporate Debt Securities
AMGEN INC SR GLBL NT 51
62QBXGPJ34PQ72Z12S66
2051-06-15
4.663000
7000.00
8437.05
Corporate Debt Securities
SHERWIN WILLIAMS CO SR GLBL NT3.8%49
Z15BMIOX8DDH0X2OBP21
2049-08-15
3.800000
10357000.00
10760370.63
Corporate Debt Securities
TECH DATA CORP CR SEN SR GLBL27
549300EK847TAWPJWF34
2027-02-15
4.950000
1062000.00
1099095.66
Corporate Debt Securities
U S BANCORP MTNS BK ENT FR 3.15%042727
N1GZ7BBF3NP8GI976H15
2027-04-27
3.150000
2620000.00
2769130.40
Corporate Debt Securities
NGPL PIPECO LLC SR GLBL 144A 37
549300K3NT1HSQFEM073
2037-12-15
7.768000
1216000.00
1598319.59
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 20
C7PVKCRGLG18EBQGZV36
2020-05-21
1.875000
7736000.00
7737289.33
Corporate Debt Securities
ONTARIO PROV CDA GLBL BD 2.2%22
C7PVKCRGLG18EBQGZV36
2022-10-03
2.200000
12338000.00
12510512.66
Corporate Debt Securities
PEPSICO INC SR GLBL NT 49
FJSUNZKFNQ5YPJ5OT455
2049-07-29
3.375000
8900000.00
9597137.00
Corporate Debt Securities
MERCK & CO INC CR SEN SR NT 33
4YV9Y5M8S0BRK1RP0397
2033-12-01
6.500000
1772000.00
2615700.39
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR NT 4.375%46
5493003STKEZ2S0RNU91
2046-06-01
4.375000
18639000.00
18583492.02
Corporate Debt Securities
CHRISTUS HEALTH SR SEC -2018C 28
OQUVMAC1TV7BMO6XVW61
2028-07-01
4.341000
944372.00
1069138.97
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922
DG3RU1DBUFHT4ZF9WN62
2022-11-09
3.950000
800000.00
835523.56
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 20
5493008B6JBRUJ90QL97
2020-01-15
3.150000
10000.00
10121.25
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 2.7%111620
JHE42UYNWWTJB8YTTU19
2020-11-16
2.700000
10860000.00
10950735.30
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A SR SEC GLBL 22
635400DPNHEAUHB7ZI15
2022-01-21
2.233250
1500000.00
1505590.98
Corporate Debt Securities
MICROSOFT CORP SR NT 2.375%23
INR2EJN1ERAN0W5ZP974
2023-05-01
2.375000
3848000.00
3925718.91
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 28
51M0QTTNCGUN7KFCFZ59
2028-10-15
4.150000
2550000.00
2887600.17
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.75%092726
549300RIPPWJB5Z0FK07
2026-09-27
2.750000
550000.00
538711.86
Corporate Debt Securities
BPCE SR NON PFD MED TM NT 144A FR 3%052222
9695005MSX1OYEMGDF46
2022-05-22
3.000000
500000.00
508451.67
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
22894600.00
23346063.90
U.S. Treasuries (including strips)
Y
2020-01-03
2020-01-03
2020-01-14
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0185
125015057.50
125015057.50
0.0010
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.560000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LOS40
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CIZK9379
2033-04-01
4.000000
1351080.00
1181014.85
Agency Mortgage-Backed Securities
03.000 FGPC J34772 G
2031-07-01
3.000000
3341972.00
2034889.34
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK6153
2028-10-01
3.000000
718907.00
300690.25
Agency Mortgage-Backed Securities
FEPC 05.000 CTZS8852
2027-09-01
5.000000
10904480.00
196525.56
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8774
2039-05-01
5.000000
730841.00
31799.77
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
60473600.00
62202364.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
34472000.00
36102334.30
U.S. Treasuries (including strips)
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0156
100000000.00
100000000.00
0.0008
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.560000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LOS73
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF 002564 M
549300M8ZYFG0OCMTT87
2028-03-20
7.000000
53940000.00
213447.38
Agency Mortgage-Backed Securities
GNII SF 003107 M
549300M8ZYFG0OCMTT87
2031-07-20
6.500000
58493504.00
339434.38
Agency Mortgage-Backed Securities
GNII SF BQ6732 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
2854464.00
2997521.49
Agency Mortgage-Backed Securities
GNII SF BR1524 C
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
1610912.00
1722717.35
Agency Mortgage-Backed Securities
GNII SF AZ3202 C
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
104349.00
76842.38
Agency Mortgage-Backed Securities
GNII SF BH2711 C
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
2830508.00
1472658.92
Agency Mortgage-Backed Securities
GNII SF BP6893 C
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
1388124.00
1459556.03
Agency Mortgage-Backed Securities
GNII SF BQ0642 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
10555040.00
10938897.49
Agency Mortgage-Backed Securities
GNII SF BQ0998 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
28852832.00
30064176.14
Agency Mortgage-Backed Securities
GNII SF BF5085 C
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
9925776.00
5837188.53
Agency Mortgage-Backed Securities
GNII SF 004269 M
549300M8ZYFG0OCMTT87
2038-10-20
6.500000
1375000.00
48403.77
Agency Mortgage-Backed Securities
GNMI SF 735348 X
549300M8ZYFG0OCMTT87
2040-02-15
4.500000
466237.00
38993.08
Agency Mortgage-Backed Securities
04.000 FGPC Q50873 G
2047-09-01
4.000000
3470000.00
2889227.56
Agency Mortgage-Backed Securities
GNMI SF 603333 X
549300M8ZYFG0OCMTT87
2032-12-15
5.500000
195625.00
7998.42
Agency Mortgage-Backed Securities
GNII SF 002548 M
549300M8ZYFG0OCMTT87
2028-02-20
7.000000
10952816.00
52947.84
Agency Mortgage-Backed Securities
GNII SF 002884 M
549300M8ZYFG0OCMTT87
2030-02-20
8.000000
116420224.00
369176.90
Agency Mortgage-Backed Securities
GNII SF BQ4653 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
2035884.00
2160485.92
Agency Mortgage-Backed Securities
GNMI SF AU0804 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
1078798.00
989128.37
Agency Mortgage-Backed Securities
GNMI SF AX5950 X
549300M8ZYFG0OCMTT87
2047-02-15
4.000000
5991960.00
4840503.23
Agency Mortgage-Backed Securities
GNII SF BG8498 C
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
1050050.00
1080090.24
Agency Mortgage-Backed Securities
GNMI SF BH7574 X
549300M8ZYFG0OCMTT87
2048-08-15
5.500000
1418380.00
717820.15
Agency Mortgage-Backed Securities
GNII SF MA0157 M
549300M8ZYFG0OCMTT87
2042-06-20
5.000000
540000.00
73644.00
Agency Mortgage-Backed Securities
GNII SF MA3741 M
549300M8ZYFG0OCMTT87
2038-01-20
6.000000
332163.00
129442.10
Agency Mortgage-Backed Securities
GNII SF MA5330 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
264330240.00
197083890.25
Agency Mortgage-Backed Securities
GNII SF BG1446 C
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
2001484.00
2048208.09
Agency Mortgage-Backed Securities
GNII SF 004344 M
549300M8ZYFG0OCMTT87
2039-01-20
6.000000
2476000.00
100159.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8025
2049-11-01
3.500000
240773376.00
246322135.40
Agency Mortgage-Backed Securities
07.500 FRPC G80362 G
2040-09-01
7.500000
1849046.00
524358.54
Agency Mortgage-Backed Securities
GNII SF 003150 M
549300M8ZYFG0OCMTT87
2031-10-20
6.500000
72865152.00
458608.82
Agency Mortgage-Backed Securities
GNII SF MA0159 M
549300M8ZYFG0OCMTT87
2042-04-20
6.000000
81308.00
9287.43
Agency Mortgage-Backed Securities
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0156
500000000.00
500000000.00
0.0041
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.690000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0LPFJ8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONSUMER UNDER BD SEC 2018-1 A 20260217 4.7
2026-02-17
4.790000
23490000.00
23870720.70
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
5.008000
16983083.00
17128992.21
Asset-Backed Securities
CITIBANK CCIT 2017-A6 A 20290514 FLT
R8AG6FXVDQAMDKCSJJ64
2029-05-14
2.531630
1.00
1.00
Asset-Backed Securities
FREED ABS TR 2019-1 C 20260618 5.3
2026-06-18
5.390000
2466869.00
2530556.02
Asset-Backed Securities
FREED ABS TR 2019-2 C 20261118 4.8
2026-11-18
4.860000
20134013.00
20163086.51
Asset-Backed Securities
SOFI CONSUMER LN PRGRM 2017-6 C 20261125 4.0
2026-11-25
4.020000
105.00
107.47
Asset-Backed Securities
SARANAC CLO VII LTD 2014-7R C-R 20291120 FLT
5493000RC2FP2JRHW627
2029-11-20
4.148500
20830.00
20692.40
Asset-Backed Securities
DRYDEN XXVI SR LN FD 2013-26R B-R 20290416 FLT
549300ENU7ZZLTPT3E22
2029-04-16
3.450880
320000.00
317207.55
Asset-Backed Securities
ENBRIDGE INC SUB GLBL COCO 78
98TPTUM4IVMFCZBCUR27
2078-03-01
6.250000
2650000.00
2883538.61
Corporate Debt Securities
ENI S P A SR GLBL-X 144A29
BUCRF72VH5RBN7X3VL35
2029-05-09
4.250000
7.00
7.69
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 29
JM1I5YUAURL6DC8N1468
2029-12-15
5.500000
6540715.00
7037845.68
Corporate Debt Securities
PULTE GROUP INC SR NT 7.875%32
2032-06-15
7.875000
888000.00
1168497.00
Corporate Debt Securities
E TRADE FINANCIAL CORP ALT TIER I PERP
549300LYE2HSVYJFJD24
2049-12-29
5.300000
1.00
0.99
Corporate Debt Securities
EG GLOBAL FIN PLC 6.75%25
549300TL8Q5207VYET27
2025-02-07
6.750000
3499990.00
3469802.59
Corporate Debt Securities
CITIGROUP INC PERP SR GLBL -U
6SHGI4ZSSLCXXQSBB395
2049-12-29
5.000000
1016845.00
1062038.11
Corporate Debt Securities
VIACOM INC NEW JR SB GLBL DB 57
X0ST5BPF0CZG9FE5OV61
2057-02-28
6.250000
11037000.00
12259884.27
Corporate Debt Securities
ZIONS BANCORPORATION N A PERP SB J NT7.2%
8WH0EE09O9V05QJZ3V89
2049-12-29
7.200000
1800000.00
1997640.00
Corporate Debt Securities
UNIGEL LUXEMBOURG SA SR SEC GLBL 24
2024-01-22
10.500000
354.00
403.40
Corporate Debt Securities
ENI S P A GLBL B 144A NT28
BUCRF72VH5RBN7X3VL35
2028-09-12
4.750000
670.00
762.18
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 25
MLU0ZO3ML4LN2LL2TL39
2025-03-11
3.803000
1.00
1.05
Corporate Debt Securities
ING U S INC FIX/FLT JR SB 53
549300T065Z4KJ686G75
2053-05-15
5.650000
3695000.00
3895110.94
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A22
2W8N8UU78PMDQKZENC08
2022-07-14
3.125000
46000000.00
46775962.50
Corporate Debt Securities
ELETSON HLDGS INC / ELETSON SR SEC PIK ACR22
2022-01-15
9.625000
251287.00
89336.02
Corporate Debt Securities
EXIDE INTL HLDGS LP EXTND SR SEC 22
2022-10-31
10.750000
527.00
533.67
Corporate Debt Securities
SYNCHRONY FINL SR GLBL NT 24
549300RS7EWPM9MA6C78
2024-08-15
4.250000
20000000.00
21343755.56
Corporate Debt Securities
THIRD PT RE USA HLDSG INC CR SEN SR GLBL25
2025-02-13
7.000000
1866819.00
1910037.93
Corporate Debt Securities
TRANSOCEAN INC SR 144A NT 9%23
DOL4HJ22ADYSIWES4H94
2023-07-15
9.000000
3957000.00
4174832.85
Corporate Debt Securities
INTESA SANPAOLO S P A SR 144A NT 23
2W8N8UU78PMDQKZENC08
2023-01-12
3.375000
9507333.00
9728984.58
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL26
549300LWGYFM1TVO1Z12
2026-04-01
4.200000
14600000.00
15168475.33
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 25
213800LBQA1Y9L22JB70
2025-03-16
3.650000
33600000.00
34911118.67
Corporate Debt Securities
CVS HEALTH CORP 4.78%38
549300EJG376EN5NQE29
2038-03-25
4.780000
3000.00
3437.30
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR NT 5.75%23
X2MT1W32SPAZ9WSKLE78
2023-03-15
5.750000
118000.00
73079.69
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR NT 4.875%22
X2MT1W32SPAZ9WSKLE78
2022-04-15
4.875000
3000.00
2117.87
Corporate Debt Securities
CITIGROUP INC SUB NT 4.6%26
6SHGI4ZSSLCXXQSBB395
2026-03-09
4.600000
18599000.00
20656462.71
Corporate Debt Securities
WELLS FARGO CO NEW SUB NT 4.48%24
PBLD0EJDB5FWOLXP3B76
2024-01-16
4.480000
18317000.00
20083878.17
Corporate Debt Securities
SPRINT CORPORATION SR GLBL NT 21
549300ZTTY7CXOLJ6539
2021-09-15
7.250000
771000.00
830677.54
Corporate Debt Securities
TOLL BROS FIN CORP GTD SRNT5.875%22
2022-02-15
5.875000
1879000.00
2023630.81
Corporate Debt Securities
LINCOLN NATL CORP IND JR SB GLBL DB 67
EFQMQROEDSNBRIP7LE47
2067-04-20
4.005880
2163000.00
1793861.78
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 20
UDSQCVRUX5BONN0VY111
2020-01-15
8.125000
13346000.00
13846782.70
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 31
20S05OYHG0MQM4VUIC57
2031-07-16
7.450000
829000.00
988419.69
Corporate Debt Securities
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
3.858000
4291337.00
4318040.56
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.108000
695586.00
700662.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
12.458000
12081.00
15318.71
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-1 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
6.108000
2735716.00
2926498.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.008000
4095.00
4133.23
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
8.658000
1494915.00
1176397.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C07 2M-2 20290525 FLT
2029-05-25
6.058000
3157609.00
2889085.23
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.258000
3020000.00
3172981.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.558000
119638.00
123944.18
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2C 20300125 FLT
2030-01-25
3.908000
2100056.00
2112465.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.708000
4486032.00
2922452.02
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.008000
226646.00
228454.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
5.258000
1139894.00
1191887.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.308000
1316.00
1397.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA1 M-3 20271025 FLT
2027-10-25
5.008000
1.00
1.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
6.458000
1380435.00
1542879.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2C 20290925 FLT
2029-09-25
5.358000
105.00
112.99
Private Label Collateralized Mortgage Obligations
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0182
286994888.53
286994888.53
0.0024
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.670000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0LPFL3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE LTD 2018-2 B-1 20280825 FLT
2549002JVH34IWRT3X93
2028-08-25
4.358000
17.00
17.07
Asset-Backed Securities
BUSINESS JET SEC LLC 2019-1 B 20340715 5.1
2034-07-15
5.193000
2008760.00
1963274.39
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 C 20520418 4.1
2052-04-18
4.110000
54.00
56.50
Asset-Backed Securities
ATRIUM XII LLC 2015-12R D-R 20270422 FLT
549300O252OCTN35RH57
2027-04-22
4.753250
10696.00
10017.63
Asset-Backed Securities
ALLY MSTER OWNER TR 2018-1 A-2 20230115 2.7
2023-01-15
2.700000
299360.00
301938.39
Asset-Backed Securities
HERTZ FIN II 2018-1 A 20240225 3.2
549300FPK70TCB78NG05
2024-02-25
3.290000
2.00
2.05
Asset-Backed Securities
KKR CLO LTD 2019-24 D 20320420 FLT
549300LGO0WGOG6NE245
2032-04-20
5.715880
188.00
179.34
Asset-Backed Securities
NELNET ED LN FDG 2005-3 B 20370922 FLT
2037-09-22
2.438880
1323374.00
505671.55
Asset-Backed Securities
DT AUTO OWNER TRUST 2017-4 E 20241115 5.1
54930028PUXRRYF5WB25
2024-11-15
5.150000
11201.00
11593.19
Asset-Backed Securities
OCEAN TRAILS CLO 2015-4R D-R 20250813 FLT
549300TXL5AHG4X9CX68
2025-08-13
4.904630
368040.00
366843.81
Asset-Backed Securities
TCW CLO 2019-2 LTD D-1 20321020 FLT
2032-10-20
5.848500
1984622.00
1990980.98
Asset-Backed Securities
BA CREDIT CARD TR 2019-1 A 20250115 1.7
5493006DQ60M1CRKHH19
2025-01-15
1.740000
9922502.00
9900847.79
Asset-Backed Securities
VIBRANT CLO V LTD 2016-5 C 20290122 FLT
5493008KKJULULH1KN19
2029-01-22
4.765880
592840.00
591673.91
Asset-Backed Securities
MPLX LP 4.875%24
5493000CZJ19CK4P3G36
2024-12-01
4.875000
125000.00
138246.77
Corporate Debt Securities
APPLE INC SR GLBL NT 49
HWUPKR0MPOU8FGXBT394
2049-09-11
2.950000
1.00
0.98
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 49
549300GZKULIZ0WOW665
2049-09-01
2.750000
1.00
0.97
Corporate Debt Securities
FS KKR CAPITAL CORP SR GLBL NT 25
549300TYRSI1T21B1360
2025-02-01
4.125000
783790.00
782254.75
Corporate Debt Securities
JPMORGAN CHASE & CO PERP JR SB -U NT
8I5DZWZKVSZI1NUHU748
2049-12-29
6.125000
843000.00
925136.89
Corporate Debt Securities
DH EUROPE FIN II S A R L SR GLBL NT 22
222100KDGL314CKTZ511
2022-11-15
2.050000
3799456.00
3803190.02
Corporate Debt Securities
ABBVIE INC SR GLBL 144A 26
FR5LCKFTG8054YNNRU85
2026-11-21
2.950000
1379.00
1393.11
Corporate Debt Securities
CENTERPOINT ENERGY INC SR GLBL NT 30
21TPXMRRHFKOBHDC8J74
2030-03-01
2.950000
10.00
9.99
Corporate Debt Securities
CITIGROUP INC SUB GLBL NT 46
6SHGI4ZSSLCXXQSBB395
2046-05-18
4.750000
2071000.00
2486217.67
Corporate Debt Securities
AEP TRANSMISSION CO LLC SR GLBL -K NT 49
549300X123Z1I0LA3Y84
2049-06-15
3.800000
11.00
12.39
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2019C 29
9R1Z5I36FERIBVKW4P77
2029-08-01
2.850000
381422.00
387744.39
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT2.9%24
IM7X0T3ECJW4C1T7ON55
2024-08-15
2.900000
93990.00
95248.68
Corporate Debt Securities
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
3.858000
3708663.00
3731740.77
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-58 A-2 20351220 FLT
2035-12-20
2.113630
5.00
0.34
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
5.308000
17457.00
18535.89
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
5.308000
8750000.00
9178336.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
6.208000
25000000.00
27411894.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
4.258000
5218097.00
5287519.14
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.158000
9040000.00
9861801.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.158000
17173000.00
18630218.73
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.058000
334.00
336.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2C 20301025 FLT
2030-10-25
3.858000
17800000.00
17807594.67
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
5.458000
19000000.00
20019472.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.558000
11012000.00
11408359.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
6.758000
759488.00
861509.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2B 20290125 FLT
2029-01-25
5.958000
10000000.00
10624470.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.958000
77272.00
82704.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.958000
459013.00
491284.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
5.958000
28137128.00
30115336.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2C 20290725 FLT
2029-07-25
5.258000
12981281.00
13878108.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
7.458000
8985360.00
10521404.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
7.258000
668000.00
413363.45
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
8.658000
38730.00
30477.91
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
5.708000
22740000.00
24163756.45
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
7.008000
18379580.00
19852586.93
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
7.608000
7850000.00
6664309.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
5.958000
11000000.00
11657041.00
Private Label Collateralized Mortgage Obligations
DEEPHAVEN RES MTG TR 2018-3 M-1 20580825 FLT
2058-08-25
4.357000
966.00
980.25
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.108000
23750000.00
24932163.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-2 20490927 FLT
2049-09-27
9.322750
10000000.00
10589088.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.158000
22000000.00
22180774.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 M-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
3.758000
23000000.00
23052843.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
12.958000
7450000.00
9670336.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
5.258000
5540000.00
5807948.87
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
5.272750
7169802.00
7626044.18
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-3 20240925 FLT
2024-09-25
5.458000
251.00
271.12
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ1 M-3 20250325 FLT
2025-03-25
5.508000
7000000.00
5120226.24
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
6.508000
32030.00
34563.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
7.372750
22294357.00
24591438.11
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
6.858000
9530000.00
10417147.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
6.708000
8166353.00
8798006.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
5.258000
8234000.00
8609571.04
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
3.958000
13678969.00
13821268.27
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
8.858000
17240000.00
16636412.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
5.958000
21546000.00
18505307.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.208000
55382392.00
60099962.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2C 20300125 FLT
2030-01-25
3.908000
7144279.00
7186496.13
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
3.858000
5628000.00
5672408.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
5.408000
1268000.00
1330705.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
9.458000
17223270.00
18261572.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.008000
1465.00
1478.68
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
12.708000
20565000.00
25937112.69
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.458590
13750000.00
13854277.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 M-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
4.058000
14423000.00
14531560.32
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
17486.00
17959.98
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
5199000.00
5316593.29
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
4.208000
7566675.00
7715031.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
4.208000
10500000.00
10181183.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.158000
27500000.00
23321981.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.008000
22724807.00
22922179.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
5.558000
16250000.00
17254827.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.508000
1194889.00
1275092.34
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.508000
269026.00
287083.56
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
6.658000
10565000.00
11929773.79
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
9468000.00
9657790.27
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
9247000.00
9389259.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
6.972750
5500000.00
6308834.12
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
6.458000
9405184.00
10511953.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
4.308000
6818000.00
6642212.56
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 2M-2 20240725 FLT
2024-07-25
4.608000
1450.00
983.27
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
4.158000
8000000.00
8091328.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R05 1M-2 20390725 FLT
2039-07-25
3.708000
4804181.00
4821346.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R06 2B-1 20390926 FLT
2039-09-26
5.458000
7750000.00
7821985.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.108000
1327730.00
1337419.04
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1M-2 20310425 FLT
2031-04-25
4.108000
12527695.00
12619115.16
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
6.058000
6197000.00
6701306.35
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.307940
1.00
0.58
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
8787000.00
9003260.76
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2M-2 20390627 FLT
2039-06-27
3.808000
7439070.00
7457973.50
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.958000
26608.00
28935.35
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.008000
705188.00
710814.93
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.008000
3.00
3.02
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1M-2 20310825 FLT
2031-08-25
4.008000
5496285.00
5540141.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
5.858000
11302.00
11989.58
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
5.808000
18000000.00
19104756.00
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
6.758000
8536000.00
9682639.93
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-OA11 A-1C 20460925 FLT
2046-09-25
1.958000
25000.00
17074.67
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1B-1 20391025 FLT
2039-10-25
5.108000
1400000.00
1395208.58
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2005-9 A-1 20351025 FLT
2035-10-25
4.270000
6301000.00
428816.05
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1M-2 20391025 FLT
2039-10-25
3.808000
8579143.00
8613606.37
Private Label Collateralized Mortgage Obligations
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0170
765996468.74
765996468.74
0.0063
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.880000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0LPFN9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GSAMP TRUST 2004-AR1 M-4 20340625 FLT
2034-06-25
3.583000
15500000.00
1224902.75
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2007-B A 20370215 FLT
2037-02-15
1.915380
162.00
9.18
Asset-Backed Securities
CPS AUTO RECV TR 2017-B E 20231215 5.7
5493000DWM31LZSZTM21
2023-12-15
5.750000
69.00
71.38
Asset-Backed Securities
MILL CITY MTG LN TR 2016-1 B3 20570425 FLT
2057-04-25
3.991420
4752.00
3986.38
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
2033-01-25
1.998000
55460.00
50727.71
Asset-Backed Securities
PARK PLACE SECS 2005-WLL1 M-5 20350325 FLT
2035-03-25
2.743000
634000.00
608196.69
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
8.987250
22631996.00
22337418.53
Asset-Backed Securities
GSAMP TRUST 2007-HSBC1 A-1 20370225 FLT
2037-02-25
2.558000
4160.00
32.24
Asset-Backed Securities
CWABS INC 2005-11 MF-1 20351225 FLT
2035-12-25
5.348000
3986664.00
4018176.81
Asset-Backed Securities
CWABS INC 2005-14 M-4 20360225 FLT
2036-02-25
2.438000
2074.00
2086.10
Asset-Backed Securities
CWABS INC 2006-6 M-1 20350925 FLT
2035-09-25
2.028000
3746.00
2891.10
Asset-Backed Securities
HALCYON LN ADVISORS FDG 2014-2
549300U92YP85EMXX728
2025-04-28
3.115630
2364980.00
324136.93
Asset-Backed Securities
ARGENT SECS INC 2005-W4 A-2D 20360225 FLT
2036-02-25
2.088000
5975.00
3115.34
Asset-Backed Securities
WESTLAKE AUTORECV TR 2019-3 F 20260415 4.7
2026-04-15
4.720000
864212.00
865531.27
Asset-Backed Securities
PROSPER PASS THRU TR II 19-ST1 CTF 20250715 0.0
549300HCI5NYJ9JJET80
2025-07-15
0.00
10717079.00
2605129.00
Asset-Backed Securities
LONG BEACH MTG LN TR 2005-3 I-A 20451025 FLT
2045-10-25
2.228000
168265000.00
13456621.69
Asset-Backed Securities
MORGAN STANLEY CAP 2006-HE1 M-1 20360125 FLT
2036-01-25
2.078000
5263976.00
4239937.32
Asset-Backed Securities
NEWCASTLE MTG SECS TR 2006-1 M-6 20360325 FLT
2036-03-25
2.278000
3180.00
2327.37
Asset-Backed Securities
HALCYON LN ADV FDG 2014-3R C-1-R 20251022 FLT
549300NL4H585I318G08
2025-10-22
4.603250
52027.00
52249.62
Asset-Backed Securities
HONDA AUTO RECV 2017-2 A-4 20230915 1.8
2023-09-15
1.870000
499924.00
499796.13
Asset-Backed Securities
CSMC SERIES 2015-12R 2-A-2 20371203 FLT
2037-12-03
2.518380
2900000.00
2619404.44
Asset-Backed Securities
BEAR STEARNS ASSET 2004-HE10 M-1 20341225 FLT
2034-12-25
2.683000
1.00
0.33
Asset-Backed Securities
BELLEMEADE RE LTD 2019-2 M-1C 20290425 FLT
254900I4ZKD8IMM1O953
2029-04-25
3.708000
1678.00
1675.09
Asset-Backed Securities
BLUE MOUNTAIN CLO 2015-3R E-R 20310421 FLT
5493009UJ1T6R11V4458
2031-04-21
10.045900
3500000.00
2844145.63
Asset-Backed Securities
ALLY MSTER OWNER TR 2018-1 A-2 20230115 2.7
2023-01-15
2.700000
223.00
224.92
Asset-Backed Securities
ACIS CLO 2014-4 E 20260501 FLT
549300GLSPRHLAVL0K92
2026-05-01
6.709130
6359.00
5480.87
Asset-Backed Securities
SKOPOS AUTO RECV TR 2019-1 D 20250415 5.2
2025-04-15
5.240000
1734057.00
1734379.15
Asset-Backed Securities
RADNOR RE LTD 2018-1 M-2 20280325 FLT
549300ED4YNDE7SVU538
2028-03-25
4.408000
375.00
375.58
Asset-Backed Securities
FREED ABS TR 2019-1 C 20260618 5.3
2026-06-18
5.390000
2594.00
2660.97
Asset-Backed Securities
CITIBANK CCIT 2018-A1 NOTES 20230120 2.4
R8AG6FXVDQAMDKCSJJ64
2023-01-20
2.490000
500000.00
508031.75
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
5.008000
8949.00
9025.88
Asset-Backed Securities
EMERA INC SUB COCO 76
NQZVQT2P5IUF2PGA1Q48
2076-06-15
6.750000
2132000.00
2478897.72
Corporate Debt Securities
DOWDUPONT INC SR GLBL NT 28
5493004JF0SDFLM8GD76
2028-11-15
4.725000
1.00
1.14
Corporate Debt Securities
TELEFONAKTIEBOLAGET LM ERICSS SR GLBL NT 22
549300W9JLPW15XIFM52
2022-05-15
4.125000
9815000.00
10202046.35
Corporate Debt Securities
EXIDE INTL HLDGS LP EXTND SR SEC 22
2022-10-31
10.750000
74.00
74.94
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2019C 29
9R1Z5I36FERIBVKW4P77
2029-08-01
2.850000
2385783.00
2425329.34
Corporate Debt Securities
STANDARD CHARTERED PLC SR 144 144A NT26
U4LOSYZ7YG4W3S5F2G91
2026-04-12
4.050000
823000.00
880682.01
Corporate Debt Securities
TRANSCANADA PIPELINES LTD SR NT 5%43
5BV01I6231JPDAPMGH09
2043-10-16
5.000000
988000.00
1150419.52
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 47
ZXTILKJKG63JELOEG630
2047-08-22
4.050000
1515000.00
1834941.49
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
7.104380
94389784.00
85983572.23
Corporate Debt Securities
UBS AG LONDON BRH FR 4.5%062648
BFM8T61CT2L1QCEMIK50
2048-06-26
4.500000
141172.00
182805.74
Corporate Debt Securities
WELLS FARGO CO NEW SUB NT 4.48%24
PBLD0EJDB5FWOLXP3B76
2024-01-16
4.480000
5011000.00
5494366.63
Corporate Debt Securities
AMGEN INC SR GLBL NT4.4%45
62QBXGPJ34PQ72Z12S66
2045-05-01
4.400000
65000.00
73825.19
Corporate Debt Securities
ANTERO RES CORP SR GLBL NT 5%25
APVBKPOULHUX7YZLKU17
2025-03-01
5.000000
70.00
46.88
Corporate Debt Securities
ASSOCIATED MATLS / AMH NEW FIN SR SEC GLBL 24
2024-01-01
9.000000
7300000.00
6657600.00
Corporate Debt Securities
BPCE SA FR 2.75%120221
9695005MSX1OYEMGDF46
2021-12-02
2.750000
330000.00
338448.27
Corporate Debt Securities
AETNA INC NEW SR NT 2.8%23
549300QKBENKLBXQ8968
2023-06-15
2.800000
3646000.00
3747306.14
Corporate Debt Securities
PUBLIC SVC ELEC GAS CO MTN BE FR 3.95%050142
549300RUHPVD434XUK18
2042-05-01
3.950000
26000.00
29427.90
Corporate Debt Securities
CITIZENS FINL GROUP INC ALT TIER I PERP
2138004JDDA4ZQUPFW65
2049-12-29
6.375000
2240382.00
2407033.75
Corporate Debt Securities
DH EUROPE FIN II S A R L SR GLBL NT 22
222100KDGL314CKTZ511
2022-11-15
2.050000
1732667.00
1734369.83
Corporate Debt Securities
BMW US CAPITAL LLC SR GLBL REGS 29
KK5MZM9DIXLXZL9DZL15
2029-04-18
3.625000
6434272.00
6967792.00
Corporate Debt Securities
AEP TEX INC SR GLBL -D NT 47
2047-10-01
3.800000
1333.00
1456.69
Corporate Debt Securities
STAPLES INC SR 144A NT 27
XQM2JINI1UL7642TU573
2027-04-15
10.750000
6869700.00
7166738.19
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL 144A 25
5493004T21MOAFINJP35
2025-01-31
7.125000
2033000.00
2059595.03
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 29
JM1I5YUAURL6DC8N1468
2029-12-15
5.500000
1211050.00
1303096.53
Corporate Debt Securities
ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 25
MGCJBT4MKTQBVLNUIS88
2025-04-30
3.450000
12.00
12.64
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2.05%011023
B6Q2VFHD1797Q7NZ3E43
2023-01-10
2.050000
50.00
50.26
Corporate Debt Securities
ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 26
2EULGUTUI56JI9SAL165
2026-03-11
4.550000
20.00
21.17
Corporate Debt Securities
BANKUNITED INC SR GLBL NT 25
96OVUWEW5D4YX6PFXD91
2025-11-17
4.875000
5673000.00
6217409.45
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 28
213800LBQA1Y9L22JB70
2028-01-10
4.337000
11850000.00
12852221.32
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP 4.5%28
BVHHEFJI6SHNOKQT2572
2028-12-01
4.500000
2000.00
2320.50
Corporate Debt Securities
HEALTHPEAK PROPERTIES INC SR NT 4.2%24
PZ9HF5U52KPF0MH0QN75
2024-03-01
4.200000
3249000.00
3506244.99
Corporate Debt Securities
HSBC FINANCE CORP SR SB GLBL NT 21
213800NQZ5NL1KSD7V45
2021-01-15
6.676000
4000.00
4272.88
Corporate Debt Securities
LLOYDS BKG GROUP PLC SR GLBL COCO 24
549300PPXHEU2JF0AM85
2024-03-12
3.900000
198330.00
210289.63
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 7.75%21
54930027UF5LR7S2XC75
2021-06-01
7.750000
96000.00
72558.67
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 8.125%23
54930027UF5LR7S2XC75
2023-06-01
8.125000
2527000.00
1251303.72
Corporate Debt Securities
ROSE ROCK MIDSTREAM LP/ ROSE R SR NT 5.625%22
2022-07-15
5.625000
2961000.00
3047068.87
Corporate Debt Securities
FEDEX CORP SR NT 5.1%44
549300E707U7WNPZN687
2044-01-15
5.100000
2494000.00
2856087.23
Corporate Debt Securities
SKANDINAVISKA ENSKILDA BANKEN FR 2.45%052720
F3JS33DEI6XQ4ZBPTN86
2020-05-27
2.450000
1550000.00
1552349.97
Corporate Debt Securities
FNMA CONN AVE SECS 2017-C04 2M-1 20291126 FLT
2029-11-26
2.558000
1.00
0.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
3.958000
14179169.00
14326671.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-3 20240925 FLT
2024-09-25
5.458000
27466535.00
29668429.45
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
4.00
4.11
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
466.00
476.54
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
5.958000
11580.00
12271.68
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.108000
10058290.00
10558944.38
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
6.108000
416071.00
436781.06
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
4.308000
564775.00
550213.49
Private Label Collateralized Mortgage Obligations
Y
2020-01-03
2020-01-03
2020-02-24
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0205
253693853.23
253693853.23
0.0021
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.570000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LPHJ6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLZN4918
2049-01-01
5.500000
533606.00
418581.47
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN4921
2049-04-01
3.500000
875391.00
783523.39
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN5142
2034-04-01
3.500000
1761436.00
1494929.67
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN5189
2034-04-01
3.500000
380129.00
313000.90
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN3357
2049-02-01
4.500000
1009927.00
846683.23
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN3613
2034-02-01
3.500000
458449.00
423474.31
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN3772
2034-03-01
3.500000
585615.00
520575.59
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5940
2048-11-01
4.500000
8000000.00
7203331.08
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM4635
2047-11-01
4.000000
4100000.00
3591173.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1662
2046-09-01
3.500000
1472292.00
1316845.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2267
2046-12-01
3.500000
1524130.00
1308089.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3478
2047-06-01
3.500000
7235601.00
6014403.81
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM3888
2047-08-01
4.000000
70507.00
57803.86
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3890
2047-08-01
4.500000
823248.00
766055.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4878
2047-03-01
3.500000
2530000.00
2059407.37
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7235
2048-07-01
4.000000
200000.00
161143.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7340
2048-07-01
4.000000
587000.00
522884.42
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA3033
2038-10-01
4.000000
25000.00
19679.85
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6480
2048-05-01
4.000000
200000.00
165737.45
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8030
2034-11-01
2.000000
25653384.00
25377752.64
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0040
2049-07-01
3.000000
2065495.00
2033490.43
Agency Mortgage-Backed Securities
FEPC 03.500 CNSA0005
2028-03-01
3.500000
480268.00
407782.14
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0038
2032-02-01
2.500000
69447071.00
66279624.53
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1957
2034-02-01
3.500000
1383419.00
1152339.90
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1999
2034-03-01
3.500000
1206911.00
1020574.24
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN0509
2034-09-01
2.000000
353701.00
346240.31
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN0971
2034-11-01
2.000000
14942704.00
14782197.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA1803
2049-08-01
4.000000
1055862.00
884055.13
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN6230
2049-05-01
5.000000
262934.00
236079.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN2022
2048-12-01
5.000000
4406542.00
3553928.54
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN2495
2034-01-01
3.500000
75000.00
61472.01
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9163
2033-01-01
3.000000
1000000.00
809856.24
Agency Mortgage-Backed Securities
FEPC 03.500 CNZK9425
2028-05-01
3.500000
2759132.00
2279202.06
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2505
2038-05-01
3.500000
2000000.00
1687046.96
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN5753
2049-03-01
3.500000
43759.00
37751.58
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN5963
2049-05-01
4.500000
1106448.00
962954.16
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN1389
2048-11-01
4.500000
46878000.00
42500905.31
Agency Mortgage-Backed Securities
FEPC 02.500 CNQS0016
2029-08-01
2.500000
7713183.00
7014838.03
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA3984
2049-09-01
4.000000
1729016.00
1685312.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA6380
2049-03-01
4.000000
1012581.00
818269.45
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA6536
2049-03-01
4.000000
1151917.00
1076627.61
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6716
2049-04-01
4.500000
588664.00
505861.91
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA6859
2039-05-01
3.500000
4000000.00
3568361.26
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5675
2048-09-01
4.000000
50000000.00
40296947.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0029
2047-05-01
3.000000
3500000.00
2780825.39
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0202
2047-11-01
4.500000
500000.00
393841.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0241
2048-01-01
3.000000
1325000.00
1168930.78
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4751
2048-01-01
3.500000
25000.00
21175.01
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1858
2049-04-01
4.500000
268603768.00
249999999.88
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1848
2048-06-01
4.000000
8167822.00
7644713.26
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1597
2048-12-01
3.000000
2098866.00
1770437.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0537
2048-03-01
3.500000
17000.00
15424.64
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM1310
2046-06-01
4.500000
851518.00
688757.45
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9853
2033-09-01
3.500000
1346992.00
1253681.26
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK9093
2032-12-01
2.500000
28785600.00
22835815.35
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK9161
2033-01-01
2.500000
750623.00
629756.45
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2471
2037-09-01
3.000000
2300000.00
1832604.53
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4867
2049-04-01
4.000000
7333672.00
7201319.27
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4906
2049-04-01
3.000000
25000.00
22557.16
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN3606
2034-01-01
3.500000
801463.00
631184.11
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3840
2049-02-01
4.000000
2405745.00
1998161.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN3940
2049-03-01
3.500000
3470000.00
2802436.97
Agency Mortgage-Backed Securities
FEPC 04.000 CTZL0404
2038-06-01
4.000000
1594708.00
1277522.46
Agency Mortgage-Backed Securities
FEPC 03.500 CTZL0430
2038-07-01
3.500000
1189010.00
1054614.13
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL9802
2045-03-01
2.500000
57105.00
45605.57
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA5867
2038-12-01
4.500000
216000.00
181055.24
Agency Mortgage-Backed Securities
FEPC 03.000 3PZA3238
2047-11-01
3.000000
3698958.00
3002844.58
Agency Mortgage-Backed Securities
FEPC 03.000 3PZA3221
2046-11-01
3.000000
1474700.00
1185826.28
Agency Mortgage-Backed Securities
FEPC 03.500 3PZA3249
2048-03-01
3.500000
3921589.00
3118892.90
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6287
2048-04-01
4.500000
100268.00
79351.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM5425
2048-01-01
4.000000
100387.00
88066.86
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5471
2048-01-01
4.500000
150000.00
129645.04
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM5690
2048-02-01
4.000000
215109.00
194634.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
2047-08-01
3.500000
2150457.00
1804150.12
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM4303
2047-09-01
4.500000
1040955.00
939949.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5333
2048-01-01
3.500000
1386817.00
1206952.01
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM4909
2047-11-01
4.500000
10144244.00
8026150.45
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM4943
2047-11-01
4.000000
1575000.00
1491051.86
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2414
2046-12-01
4.000000
352518.00
279150.75
Agency Mortgage-Backed Securities
FEPC 03.000 CTZL0307
2037-11-01
3.000000
1316803.00
1155362.88
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6284
2049-02-01
4.500000
7375000.00
6161208.59
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA5416
2048-05-01
3.500000
198596.00
167874.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7310
2048-07-01
4.000000
1288000.00
1225312.96
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7848
2048-08-01
4.000000
105936.00
93959.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8500
2048-10-01
4.000000
740000.00
655630.83
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5963
2048-03-01
3.500000
3861290.00
3503963.46
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6485
2048-05-01
4.000000
610000.00
547316.12
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6577
2048-05-01
4.000000
1044265.00
920401.55
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM6901
2048-05-01
3.000000
835321.00
733426.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6968
2048-06-01
4.000000
2073203.00
1706833.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5197
2047-12-01
4.500000
2017550.00
1791631.49
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6169
2048-04-01
4.500000
1000000.00
798744.29
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8025
2034-11-01
2.000000
17817673.00
17509242.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0006
2049-05-01
3.500000
116692148.00
111247552.64
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
2049-10-01
5.000000
19850000.00
19273444.16
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT2092
2034-06-01
3.500000
6983791.00
6513938.06
Agency Mortgage-Backed Securities
FEPC 04.000 CISB0045
2033-11-01
4.000000
278932.00
264022.02
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0067
2034-06-01
3.500000
116857304.00
115817032.41
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8008
2034-08-01
2.500000
99897341.00
96339738.51
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1998
2029-07-01
4.000000
907212.00
789278.57
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT2086
2049-06-01
3.500000
202701.00
189090.49
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT2088
2049-06-01
4.500000
2697010.00
2447974.60
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT2090
2049-06-01
3.000000
1480162.00
1418607.47
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN0393
2034-08-01
2.500000
1303205.00
1290012.11
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN0573
2034-09-01
3.000000
10824883.00
10678287.89
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA1597
2049-08-01
3.000000
100000.00
98158.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA1965
2049-08-01
4.000000
24590822.00
24034885.56
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA1978
2049-08-01
4.500000
4741850.00
4696181.98
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA2857
2049-09-01
2.500000
9352356.00
9250782.26
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA3853
2049-10-01
2.500000
158004442.00
155667196.48
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0095
2049-10-01
2.500000
18292139.00
17978350.30
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
2049-07-01
3.500000
254937.00
248617.24
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8006
2049-08-01
4.000000
144633260.00
141818862.22
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8015
2049-10-01
2.500000
1486650.00
1465187.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0218
2049-06-01
3.500000
4292066.00
4202918.33
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA1033
2049-07-01
3.000000
400000.00
394672.95
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8013
2034-09-01
2.500000
3868385.00
3796040.03
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN1654
2032-12-01
3.500000
1300027.00
1142457.03
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3530
2049-02-01
4.000000
6165335.00
5720356.74
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2908
2049-01-01
4.000000
1855000.00
1458106.19
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3353
2049-02-01
4.000000
10692553.00
10078553.81
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9749
2033-09-01
3.500000
555533.00
454392.91
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2450
2037-02-01
3.000000
1053108.00
833320.53
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2497
2038-02-01
3.000000
1950525.00
1698937.76
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2486
2037-12-01
3.000000
1028964.00
864644.00
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2493
2038-02-01
3.000000
2000000.00
1699669.17
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2510
2038-06-01
3.500000
346885.00
281365.59
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN5214
2034-04-01
3.500000
16186432.00
15844676.65
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2466
2037-07-01
3.000000
200000.00
158188.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8656
2048-10-01
4.000000
570000.00
515506.20
Agency Mortgage-Backed Securities
FEPC 03.000 3PZM9423
2048-03-01
3.000000
3014865.00
2941439.16
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0844
2046-02-01
3.500000
50000.00
43139.58
Agency Mortgage-Backed Securities
FEPC 03.000 3SZN0185
2046-09-01
3.000000
1095886.00
1048068.55
Agency Mortgage-Backed Securities
FEPC 03.000 3SZN0183
2046-08-01
3.000000
1031799.00
970145.23
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA1088
2049-07-01
4.500000
40006804.00
38882591.12
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA1082
2049-07-01
5.000000
19447031.00
19076952.66
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1172
2049-08-01
3.000000
657309.00
651412.05
Agency Mortgage-Backed Securities
FEPC 02.000 CNRD5011
2029-10-01
2.000000
322500.00
317468.73
Agency Mortgage-Backed Securities
FEPC 03.500 3PRE6007
2049-08-01
3.500000
2491554.00
2450811.79
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN0292
2034-07-01
3.500000
5712618.00
5141669.03
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL9930
2045-07-01
2.500000
145000.00
122356.47
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4755
2048-02-01
3.500000
2100000.00
1779532.06
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4725
2047-07-01
3.000000
287339.00
237691.59
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA6402
2039-03-01
3.500000
1860799.00
1461582.50
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA6950
2049-05-01
4.000000
30000000.00
29350597.01
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5676
2048-09-01
4.000000
892715.00
713669.44
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5783
2048-10-01
4.500000
924380.00
763466.57
Agency Mortgage-Backed Securities
FEPC 04.500 CIZA5878
2033-12-01
4.500000
3134538.00
2621889.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1776
2049-03-01
3.500000
561342.00
440992.85
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS9909
2046-08-01
2.500000
220000.00
177128.18
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0189
2047-09-01
4.000000
180857.00
152505.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0240
2048-01-01
3.500000
86921.00
74659.16
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4734
2047-09-01
3.000000
432881.00
372679.06
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4738
2047-10-01
3.000000
22300989.00
19141822.84
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4739
2047-10-01
3.500000
523000.00
436112.57
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4743
2047-11-01
3.500000
605000.00
508538.90
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4777
2048-07-01
3.500000
10673105.00
8393550.35
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8696
2033-05-01
2.500000
41464702.00
34766074.16
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS4692
2046-12-01
2.500000
3188045.00
2619602.01
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS4680
2046-09-01
2.500000
862169.00
686129.93
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4750
2048-01-01
3.000000
367801.00
322580.96
Agency Mortgage-Backed Securities
FEPC 05.500 CTZT1806
2029-02-01
5.500000
1973840.00
1823086.34
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1864
2049-04-01
4.000000
733757.00
587774.16
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1872
2034-04-01
3.500000
10089162.00
8753982.80
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1955
2049-05-01
3.000000
496424.00
449474.12
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1799
2034-03-01
3.500000
8970000.00
7270806.58
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1475
2046-11-01
3.500000
475000.00
418847.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1476
2048-02-01
3.500000
1290000.00
1154299.56
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1558
2032-07-01
4.000000
9201165.00
7368705.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1593
2049-01-01
3.500000
281120.00
225225.23
Agency Mortgage-Backed Securities
FEPC 02.500 CLZT0321
2043-10-01
2.500000
275000.00
237221.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0711
2048-10-01
3.500000
30000000.00
23557152.14
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
12500000.00
11824240.57
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1733
2034-02-01
4.000000
1000000.00
792127.25
Agency Mortgage-Backed Securities
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0157
1561000000.00
1561000000.00
0.0129
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.690000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LPHK3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EURO BK RECON & DEV EURO MTN FR 1.5%110221
549300HTGDOVDU6OGK19
2021-11-02
1.500000
22450000.00
22380068.25
Corporate Debt Securities
ICBCIL FINANCE CO. LTD. FR 2.5%092921
549300ZCUURSNVTOEU07
2021-09-29
2.500000
140000.00
139838.53
Corporate Debt Securities
SAUDI ARABIAN OIL CO FR 2.75%041622
5586006WD91QHB7J4X50
2022-04-16
2.750000
200000.00
202436.94
Corporate Debt Securities
SAUDI ARABIAN OIL CO FR 2.875%041624
5586006WD91QHB7J4X50
2024-04-16
2.875000
163000.00
165675.49
Corporate Debt Securities
SAUDI ARABIAN OIL CO FR 3.5%041629
5586006WD91QHB7J4X50
2029-04-16
3.500000
300000.00
314175.17
Corporate Debt Securities
SAUDI ARABIAN OIL CO FR 4.25%041639
5586006WD91QHB7J4X50
2039-04-16
4.250000
20000.00
21653.13
Corporate Debt Securities
BANGKOK BK PUBLIC CO LTD HONG FR 3.733%092534
549300CCL2BKJGMYXV60
2034-09-25
3.733000
200000.00
202713.29
Corporate Debt Securities
ICBCIL FINANCE CO. LTD. FR 2.75%051921
549300ZCUURSNVTOEU07
2021-05-19
2.750000
52000.00
52024.12
Corporate Debt Securities
EURO BK RECON & DEV EURO MTN FR 2.75%030723
549300HTGDOVDU6OGK19
2023-03-07
2.750000
47916735.00
49798132.36
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 2.342%111520
549300G6UZOB126GBY72
2020-11-15
2.342000
17846000.00
17855293.80
Corporate Debt Securities
MASSMUTUAL GLBL FDG II MTN144A FR 2%041521
549300K1IE3K7YU6VG29
2021-04-15
2.000000
8050000.00
8077083.78
Corporate Debt Securities
BOC AVIATION PTE LTD FR 2.375%091521
254900H06V5RMEB3KE72
2021-09-15
2.375000
280000.00
279717.74
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S FR 1.875%071821
988400TFZILHBD5M3R71
2021-07-18
1.875000
295000.00
295387.31
Corporate Debt Securities
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0171
94999719.75
94999719.75
0.0008
N
N
Y
N
FICC BNY
FICC BNY 1.640000%
549300H47WTHXPU08X20
ARP0LPT87
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
1045000000.00
1498737966.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
1350300000.00
1561768924.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
964983100.00
1126897465.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
1478550000.00
1551251075.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
1332300000.00
1345244612.16
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
6945000000.00
6945000000.00
0.0575
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 1.640000%
549300HN4UKV1E2R3U73
0001675365
ARP0LPX58
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLSD8030
2049-11-01
3.000000
245895431.00
249999999.50
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3870
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.500000
20608530.00
20440002.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
2049-07-01
3.500000
256354904.00
249999999.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5807
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
268951501.00
249999999.21
Agency Mortgage-Backed Securities
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
748000000.00
748000000.00
0.0062
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.600000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0LPX66
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CNMA3586
B1V7KEBTPIMZEU4LTD58
2029-02-01
4.000000
162721.00
143730.89
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1270
B1V7KEBTPIMZEU4LTD58
2032-11-01
2.500000
210000.00
86270.10
Agency Mortgage-Backed Securities
04.000 FGPC G60184 G
2044-02-01
4.000000
108000.00
58996.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV5040
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
18470000.00
9125032.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6343
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
68000000.00
56308749.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6831
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
6650000.00
5309707.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ1689
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
1000100.00
278683.74
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ5323
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
50360270.00
24651404.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR2263
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1000.00
266.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO2578
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
1021.00
328.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4456
B1V7KEBTPIMZEU4LTD58
2037-05-01
3.500000
1829589.00
631202.43
Agency Mortgage-Backed Securities
FNMS 04.500 CIAD0244
B1V7KEBTPIMZEU4LTD58
2024-10-01
4.500000
731896.00
37609.96
Agency Mortgage-Backed Securities
FNMS 05.000 CIAD4026
B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
1727042.00
363077.34
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD5484
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.000000
30991346.00
1881275.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0840
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.500000
12399740.00
3300942.00
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2764
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.500000
1000782.00
796915.34
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA3072
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
38697.00
35168.28
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3152
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.500000
750000.00
574564.54
Agency Mortgage-Backed Securities
FNMS 03.500 CWMA3166
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
659047.00
596332.63
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA3636
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
1352085.00
1201287.89
Agency Mortgage-Backed Securities
FNMS 04.500 CIMA3720
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.500000
1002028.00
828622.71
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA1558
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.500000
1791875.00
630541.16
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1561
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.000000
123000.00
58548.58
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2197
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
218470.00
105440.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA3570
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.500000
90249.00
65642.91
Agency Mortgage-Backed Securities
FNMS 03.000 CIBE2134
B1V7KEBTPIMZEU4LTD58
2031-12-01
3.000000
5373453.00
3900671.04
Agency Mortgage-Backed Securities
FNMS 04.750 CL769542
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.750000
1200549.00
62247.02
Agency Mortgage-Backed Securities
FNMS 06.000 CL849985
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
2235.00
293.19
Agency Mortgage-Backed Securities
FNMS 06.000 CL698107
B1V7KEBTPIMZEU4LTD58
2033-05-01
6.000000
935000.00
43494.80
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0634
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.500000
408000.00
70495.82
Agency Mortgage-Backed Securities
FNMS 02.500 CWMA1234
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
5105238.00
1680947.40
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5501
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
545000.00
230839.52
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB5901
B1V7KEBTPIMZEU4LTD58
2027-08-01
2.500000
76216142.00
22384866.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLAC9285
B1V7KEBTPIMZEU4LTD58
2041-02-01
5.000000
985626.00
228639.10
Agency Mortgage-Backed Securities
FNMS 03.500 CJMA0569
B1V7KEBTPIMZEU4LTD58
2025-09-01
3.500000
1192.00
30.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB1146
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
530000.00
97104.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB1380
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.000000
1360794.00
199120.84
Agency Mortgage-Backed Securities
FNMS 04.000 CTAB3546
B1V7KEBTPIMZEU4LTD58
2031-09-01
4.000000
61752771.00
13202615.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5366
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
15766169.00
7321754.45
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB6189
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
10065814.00
2995519.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB6215
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.000000
200000.00
96717.40
Agency Mortgage-Backed Securities
FNMS 06.000 CL929723
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
1242002.00
33188.62
Agency Mortgage-Backed Securities
FNMS 04.500 CT930998
B1V7KEBTPIMZEU4LTD58
2029-04-01
4.500000
1977.00
61.01
Agency Mortgage-Backed Securities
FNMS 06.500 CL953375
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
1000743.00
44908.13
Agency Mortgage-Backed Securities
FNMS 04.500 CI995158
B1V7KEBTPIMZEU4LTD58
2020-12-01
4.500000
13405736.00
63154.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA2794
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.000000
356244.00
51285.36
Agency Mortgage-Backed Securities
FNMS 04.500 CIAA9781
B1V7KEBTPIMZEU4LTD58
2024-07-01
4.500000
1000000.00
46187.67
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL3042
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.500000
589087.00
34018.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL4469
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
261564.00
81159.17
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ1905
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
4371943.00
1500809.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK6757
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
204539521.00
56454151.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0628
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
90050000.00
28641462.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4353
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
4060830.00
1430483.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO8959
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.500000
1342963.00
322731.20
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO8605
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
4661438.00
1287090.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL5939
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
182000.00
89141.98
Agency Mortgage-Backed Securities
FNMS 06.000 CTAL8083
B1V7KEBTPIMZEU4LTD58
2029-03-01
6.000000
142899.00
40054.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2894
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
2703355.00
1131530.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9882
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1431165.00
1299400.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6251
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2408554.00
2255378.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE4477
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
4610859.00
4179377.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7103
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
3939325.00
3546693.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC9002
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
3637488.00
2848136.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD4953
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
3769668.00
3032783.28
Agency Mortgage-Backed Securities
FNMS 06.500 CL889508
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
14713029.00
624708.70
Agency Mortgage-Backed Securities
FNMS 06.000 CI893542
B1V7KEBTPIMZEU4LTD58
2021-09-01
6.000000
3227343.00
30249.87
Agency Mortgage-Backed Securities
FNMS 06.000 CI902044
B1V7KEBTPIMZEU4LTD58
2021-11-01
6.000000
569235.00
28743.90
Agency Mortgage-Backed Securities
FNMS 05.500 BL925894
B1V7KEBTPIMZEU4LTD58
2031-12-01
5.500000
8675496.00
621073.27
Agency Mortgage-Backed Securities
FNMS 03.500 CICA3930
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.500000
1311.00
1324.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5136
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
8930798.00
8503869.42
Agency Mortgage-Backed Securities
FNMS 04.500 CIAI2699
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.500000
6481840.00
96402.92
Agency Mortgage-Backed Securities
FNMS 03.500 CTAV2584
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
1120477.00
608195.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR7817
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
2636141.00
1148586.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5370
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
250000.00
147323.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5596
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
75000.00
36853.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9798
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
47949900.00
39776399.91
Agency Mortgage-Backed Securities
FNMS 03.000 CVAP4645
B1V7KEBTPIMZEU4LTD58
2027-09-01
3.000000
2873911.00
875211.86
Agency Mortgage-Backed Securities
FNMS 03.000 CIAQ8722
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
1225331.00
380327.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR7132
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
400546.00
301018.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8468
B1V7KEBTPIMZEU4LTD58
2046-04-01
4.000000
83000.00
48315.96
Agency Mortgage-Backed Securities
04.000 FGPC J39968 G
2033-12-01
4.000000
3986032.00
3619344.71
Agency Mortgage-Backed Securities
FNMS 03.000 CJMA1646
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.000000
915746.00
153728.10
Agency Mortgage-Backed Securities
FNMS 05.500 CL814940
B1V7KEBTPIMZEU4LTD58
2035-04-01
5.500000
626839.00
55916.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA0315
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
8087536.00
6042784.93
Agency Mortgage-Backed Securities
FNMS 03.500 CIBC3589
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.500000
1189571.00
783622.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4991
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
125000.00
75146.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9483
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
6594237.00
2775301.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX3118
B1V7KEBTPIMZEU4LTD58
2039-10-01
3.500000
283409.00
96793.13
Agency Mortgage-Backed Securities
FNMS 04.000 CIAY4649
B1V7KEBTPIMZEU4LTD58
2031-05-01
4.000000
1018490.00
467872.41
Agency Mortgage-Backed Securities
FNMS 06.500 CI745971
B1V7KEBTPIMZEU4LTD58
2021-10-01
6.500000
19577.00
63.10
Agency Mortgage-Backed Securities
FNMS 05.500 CL749844
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
500000.00
37273.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT0300
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
108299.00
46333.69
Agency Mortgage-Backed Securities
FNMS 03.000 CIAT5645
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
5171326.00
1878613.51
Agency Mortgage-Backed Securities
FNMS 03.500 CTAU2552
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
2409469.00
1109714.33
Agency Mortgage-Backed Securities
FNMS 03.000 CIAV1614
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
194154.00
51255.87
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA0599
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
1058.00
54.33
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM1493
B1V7KEBTPIMZEU4LTD58
2034-09-01
2.500000
5013120.00
4893527.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3092
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
43163040.00
21116014.71
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL3754
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.000000
156000.00
48286.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4957
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
3360176.00
1647958.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ1888
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
8116736.00
4791972.19
Agency Mortgage-Backed Securities
FNMS 04.500 CIAL2329
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
40577120.00
5445864.43
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL2890
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.000000
164000.00
75531.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA3732
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
1000.00
1064.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7147
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.500000
286000.00
120994.96
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6371
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.000000
9055000.00
4357049.28
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL7707
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.500000
1400000.00
794766.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7562
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
5310292.00
4757871.70
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ6278
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.500000
447662.00
468645.25
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ6871
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
14933927.00
13175253.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ6898
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
2500408.00
2638201.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2975
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
150000.00
109522.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4582
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
5200000.00
4940002.45
Agency Mortgage-Backed Securities
FNMS 03.500 U4BF0242
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
910357.00
832370.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7173
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
2474488.00
2004199.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD5249
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
3181198.00
3007593.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD8980
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
47000.00
33780.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE0183
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
255000.00
204351.00
Agency Mortgage-Backed Securities
FNMS 06.500 CL888544
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.500000
1410.00
88.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0339
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
615324.00
545268.38
Agency Mortgage-Backed Securities
FNMS 03.500 CICA0762
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
10047425.00
8136064.45
Agency Mortgage-Backed Securities
FNMS 03.500 CVCA1046
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
1534504.00
1347607.35
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA1588
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
1629474.00
1531422.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4441
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
140372992.00
142438089.45
Agency Mortgage-Backed Securities
FNMS 06.500 CLBM4346
B1V7KEBTPIMZEU4LTD58
2039-08-01
6.500000
2869456.00
2556420.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4818
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
580000.00
537344.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5173
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
35903936.00
34182141.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO3299
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
920756.00
986483.36
Agency Mortgage-Backed Securities
FNMS 03.500 CTBO5489
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.500000
2244495.00
2326199.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9264
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1541.00
1486.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0888
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
12093848.00
11011502.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1677
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
22011987.00
19220489.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1732
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
121082.00
91608.00
Agency Mortgage-Backed Securities
FNMS 07.000 CLBM4444
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
7040780.00
6497834.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM3934
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
58025795.00
46787150.14
Agency Mortgage-Backed Securities
FNMS 02.000 CIAB7241
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.000000
18500000.00
6438743.71
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL1312
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.000000
451000.00
50087.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1289
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
11000003.00
3508740.48
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD5483
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.000000
18147840.00
1595897.52
Agency Mortgage-Backed Securities
FNMS 04.000 CIAI2076
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
18761150.00
2919257.04
Agency Mortgage-Backed Securities
FNMS 04.500 CRAL7381
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.500000
327613.00
203765.46
Agency Mortgage-Backed Securities
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0162
686000000.00
686000000.00
0.0057
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 1.640000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0LPX74
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BM2332 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
3046099.00
3183877.51
Agency Mortgage-Backed Securities
GNII SF BM4141 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
321374.00
335804.70
Agency Mortgage-Backed Securities
GNII SF BK8738 C
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
764108.00
848206.18
Agency Mortgage-Backed Securities
GNII SF BO8247 C
549300M8ZYFG0OCMTT87
2049-09-20
5.500000
524337.00
570503.40
Agency Mortgage-Backed Securities
GNII SF BN8480 C
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
160667.00
166673.98
Agency Mortgage-Backed Securities
GNII SF BO2699 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
8376.00
8694.55
Agency Mortgage-Backed Securities
GNII SF BQ7130 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
454675.00
474111.13
Agency Mortgage-Backed Securities
GNII SF 571506 C
549300M8ZYFG0OCMTT87
2031-08-20
6.100000
931495.00
64815.69
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
13645358.00
13903765.55
Agency Mortgage-Backed Securities
GNII SF MA5988 M
549300M8ZYFG0OCMTT87
2049-06-20
5.000000
18101152.00
18691483.56
Agency Mortgage-Backed Securities
GNII SF MA6161 M
549300M8ZYFG0OCMTT87
2038-09-20
7.000000
50524.00
58398.60
Agency Mortgage-Backed Securities
GNII SF MA6156 M
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
1014309.00
1067455.32
Agency Mortgage-Backed Securities
GNII SF BJ0272 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
1160733.00
980112.63
Agency Mortgage-Backed Securities
GNII SF BJ6555 C
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
13759.00
10071.48
Agency Mortgage-Backed Securities
GNII SF BL7124 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
969462.00
925766.70
Agency Mortgage-Backed Securities
GNII SF BM1753 C
549300M8ZYFG0OCMTT87
2049-04-20
5.500000
1268817.00
678280.96
Agency Mortgage-Backed Securities
GNII SF BM1755 C
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
274860.00
288203.43
Agency Mortgage-Backed Securities
GNII SF BM4138 C
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
14601485.00
15324559.77
Agency Mortgage-Backed Securities
GNII SF 683262 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
6894024.00
7133480.48
Agency Mortgage-Backed Securities
GNII SF BR6029 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
12546360.00
13002623.72
Agency Mortgage-Backed Securities
GNII SF BP5088 C
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
519942.00
552599.75
Agency Mortgage-Backed Securities
GNII SF BP6789 C
549300M8ZYFG0OCMTT87
2049-09-20
4.500000
889695.00
945864.07
Agency Mortgage-Backed Securities
GNII SF BP7218 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
453205.00
475739.82
Agency Mortgage-Backed Securities
GNII SF BP7296 C
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
599363.00
578308.74
Agency Mortgage-Backed Securities
GNII SF BP8323 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
1978224.00
2130237.14
Agency Mortgage-Backed Securities
GNII SF BO7492 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
3955736.00
4106913.89
Agency Mortgage-Backed Securities
GNII SF BO7771 C
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
186693.00
197854.86
Agency Mortgage-Backed Securities
GNII SF BP0580 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
245039.00
268771.79
Agency Mortgage-Backed Securities
GNII SF BP3930 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
420141.00
435419.94
Agency Mortgage-Backed Securities
GNII SF BP3932 C
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
885098.00
911811.44
Agency Mortgage-Backed Securities
GNII SF BN7028 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
11963837.00
12715274.97
Agency Mortgage-Backed Securities
GNII SF BO1169 C
549300M8ZYFG0OCMTT87
2049-09-20
5.500000
156799.00
168890.33
Agency Mortgage-Backed Securities
GNII SF BP9519 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
63752.00
66070.42
Agency Mortgage-Backed Securities
GNII SF BQ1731 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
4144230.00
4288297.75
Agency Mortgage-Backed Securities
GNII SF BQ2505 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
4518.00
4771.80
Agency Mortgage-Backed Securities
GNII SF BQ7137 C
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
1027324.00
1093054.11
Agency Mortgage-Backed Securities
GNII SF BQ6581 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
1001.00
1049.81
Agency Mortgage-Backed Securities
GNII SF BO4395 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
1004504.00
1051940.07
Agency Mortgage-Backed Securities
GNII SF BO8046 C
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
78140.00
82184.61
Agency Mortgage-Backed Securities
GNII SF BP5087 C
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
200000.00
212376.85
Agency Mortgage-Backed Securities
GNII SF BR2293 C
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
1051688.00
1083431.45
Agency Mortgage-Backed Securities
GNII SF BR2324 C
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
586128.00
603819.30
Agency Mortgage-Backed Securities
GNII SF BR2908 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
76373.00
79150.47
Agency Mortgage-Backed Securities
GNII SF BR5626 C
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
197459.00
215804.89
Agency Mortgage-Backed Securities
GNII SF BR5646 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
2000.00
2084.76
Agency Mortgage-Backed Securities
GNII SF BQ8234 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
569131.00
599856.22
Agency Mortgage-Backed Securities
GNII SF BQ8280 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
989924.00
1031874.12
Agency Mortgage-Backed Securities
GNII SF BQ9207 C
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
2564703.00
2642114.29
Agency Mortgage-Backed Securities
GNII SF BQ9255 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
1099784.00
1139780.09
Agency Mortgage-Backed Securities
GNII SF BR0170 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
1000.00
1042.38
Agency Mortgage-Backed Securities
GNII SF BR1815 C
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
386408.00
398070.70
Agency Mortgage-Backed Securities
GNII SF BQ6722 C
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
792596.00
844997.47
Agency Mortgage-Backed Securities
GNII SF BQ7228 C
549300M8ZYFG0OCMTT87
2049-10-20
4.500000
963938.00
1026017.44
Agency Mortgage-Backed Securities
GNII SF BQ7217 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
2140596.00
2261022.11
Agency Mortgage-Backed Securities
GNII SF BQ7218 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
9315840.00
9818705.68
Agency Mortgage-Backed Securities
GNII SF BQ7526 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
4099739.00
4248831.02
Agency Mortgage-Backed Securities
GNII SF BQ7915 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
137761.00
145202.70
Agency Mortgage-Backed Securities
GNII SF BR7080 C
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
1003.00
1072.61
Agency Mortgage-Backed Securities
GNII SF 601193 C
549300M8ZYFG0OCMTT87
2033-01-20
6.100000
112834.00
82625.75
Agency Mortgage-Backed Securities
GNII SF 680432 C
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
2160444.00
2259041.90
Agency Mortgage-Backed Securities
GNII SF MA6196 M
549300M8ZYFG0OCMTT87
2034-01-20
5.500000
94536.00
99884.81
Agency Mortgage-Backed Securities
GNII SF MA6285 M
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
6866110.00
7205784.09
Agency Mortgage-Backed Securities
GNII SF MA6287 M
549300M8ZYFG0OCMTT87
2049-10-20
5.000000
12287168.00
13206726.00
Agency Mortgage-Backed Securities
GNII SF MA6288 M
549300M8ZYFG0OCMTT87
2049-09-20
5.500000
451198.00
483010.52
Agency Mortgage-Backed Securities
GNII SF MA6289 M
549300M8ZYFG0OCMTT87
2049-10-20
6.000000
252825.00
289635.48
Agency Mortgage-Backed Securities
GNII SF MA6291 M
549300M8ZYFG0OCMTT87
2037-10-20
7.000000
99848.00
111033.02
Agency Mortgage-Backed Securities
GNII SF BR1986 C
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
734566.00
756737.65
Agency Mortgage-Backed Securities
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
154000000.00
154000000.00
0.0013
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.620000%
AC28XWWI3WIBK2824319
0001484219
ARP0LPXA7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
102155200.00
131740534.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
195598700.00
249999896.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
195062400.00
249999886.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
64580100.00
79199748.01
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
697000000.00
697000000.00
0.0058
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.640000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0LPXD1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2014-184 KQ
549300M8ZYFG0OCMTT87
2042-08-20
4.000000
2500000.00
177946.70
Agency Collateralized Mortgage Obligation
GNRA 2019-56 FA
549300M8ZYFG0OCMTT87
2049-05-20
2.073630
1000.00
979.41
Agency Collateralized Mortgage Obligation
GNRM 2018-38 BA
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
1000.00
840.10
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
2.423630
11380.00
10127.03
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-11-15
2.265380
4838.00
522.21
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2038-04-05
3.980000
1006000.00
1024077.82
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-05-15
0.00
6131000.00
4944105.84
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2038-03-09
3.460000
1000.00
1145.76
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2037-10-26
3.430000
805000.00
809672.35
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2038-01-25
3.540000
309000.00
314825.68
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-03-23
0.00
870000.00
725426.88
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-05-28
3.540000
3565000.00
3596544.31
Agency Debentures and Agency Strips
04.000 FGPC J39688 G
2033-10-01
4.000000
1249.00
1241.32
Agency Mortgage-Backed Securities
FEPC 03.000 3SZM9440
2047-01-01
3.000000
2514.00
1521.36
Agency Mortgage-Backed Securities
FNMS 06.000 CL929838
B1V7KEBTPIMZEU4LTD58
2038-08-01
6.000000
27615.00
1341.96
Agency Mortgage-Backed Securities
FNMS 04.000 CQCA4632
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
587808.00
617511.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2309
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
2780576.00
1029225.06
Agency Mortgage-Backed Securities
03.000 FGPC Q18098 G
2043-05-01
3.000000
15696116.00
6741233.42
Agency Mortgage-Backed Securities
04.000 FGPC V85440 G
2049-04-01
4.000000
197855.00
192176.75
Agency Mortgage-Backed Securities
GNII SF MA5986 M
549300M8ZYFG0OCMTT87
2049-06-20
4.000000
14983.00
15350.24
Agency Mortgage-Backed Securities
FNAR XX.XXX GA581345
B1V7KEBTPIMZEU4LTD58
2030-10-01
4.436000
19244.00
234.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI6963
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
2175432.00
541186.23
Agency Mortgage-Backed Securities
04.000 FGPC Q59260 G
2048-10-01
4.000000
2267380.00
2040201.38
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0449
2049-06-01
3.500000
3334555.00
3290044.03
Agency Mortgage-Backed Securities
GNAR AF MA5276 M
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
49999971.00
33589441.36
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
1070418.00
709813.94
Agency Mortgage-Backed Securities
GNII SF MA4720 M
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
7911185.00
5526575.02
Agency Mortgage-Backed Securities
GNAR AT MA4856 M
549300M8ZYFG0OCMTT87
2047-11-20
2.500000
1122.00
372.98
Agency Mortgage-Backed Securities
GNII SF MA5077 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
77376.00
62954.41
Agency Mortgage-Backed Securities
GNII SF MA5264 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
4104352.00
3067609.44
Agency Mortgage-Backed Securities
GNII SF MA2446 M
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
229740.00
66115.62
Agency Mortgage-Backed Securities
03.500 FGPC G08779 G
2047-09-01
3.500000
41335.00
33554.40
Agency Mortgage-Backed Securities
03.000 FGPC G08791 G
2047-12-01
3.000000
765675.00
666742.60
Agency Mortgage-Backed Securities
FMAR 1L1234 G
2036-01-01
4.952000
5152.00
48.97
Agency Mortgage-Backed Securities
GNMI SP 784142 X
549300M8ZYFG0OCMTT87
2040-08-15
6.000000
23392.00
11990.88
Agency Mortgage-Backed Securities
GNII SP 781956 M
549300M8ZYFG0OCMTT87
2035-07-20
6.000000
6116.00
336.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ0570
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.000000
1799164.00
851246.00
Agency Mortgage-Backed Securities
FNMS 06.000 CL881723
B1V7KEBTPIMZEU4LTD58
2036-03-01
6.000000
1369.00
33.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1107
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
144000.00
99717.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4456
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1012423.00
957034.74
Agency Mortgage-Backed Securities
04.500 FGPC U64002 G
2044-05-01
4.500000
2751912.00
1624381.77
Agency Mortgage-Backed Securities
03.500 FGPC U64864 G
2046-03-01
3.500000
1228126.00
1187523.24
Agency Mortgage-Backed Securities
04.500 FGPC Q62262 G
2049-03-01
4.500000
6789145.00
6626360.55
Agency Mortgage-Backed Securities
04.000 FGPC Q63413 G
2049-05-01
4.000000
211030.00
226543.91
Agency Mortgage-Backed Securities
04.000 FGPC Q51206 G
2047-09-01
4.000000
444281.00
316136.48
Agency Mortgage-Backed Securities
04.500 FGPC Q53142 G
2047-12-01
4.500000
1387186.00
1190813.90
Agency Mortgage-Backed Securities
03.000 FGPC C04619 G
2043-03-01
3.000000
17074177.00
8981638.65
Agency Mortgage-Backed Securities
07.500 FGPC G05801 G
2032-12-01
7.500000
9499990.00
1650436.31
Agency Mortgage-Backed Securities
06.000 FGPC G07137 G
2039-10-01
6.000000
2319692.00
445028.82
Agency Mortgage-Backed Securities
GNII SF 004193 M
549300M8ZYFG0OCMTT87
2038-07-20
5.000000
8740.00
442.32
Agency Mortgage-Backed Securities
GNII JM 004309 M
549300M8ZYFG0OCMTT87
2038-12-20
5.500000
2518428.00
13872.67
Agency Mortgage-Backed Securities
GNII JM 004593 M
549300M8ZYFG0OCMTT87
2039-12-20
5.000000
1265.00
40.45
Agency Mortgage-Backed Securities
GNII JM 004796 M
549300M8ZYFG0OCMTT87
2040-09-20
4.500000
1082.00
57.35
Agency Mortgage-Backed Securities
GNAR AF MA6232 M
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
1082.00
1122.45
Agency Mortgage-Backed Securities
GNII SF MA5527 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
43239369.00
35706753.79
Agency Mortgage-Backed Securities
GNAR AF MA5723 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
1000.00
724.76
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
25956643.00
20960420.05
Agency Mortgage-Backed Securities
GNAR AF MA5887 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
1026.00
964.35
Agency Mortgage-Backed Securities
GNII SF 005139 M
549300M8ZYFG0OCMTT87
2041-08-20
4.000000
45483200.00
8282133.67
Agency Mortgage-Backed Securities
GNII SF 005233 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
1252.00
240.84
Agency Mortgage-Backed Securities
GNAR AF 082906 M
549300M8ZYFG0OCMTT87
2041-08-20
3.250000
3461.00
333.82
Agency Mortgage-Backed Securities
GNAR AF 082932 M
549300M8ZYFG0OCMTT87
2041-09-20
3.250000
10239181.00
1090119.01
Agency Mortgage-Backed Securities
GNAR AS 082972 M
549300M8ZYFG0OCMTT87
2041-09-20
4.625000
1539.00
112.26
Agency Mortgage-Backed Securities
GNAR AT 083051 M
549300M8ZYFG0OCMTT87
2042-03-20
4.000000
1003.00
91.59
Agency Mortgage-Backed Securities
GNII SF MA6038 M
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
15070343.00
15360168.87
Agency Mortgage-Backed Securities
GNII SF 004168 M
549300M8ZYFG0OCMTT87
2038-06-20
5.000000
1548.00
72.32
Agency Mortgage-Backed Securities
FMAR 1Q0293 G
2037-08-01
4.886000
6757.00
126.25
Agency Mortgage-Backed Securities
07.000 FGPC G60528 G
2039-02-01
7.000000
1868391.00
1048308.68
Agency Mortgage-Backed Securities
GNAR AF MA2840 M
549300M8ZYFG0OCMTT87
2045-05-20
3.000000
13836300.00
2727156.36
Agency Mortgage-Backed Securities
GNAR AF MA2840 M
549300M8ZYFG0OCMTT87
2045-05-20
3.000000
2849.00
561.54
Agency Mortgage-Backed Securities
GNAR AF MA4396 M
549300M8ZYFG0OCMTT87
2047-04-20
3.000000
1904.00
1131.39
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
6078392.00
3544529.36
Agency Mortgage-Backed Securities
GNAR AF MA4335 M
549300M8ZYFG0OCMTT87
2047-03-20
3.000000
456704.00
259372.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3414
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
2576000.00
2187182.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
8126623.00
8066669.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3775
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
95353.00
96328.02
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0442
B1V7KEBTPIMZEU4LTD58
2039-01-01
6.500000
619827.00
36244.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE5432
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
1000.00
317.55
Agency Mortgage-Backed Securities
GNAR AF MA1237 M
549300M8ZYFG0OCMTT87
2043-08-20
3.250000
771900.00
77720.71
Agency Mortgage-Backed Securities
FNMS 06.000 NP900174
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
2170.00
22.76
Agency Mortgage-Backed Securities
FNMS 05.500 CI984259
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1442561.00
39895.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
74374995.00
56666528.68
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2764
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.500000
19031224.00
15154423.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2854
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
13001232.00
10728805.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4032
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2465184.00
1983418.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO1452
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
13007958.00
13615900.53
Agency Mortgage-Backed Securities
FNMS 08.000 CL888411
B1V7KEBTPIMZEU4LTD58
2033-09-01
8.000000
4271264.00
319786.67
Agency Mortgage-Backed Securities
FNMS 07.000 NP889809
B1V7KEBTPIMZEU4LTD58
2037-10-01
7.000000
2083.00
16.49
Agency Mortgage-Backed Securities
FNAR XX.XXX WS897699
B1V7KEBTPIMZEU4LTD58
2036-07-01
2.405000
1405.00
153.65
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4050
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.500000
16434922.00
3641514.16
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
3825700.00
3884367.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
58752000.00
60539387.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
100.00
107.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
100.00
102.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
200.00
203.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
50020600.00
50592534.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
1233500.00
1243094.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.250000
3094300.00
3690663.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
36483000.00
39275514.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
1399900.00
1510901.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
26738800.00
29809064.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
100.00
103.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
5378200.00
5794340.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
1194300.00
1209458.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
7292900.00
7678761.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
51628900.00
53683731.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
1.375000
16068600.00
16109409.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
800.00
904.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
5784000.00
6390086.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
209508800.00
213313684.76
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
772000000.00
772000000.00
0.0064
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.620000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0LPXG4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
244055700.00
249999995.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-20
0.00
250911000.00
249999942.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
243759400.00
249999905.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
2.000000
76682800.00
77331924.12
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
811000000.00
811000000.00
0.0067
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.640000%
549300QJJX6CVVUXLE15
0001317808
ARP0LPXJ8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC041CH R16F041
2046-07-25
2.000000
2106176.00
1014298.24
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2054-04-15
3.000000
87993.00
56100.27
Agency Collateralized Mortgage Obligation
GNII SF MA6283 M
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
99610269.00
102647618.53
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8124
2033-08-01
4.000000
1161880.00
1031276.92
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1429
2033-12-01
4.000000
1000.00
929.00
Agency Mortgage-Backed Securities
GNII SF MA6282 M
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
142029639.00
143380972.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLBK5896
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
1064507.00
1117668.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO4650
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
96650.00
106073.28
Agency Mortgage-Backed Securities
FNMS 04.000 CICA3416
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.000000
1000.00
988.70
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
1791523.00
375153.02
Agency Mortgage-Backed Securities
GNII SP 783521 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
135889167.00
24492650.25
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
904814.00
172747.53
Agency Mortgage-Backed Securities
GNMI SP 782719 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
119629413.00
8131249.18
Agency Mortgage-Backed Securities
GNMI SP 782736 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
13874462.00
1472827.40
Agency Mortgage-Backed Securities
GNMI SP 783056 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
57806692.00
4851118.19
Agency Mortgage-Backed Securities
GNII SF MA6039 M
549300M8ZYFG0OCMTT87
2049-07-20
3.500000
26989290.00
27666263.74
Agency Mortgage-Backed Securities
GNMI SF 724680 X
549300M8ZYFG0OCMTT87
2040-04-15
4.500000
16673559.00
3350329.69
Agency Mortgage-Backed Securities
GNII SF 738068 C
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
1004.00
302.61
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
50481123.00
40723411.19
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
65776050.00
49118086.42
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
134000.00
103335.29
Agency Mortgage-Backed Securities
GNII SF MA4963 M
549300M8ZYFG0OCMTT87
2047-12-20
4.000000
30899115.00
22262025.44
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
4433898.00
3338494.12
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
199998000.00
134144258.20
Agency Mortgage-Backed Securities
GNII SF MA4323 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
25906.00
11529.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
2049-09-01
3.000000
48178314.00
48333268.43
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
2049-10-01
3.000000
43798627.00
44198203.32
Agency Mortgage-Backed Securities
GNMI SP 783099 X
549300M8ZYFG0OCMTT87
2040-07-15
4.500000
196256.00
13941.87
Agency Mortgage-Backed Securities
GNII SP 783464 M
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
149998000.00
23128506.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1000.00
730.69
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
38940769.00
31463650.38
Agency Mortgage-Backed Securities
GNII SF MA5191 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
1941119.00
1558266.25
Agency Mortgage-Backed Securities
GNII SF MA6219 M
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
3015530.00
3125882.64
Agency Mortgage-Backed Securities
GNII SP 783619 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
128354334.00
25452699.96
Agency Mortgage-Backed Securities
GNMI SP 783658 X
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
9952725.00
1953562.11
Agency Mortgage-Backed Securities
GNMI SP 783641 X
549300M8ZYFG0OCMTT87
2042-06-15
4.000000
7218.00
1152.15
Agency Mortgage-Backed Securities
GNII SF MA5528 M
549300M8ZYFG0OCMTT87
2048-10-20
4.000000
262793375.00
198306029.98
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
17925426.00
12577072.06
Agency Mortgage-Backed Securities
GNII SF MA5929 M
549300M8ZYFG0OCMTT87
2049-04-20
3.000000
46005369.00
46241838.48
Agency Mortgage-Backed Securities
GNII SF MA5930 M
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
736833.00
746856.60
Agency Mortgage-Backed Securities
GNII SF MA5931 M
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
81395621.00
82706986.08
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
86493667.00
88131631.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3745
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
5993600.00
5955125.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3775
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
3112438.00
3144263.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3776
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
1000.00
1021.56
Agency Mortgage-Backed Securities
GNII SF MA1522 M
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
11750892.00
2980007.62
Agency Mortgage-Backed Securities
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
8890000.00
4133631.54
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
9063987.00
5285537.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
35484557.00
5074146.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
104281.00
103799.09
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-05
0.00
400.00
399.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
200.00
200.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
1013600.00
1065987.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
300.00
312.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
1992700.00
2040097.58
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
1172000000.00
1172000000.00
0.0097
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.640000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LPXK5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CTZA1744
2022-10-01
5.500000
10655000.00
37677.53
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1770
2023-05-01
5.500000
1100000.00
11110.96
Agency Mortgage-Backed Securities
FEPC 07.000 CLZA0402
2025-10-01
7.000000
1125000.00
1338.04
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1671
2021-04-01
6.000000
350000.00
312.66
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1679
2021-06-01
6.500000
719000.00
512.83
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1682
2021-07-01
6.500000
1000000.00
761.43
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1686
2021-08-01
6.500000
1000000.00
803.93
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN2458
2033-12-01
3.500000
117355.00
74537.19
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN2957
2049-01-01
4.500000
1282000.00
399576.35
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN2958
2049-01-01
5.000000
1227355.00
819380.93
Agency Mortgage-Backed Securities
FEPC 07.500 CLZA0835
2032-05-01
7.500000
136649.00
1341.99
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0631
2042-07-01
3.500000
13000000.00
6696924.06
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2078
2048-12-01
4.000000
942508.00
684053.36
Agency Mortgage-Backed Securities
FEPC 03.500 3RZM9217
2026-09-01
3.500000
1635000.00
173353.13
Agency Mortgage-Backed Securities
FEPC 04.500 3PZM9275
2041-04-01
4.500000
790000.00
232459.17
Agency Mortgage-Backed Securities
FEPC 03.500 3PZM9297
2042-06-01
3.500000
2000000.00
326350.15
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM4071
2047-08-01
4.000000
82353.00
56426.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM3236
2047-05-01
4.000000
1500000.00
1137773.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1803
2046-09-01
3.500000
1885587.00
1280990.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1958
2046-10-01
3.500000
1433512.00
975950.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4731
2047-08-01
4.000000
29983553.00
22162363.49
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM1842
B1V7KEBTPIMZEU4LTD58
2034-12-01
3.500000
240527955.00
249999999.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA3732
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
505943.00
538619.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO6303
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
4519039.00
4704146.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO6304
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
5865090.00
6083782.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO8120
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1128122.00
1210619.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO8248
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
4993851.00
5368753.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO8292
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
1686699.00
1783851.18
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS6316
2024-01-01
6.000000
2100000.00
71165.01
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6374
2026-11-01
4.000000
223000.00
22884.08
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6382
2026-10-01
4.000000
2500000.00
393534.89
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS5976
2024-11-01
4.500000
2882004.00
101428.16
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS5956
2024-09-01
4.000000
907738.00
63807.02
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS5996
2024-05-01
4.000000
707599.00
11223.99
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6021
2025-01-01
5.000000
3262943.00
63414.57
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS6071
2025-03-01
5.000000
13537241.00
311983.12
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS6045
2024-01-01
6.000000
2750000.00
55280.60
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5838
2024-02-01
5.000000
2459471.00
29784.61
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS5852
2023-11-01
6.500000
200000.00
5212.27
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS5911
2021-08-01
6.500000
830000.00
42.23
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS5890
2024-07-01
4.000000
272000.00
9256.37
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5902
2024-02-01
5.500000
467664.00
8311.82
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5936
2024-01-01
6.000000
1200000.00
25486.11
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5680
2023-07-01
5.000000
535000.00
7464.74
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5751
2023-12-01
5.000000
1135407.00
15789.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA4190
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
21768079.00
23707811.44
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO5407
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.500000
14797128.00
15422279.67
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO5455
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.500000
12103536.00
12569812.65
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO5468
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
14161937.00
14777267.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5875
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1870562.00
1970826.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5876
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1103822.00
1156901.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO4384
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
3787953.00
3981167.18
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO5337
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
2995143.00
3133132.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO4512
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
925140.00
992435.83
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5771
2024-01-01
6.000000
1000000.00
17363.80
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5791
2024-01-01
5.500000
615000.00
11263.04
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5474
2022-12-01
5.500000
2045222.00
34390.63
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5476
2022-12-01
5.500000
2430366.00
23341.82
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5531
2023-02-01
5.000000
2073273.00
16695.67
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5568
2023-04-01
5.500000
650000.00
10409.90
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5601
2022-12-01
6.000000
750000.00
27576.28
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5627
2023-05-01
5.500000
1017457.00
13438.73
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5260
2022-01-01
6.000000
1585201.00
15864.21
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6192
2020-12-01
4.000000
315650.00
21.57
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6237
2026-05-01
4.000000
4343526.00
499660.03
Agency Mortgage-Backed Securities
FEPC 03.500 CNZS6299
2021-07-01
3.500000
550000.00
15521.21
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5406
2022-08-01
6.000000
2000000.00
58604.44
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS5456
2022-11-01
6.500000
1015000.00
35254.25
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5120
2021-05-01
6.000000
3606813.00
136.69
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5121
2021-07-01
6.000000
110000.00
762.32
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5142
2021-09-01
5.000000
5200000.00
28480.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO4653
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
20796461.00
21968986.27
Agency Mortgage-Backed Securities
FNMS 04.500 CKBO4640
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
5410681.00
5622271.09
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO5077
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
1520892.00
1576183.40
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO2706
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
2816481.00
2922972.45
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO2707
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
2019225.00
2088493.67
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO3183
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
8189452.00
8946015.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO3250
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
22000.00
22977.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO3257
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
64808222.00
67555708.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO4382
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1107915.00
1199058.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO1926
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
4058700.00
4200889.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO1931
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
6157015.00
6450050.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO2182
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
7957524.00
8760313.93
Agency Mortgage-Backed Securities
FNMS 05.000 CKBO2196
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
2353025.00
2457221.62
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO2268
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
56608639.00
60778527.80
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO2705
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
2013890.00
2085767.28
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5727
2023-11-01
5.500000
2180000.00
33583.58
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5757
2023-11-01
6.000000
3500000.00
33285.50
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5143
2021-05-01
5.000000
5300000.00
27333.21
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5192
2021-10-01
5.000000
6065000.00
34476.67
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5194
2021-05-01
5.000000
875000.00
3379.56
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS4880
2020-09-01
4.500000
40000.00
94.57
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS4927
2020-10-01
5.000000
525000.00
1130.61
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS4928
2020-12-01
5.000000
920000.00
3868.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN9437
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
2028443.00
2129012.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN9438
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
3173477.00
3314246.24
Agency Mortgage-Backed Securities
FNMS 05.500 CLBO1778
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.500000
14166731.00
14706363.33
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO1786
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
26454293.00
27797805.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO1115
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
3503659.00
3659529.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO1352
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
4796173.00
5004449.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN5533
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
5330485.00
5652571.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6061
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
5588125.00
5856306.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6080
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
5469525.00
5752500.41
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN7331
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
1106413.00
1208507.88
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN7689
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
5376000.00
5914091.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN7746
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
94052746.00
97807384.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8752
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1533881.00
1615627.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8755
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
4741273.00
5063182.57
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8759
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
2755734.00
3014490.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8760
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1840694.00
1960908.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK8763
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
4127244.00
4305371.79
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN5238
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
1579863.00
1703665.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK0385
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
1501751.00
1580006.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK8766
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
4618548.00
4864526.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8768
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1410649.00
1526733.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8747
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1880317.00
1950006.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8751
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
2610783.00
2736752.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9874
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
216759.00
228707.56
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5044
2021-06-01
5.000000
62000.00
368.15
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5096
2021-07-01
5.500000
63000.00
321.27
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5113
2021-08-01
6.000000
1325000.00
7443.49
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS4839
2020-03-01
6.000000
2000000.00
66.96
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4714
2047-04-01
4.000000
369868625.00
249999999.74
Agency Mortgage-Backed Securities
FEPC 02.500 CNZK8062
2026-05-01
2.500000
2520000.00
1192999.06
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK7275
2030-04-01
2.500000
3000000.00
1333472.43
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK7638
2030-08-01
3.000000
2600000.00
1225926.73
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6424
2029-02-01
3.500000
949650.00
387419.20
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6972
2029-11-01
3.500000
70000.00
18659.41
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK2675
2025-11-01
3.500000
349224.00
31165.89
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1842
2024-09-01
4.500000
56976.00
3503.96
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK4018
2027-03-01
3.000000
1593573.00
297256.63
Agency Mortgage-Backed Securities
FEPC 03.500 CNZK5476
2023-05-01
3.500000
39818.00
5843.08
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK1760
2024-09-01
4.000000
38190.00
2709.44
Agency Mortgage-Backed Securities
FEPC 05.500 CIZK1051
2023-03-01
5.500000
1368191.00
49891.57
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK1165
2023-05-01
5.000000
500000.00
2424.62
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK1209
2023-06-01
5.000000
2125000.00
18884.36
Agency Mortgage-Backed Securities
FEPC 05.000 CIZK1427
2024-01-01
5.000000
1829674.00
33294.57
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK1612
2024-07-01
4.000000
134000.00
7292.57
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2139
2029-10-01
4.500000
1780000.00
129841.40
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK3908
2027-02-01
3.000000
500000.00
92847.32
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK1704
2024-07-01
4.000000
25000.00
752.98
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3886
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
109297.00
113915.04
Agency Mortgage-Backed Securities
FNMS 04.500 CKMA3857
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
1718537.00
1783615.16
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3866
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
24823591.00
25810110.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3873
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
239833204.00
250000000.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3879
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.500000
91592353.00
96868072.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3786
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
190929.00
201071.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3804
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
11579861.00
11953762.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3849
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
397271.00
425621.54
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3829
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.500000
10651838.00
10993879.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3885
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
6743442.00
7242584.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA4586
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
12012832.00
12983950.16
Agency Mortgage-Backed Securities
FNMS 06.000 CLFM1031
B1V7KEBTPIMZEU4LTD58
2049-02-01
6.000000
24187.00
26410.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1533
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
250000.00
258666.84
Agency Mortgage-Backed Securities
FNMS 05.500 CTFM1630
B1V7KEBTPIMZEU4LTD58
2031-04-01
5.500000
960026.00
1007346.52
Agency Mortgage-Backed Securities
FEPC 03.500 CNZS6803
2023-10-01
3.500000
1384159.00
275195.14
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS6144
2024-01-01
6.000000
500000.00
14577.37
Agency Mortgage-Backed Securities
FEPC 04.000 CNZK3188
2021-04-01
4.000000
607225.00
14309.64
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK4373
2027-08-01
2.500000
1050000.00
292623.90
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK3618
2026-10-01
3.000000
630000.00
122770.24
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK3619
2026-10-01
3.000000
12000000.00
1763005.24
Agency Mortgage-Backed Securities
FEPC 04.000 CIZA2567
2025-06-01
4.000000
1425000.00
63912.71
Agency Mortgage-Backed Securities
FEPC 02.500 3PZA3130
2042-10-01
2.500000
3000000.00
1680085.49
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2378
2035-05-01
3.500000
35000.00
19978.90
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1865
2024-12-01
5.500000
815865.00
27853.25
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1918
2026-01-01
5.000000
425000.00
11718.25
Agency Mortgage-Backed Securities
FEPC 06.500 CTZA1977
2027-01-01
6.500000
760000.00
50459.86
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2005
2027-05-01
4.500000
1000000.00
54235.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9898
2045-07-01
3.500000
750000.00
563910.18
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0389
2021-10-01
6.000000
143435.00
984.64
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0420
2021-10-01
6.000000
131000.00
3178.43
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0426
2021-10-01
6.000000
139205.00
2141.28
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ8548
2023-06-01
7.000000
3550902.00
35703.83
Agency Mortgage-Backed Securities
FEPC 04.500 CTZJ9080
2023-09-01
4.500000
4148436.00
63487.56
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9101
2023-03-01
5.500000
543196.00
6521.83
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9283
2026-10-01
5.500000
4900000.00
44508.78
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0028
2021-04-01
6.000000
74041.00
805.22
Agency Mortgage-Backed Securities
FEPC 06.500 CTZJ8897
2021-03-01
6.500000
311927.00
114.53
Agency Mortgage-Backed Securities
FEPC 06.500 CTZJ8911
2021-05-01
6.500000
719000.00
706.59
Agency Mortgage-Backed Securities
FEPC 06.500 CTZJ8914
2021-05-01
6.500000
1500000.00
1794.77
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ8936
2021-10-01
6.000000
37000.00
256.75
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ8942
2021-05-01
6.000000
2285319.00
10194.33
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ8971
2022-05-01
6.000000
1758005.00
8866.70
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS7960
2026-06-01
5.000000
681371.00
75052.21
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8951
2026-03-01
6.000000
300000.00
30093.56
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7467
2030-09-01
3.500000
215864.00
124242.13
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7615
2030-08-01
3.500000
60000.00
39244.87
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7585
2031-12-01
3.500000
2018000.00
1284275.63
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS7639
2031-06-01
3.000000
3115000.00
2034563.94
Agency Mortgage-Backed Securities
FEPC 02.500 CNZS7770
2027-04-01
2.500000
600000.00
351682.20
Agency Mortgage-Backed Securities
FEPC 03.500 CNZS7998
2028-04-01
3.500000
286420.00
212823.09
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS7409
2031-04-01
3.000000
12000000.00
7548558.32
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7452
2031-01-01
3.500000
275000.00
140390.16
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6892
2027-05-01
4.000000
1479666.00
296862.45
Agency Mortgage-Backed Securities
FEPC 03.500 CNZS6982
2024-06-01
3.500000
46976.00
10277.42
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS6469
2027-05-01
2.500000
10000000.00
2617089.81
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6578
2025-08-01
4.000000
1242266.00
184000.02
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS6606
2027-09-01
4.000000
8000.00
1361.30
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6720
2026-06-01
4.500000
2680527.00
342303.27
Agency Mortgage-Backed Securities
FEPC 03.000 CTZL0210
2036-11-01
3.000000
5503633.00
4136104.92
Agency Mortgage-Backed Securities
FEPC 05.000 3BZL0567
2034-01-01
5.000000
30000000.00
287069.06
Agency Mortgage-Backed Securities
FEPC 05.000 3LZL0689
2033-07-01
5.000000
150000.00
1496.01
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1922
2024-10-01
4.500000
2275000.00
145900.01
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK1954
2024-11-01
4.000000
148000.00
5249.23
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9728
2033-08-01
3.500000
1001125.00
646300.55
Agency Mortgage-Backed Securities
FEPC 03.500 3LZL0802
2042-06-01
3.500000
580000.00
79952.25
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK8913
2032-09-01
3.500000
26380.00
12701.29
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK8943
2032-09-01
3.500000
119575.00
87233.85
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9806
2033-09-01
3.500000
1105522.00
811343.12
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7671
2030-08-01
3.500000
110000.00
50413.42
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7689
2030-09-01
3.500000
90000.00
57345.60
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7719
2030-09-01
3.500000
37000.00
24040.22
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0873
2040-12-01
4.000000
5200000.00
1893359.03
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0913
2040-12-01
4.000000
1000000.00
381945.72
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ1241
2041-02-01
4.000000
1349000.00
272846.37
Agency Mortgage-Backed Securities
FEPC 07.000 CLZJ5573
2029-03-01
7.000000
3679537.00
22763.17
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ7075
2033-05-01
5.000000
6000000.00
66937.98
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ7129
2033-05-01
5.500000
1000099.00
23660.59
Agency Mortgage-Backed Securities
FEPC 07.500 CLZI2533
2032-03-01
7.500000
3287561.00
86358.94
Agency Mortgage-Backed Securities
FEPC 08.000 CLZI2534
2030-09-01
8.000000
1890717.00
9781.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI5692
2037-02-01
5.500000
1000000.00
75352.16
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI8093
2038-09-01
6.000000
2135918.00
24034.92
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8400
2038-04-01
5.000000
1841748.00
94411.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZI8782
2039-05-01
4.000000
98000.00
3866.46
Agency Mortgage-Backed Securities
FEPC 04.000 CIZA2632
2026-06-01
4.000000
17171732.00
1842562.34
Agency Mortgage-Backed Securities
FEPC 03.000 CIZA2657
2026-09-01
3.000000
10000000.00
1324411.59
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1811
2024-01-01
5.500000
1440000.00
31992.30
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1837
2024-06-01
5.500000
1125000.00
27302.96
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1844
2024-08-01
6.000000
257000.00
5653.56
Agency Mortgage-Backed Securities
FEPC 02.500 CLZA1351
2043-02-01
2.500000
200000.00
113379.01
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA1381
2044-11-01
4.000000
70000.00
26813.96
Agency Mortgage-Backed Securities
FEPC 08.000 CLZA1522
2025-05-01
8.000000
1048389.00
108.11
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1779
2023-06-01
5.500000
4060000.00
53436.10
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA1781
2023-07-01
4.500000
11930025.00
175278.59
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1800
2023-11-01
5.000000
6000000.00
112927.58
Agency Mortgage-Backed Securities
FEPC 03.000 CLZA1314
2043-03-01
3.000000
6000000.00
4147665.99
Agency Mortgage-Backed Securities
FEPC 03.000 CLZA1342
2042-10-01
3.000000
650000.00
324405.32
Agency Mortgage-Backed Securities
FEPC 07.000 CTZA1712
2022-02-01
7.000000
45000.00
230.05
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1713
2022-02-01
5.500000
4300000.00
10301.56
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1715
2022-03-01
6.000000
749800.00
1668.74
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1730
2022-07-01
6.000000
1005000.00
2760.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9525
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
1617308.00
1723696.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0346
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
2325206.00
2456371.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0339
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
1622354.00
1735130.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0352
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
1630221.00
1732620.25
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT1610
2034-01-01
3.500000
4307962.00
3202856.25
Agency Mortgage-Backed Securities
04.500 FGPC Q62382 G
2049-04-01
4.500000
1159500.00
1234043.62
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0336
B1V7KEBTPIMZEU4LTD58
2059-01-01
4.000000
88730940.00
93853769.67
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ8432
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.000000
1624498.00
1732694.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ8469
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2196787.00
2317978.16
Agency Mortgage-Backed Securities
FEPC 04.500 3VZT1132
2043-12-01
4.500000
200000.00
116326.94
Agency Mortgage-Backed Securities
FEPC 04.500 3VZT1138
2044-02-01
4.500000
200000.00
125632.38
Agency Mortgage-Backed Securities
FEPC 05.000 3MZT0678
2020-01-01
5.000000
2150000.00
83.27
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT0718
2033-10-01
4.000000
5100000.00
3799129.05
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9528
2045-10-01
4.000000
2400000.00
1496855.34
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9575
2042-06-01
4.000000
1800000.00
909143.52
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4515
2043-04-01
3.000000
751000.00
402279.31
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4536
2043-10-01
3.500000
1450000.00
615517.85
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5365
2022-08-01
5.500000
30000000.00
340282.43
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5366
2022-08-01
6.000000
30000.00
243.31
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4512
2043-05-01
3.000000
735000.00
392253.66
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3945
2044-06-01
4.000000
2228953.00
1110724.03
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4003
2041-06-01
5.500000
25000000.00
6723848.11
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS5288
2022-02-01
5.000000
19979924.00
186745.05
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5312
2022-04-01
6.000000
250000.00
3435.04
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5332
2022-06-01
5.500000
5000000.00
39123.31
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9591
2046-01-01
3.500000
25000.00
16293.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9724
2046-05-01
3.500000
11061000.00
7711254.31
Agency Mortgage-Backed Securities
FEPC 03.000 CTZS9221
2036-09-01
3.000000
4000000.00
2959356.30
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS9422
2041-05-01
5.500000
300000.00
84514.07
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8695
2033-02-01
4.000000
190000.00
129377.57
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8716
2033-09-01
3.500000
36717596.00
27693482.94
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8717
2033-09-01
4.000000
2647843.00
1968938.90
Agency Mortgage-Backed Securities
FEPC 06.500 CTZS8747
2021-04-01
6.500000
5000000.00
4656.21
Agency Mortgage-Backed Securities
FEPC 06.500 CTZS8748
2021-05-01
6.500000
1000000.00
617.95
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS8793
2024-09-01
5.500000
90000.00
1559.65
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8705
2033-07-01
3.500000
11932201.00
9073190.62
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL8309
2044-07-01
4.500000
69000.00
17210.96
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK3170
2026-04-01
4.000000
35913001.00
3241471.82
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL2840
2042-03-01
3.500000
1000000.00
401987.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3238
2042-06-01
3.500000
50000.00
18132.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3465
2042-08-01
3.500000
8413030.00
4888024.30
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK2109
2025-02-01
4.000000
556368.00
23057.84
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK2561
2025-09-01
4.000000
1353636.00
92045.30
Agency Mortgage-Backed Securities
FEPC 03.500 CNZK2543
2020-09-01
3.500000
10000000.00
92758.67
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK2703
2025-11-01
3.500000
109937.00
15913.22
Agency Mortgage-Backed Securities
FEPC 03.500 CNZK2977
2021-02-01
3.500000
354066.00
7652.55
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK3043
2026-03-01
4.000000
1745116.00
209856.36
Agency Mortgage-Backed Securities
FEPC 02.000 CIZS8623
2031-10-01
2.000000
770660.00
517507.08
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8533
2029-07-01
3.500000
62050.00
22968.63
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8535
2029-08-01
3.500000
65000.00
21810.33
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8379
2024-07-01
4.000000
362032.00
14766.72
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8394
2025-01-01
4.000000
2000000.00
83645.22
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8397
2025-02-01
4.000000
3916955.00
194625.51
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8504
2028-10-01
3.500000
1500000.00
470505.76
Agency Mortgage-Backed Securities
FEPC 07.000 CIZS8256
2021-09-01
7.000000
200000.00
1133.66
Agency Mortgage-Backed Securities
FEPC 06.500 CIZS8245
2021-05-01
6.500000
100000.00
1655.67
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS8287
2022-06-01
5.500000
1576717.00
15729.75
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS8299
2022-09-01
6.000000
1200000.00
9520.90
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS8302
2022-10-01
5.500000
3000000.00
27493.68
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS8382
2024-08-01
4.500000
1670000.00
49655.26
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7832
2032-05-01
3.500000
27306.00
20140.11
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS7905
2026-12-01
4.000000
294995.00
167096.29
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5348
2022-07-01
5.500000
8728305.00
108415.17
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3206
2041-03-01
4.000000
195000.00
66920.44
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4474
2042-03-01
3.500000
1100000.00
350231.76
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2287
2029-01-01
6.000000
48781.00
3204.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3576
2042-09-01
3.500000
452711.00
194760.81
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS2721
2039-07-01
4.000000
600000.00
56066.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3012
2040-10-01
4.000000
5362000.00
1345415.23
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3069
2040-12-01
4.000000
1075000.00
365950.87
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3130
2041-03-01
4.000000
7981407.00
2860538.12
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2310
2038-03-01
5.000000
600000.00
18183.38
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2281
2035-05-01
6.000000
31472.00
2228.86
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2282
2033-02-01
6.000000
2720511.00
128644.26
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2283
2036-06-01
6.000000
55279.00
3881.02
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2284
2031-05-01
6.000000
980707.00
47753.68
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2285
2038-06-01
6.000000
55221.00
3807.58
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1395
2037-04-01
6.000000
45000000.00
672320.05
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS1808
2034-12-01
5.000000
1780000.00
85721.06
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2246
2038-09-01
6.000000
825000.00
13604.39
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2273
2037-10-01
6.000000
718476.00
23069.85
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2274
2034-02-01
6.000000
1179976.00
75410.62
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS2280
2036-10-01
6.000000
149513.00
9016.38
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0071
2024-02-01
7.500000
2250000.00
2364.79
Agency Mortgage-Backed Securities
FEPC 08.500 CLZS0205
2026-05-01
8.500000
921375.00
823.15
Agency Mortgage-Backed Securities
FEPC 08.500 CLZS0253
2026-11-01
8.500000
7906000.00
16383.98
Agency Mortgage-Backed Securities
FEPC 07.000 CLZS0496
2030-06-01
7.000000
25534284.00
38457.89
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1687
2037-11-01
5.500000
25000.00
494.93
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS0923
2030-06-01
5.500000
500000.00
18905.41
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6265
2049-01-01
4.500000
5000000.00
3711677.20
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS0887
2035-07-01
5.000000
10387240.00
319932.91
Agency Mortgage-Backed Securities
FEPC 03.500 3PZA3170
2044-08-01
3.500000
2606348.00
700824.61
Agency Mortgage-Backed Securities
FEPC 04.500 3PZA3182
2044-10-01
4.500000
1700506.00
280716.91
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA2215
2031-08-01
4.000000
80000.00
15193.96
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0427
2021-10-01
6.000000
71941.00
904.85
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0430
2021-10-01
6.000000
86000.00
740.91
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0435
2021-11-01
6.000000
39000.00
257.19
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0461
2021-11-01
6.000000
110060.00
675.81
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0494
2022-01-01
6.000000
61439.00
596.39
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1851
2024-09-01
6.000000
500000.00
14209.12
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0039
2021-05-01
6.000000
26686.00
362.12
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0322
2021-08-01
6.000000
100000.00
339.14
Agency Mortgage-Backed Securities
FEPC 06.000 CIZK0334
2021-08-01
6.000000
111000.00
374.05
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO5117
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.000000
1083237.00
1118443.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK7173
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
974707.00
1025294.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4732
2047-08-01
4.500000
90900.00
59797.80
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4786
2048-08-01
4.500000
35813796.00
25825784.34
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4757
2048-02-01
4.500000
450581.00
327027.51
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4790
2048-09-01
4.000000
18638610.00
13814111.84
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4791
2048-09-01
4.500000
53196028.00
38501269.85
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4700
2046-12-01
4.500000
1129553.00
568418.84
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4701
2047-01-01
4.500000
641718.00
306788.43
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4710
2047-03-01
4.500000
122801.00
69215.49
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4715
2047-04-01
4.500000
247489.00
143563.71
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7026
2029-12-01
3.500000
867055.00
382647.21
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7455
2028-12-01
3.500000
2614676.00
893833.32
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6333
2029-01-01
3.500000
8328009.00
3369243.11
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6645
2029-05-01
3.500000
3000528.00
985480.47
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6634
2029-05-01
3.500000
3892873.00
1944829.19
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6762
2029-07-01
3.500000
1312072.00
425546.96
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK4802
2027-12-01
2.500000
15000000.00
4447287.30
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK6261
2028-11-01
3.500000
599835.00
235499.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3818
B1V7KEBTPIMZEU4LTD58
2049-10-01
5.000000
25836826.00
27261483.78
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7106
2030-02-01
3.500000
1592360.00
671382.98
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7136
2030-02-01
3.500000
894887.00
331933.63
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL6630
2043-07-01
2.500000
101466.00
73556.51
Agency Mortgage-Backed Securities
FEPC 04.500 CTZA2517
2038-05-01
4.500000
327491.00
231822.21
Agency Mortgage-Backed Securities
FEPC 03.500 3VZA3585
2042-08-01
3.500000
4400000.00
1966969.84
Agency Mortgage-Backed Securities
FEPC 03.000 3PZA3149
2043-10-01
3.000000
1189919.00
696531.41
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2287
2033-02-01
3.000000
1500000.00
639341.46
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2304
2033-06-01
3.000000
221073.00
104327.13
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2408
2036-04-01
3.000000
1160000.00
721813.05
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2388
2035-09-01
3.000000
64285.00
37081.90
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2396
2035-11-01
3.000000
175000.00
103641.02
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9211
2045-03-01
3.500000
124000.00
69974.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9273
2045-03-01
3.500000
1807000.00
884157.61
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL4603
2043-01-01
2.500000
561329.00
344200.01
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL4712
2043-01-01
2.500000
1131824.00
650298.83
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL5005
2043-01-01
2.500000
185235.00
124239.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL5144
2043-03-01
3.000000
61632.00
32227.33
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1425
2046-07-01
3.500000
28297.00
19676.09
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL9567
2045-05-01
3.000000
1005000.00
726703.27
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9568
2045-05-01
3.500000
1725000.00
1013532.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0803
2046-02-01
4.000000
13000000.00
7789448.31
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0850
2046-03-01
4.000000
760000.00
417948.20
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0874
2046-03-01
3.500000
5900000.00
3736859.62
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0315
2045-10-01
4.000000
150000.00
87690.80
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL8611
2044-10-01
4.500000
180000.00
56042.36
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL8614
2044-10-01
4.500000
790000.00
317125.49
Agency Mortgage-Backed Securities
FEPC 02.500 CLZL8797
2043-08-01
2.500000
421806.00
304241.23
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9010
2023-03-01
5.500000
500000.00
5135.88
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7714
2031-10-01
3.500000
25000.00
16549.90
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS8073
2026-11-01
4.500000
19234.00
8747.54
Agency Mortgage-Backed Securities
FEPC 05.000 CIZS8074
2026-06-01
5.000000
3501731.00
1495518.99
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS8075
2024-12-01
5.500000
1083527.00
535310.05
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS6884
2029-01-01
3.500000
2285236.00
922836.00
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7011
2029-08-01
3.500000
162109.00
54999.68
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7056
2029-12-01
3.500000
93000.00
37730.08
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7974
2032-09-01
3.500000
7000.00
4641.60
Agency Mortgage-Backed Securities
FEPC 02.000 CIZS6637
2028-01-01
2.000000
2990000.00
1055702.99
Agency Mortgage-Backed Securities
FEPC 03.000 CTZL0326
2038-02-01
3.000000
1302200.00
954253.27
Agency Mortgage-Backed Securities
FEPC 03.500 CNZK9464
2028-05-01
3.500000
107406.00
73931.19
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9551
2033-07-01
3.500000
1000000.00
697999.38
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9581
2033-07-01
3.500000
1015714.00
670415.10
Agency Mortgage-Backed Securities
FEPC 03.000 CTZK9919
2033-04-01
3.000000
150000.00
64847.13
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK8633
2032-03-01
3.500000
325000.00
246554.20
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK8746
2032-05-01
3.500000
70000.00
50032.68
Agency Mortgage-Backed Securities
FEPC 02.500 CNZK9249
2028-01-01
2.500000
1083102.00
418230.51
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7670
2030-09-01
3.500000
1198813.00
796897.30
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK7796
2030-11-01
3.000000
200844.00
95241.62
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7828
2030-11-01
3.500000
323000.00
169473.52
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7014
2029-12-01
3.500000
2329619.00
1167849.62
Agency Mortgage-Backed Securities
FEPC 04.000 CIZA2587
2025-09-01
4.000000
2300789.00
247149.53
Agency Mortgage-Backed Securities
FEPC 02.500 CLZA1356
2043-02-01
2.500000
695000.00
415884.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1361
2043-05-01
3.500000
1650000.00
709820.14
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA1383
2045-02-01
4.000000
3835698.00
1133765.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1246
2042-09-01
3.500000
58141.00
23317.66
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1707
2022-01-01
6.000000
800000.00
1733.18
Agency Mortgage-Backed Securities
FEPC 03.000 CIZN5700
2032-01-01
3.000000
916485.00
675751.00
Agency Mortgage-Backed Securities
FEPC 02.500 CNZN6459
2029-05-01
2.500000
1768351.00
1024446.84
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0489
2042-10-01
4.000000
6910000.00
2087353.07
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0495
2042-10-01
4.000000
1200000.00
545650.55
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0583
2042-06-01
3.500000
225000.00
108803.94
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0678
2043-04-01
4.000000
1000000.00
554459.83
Agency Mortgage-Backed Securities
FEPC 03.000 3PZM9410
2047-01-01
3.000000
1428830.00
944596.27
Agency Mortgage-Backed Securities
FEPC 03.500 3PZM9424
2048-04-01
3.500000
3298850.00
2080968.28
Agency Mortgage-Backed Securities
FEPC 03.500 3SZN0128
2043-04-01
3.500000
100000.00
50194.07
Agency Mortgage-Backed Securities
FEPC 03.000 3SZN0184
2046-07-01
3.000000
2394812.00
1789684.80
Agency Mortgage-Backed Securities
FEPC 03.000 3XZN0193
2027-08-01
3.000000
30000.00
9197.36
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0464
2042-09-01
4.000000
500000.00
224306.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6904
2048-06-01
4.500000
1627299.00
844868.24
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7731
2048-08-01
4.000000
12833921.00
9643552.02
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7788
2048-08-01
4.000000
107485.00
77890.51
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM4261
2047-09-01
4.500000
8660000.00
6349333.56
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM4285
2047-09-01
4.500000
581962.00
435786.14
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5142
2047-12-01
4.500000
767618.00
579083.24
Agency Mortgage-Backed Securities
FEPC 02.500 CLZM5163
2047-02-01
2.500000
101847.00
70556.72
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5671
2048-01-01
4.500000
1676638.00
1061998.06
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2029
2046-11-01
3.500000
30000.00
21064.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2115
2046-11-01
3.500000
542000.00
378970.61
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3235
2047-05-01
4.500000
300000.00
189599.05
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3654
2047-06-01
4.500000
54992.00
22674.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3983
2047-08-01
4.500000
472464.00
327779.12
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM1427
2046-07-01
4.000000
2057026.00
1150062.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1458
2046-07-01
3.500000
280000.00
186560.90
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM1545
2046-06-01
4.000000
80000.00
48349.11
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM2637
2047-02-01
4.500000
1190967.00
572014.29
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0399
2045-11-01
4.000000
3500000.00
1873183.20
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0685
2046-01-01
4.000000
48178.00
25304.80
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0944
2046-03-01
3.500000
500000.00
301487.62
Agency Mortgage-Backed Securities
FEPC 02.500 CLZM0970
2045-06-01
2.500000
83530.00
37268.74
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1124
2046-05-01
3.500000
448398.00
148291.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4689
2046-11-01
3.500000
4000.00
2698.45
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4664
2046-05-01
4.000000
1144946.00
654663.76
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
2046-09-01
3.500000
12300000.00
8033705.35
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4684
2046-10-01
4.000000
1050000.00
658351.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4718
2047-05-01
4.000000
68000000.00
46963311.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4724
2047-06-01
4.500000
1444089.00
932182.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4659
2046-04-01
3.500000
1500000.00
925639.69
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4631
2045-09-01
4.000000
2180000.00
974572.46
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4639
2045-11-01
4.000000
8757000.00
4225501.74
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4640
2045-11-01
4.500000
130000.00
51958.43
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK0098
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
1457462.00
1557282.42
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1321
2048-11-01
4.500000
6208558.00
4570196.85
Agency Mortgage-Backed Securities
FEPC 05.500 CLZT1713
2049-02-01
5.500000
3000000.00
1772293.90
Agency Mortgage-Backed Securities
FEPC 05.500 CLZT1773
2049-02-01
5.500000
2255329.00
1622027.92
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1777
2049-03-01
4.000000
85000.00
62344.51
Agency Mortgage-Backed Securities
FEPC 04.500 3TZT0906
2034-06-01
4.500000
1793000.00
924969.41
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0400
2047-11-01
4.000000
1350000.00
1008359.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
2048-10-01
4.000000
79643233.00
59837497.20
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0713
2048-10-01
4.500000
30043715.00
22265570.24
Agency Mortgage-Backed Securities
FEPC 05.000 CLZT0714
2048-10-01
5.000000
2238244.00
1675263.83
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
2045-12-01
3.500000
323000.00
188756.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4651
2046-03-01
3.500000
586119.00
339842.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4598
2045-01-01
3.000000
500000.00
273064.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4607
2045-03-01
3.500000
1750000.00
867578.09
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4609
2045-04-01
3.000000
5250000.00
3287079.23
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4611
2045-04-01
4.000000
1000000.00
376653.33
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS4612
2045-04-01
2.500000
101151.00
70732.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4655
2046-03-01
3.500000
250000.00
151163.19
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS4513
2043-03-01
2.500000
53430.00
29065.14
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS4518
2043-05-01
2.500000
137365.00
89003.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
2045-07-01
3.500000
218000.00
117423.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4627
2045-08-01
4.000000
1246000.00
534126.11
Agency Mortgage-Backed Securities
FEPC 06.000 CIZS5356
2022-06-01
6.000000
50000.00
551.14
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4525
2043-08-01
3.000000
332228.00
187653.79
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS4506
2043-02-01
2.500000
1180476.00
742348.31
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS9978
2046-09-01
4.500000
418291.00
239381.34
Agency Mortgage-Backed Securities
FEPC 03.500 3RZT0814
2028-12-01
3.500000
10000.00
4220.79
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8859
2027-12-01
6.000000
10480524.00
317568.75
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS9811
2046-09-01
4.000000
137000.00
88764.88
Agency Mortgage-Backed Securities
FEPC 04.500 CTZS9211
2034-03-01
4.500000
370000.00
185420.50
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS9233
2030-04-01
5.500000
150000.00
63084.62
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8648
2032-03-01
3.500000
500000.00
305009.30
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8655
2032-05-01
3.500000
416135.00
266192.48
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8658
2032-06-01
3.500000
392990.00
258027.10
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8661
2032-07-01
2.500000
28878953.00
21156465.65
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8663
2032-07-01
3.500000
1173659.00
798995.24
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8602
2031-03-01
3.000000
2100000.00
1144250.70
Agency Mortgage-Backed Securities
FEPC 02.000 CIZS8640
2032-02-01
2.000000
97546.00
69527.30
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8615
2031-06-01
3.000000
2000000.00
1126910.81
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL3292
2042-06-01
3.000000
205000.00
97785.47
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL3645
2042-08-01
3.000000
30000.00
14003.72
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8674
2032-10-01
3.500000
50000.00
36010.89
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8675
2032-11-01
2.500000
18814698.00
14329262.70
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8562
2030-04-01
2.500000
37660000.00
18597454.15
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8563
2030-04-01
3.000000
2020000.00
899716.53
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8607
2031-04-01
3.500000
25000.00
14346.47
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8601
2031-03-01
2.500000
12213258.00
6769940.30
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8492
2028-07-01
2.500000
8230000.00
3067872.39
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS8502
2028-10-01
3.000000
950000.00
295214.07
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7766
2032-06-01
3.500000
55000.00
40224.12
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7854
2032-09-01
3.500000
885330.00
609258.01
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS3725
2043-04-01
2.500000
1124782.00
634900.20
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS3760
2043-06-01
2.500000
1878178.00
1114097.09
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS3792
2043-07-01
2.500000
293866.00
175508.19
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS3874
2043-08-01
2.500000
1074987.00
663499.45
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA4922
2047-05-01
4.500000
1929000.00
1238292.44
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4988
2047-08-01
4.000000
1831252.00
1378387.05
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6269
2049-01-01
4.500000
130312.00
92118.49
Agency Mortgage-Backed Securities
FEPC 04.500 3PZA6157
2049-01-01
4.500000
600000.00
291315.06
Agency Mortgage-Backed Securities
FEPC 04.000 3VZA3601
2043-08-01
4.000000
300000.00
159283.83
Agency Mortgage-Backed Securities
FEPC 02.500 CLZA4192
2043-04-01
2.500000
129475.00
73153.16
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4606
2045-12-01
3.500000
369000.00
213023.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4691
2046-07-01
3.500000
4642907.00
3242152.33
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA4890
2047-03-01
4.500000
515000.00
317905.13
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA4903
2047-04-01
4.500000
1173676.00
756451.89
Agency Mortgage-Backed Securities
FEPC 04.000 3PZA3218
2046-09-01
4.000000
622590.00
319469.72
Agency Mortgage-Backed Securities
FEPC 04.000 3PZA3224
2046-11-01
4.000000
599200.00
314155.06
Agency Mortgage-Backed Securities
FEPC 03.500 3PZA3269
2048-08-01
3.500000
7622157.00
4840900.04
Agency Mortgage-Backed Securities
FEPC 04.500 3PZA3274
2048-10-01
4.500000
5412267.00
2212188.20
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2462
2037-06-01
3.000000
733729.00
549384.82
Agency Mortgage-Backed Securities
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
2064000000.00
2064000000.00
0.0171
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.640000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0LPXM1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA6283 M
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
36000709.00
37098454.62
Agency Mortgage-Backed Securities
GNMI SF BE0210 X
549300M8ZYFG0OCMTT87
2048-02-15
4.500000
2619345.00
2671897.65
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO7121
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.000000
2419415.00
2500802.51
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO7717
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.000000
2574803.00
2661384.18
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO7722
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.000000
5976543.00
6172934.20
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3865
B1V7KEBTPIMZEU4LTD58
2034-11-01
3.000000
9072255.00
9326734.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
123321294.00
125362425.84
Agency Mortgage-Backed Securities
GNII SF MA6153 M
549300M8ZYFG0OCMTT87
2049-08-20
3.000000
1000000.00
1025283.45
Agency Mortgage-Backed Securities
GNII SF MA6154 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
47596149.00
49199574.53
Agency Mortgage-Backed Securities
GNII SF BG6361 C
549300M8ZYFG0OCMTT87
2048-05-20
5.000000
7233797.00
7426758.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3506
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
164370224.00
167523750.45
Agency Mortgage-Backed Securities
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
399000000.00
399000000.00
0.0033
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.640000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0LPXN9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ABN AMRO BK NV MTN SR SB 144A FR 2.45%060420
BFXS5XCH7N0Y05NIXW11
2020-06-04
2.450000
3230000.00
3275251.40
Corporate Debt Securities
TOLL RD INVS PARTNERSHIP II LP SR GLBL 144A 44
2044-02-15
0.00
25000000.00
8730750.00
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 3.05%072420
6BYL5QZYBDK8S7L73M02
2020-07-24
3.050000
700000.00
711970.19
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 29
213800ITMMKU4Z7I4F78
2029-11-07
2.375000
11924000.00
11829697.72
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 49
213800ITMMKU4Z7I4F78
2049-11-07
3.125000
4101000.00
4110472.17
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 2%24
MR92GTD0MJTTTTQDVG45
2024-09-13
2.000000
1614000.00
1611663.29
Corporate Debt Securities
NEW YORK ST ELEC & GAS CORP SR GLBL 144A 49
549300GEC6J0YHUXA160
2049-09-15
3.300000
847000.00
835175.88
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 29
UMI46YPGBLUE4VGNNT48
2029-11-01
2.750000
1916000.00
1913217.54
Corporate Debt Securities
NORDEA BK AB MTN 144A FR 2.25%052721
529900ODI3047E2LIV03
2021-05-27
2.250000
2200000.00
2208503.00
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.95%013023
AD6GFRVSDT01YPT1CS68
2023-01-30
2.950000
2413000.00
2487613.31
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.45%110520
AD6GFRVSDT01YPT1CS68
2020-11-05
2.450000
589000.00
592671.43
Corporate Debt Securities
BANGKOK BK PUB LTD FR 5%100323
549300CCL2BKJGMYXV60
2023-10-03
5.000000
430000.00
471756.34
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 3.4%072423
6BYL5QZYBDK8S7L73M02
2023-07-24
3.400000
539000.00
571122.00
Corporate Debt Securities
UNUM GROUP SR GLBL NT4.5%49
549300E32YFDO6TZ8R31
2049-12-15
4.500000
16675000.00
16004331.50
Corporate Debt Securities
CK HUTCHISON INTL 19 II LTD SR GLBL REGS 29
2549000ZHWNMHC09DR77
2029-09-06
2.750000
1729000.00
1711312.81
Corporate Debt Securities
BEMIS CO INC SR 144A NT3.1%26
PTVU09TE3QPJPL7K4E13
2026-09-15
3.100000
37000.00
36391.06
Corporate Debt Securities
CNOOC FIN 2013 LTD SR GLBL NT3.3%49
5493006KAH3PSSMCES09
2049-09-30
3.300000
700000.00
695504.83
Corporate Debt Securities
CALIFORNIA INSTITUTE OF TECH -2019 BD 3.65%19
549300CITPNHOTVPHC04
2119-09-01
3.650000
11170000.00
11129626.66
Corporate Debt Securities
BANK AMER CHRLT NC MTN SB FR 6%101536
B4TYDEB6GKMZO031MB27
2036-10-15
6.000000
646000.00
889951.13
Corporate Debt Securities
BANK AMER CHRLT NC MTN SR GLBL FL NT 21
B4TYDEB6GKMZO031MB27
2021-07-26
2.255630
1625000.00
1628924.38
Corporate Debt Securities
BB&T BRH BKG & TR CO GLOBAL BK SUB GLBL NT 29
JJKC32MCHWDI71265Z06
2029-09-17
2.636000
70000.00
70078.07
Corporate Debt Securities
DH EUROPE FIN II S A R L SR GLBL NT 22
222100KDGL314CKTZ511
2022-11-15
2.050000
37153000.00
37189513.14
Corporate Debt Securities
DH EUROPE FIN II S A R L SR GLBL NT2.2%24
222100KDGL314CKTZ511
2024-11-15
2.200000
14000000.00
13991102.22
Corporate Debt Securities
COOPERATIEVE CNT RAIFFEISEN NY FR 3.375%052125
DG3RU1DBUFHT4ZF9WN62
2025-05-21
3.375000
851000.00
906034.17
Corporate Debt Securities
N V BK NEDERLANDSE GEMEENTEN SR GLBL 144A 20
529900GGYMNGRQTDOO93
2020-10-05
1.750000
800000.00
801460.00
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH FR 3.375%011426
F8SB4JFBSYQFRQEH3Z21
2026-01-14
3.375000
500000.00
534638.12
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH FR 3.625%062023
F8SB4JFBSYQFRQEH3Z21
2023-06-20
3.625000
250000.00
266572.60
Corporate Debt Securities
FLORIDA PWR & LT CO SR GLBL FL NT 22
A89MY1K3YLIGJMYWVX50
2022-05-06
2.308250
1715000.00
1717563.44
Corporate Debt Securities
HUDSON PAC PPTYS L P SR GLBL NT 30
5493007NTUGLGZ8T3526
2030-01-15
3.250000
1254000.00
1255825.27
Corporate Debt Securities
ING BANK NV FR 2.7%081720
3TK20IVIUJ8J3ZU0QE75
2020-08-17
2.700000
5351000.00
5421472.67
Corporate Debt Securities
MID-AMERICA APTS LP SR GLBL NT 30
549300FXWGE3QSYCUJ38
2030-03-15
2.750000
4530000.00
4527550.02
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC 21
549300423Z16BB673J12
2021-02-12
2.330630
1100000.00
1101342.63
Corporate Debt Securities
DOMINION ENERGY GAS HLDGS LLC SR GLBL B NT3%29
549300BFOD6TDMVV4O24
2029-11-15
3.000000
685000.00
684429.17
Corporate Debt Securities
DUKE ENERGY FLA LLC SR GLBL AMZ NT19
7MOHLM3DKE63RX2ZCN83
2019-12-15
2.100000
6468000.00
812046.62
Corporate Debt Securities
DUKE ENERGY FLA LLC 1M GLBL BD2.5%29
7MOHLM3DKE63RX2ZCN83
2029-12-01
2.500000
1072540.00
1075916.71
Corporate Debt Securities
EUROPEAN INVT BK SR GLBL BD 22
5493006YXS1U5GIHE750
2022-09-06
1.375000
6500000.00
6466774.17
Corporate Debt Securities
AON CORP SR GLBL NT2.2%22
LTS3U8DGK38SETRUWX71
2022-11-15
2.200000
270000.00
270214.80
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR GLBL 144A 26
549300LM1QSI4MSIL320
2026-11-12
2.950000
6490000.00
6483854.33
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG SR GLBL NT 22
JHE42UYNWWTJB8YTTU19
2022-11-21
2.050000
3243000.00
3243504.47
Corporate Debt Securities
BNZ INTL FDG LTD VR 022117-022120
549300HVMZ89HDMELW08
2020-02-21
2.594630
1000000.00
1001856.58
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 49
549300C6OZZ8LTVR8209
2049-11-12
3.440000
200000.00
199506.89
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 2%012420
6BYL5QZYBDK8S7L73M02
2020-01-24
2.000000
437000.00
440082.79
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 2.55%120921
AD6GFRVSDT01YPT1CS68
2021-12-09
2.550000
550000.00
562232.92
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 20
PTCQB104N23FMNK2RZ28
2020-11-03
2.125000
979000.00
981315.06
Corporate Debt Securities
SOCIETE GENERALE MTN 144A FR 2.625%091620
O2RNE8IBXP4R0TD8PU41
2020-09-16
2.625000
556000.00
561606.10
Corporate Debt Securities
MONDELEZ INTL HLDGS NETH B V SR GLBL 144A 22
549300CW356R8I7N8D33
2022-09-19
2.125000
200000.00
200394.39
Corporate Debt Securities
KOREA HYDRO & NUCLEAR PWR CO FR 3.25%061525
9884008CRY5MLCN8OQ43
2025-06-15
3.250000
580000.00
614060.82
Corporate Debt Securities
CHINA CINDA FIN 2015 I LTD FR 4.25%042325
2025-04-23
4.250000
5500000.00
5884670.00
Corporate Debt Securities
CK HUTCHISON INTL 17 II LTD 2.25%20
254900F7C0PB6TKONV55
2020-09-29
2.250000
30000.00
30075.30
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 2.4%100120
NHBDILHZTYCNBV5UYZ31
2020-10-01
2.400000
305000.00
307359.68
Corporate Debt Securities
TENCENT HLDGS LTD FR 3.595%011928
254900N4SLUMW4XUYY11
2028-01-19
3.595000
1700000.00
1790528.31
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL NT2.5%20
ZUE8T73ROZOF6FLBAR73
2020-05-12
2.500000
7444000.00
7466336.14
Corporate Debt Securities
BAYER US FIN II LLC SR GLBL 144A 45
529900XWNEXYNJ3X6T40
2045-04-15
3.950000
93000.00
89577.39
Corporate Debt Securities
COOPERATIEVE CNT RAIFFEISEN NY FR 2.75%011022
DG3RU1DBUFHT4ZF9WN62
2022-01-10
2.750000
1135000.00
1163792.74
Corporate Debt Securities
CREDIT SUISSE NEW YORK BRANCH SR NT 4.375%20
ANGGYXNX0JLX3X63JN86
2020-08-05
4.375000
1249000.00
1286375.28
Corporate Debt Securities
CREDIT SUISSE NEW YORK BRANCH FR 3%102921
ANGGYXNX0JLX3X63JN86
2021-10-29
3.000000
367000.00
374354.68
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH FR 3%012023
F8SB4JFBSYQFRQEH3Z21
2023-01-20
3.000000
473000.00
490557.76
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH FR 2.625%011421
F8SB4JFBSYQFRQEH3Z21
2021-01-14
2.625000
1045000.00
1062779.37
Corporate Debt Securities
GEORGIA PWR CO SR GLBL 2019B 29
D981X4Z4RWS7PDMJUZ03
2029-09-15
2.650000
4900000.00
4862785.86
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR GLBL REGS 20
5493001IPW8ZGQ181Z16
2020-04-12
2.375000
300000.00
300918.21
Corporate Debt Securities
PNC BK N A PITTSBURGH PA FR 3.25%060125
AD6GFRVSDT01YPT1CS68
2025-06-01
3.250000
350000.00
372984.31
Corporate Debt Securities
WOORI BK GLBL MEDIUM TERM SUB FR 5.875%041321
549300VUVMRL6RE7R376
2021-04-13
5.875000
260000.00
273493.21
Corporate Debt Securities
SUNTRUST BK ATL SR MD TM BK NT FR 2.75%050123
IYDOJBGJWY9T8XKCSX06
2023-05-01
2.750000
1128000.00
1150073.71
Corporate Debt Securities
BB&T CO GLOBAL BK MTN VR 012617-011520
JJKC32MCHWDI71265Z06
2020-01-15
2.450880
2920000.00
2929880.11
Corporate Debt Securities
BB&T CO GLOBAL BK MTN FR 2.625%011522
JJKC32MCHWDI71265Z06
2022-01-15
2.625000
678000.00
692645.36
Corporate Debt Securities
BB&T CO GLOBAL BK MTN FR 2.1%011520
JJKC32MCHWDI71265Z06
2020-01-15
2.100000
1029000.00
1037125.67
Corporate Debt Securities
FIFTH THIRD BK CINCINNATI FR 3.85%031526
QFROUN1UWUYU0DVIWD51
2026-03-15
3.850000
1094000.00
1177257.65
Corporate Debt Securities
HSBC BK USA N A GLOBAL FR 4.875%20
1IE8VN30JCEQV1H4R804
2020-08-24
4.875000
474000.00
489577.81
Corporate Debt Securities
AVIATION CAP GROUP LLC SR GLBL 144A 27
549300ODEK8HY3445C77
2027-11-01
3.500000
3850000.00
3858825.06
Corporate Debt Securities
BB&T CO GLOBAL BK MTN FR 2.85%040121
JJKC32MCHWDI71265Z06
2021-04-01
2.850000
649000.00
658580.32
Corporate Debt Securities
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
191000000.00
191000000.00
0.0016
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.640000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0LPXO7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLAO9699
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7857545.00
3122804.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2126
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
1229150.00
1083786.33
Agency Mortgage-Backed Securities
FNMS 06.000 CL872280
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
1600.00
35.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC7446
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
2600000.00
2240834.56
Agency Mortgage-Backed Securities
04.000 FGPC J39392 G
2033-08-01
4.000000
2566179.00
2297266.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7503
2049-08-01
3.500000
513354.00
527034.55
Agency Mortgage-Backed Securities
04.000 FGPC Q55322 G
2048-04-01
4.000000
3812550.00
3472197.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK0425
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
3094190.00
1254365.75
Agency Mortgage-Backed Securities
FNMS 03.500 CRMA2073
B1V7KEBTPIMZEU4LTD58
2044-09-01
3.500000
354600.00
258981.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1788
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
56554799.00
55156541.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ0785
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
4054463.00
3902040.53
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ3747
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
3676000.00
3053623.42
Agency Mortgage-Backed Securities
04.500 FGPC Q61712 G
2049-02-01
4.500000
6408562.00
6924076.35
Agency Mortgage-Backed Securities
04.500 FGPC Q62230 G
2049-03-01
4.500000
3815000.00
3866637.93
Agency Mortgage-Backed Securities
04.500 FGPC Q60645 G
2049-01-01
4.500000
5731.00
5193.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2496
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
1520.00
486.91
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL2479
B1V7KEBTPIMZEU4LTD58
2027-09-01
2.500000
8369175.00
2450705.58
Agency Mortgage-Backed Securities
FNMS 04.500 CTAL2748
B1V7KEBTPIMZEU4LTD58
2031-08-01
4.500000
1927.00
530.72
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4145
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
553214.00
159850.29
Agency Mortgage-Backed Securities
FNMS 04.000 CRAL6961
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.000000
1937317.00
1223841.56
Agency Mortgage-Backed Securities
04.000 FGPC Q06568 G
2042-03-01
4.000000
1202376.00
632002.03
Agency Mortgage-Backed Securities
03.500 FGPC Q07082 G
2042-03-01
3.500000
3693767.00
1437999.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1634
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
365359.00
173580.87
Agency Mortgage-Backed Securities
03.500 FGPC U90157 G
2042-09-01
3.500000
502441.00
226475.02
Agency Mortgage-Backed Securities
04.000 FGPC U90493 G
2042-05-01
4.000000
6129912.00
2872903.33
Agency Mortgage-Backed Securities
04.000 FGPC U95018 G
2042-06-01
4.000000
18017919.00
7248473.01
Agency Mortgage-Backed Securities
03.000 FGPC U40925 G
2028-07-01
3.000000
4030896.00
1633248.37
Agency Mortgage-Backed Securities
03.500 FGPC U41034 G
2028-09-01
3.500000
2581377.00
1247760.25
Agency Mortgage-Backed Securities
FMAR 2B3124 G
2044-09-01
2.743000
2219.00
826.72
Agency Mortgage-Backed Securities
03.500 FGPC Q06285 G
2042-02-01
3.500000
10786930.00
4747265.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH0944
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
2846.00
833.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH9073
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
1208.00
377.32
Agency Mortgage-Backed Securities
04.000 FGPC Q47594 G
2047-04-01
4.000000
18170853.00
15075958.99
Agency Mortgage-Backed Securities
04.500 FGPC Q48945 G
2047-06-01
4.500000
278144.00
228147.42
Agency Mortgage-Backed Securities
04.000 FGPC Q50851 G
2047-09-01
4.000000
2241.00
1918.92
Agency Mortgage-Backed Securities
03.500 FGPC Q50305 G
2047-08-01
3.500000
17297500.00
14143599.90
Agency Mortgage-Backed Securities
03.500 FGPC Q51980 G
2047-11-01
3.500000
1761168.00
1593658.91
Agency Mortgage-Backed Securities
03.000 FGPC Q62572 G
2048-11-01
3.000000
272805008.00
247526551.98
Agency Mortgage-Backed Securities
03.000 FGPC Q62596 G
2048-10-01
3.000000
115000000.00
104783456.50
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ5521
B1V7KEBTPIMZEU4LTD58
2026-11-01
3.000000
770087.00
181181.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2413
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
3448.00
1145.46
Agency Mortgage-Backed Securities
05.000 FGPC A96647 G
2041-02-01
5.000000
312347.00
42420.61
Agency Mortgage-Backed Securities
02.500 FGPC J21116 G
2027-11-01
2.500000
2780285.00
708016.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3087
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
13315320.00
10875896.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
60000000.00
56341515.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0603
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.000000
1084.00
64.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2102
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
3519234.00
2405913.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2454
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
6806972.00
6706391.72
Agency Mortgage-Backed Securities
FNMS 05.000 CIAA1091
B1V7KEBTPIMZEU4LTD58
2023-12-01
5.000000
1283.00
61.60
Agency Mortgage-Backed Securities
FNMS 05.000 CIAA9586
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.000000
3442.00
120.92
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA1652
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
1461.00
608.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK0227
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
12500000.00
11173452.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4736
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
18826615.00
17218301.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2003
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
81477847.00
60621376.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6210
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
12992820.00
12254069.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0483
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
16195970.00
13969374.37
Agency Mortgage-Backed Securities
FNMS 04.000 CICA0963
B1V7KEBTPIMZEU4LTD58
2032-12-01
4.000000
2381464.00
1690215.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2620
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
12858405.00
11000299.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ3287
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
12996226.00
11447599.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5928
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
8728590.00
8321105.95
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK3484
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
11329720.00
2877734.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2686
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
1121604.00
475916.10
Agency Mortgage-Backed Securities
04.000 FGPC Q55408 G
2048-04-01
4.000000
2508364.00
2048824.99
Agency Mortgage-Backed Securities
04.000 FGPC Q57296 G
2048-07-01
4.000000
11082462.00
9914667.93
Agency Mortgage-Backed Securities
04.500 FGPC Q58483 G
2048-09-01
4.500000
29270.00
26437.86
Agency Mortgage-Backed Securities
FNMS 06.500 CL190371
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.500000
4220.00
100.29
Agency Mortgage-Backed Securities
FMAR 1B7743 G
2040-10-01
3.781000
4852.00
383.61
Agency Mortgage-Backed Securities
04.000 FGPC C03836 G
2042-04-01
4.000000
30325069.00
9790369.66
Agency Mortgage-Backed Securities
05.000 FGPC A94613 G
2040-10-01
5.000000
11812605.00
3833564.66
Agency Mortgage-Backed Securities
05.000 FGPC A97180 G
2041-03-01
5.000000
352246.00
154554.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9147
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.463000
17426.00
6481.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI5620
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
21199.00
7888.19
Agency Mortgage-Backed Securities
04.500 FGPC Q61118 G
2049-01-01
4.500000
15577457.00
13435480.40
Agency Mortgage-Backed Securities
04.000 FGPC Q61295 G
2049-02-01
4.000000
9191282.00
8926191.81
Agency Mortgage-Backed Securities
03.500 FGPC Q11250 G
2042-09-01
3.500000
2940958.00
1309966.88
Agency Mortgage-Backed Securities
03.500 FGPC Q11260 G
2042-09-01
3.500000
1423668.00
608673.88
Agency Mortgage-Backed Securities
03.000 FGPC U41085 G
2028-10-01
3.000000
2139000.00
982409.14
Agency Mortgage-Backed Securities
04.000 FGPC V83275 G
2047-07-01
4.000000
28751780.00
23122104.55
Agency Mortgage-Backed Securities
03.500 FGPC K92558 G
2035-04-01
3.500000
8550664.00
4345737.96
Agency Mortgage-Backed Securities
04.000 FGPC Q27999 G
2044-08-01
4.000000
13798432.00
5597921.91
Agency Mortgage-Backed Securities
03.500 FGPC Q09807 G
2042-08-01
3.500000
9060816.00
3502595.05
Agency Mortgage-Backed Securities
04.000 FGPC Q40092 G
2046-04-01
4.000000
43438.00
30558.82
Agency Mortgage-Backed Securities
04.000 FGPC Q40719 G
2046-05-01
4.000000
24667865.00
16211271.76
Agency Mortgage-Backed Securities
04.000 FGPC Q42605 G
2046-08-01
4.000000
7038184.00
4617144.18
Agency Mortgage-Backed Securities
04.000 FGPC Q33779 G
2045-06-01
4.000000
16398569.00
9159914.32
Agency Mortgage-Backed Securities
03.500 FGPC Q36002 G
2045-09-01
3.500000
14519551.00
9080747.32
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO5974
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.000000
2030991.00
553856.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7165
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
336757.00
251701.42
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
11496500.00
11440450.46
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0166
836740789.00
836740789.00
0.0069
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.620000%
549300QJJX6CVVUXLE15
0001317808
ARP0LPXP4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
300.00
338.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
300.00
384.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
1513400.00
1582252.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
519000.00
570185.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
33834100.00
39905438.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
15533300.00
18104055.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
89000.00
101618.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
17459700.00
18524174.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-05
0.00
63000.00
62984.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-02
0.00
2000.00
1997.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-18
0.00
500.00
495.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-09
0.00
100.00
99.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
19103100.00
25854796.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
776300.00
1001125.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-15
1.500000
800.00
804.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
947300.00
957462.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
2.750000
300.00
314.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
100.00
99.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
400.00
398.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.500000
10000.00
10173.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
13872500.00
14109253.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
63195000.00
63618844.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
860000.00
956975.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
1.375000
4400.00
4385.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
400.00
398.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
42824800.00
51299696.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
400.00
396.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
100.00
107.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
16208900.00
17344635.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
400.00
399.62
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
249000000.00
249000000.00
0.0021
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.630000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LPXQ2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
496000.00
640185.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
215644700.00
249999886.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
143698400.00
145197939.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
66740000.00
69647040.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
6.500000
33817600.00
44514952.32
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0165
500000000.00
500000000.00
0.0041
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.630000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LPXR0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
270300.00
386169.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
48630100.00
50613890.11
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0165
50000000.00
50000000.00
0.0004
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.620000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0LPXS8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
4592600.00
4712169.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
16882700.00
18037961.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
7472700.00
7491792.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
1992900.00
1984926.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.375000
316500.00
317766.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
81960200.00
85530197.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
22800.00
24685.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-15
2.375000
100.00
104.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
5000000.00
5500885.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
18421400.00
19991477.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
2.250000
140000.00
140779.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-09
0.00
20904800.00
20784890.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
100.00
101.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
1000.00
1050.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
55241900.00
56498701.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-15
0.125000
6028500.00
6590338.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
154111000.00
156287223.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
25116500.00
25360873.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
911000.00
1012347.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
40947400.00
46188493.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
25399200.00
33984454.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
87326400.00
101238704.65
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
580000000.00
580000000.00
0.0048
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.620000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0LPY40
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
244866200.00
249999906.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
183918300.00
186731122.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.000000
5588800.00
5615836.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
247594300.00
249999923.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-15
2.875000
243758600.00
249999998.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
232370000.00
249999937.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
2.625000
242326800.00
249999947.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
241339400.00
249999925.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
238545900.00
247233389.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
14398600.00
14503508.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
177554400.00
249999961.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
181449700.00
249999889.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
211964200.00
249999979.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
222752800.00
249999966.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.750000
12849600.00
12959440.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
29113300.00
30300932.28
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
2938175506.00
2938175506.00
0.0243
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.620000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0LPY99
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
89590100.00
91105911.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
62738800.00
67710820.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
309400.00
324839.09
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
156000000.00
156000000.00
0.0013
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.600000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0LPYA6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BQ4530 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
1801674.00
1909616.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7704
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
85836160.00
67177949.91
Agency Mortgage-Backed Securities
GNMI SF AB1703 X
549300M8ZYFG0OCMTT87
2042-10-15
3.500000
2725232.00
1020231.26
Agency Mortgage-Backed Securities
GNMI SF AC2828 X
549300M8ZYFG0OCMTT87
2043-03-15
2.500000
643283.00
219400.53
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0515
B1V7KEBTPIMZEU4LTD58
2040-07-01
6.000000
527522.00
123956.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9216
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.000000
12569400.00
10645080.49
Agency Mortgage-Backed Securities
FNMS 04.000 I3BF0157
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
1420000.00
984163.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH9287
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
22418592.00
20575784.06
Agency Mortgage-Backed Securities
GNII SF AT7685 C
549300M8ZYFG0OCMTT87
2046-08-20
3.500000
2703784.00
2245900.82
Agency Mortgage-Backed Securities
GNII SF AV3048 C
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
5463160.00
4154477.90
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
500000.00
403993.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ9236
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
46595.00
40528.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1702
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
85000000.00
80713958.90
Agency Mortgage-Backed Securities
GNMI SF AA4772 X
549300M8ZYFG0OCMTT87
2042-07-15
3.500000
1790222.00
868650.30
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL6521
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.000000
952000.00
415462.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE3774
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2177728.00
1733093.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5949
2048-11-01
4.500000
146080600.00
120339505.67
Agency Mortgage-Backed Securities
GNMI SF AE3296 X
549300M8ZYFG0OCMTT87
2046-10-15
2.500000
742785.00
661238.70
Agency Mortgage-Backed Securities
GNII SF AL4803 C
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
1329510.00
582157.22
Agency Mortgage-Backed Securities
GNMI SF AW1722 X
549300M8ZYFG0OCMTT87
2046-12-15
2.500000
344319.00
324536.56
Agency Mortgage-Backed Securities
GNII SP 784474 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
465000.00
424288.33
Agency Mortgage-Backed Securities
GNII SF MA0851 M
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
4662376.00
1862899.33
Agency Mortgage-Backed Securities
GNII SF MA0535 M
549300M8ZYFG0OCMTT87
2042-11-20
4.000000
1407430.00
370587.63
Agency Mortgage-Backed Securities
GNII SF MA3244 M
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
15329820.00
7405098.76
Agency Mortgage-Backed Securities
GNII SF MA3804 M
549300M8ZYFG0OCMTT87
2046-07-20
4.000000
387651.00
177440.74
Agency Mortgage-Backed Securities
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0162
319000000.00
319000000.00
0.0026
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.600000%
ZBUT11V806EZRVTWT807
0000782124
ARP0LPYB4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BR2351 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
49374848.00
51476400.63
Agency Mortgage-Backed Securities
GNII SF BR7073 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
4114160.00
4303292.96
Agency Mortgage-Backed Securities
GNII SF 003201 M
549300M8ZYFG0OCMTT87
2032-02-20
6.500000
184458496.00
1408104.75
Agency Mortgage-Backed Securities
GNII SF BC0377 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
666320.00
580354.66
Agency Mortgage-Backed Securities
GNII SF BN2627 C
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
1883920.00
1994078.72
Agency Mortgage-Backed Securities
GNII SF BP7205 C
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
17388352.00
18182712.33
Agency Mortgage-Backed Securities
GNII SF BQ1492 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
3084000.00
3237034.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8310
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
5076000.00
3926685.80
Agency Mortgage-Backed Securities
04.500 FGPC Q49212 G
2047-06-01
4.500000
1763790.00
1713222.62
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD0067
2049-06-01
5.500000
91282944.00
83506145.28
Agency Mortgage-Backed Securities
04.000 FGPC Q07712 G
2042-04-01
4.000000
5156656.00
2163005.90
Agency Mortgage-Backed Securities
GNII SF BQ8735 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
1638944.00
1730028.68
Agency Mortgage-Backed Securities
05.500 FGPC Q63555 G
2049-04-01
5.500000
1343328.00
1450217.23
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8704
2048-10-01
4.000000
1582686.00
1589308.56
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS8712
2033-08-01
4.000000
1476934.00
1041735.34
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9626
2046-02-01
3.500000
26574560.00
20811913.31
Agency Mortgage-Backed Securities
FEPC 06.500 ZLZT1231
2023-12-01
6.500000
1173334.00
150781.77
Agency Mortgage-Backed Securities
FEPC 05.000 CIZT2096
2025-07-01
5.000000
122501.00
44776.65
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI4815
2036-03-01
5.500000
620864.00
7192.06
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI7623
2035-05-01
5.500000
2000000.00
235347.02
Agency Mortgage-Backed Securities
03.500 FGPC G07922 G
2044-01-01
3.500000
1341000.00
747991.73
Agency Mortgage-Backed Securities
03.000 FGPC G16015 G
2032-01-01
3.000000
281250.00
191182.27
Agency Mortgage-Backed Securities
06.000 FGPC A65991 G
2037-10-01
6.000000
74823.00
7285.94
Agency Mortgage-Backed Securities
05.500 FGPC A70591 G
2037-12-01
5.500000
2091992.00
33350.32
Agency Mortgage-Backed Securities
GNII SP 784156 M
549300M8ZYFG0OCMTT87
2045-08-20
4.000000
256916000.00
102741007.85
Agency Mortgage-Backed Securities
GNMI SF 726422 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
200000.00
79161.80
Agency Mortgage-Backed Securities
GNII SF MA5110 M
549300M8ZYFG0OCMTT87
2033-03-20
3.000000
166500.00
135215.47
Agency Mortgage-Backed Securities
GNII SF MA5263 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
5000000.00
4061792.24
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS8399
B1V7KEBTPIMZEU4LTD58
2031-11-01
3.000000
6950000.00
4398347.63
Agency Mortgage-Backed Securities
FNMS 03.000 CJMA3566
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.000000
1187868.00
875359.13
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA3402
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
50490.00
42533.82
Agency Mortgage-Backed Securities
GNII SF MA0697 M
549300M8ZYFG0OCMTT87
2043-01-20
2.500000
274300.00
115769.65
Agency Mortgage-Backed Securities
GNII SF MA1842 M
549300M8ZYFG0OCMTT87
2035-05-20
5.500000
400000.00
97297.73
Agency Mortgage-Backed Securities
03.500 FGPC Q49653 G
2047-08-01
3.500000
5576696.00
5188085.35
Agency Mortgage-Backed Securities
06.000 FGPC G60529 G
2040-05-01
6.000000
2927912.00
1587993.70
Agency Mortgage-Backed Securities
06.500 FGPC C90473 G
2021-08-01
6.500000
51700000.00
41582.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAO4106
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
50000000.00
16771588.23
Agency Mortgage-Backed Securities
03.000 FGPC Q11332 G
2042-09-01
3.000000
4057616.00
2277562.27
Agency Mortgage-Backed Securities
04.500 FGPC Q32225 G
2045-03-01
4.500000
2149832.00
1045327.07
Agency Mortgage-Backed Securities
GNMI SF 714587 X
549300M8ZYFG0OCMTT87
2039-07-15
5.000000
102612.00
28443.28
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1733
2034-02-01
4.000000
600000.00
475276.35
Agency Mortgage-Backed Securities
04.000 FGPC T62365 G
2047-12-01
4.000000
3266556.00
3392729.85
Agency Mortgage-Backed Securities
05.000 FGPC A85726 G
2039-04-01
5.000000
907608.00
22848.96
Agency Mortgage-Backed Securities
04.000 FGPC A86314 G
2039-05-01
4.000000
144000.00
5684.66
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK9155
2033-01-01
2.500000
9632288.00
7563848.53
Agency Mortgage-Backed Securities
07.000 FGPC G08234 G
2037-11-01
7.000000
17055776.00
169325.54
Agency Mortgage-Backed Securities
03.000 FGPC G18695 G
2033-07-01
3.000000
9000.00
7073.80
Agency Mortgage-Backed Securities
03.000 FGPC M30382 G
2033-05-01
3.000000
1013000.00
861738.28
Agency Mortgage-Backed Securities
05.500 FGPC A44082 G
2036-03-01
5.500000
5146608.00
235570.13
Agency Mortgage-Backed Securities
06.000 FGPC A65457 G
2037-09-01
6.000000
229068.00
10236.97
Agency Mortgage-Backed Securities
04.500 FGPC U60496 G
2041-03-01
4.500000
1750000.00
456984.64
Agency Mortgage-Backed Securities
06.000 FGPC C91163 G
2028-02-01
6.000000
1160516.00
62618.42
Agency Mortgage-Backed Securities
GNII SP 780692 M
549300M8ZYFG0OCMTT87
2027-12-20
7.000000
25421024.00
103663.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2244
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
28174784.00
9150321.13
Agency Mortgage-Backed Securities
05.500 FGPC G04232 G
2038-03-01
5.500000
748049.00
22862.77
Agency Mortgage-Backed Securities
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0162
352000000.00
352000000.00
0.0029
N
N
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 1.580000%
52990002O5KK6XOGJ020
ATD0WLD80
Non-Negotiable Time Deposit
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0158
282400000.00
282400000.00
0.0023
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.600000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0WM2M9
Non-Negotiable Time Deposit
Y
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0160
873000000.00
873000000.00
0.0072
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.590000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD0WMQJ0
Non-Negotiable Time Deposit
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0159
285400000.00
285400000.00
0.0024
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.600000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0WMQQ4
Non-Negotiable Time Deposit
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0160
2370000000.00
2370000000.00
0.0196
N
N
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 1.580000%
52990002O5KK6XOGJ020
ATD0WMQS0
Non-Negotiable Time Deposit
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0158
727700000.00
727700000.00
0.0060
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 1.600000%
PT3QB789TSUIDF371261
0000947263
ATD0WMR18
Non-Negotiable Time Deposit
Y
2019-12-04
2019-12-04
2019-12-04
N
N
N
0.0160
708200000.00
708200000.00
0.0059
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 1.670000%
PT3QB789TSUIDF371261
0000947263
ATD0WNO76
Non-Negotiable Time Deposit
Y
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0167
197000000.00
197000000.00
0.0016
N
N
Y
N
The Charles Schwab Family of Funds
2019-12-06
Mark Fischer
Mark Fischer
Chief Financial Officer