0001145549-20-020425.txt : 20200407
0001145549-20-020425.hdr.sgml : 20200407
20200407171955
ACCESSION NUMBER: 0001145549-20-020425
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200407
DATE AS OF CHANGE: 20200407
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: 20780462
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
2020-03-31
0000857156
549300I77JNLD629OV19
S000004508
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
24
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22344863898.18
0.0074
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1000000.00
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1.0006
1.0002
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5055586080.11
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7561924963.92
18367826882.56
0.0089
Y
Investment Advisor and its affiliates Contractual 3,072,100
ABAG Finance Auth
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Variable Rate Demand Note
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2020-04-07
2031-11-01
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Wells Fargo Bank NA
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2020-04-03
2020-04-03
2020-04-03
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Credit Suisse AG
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81997130.00
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N
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ALPINE SECURITIZATION LLC
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Asset Backed Commercial Paper
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2020-04-22
2020-04-22
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Credit Suisse AG
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ALPINE SECURITIZATION LLC
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02089XHX8
Asset Backed Commercial Paper
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2020-04-22
2020-04-22
2020-04-22
N
Y
Credit Suisse AG
1.0000
N
0.0122
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250094167.50
0.0024
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N
N
N
ANTALIS SA
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03664AD88
9695003PPW06L597WF15
Asset Backed Commercial Paper
Y
2020-04-08
2020-04-08
2020-04-08
N
Y
Societe Generale SA
1.0000
N
0.0120
49986622.00
49986622.00
0.0005
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N
N
N
ATLANTIC ASSET SECURITIZATION LLC
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04821TD10
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
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2020-04-01
2020-04-01
2020-04-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0007
99999806.00
99999806.00
0.0010
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TD69
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2020-04-06
2020-04-06
2020-04-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0076
54993051.85
54993051.85
0.0005
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N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
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2020-05-14
2020-05-14
2020-05-14
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N
N
0.0193
184901202.60
184901202.60
0.0018
N
N
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N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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05253MMW1
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
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2020-05-26
2020-05-26
2020-05-26
N
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N
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199866032.00
0.0019
N
N
N
N
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JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
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2020-06-12
2020-06-12
2020-06-12
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N
N
0.0194
199828404.00
199828404.00
0.0019
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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05253MMZ4
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
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2020-06-12
2020-06-12
2020-06-12
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N
N
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274764055.50
274764055.50
0.0026
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N
N
N
BASF SE
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529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
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2020-04-08
2020-04-08
2020-04-08
N
N
N
0.0135
104968476.90
104968476.90
0.0010
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 1.960000%
05586FHK6
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
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2020-04-15
2020-04-15
2020-04-15
N
N
N
0.0056
256149291.52
256149291.52
0.0025
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 0.300000%
05586FPK7
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
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2020-04-01
2020-06-11
2020-06-11
N
N
N
0.0036
24997326.75
24997326.75
0.0002
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 1.850000%
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R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
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2020-07-06
2020-07-06
2020-07-06
N
N
N
0.0118
105188351.10
105188351.10
0.0010
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N
N
N
BNP PARIBAS (NEW YORK BRANCH)
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R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
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2020-04-06
2020-07-06
2020-07-06
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N
0.0204
133810238.58
133810238.58
0.0013
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Other Instrument
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2020-04-06
2020-10-06
2020-10-06
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482280018.15
482280018.15
0.0046
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-04-01
2020-06-01
2020-06-01
N
N
N
0.0154
349397394.50
349397394.50
0.0033
N
N
N
N
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06053P4P9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-04-01
2020-06-01
2020-06-01
N
N
N
0.0154
61893254.60
61893254.60
0.0006
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N
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-04-01
2020-07-01
2020-07-01
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N
N
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224420037.75
224420037.75
0.0021
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N
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
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2020-04-01
2020-06-09
2020-06-09
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N
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199609938.00
199609938.00
0.0019
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N
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-04-01
2020-08-04
2020-08-04
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N
N
0.0154
334781270.88
334781270.88
0.0032
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N
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
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2020-04-01
2020-08-05
2020-08-05
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N
N
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390566526.56
390566526.56
0.0037
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
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2020-04-01
2020-11-03
2020-11-03
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N
N
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264037438.70
264037438.70
0.0025
N
N
N
N
BANK OF AMERICA NA
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06053P6F9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-09-10
2020-09-10
2020-09-10
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104668876.00
104668876.00
0.0010
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-09-10
2020-09-10
2020-09-10
N
N
N
0.0019
201274270.00
201274270.00
0.0019
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.906600%
06367BGQ6
NQQ6HPCNCCU6TUTQYE16
US06367BGQ68
Certificate of Deposit
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2020-04-14
2020-11-13
2020-11-13
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N
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269293094.10
269293094.10
0.0026
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
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06370R6E4
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
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2020-04-27
2020-10-26
2020-10-26
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N
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N
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06370RXN4
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2020-04-03
2020-04-03
2020-04-03
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N
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06417MAZ8
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2020-04-20
2020-05-20
2020-05-20
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N
N
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317069372.28
317069372.28
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N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MBC8
L3I9ZG2KFGXZ61BMYR72
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Certificate of Deposit
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2020-05-27
2020-05-27
2020-05-27
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N
N
0.0193
128912010.39
128912010.39
0.0012
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N
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06417MDG7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-04-07
2020-07-07
2020-07-07
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N
N
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199776730.00
199776730.00
0.0019
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N
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BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MDK8
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-04-20
2020-07-20
2020-07-20
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43944136.72
43944136.72
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N
N
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BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MDZ5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-04-28
2020-07-28
2020-07-28
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N
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BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MEA9
L3I9ZG2KFGXZ61BMYR72
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2020-04-29
2020-04-29
2020-04-29
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70050607.20
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N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MGK5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-06-29
2020-09-28
2020-09-28
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N
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740041045.80
740041045.80
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N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MGN9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-04-02
2020-10-02
2020-10-02
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N
N
0.0214
360907614.32
360907614.32
0.0035
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
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06417MGQ2
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-04-06
2020-10-05
2020-10-05
N
N
N
0.0214
299059377.00
299059377.00
0.0029
N
N
N
N
BARCLAYS BANK UK PLC
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06744QD31
213800UUGANOMFJ9X769
Financial Company Commercial Paper
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2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0117
95990640.00
95990640.00
0.0009
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QD64
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0115
95981584.32
95981584.32
0.0009
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QEJ5
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
N
N
0.0125
239601600.00
239601600.00
0.0023
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QES5
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-05-26
2020-05-26
2020-05-26
N
N
N
0.0125
191628159.36
191628159.36
0.0018
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QFC9
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0125
99747542.00
99747542.00
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LD21
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
Y
Societe Generale SA
1.0000
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0.0038
144596922.91
144596922.91
0.0014
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LD88
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-08
2020-04-08
2020-04-08
N
Y
Societe Generale SA
1.0000
N
0.0082
104980913.10
104980913.10
0.0010
N
N
N
N
BARTON CAPITAL SA
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06945LD96
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-09
2020-04-09
2020-04-09
N
Y
Societe Generale SA
1.0000
N
0.0089
115974190.00
115974190.00
0.0011
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LDE5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-14
2020-04-14
2020-04-14
N
Y
Societe Generale SA
1.0000
N
0.0125
74963483.25
74963483.25
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LDL9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-04-20
2020-04-20
2020-04-20
N
Y
Societe Generale SA
1.0000
N
0.0134
74944083.00
74944083.00
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LED6
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-05-13
2020-05-13
2020-05-13
N
Y
Societe Generale SA
1.0000
N
0.0131
72386990.63
72386990.63
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LEF1
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
Societe Generale SA
1.0000
N
0.0131
22962481.25
22962481.25
0.0002
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LEN4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
Societe Generale SA
1.0000
N
0.0136
84832899.35
84832899.35
0.0008
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LET1
549300KOFKIMD0C37W24
US06945LET17
Asset Backed Commercial Paper
Y
2020-05-27
2020-05-27
2020-05-27
N
Y
Societe Generale SA
1.0000
N
0.0140
86807012.25
86807012.25
0.0008
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.200000%
0727MA4F5
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0020
743000000.00
743000000.00
0.0071
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.740000%
0727MAW80
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0114
300134544.00
300134544.00
0.0029
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
0.0151
84928930.65
84928930.65
0.0008
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
0.0148
49911551.50
49911551.50
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AGG3
Asset Backed Commercial Paper
Y
2020-07-16
2020-07-16
2020-07-16
N
Y
Royal Bank of Canada
1.0000
N
0.0158
24882968.76
24882968.76
0.0002
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.810500%
07644CGK0
Asset Backed Commercial Paper
Y
2020-06-16
2020-06-16
2020-06-16
N
Y
Royal Bank of Canada
1.0000
N
0.0194
256777954.57
256777954.57
0.0025
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.681600%
07644CGU8
Asset Backed Commercial Paper
Y
2020-04-20
2020-08-18
2020-08-18
N
Y
Royal Bank of Canada
1.0000
N
0.0139
125818649.46
125818649.46
0.0012
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.831600%
07644DJW9
Asset Backed Commercial Paper
Y
2020-04-20
2020-05-18
2020-05-18
N
Y
Royal Bank of Canada
1.0000
N
0.0093
200037228.00
200037228.00
0.0019
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LD37
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
Y
Societe Generale SA
1.0000
N
0.0036
276991690.00
276991690.00
0.0027
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LDE3
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-04-14
2020-04-14
2020-04-14
N
Y
Societe Generale SA
1.0000
N
0.0142
244864801.65
244864801.65
0.0023
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LF35
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
Y
Societe Generale SA
1.0000
N
0.0162
1994236.44
1994236.44
0.0000
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 1.270000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0127
2970000.00
2970000.00
0.0000
N
N
Y
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
0.0077
24995187.50
24995187.50
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2EF7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
Citibank NA
1.0000
N
0.0125
74883281.25
74883281.25
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2EN0
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
Citibank NA
1.0000
N
0.0127
74862633.00
74862633.00
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2GG3
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-07-16
2020-07-16
2020-07-16
N
Y
Citibank NA
1.0000
N
0.0136
29879090.10
29879090.10
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2HA5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-08-10
2020-08-10
2020-08-10
N
Y
Citibank NA
1.0000
N
0.0140
29846330.10
29846330.10
0.0003
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
0.0095
72986586.25
72986586.25
0.0007
N
N
Y
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
0.0110
124965781.25
124965781.25
0.0012
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
0.0151
29957358.30
29957358.30
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TEN0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
Citibank NA
1.0000
N
0.0155
49888272.00
49888272.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619THA5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-08-10
2020-08-10
2020-08-10
N
Y
Citibank NA
1.0000
N
0.0156
6960088.31
6960088.31
0.0001
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
0.0012
70999290.00
70999290.00
0.0007
N
N
Y
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AET7
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0099
141778313.86
141778313.86
0.0014
N
N
N
N
Calhoun Port Auth
ENVIRONMENTAL FACILITIES RB (FORMOSA PLASTICS) SERIES 2012 4.750000%
129884AG7
US129884AG75
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2042-04-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0475
12220000.00
12220000.00
0.0001
N
N
Y
N
California Infrastructure & Economic Development Bank
TAXABLE RB (CAPITAL CORRUGATED) SERIES 2016B 5.100000%
13034AMD9
549300C1OG9RDIM8ET06
US13034AMD99
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2046-08-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0510
1880000.00
1880000.00
0.0000
N
N
Y
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
0.0131
216197970.48
216197970.48
0.0021
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.932600%
13606B7A8
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-04-16
2020-07-16
2020-07-16
N
N
N
0.0199
152804160.00
152804160.00
0.0015
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
0.0151
143172003.26
143172003.26
0.0014
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.235100%
13606C3L6
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-04-08
2020-09-08
2020-09-08
N
N
N
0.0133
51975537.12
51975537.12
0.0005
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.801100%
13606C4Z4
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-04-02
2020-10-02
2020-10-02
N
N
N
0.0135
425708364.66
425708364.66
0.0041
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.465800%
13606C6D1
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2020-04-06
2020-11-04
2020-11-04
N
N
N
0.0140
284497693.20
284497693.20
0.0027
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JD15
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
Lloyds Bank Plc
1.0000
N
0.0018
279998577.60
279998577.60
0.0027
N
Y
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JD23
Asset Backed Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0028
96398522.19
96398522.19
0.0009
N
N
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JD64
Asset Backed Commercial Paper
Y
2020-04-06
2020-04-06
2020-04-06
N
Y
Lloyds Bank Plc
1.0000
N
0.0065
18997938.50
18997938.50
0.0002
N
N
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JE71
Asset Backed Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
Y
Lloyds Bank Plc
1.0000
N
0.0146
29955137.40
29955137.40
0.0003
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JEJ5
Asset Backed Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
Y
Lloyds Bank Plc
1.0000
N
0.0147
1996072.00
1996072.00
0.0000
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178LD15
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
143999968.32
143999968.32
0.0014
N
Y
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178LD31
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0017
240996585.03
240996585.03
0.0023
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 1.763300%
15963RBR3
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-04
2020-08-03
2020-08-03
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0204
349303825.50
349303825.50
0.0033
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 1.751100%
15963RBS1
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-04
2020-08-04
2020-08-04
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0204
149704081.50
149704081.50
0.0014
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 1.734100%
15963RBV4
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-11
2020-08-10
2020-08-10
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0204
99789811.00
99789811.00
0.0010
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
0.0237
234984529.95
234984529.95
0.0023
N
Y
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TD22
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0231
13998204.92
13998204.92
0.0001
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TD30
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0225
147972312.16
147972312.16
0.0014
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TEE5
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-05-14
2020-05-14
2020-05-14
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0146
49911083.50
49911083.50
0.0005
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TGH6
549300EEWRNP448AMT79
US15963TGH68
Asset Backed Commercial Paper
Y
2020-07-17
2020-07-17
2020-07-17
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0156
1990658.00
1990658.00
0.0000
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
0.0145
39945411.20
39945411.20
0.0004
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VEF2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
Citibank NA
1.0000
N
0.0145
99819375.00
99819375.00
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VFA2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-06-10
2020-06-10
2020-06-10
N
Y
Citibank NA
1.0000
N
0.0154
996962.78
996962.78
0.0000
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
0.0119
89920012.50
89920012.50
0.0009
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
0.0121
199791956.00
199791956.00
0.0019
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
0.0125
238718297.87
238718297.87
0.0023
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
0.0145
36907730.14
36907730.14
0.0004
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
0.0145
104520830.62
104520830.62
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.787100%
19424G2W1
Asset Backed Commercial Paper
Y
2020-04-30
2020-07-31
2020-07-31
N
Y
JP Morgan Securities LLC
1.0000
N
0.0204
123767414.44
123767414.44
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HD15
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0091
182995390.23
182995390.23
0.0018
N
Y
Y
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HD72
Asset Backed Commercial Paper
Y
2020-04-07
2020-04-07
2020-04-07
N
Y
JP Morgan Securities LLC
1.0000
N
0.0110
134971255.80
134971255.80
0.0013
N
N
Y
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HDW7
Asset Backed Commercial Paper
Y
2020-04-30
2020-04-30
2020-04-30
N
Y
JP Morgan Securities LLC
1.0000
N
0.0131
79913000.00
79913000.00
0.0008
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.210900%
20271ERW1
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2020-04-29
2020-06-29
2020-06-29
N
N
N
0.0147
127930113.28
127930113.28
0.0012
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.853300%
20271ERX9
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2020-05-04
2020-08-03
2020-08-03
N
N
N
0.0204
199663290.00
199663290.00
0.0019
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 1.058900%
20272AP26
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2020-06-09
2020-06-09
2020-06-09
N
N
N
0.0194
99919648.00
99919648.00
0.0010
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 4.750000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0475
25000000.00
25000000.00
0.0002
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.156300%
21684L4B5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0057
482047375.78
482047375.78
0.0046
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.934600%
21684L4Z2
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-04-16
2020-06-16
2020-06-16
N
N
N
0.0198
186673243.68
186673243.68
0.0018
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.235100%
21684L5P3
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-04-08
2020-09-08
2020-09-08
N
N
N
0.0133
229887700.20
229887700.20
0.0022
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.072600%
21684L5R9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-04-14
2020-08-10
2020-08-10
N
N
N
0.0131
86964352.62
86964352.62
0.0008
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.910000%
22549LF75
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0115
52040097.72
52040097.72
0.0005
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.020000%
22549LG41
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-06-23
2020-06-23
2020-06-23
N
N
N
0.0127
299520349.70
299520349.70
0.0029
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.500000%
22549LH24
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-04-01
2020-04-09
2020-04-09
N
N
N
0.0124
399943592.00
399943592.00
0.0038
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.774600%
22549LM77
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-05-20
2020-05-26
2020-05-26
N
N
N
0.0193
48970994.94
48970994.94
0.0005
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.770000%
22549LV44
ANGGYXNX0JLX3X63JN86
0001053092
Certificate of Deposit
Y
2020-07-28
2020-07-28
2020-07-28
N
N
N
0.0131
225335126.25
225335126.25
0.0022
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.840000%
22845AQC7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-04-23
2020-04-23
2020-04-23
N
Y
Credit Suisse AG
1.0000
N
0.0214
74985412.50
74985412.50
0.0007
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.830000%
22845AQD5
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-04-28
2020-04-28
2020-04-28
N
Y
Credit Suisse AG
1.0000
N
0.0211
480890837.05
480890837.05
0.0046
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.700000%
22845AQP8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
Y
Credit Suisse AG
1.0000
N
0.0214
125923132.44
125923132.44
0.0012
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.690000%
22845ARB8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-05-28
2020-05-28
2020-05-28
N
Y
Credit Suisse AG
1.0000
N
0.0218
121902514.68
121902514.68
0.0012
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.680000%
22845ARC6
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
Y
Credit Suisse AG
1.0000
N
0.0220
224793168.75
224793168.75
0.0022
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.680000%
22845ARD4
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
Y
Credit Suisse AG
1.0000
N
0.0220
379650685.00
379650685.00
0.0036
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 1.690000%
22845ARE2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-06-04
2020-06-04
2020-06-04
N
Y
Credit Suisse AG
1.0000
N
0.0220
49954228.50
49954228.50
0.0005
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0E68
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
Y
Credit Suisse AG
1.0000
N
0.0211
66858965.00
66858965.00
0.0006
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
0.0125
178789526.43
178789526.43
0.0017
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.710000%
23328AL85
5493005PGG4HB3CD7345
0001694217
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0105
97047890.84
97047890.84
0.0009
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0D74
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0016
489985231.40
489985231.40
0.0047
N
N
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 1.630000%
23341VE49
549300GKFG0RYRRQ1414
US23341VE496
0001498632
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0081
330316654.80
330316654.80
0.0032
N
N
N
N
DBS GROUP HOLDINGS LTD
DBS GROUP HOLDINGS LTD 0.000000%
24024WD81
5493007FKT78NKPM5V55
Financial Company Commercial Paper
Y
2020-04-08
2020-04-08
2020-04-08
N
N
N
0.0078
95983445.76
95983445.76
0.0009
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.000000%
26820RDW0
5493005PGG4HB3CD7345
0001694217
Financial Company Commercial Paper
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0118
249755207.50
249755207.50
0.0024
N
N
N
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 6.500000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0650
1500000.00
1500000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 6.500000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0650
2410000.00
2410000.00
0.0000
N
N
Y
N
Edward-Elmhurst Healthcare
TAXABLE BONDS SERIES 2018 4.500000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0450
9000000.00
9000000.00
0.0001
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CE65
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0120
86396632.50
86396632.50
0.0008
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CEU2
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0132
99787333.00
99787333.00
0.0010
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CF31
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0134
99762133.00
99762133.00
0.0010
N
N
N
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
0.0115
72960288.00
72960288.00
0.0007
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FGH2
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2020-07-17
2020-07-17
2020-07-17
N
N
N
0.0138
21739951.25
21739951.25
0.0002
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FGW9
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0140
149295679.50
149295679.50
0.0014
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LD11
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
MUFG BANK LTD
1.0000
N
0.0000
41808304.36
41808304.36
0.0004
N
Y
Y
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
0.0131
149809687.50
149809687.50
0.0014
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PGF7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-07-15
2020-07-15
2020-07-15
N
N
N
0.0147
22303045.42
22303045.42
0.0002
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PH74
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-08-07
2020-08-07
2020-08-07
N
N
N
0.0147
74605475.25
74605475.25
0.0007
N
N
N
N
HSBC USA INC
HSBC USA INC 1.742900%
40434WDX6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0193
59966522.40
59966522.40
0.0006
N
N
N
N
HSBC USA INC
HSBC USA INC 1.374300%
40434WDZ1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
N
N
0.0194
149886451.50
149886451.50
0.0014
N
N
N
N
HSBC USA INC
HSBC USA INC 1.928000%
40434WEB3
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-04-07
2020-07-07
2020-07-07
N
N
N
0.0199
36952867.92
36952867.92
0.0004
N
N
N
N
HSBC USA INC
HSBC USA INC 1.820900%
40434WEE7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2020-05-04
2020-08-03
2020-08-03
N
N
N
0.0204
49903904.50
49903904.50
0.0005
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.745300%
40435REZ0
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0054
65006518.85
65006518.85
0.0006
N
N
Y
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
0.0112
120129886.80
120129886.80
0.0012
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
0.0109
100059792.00
100059792.00
0.0010
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.020000%
40435RFZ9
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-04-20
2020-04-20
2020-04-20
N
N
N
0.0083
114075159.06
114075159.06
0.0011
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.275100%
40435RGD7
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-06-22
2020-06-22
2020-06-22
N
N
N
0.0194
47956361.28
47956361.28
0.0005
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.850000%
40435RGG0
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-07-06
2020-07-06
2020-07-06
N
N
N
0.0123
74122744.54
74122744.54
0.0007
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 1.700000%
40435RGU9
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-08-05
2020-08-05
2020-08-05
N
N
N
0.0128
97142969.27
97142969.27
0.0009
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 0.881400%
40435RGV7
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2020-04-13
2020-08-12
2020-08-12
N
N
N
0.0133
46950905.68
46950905.68
0.0004
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 3.740000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0374
49000000.00
49000000.00
0.0005
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
0.0120
124871048.75
124871048.75
0.0012
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
0.0122
194763075.00
194763075.00
0.0019
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0J90
Financial Company Commercial Paper
Y
2020-09-09
2020-09-09
2020-09-09
N
Y
ING Bank NV
1.0000
N
0.0147
149011125.00
149011125.00
0.0014
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.904600%
44988GAM0
Financial Company Commercial Paper
Y
2020-04-15
2020-05-15
2020-05-15
N
Y
ING Bank NV
1.0000
N
0.0090
270064953.90
270064953.90
0.0026
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.625800%
44988GBN7
Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
ING Bank NV
1.0000
N
0.0052
200006122.00
200006122.00
0.0019
N
Y
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 1.840900%
44988KHJ1
Financial Company Commercial Paper
Y
2020-04-24
2020-04-24
2020-04-24
N
Y
ING Bank NV
1.0000
N
0.0189
226944521.20
226944521.20
0.0022
N
N
N
N
Indiana Finance Auth
HOSPITAL RB (PARKVIEW HEALTH SYSTEM) SERIES 2009C 5.250000%
45471AAQ5
549300PS0PAS7NDSSI20
US45471AAQ58
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2039-11-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0525
11315000.00
11315000.00
0.0001
N
N
Y
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
0.0117
395730886.32
395730886.32
0.0038
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
0.0120
59938103.40
59938103.40
0.0006
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PGT4
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2020-07-27
2020-07-27
2020-07-27
N
N
N
0.0154
124368208.75
124368208.75
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TR64
Asset Backed Commercial Paper
Y
2020-04-17
2020-04-17
2020-04-17
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0142
121932676.74
121932676.74
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TS89
Asset Backed Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0147
72373135.15
72373135.15
0.0007
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
0.0103
109178235.35
109178235.35
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQQ5
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0151
149673483.00
149673483.00
0.0014
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQS1
Asset Backed Commercial Paper
Y
2020-06-08
2020-06-08
2020-06-08
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
18693901.50
18693901.50
0.0002
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQT9
Asset Backed Commercial Paper
Y
2020-06-08
2020-06-08
2020-06-08
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
92721751.44
92721751.44
0.0009
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MQU6
Asset Backed Commercial Paper
Y
2020-06-09
2020-06-09
2020-06-09
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
77763096.84
77763096.84
0.0007
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NEV5
Asset Backed Commercial Paper
Y
2020-06-11
2020-06-11
2020-06-11
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
99700808.00
99700808.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803NEY9
Asset Backed Commercial Paper
Y
2020-06-25
2020-06-25
2020-06-25
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0157
99624467.00
99624467.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TMV3
Asset Backed Commercial Paper
Y
2020-05-11
2020-05-11
2020-05-11
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0147
85874010.00
85874010.00
0.0008
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TMW1
Asset Backed Commercial Paper
Y
2020-05-18
2020-05-18
2020-05-18
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0147
62889758.82
62889758.82
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TNC4
Asset Backed Commercial Paper
Y
2020-06-11
2020-06-11
2020-06-11
N
Y
FMS WERTMANAGEMENT AOER
1.0000
N
0.0156
47856387.84
47856387.84
0.0005
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 5.100000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0510
1070000.00
1070000.00
0.0000
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X0D10
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0025
820494346.76
820494346.76
0.0079
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.200000%
51500VMV8
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0020
724000000.00
724000000.00
0.0069
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.100000%
51500VMW6
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0010
241300000.00
241300000.00
0.0023
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.090000%
51501GTW1
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0009
223000000.00
223000000.00
0.0021
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LD17
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
Natixis SA
1.0000
N
0.0026
239998267.20
239998267.20
0.0023
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LD33
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
Y
Natixis SA
1.0000
N
0.0045
17999332.56
17999332.56
0.0002
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952LEM0
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2020-05-21
2020-05-21
2020-05-21
N
Y
Natixis SA
1.0000
N
0.0154
2494542.30
2494542.30
0.0000
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QEE6
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-05-14
2020-05-14
2020-05-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0150
49908578.00
49908578.00
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QEL0
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0154
2993604.18
2993604.18
0.0000
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
0.0126
123869445.62
123869445.62
0.0012
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
0.0098
300174252.00
300174252.00
0.0029
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
0.0130
59036802.43
59036802.43
0.0006
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
0.0130
183114175.53
183114175.53
0.0018
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
0.0139
200143140.00
200143140.00
0.0019
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.255100%
55379WV78
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-04-08
2020-05-11
2020-05-11
N
N
N
0.0087
190331430.81
190331430.81
0.0018
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.690000%
55380TAD2
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0141
100093951.00
100093951.00
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.650000%
55380TAJ9
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-10
2020-07-10
2020-07-10
N
N
N
0.0147
100049912.00
100049912.00
0.0010
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 1.640000%
55380TAQ3
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-07-30
2020-07-30
2020-07-30
N
N
N
0.0141
200155516.00
200155516.00
0.0019
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KE44
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0128
12584791.80
12584791.80
0.0001
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KE69
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0129
110857365.00
110857365.00
0.0011
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KE77
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
N
N
0.0129
99867622.00
99867622.00
0.0010
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LD68
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-04-06
2020-04-06
2020-04-06
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0054
182783670.47
182783670.47
0.0018
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LDU5
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-04-28
2020-04-28
2020-04-28
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0151
79906231.20
79906231.20
0.0008
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LE59
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-05-05
2020-05-05
2020-05-05
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0151
124699273.91
124699273.91
0.0012
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LE75
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0151
99845319.00
99845319.00
0.0010
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666AEB4
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-05-11
2020-05-11
2020-05-11
N
Y
BNP Paribas SA
1.0000
N
0.0159
48911548.14
48911548.14
0.0005
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 0.000000%
57666AF49
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-06-04
2020-06-04
2020-06-04
N
Y
BNP Paribas SA
1.0000
N
0.0168
109667325.90
109667325.90
0.0011
N
N
N
N
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 1.090100%
57666DAC0
635400YCKMVA7GIA6Q33
Asset Backed Commercial Paper
Y
2020-04-17
2020-04-17
2020-04-17
N
Y
BNP Paribas SA
1.0000
N
0.0066
142028747.90
142028747.90
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.636800%
60683BWQ2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-06
2020-05-05
2020-05-05
N
N
N
0.0082
133063394.45
133063394.45
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.026600%
60683BWX7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-14
2020-05-13
2020-05-13
N
N
N
0.0089
100032985.00
100032985.00
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.752800%
60683BXC2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-05-22
2020-05-22
2020-05-22
N
N
N
0.0193
56967785.31
56967785.31
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.860000%
60683BXK4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0020
122016894.56
122016894.56
0.0012
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.890000%
60683BXP3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0121
245357104.54
245357104.54
0.0023
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.790000%
60683BXU2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-13
2020-04-13
2020-04-13
N
N
N
0.0057
50021983.50
50021983.50
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.050900%
60683BYK3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-28
2020-07-28
2020-07-28
N
N
N
0.0132
205847607.38
205847607.38
0.0020
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.650000%
60683BYU1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-06-11
2020-06-11
2020-06-11
N
N
N
0.0121
1000882.35
1000882.35
0.0000
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.810000%
60683BZC0
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-20
2020-08-19
2020-08-19
N
N
N
0.0132
199766530.00
199766530.00
0.0019
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.832900%
60683BZD8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-20
2020-08-20
2020-08-20
N
N
N
0.0132
47943900.96
47943900.96
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.973600%
60683BZF3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2020-04-21
2020-08-21
2020-08-21
N
N
N
0.0132
103882071.28
103882071.28
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.740000%
60710AJA1
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0101
415259358.40
415259358.40
0.0040
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.730000%
60710AJD5
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0122
234116094.42
234116094.42
0.0022
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.670000%
60710AK43
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0111
300233883.00
300233883.00
0.0029
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.670000%
60710AK68
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-21
2020-05-21
2020-05-21
N
N
N
0.0111
389306590.35
389306590.35
0.0037
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.660000%
60710AKB7
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-22
2020-05-22
2020-05-22
N
N
N
0.0112
230179866.90
230179866.90
0.0022
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.640000%
60710AKL5
51KMXRLB0RIEGI0WJN58
0001512734
Certificate of Deposit
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0114
191650576.45
191650576.45
0.0018
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
0.0103
150100671.00
150100671.00
0.0014
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
0.0111
87064429.59
87064429.59
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
0.0114
100093222.00
100093222.00
0.0010
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
0.0117
214244940.12
214244940.12
0.0021
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
0.0110
196128474.08
196128474.08
0.0019
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.850000%
62478T7C7
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0117
168699931.99
168699931.99
0.0016
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 1.880000%
62478U2C9
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0117
215383351.45
215383351.45
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.000000%
62479LD10
C3GTMMZIHMY46P4OIX74
0000852743
Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0000
410000787.20
410000787.20
0.0039
N
Y
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.000000%
62479LD36
C3GTMMZIHMY46P4OIX74
0000852743
Financial Company Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0002
114999789.55
114999789.55
0.0011
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LES4
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-05-26
2020-05-26
2020-05-26
N
N
N
0.0093
234660032.55
234660032.55
0.0022
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LFF1
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2020-06-15
2020-06-15
2020-06-15
N
N
N
0.0091
149712150.00
149712150.00
0.0014
N
N
N
N
Nassau Health Care Corp
TAXABLE HEALTH CARE RB SERIES 2009A 3.500000%
63167NAV8
549300L7UKCJQEMTLX26
US63167NAV82
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2022-08-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0350
1220000.00
1220000.00
0.0000
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 0.966600%
63254GMZ5
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2020-04-14
2020-10-13
2020-10-13
N
N
N
0.0135
188792784.18
188792784.18
0.0018
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LE49
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0121
48944096.39
48944096.39
0.0005
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LF48
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-06-04
2020-06-04
2020-06-04
N
N
N
0.0130
395068354.56
395068354.56
0.0038
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 1.595200%
63307NEX1
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2020-04-03
2020-08-03
2020-08-03
N
N
N
0.0130
374725260.00
374725260.00
0.0036
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0D18
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0006
96999846.74
96999846.74
0.0009
N
Y
Y
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0EL3
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0133
199631944.00
199631944.00
0.0019
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.800000%
63873QCW2
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-04-24
2020-04-24
2020-04-24
N
N
N
0.0116
250106637.50
250106637.50
0.0024
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.720000%
63873QDW1
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0114
103266368.14
103266368.14
0.0010
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.640000%
63873QEG5
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0110
152129155.92
152129155.92
0.0015
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975UEB4
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2020-05-11
2020-05-11
2020-05-11
N
N
N
0.0123
199719378.00
199719378.00
0.0019
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975UF80
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2020-06-08
2020-06-08
2020-06-08
N
N
N
0.0136
181524539.56
181524539.56
0.0017
N
N
N
N
New York State HFA
HOUSING RB (600 W 42ND STREET) SERIES 2007A 4.600000%
64986UMN4
5493000LS7KCDB02O506
US64986UMN45
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0460
123010000.00
123010000.00
0.0012
N
N
Y
N
New York State HFA
TAXABLE HOUSING RB (BAM SOUTH HOUSING) SERIES 2015A 3.950000%
64987BFK9
5493000LS7KCDB02O506
US64987BFK98
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2048-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0395
16745000.00
16745000.00
0.0002
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RE48
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0151
80674167.32
80674167.32
0.0008
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RE71
54930052Z500U6IGFJ82
US65409RE712
Asset Backed Commercial Paper
Y
2020-05-07
2020-05-07
2020-05-07
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0151
99845319.00
99845319.00
0.0010
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
0.0104
220181632.00
220181632.00
0.0021
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.555800%
65558TQV0
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-04-06
2020-06-04
2020-06-04
N
N
N
0.0108
238058859.79
238058859.79
0.0023
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 1.750000%
65558TTC9
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2020-07-16
2020-07-16
2020-07-16
N
N
N
0.0123
197298990.84
197298990.84
0.0019
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.500000%
65602VA89
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0012
554005911.18
554005911.18
0.0053
N
Y
Y
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
0.0147
55954360.00
55954360.00
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGL4
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-07-20
2020-07-20
2020-07-20
N
Y
Royal Bank of Canada
1.0000
N
0.0152
80619880.77
80619880.77
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.240000%
67984RHW2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-04-01
2020-08-06
2020-08-06
N
Y
Royal Bank of Canada
1.0000
N
0.0154
74669127.75
74669127.75
0.0007
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984XG67
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2020-07-06
2020-07-06
2020-07-06
N
Y
Royal Bank of Canada
1.0000
N
0.0152
49795626.50
49795626.50
0.0005
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.924600%
69033MLM7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-04-15
2020-06-15
2020-06-15
N
N
N
0.0121
199979272.00
199979272.00
0.0019
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.800500%
69033MLV7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-06-15
2020-06-15
2020-06-15
N
N
N
0.0194
83926669.68
83926669.68
0.0008
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.630000%
69033MMW4
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2020-08-19
2020-08-19
2020-08-19
N
N
N
0.0166
5999344.56
5999344.56
0.0001
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
0.0123
136901623.04
136901623.04
0.0013
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
0.0129
89925710.40
89925710.40
0.0009
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.989400%
69034CHY7
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0199
124000000.00
124000000.00
0.0012
N
N
Y
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.727600%
69034CKD9
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-05-27
2020-08-27
2020-08-27
N
N
N
0.0204
192617298.37
192617298.37
0.0018
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.670400%
69034CKF4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-06-01
2020-09-01
2020-09-01
N
N
N
0.0209
5886680.63
5886680.63
0.0001
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.840500%
69034CKM9
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-06-16
2020-09-16
2020-09-16
N
N
N
0.0209
125693081.64
125693081.64
0.0012
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
0.0000
50000069.50
50000069.50
0.0005
N
Y
Y
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154EHH4
Asset Backed Commercial Paper
Y
2020-08-17
2020-08-17
2020-08-17
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0152
52491142.18
52491142.18
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JD19
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
BNP Paribas SA
1.0000
N
0.0023
640995852.73
640995852.73
0.0061
N
Y
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JDH4
Asset Backed Commercial Paper
Y
2020-04-17
2020-04-17
2020-04-17
N
Y
BNP Paribas SA
1.0000
N
0.0155
279126206.42
279126206.42
0.0027
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEF7
Asset Backed Commercial Paper
Y
2020-05-15
2020-05-15
2020-05-15
N
Y
BNP Paribas SA
1.0000
N
0.0151
9981187.50
9981187.50
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEL4
Asset Backed Commercial Paper
Y
2020-05-20
2020-05-20
2020-05-20
N
Y
BNP Paribas SA
1.0000
N
0.0154
52832124.44
52832124.44
0.0005
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEM2
Asset Backed Commercial Paper
Y
2020-05-21
2020-05-21
2020-05-21
N
Y
BNP Paribas SA
1.0000
N
0.0154
41908310.64
41908310.64
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEN0
Asset Backed Commercial Paper
Y
2020-05-22
2020-05-22
2020-05-22
N
Y
BNP Paribas SA
1.0000
N
0.0155
997765.44
997765.44
0.0000
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.896100%
78012UNQ4
ES7IP3U3RHIGC71XBU11
US78012UNQ49
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0189
387938451.56
387938451.56
0.0037
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.864600%
78012UPM1
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-04-15
2020-05-15
2020-05-15
N
N
N
0.0105
77999629.50
77999629.50
0.0007
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.250000%
78012UQD0
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-04-01
2020-07-08
2020-07-08
N
N
N
0.0136
146552676.06
146552676.06
0.0014
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.792800%
78012URP2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-05-26
2020-11-23
2020-11-23
N
N
N
0.0224
265844399.97
265844399.97
0.0025
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.572800%
78012URS6
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-06-03
2020-12-03
2020-12-03
N
N
N
0.0229
342937156.82
342937156.82
0.0033
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.850900%
78012USW6
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2020-04-27
2021-01-25
2021-01-25
N
N
N
0.0234
119188771.20
119188771.20
0.0011
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.450000%
78014XDQ7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-04-01
2020-07-30
2020-07-30
N
N
N
0.0154
68757912.12
68757912.12
0.0007
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.440000%
78014XDX2
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-04-01
2020-08-03
2020-08-03
N
N
N
0.0154
248080975.86
248080975.86
0.0024
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.430000%
78014XEK9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-04-01
2020-09-01
2020-09-01
N
N
N
0.0154
147830333.31
147830333.31
0.0014
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.490000%
78014XEP8
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-04-01
2020-09-21
2020-09-21
N
N
N
0.0154
274244651.56
274244651.56
0.0026
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.180000%
78014XFG7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-04-01
2021-02-22
2021-02-22
N
N
N
0.0177
390819780.65
390819780.65
0.0037
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.160000%
78014XFH5
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-04-01
2021-02-26
2021-02-26
N
N
N
0.0177
483778298.35
483778298.35
0.0046
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.270000%
78014XFK8
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-04-01
2021-03-04
2021-03-04
N
N
N
0.0177
493020795.00
493020795.00
0.0047
N
N
N
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A1 4.750000%
79765A3K0
54930055TIDYHNDP4F84
US79765A3K08
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0475
11905000.00
11905000.00
0.0001
N
N
Y
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A2 4.500000%
79765A3L8
54930055TIDYHNDP4F84
US79765A3L80
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0450
8000000.00
8000000.00
0.0001
N
N
Y
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 3.750000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0375
19000000.00
19000000.00
0.0002
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PE40
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0107
124474319.72
124474319.72
0.0012
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LE16
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
Barclays Bank Plc
1.0000
N
0.0172
46930589.93
46930589.93
0.0004
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LE57
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-05
2020-05-05
2020-05-05
N
Y
Barclays Bank Plc
1.0000
N
0.0176
69880562.50
69880562.50
0.0007
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LEK4
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
Y
Barclays Bank Plc
1.0000
N
0.0189
99742478.00
99742478.00
0.0010
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LF15
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-06-01
2020-06-01
2020-06-01
N
Y
Barclays Bank Plc
1.0000
N
0.0198
79726924.80
79726924.80
0.0008
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
0.0062
61546283.67
61546283.67
0.0006
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
0.0065
200154478.00
200154478.00
0.0019
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.830000%
83050PHP7
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-06-08
2020-06-08
2020-06-08
N
N
N
0.0114
275362947.75
275362947.75
0.0026
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.810000%
83050PHQ5
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0024
200052330.00
200052330.00
0.0019
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.800000%
83050PHU6
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-06-08
2020-06-08
2020-06-08
N
N
N
0.0114
280353586.80
280353586.80
0.0027
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.456800%
83050PJP5
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2020-04-06
2020-08-05
2020-08-05
N
N
N
0.0130
149887629.00
149887629.00
0.0014
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369BD37
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0001
80999953.02
80999953.02
0.0008
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LD69
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-04-06
2020-04-06
2020-04-06
N
Y
BNP Paribas SA
1.0000
N
0.0093
19996913.40
19996913.40
0.0002
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LF59
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
Y
BNP Paribas SA
1.0000
N
0.0160
44369874.44
44369874.44
0.0004
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 1.208500%
85520PBQ8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-04-24
2020-04-24
2020-04-24
N
Y
BNP Paribas SA
1.0000
N
0.0072
20006723.20
20006723.20
0.0002
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.832900%
85520PBX3
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-04-20
2020-08-20
2020-08-20
N
Y
BNP Paribas SA
1.0000
N
0.0132
95887047.36
95887047.36
0.0009
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 1.050100%
8574P1MJ2
571474TGEMMWANRLN572
Certificate of Deposit
Y
2020-04-17
2020-07-17
2020-07-17
N
N
N
0.0130
143964404.64
143964404.64
0.0014
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.764600%
86564F2V4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0193
395784908.64
395784908.64
0.0038
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.850000%
86564F3X9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-16
2020-04-16
2020-04-16
N
N
N
0.0067
211110713.81
211110713.81
0.0020
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.850000%
86564F3Y7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-14
2020-04-14
2020-04-14
N
N
N
0.0059
266129616.48
266129616.48
0.0025
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.730000%
86564F4U4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0117
280130726.40
280130726.40
0.0027
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.710000%
86564F5E9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0106
51024796.20
51024796.20
0.0005
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.710000%
86564F5F6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-27
2020-04-27
2020-04-27
N
N
N
0.0106
108052497.72
108052497.72
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.680000%
86564F5R0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-05-08
2020-05-08
2020-05-08
N
N
N
0.0117
111059904.48
111059904.48
0.0011
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.655000%
86564F6E8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-17
2020-04-17
2020-04-17
N
N
N
0.0070
73032820.07
73032820.07
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.090000%
86564GAK7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0009
207000000.00
207000000.00
0.0020
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YE40
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0116
124863646.25
124863646.25
0.0012
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YEK4
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0116
12979562.96
12979562.96
0.0001
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.444600%
86565B3W9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0194
247746670.48
247746670.48
0.0024
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.800000%
86565B4M0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-05-11
2020-05-11
2020-05-11
N
N
N
0.0117
292209267.64
292209267.64
0.0028
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.956600%
86565B4X6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-14
2020-07-13
2020-07-13
N
N
N
0.0134
229852806.90
229852806.90
0.0022
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.750000%
86565B5E7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-08-03
2020-08-03
2020-08-03
N
N
N
0.0127
63104692.14
63104692.14
0.0006
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.060900%
86565B5R8
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-28
2020-07-28
2020-07-28
N
N
N
0.0133
12990340.35
12990340.35
0.0001
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.016600%
86565B7J4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-27
2020-08-25
2020-08-25
N
N
N
0.0132
24972929.25
24972929.25
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.811100%
86565BR60
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0052
129004613.04
129004613.04
0.0012
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.245100%
86565BS44
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2020-04-09
2020-04-09
2020-04-09
N
N
N
0.0059
710990668.19
710990668.19
0.0068
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
0.0070
93054556.59
93054556.59
0.0009
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
0.0084
22013836.02
22013836.02
0.0002
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
0.0088
132385842.86
132385842.86
0.0013
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
0.0117
196147821.24
196147821.24
0.0019
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.566800%
86959RBF6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-06
2020-05-05
2020-05-05
N
N
N
0.0082
57023301.60
57023301.60
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.950000%
86959RBK5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-20
2020-05-19
2020-05-19
N
N
N
0.0094
16003471.04
16003471.04
0.0002
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.174900%
86959RCC2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-27
2020-06-26
2020-06-26
N
N
N
0.0120
255015669.75
255015669.75
0.0024
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.999400%
86959RCH1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-02
2020-07-02
2020-07-02
N
N
N
0.0199
249720190.00
249720190.00
0.0024
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.956100%
86959RCV0
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-17
2020-07-17
2020-07-17
N
N
N
0.0199
65920448.22
65920448.22
0.0006
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.772900%
86959RDJ6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-05-19
2020-08-19
2020-08-19
N
N
N
0.0204
125759091.78
125759091.78
0.0012
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.474600%
86959REH9
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-06-30
2020-09-30
2020-09-30
N
N
N
0.0214
423773428.75
423773428.75
0.0041
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.870000%
86959REJ5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-07-02
2020-07-02
2020-07-02
N
N
N
0.0117
697244782.08
697244782.08
0.0067
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.870000%
86959REL0
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-07-02
2020-07-02
2020-07-02
N
N
N
0.0117
124221791.36
124221791.36
0.0012
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.978400%
86959REN6
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-02
2020-10-02
2020-10-02
N
N
N
0.0214
296088946.56
296088946.56
0.0028
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.800000%
86959RFK1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2020-04-20
2020-08-19
2020-08-19
N
N
N
0.0131
217742110.36
217742110.36
0.0021
N
N
N
N
Tenderfoot Seasonal Housing, LLC
TAXABLE NOTES SERIES 2000B 6.500000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0650
5885000.00
5885000.00
0.0001
N
N
Y
N
Texas
GO BONDS SERIES 2017 4.250000%
8827236Q7
549300X9CH74QB747L76
US8827236Q77
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2047-12-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
Y
N
N
0.0425
9000000.00
9000000.00
0.0001
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.937900%
89114M2B2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-14
2020-07-13
2020-07-13
N
N
N
0.0199
513361108.28
513361108.28
0.0049
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.440000%
89114M3P0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-01
2020-07-30
2020-07-30
N
N
N
0.0154
85197231.68
85197231.68
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.440000%
89114M4M6
PT3QB789TSUIDF371261
US89114M4M66
Certificate of Deposit
Y
2020-04-01
2020-08-05
2020-08-05
N
N
N
0.0154
29889275.40
29889275.40
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.440000%
89114M6W2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-01
2020-08-20
2020-08-20
N
N
N
0.0154
79370075.47
79370075.47
0.0008
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
0.0137
139238460.06
139238460.06
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.205100%
89114MY76
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-08
2020-07-07
2020-07-07
N
N
N
0.0140
82954649.63
82954649.63
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.450000%
89114N2A2
PT3QB789TSUIDF371261
US89114N2A29
Certificate of Deposit
Y
2020-04-01
2020-08-31
2020-08-31
N
N
N
0.0154
402211395.04
402211395.04
0.0039
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.366300%
89114N2X2
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-06
2020-11-06
2020-11-06
N
N
N
0.0150
202803136.69
202803136.69
0.0019
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.014600%
89114N3D5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-15
2020-10-15
2020-10-15
N
N
N
0.0148
282699292.69
282699292.69
0.0027
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.952100%
89114N3Q6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-22
2020-10-22
2020-10-22
N
N
N
0.0214
125628458.76
125628458.76
0.0012
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.911600%
89114N4F9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-20
2020-09-18
2020-09-18
N
N
N
0.0144
484574509.50
484574509.50
0.0046
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.082900%
89114N4L6
PT3QB789TSUIDF371261
US89114N4L65
Certificate of Deposit
Y
2020-04-20
2020-10-20
2020-10-20
N
N
N
0.0148
998866.78
998866.78
0.0000
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.814100%
89114NA47
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-05-11
2020-08-10
2020-08-10
N
N
N
0.0204
229582568.40
229582568.40
0.0022
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.020000%
89114NEB7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-24
2020-04-24
2020-04-24
N
N
N
0.0103
88057648.80
88057648.80
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.900000%
89114NEN1
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0127
6003141.00
6003141.00
0.0001
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.009400%
89114NEU5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-04-02
2021-01-04
2021-01-04
N
N
N
0.0234
183911572.85
183911572.85
0.0018
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.800000%
89114NFC4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2020-07-09
2020-07-09
2020-07-09
N
N
N
0.0142
87091281.27
87091281.27
0.0008
N
N
N
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
0.0113
364678976.56
364678976.56
0.0035
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
0.0118
236360402.28
236360402.28
0.0023
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PH39
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2020-08-03
2020-08-03
2020-08-03
N
Y
Total SA
1.0000
N
0.0138
149279688.00
149279688.00
0.0014
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 1.811800%
89232BCC0
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2020-05-15
2020-08-04
2020-08-04
N
N
N
0.0231
91268112.47
91268112.47
0.0009
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 1.776600%
89232BCE6
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2020-05-26
2020-08-18
2020-08-18
N
N
N
0.0231
44874835.65
44874835.65
0.0004
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.805300%
89233A5A3
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-04-03
2020-06-29
2020-06-29
N
N
N
0.0134
84992635.60
84992635.60
0.0008
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.314100%
89233A6E4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-06-24
2020-09-17
2020-09-17
N
N
N
0.0251
248900945.00
248900945.00
0.0024
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.721600%
89233A7F0
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-04-20
2020-11-13
2020-11-13
N
N
N
0.0142
181603198.14
181603198.14
0.0017
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 1.857100%
89233LCJ2
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2020-04-30
2020-10-27
2020-10-27
N
N
N
0.0251
94472293.05
94472293.05
0.0009
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 1.921100%
89237BBM4
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2020-05-04
2020-07-31
2020-07-31
N
N
N
0.0226
220530828.05
220530828.05
0.0021
N
N
N
N
TRUIST BANK
TRUIST BANK 1.680000%
89788L2L7
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-07-31
2020-07-31
2020-07-31
N
N
N
0.0119
296491072.88
296491072.88
0.0028
N
N
N
N
TRUIST BANK
TRUIST BANK 1.630000%
89788L2N3
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0104
500345355.00
500345355.00
0.0048
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.860500%
90276JJM9
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2020-06-16
2020-06-16
2020-06-16
N
N
N
0.0194
294775699.70
294775699.70
0.0028
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WGM1
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2020-07-21
2020-07-21
2020-07-21
N
N
N
0.0138
207105044.64
207105044.64
0.0020
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TD11
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0225
8999438.76
8999438.76
0.0001
N
Y
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TD29
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0217
27996624.32
27996624.32
0.0003
N
N
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TD37
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0210
114879940.76
114879940.76
0.0011
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LD73
Asset Backed Commercial Paper
Y
2020-04-07
2020-04-07
2020-04-07
N
Y
Natixis SA
1.0000
N
0.0118
74482978.99
74482978.99
0.0007
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LE15
Asset Backed Commercial Paper
Y
2020-05-01
2020-05-01
2020-05-01
N
Y
Natixis SA
1.0000
N
0.0151
49935201.50
49935201.50
0.0005
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KD17
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-04-01
2020-04-01
2020-04-01
N
Y
MUFG BANK LTD
1.0000
N
0.0251
141945114.25
141945114.25
0.0014
N
Y
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KD25
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-04-02
2020-04-02
2020-04-02
N
Y
MUFG BANK LTD
1.0000
N
0.0244
197573225.20
197573225.20
0.0019
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KDE9
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-04-14
2020-04-14
2020-04-14
N
Y
MUFG BANK LTD
1.0000
N
0.0161
1998744.66
1998744.66
0.0000
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
0.0122
234703072.31
234703072.31
0.0022
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.400000%
95001KCV4
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-01
2020-05-19
2020-05-19
N
N
N
0.0149
241660882.98
241660882.98
0.0023
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
0.0122
195081231.67
195081231.67
0.0019
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
0.0122
117114543.00
117114543.00
0.0011
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.019400%
95001KEH3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-02
2020-07-02
2020-07-02
N
N
N
0.0199
499465530.00
499465530.00
0.0048
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.010300%
95001KEM2
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-06
2020-07-06
2020-07-06
N
N
N
0.0199
453498538.84
453498538.84
0.0043
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.897900%
95001KFS8
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-14
2020-10-13
2020-10-13
N
N
N
0.0234
170249091.12
170249091.12
0.0016
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.834100%
95001KGP3
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2020-04-27
2020-10-27
2020-10-27
N
N
N
0.0234
328426431.30
328426431.30
0.0031
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
0.0089
206882958.06
206882958.06
0.0020
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 1.374300%
9612C4J44
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
N
N
0.0194
89931870.90
89931870.90
0.0009
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 1.374300%
9612C4J69
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2020-06-05
2020-06-05
2020-06-05
N
N
N
0.0194
299772903.00
299772903.00
0.0029
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.512800%
96130ACN6
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0194
53859530.26
53859530.26
0.0005
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
0.0094
290133698.70
290133698.70
0.0028
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
0.0092
200115600.00
200115600.00
0.0019
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
0.0110
370110099.50
370110099.50
0.0035
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.522800%
96130AEH7
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0194
274798235.25
274798235.25
0.0026
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 6.000000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2020-04-07
2020-04-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0600
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
0.0125
52026088.40
52026088.40
0.0005
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
0.0081
200864417.46
200864417.46
0.0019
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
0.0125
85911224.78
85911224.78
0.0008
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 1.772900%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1GYPG9
Certificate of Deposit
Y
2020-05-19
2020-08-19
2020-08-19
N
N
N
0.0178
47998068.00
47998068.00
0.0005
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1HRWJ9
Certificate of Deposit
Y
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0131
51829812.32
51829812.32
0.0005
N
N
N
N
SOCIETE GENERALE (LONDON BRANCH)
SOCIETE GENERALE (LONDON BRANCH) 1.800000%
O2RNE8IBXP4R0TD8PU41
0000865845
ACI1HXGN5
Certificate of Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0089
136023961.84
136023961.84
0.0013
N
N
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1HXN56
Certificate of Deposit
Y
2020-04-08
2020-04-08
2020-04-08
N
N
N
0.0124
18994808.06
18994808.06
0.0002
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 1.790000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ACI1J1GZ6
Certificate of Deposit
Y
2020-07-14
2020-07-14
2020-07-14
N
N
N
0.0086
501352460.00
501352460.00
0.0048
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 1.790000%
1VUV7VQFKUOQSJ21A208
0001330437
ACI1J3ZW8
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0100
434324879.38
434324879.38
0.0042
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 1.780000%
969500TJ5KRTCJQWXH05
0001330437
ACI1J7QQ2
Certificate of Deposit
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0100
460350133.60
460350133.60
0.0044
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.760000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1J8NP5
Certificate of Deposit
Y
2020-07-23
2020-07-23
2020-07-23
N
N
N
0.0127
95146154.65
95146154.65
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI1JB016
Certificate of Deposit
Y
2020-04-29
2020-04-29
2020-04-29
N
N
N
0.0130
64932524.15
64932524.15
0.0006
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 1.804500%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1JFKJ6
Certificate of Deposit
Y
2020-04-29
2020-10-29
2020-10-29
N
N
N
0.0182
48995700.74
48995700.74
0.0005
N
N
N
N
TORONTO-DOMINION BANK (LONDON BRANCH)
THE TORONTO-DOMINION BANK (LONDON BRANCH) 1.829500%
PT3QB789TSUIDF371261
0000947263
ACI1JFT57
Certificate of Deposit
Y
2020-04-30
2021-01-29
2021-01-29
N
N
N
0.0186
424893924.25
424893924.25
0.0041
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.720000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1JJFM7
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0125
145064233.55
145064233.55
0.0014
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 1.710000%
529900HNOAA1KXQJUQ27
0001074042
ACI1JJH94
Certificate of Deposit
Y
2020-05-04
2020-05-04
2020-05-04
N
N
N
0.0108
390231862.80
390231862.80
0.0037
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 1.700000%
529900HNOAA1KXQJUQ27
0001694217
ACI1JVZN6
Certificate of Deposit
Y
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0108
110066257.40
110066257.40
0.0011
N
N
N
N
TORONTO-DOMINION BANK (LONDON BRANCH)
THE TORONTO-DOMINION BANK (LONDON BRANCH) 0.000000%
PT3QB789TSUIDF371261
0000947263
ACI1JXRC5
Certificate of Deposit
Y
2020-08-07
2020-08-07
2020-08-07
N
N
N
0.0145
95507863.68
95507863.68
0.0009
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.000000%
969500TJ5KRTCJQWXH05
0001330437
ACI1K0HG7
Certificate of Deposit
Y
2020-05-12
2020-05-12
2020-05-12
N
N
N
0.0101
79906961.60
79906961.60
0.0008
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.650000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1K2X18
Certificate of Deposit
Y
2020-08-14
2020-08-14
2020-08-14
N
N
N
0.0124
94144347.34
94144347.34
0.0009
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 1.723800%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1K30T1
Certificate of Deposit
Y
2020-05-14
2020-11-16
2020-11-16
N
N
N
0.0179
93958818.60
93958818.60
0.0009
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 1.650000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1K7FD1
Certificate of Deposit
Y
2020-08-21
2020-08-21
2020-08-21
N
N
N
0.0123
100165550.00
100165550.00
0.0010
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.984900%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1K9NK2
Certificate of Deposit
Y
2020-04-27
2020-08-26
2020-08-26
N
N
N
0.0101
81991646.66
81991646.66
0.0008
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 1.600000%
969500TJ5KRTCJQWXH05
0001330437
ACI1KC3W1
Certificate of Deposit
Y
2020-06-09
2020-06-09
2020-06-09
N
N
N
0.0100
75087117.00
75087117.00
0.0007
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 1.019100%
F8SB4JFBSYQFRQEH3Z21
0000833029
ACI1KC9P0
Certificate of Deposit
Y
2020-04-27
2020-08-27
2020-08-27
N
N
N
0.0106
94982584.60
94982584.60
0.0009
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.290000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M24V3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FS RIALTO 2019-FL1 C 20361218 FLT
2036-12-18
4.159000
12177104.00
12026873.38
Asset-Backed Securities
BXMT 2020-FL2 LTD A 20380217 FLT
2038-02-17
1.700130
135500.00
115974.61
Asset-Backed Securities
BELLEMEADE RE LTD 2019-1 M-1B 20290325 FLT
254900K56RF3Z7VQ3U81
2029-03-25
2.696630
150000.00
132221.32
Asset-Backed Securities
CLNC 2019-FL1 A-S 20350817 FLT
2035-08-17
2.300000
19650000.00
17411013.50
Asset-Backed Securities
COLONY AMER FIN 2015-1 F 20471018 5.5
2047-10-18
5.500000
8505000.00
7700021.59
Asset-Backed Securities
COLONY AMER FIN 2016-1 E 20480617 FLT
2048-06-17
7.349000
5929000.00
5553422.55
Asset-Backed Securities
COLONY AMER FIN 2016-2 E 20481118 FLT
2048-11-18
8.250000
4228000.00
4089938.89
Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.765420
8500000.00
7568446.88
Asset-Backed Securities
BXMT 2017-FL1 LTD C 20350615 FLT
2035-06-15
2.750130
1000000.00
882899.49
Asset-Backed Securities
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
5.860440
2950000.00
2548810.91
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 A-S 20370609 FLT
2037-06-09
2.204630
7000000.00
6530578.85
Asset-Backed Securities
BDS LTD 2019-FL4 A-S 20360815 FLT
2036-08-15
2.104630
25362000.00
22226457.07
Asset-Backed Securities
BDS 2020-FL5 LTD A-S 20370218 FLT
2037-02-18
1.961630
5000000.00
4594391.83
Asset-Backed Securities
BDS 2020-FL5 LTD B 20370218 FLT
2037-02-18
2.411630
1000000.00
888960.87
Asset-Backed Securities
BC ASI CAPITAL 11 INC DUE 1 1 2059
2035-09-17
3.754630
28223000.00
24509853.12
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 D 20290515 FLT
2029-05-15
3.104630
24300000.00
23208993.08
Asset-Backed Securities
AREIT TRUST 2019-CRE3 B 20360916 FLT
2036-09-16
2.254630
5000000.00
4145697.15
Asset-Backed Securities
AREIT TR 2018-CRE2 B 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
2.104630
3000000.00
2584866.21
Asset-Backed Securities
AREIT TR 2018-CRE2 C 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
2.604630
6408252.00
5303307.42
Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 F 20350122 FLT
2035-01-22
4.104630
2280000.00
1903417.52
Asset-Backed Securities
TRTX ISSUER LTD 2018-FL2 A-S 20371118 FLT
2037-11-18
2.250130
3515000.00
3230759.70
Asset-Backed Securities
PROGRESS RES TR 2018-SFR2 F 20350817 4.9
2035-08-17
4.953000
1000000.00
874710.50
Asset-Backed Securities
PROGRESS RESIDENTIAL 2019 SFR1TR
2036-03-19
5.061000
500000.00
430724.75
Asset-Backed Securities
REGIONAL MGMT ISS TR 2018-1 B 20270715 4.2
2027-07-15
4.280000
600000.00
558928.33
Asset-Backed Securities
STWD MORTGAGE TR 2019-FL1 LTD B 20380715 FLT
2038-07-15
2.304630
13000000.00
10810933.41
Asset-Backed Securities
SKOPOS AUTO RECV TR 2019-1 D 20250415 5.2
2025-04-15
5.240000
500000.00
474223.94
Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 E 20350122 FLT
2035-01-22
3.304630
10000000.00
8618261.34
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD B 20370915 FLT
2037-09-15
2.304630
44000000.00
43295615.55
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD C 20370915 FLT
2037-09-15
2.704630
24000000.00
19917046.30
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD B 20360215 FLT
2036-02-15
2.604630
9985000.00
9632425.79
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
3.054630
40000000.00
38019384.53
Asset-Backed Securities
PFP LTD 2019-6 A-S 20370416 FLT
2037-04-16
2.154630
1000000.00
868307.76
Asset-Backed Securities
GPMT LTD 2018-FL1 C 20351115 FLT
2035-11-21
2.922880
5000000.00
4435665.51
Asset-Backed Securities
GPMT LTD 2019-FL2 D 20360221 FLT
2036-02-21
3.654630
23500000.00
19720324.92
Asset-Backed Securities
BSPRT LTD 2018-FL4 A-S 20350917 FLT
2035-09-17
2.004630
250000.00
228156.32
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 D 20370609 FLT
2037-06-09
3.504630
5000000.00
4145088.07
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 E 20370609 FLT
2037-06-09
4.004630
2625000.00
2510730.69
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2020-1 C 20251117 2.7
2025-11-17
2.720000
170000.00
160975.70
Asset-Backed Securities
COREVEST AMER FIN TR 2019-2 B 20520617 3.4
2052-06-17
3.424000
3619000.00
3013097.37
Asset-Backed Securities
EXANTAS CAPITAL CORP 2020-RS08 B 20350315 FLT
549300RUJWPCMY4JFR46
2035-03-15
3.450000
12500000.00
11110135.42
Asset-Backed Securities
BANK NOVA SCOTIA B C SR GLBL INDX 20
L3I9ZG2KFGXZ61BMYR72
2020-12-04
0.00
944866.00
743042.62
Corporate Debt Securities
FORT BENNING FAMILY CMNTYS LLC -I -2005 144A 41
2041-01-15
1.024630
7500000.00
5325434.92
Corporate Debt Securities
WELLS FARGO COML TR 2014-LC16 D 20500817 3.9
549300PX4QZK7CUM8D08
2050-08-17
3.938000
137000.00
85248.75
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
5.820780
2398000.00
2220592.72
Private Label Collateralized Mortgage Obligations
FHLMC SERIES FRESR 2017-SR01 A-3 20271125 3.0
2027-11-25
3.089000
200000.00
191952.23
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
4.454630
2621210.00
2399292.69
Private Label Collateralized Mortgage Obligations
BANKCORP COMM MTG TR 2019-CRE5 B 20360317 FLT
2036-03-17
2.204630
500000.00
482925.92
Private Label Collateralized Mortgage Obligations
MADISON AVE TR 2013-650M E 20321015 FLT
2032-10-15
4.034410
360000.00
356951.16
Private Label Collateralized Mortgage Obligations
Y
2020-07-06
2020-07-06
2020-07-14
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0078
300313022.62
300313022.62
0.0029
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.270000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0M3DB5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CLNC 2019-FL1 D 20350817 FLT
2035-08-17
3.650000
576000.00
417667.20
Asset-Backed Securities
AREIT TR 2018-CRE2 D 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
3.354630
13250000.00
10038714.43
Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
2037-07-17
3.150130
1200000.00
811585.26
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 E 20370618 FLT
2037-06-18
2.704630
9033752.00
6668298.37
Asset-Backed Securities
FCCCATSKILL PARK CLO 17-1 SUB 20290420 FLT
549300QY7L9WFVGWC115
2029-04-20
0.00
9868600.00
6595155.77
Asset-Backed Securities
COLONY AMER FIN 2016-1 F 20480617 4.0
2048-06-17
4.000000
11283000.00
9035791.22
Asset-Backed Securities
COREVEST AMER FIN TR 2019-2 D 20520617 4.2
2052-06-17
4.219000
1740000.00
1362461.47
Asset-Backed Securities
ARES CLO LTD 2017-45 SUB 20301004 FLT
549300VFCO6SQG8OL714
2030-10-04
0.00
7000000.00
2590000.00
Asset-Backed Securities
ARES XL CLO 2016-40 LTD SUB NT 20271015 FLT
2027-10-15
0.00
3402000.00
2391636.62
Asset-Backed Securities
ARES CLO LTD 2017-43 SUB 20291015 FLT
549300ECLIGB6OZRBA51
2029-10-15
0.00
3320000.00
1112200.00
Asset-Backed Securities
BDS 2018-FL1 LTD D 20350118 FLT
2035-01-18
3.550130
15000000.00
11771600.70
Asset-Backed Securities
BDS 2018-FL2 LTD D 20350817 FLT
2035-08-17
3.350130
11826000.00
9212723.97
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 C 20290515 FLT
2029-05-15
2.704630
9061549.00
7400267.40
Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
2030-11-04
0.00
2749997.00
1058748.84
Asset-Backed Securities
AREIT TRUST 2019-CRE3 C 20360916 FLT
2036-09-16
2.604630
5000000.00
3942026.31
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
2500000.00
1880667.92
Asset-Backed Securities
ICG US CLO 2018 1 LTD
2031-04-21
0.00
3500000.00
2531756.50
Asset-Backed Securities
MAGNETITE XIX LTD 2017-19 SUB NT 20300717 FLT
2030-07-17
0.00
3000000.00
2084409.00
Asset-Backed Securities
TRYON PK CLO LTD
2025-07-15
0.00
17832000.00
6612141.26
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
8675000.00
3773625.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
364227.00
211328.55
Asset-Backed Securities
VOLT LXXVI LLC 2019-NPL2 A-1 20490225 FLT
2049-02-25
3.967200
660000.00
418834.11
Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
3000000.00
1486248.00
Asset-Backed Securities
ICG US CLO 2014 3 LTD
635400HSQQQ24A9NAK80
2027-01-25
0.00
2500000.00
1000000.00
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B5 20561025 FLT
2056-10-25
3.778370
1059000.00
552785.97
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR2 F 20360118 5.1
2036-01-18
5.104000
1400000.00
1081465.47
Asset-Backed Securities
TRICON AMER HOMES TR 2018-SFR1 F 20370519 4.9
2037-05-19
4.960000
500000.00
399874.17
Asset-Backed Securities
TRINITAS CLO VII LTD
549300F3XEPDOX3FOP69
2031-01-25
0.00
3500000.00
1102500.00
Asset-Backed Securities
UPLAND CLO LTD 2016 SUB 20280420 FLT
54930052JF7HYEE5CO91
2028-04-20
0.00
5000000.00
2200000.00
Asset-Backed Securities
VENTURE XXV CLO 2016-25 SUB 20290420 FLT
549300A6M3BR8FZNXO79
2029-04-20
0.00
4000000.00
1320000.00
Asset-Backed Securities
OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT
2029-07-16
0.00
2000000.00
620000.00
Asset-Backed Securities
PFP LTD 2019-5 D 20360416 FLT
2036-04-16
3.354630
10000000.00
6895477.62
Asset-Backed Securities
PROGRESS RES TR 2018-SFR3 F 20351018 5.3
2035-10-18
5.368000
859000.00
701242.36
Asset-Backed Securities
PROGRESS RES TR 2019-SFR3 F 20360918 3.8
2036-09-18
3.867000
2430000.00
1982402.51
Asset-Backed Securities
SHACKLETON CLO LTD 2017-X SUB 20290420 FLT
549300IM8C0HSUTXDD32
2029-04-20
0.00
668199.00
180413.73
Asset-Backed Securities
SKOPOS AUTO RECV TR 2018-1 B 20220516 3.9
2022-05-16
3.930000
1000000.00
545393.84
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR1 E 20370319 FLT
2037-03-19
2.800130
3000000.00
2198240.36
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR3 E 20370717 FLT
2037-07-17
2.800130
10450000.00
7911056.92
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR4 F 20380119 FLT
2038-01-19
3.000130
2500000.00
1931651.79
Asset-Backed Securities
KREF LTD 2018-FL1 D 20360617 FLT
549300N45646UZ8P3S07
2036-06-17
3.350130
246000.00
166746.88
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD D 20360215 FLT
2036-02-15
3.704630
43000000.00
32640289.60
Asset-Backed Securities
NORTHWOODS CAP XI B LTD
5493005SOJ8F7B634862
2031-04-19
0.00
3000000.00
1410000.00
Asset-Backed Securities
ELEVATION CLO LTD 2018-9 SUB 20310715 FLT
549300BOE42FYBAXFR86
2031-07-15
0.00
3000000.00
2176470.00
Asset-Backed Securities
EXANTAS CAPITAL CORP 2019-RSO7 D 20360417 FLT
2036-04-17
3.500130
18000000.00
13248740.91
Asset-Backed Securities
HOME PARTN AMER TR 2017-1 E 20340719 FLT
2034-07-19
3.450130
1635000.00
1314985.89
Asset-Backed Securities
AMUR EQUIP FIN RECV VI 2018-2 A-2 20220720 3.8
549300NOANH9X4RIOF97
2022-07-20
3.890000
3350000.00
2597279.37
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 B-1 20271025 FLT
2027-10-25
5.696630
1430000.00
992064.56
Asset-Backed Securities
CARVANA AUTO REC TR 2019-4 A-1 20201215 FLT
2020-12-15
1.946910
500000.00
256729.52
Asset-Backed Securities
APIDOS CLO XXVII 2017-27 SUB 20300717 FLT
2030-07-17
0.00
2500000.00
1168392.50
Asset-Backed Securities
GCAT 2019-3 LLC A-1 20491025 3.3
2049-10-25
3.351500
390000.00
282285.43
Asset-Backed Securities
Y
2020-07-06
2020-07-06
2020-07-20
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0079
155707088.30
155707088.30
0.0015
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.590000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0M3R79
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC013PH R13F013
2042-04-25
2.500000
83000000.00
29099349.77
Agency Collateralized Mortgage Obligation
FNRM RC121LB R13F121
2043-12-25
3.000000
1658.00
381.96
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2028-07-15
6.500000
44831.00
940.29
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2045-12-15
4.500000
1130000.00
578918.55
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2049-06-15
1.154630
705103.00
617894.53
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-06-15
2.075000
18800000.00
14704331.78
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-02-15
2.000000
1676500.00
394727.73
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2043-04-15
3.000000
265501.00
55174.68
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
194241521.00
64832899.23
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
2029-01-25
3.500000
1000.00
670.56
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F04 A 20210625 FLT
2021-06-25
1.825250
3532.00
48.77
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2048-05-25
1.246630
1021898.00
758748.93
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2049-06-25
1.396630
11723695.00
10739541.59
Agency Collateralized Mortgage Obligation
GNRA 2010-115 BF
549300M8ZYFG0OCMTT87
2040-09-20
1.372880
1623.00
211.05
Agency Collateralized Mortgage Obligation
GNRA 2019-006 EF
549300M8ZYFG0OCMTT87
2049-01-20
1.172880
8524103.00
7129430.70
Agency Collateralized Mortgage Obligation
04.000 FGPC Q54005 G
2048-02-01
4.000000
31332102.00
23469304.89
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA2242
2049-05-01
4.000000
35301531.00
28256567.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2575
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
21333127.00
16148762.04
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6082
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.380000
14760000.00
15461636.28
Agency Mortgage-Backed Securities
FNMS 06.500 K2946211
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.500000
6716.00
200.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LB949307
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.663000
1189.00
49.66
Agency Mortgage-Backed Securities
FNMS 04.500 CI995741
B1V7KEBTPIMZEU4LTD58
2020-12-01
4.500000
162987.00
2.01
Agency Mortgage-Backed Securities
FNMS 04.500 CI995892
B1V7KEBTPIMZEU4LTD58
2020-12-01
4.500000
2707187.00
7.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2341
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
38485769.00
37984711.53
Agency Mortgage-Backed Securities
FNMS 06.000 CLFM2464
B1V7KEBTPIMZEU4LTD58
2050-04-01
6.000000
36402743.00
42121905.15
Agency Mortgage-Backed Securities
03.500 FGPC Q12415 G
2042-11-01
3.500000
31704232.00
14977159.83
Agency Mortgage-Backed Securities
FNMS 04.000 BL850193
B1V7KEBTPIMZEU4LTD58
2029-11-01
4.000000
2215093.00
246037.32
Agency Mortgage-Backed Securities
03.500 FGPC G60866 G
2047-01-01
3.500000
2215842.00
1701113.13
Agency Mortgage-Backed Securities
03.500 FGPC G60139 G
2042-07-01
3.500000
151377342.00
83982046.69
Agency Mortgage-Backed Securities
03.500 FGPC G61595 G
2048-07-01
3.500000
13616018.00
12394444.79
Agency Mortgage-Backed Securities
03.500 FGPC G61910 G
2048-05-01
3.500000
2067156.00
2112633.46
Agency Mortgage-Backed Securities
FMAR 783027 G
2035-02-01
3.775000
12546.00
111.73
Agency Mortgage-Backed Securities
04.500 FGPC V84789 G
2048-10-01
4.500000
7021972.00
6502811.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4799
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
144539.00
154980.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO4560
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
748733.00
807383.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2340
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
24891117.00
21605910.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2476
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
61990112.00
58670088.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4108
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
30587912.00
31529421.01
Agency Mortgage-Backed Securities
FNMS 05.000 CIAD0664
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.000000
2095.00
16.67
Agency Mortgage-Backed Securities
FNMS 06.000 CZAE0520
B1V7KEBTPIMZEU4LTD58
2049-01-01
6.000000
2000.00
59.17
Agency Mortgage-Backed Securities
GNII SF MA2149 M
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
589456872.00
145453977.04
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
122635460.00
80321612.99
Agency Mortgage-Backed Securities
FMAR 2B7727 G
2050-01-01
2.896000
50515105.00
50480029.93
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6527
2049-03-01
4.500000
41520028.00
40184432.91
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
6553799.00
5857344.20
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
193480752.00
75916842.15
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
56334580.00
42980312.58
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
130196892.00
72796606.75
Agency Mortgage-Backed Securities
GNII SF BN4984 C
549300M8ZYFG0OCMTT87
2049-08-20
4.000000
2525213.00
2701141.27
Agency Mortgage-Backed Securities
FNMS 03.000 CVAU0267
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.000000
1136574.00
491861.55
Agency Mortgage-Backed Securities
FNMS 06.000 NP948552
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
1001.00
8.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBO5505
B1V7KEBTPIMZEU4LTD58
2049-09-01
4.500000
1020989.00
1097264.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5626
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1022.00
1085.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO7272
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.710000
20079652.00
20437412.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0398
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.500000
69993011.00
53081406.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
94726090.00
86653908.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4991
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
93319336.00
64472867.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5097
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
14537825.00
13067560.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
16968848.00
15023249.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5436
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
89745664.00
79373008.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5636
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
49459720.00
45272430.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4456
B1V7KEBTPIMZEU4LTD58
2037-05-01
3.500000
1829589.00
642894.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2148
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
88266507.00
35527669.70
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ5432
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
1419365.00
615556.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS2589
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
730593.00
165970.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7919
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
17389012.00
12896866.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9918
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
24999275.00
19831135.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT2743
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
37013555.00
16351334.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
16479826.00
17266033.99
Agency Mortgage-Backed Securities
04.000 FGPC Q38796 G
2046-02-01
4.000000
7701806.00
5365019.29
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
9807379.00
8855159.19
Agency Mortgage-Backed Securities
04.000 FGPC Q58583 G
2048-09-01
4.000000
24391058.00
22265219.21
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX0579
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
1507225.00
712443.86
Agency Mortgage-Backed Securities
FNMS 05.500 CL679207
B1V7KEBTPIMZEU4LTD58
2033-04-01
5.500000
2739957.00
319686.06
Agency Mortgage-Backed Securities
FNMS 05.500 CL679202
B1V7KEBTPIMZEU4LTD58
2033-03-01
5.500000
3554605.00
355232.03
Agency Mortgage-Backed Securities
FNMS 04.000 BL761605
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.000000
1960695.00
157936.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4349
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
21173260.00
22297275.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4544
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
61586263.00
64479552.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU4289
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
19393679.00
7246788.97
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAV6723
B1V7KEBTPIMZEU4LTD58
2044-03-01
3.711000
1023.00
112.23
Agency Mortgage-Backed Securities
FNMS 08.000 CL505090
B1V7KEBTPIMZEU4LTD58
2027-10-01
8.000000
5522.00
92.51
Agency Mortgage-Backed Securities
FNMS 04.000 CRAL7383
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
6099628.00
3732482.87
Agency Mortgage-Backed Securities
Y
2020-04-07
2020-04-07
2020-04-21
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0159
1607000000.00
1607000000.00
0.0154
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 1.980000%
549300HN4UKV1E2R3U73
0001675365
ARP0M5MH7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE LTD 2019-2 M-2 20290425 FLT
254900I4ZKD8IMM1O953
2029-04-25
4.046630
11000000.00
7757930.82
Asset-Backed Securities
BELLEMEADE RE LTD 2019-2 B-1 20290425 FLT
254900I4ZKD8IMM1O953
2029-04-25
5.046630
14000000.00
9410143.47
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-2 20281025 FLT
2549009SOTYJD2MZFC61
2028-10-25
3.696630
1860162.00
1337436.21
Asset-Backed Securities
CWABS INC 2006-1 AF-4 20340925 FLT
2034-09-25
4.701310
11700000.00
9269204.08
Asset-Backed Securities
SLM STUDENT LOAN TR 2004-10 B 20400125 FLT
54930060UIG70QCSNY68
2040-01-25
2.164130
22825000.00
8202129.82
Asset-Backed Securities
RAMP SERIES TRUST 2007-RS1 A-4 20370225 FLT
2037-02-25
1.226630
51739403.00
9942835.49
Asset-Backed Securities
RADNOR RE 2018 1 LTD SUB GLBL 144A 30
2030-02-25
2.946630
11069000.00
7138033.99
Asset-Backed Securities
C-BASS CBO XVIII 2007-18 A-2 20470313 5.5
549300OSC26SNVVNAA28
2047-03-13
5.538000
32850000.00
7441440.47
Asset-Backed Securities
MNPT 2006-2A A2
54930046COUSLUSBKU90
2046-04-06
1.679830
25500000.00
7137405.76
Asset-Backed Securities
BXMT 2020-FL2 LTD A 20380217 FLT
2038-02-17
1.700130
10990000.00
9406353.77
Asset-Backed Securities
WELLS FARGO HEQ 2007-2 A-4 20370425 FLT
2037-04-25
1.246630
15501000.00
8818003.83
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 B-2A 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
2.044130
10000000.00
8346690.09
Asset-Backed Securities
SHACKLETON CLO 2014-V-R LTD E 20310507 FLT
2031-05-07
7.891630
13850000.00
8844724.03
Asset-Backed Securities
SPRINGCASTLE AMER FD 2019-A C 20360527 5.0
2036-05-27
5.060000
10045000.00
9947205.23
Asset-Backed Securities
STRUCTURED ASSET INV 2006-4 A5 20360725 FLT
2036-07-25
1.256630
25000000.00
7070360.96
Asset-Backed Securities
NEW CENTURY HEQ TR 2006-1 A-2C 20360525 FLT
2036-05-25
1.226630
12080000.00
7345841.22
Asset-Backed Securities
PARK PLACE SECS 2005-WCW2 M-3 20350725 FLT
2035-07-25
1.771630
10000000.00
7866572.72
Asset-Backed Securities
PROGRESS RES TR 2019-SFR2 F 20360519 4.8
2036-05-19
4.837000
8500000.00
7260443.58
Asset-Backed Securities
EDUCATION FDG LLC 2006-1 A-3 20330425 FLT
2033-04-25
2.144130
13007000.00
7850549.48
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF18 A-2B 20371225 FLT
2037-12-25
1.056630
74055020.00
8226231.11
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2020-1 A 20240215 2.1
2024-02-15
2.170000
9700000.00
9236144.91
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-4 B 20380615 FLT
549300JLVVUXV7DNSJ85
2038-06-15
1.390500
28844000.00
7778928.04
Asset-Backed Securities
BEAR STEARNS ASSET BK 2004-BO1 M-8 20341025 FLT
2034-10-25
4.446630
10454000.00
9665644.05
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-RT6 B6 20571028 FLT
2057-10-28
4.950000
14723144.00
9044752.92
Asset-Backed Securities
BYVW OPP MST FD TR 2017-RT5 B5 20690528 FLT
2069-05-28
4.500000
12238000.00
9387647.42
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-4 A3-AR4 20380325 0.0
2038-03-25
0.00
23720000.00
8365806.80
Asset-Backed Securities
NEW CENTURY HEQ TR 2005-4 M-5 20350925 FLT
2035-09-25
1.626630
12171000.00
8044131.62
Asset-Backed Securities
HERTZ FIN II 2018-3 D 20240725 6.4
2024-07-25
6.420000
6597000.00
6919969.33
Asset-Backed Securities
HSI ASSET SEC TR 2006-HE2 II-A-3 20361225 FLT
2036-12-25
1.116630
51485000.00
10026720.79
Asset-Backed Securities
JP MORGAN MTG ACQ 2006-WMC2 A-4 20360625 FLT
2036-06-25
1.096630
27832000.00
8421967.20
Asset-Backed Securities
CRYSTAL RIVER CDO 2005-1 B 20460302 FLT
5493002U1CTJPBWAAZ92
2046-03-02
2.971250
34750000.00
9982789.12
Asset-Backed Securities
CWABS INC 2007-3 2-A-3 20341125 FLT
2034-11-25
1.156630
23630000.00
9875032.00
Asset-Backed Securities
ASCENTIUM EQUIP RECV 2019-2 E 20270510 3.7
2027-05-10
3.780000
6572000.00
6870901.13
Asset-Backed Securities
ALESCO PREF FDG VII 2005-7 C-5 20350723 6.5
2035-07-23
6.575000
10000000.00
7930979.96
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC3 1-A4 20370625 FLT
2037-06-25
1.246630
13124000.00
8126509.04
Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 D 20341017 FLT
2034-10-17
3.250130
7000000.00
6935998.58
Asset-Backed Securities
TOWD PT MTG TR 2017-4 B4 20570625 FLT
2057-06-25
3.605910
15179983.00
9883306.31
Asset-Backed Securities
TOWD POINT ASSET TR 2018-SL1 C 20460125 FLT
54930022FYEFQVX02P24
2046-01-25
3.176750
11626000.00
9504830.00
Asset-Backed Securities
BLUEMOUNTAIN CLO 2016-1 SUB NT 20270420 FLT
5493005B0MT8TYWD7W93
2027-04-20
0.00
10250000.00
7202644.25
Asset-Backed Securities
LONG BEACH MTG LN TR 2006-1 II-A3 20360225 FLT
2036-02-25
1.136630
42100000.00
9026333.51
Asset-Backed Securities
BX COML MTG TR 2019-XL G 20361015 FLT
2036-10-15
3.004630
12000000.00
9584857.86
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2014-GC25 D 20471011 3.5
2047-10-11
3.548000
14000000.00
9628691.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR4 B-2 20471125 FLT
549300K0XW5MBR2WNZ55
2047-11-25
5.946630
23350000.00
8542343.10
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2006-4 I-3A-1 20360825 FLT
2036-08-25
1.266630
79000000.00
8516355.22
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-9T1 1-A-6 20370525 6.0
2037-05-25
6.000000
67999998.00
7183346.51
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2015-RP2 B-4 20530125 FLT
2053-01-25
4.250000
11807000.00
8105267.70
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2015-RP2 B-5 20530125 FLT
2053-01-25
4.250000
14949840.00
8843000.31
Private Label Collateralized Mortgage Obligations
WAMU PTC WMALT 2007-2 1-A-2 20370225 6.0
2037-02-25
6.000000
68000000.00
8118995.57
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2020-BXLP F 20361215 FLT
2036-12-15
2.704630
10000000.00
8609320.58
Private Label Collateralized Mortgage Obligations
BANKCORP COMM MTG TR 2019-CRE5 E 20360317 FLT
2036-03-17
4.454630
9548000.00
8038010.87
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG 2019-CRE6 TRS D 20360917 FLT
2036-09-17
3.004630
8000000.00
7244843.13
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2013-C9 G 20460517 FLT
549300PFVBG5704L7K74
2046-05-17
4.121670
9085000.00
8356643.93
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2014-C2 D 20480117 FLT
2048-01-17
3.881610
11300000.00
8366132.14
Private Label Collateralized Mortgage Obligations
GSCG TRUST 2019-600C G 20340912 FLT
2034-09-12
4.117930
11201000.00
7660908.36
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA4 B-2 20491025 FLT
2049-10-25
7.196630
1877829.00
744391.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR3 B-2 20470925 FLT
5493009ZFZYH4FRCW638
2047-09-25
6.426750
22975000.00
8309026.50
Private Label Collateralized Mortgage Obligations
DBWF MTG TR 2015-LCM E 20340612 FLT
2034-06-12
3.421250
10448000.00
7239074.88
Private Label Collateralized Mortgage Obligations
STRUCTURED ADJ RATE 2007-4 1-A1 20370525 FLT
2037-05-25
1.186630
86532724.00
8708217.90
Private Label Collateralized Mortgage Obligations
Y
2020-04-27
2020-04-27
2020-04-27
Y
BOFA SECURITIES INC
1.0000
27
N
N
N
0.0037
411497392.20
411497392.20
0.0039
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.600000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0M61V7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL022DB R05F022
2035-04-25
5.500000
1000.00
1152.12
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2032-02-15
6.000000
1153.00
54.13
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2049-08-25
1.396630
39876.00
34494.01
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2034-07-18
2.990000
8000.00
8314.87
Agency Debentures and Agency Strips
MNAR XX.XXX HY109643
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.270000
168922.00
219524.97
Agency Mortgage-Backed Securities
GNMI MH 558959 X
549300M8ZYFG0OCMTT87
2029-04-15
6.500000
6355.00
894.45
Agency Mortgage-Backed Securities
GNII JM 004768 M
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
1238.00
66.58
Agency Mortgage-Backed Securities
GNAR AS 082894 M
549300M8ZYFG0OCMTT87
2041-07-20
3.250000
1293.00
44.78
Agency Mortgage-Backed Securities
GNAR AS 082928 M
549300M8ZYFG0OCMTT87
2041-08-20
3.750000
2019.00
77.79
Agency Mortgage-Backed Securities
GNAR AS 082975 M
549300M8ZYFG0OCMTT87
2041-10-20
3.125000
3158.00
234.97
Agency Mortgage-Backed Securities
GNMI SF AA5617 X
549300M8ZYFG0OCMTT87
2027-09-15
2.500000
1669.00
419.05
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
0.300000
505800.00
508080.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.375000
500.00
511.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
824600.00
858464.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
4832700.00
5079996.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
3288000.00
3456176.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
4460700.00
4893259.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
1500.00
1635.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
225000000.00
236270925.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
3172700.00
3253649.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
100.00
101.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
400.00
410.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
100.00
104.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
100.00
103.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
100.00
103.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
1000.00
1171.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
326900.00
342509.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
100.00
106.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
7694300.00
7973107.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
1259700.00
1302042.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.125000
16820300.00
17462356.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
200.00
262.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
1.500000
300.00
302.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
61156800.00
66960832.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
21351300.00
24958404.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
100.00
110.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
300.00
311.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
3200.00
3446.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
8.000000
9485500.00
10968746.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
6.250000
100.00
120.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
100.00
149.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
8764100.00
13153643.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
4466700.00
5827745.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-21
0.00
100.00
100.00
U.S. Treasuries (including strips)
Y
2020-04-07
2020-04-07
2020-05-01
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0160
394000000.00
394000000.00
0.0038
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.860000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0M8XV8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CWABS INC 2006-24 1-A 20350725 FLT
2035-07-25
1.086630
7188349.00
1194910.10
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
4.246630
8674000.00
6124319.09
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
4.246630
827770.00
584450.96
Asset-Backed Securities
CSMC SERIES 2015-12R 2-A-2 20371203 FLT
2037-12-03
2.160880
12400000.00
9479950.01
Asset-Backed Securities
CWABS INC 2004-12 MV-6 20350225 FLT
2035-02-25
2.746630
1.00
0.51
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AMC1 A-2B 20361225 FLT
2036-12-25
1.096630
1.00
0.28
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
4.296630
2710808.00
2132237.82
Asset-Backed Securities
BELLEMEADE RE LTD 2019-4 M-2 20291025 FLT
254900KXN235YISGF415
2029-10-25
3.796630
8940000.00
5485072.38
Asset-Backed Securities
BELLEMEADE RE LTD 2019-4 M-2 20291025 FLT
254900KXN235YISGF415
2029-10-25
3.796630
21210000.00
13013242.19
Asset-Backed Securities
BELLEMEADE RE LTD 2019-1 M-2 20290325 FLT
254900K56RF3Z7VQ3U81
2029-03-25
3.646630
13600000.00
9799381.69
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
4.296630
7961920.00
6262600.29
Asset-Backed Securities
WEST CLO LTD 2014-2 D 20270119 FLT
635400BJ6LOP8GMN7K23
2027-01-19
6.892630
299320.00
234717.66
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
9.080930
31.00
28.21
Asset-Backed Securities
UPSTART SEC TR 2018-1 D 20250820 6.1
2025-08-20
6.147000
14234000.00
13247658.53
Asset-Backed Securities
OAKTOWN RE LTD SR GLBL 144A 27
549300CG2B8QR5YHPJ68
2027-04-25
4.946630
1.00
0.37
Asset-Backed Securities
ELEVATION CLO 2017-7 E 20300715 FLT
2030-07-15
7.921250
999998.00
726011.19
Asset-Backed Securities
MARBLE POINT CLO XI LTD E 20301218 FLT
549300DBVCVH5X7MO467
2030-12-18
7.419130
499990.00
310661.83
Asset-Backed Securities
MEDALIST PART CORP FIN CLO 6 X 20330418 FLT
2033-04-18
2.232640
2971903.00
2973093.50
Asset-Backed Securities
FREED ABS TR 2018-2 C 20251020 5.8
549300S83C1QQOPJBY76
2025-10-20
5.880000
11350000.00
10498220.33
Asset-Backed Securities
EAGLE RE LTD 2018-1 B-1 20281127 FLT
549300BLEDGL5R7YKU33
2028-11-27
4.946630
7000000.00
4728972.07
Asset-Backed Securities
CARLYLE GLBL MKT STRTG 2016-3 D 20291022 FLT
5493000C19IMTVUCMB96
2029-10-22
8.819130
2099996.00
1512980.57
Asset-Backed Securities
GOLDENTREE LOAN MGT US 2019-5 E 20321020 FLT
549300O473GD3F35WC55
2032-10-20
6.669130
2000000.00
1160935.51
Asset-Backed Securities
THL CR WIND RIVER CLO 2014-2R E-R 20310115 FLT
2031-01-15
7.581250
743769.00
489031.73
Asset-Backed Securities
UPSTART SEC TR 2019-1 C 20260420 5.1
5493001JGB0VWKP2NJ75
2026-04-20
5.130000
11339000.00
9660913.04
Asset-Backed Securities
SECURITIZED ASSET REC 2005-OP2 M-2 20351025 FLT
2035-10-25
1.396630
211000.00
183728.20
Asset-Backed Securities
GREATAMER LEASE REC 2020-1 A-1 20210216 1.6
2021-02-16
1.691300
440000.00
384966.46
Asset-Backed Securities
DEUTSCHE BANK A G ALT TIER I PERP
7LTWFZYICNSX8D621K86
2099-12-31
6.000000
1.00
0.67
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT 2%27
OQSJ1DU9TAOC51A47K68
2027-03-12
2.000000
1839800.00
1726368.15
Corporate Debt Securities
LOWES COS INC SR GLBL NT 4%25
WAFCR4OKGSC504WU3E95
2025-04-15
4.000000
12000000.00
12709986.67
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT3.6%50
2572IBTT8CCZW6AU4141
2050-03-25
3.600000
20.00
24.15
Corporate Debt Securities
NATWEST MKTS PLC US MEDIUM FR 3.625%092922
RR3QWICWWIPCS8A4S074
2022-09-29
3.625000
699990.00
691709.60
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 50
QEKMOTMBBKA8I816DO57
2050-04-15
3.350000
1000000.00
1031770.00
Corporate Debt Securities
CLEVELAND CLIFFS INC SR SEC GLBL 26
549300TM2WLI2BJMDD86
2026-03-15
6.750000
19788000.00
17995701.90
Corporate Debt Securities
FUTURE RETAIL LTD SR SEC GLBL 25
335800XO19WYIUZC9H61
2025-01-22
5.600000
100208.00
52140.00
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.5%070127
UE2136O97NLB5BYP9H04
2027-07-01
3.500000
1762119.00
1814346.25
Corporate Debt Securities
ALTICE FRANCE HLDG S A 144A NT 10.5%27
2027-05-15
10.500000
985000.00
1034119.98
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 44
ZXTILKJKG63JELOEG630
2044-12-05
4.950000
135000.00
194375.70
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 37
ZXTILKJKG63JELOEG630
2037-08-22
3.875000
3751000.00
4509519.41
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 10.5%22
549300ZCZ76HYCS0H445
2022-09-15
10.500000
1500000.00
382000.00
Corporate Debt Securities
KINDER MORGAN INC DEL SR 144A NT 23
549300WR7IX8XE0TBO16
2023-11-15
5.625000
202000.00
218016.58
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 4.5%061720
Z2VZBHUMB7PWWJ63I008
2020-06-17
4.500000
440000.00
448038.80
Corporate Debt Securities
PPG INDS INC SR GLBL NT 28
549300BKPEP01R3V6C59
2028-03-15
3.750000
2591000.00
2738160.16
Corporate Debt Securities
PROSPER PASS-THRU TRUST II ZERO 144A NT 26
549300ALVHTGDQPS6S44
2026-01-15
14.771100
6796277.00
6106158.70
Corporate Debt Securities
MALLINCKRODT INTL FIN SA SR SEC GLBL 25
2025-04-15
10.000000
185000.00
139058.33
Corporate Debt Securities
HSBC FINANCE CORP SR SB GLBL NT 21
213800NQZ5NL1KSD7V45
2021-01-15
6.676000
5150000.00
5248899.46
Corporate Debt Securities
VODAFONE GROUP PLC NEW SR GLBL NT 24
213800TB53ELEUKM7Q61
2024-01-16
3.750000
3565000.00
3731743.96
Corporate Debt Securities
ANZ NEW ZEALAND INTL LTD 144A SR 144A NT1.9%23
213800VD256NU2D97H12
2023-02-13
1.900000
816.00
804.23
Corporate Debt Securities
ALABAMA PWR CO SR GLBL 2018A 48
0RL818ELFOHP5JHOFU19
2048-07-15
4.300000
601000.00
674374.75
Corporate Debt Securities
GERDAU TRADE INC SR GLBL REGS 27
5493008RWEW71JB0LO29
2027-10-24
4.875000
4597000.00
4395306.62
Corporate Debt Securities
TENET HEALTHCARE CORP SR NT 8.125%22
0W9AIBT6U6ADJ2I8HK17
2022-04-01
8.125000
14369000.00
14511899.71
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 7.75%21
54930027UF5LR7S2XC75
2021-06-01
7.750000
12002000.00
6311051.67
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A22
2W8N8UU78PMDQKZENC08
2022-07-14
3.125000
4945800.00
4751351.06
Corporate Debt Securities
KINETIC CONCEPTS INC SR SEC 144A NT21
2021-11-01
12.500000
9333000.00
9807427.50
Corporate Debt Securities
BOEING CO SR GLBL NT 30
RVHJWBXLJ1RFUBSY1F30
2030-02-01
2.950000
22.00
20.26
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO GLBL 144A NT 28
HLYYNH7UQUORYSJQCN42
2028-02-20
3.900000
11.00
12.07
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.450130
112310215.00
82579520.66
Corporate Debt Securities
AMERICAN TOWER CORP NEW SR GLBL NT3.8%29
5493006ORUSIL88JOE18
2029-08-15
3.800000
102.00
104.28
Corporate Debt Securities
APPLE INC SR GLBL NT 3%24
HWUPKR0MPOU8FGXBT394
2024-02-09
3.000000
6000.00
6344.90
Corporate Debt Securities
ASSOCIATED MATLS / AMH NEW FIN SR SEC GLBL 24
2024-01-01
9.000000
9996150.00
8221833.38
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 25
213800LBQA1Y9L22JB70
2025-05-07
3.932000
1070.00
1043.35
Corporate Debt Securities
CITIZENS FINANCIAL GROUP INC ALT TIER I PERP
2138004JDDA4ZQUPFW65
2049-12-29
6.375000
1.00
0.85
Corporate Debt Securities
FNMA CONN AVE SECS 2017-C02 2M-1 20290925 FLT
2029-09-25
2.096630
7.00
0.11
Private Label Collateralized Mortgage Obligations
Y
2020-05-05
2020-05-05
2020-05-06
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0074
255284493.30
255284493.30
0.0024
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.610000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MC334
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2049-12-25
1.204630
1905.00
1799.00
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
1.472880
424278.00
348780.75
Agency Collateralized Mortgage Obligation
GNRA 2019-65 FA
549300M8ZYFG0OCMTT87
2049-05-20
1.422880
45000000.00
42402250.24
Agency Collateralized Mortgage Obligation
GNRA 2019-86 FC
549300M8ZYFG0OCMTT87
2049-07-20
1.432880
3609.00
3434.87
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2033-07-11
3.930000
10000.00
10882.28
Agency Debentures and Agency Strips
GNII SF MA6153 M
549300M8ZYFG0OCMTT87
2049-08-20
3.000000
4857915.00
5092776.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2274
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.000000
6773710.00
7137670.86
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
51709696.00
33526621.21
Agency Mortgage-Backed Securities
GNII SF MA5594 M
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
13687429.00
10382448.26
Agency Mortgage-Backed Securities
07.500 FGPC G05801 G
2032-12-01
7.500000
16996926.00
2864368.46
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
2299200.00
2465499.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
91274700.00
115353117.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
16750400.00
18239856.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
100.00
112.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
5010300.00
5266684.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
100.00
149.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
101070100.00
135519109.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
100.00
145.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-30
0.00
1900.00
1899.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
100.00
145.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
200.00
206.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
56535500.00
58890298.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
52621900.00
54774762.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
200.00
212.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
45968800.00
47357195.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
9997900.00
10111206.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
55690500.00
58313283.88
U.S. Treasuries (including strips)
Y
2020-04-07
2020-04-07
2020-05-14
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0161
592000000.00
592000000.00
0.0057
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.370000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MIXC8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AFC MTG LOAN ABC 1999-4 1A 20291226 FLT
2029-12-26
2.306630
315000000.00
3823119.06
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-3 M-7 20350925 FLT
2035-09-25
2.066630
7000000.00
6828.07
Asset-Backed Securities
AMERIQUEST MTG SECS 2005-R8 M-7 20351025 FLT
2035-10-25
2.746630
800000.00
151779.79
Asset-Backed Securities
AREIT TR 2018-CRE2 C 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
2.604630
1250000.00
1034468.41
Asset-Backed Securities
TICP CLO XI LTD
2031-10-20
7.819130
4000000.00
2861175.46
Asset-Backed Securities
SACO I TRUST 2006-5 I-A 20360425 FLT
2036-04-25
1.246630
9184336.00
239330.85
Asset-Backed Securities
POLICY COMM TR 2017-1 CERT 20370827 FLT
2037-08-27
4.065130
52804000.00
6057053.29
Asset-Backed Securities
ATRIUM XIII 2017-13 SUB NT 20301121 FLT
2030-11-21
0.00
150000.00
122359.65
Asset-Backed Securities
SQUARED CDO LTD 2007-1 C 20570511 FLT
2057-05-11
7.639000
5000000.00
72490.12
Asset-Backed Securities
TOWD PT MTG TR 2018-5 X 20580725 FLT
2058-07-25
0.00
713228288.00
1855747.31
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-SPL4 B6 20550128 FLT
2055-01-28
2.826200
22372288.00
10781234.38
Asset-Backed Securities
TOWD PT MTG TR 2017-3 B3 20570725 FLT
2057-07-25
4.008510
1243000.00
871956.33
Asset-Backed Securities
144A NAA 2006-S3 A1
2036-08-25
1.266630
337991.00
8717.17
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-3 A-5 20311025 FLT
2031-10-27
1.266630
16466000.00
11380338.47
Asset-Backed Securities
MORGAN STANLEY CAP 2006-HE1 M-1 20360125 FLT
2036-01-25
1.316630
9423024.00
4210427.98
Asset-Backed Securities
HOME EQUITY MTG TR 2006-5 A-1 20370125 FLT
2037-01-25
6.000000
1261000.00
264378.50
Asset-Backed Securities
MARLETTE FDG TR 2018-3 B 20280915 3.8
549300ICATMFOKQ20083
2028-09-15
3.860000
8000000.00
7824420.44
Asset-Backed Securities
MILL CTY SOLAR LN 2019-1 A 20430320 4.3
2043-03-20
4.340000
10535000.00
8444748.40
Asset-Backed Securities
HALCYON LN ADV FDG 2014-3 E-2 20251022 FLT
549300NL4H585I318G08
2025-10-22
7.302130
2000000.00
1269191.50
Asset-Backed Securities
TOWD PT MTG TR 2017-2 X 20570425 FLT
2057-04-25
0.00
783112192.00
6796630.71
Asset-Backed Securities
TOWD PT MTG TR 2017-6 B4 20571025 FLT
2057-10-25
3.510310
74231168.00
43934849.18
Asset-Backed Securities
TOWD PT MTG TR 2018-4 B4 20580625 FLT
2058-06-25
3.351760
758000.00
552823.90
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2019-4 D 20260815 4.0
2026-08-15
4.090000
3000000.00
2876225.33
Asset-Backed Securities
UPSTART SEC TR 2019-3 B 20300120 0.0
2030-01-20
3.829000
16905000.00
14388538.14
Asset-Backed Securities
VOLT LXXXI LLC 2019-NPL7 A-2 20491025 FLT
2049-10-25
5.193400
3000000.00
1999135.70
Asset-Backed Securities
VOLT LXXXIV LLC 2019-NPL10 A-1-B 20491225 FLT
2049-12-25
3.967100
2850000.00
2287658.47
Asset-Backed Securities
BAYVIEW FINANCIAL TR 2006-A M-4 20410228 FLT
2041-02-28
2.353380
270000.00
241762.96
Asset-Backed Securities
NOMURA RESEC TR 2014-7R 2A3 20351227 FLT
2035-12-27
1.826750
2450000.00
688890.39
Asset-Backed Securities
OWNIT MTG LN TR 2005-5 M-1 20361025 FLT
2036-10-25
1.546630
1975000.00
637269.64
Asset-Backed Securities
LEGACY MTG ASSET TR 2018-SL1 M 20580225 FLT
2058-02-25
4.500000
5000000.00
4745725.00
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2020-1 A 20240215 2.1
2024-02-15
2.170000
600000.00
571307.93
Asset-Backed Securities
GREYSTONE CRE NT 2018-HC1 C 20280915 FLT
2028-09-15
5.008250
18000000.00
14957761.87
Asset-Backed Securities
CONSUMER LN BD TR 2020-P1 C 20280315 4.6
2028-03-15
4.610000
8620000.00
5848841.44
Asset-Backed Securities
CSMC TR 2019-RPL4 A-1 20580826 FLT
2058-08-26
3.549400
2750000.00
2656750.01
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2020-1 A 20240815 1.9
2024-08-15
1.900000
22302000.00
21215269.09
Asset-Backed Securities
TOWD PT HE TR 2019-HE1 B3 20480427 FLT
2048-04-27
3.696630
1832000.00
1467920.53
Asset-Backed Securities
TOWD PT HE TR 2019-HE1 B4 20480427 FLT
2048-04-27
3.946630
1603000.00
1229268.18
Asset-Backed Securities
TOWD PT MTG TR 2019-SJ3 B3 20591125 FLT
2059-11-25
4.250000
15232000.00
15063589.93
Asset-Backed Securities
TOWD PT MTG TR 2020-MH1 A1AX 20600225 FLT
2060-02-25
0.066000
442200000.00
741100.48
Asset-Backed Securities
TOWD PT MTG TR 2020-MH1 B1A 20600225 FLT
2060-02-25
3.000000
12678000.00
11007166.38
Asset-Backed Securities
TOWD PT MTG TR 2016-4 X 20560725 FLT
2056-07-25
0.00
540626944.00
2010100.75
Asset-Backed Securities
TOWD PT MTG TR 2017-1 B4 20561025 FLT
2056-10-25
3.944480
44863296.00
23611331.51
Asset-Backed Securities
TOWD PT MTG TR 2017-4 B4 20570625 FLT
2057-06-25
3.605910
12651008.00
8236754.10
Asset-Backed Securities
TABERNA PREF FDG IX 2007-9 A-2LB 20380505 FLT
549300CT01X2OUNHMJ08
2038-05-05
3.140500
24000000.00
5543053.42
Asset-Backed Securities
READY CAP MTG FIN 2019-FL3 D 20340327 FLT
2034-03-27
3.846630
7657000.00
7656686.87
Asset-Backed Securities
SHELTER GROWTH CRE 2019-FL2 G 20360515 FLT
2036-05-15
6.204630
14178000.00
13808483.20
Asset-Backed Securities
PROS MRKET PL ISSU TR 2019-3 D 20250915 0.0
2025-09-15
6.550000
5000000.00
3993065.56
Asset-Backed Securities
RAMP SERIES TRUST 2006-RS5 A-4 20360925 FLT
2036-09-25
1.226630
1000000.00
461772.34
Asset-Backed Securities
ACE SECS HEQ 2006-SL2 A 20360125 FLT
2036-01-25
1.286630
2988000.00
71403.03
Asset-Backed Securities
ARES CLO LTD 2016-39R E-R 20310418 FLT
5493005YAOTYJUJV3S58
2031-04-18
8.519130
3000000.00
2290364.92
Asset-Backed Securities
BDS 2019-FL3 B 20351217 FLT
2035-12-17
2.800130
18200000.00
16531040.70
Asset-Backed Securities
MCDONALDS CORP MED TERM NT BE FR 4.2%040150
UE2136O97NLB5BYP9H04
2050-04-01
4.200000
3053700.00
3381535.05
Corporate Debt Securities
ASG RESECURITIZATION TR 2011-2 M52 20360228 5.7
2036-02-28
5.750000
23500000.00
8093322.33
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-GW MZ M-C 20250515 FLT
2025-05-15
6.192500
40000000.00
29907968.84
Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2006-QO4 II-A-2 20460425 FLT
2046-04-25
1.186630
58385000.00
2726256.86
Private Label Collateralized Mortgage Obligations
READY CAP MTG TR 2015-2 E 20550625 FLT
2055-06-25
5.111720
7750000.00
6399948.16
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL MTG LN TR 2019-RPL2
2059-02-25
4.107160
19640000.00
5729137.85
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-OA9 A-2 20470625 FLT
2047-06-25
1.296630
84939000.00
299789.21
Private Label Collateralized Mortgage Obligations
SUTHERLAND COML MTG TF 2019-SB C 20410425 FLT
2041-04-25
3.400000
11109000.00
9499411.00
Private Label Collateralized Mortgage Obligations
SUTHERLAND COML MTG TF 2019-SB F 20410425 FLT
2041-04-25
4.650000
4261000.00
3575813.95
Private Label Collateralized Mortgage Obligations
DBGS MTG TR 2018-BIOD G 20350515 FLT
2035-05-15
3.204630
20568000.00
18983712.35
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I 2018-SUN F 20350716 FLT
2035-07-16
3.254630
135000.00
97411.88
Private Label Collateralized Mortgage Obligations
IMT TR 2017-APTS E-FL 20340615 FLT
2034-06-15
2.854630
42000.00
30007.08
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY G 20330118 FLT
2033-01-18
5.554630
24700000.00
21514063.69
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C32 C 20481118 FLT
2048-11-18
4.656110
224000.00
182008.31
Private Label Collateralized Mortgage Obligations
GS MTG SECS CORP TR 2018-HULA F 20350716 FLT
2035-07-16
3.354630
11000000.00
7664619.31
Private Label Collateralized Mortgage Obligations
KEY COML MTG SECS TR 2018-S1 F 20531020 FLT
2053-10-20
5.121150
1886000.00
1510492.93
Private Label Collateralized Mortgage Obligations
KEY COMM MTG SEC TR 2019-S2 D 20520617 FLT
2052-06-17
4.969850
5211000.00
5269136.76
Private Label Collateralized Mortgage Obligations
KEY COMM MTG SEC TR 2019-S2 E 20520617 FLT
2052-06-17
4.969850
3537000.00
3144766.31
Private Label Collateralized Mortgage Obligations
KEY COMM MTG SEC TR 2019-S2 F 20520617 FLT
2052-06-17
4.969850
2605000.00
2037338.05
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2007-C6 C 20400715 FLT
2040-07-15
6.280260
3500000.00
2987211.62
Private Label Collateralized Mortgage Obligations
CD 2007-CD4 MTG TRUST A-J 20491211 FLT
5493006ZXL5DGZK5G872
2049-12-11
5.398000
5000000.00
27855.77
Private Label Collateralized Mortgage Obligations
CSMC TR 2014-USA F 20370917 4.3
549300818AKCJ4Q9TD76
2037-09-17
4.373300
10500000.00
7417697.87
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-48T1 A-6 20351125 5.5
2035-11-25
5.500000
2500000.00
540154.41
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2006-AR1 I-A2 20351025 FLT
2035-10-25
3.880000
1300000.00
16253.65
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2006-D 5-A-2 20360520 FLT
2036-05-20
3.927000
10000000.00
225618.06
Private Label Collateralized Mortgage Obligations
NATIXIS COMM MTG SEC 2018-850T F 20330715 FLT
2033-07-15
3.158130
22269000.00
22066588.45
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2018-5 B-6 20571225 FLT
2057-12-25
5.148380
28854304.00
19315347.31
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2006-12N 1A3A2B 20460825 FLT
2046-08-25
1.216630
55908000.00
191168.36
Private Label Collateralized Mortgage Obligations
MS BOFAML TRUST 2014-C15 G 20470417 4.0
2047-04-17
4.000000
10798000.00
6751301.93
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C30 H 20580917 3.2
2058-09-17
3.250000
3550000.00
1396354.63
Private Label Collateralized Mortgage Obligations
AMERICAN HM ASSETS 2007-3 I-1A-1 20370625 FLT
2037-06-25
1.156630
8000000.00
691584.52
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2006-1AR 4-A-2 20360225 FLT
549300DSKZQ19XGD5F44
2036-02-25
3.493220
6365000.00
294984.45
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2018-4 B-5 20480125 FLT
2048-01-25
4.669890
360000.00
342882.98
Private Label Collateralized Mortgage Obligations
HAWAII HOTEL TR 2019-MAUI F 20380517 FLT
2038-05-17
3.454630
6500000.00
4425189.54
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM TR 2020-NNN F-FL 20370116 FLT
2037-01-16
3.204630
1864000.00
1445470.98
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM 2020-MKST F 20361215 0.0
2036-12-15
3.554630
7260000.00
5323219.57
Private Label Collateralized Mortgage Obligations
OBX TRUST 2020-EXP1 B-3 20600125 FLT
2060-01-25
4.582780
10519000.00
10128717.34
Private Label Collateralized Mortgage Obligations
OBX TRUST 2020-EXP1 B-5 20600125 FLT
2060-01-25
4.582780
3740000.00
1890047.51
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECS CORP 1999-2 A 20270919 8.0
2027-09-19
8.000000
13035000.00
244856.61
Private Label Collateralized Mortgage Obligations
GS MTG PARTICIPATION 2000-1 A 20290619 FLT
2029-06-19
8.500000
38000000.00
1316639.19
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-CCRE17 G 20470510 4.0
2047-05-10
4.000000
4712000.00
2153027.46
Private Label Collateralized Mortgage Obligations
CSMC 2019-ICE4 E 20360515 FLT
2036-05-15
2.854630
29995000.00
25074162.01
Private Label Collateralized Mortgage Obligations
BANKCORP COMM MTG TR 2019-CRE5 E 20360317 FLT
2036-03-17
4.454630
9966000.00
8389905.36
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG 2019-CRE6 TRS F 20360917 FLT
2036-09-17
5.054630
11525000.00
9854641.44
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
3.604630
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7022350.57
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-19 1-A-34 20370825 6.0
2037-08-25
6.000000
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1496067.15
Private Label Collateralized Mortgage Obligations
RFMSI SERIES TRUST 2006-S6 A-10 20360725 6.0
2036-07-25
6.000000
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214838.89
Private Label Collateralized Mortgage Obligations
SILVER HILL TR 2019-SBC1 A2 20491128 3.3
2049-11-28
3.366000
719000.00
593325.63
Private Label Collateralized Mortgage Obligations
SILVER HILL TR 2019-SBC1 M2 20491128 3.9
2049-11-28
3.955000
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521152.86
Private Label Collateralized Mortgage Obligations
READY CAPITAL MTG TR 2019-6 E 20521025 FLT
2052-10-25
4.931300
3943000.00
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Private Label Collateralized Mortgage Obligations
SUTHERLAND COML MTG TF 2019-SB G 20410425 FLT
2041-04-25
5.011000
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4096349.61
Private Label Collateralized Mortgage Obligations
Y
2020-06-29
2020-06-29
2020-09-01
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0083
503158836.88
503158836.88
0.0048
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
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1V8Y6QCX6YMJ2OELII46
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ARP0MJJG3
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N
N
BAFC 2016-R2 1A2
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9.686500
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Asset-Backed Securities
ASSET BACKED FDG NIM 2005-WMC1 N1 20350726 5.9
2035-07-26
5.900000
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192.42
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-1 M-4 20360425 FLT
2036-04-25
1.396630
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485.54
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-1 M-8 20360425 FLT
2036-04-25
2.506950
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855.65
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-1 M-9 20360425 FLT
2036-04-25
2.506950
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Asset-Backed Securities
CWABS INC NIM 2006-14N N 144A 20370425 7.0
2037-04-25
7.000000
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3237.70
Asset-Backed Securities
DSLA NIM CI-4 CORP 2007-AR1 N-3 20370319 8.3
2037-03-19
8.350000
1225000.00
3421.83
Asset-Backed Securities
EQUIFIRST CI-4 2005-1 N2 144 20350425 6.4
2035-04-25
6.414000
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1386.48
Asset-Backed Securities
AEGIS ABS 2004-6 B3 20350325 FLT
2035-03-25
3.796630
7000000.00
4499.40
Asset-Backed Securities
AEGIS ABS 2004-6 N 20350325 4.7
2035-03-25
4.750000
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644.10
Asset-Backed Securities
ACCREDITED MTG LN TR 2007-1 M-7 20370225 FLT
2037-02-25
1.796630
2836000.00
877.57
Asset-Backed Securities
SECURITIZED ASSET NIM 2005-FR5 N 20350825 6.2
2035-08-25
6.250000
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1106.33
Asset-Backed Securities
SECURITIZED ASSET NIM 2005-FR4 N 20360125 6.0
2036-01-25
6.000000
1804000.00
253.94
Asset-Backed Securities
RENAISSANCE HEQ 2006-3 N-1 20361125 FLT
2036-11-25
6.414000
10000000.00
2373.32
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-1 B2 20350225 FLT
2035-02-25
0.00
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Asset-Backed Securities
ML MTG INVESTORS NIM 2004-WMC1 N1 20341025 4.5
2034-10-25
4.500000
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280.11
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 D 20330125 FLT
2033-01-25
2.296630
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2945.79
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 D 20320525 FLT
2032-05-25
2.046630
13300000.00
4669.70
Asset-Backed Securities
NATIONSTAR NIM TRUST 2006-IN
2036-06-25
7.750000
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4043.17
Asset-Backed Securities
SASCO ARC 2004-1 A 20340627 5.2
2034-06-27
5.250000
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65.34
Asset-Backed Securities
SASCO ARC FREMONT NIM 2004-3 A 20341127 4.5
2034-11-27
4.500000
182000.00
0.31
Asset-Backed Securities
SASCO ARC FREMONT NIM 2004-3 B 20341127 7.5
2034-11-27
7.500000
6135000.00
3309.54
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-4 M7 20351225 FLT
2035-12-25
2.746630
3000000.00
1403.31
Asset-Backed Securities
LNR CDO IV LTD 2006-1 FFL 14 20430528 FLT
549300FIVXZ33M229N06
2043-05-28
4.103380
15000000.00
3209.74
Asset-Backed Securities
LONG BEACH ASSET NIM 2006-2 N-1 20460425 5.7
2046-04-25
5.780000
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1383.39
Asset-Backed Securities
MLMI CAYMAN NIM 2004-WMC3 N1 20350125 4.5
2035-01-25
4.500000
350000.00
26.99
Asset-Backed Securities
MLMI CAYMAN NIM 2005-HE1 N1 144 20360225 4.5
2036-02-25
4.500000
12700000.00
3597.10
Asset-Backed Securities
HASCO NIM TRUST 2005 OPT1
2035-11-25
6.250000
556000.00
98.64
Asset-Backed Securities
HASCO NIM CO 2006-WMC1 A 144A 20360726 7.0
2036-07-26
7.000000
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2521.72
Asset-Backed Securities
WM ASSET HLDGS 2006-6 N2 144 20460925 7.3
2046-09-25
7.385000
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2661.67
Asset-Backed Securities
WM ASSET HLDGS CI 2006-7 N2 144 20460925 7.1
2046-09-25
7.143000
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3871.50
Asset-Backed Securities
SOUNDVIEW CI-4 NIM 2005-2 N1 20350725 4.7
2035-07-25
4.703000
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73.45
Asset-Backed Securities
SPECIALTY UNDRWR FIN 2007-BC2 A-2D 20370425 FLT
2037-04-25
1.296630
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28.80
Asset-Backed Securities
JPMAC 2006-NC1 M3
2036-04-25
1.306630
3035314.00
477.22
Asset-Backed Securities
GSAMP TRUST NIM 2005-WMC2-N NOTES 20351125 5.5
2035-11-25
5.500000
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Asset-Backed Securities
GSMSC NIM 2007-NIM1 N2 144 20460825 8.0
2046-08-25
8.000000
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Asset-Backed Securities
FHLT 2004-3 M6
2034-11-25
3.046630
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981.11
Asset-Backed Securities
GE-WMC MTG SECS CI-NIM 2005-2 N-1 20360125 5.5
2036-01-25
5.500000
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1463.32
Asset-Backed Securities
GSAA HEQ TR NIM 2006-NIM2 NT 144 20351225 6.0
2035-12-25
6.000000
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14.55
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-3 M-7 20350925 FLT
2035-09-25
2.066630
3681000.00
3590.59
Asset-Backed Securities
SHARPS SP I NIM 2004-HS1N NOTES 20340225 5.9
2034-02-25
5.920000
9000000.00
468.31
Asset-Backed Securities
SASCO ARC 2004-4 B 20340427 7.5
2034-04-27
7.500000
450000.00
233.08
Asset-Backed Securities
SASCO ARC 2004-BNC1 B 20340927 6.7
2034-09-27
6.750000
9450000.00
917.62
Asset-Backed Securities
SASCO ARC 2003-2 A 20330427 7.7
2033-04-27
7.750000
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123.01
Asset-Backed Securities
CMO HLDG II BSABS HE11 2005-11 A-1 20351125 5.5
2035-11-25
5.500000
3150000.00
359.16
Asset-Backed Securities
BAYVIEW COML TR 2007-2 IO 20370725 FLT
2037-07-25
0.00
12084000.00
224.37
Asset-Backed Securities
FIELDSTONE MTG INV 2005-1 M8 20350325 FLT
2035-03-25
2.971630
2000000.00
1010.54
Asset-Backed Securities
CSMC TR 2018-RPL2 A-1 20620825 FLT
2062-08-25
4.030000
240000.00
175312.20
Asset-Backed Securities
ABSC NIM TR 2005-HE5 A 20350627 5.2
2035-06-27
5.250000
15000000.00
1270.02
Asset-Backed Securities
FIELDSTONE MTG INV 2006-2 M1 20360725 FLT
2036-07-25
0.00
4300000.00
43.00
Asset-Backed Securities
FIELDSTONE MTG INV 2006-1 M7 20360525 FLT
2036-05-25
2.046630
4529000.00
1590.15
Asset-Backed Securities
CMO HLDGS III BSSP 2007-N1 IV-A-1 20370127 6.0
54930090SNNW1UJRNM62
2037-01-27
6.000000
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592.09
Asset-Backed Securities
CMO HLDGS III BSSP 2007-N1 IV-A-2 20370127 6.0
54930090SNNW1UJRNM62
2037-01-27
6.000000
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647.41
Asset-Backed Securities
SAXON ASSET SEC TR
2036-11-25
1.996630
6050000.00
2073.77
Asset-Backed Securities
NATIONSTAR NIM 2007-AN A 20370325 9.7
2037-03-25
9.790000
6289991.00
454.52
Asset-Backed Securities
CAYMAN ABSC NIMS 2005-HE6 A1 20350727 5.0
2035-07-27
5.050000
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883.92
Asset-Backed Securities
BNC MTG LN TR 2007-3 M1 20370725 FLT
2037-07-25
1.216630
7500000.00
199.61
Asset-Backed Securities
BNC MTG LN TR 2007-2 M1 20370525 FLT
2037-05-25
1.286630
30515000.00
1005671.73
Asset-Backed Securities
AMERIQUEST MTG SECS 2006-M3 A-2D 20361025 FLT
2036-10-25
1.186630
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2404.24
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-2 M-5 20360925 FLT
2036-09-25
1.326630
10300000.00
2380.38
Asset-Backed Securities
BANC AMERICA FDG 2014-R7 1A2 20360528 FLT
549300UKLRORHBR16839
2036-05-28
3.250090
2412096.00
1315642.41
Asset-Backed Securities
BCAP LLC TR 2014-RR3 1A2 20361126 FLT
2036-11-26
1.766750
2680000.00
1305904.71
Asset-Backed Securities
BCAP LLC TR 2014-RR3 4A1 20360326 FLT
2036-03-26
1.926750
100000.00
34075.49
Asset-Backed Securities
AAMES MTG TR 2005-1 M9 20350625 FLT
2035-06-25
0.00
3000000.00
30.00
Asset-Backed Securities
AAMES MTG TR 2005-4 M8 20351025 FLT
2035-10-25
0.00
4500000.00
45.00
Asset-Backed Securities
TRAPEZA CDO IX 2006-9 SUB NT 20400127 FLT
2040-01-27
0.00
100000.00
7.00
Asset-Backed Securities
AVANT LOANS FDG TR 2020-REV1 A 20290515 2.1
2029-05-15
2.170000
3000000.00
2775925.67
Asset-Backed Securities
AVANT LOANS FDG TR 2020-REV1 C 20290515 4.1
2029-05-15
4.170000
14920000.00
13247045.27
Asset-Backed Securities
BCAP LLC TR 2013-RR9 4A5 20371027 FLT
2037-10-27
3.968400
6373900.00
3615964.30
Asset-Backed Securities
PYXIS ABS CDO 2006-1/LLC
2046-11-10
6.000000
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1559.25
Asset-Backed Securities
SOUNDVIEW NIM TR 2006-WF2 N3 20361225 8.2
2036-12-25
8.250000
1840000.00
2548.40
Asset-Backed Securities
TERWIN MTG TR 2004-3HE N 144 20350325 FLT
2035-03-25
6.000000
13200000.00
2702.87
Asset-Backed Securities
CSMC TRUST 2017-RPL3 SA 20570825 FLT
2057-08-25
0.00
1232615.00
291873.42
Asset-Backed Securities
AIR 2 US 1999 B 144A 20201001 8.6
549300METKFLL2O2VN62
2020-10-01
8.627000
999.00
3.39
Asset-Backed Securities
ALLEGRO CLO VII LTD 2018-7 SUB NT 20310613 FLT
635400EBXLHIKFL2MP73
2031-06-13
0.00
1900000.00
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Asset-Backed Securities
ACCREDITED MTG LN TR 2006-2 M-6 20360925 FLT
2036-09-25
1.396630
5000000.00
1213.86
Asset-Backed Securities
ACCREDITED MTG LN TR 2006-2 M-8 20360925 FLT
2036-09-25
1.996630
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1713.86
Asset-Backed Securities
ACCREDITED MTG LN TR 2007-1 M-5 20370225 FLT
2037-02-25
1.316630
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1397.19
Asset-Backed Securities
FIRST NLC TRUST 2005-1 M-10 20350525 FLT
2035-05-25
1.883330
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972.36
Asset-Backed Securities
FIRST NLC TRUST 2005-1 M-11 20350525 FLT
2035-05-25
1.883330
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1037.56
Asset-Backed Securities
FIRST NLC TRUST 2005-1 M-13 20350525 FLT
2035-05-25
1.883330
12000000.00
976.20
Asset-Backed Securities
FIELDSTONE MTG INV 2005-2 M5 20351225 FLT
2035-12-25
1.906630
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2764.10
Asset-Backed Securities
FIELDSTONE MTG INV 2005-2 M6 20351225 FLT
2035-12-25
2.026630
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2428.49
Asset-Backed Securities
FIELDSTONE MTG INV 2005-3 M3 20360225 FLT
2036-02-25
0.00
20000000.00
200.00
Asset-Backed Securities
ACCREDITED MTG LN TR 2007-1 M-8 20370225 FLT
2037-02-25
2.246630
2000000.00
768.88
Asset-Backed Securities
ACE SECS HEQ 2005-SD3 M-3 20450825 FLT
2045-08-25
2.946630
4573000.00
16664.93
Asset-Backed Securities
AAMES MTG TR 2005-4 M9 20351025 FLT
2035-10-25
0.00
4500000.00
45.00
Asset-Backed Securities
SECURITIZED ASSET REC 2007-NC2 M-1 20370125 FLT
2037-01-25
1.176630
1200000.00
1559.50
Asset-Backed Securities
SAXON ASSET SEC TR 2006-3 M-2 20361125 FLT
2036-11-25
1.266630
2000000.00
442.21
Asset-Backed Securities
SAXON ASSET SEC TR 2006-3 M-3 20361125 FLT
2036-11-25
1.286630
4000000.00
897.75
Asset-Backed Securities
SAXON ASSET SEC TR 2006-3 M-4 20361125 FLT
2036-11-25
1.326630
1500000.00
346.66
Asset-Backed Securities
SAXON ASSET SEC TR 2006-3 M-5 20361125 FLT
2036-11-25
1.346630
8400000.00
1969.28
Asset-Backed Securities
SAXON ASSET SEC TRUST 2006 3
2036-11-25
1.406630
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977.75
Asset-Backed Securities
CSMC TR 2018-RPL7 A-1 20580826 FLT
2058-08-26
4.000000
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189081.39
Asset-Backed Securities
RENAISSANCE HEQ 2006-3 AF-3 20361125 FLT
2036-11-25
5.586000
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3533.01
Asset-Backed Securities
OPTION ONE MTG LN TR 2007-5 II-A-4 20370525 FLT
2037-05-25
1.246630
3488.00
1208.32
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-1 B1 20350225 FLT
2035-02-25
0.00
2800000.00
434.00
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-1 B3 20350225 FLT
2035-02-25
0.00
3500000.00
27.44
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-2 M6 20350525 FLT
2035-05-25
0.00
1200000.00
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Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-2 B2 20350525 FLT
2035-05-25
0.00
8000000.00
80.00
Asset-Backed Securities
MORGAN STANLEY CAP 2006-HE1 M-2 20360125 FLT
2036-01-25
1.336630
8000000.00
648.91
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-3 M9 20350825 FLT
2035-08-25
0.00
3562000.00
35.62
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-3 M11 20350825 FLT
2035-08-25
0.00
1687000.00
16.87
Asset-Backed Securities
LEXINGTON CAP FDG 2005 B 144A 20420506 FLT
2042-05-06
2.508250
473000.00
1629.47
Asset-Backed Securities
HASCO NIM CO 2006-OPT1 A 20351227 6.2
2035-12-27
6.250000
9610000.00
925.47
Asset-Backed Securities
GSR TRUST 2005-HEL1 A-2B 20301125 FLT
2030-11-25
1.486630
3050000.00
47.36
Asset-Backed Securities
CSMC SERIES 2015-5R 4-A-2 20370128 FLT
2037-01-28
1.776750
2129000.00
1034324.44
Asset-Backed Securities
CSMC TR 2019-RPL1 SA 20580725 FLT
2058-07-25
3.769800
1179188.00
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Asset-Backed Securities
CSMC TR 2019-JR1 SA 20660927 FLT
2066-09-27
0.00
1174124.00
780323.80
Asset-Backed Securities
CSMC TR 2019-JR1 PT 20660927 FLT
2066-09-27
8.901750
36564480.00
31555473.63
Asset-Backed Securities
C-BASS ABS 2007-MX1 M4 144 20361225 FLT
2036-12-25
6.532000
1462000.00
2393.61
Asset-Backed Securities
CLAS 2019-1 LTD CTF 20390415 0.0
549300MHTIBONNXM3R82
2039-04-15
0.00
3000000.00
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Asset-Backed Securities
BANC AMERICA FDG 2014-R2 3-A-2 20360728 5.0
2036-07-28
5.000000
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2689313.43
Asset-Backed Securities
BANC AMERICA FDG 2015-R4 8A6 20350129 FLT
549300R847L762RQF071
2035-01-29
1.796750
1595236.00
1710501.47
Asset-Backed Securities
FIELDSTONE MTG INV 2004-4 M5 20351025 FLT
549300VDVZHMT2SH4W85
2035-10-25
0.00
6295000.00
62.95
Asset-Backed Securities
FBR SEC TRUST 2005-4 M-7 20351025 FLT
2035-10-25
3.946630
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4295.11
Asset-Backed Securities
FBR SEC TRUST 2005-4 M-8 20351025 FLT
2035-10-25
3.946630
3353000.00
2239.04
Asset-Backed Securities
FBR SEC TRUST 2005-5 M-7 20351125 FLT
2035-11-25
3.946630
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2337.20
Asset-Backed Securities
FBR SEC TRUST 2005-5 M-12 20351125 FLT
2035-11-25
4.321630
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1131.33
Asset-Backed Securities
FIELDSTONE MTG INV 2006-3 M1 20361125 FLT
2036-11-25
0.00
28915000.00
289.15
Asset-Backed Securities
FIELDSTONE MTG INV 2006-3 M2 20361125 FLT
2036-11-25
0.00
8300000.00
83.00
Asset-Backed Securities
FBR SEC TRUST 2005-2 M-8 20350925 FLT
2035-09-25
2.971630
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2526.36
Asset-Backed Securities
FBR SEC TRUST 2005-3 M-8 20351025 FLT
2035-10-25
3.196630
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1736.87
Asset-Backed Securities
FBR SEC TRUST 2005-3 M-9 20351025 FLT
2035-10-25
3.721630
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945.41
Asset-Backed Securities
FBR SEC TRUST 2005-4 M-5 20351025 FLT
2035-10-25
1.996630
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195.93
Asset-Backed Securities
FBR SEC TRUST 2005-4 M-6 20351025 FLT
2035-10-25
2.041630
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413.34
Asset-Backed Securities
CSMC TR 2018-RPL8 A-IO-S 20580725 FLT
2058-07-25
0.200000
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161408.32
Asset-Backed Securities
CSMC TR 2018-RPL7 A-IO-S 20580826 FLT
2058-08-26
0.200000
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91471.22
Asset-Backed Securities
CSMC TR 2018-RPL9 B-3 20570925 FLT
2057-09-25
4.107260
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14027892.68
Asset-Backed Securities
AAMES MTG TR 2005-2 M9 20350725 FLT
2035-07-25
0.00
3000000.00
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Asset-Backed Securities
ALM VII R-2 LTD 2013-7R-2R SUB-NT 21161015 FLT
549300QWNMCKH2N9ZJ05
2116-10-15
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5150432.00
978582.08
Asset-Backed Securities
AAMES MTG TR 2004-1 B2 20350125 FLT
2035-01-25
0.00
4100000.00
16.14
Asset-Backed Securities
AAMES MTG TR 2005-1 M8 20350625 FLT
2035-06-25
0.00
2000000.00
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Asset-Backed Securities
FIELDSTONE MTG INV 2006-1 M9 20360525 FLT
2036-05-25
3.246630
2000000.00
1102.21
Asset-Backed Securities
FIRST NLC TRUST 2005-1 M-6 20350525 FLT
2035-05-25
1.883330
4760000.00
304.31
Asset-Backed Securities
FIELDSTONE MTG INV 2006-3 M6 20361125 FLT
2036-11-25
0.00
4700000.00
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Asset-Backed Securities
FIELDSTONE MTG INV 2006-2 M9 20360725 FLT
2036-07-25
0.00
2000000.00
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Asset-Backed Securities
FIELDSTONE MTG INV 2004-3 M-7 20340825 FLT
2034-08-25
4.171630
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Asset-Backed Securities
CSMC TR 2019-RPL4 B-1 20580826 FLT
2058-08-26
0.922531
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Asset-Backed Securities
CLOUD PEAK ENERGY RES LLC/ CPE SR SEC GLBL 25
2025-05-01
12.000000
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EXIDE TECHNOLOGIES SR SEC GLBL 24
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ENLINK MIDSTREAM LLC 5.375%29
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Corporate Debt Securities
OWENS BROCKWAY SR REGS NT 25
V2UQUCDZJ9WY98W8QU33
2025-01-15
5.375000
5000.00
4773.18
Corporate Debt Securities
XEROX CORP SR GLBL NT4.8%35
4KF48RN45X1OO8UBLY20
2035-03-01
4.800000
2000.00
1448.00
Corporate Debt Securities
EXIDE TECHNOLOGIES SR ACRD NT 11%20
549300KITCGPNNNXQP63
2020-04-30
11.000000
5.00
5.14
Corporate Debt Securities
TRANSOCEAN INC SR GLBL NT7.5%31
DOL4HJ22ADYSIWES4H94
2031-04-15
7.500000
10000.00
2897.33
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL FL NT 22
5493003STKEZ2S0RNU91
2022-08-10
2.554130
4000.00
3734.19
Corporate Debt Securities
CORECIVIC INC SR GLBL NT 27
529900JFA3K6PTLT8B15
2027-10-15
4.750000
2000.00
1518.81
Corporate Debt Securities
SEVEN GENERATIONS ENERGY LTD SR 144A NT 25
549300XZHTA2VXQWAL67
2025-09-30
5.375000
5000.00
2768.55
Corporate Debt Securities
TRANSOCEAN INC CR SEN SR NT 41
DOL4HJ22ADYSIWES4H94
2041-12-15
9.350000
10000.00
2925.31
Corporate Debt Securities
SEADRILL NEW FIN LTD SR SEC GLBL 25
549300XB7T5BX418QX67
2025-07-15
12.000000
10.00
5.10
Corporate Debt Securities
XPLORNET COMMUNICATIONS INC 9.625%22
2138007ZVGYYNWEGU394
2022-06-01
9.625000
10.00
9.77
Corporate Debt Securities
SEADRILL NEW FIN LTD SR SEC GLBL 25
549300XB7T5BX418QX67
2025-07-15
12.000000
2.00
1.02
Corporate Debt Securities
TRANSOCEAN INC CR SEN SR NT 21
DOL4HJ22ADYSIWES4H94
2021-12-15
8.375000
1000.00
619.26
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.450130
3214.00
2363.19
Corporate Debt Securities
AMERICAN HOME MTG 2005-1 M-1 20450625 FLT
2045-06-25
2.481750
16222176.00
3579221.88
Private Label Collateralized Mortgage Obligations
CW ALT LN TR 2006-20CB A-1 20360725 FLT
2036-07-25
1.286630
65900000.00
3004291.22
Private Label Collateralized Mortgage Obligations
ARMT 2006-3 2A2
2036-08-25
4.798520
1000000.00
13.17
Private Label Collateralized Mortgage Obligations
IMPAC CMB TR 2004-10 1-A-2 20350325 FLT
2035-03-25
1.646630
276966.00
4320.96
Private Label Collateralized Mortgage Obligations
INDY MAC MBS 2005-AR2 2-A-1B 20350225 FLT
2035-02-25
1.726630
84000.00
873.22
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
1.330000
120895.00
4764.88
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG SEC 98-2 A-5 20300501 FLT
2030-05-01
6.750000
1091.00
2.20
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE VAR 02/35
2035-02-25
4.262260
5350000.00
89053.69
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-7CB 1-A-7 20360525 FLT
2036-05-25
1.646630
3614000.00
204227.62
Private Label Collateralized Mortgage Obligations
ABSN 2006-HE3 A1
2036-03-27
5.500000
16790000.00
2206.86
Private Label Collateralized Mortgage Obligations
CHASE MORTGAGE FIN TR 2007-S5 2-A1 20370725 5.5
2037-07-25
5.500000
63280000.00
1043677.86
Private Label Collateralized Mortgage Obligations
CWALT 2005-J13 2A1
2035-11-25
1.646630
10605000.00
445541.54
Private Label Collateralized Mortgage Obligations
CWALT
2035-11-25
1.426630
11670000.00
419850.03
Private Label Collateralized Mortgage Obligations
CSMC 2007-4 1A2
2037-06-25
1.346630
1786201.00
221.10
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-15R 2-B-1 20360528 FLT
2036-05-28
0.010000
337577.00
2.23
Private Label Collateralized Mortgage Obligations
ARBOR RLTY COML REAL ESTATE NTS 2020-FL1 LTD
2035-02-15
5.661880
45000000.00
40946872.00
Private Label Collateralized Mortgage Obligations
ARBOR RLTY COML REAL ESTATE NTS 2020 FL LTD
2035-02-15
7.161880
25000000.00
22104895.56
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-29T1 1-A-4 20361025 FLT
2036-10-25
1.346630
130322.00
9326.03
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-3T1 1-A-6 20370425 6.2
2037-04-25
6.250000
10100000.00
1302806.43
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-9T1 1-A-10 20370525 6.0
2037-05-25
6.000000
4500000.00
456705.86
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-19 1-A-21 20370825 6.0
2037-08-25
6.000000
1150000.00
239400.64
Private Label Collateralized Mortgage Obligations
CWALT RESECURI 2008-1R 1-A-1 20370825 FLT
2037-08-25
2.096750
34855000.00
2848444.35
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2007-8 2-A-1 20371025 7.0
2037-10-25
7.000000
833445.00
83763.78
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2010-R8 1-A-4 20360528 5.7
2036-05-28
5.750000
23.00
4.85
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
3.604630
2000000.00
1664064.12
Private Label Collateralized Mortgage Obligations
ARMOR MCP 2005-1 B2 144 20371210 FLT
549300R6YCKOB8RJNO42
2037-12-10
2.165130
5693000.00
3107.95
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ASSET BK 2003-AC4 BB 20330925 FLT
2033-09-25
6.750000
2800000.00
4877.04
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2006-1 II-2A1 20360225 FLT
2036-02-25
3.616130
368081.00
56740.53
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2004-12 II-M-1 20350125 FLT
2035-01-25
3.841790
4631990.00
38853.17
Private Label Collateralized Mortgage Obligations
BA MTG SECS INC 2003-D B-3 20330525 FLT
2033-05-25
5.183530
3029000.00
1124.30
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2006-5 CB-7 20460625 6.0
2046-06-25
6.000000
1000000.00
89851.50
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2007-A M-1 20470220 FLT
2047-02-20
1.062880
321580.00
606.36
Private Label Collateralized Mortgage Obligations
CSMC 2020-RPL2 TR
2060-02-25
3.883920
191386624.00
171757246.30
Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2007-QS4 III-A5 20370325 6.0
2037-03-25
6.000000
1.00
0.24
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-J3 1-A-1 20360525 FLT
2036-05-25
1.346630
18896000.00
208123.54
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-J7 M-2 20341025 FLT
2034-10-25
2.671630
3111000.00
435895.00
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-28CB 2-A-5 20350825 5.7
2035-08-25
5.750000
3000000.00
62861.87
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2005-2 I-A-2 20450925 FLT
2045-09-25
1.646630
2790296.00
134239.94
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2011-RR9 6A6 20360128 FLT
2036-01-28
2.366750
500000.00
117972.56
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2010-9 5A3 20370325 FLT
2037-03-25
5.702000
37545.00
1893.64
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2006-21 A-6 20370225 FLT
2037-02-25
1.316630
2050000.00
95106.23
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2007-3 A-14 20370425 FLT
2037-04-25
1.346630
10007136.00
330596.54
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2005-4 II-3A4 20350525 FLT
2035-05-25
3.881860
4034304.00
173404.07
Private Label Collateralized Mortgage Obligations
GLOBAL MTG SEC 2005-A B3 20320425 FLT
2032-04-25
5.250000
889000.00
769.81
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2004-9 4-A3 20341219 FLT
2034-12-19
1.550000
125319.00
4581.12
Private Label Collateralized Mortgage Obligations
CSMLT TRUST 2015-1 B-5 20450525 FLT
2045-05-25
3.874660
912897.00
762600.70
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-J8 M 20340925 5.5
2034-09-25
5.500000
5237500.00
21007.82
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-OA17 1-A1-D 20461220 FLT
2046-12-20
1.062880
4031080.00
2419468.30
Private Label Collateralized Mortgage Obligations
CWMBS INC 2004-9 B-1 20340625 5.2
2034-06-25
5.250000
1100000.00
4616.30
Private Label Collateralized Mortgage Obligations
CWMBS INC 2004-24 M 20341225 5.5
2034-12-25
5.500000
5400000.00
4090.82
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-77T1 1-A-2 20360225 6.0
2036-02-25
6.000000
8000000.00
727167.60
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-77T1 1-A-3 20360225 FLT
2036-02-25
1.346630
47100000.00
2111579.71
Private Label Collateralized Mortgage Obligations
Y
2020-06-04
2020-06-04
2020-07-06
Y
Credit Suisse Securities (USA) LLC
1.0000
65
N
N
N
0.0074
300350664.00
300350664.00
0.0029
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.070000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MNXV5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NATIONSTAR HEQ LN TR 2006-B M-4 20360925 FLT
2036-09-25
1.386630
14400000.00
4979720.62
Asset-Backed Securities
HOME RE LTD 2018-1 B-1 20281025 FLT
254900E6IUAJSN9WD709
2028-10-25
4.946630
7371500.00
4694852.61
Asset-Backed Securities
AJAX MTG LN TR 2017-B B-2 20560925 FLT
2056-09-25
3.750000
7464000.00
5649673.27
Asset-Backed Securities
MILL CITY MTG LN TR 2018-4 B3 20660425 FLT
2066-04-25
3.071520
17090000.00
17628736.26
Asset-Backed Securities
SQUARED CDO LTD 2007-1 D 20570511 FLT
2057-05-11
8.639000
5000000.00
92027.86
Asset-Backed Securities
TOWD PT HE TR 2019-HE1 XA 20480425 FLT
2048-04-25
4.750000
11244000.00
6921190.88
Asset-Backed Securities
TRIAXX PRIME CDO 2006-1 A-1 20390303 FLT
549300ONT38CX63OJ636
2039-03-03
1.722750
720265000.00
1197557.86
Asset-Backed Securities
TOWD PT MTG TR 2018-4 B3 20580625 FLT
2058-06-25
3.351760
10586464.00
8583125.31
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 B 20360515 FLT
2036-05-15
2.404630
20000000.00
15829774.49
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 C 20360515 FLT
2036-05-15
2.704630
20826000.00
15472303.04
Asset-Backed Securities
BOMFT 2019-SBR1 A2IO
2034-06-28
4.025200
19000000.00
1566979.82
Asset-Backed Securities
BDS 2018-FL2 LTD D 20350817 FLT
2035-08-17
3.350130
240000.00
186965.48
Asset-Backed Securities
PIONEER RESEC TR 2013-1 UCF 20311225 FLT
2031-12-25
104.622000
26250432.00
923664.16
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-3 A-3 20211025 FLT
549300OORAXMFXOHG132
2021-10-25
2.794130
1330000.00
618624.86
Asset-Backed Securities
SHELTER GROWTH CRE 2019-FL2 D 20360515 FLT
2036-05-15
3.454630
28357000.00
27335311.21
Asset-Backed Securities
TOWD PT MTG TR 2017-3 B5 20570725 FLT
2057-07-25
4.008510
14234272.00
8142439.42
Asset-Backed Securities
TOWD PT MTG TR 2017-3 X 20570725 FLT
2057-07-25
0.00
654791680.00
5988069.91
Asset-Backed Securities
TOWD POINT MTG TR 2015-4 X 20550425 FLT
2055-04-25
0.00
1298416640.00
4645982.60
Asset-Backed Securities
MF1 2019-FL2 LTD A-S 20341127 FLT
2034-11-27
2.376630
18775000.00
18776785.60
Asset-Backed Securities
FS RIALTO 2019-FL1 B 20361218 FLT
2036-12-18
3.559000
10000000.00
9998751.94
Asset-Backed Securities
ARBPR RLTY CM 2019-FL2 E 20340915 FLT
2034-09-15
3.604630
6750000.00
4712863.02
Asset-Backed Securities
OAKTOWN RE III LTD 2019-1 B-1A 20290725 FLT
2549008N2FD0KB1Y5E03
2029-07-25
4.446630
1490000.00
1009983.25
Asset-Backed Securities
OAKTOWN RE III LTD 2019-1 B-1B 20290725 FLT
2549008N2FD0KB1Y5E03
2029-07-25
5.296630
1245000.00
851233.61
Asset-Backed Securities
TOWD PT MTG TR 2019-3 B5 20590225 0.0
2059-02-25
0.00
33943000.00
8422616.02
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-2 B 20250725 FLT
549300Z0R4ETZBES8I71
2025-07-25
1.964130
6279400.00
4751601.80
Asset-Backed Securities
THL CR WIND RIVER CLO 2014-2R E-R 20310115 FLT
2031-01-15
7.581250
3000000.00
1972514.58
Asset-Backed Securities
RADNOR RE LTD 2018-1 B-1 20280325 FLT
549300ED4YNDE7SVU538
2028-03-25
4.746630
11965000.00
7966429.87
Asset-Backed Securities
TOWD PT MTG TR 2018-SJ1 B3 20581025 FLT
2058-10-25
6.000000
2945000.00
2430190.44
Asset-Backed Securities
TOWD PT MTG TR 2019-SJ1 B3 20581125 FLT
2058-11-25
6.000000
5113000.00
2778552.48
Asset-Backed Securities
TOWD PT MTG TR 2020-MH1 B2AX 20600225 FLT
2060-02-25
0.250000
4817000.00
71196.87
Asset-Backed Securities
TOWD PT MTG TR 2020-MH1 M2AX 20600225 FLT
2060-02-25
0.250000
13692000.00
211956.72
Asset-Backed Securities
TOWD PT MTG TR 2018-1 B4 20580125 FLT
2058-01-25
3.951800
975999.00
691333.44
Asset-Backed Securities
TOWD PT MTG TR 2019-SJ2 B4 20581125 FLT
2058-11-25
6.250000
33509000.00
32041082.41
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 E 20370609 FLT
2037-06-09
4.004630
7000000.00
6695281.85
Asset-Backed Securities
CVS HEALTH CORP SR GLBL NT 30
549300EJG376EN5NQE29
2030-04-01
3.750000
1597600.00
1635127.62
Corporate Debt Securities
CLEVELAND CLIFFS INC SR SEC GLBL 26
549300TM2WLI2BJMDD86
2026-03-15
6.750000
2619950.00
2382648.03
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 31
6SHGI4ZSSLCXXQSBB395
2031-03-31
4.412000
441997.00
477383.28
Corporate Debt Securities
WORLDWIDE MEDIA SVCS GROUP SR NT ZRO 144A24
549300HHMR7FVMMSB136
2024-12-01
0.00
3556200.00
2898303.00
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 10.5%22
549300ZCZ76HYCS0H445
2022-09-15
10.500000
8664000.00
2206432.00
Corporate Debt Securities
OBX TR 2019-INV1 B-6 20481125 FLT
2048-11-25
4.773720
4137408.00
2109701.98
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE23 F 20480512 FLT
2048-05-12
4.303590
4107000.00
2093897.77
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE24 H 20480812 FLT
2048-08-12
3.129030
5205656.00
841117.00
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-OA6 1A-3 20460725 FLT
2046-07-25
1.216630
7860520.00
462296.43
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-24 A-6 20371025 FLT
2037-10-25
1.946630
9183000.00
471048.56
Private Label Collateralized Mortgage Obligations
ANGEL OAK MTG TR 2016-1 A-1 20460725 FLT
2046-07-25
3.500000
19870000.00
3457710.07
Private Label Collateralized Mortgage Obligations
GREENPOINT MTG FDG 2006-AR3 IIIA-3 20360425 FLT
2036-04-25
1.186630
53000000.00
2345896.84
Private Label Collateralized Mortgage Obligations
HILT ORLANDO TR 2018-ORL E 20341215 FLT
2034-12-15
3.354630
5553000.00
4078667.10
Private Label Collateralized Mortgage Obligations
ML-CFC COML MTG TR 2007-6 AJ 20510312 FLT
2051-03-12
5.556000
5000000.00
724134.94
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C20 B 20480218 4.1
2048-02-18
4.160000
112500.00
109464.26
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY F 20330118 FLT
2033-01-18
4.554630
30000000.00
25893548.40
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2005-A8 1-A-1 20351125 FLT
2035-11-25
3.923490
30000000.00
1478544.53
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-MINN G 20351115 FLT
2035-11-15
6.159000
34000000.00
27340601.33
Private Label Collateralized Mortgage Obligations
INDYMAC INDA 2007-AR4 3-A-1 20370825 FLT
2037-08-25
4.134240
45000000.00
2781819.67
Private Label Collateralized Mortgage Obligations
KEY COML MTG SECS TR 2018-S1 E 20531020 FLT
2053-10-20
5.121150
3143000.00
3373195.29
Private Label Collateralized Mortgage Obligations
MOFT TR 2020-ABC
2042-02-10
3.358000
10109000.00
10049643.32
Private Label Collateralized Mortgage Obligations
TRIANGLE RE 2019-1 LTD B-1 20291126 FLT
2029-11-26
5.096630
4571000.00
2916834.81
Private Label Collateralized Mortgage Obligations
JPM CHASE CMBS 2019-ICON UES G 20320506 FLT
2032-05-06
4.452100
253000.00
177408.68
Private Label Collateralized Mortgage Obligations
GMACM MTG LN TR 2005-AF2 A-1 20351225 6.0
2035-12-25
6.000000
4705000.00
492241.54
Private Label Collateralized Mortgage Obligations
GSMSC RESEC TR 2014-4R 2B-1 20350828 FLT
2035-08-28
4.302780
450000.00
385966.64
Private Label Collateralized Mortgage Obligations
GSR MTG LN TR 2006-7F 2A-1 20360825 6.0
2036-08-25
6.000000
32598000.00
1567184.85
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C23 G 20500715 3.0
2050-07-15
3.000000
4414000.00
1673082.56
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ALT LN 2006-AF1 I-A-2 20360525 FLT
2036-05-25
6.159000
24000000.00
4880242.11
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM TR 2020-NNN G-FL 20370116 FLT
2037-01-16
3.704630
2204000.00
1715083.59
Private Label Collateralized Mortgage Obligations
OBX TRUST 2020-EXP1 B2-2-A 20600125 FLT
2060-01-25
4.582780
7950000.00
8147555.70
Private Label Collateralized Mortgage Obligations
BHMS 2018-ATLS C 20350716 FLT
2035-07-16
2.604630
2908000.00
2020948.37
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2007-7 A-1 20370625 6.0
2037-06-25
6.000000
200023000.00
7944949.47
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2018-TBR F 20361215 FLT
2036-12-15
4.354630
6000000.00
3617252.35
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2020-1INV B-6-C 20500325 FLT
2050-03-25
4.355540
5815720.00
4123338.03
Private Label Collateralized Mortgage Obligations
CLNY TRUST 2019-IKPR F 20381115 FLT
2038-11-15
4.121630
5000000.00
3181769.18
Private Label Collateralized Mortgage Obligations
Y
2020-04-07
2020-04-07
2020-04-20
Y
JP MORGAN SECURITIES LLC
1.0000
7
N
N
N
0.0064
325076774.75
325076774.75
0.0031
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.520000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MQAD3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
OAKTOWN RE LTD SR GLBL 144A 27
549300CG2B8QR5YHPJ68
2027-04-25
4.946630
10.00
3.75
Asset-Backed Securities
RADNOR RE LTD 2018-1 M-2 20280325 FLT
549300ED4YNDE7SVU538
2028-03-25
3.646630
400999.00
309721.91
Asset-Backed Securities
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
4.296630
1775978.00
1396929.43
Asset-Backed Securities
ALLEGRO CLO I LTD 2014-1 D 20260130 FLT
2026-01-30
6.519500
2318792.00
1628666.01
Asset-Backed Securities
REGATTA FUNDING LTD 2017-8 E 20301017 FLT
2030-10-17
7.936130
1.00
0.73
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AMC2 A2 144 20370125 FLT
2037-01-25
1.086630
2.00
0.34
Asset-Backed Securities
AASET TR 2018-2 C 20381118 6.8
2038-11-18
6.892000
4500000.00
2604341.27
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 C 20481115 7.3
549300BTFXNHDCUHER30
2048-11-15
7.356000
933740.00
909964.49
Asset-Backed Securities
OCTAGON INV PTNS 2018-37 SUB 20300725 FLT
2030-07-25
0.00
1.00
0.58
Asset-Backed Securities
RAYMOND JAMES FINANCIAL INC SR GLBL NT 30
RGUZHJ05YTITL6D76949
2030-04-01
4.650000
5500000.00
5645970.00
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT4.5%21
2021-05-15
4.500000
18049000.00
17098900.64
Corporate Debt Securities
STANDARD CHARTERED PLC FR 4.644%040131
U4LOSYZ7YG4W3S5F2G91
2031-04-01
4.644000
6617379.00
6799171.64
Corporate Debt Securities
STATE STR CORP SR 144A NT 26
549300ZFEEJ2IP5VME73
2026-03-30
2.901000
2000000.00
2027180.00
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT3.5%21
RIMU48P07456QXSO0R61
2021-03-15
3.500000
36000.00
36302.60
Corporate Debt Securities
BERKSHIRE HATHAWAY ENERGY CO SR GLBL 144A 30
549300JD0S5IZJE9LY15
2030-07-15
3.700000
20.00
21.21
Corporate Debt Securities
APACHE CORP SR NT 3.25%22
72ZZ1XRHOOU9P9X16K08
2022-04-15
3.250000
2035000.00
1607845.59
Corporate Debt Securities
INFRABUILD AUSTRALIA PTY LTD SR SEC GLBL 24
549300W2CPB5W6GFH859
2024-10-01
12.000000
98000.00
83757.33
Corporate Debt Securities
SMUCKER J M CO SR GLBL NT 30
5493000WDH6A0LHDJD55
2030-03-15
2.375000
16.00
14.78
Corporate Debt Securities
LOWES COS INC SR GLBL NT 4%25
WAFCR4OKGSC504WU3E95
2025-04-15
4.000000
15.00
15.89
Corporate Debt Securities
MARRIOTT INTL INC SR GLBL CC NT 24
225YDZ14ZO8E1TXUSU86
2024-04-15
3.600000
14337000.00
13736566.44
Corporate Debt Securities
DIAMOND 1 FIN CORP/DIAMOND 2 SR GLBL 144A 24
2024-06-15
7.125000
4000.00
4203.92
Corporate Debt Securities
CREDIT SUISSE FIRST BOSTON SR NT 2.1%21
ANGGYXNX0JLX3X63JN86
2021-11-12
2.100000
700000.00
700845.83
Corporate Debt Securities
DEUTSCHE BK AG N Y BRH SNR NPF GLBL
7LTWFZYICNSX8D621K86
2025-11-26
3.961000
36100000.00
33766621.35
Corporate Debt Securities
CENTURYLINK INC SR GLBL -Y NT 24
8M3THTGWLTYZVE6BBY25
2024-04-01
7.500000
2000.00
2185.00
Corporate Debt Securities
NXP B V / NXP FDG LLC / NXP US SR GLBL 144A 26
2026-06-18
3.875000
2317000.00
2277979.79
Corporate Debt Securities
NIKE INC SR GLBL NT 30
787RXPR0UX0O0XUXPZ81
2030-03-27
2.850000
1961310.00
2056623.13
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 31
6SHGI4ZSSLCXXQSBB395
2031-03-31
4.412000
5000000.00
5400300.00
Corporate Debt Securities
CITGO HOLDING INC SR SEC GLBL 24
549300NYHOALWZ2BSL72
2024-08-01
9.250000
2700000.00
2269125.00
Corporate Debt Securities
HOSPITALITY PPTYS TR SR GLBL NT 26
529900IS770AG1K9QG27
2026-10-01
4.750000
41000.00
36109.33
Corporate Debt Securities
FRESH MKT INC
529900QM5ZSBEBR6CS58
2025-03-09
10.950100
29671105.00
29207464.31
Corporate Debt Securities
BOEING CO SR GLBL NT 30
RVHJWBXLJ1RFUBSY1F30
2030-02-01
2.950000
17.00
15.66
Corporate Debt Securities
ANZ NEW ZEALAND INTL LTD 144A SR 144A NT1.9%23
213800VD256NU2D97H12
2023-02-13
1.900000
32.00
31.54
Corporate Debt Securities
TELEFONICA EMISIONES S A U SR GLBL NT 27
549300Y5MFC4SW5Z3K71
2027-03-08
4.103000
17000000.00
17618993.14
Corporate Debt Securities
TELEFONICA EMISIONES S A U SR GLBL NT 49
549300Y5MFC4SW5Z3K71
2049-03-01
5.520000
11895000.00
14132053.00
Corporate Debt Securities
THIRD PT RE USA HLDSG INC CR SEN SR GLBL25
2025-02-13
7.000000
232537.00
253691.67
Corporate Debt Securities
NOVA CHEMICALS CORP SR 144A NT 24
5493007M1XGU5E55ZJ25
2024-06-01
4.875000
25837078.00
22381368.82
Corporate Debt Securities
ALLIANCE DATA SYSTEMS CORP SR GLBL 144A 24
549300G8S4PO686J7H97
2024-12-15
4.750000
4571000.00
3489164.92
Corporate Debt Securities
AMERICAN TOWER CORP NEW SR GLBL NT 26
5493006ORUSIL88JOE18
2026-10-15
3.375000
188000.00
189141.63
Corporate Debt Securities
MIZUHO FINANCIAL GRP INC TOKYO SR GLBL REGS 26
353800CI5L6DDAN5XZ33
2026-04-12
3.477000
8951490.00
8971326.50
Corporate Debt Securities
UNIGEL LUXEMBOURG SA SR SEC GLBL 24
2024-01-22
10.500000
736330.00
493218.38
Corporate Debt Securities
TIDEWATER INC NEW SR SEC NT 8%22
2022-08-01
8.000000
4635285.00
4187207.45
Corporate Debt Securities
ULTRA RESOURCES INC SR SEC 144A NT25
VZ4O3I6KP00FINKB5W86
2025-04-15
7.125000
9674442.00
511334.57
Corporate Debt Securities
UNICREDIT SPA FR 7.83%120423
549300TRUWO2CD2G5692
2023-12-04
7.830000
14140000.00
15319700.20
Corporate Debt Securities
MOTOROLA SOLUTIONS INC SR GLBL DB7.5%25
6S552MUG6KGJVEBSEC55
2025-05-15
7.500000
24000.00
29023.04
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 24
549300WV6GIDOZJTV909
2024-10-15
3.625000
4999990.00
5002966.38
Corporate Debt Securities
MUELLER INDS INC SUB GLBL DEB6%27
5493005IZFE4VJLLYG84
2027-03-01
6.000000
102000.00
92565.00
Corporate Debt Securities
JPMORGAN CHASE CAP XXI VR 110217-011587
8I5DZWZKVSZI1NUHU748
2087-01-15
2.713250
21092000.00
14749550.79
Corporate Debt Securities
CITIZENS FINANCIAL GROUP INC ALT TIER I PERP
2138004JDDA4ZQUPFW65
2049-12-29
6.375000
1.00
0.85
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT 28
54930035UDEIH090K650
2028-11-01
4.850000
1555000.00
1678277.81
Corporate Debt Securities
CREDIT SUISSE GROUP SR GLBL COCO 29
549300506SI9CRFV9Z86
2029-01-12
3.869000
256.00
258.08
Corporate Debt Securities
CSC HLDGS INC SR GLBL 144A 30
3HG2WD2W22M120IUNG49
2030-01-15
5.750000
400000.00
405855.56
Corporate Debt Securities
ELETSON HLDGS INC / ELETSON SR SEC PIK ACR22
2022-01-15
9.625000
8893399.00
3293398.58
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 25
0YQH6LCEF474UTUV4B96
2025-09-14
4.625000
10.00
10.35
Corporate Debt Securities
EXPEDIA GROUP INC SR NT 5.95%20
2020-08-15
5.950000
15000000.00
14852291.67
Corporate Debt Securities
GENERAL MTRS CO SR GLBL FL NT 21
54930070NSV60J38I987
2021-09-10
1.796000
15000000.00
13549915.00
Corporate Debt Securities
AQUA AMERICA INC SR AMRTZ NT 3%22
549300ILTEOF3E3QY357
2022-04-30
3.000000
1007419.00
787778.71
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
10838600.00
11047893.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
10000.00
10340.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
61300.00
63745.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
654300.00
710682.78
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0052
263000000.00
263000000.00
0.0025
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.500000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MQAN1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Freddie Mac
2549001DPIFGXC1TOL40
2058-10-15
1.054630
1087.00
892.92
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2049-08-25
1.396630
2016.00
1743.90
Agency Collateralized Mortgage Obligation
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.879250
29190695.00
25067466.98
Asset-Backed Securities
CARLYLE US CLO 2018-1 LTD A-1 20310421 FLT
2031-04-21
2.839130
3525705.00
3318747.99
Asset-Backed Securities
CROWN PT CLO III LTD CROWN PT CLO III LLC
549300WLF3VYVWNLRP29
2027-12-31
2.741250
2000000.00
1553559.93
Asset-Backed Securities
DRYDEN CLO LTD 2018-61 A-2 20320120 FLT
549300JHVVT1NJ057H42
2032-01-20
3.236130
1500000.00
1414608.07
Asset-Backed Securities
JAMESTOWN CLO IX LTD 2019-9R A-1A-R 20281020 FLT
254900NFTK4YH0WYT485
2028-10-20
2.989130
2750000.00
2665911.04
Asset-Backed Securities
KKR CLO LTD 2016-14R A-R 20310715 FLT
635400KULUKCVCJXZX78
2031-07-15
2.981250
7500000.00
7026553.12
Asset-Backed Securities
KKR CLO 18 LTD 2017-18 A 20300718 FLT
54930088PYF0FHKY5C94
2030-07-18
3.096630
1200000.00
1143577.47
Asset-Backed Securities
MADISON PARK FDG XXX 2018-30 A 20290416 FLT
2029-04-16
2.581250
2500000.00
2412948.26
Asset-Backed Securities
OHA CR PARTNERS VI LTD OHA CR PARTNERS VII INC
549300LXLBAFTIMXZT54
2027-11-20
5.894630
1853317.00
1597076.63
Asset-Backed Securities
NATWEST MKTS PLC US MEDIUM FR 3.625%092922
RR3QWICWWIPCS8A4S074
2022-09-29
3.625000
2504981.00
2475348.81
Corporate Debt Securities
NEVADA POWER CO SR SEC GLBL DD30
MJZFGXRJ52U8U4MKJ519
2030-05-01
2.400000
1.00
0.93
Corporate Debt Securities
WALMART INC SR GLBL NT 49
Y87794H0US1R65VBXU25
2049-09-24
2.950000
1011000.00
1087313.93
Corporate Debt Securities
ENEL FIN INTL S A SR REGS NT 6%39
0YQH6LCEF474UTUV4B96
2039-10-07
6.000000
1507000.00
1677928.96
Corporate Debt Securities
MARATHON OIL CORP SR GLBL NT2.8%22
1FRVQX2CRLGC1XLP5727
2022-11-01
2.800000
680000.00
532947.73
Corporate Debt Securities
HUMANA INC SR GLBL NT 30
529900YLDW34GJAO4J06
2030-04-01
4.875000
738170.00
792083.78
Corporate Debt Securities
ENEL FIN INTL N.V. 4.25%23
0YQH6LCEF474UTUV4B96
2023-09-14
4.250000
499892.00
503635.64
Corporate Debt Securities
NIKE INC SR GLBL NT2.4%25
787RXPR0UX0O0XUXPZ81
2025-03-27
2.400000
11.00
11.32
Corporate Debt Securities
SOCIETE GENERALE MTN REG S FR 2.625%101624
O2RNE8IBXP4R0TD8PU41
2024-10-16
2.625000
200000.00
193713.67
Corporate Debt Securities
PRICOA GLBL FDG I MTN 144A SR SEC GLBL 24
635400IBXEBMD9ADYA79
2024-09-23
2.400000
1.00
0.94
Corporate Debt Securities
PRIVATE EXPT FDG CORP SR SEC NT3.55%24
CYQE6SAYPFKNQJ6FMH60
2024-01-15
3.550000
2306.00
2551.60
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT3.6%50
2572IBTT8CCZW6AU4141
2050-03-25
3.600000
10.00
12.07
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA REGS FR 3.9%071247
MSFSBD3QN1GSN7Q6C537
2047-07-12
3.900000
312.00
281.59
Corporate Debt Securities
ENEL FIN INTL N.V. 4.25%23
0YQH6LCEF474UTUV4B96
2023-09-14
4.250000
13427000.00
13527553.31
Corporate Debt Securities
DEERE JOHN CAP CORP MTNS BE FR 1.75%030927
E0KSF7PFQ210NWI8Z391
2027-03-09
1.750000
80.00
76.65
Corporate Debt Securities
ATMOS ENERGY CORP SR GLBL NT4.3%48
QVLWEGTD2S8GJMO8D383
2048-10-01
4.300000
1.00
1.13
Corporate Debt Securities
BPCE S A SR GLBL 144A 29
9695005MSX1OYEMGDF46
2029-10-01
2.700000
13.00
12.52
Corporate Debt Securities
AIRCASTLE LTD SR GLBL NT 26
549300PNK8AKY3OIKP58
2026-06-15
4.250000
1300.00
1118.28
Corporate Debt Securities
APPLE INC SR GLBL NT 3%27
HWUPKR0MPOU8FGXBT394
2027-11-13
3.000000
1081.00
1170.85
Corporate Debt Securities
ALIBABA GROUP HLDG LTD 2.8%23
5493001NTNQJDH60PM02
2023-06-06
2.800000
2093.00
2152.12
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 23
5493008B6JBRUJ90QL97
2023-06-19
4.150000
4000.00
3613.63
Corporate Debt Securities
MICROSOFT CORP SR NT 2.7%25
INR2EJN1ERAN0W5ZP974
2025-02-12
2.700000
18000.00
19229.31
Corporate Debt Securities
ALBERTA PROV CDA SR GLBL BD3.3%28
LQPXMHHNJKIPJYE53543
2028-03-15
3.300000
30.00
34.53
Corporate Debt Securities
CITIGROUP INC SUB NT 4.6%26
6SHGI4ZSSLCXXQSBB395
2026-03-09
4.600000
4804000.00
5098298.38
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT4.1%25
549300EJG376EN5NQE29
2025-03-25
4.100000
10073000.00
10491163.81
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT 28
54930035UDEIH090K650
2028-11-01
4.850000
2445000.00
2638835.52
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR 4.823%38
2038-02-01
4.823000
1.00
1.17
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR 4.823%38
2038-02-01
4.823000
287.00
336.45
Corporate Debt Securities
CHEVRON CORP NEW SR NT 2.355%22
2022-12-05
2.355000
2000.00
2025.68
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL REGS 22
0YQH6LCEF474UTUV4B96
2022-05-25
2.875000
1.00
0.95
Corporate Debt Securities
NXP B V / NXP FDG LLC / NXP US SR GLBL 144A 29
2029-06-18
4.300000
14209312.00
14674714.33
Corporate Debt Securities
NESTLE HLDGS INC SR GLBL 144A 48
549300EAEU8YV8MQXP30
2048-09-24
4.000000
35000.00
42599.12
Corporate Debt Securities
BOEING CO SR GLBL NT 30
RVHJWBXLJ1RFUBSY1F30
2030-02-01
2.950000
1152.00
1060.94
Corporate Debt Securities
METLIFE INC -C 5.25%
C4BXATY60WC6XEOZDX54
2099-12-29
5.250000
37000.00
32576.96
Corporate Debt Securities
MONDELEZ INTL HLDGS NETH B V SR 144A NT 2%21
549300CW356R8I7N8D33
2021-10-28
2.000000
6500000.00
6527263.89
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT 26
549300XMP3KDCKJXIU47
2026-03-14
3.750000
2000.00
2060.64
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 3.1%010923
3C7474T6CDKPR9K6YT90
2023-01-09
3.100000
1000.00
1004.01
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 49
J3WHBG0MTS7O8ZVMDC91
2049-08-16
3.095000
97996.00
103533.63
Corporate Debt Securities
DEUTSCHE BK AG N Y BRH SNR NPF GLBL D22
7LTWFZYICNSX8D621K86
2022-11-16
3.300000
927000.00
856441.40
Corporate Debt Securities
ENI S P A GLBL B 144A NT28
BUCRF72VH5RBN7X3VL35
2028-09-12
4.750000
1.00
0.98
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 22
0YQH6LCEF474UTUV4B96
2022-05-25
2.875000
2625000.00
2503653.18
Corporate Debt Securities
HOSPITALITY PPTYS TR SR GLBL NT 29
529900IS770AG1K9QG27
2029-10-01
4.950000
2000.00
1787.80
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 47
ZXTILKJKG63JELOEG630
2047-08-22
4.050000
2623.00
3403.81
Corporate Debt Securities
BAYER US FIN LLC SR 144A NT 24
54930093Q75GSEM74I71
2024-10-08
3.375000
10000000.00
10200087.50
Corporate Debt Securities
BAYER US FIN II LLC GLBL 144A NT 25
529900XWNEXYNJ3X6T40
2025-12-15
4.250000
2687000.00
2741395.33
Corporate Debt Securities
ANTHEM INC SR GLBL NT 48
8MYN82XMYQH89CTMTH67
2048-03-01
4.550000
4999000.00
5641829.74
Corporate Debt Securities
APPLE INC SR GLBL NT 25
HWUPKR0MPOU8FGXBT394
2025-01-13
2.750000
205000.00
217623.56
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 46
J3WHBG0MTS7O8ZVMDC91
2046-03-01
4.114000
2000.00
2481.10
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
5.446630
25000000.00
11396719.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
3.496630
4887000.00
3763894.86
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
5.396630
5090000.00
2414301.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
4.696630
19000000.00
8165853.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
6.246630
18000000.00
14605747.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
6.846630
12263900.00
7236395.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
5.196630
7102000.00
5460152.51
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
5.396630
23444002.00
14900797.38
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C07 2M-2 20290525 FLT
2029-05-25
5.296630
5000000.00
3126788.36
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
5.946630
31646679.00
15575256.28
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
6.496630
23211959.00
10625475.63
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
7.896630
14536335.00
7794814.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
3.146630
250000.00
177968.03
Private Label Collateralized Mortgage Obligations
BALTA 2005-10 11A1
2036-01-25
1.446630
64422000.00
3392910.98
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2005-9 A-1 20351025 FLT
2035-10-25
4.270000
28853000.00
1633338.12
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2004-4 M-1 20450225 FLT
2045-02-25
1.771630
12500000.00
6461319.35
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R05 1M-2 20390725 FLT
2039-07-25
2.946630
5214294.00
4406777.69
Private Label Collateralized Mortgage Obligations
CSFB MTG PTC 2005-9 V-A-4 20351025 5.5
2035-10-25
5.500000
7494002.00
1300386.76
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-OA18 A-2 20461225 FLT
5493004SLAYUFMHIS127
2046-12-25
1.186630
6780.00
550.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.196630
33570000.00
18096169.39
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
4.946630
22740000.00
10073784.49
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2B 20300826 FLT
2030-08-26
3.146630
4500000.00
3643665.47
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
3.546630
6818000.00
5058047.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
3.946630
70615817.00
45108194.25
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-OA11 A-1C 20460925 FLT
2046-09-25
1.196630
8546184.00
4053380.11
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
3.446630
10500000.00
7705692.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA3 M-2B 20300425 FLT
2030-04-25
3.296630
38087750.00
26975856.07
Private Label Collateralized Mortgage Obligations
RESIDENTIAL MTG LN TR 2019-3 B-1 20590925 FLT
2059-09-25
3.810000
4750000.00
4021226.50
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.398070
7462379.00
3369967.09
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2017-2 B-5 20570325 FLT
2057-03-25
5.366260
3791450.00
2808656.38
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-4 B-6 20570525 FLT
2057-05-25
5.303470
6166349.00
3113507.02
Private Label Collateralized Mortgage Obligations
NAAC REPERFORMING TR 2004-R2 A3 20341025 7.5
2034-10-25
7.500000
30000000.00
2533992.90
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1B-1 20391025 FLT
2039-10-25
4.346630
8600000.00
2507952.97
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1M-2 20391025 FLT
2039-10-25
3.046630
5000000.00
3766358.86
Private Label Collateralized Mortgage Obligations
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2040-01-25
2.996630
22589000.00
14168282.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
3.396630
8000000.00
6154659.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2M-2 20310325 FLT
2031-03-25
3.046630
7795000.00
6107973.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
2023-10-25
6.196630
39500000.00
29085905.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
5.346630
36022834.00
29694345.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
549300BL200YC56BUV20
2048-09-25
4.846630
1090000.00
456047.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
8.696630
7000010.00
3365110.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
3.246630
4370000.00
3310673.13
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.147880
3799000.00
3073894.64
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI4 M-2 20481125 FLT
2048-11-25
4.460610
13750000.00
9899612.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 M-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
3.296630
3170000.00
2525267.64
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
3760001.00
3275650.20
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
10647252.00
8273940.49
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2057-08-27
4.750000
10500000.00
7578620.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
3.396630
27500000.00
17799354.27
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
3.246630
44717000.00
35213692.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
5.296630
45000000.00
20313124.72
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
4.696630
500000.00
296999.39
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC02 M-3 20450925 FLT
2045-09-25
3.667720
2148825.00
1871803.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 B 20480225 FLT
2048-02-25
3.728860
6500000.00
3106684.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
4.496630
3000000.00
2172241.31
Private Label Collateralized Mortgage Obligations
ML ALT NT ASEET TR 2007-OAR A-2 20370825 FLT
2037-08-25
1.396630
4000000.00
1116269.31
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR6 B-1 20450425 FLT
2045-04-25
1.846630
23300000.00
6597949.12
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR8 B-1 20450725 FLT
2045-07-25
2.631750
33282.00
8602.59
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR1 1A-1B 20460125 FLT
2046-01-25
3.035850
12208968.00
1223750.54
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR2 B-1 20450125 FLT
2045-01-25
1.476630
15000000.00
3763003.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2C 20291025 FLT
2029-10-25
3.946630
21063342.00
13928593.48
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
5.996630
4281952.00
2195011.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
5.996630
3536000.00
1812622.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2C 20291126 FLT
2029-11-26
3.796630
13884666.00
9085691.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2C 20291126 FLT
2029-11-26
3.796630
5640614.00
3691041.65
Private Label Collateralized Mortgage Obligations
NAAC REPERFORMING TR 2004-R1 A2 20340325 7.5
2034-03-25
7.500000
26000000.00
2057155.94
Private Label Collateralized Mortgage Obligations
CD 2007-CD4 MTG TRUST A-J 20491211 FLT
5493006ZXL5DGZK5G872
2049-12-11
5.398000
64272.00
358.07
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL MTG LN TR 2019 NQM4
2059-09-25
3.737150
2654000.00
2165293.21
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-2 20291025 FLT
2029-10-25
4.396630
11700000.00
9722404.83
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
5.696630
8470000.00
4242220.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA2 M-3 20281127 FLT
2028-11-27
6.096630
9530000.00
8113661.93
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
5.946630
42250000.00
36422218.18
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
4.796630
7808561.00
6099410.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
5.896630
680000.00
333946.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
8.096630
16137000.00
11092599.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
5.196630
21546000.00
13719778.98
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
5.446630
72753879.00
61837870.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
4.546630
63835000.00
54766521.49
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-3 20240925 FLT
2024-09-25
4.696630
31656149.00
26403247.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ1 M-3 20250325 FLT
2025-03-25
4.746630
7000000.00
3743568.39
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
5.396630
11973000.00
5574598.13
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2C 20300725 FLT
2030-07-25
3.196630
16065020.00
11216239.87
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
4.496630
11579000.00
4928015.90
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
3.196630
10000000.00
8051487.72
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2C 20300125 FLT
2030-01-25
3.146630
36825623.00
28152910.32
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
4.546630
9205000.00
3625469.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1M-2C 20300225 FLT
2030-02-25
3.596630
13179089.00
8915633.13
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2C 20290725 FLT
2029-07-25
4.496630
1376244.00
973291.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2C 20290725 FLT
2029-07-25
4.496630
522918.00
369812.02
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
4.496630
3020000.00
2506575.32
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2C 20290925 FLT
2029-09-25
4.596630
22552349.00
15109061.34
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
6.446630
970000.00
523389.15
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2C 20301025 FLT
2030-10-25
3.096630
38856847.00
25082875.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2C 20300826 FLT
2030-08-26
3.146630
69568056.00
45083748.32
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 2M-2 20240725 FLT
2024-07-25
3.846630
1755000.00
930360.95
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
5.246630
22000000.00
9182198.80
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 2M-2 20250225 FLT
2025-02-25
5.496630
7000000.00
1473073.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 2M-2 20250527 FLT
2025-05-27
4.946630
5023000.00
1796569.57
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-1CB 1-A-4 20350325 5.5
2035-03-25
5.500000
14300000.00
2122977.36
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
5.296630
2850000.00
1193733.25
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
5.096630
4843000.00
1986934.89
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
5.046630
18000000.00
7260517.89
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
3.096630
8397000.00
6028920.09
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-R07 1B-1 20310425 FLT
2031-04-25
5.296630
6197000.00
2036518.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2M-2 20390627 FLT
2039-06-27
3.046630
8000000.00
6047854.17
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
6.196630
12842000.00
6922579.90
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-3 20660125 FLT
2066-01-25
4.000000
5542775.00
3357986.77
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-5 20660125 FLT
2066-01-25
4.000000
1380110.00
420476.83
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-IMC1 B-1 20490725 3.9
2049-07-25
3.970000
179628.00
155351.34
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-1 20660125 FLT
2066-01-25
4.000000
3550150.00
2737614.15
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-2 20660125 FLT
2066-01-25
4.000000
4671150.00
3196114.49
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-32T1 A-6 20350825 5.5
2035-08-25
5.500000
11795000.00
2454865.69
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-58 A-2 20351220 FLT
2035-12-20
1.162880
12845000.00
665125.85
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
80131000.00
7489754.68
Private Label Collateralized Mortgage Obligations
CWMBS REPERFORMING 2005-R2 1A-F1 20350625 FLT
2035-06-25
1.286630
841100.00
41419.33
Private Label Collateralized Mortgage Obligations
CWMBS INC 2005-1 1-A-1 20350325 FLT
2035-03-25
1.586630
21927999.00
1035571.92
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A II 2007-1 I-A-1 20470925 FLT
2047-09-25
3.794620
30800000.00
5393401.60
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2007-4 II-2A1 20470625 FLT
2047-06-25
4.053690
11733174.00
1110470.44
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-1 20490927 FLT
2049-09-27
3.946630
9485791.00
3421361.39
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-2 20490927 FLT
2049-09-27
8.446630
10000000.00
4452887.72
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 B-1 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
3.246630
5000000.00
1895520.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 B-2 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
6.196630
11000000.00
3885824.49
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
3.396630
23793000.00
15510824.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-1 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
5.296630
600000.00
245767.66
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 M-2 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
2.996630
6294425.00
5224866.47
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-1 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
5.046630
3250000.00
1328379.34
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 B-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
8.346630
2339092.00
1029771.46
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 B-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
8.346630
4.00
1.76
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-4 M 20580325 FLT
2058-03-25
4.750000
10000000.00
7592923.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
3.096630
5000000.00
3778920.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
4.646630
1268000.00
536496.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
3.446630
10500000.00
5213622.10
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA2 M-3 20280525 FLT
2028-05-25
5.746630
411.00
351.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
7.296630
2649000.00
2300945.70
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2005-2 2-A-1A 20350519 FLT
2035-05-19
1.190000
20.00
1.01
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2007-7 2A-1B 20371025 FLT
2037-10-25
1.946630
6.00
0.75
Private Label Collateralized Mortgage Obligations
GSC CAP CORP MTG TR 2006-2 A-1 20360525 FLT
2036-05-25
1.126630
26300000.00
1419563.52
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R02 2M-2 20400125 FLT
2040-01-25
2.946630
7500000.00
4868430.79
Private Label Collateralized Mortgage Obligations
DEEPHAVEN RES MTG TR 2020-1 B-2 20600125 4.5
2060-01-25
4.539000
3712008.00
3004783.24
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-OA12 A-1C 20460920 FLT
2046-09-20
1.052880
14341000.00
4941976.87
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-22 2-A-3 20370925 6.0
2037-09-25
6.000000
11480000.00
1258646.72
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2020-BXLP E 20361215 FLT
2036-12-15
2.304630
20604268.00
18148018.38
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2020-BXLP B 20361215 FLT
2036-12-15
1.704630
2050.00
1866.68
Private Label Collateralized Mortgage Obligations
CITIMORTGAGE ALT LN TR 2006-A5 IA-13 20361025 FLT
2036-10-25
1.396630
3.00
0.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 M-2 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
2.646630
439000.00
296561.23
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 B-1 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
3.296630
15374754.00
4872189.41
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2020-1 B-5 20500625 FLT
2050-06-25
3.894930
2329000.00
1859614.70
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM TR 2020-NNN E-FL 20370116 FLT
2037-01-16
2.554630
5750612.00
5275464.40
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2005-9 2-A-1C 20350620 FLT
2035-06-20
1.222880
69000.00
3319.25
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2005-11 2-A-1A 20450819 FLT
2045-08-19
1.370000
55000.00
3460.57
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2006-12 2A-1A3 20361219 FLT
2036-12-19
0.990000
10.00
2.79
Private Label Collateralized Mortgage Obligations
HOMEBANC MTG TR 2004-2 M-1 20341225 FLT
2034-12-25
1.921630
5976000.00
196392.12
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 B-2 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
6.046630
6750000.00
2357948.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA2 M-2 20500225 FLT
5493007ZK0X40BI7UF30
2050-02-25
2.796630
5607000.00
3563064.06
Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2007-QS1 II-A-2 20370125 FLT
2037-01-25
1.306630
8964500.00
829425.54
Private Label Collateralized Mortgage Obligations
RESIDENTIAL ASSET 2005-A11CB 1-A-6 20351025 5.5
2035-10-25
5.500000
1.00
0.11
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2020-1 B-4 20500625 FLT
2050-06-25
3.894930
6213000.00
5083445.37
Private Label Collateralized Mortgage Obligations
RESIDENTIAL MTG LN TR 2020-1 B-2 20600125 FLT
2060-01-25
4.665000
2150000.00
1808811.12
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2020- NQM1 B-2 20600125 FLT
2060-01-25
4.524490
1389000.00
1070940.40
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2007-6 2-A1 20370525 FLT
2037-05-25
1.156630
3947000.00
435923.04
Private Label Collateralized Mortgage Obligations
SOFI MTG TR 2016-1 B-4 20461125 FLT
2046-11-25
3.157230
1.00
0.65
Private Label Collateralized Mortgage Obligations
SOFI MTG TR 2016-1 B-5 20461125 FLT
2046-11-25
3.157230
760000.00
420869.78
Private Label Collateralized Mortgage Obligations
SOFI MTG TR 2016-1 B-6 20461125 FLT
2046-11-25
3.157230
1012946.00
438936.79
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2007-OA3 2A-1B 20470425 FLT
2047-04-25
2.725850
5.00
0.38
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
2086300.00
2307755.46
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0050
1087000000.00
1087000000.00
0.0104
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.250000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0MQBK6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLQA6348
2050-01-01
4.000000
4077172.00
4372869.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6602
2050-01-01
3.500000
4890068.00
5241305.49
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6848
2050-01-01
3.500000
10169999.00
10807788.70
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA4393
2049-11-01
4.000000
12494207.00
13331002.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5419
2049-12-01
3.500000
1157927.00
1230748.81
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA5502
2049-12-01
5.000000
67684743.00
71610332.04
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5516
2049-12-01
3.000000
3347388.00
3550029.61
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5717
2049-12-01
3.500000
3212149.00
3405542.74
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6035
2050-01-01
3.500000
3262237.00
3456532.22
Agency Mortgage-Backed Securities
FEPC 03.500 CISB8042
2035-03-01
3.500000
10867469.00
11509037.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8046
2050-02-01
4.000000
2308500.00
2443067.58
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8057
2050-03-01
3.500000
116348101.00
123666706.81
Agency Mortgage-Backed Securities
GNII SF BT5522 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
36946709.00
40646564.75
Agency Mortgage-Backed Securities
GNII SF BT9023 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1000.00
1069.63
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1347
2035-01-01
3.500000
1560982.00
1656323.43
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1326
2035-01-01
3.500000
1108010.00
1178932.53
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6974
2050-02-01
3.500000
8863658.00
9512524.07
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA7267
2050-02-01
4.500000
21541149.00
22893743.67
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA7718
2050-03-01
3.500000
5363667.00
5701066.68
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA7719
2050-03-01
4.000000
3865468.00
4144985.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA7760
2050-03-01
3.500000
288940.00
307115.67
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA7797
2050-03-01
3.500000
7895110.00
8399849.65
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA6036
2050-01-01
4.000000
2220868.00
2378874.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6330
2050-01-01
3.000000
13556554.00
14318113.14
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6324
2050-01-01
3.000000
9723287.00
10279929.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA4694
2049-11-01
4.000000
30128366.00
31842471.68
Agency Mortgage-Backed Securities
GNII SF MA6542 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
3940946.00
4204779.20
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1903
2035-03-01
3.500000
1527356.00
1624614.47
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1904
2035-03-01
3.500000
2094521.00
2226569.38
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1905
2035-03-01
3.500000
2365280.00
2517215.34
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2297
2050-03-01
3.000000
4300000.00
4559747.75
Agency Mortgage-Backed Securities
FEPC 04.500 3PRE6044
2050-03-01
4.500000
5473991.00
5817144.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA5340
2049-12-01
4.000000
12204449.00
13037070.95
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1633
2035-02-01
3.500000
1131020.00
1200010.60
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1639
2035-02-01
3.500000
3542133.00
3765920.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA8141
2050-03-01
3.500000
21954423.00
23606881.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA8150
2050-03-01
3.500000
13626980.00
14484153.38
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA8153
2040-03-01
3.500000
3016707.00
3228605.53
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1259
2034-12-01
3.500000
1276751.00
1350190.01
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1655
2035-02-01
3.500000
1120853.00
1184845.44
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1831
2035-03-01
3.500000
3227677.00
3418237.97
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8058
2050-03-01
4.000000
20357255.00
21829152.39
Agency Mortgage-Backed Securities
GNII SF MA6543 M
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1000.00
1069.77
Agency Mortgage-Backed Securities
GNII SF BT0833 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
405488.00
435483.97
Agency Mortgage-Backed Securities
GNII SF BT1307 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
282411.00
304003.58
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1817
2035-03-01
3.500000
1262938.00
1348821.15
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1833
2035-03-01
3.500000
1634511.00
1745673.55
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1462
2035-01-01
3.500000
1030164.00
1089405.83
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1549
2035-01-01
3.500000
2783813.00
2956879.26
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1551
2035-02-01
3.500000
1599269.00
1695375.58
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1580
2035-02-01
3.500000
1334787.00
1413560.74
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1581
2035-02-01
3.500000
1780035.00
1880350.58
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1591
2035-02-01
3.500000
2952388.00
3137680.81
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1336
2035-01-01
3.500000
3474410.00
3674992.67
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1364
2035-01-01
3.500000
3194768.00
3375466.30
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1384
2035-01-01
3.500000
2014194.00
2141573.87
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1438
2035-01-01
3.500000
1361434.00
1447932.15
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1439
2035-01-01
3.500000
1347404.00
1430330.17
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1416
2035-01-01
3.500000
1990788.00
2107652.88
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2965
2049-02-01
4.000000
1080800.00
1143090.23
Agency Mortgage-Backed Securities
GNII SF MA6338 M
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
15531127.00
16460959.70
Agency Mortgage-Backed Securities
GNII SF MA6409 M
549300M8ZYFG0OCMTT87
2049-12-20
3.000000
235319675.00
249999999.42
Agency Mortgage-Backed Securities
GNII SF MA6474 M
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
43154022.00
45968845.06
Agency Mortgage-Backed Securities
GNII SF MA6475 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
160658257.00
170844644.19
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4357
2049-04-01
4.500000
1159500.00
1242282.60
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4874
2049-04-01
4.500000
7737687.00
8262815.46
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0025
1000000000.00
1000000000.00
0.0096
N
Y
Y
N
FICC BNY
FICC BNY 0.010000%
549300H47WTHXPU08X20
ARP0MRL23
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.500000
450000000.00
458795064.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
450000000.00
468031045.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-31
1.500000
363000000.00
387028613.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
400000000.00
426821094.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
100000000.00
110510958.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
375664700.00
425523298.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
370781000.00
403095550.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
414144000.00
465696062.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
0.500000
401621000.00
439736491.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
353047000.00
384434643.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
420000000.00
456260649.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
2.250000
383900000.00
423595260.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
1.750000
268154700.00
272649240.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
440000000.00
462040920.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
470000000.00
486040853.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
369730000.00
398108890.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
318077400.00
319731402.48
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
6655000000.00
6655000000.00
0.0637
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.010000%
549300HN4UKV1E2R3U73
0001675365
ARP0MRPK9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CLRA2312
2050-03-01
3.500000
232923169.00
249999999.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3990
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.500000
239096406.00
249999999.10
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
2049-10-01
5.000000
215315233.00
174940001.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA2744
2049-09-01
3.000000
245814005.00
249999999.94
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
898000000.00
898000000.00
0.0086
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.000000%
254900Y8NKGV541U8Q32
0001457970
ARP0MRPL7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
2043400.00
2836207.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
525700100.00
850163877.03
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0000
853000000.00
853000000.00
0.0082
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0MRPM5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FRESB MTG TR 2015-SB3 B 20450125 FLT
549300GEP5N0IMB2D553
2045-01-25
8.897250
19276270.00
2437464.22
Agency Collateralized Mortgage Obligation
FRESB MTG TR 2020-SB70 B 20391025 FLT
2039-10-25
3.745240
41272141.00
36505176.59
Agency Collateralized Mortgage Obligation
FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT
2039-06-25
4.361430
44262383.00
35153406.79
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2013-KF02 D 20451225 FLT
2045-12-25
11.265300
94600000.00
18943538.65
Agency Collateralized Mortgage Obligation
FNMA REMIC TRUST 2004-W15 1-A-1 20440825 6.0
549300KIT83OL5QXFU28
2044-08-25
6.000000
16040580.00
751829.12
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KI03 C 20230225 FLT
2023-02-25
9.515250
51310000.00
33991704.77
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2019-KS12 B 20290825 FLT
2029-08-25
3.724880
32500000.00
30851496.43
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KI01 C 20200925 FLT
2020-09-25
9.515250
46175723.00
13739597.06
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2026-09-15
0.00
177000.00
161473.56
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2028-09-15
0.00
70000.00
61551.00
Agency Debentures and Agency Strips
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2030-09-15
0.00
312000.00
262660.32
Agency Debentures and Agency Strips
FNMS 03.000 CTMA3359
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.000000
2065639.00
1808733.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2304
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
3583191.00
2377181.01
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5947
2048-11-01
4.500000
1147416.00
814487.06
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6140
2048-12-01
4.500000
1129513.00
709751.72
Agency Mortgage-Backed Securities
05.000 FGPC Q62009 G
2049-03-01
5.000000
3085758.00
3176861.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ8218
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
3497473.00
1955975.44
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3216
2047-05-01
4.500000
707109.00
385110.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM3295
2047-05-01
4.500000
2114651.00
1859025.98
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL3002
2042-04-01
4.000000
5156661.00
2171527.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN9555
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1935000.00
1964004.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO7786
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1862212.00
1992498.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0588
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2066324.00
2136309.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2148
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2001447.00
1791124.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN2995
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2076512.00
2215149.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN5470
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
2156352.00
1778221.79
Agency Mortgage-Backed Securities
04.000 FGPC Q48697 G
2047-06-01
4.000000
4764685.00
3634022.90
Agency Mortgage-Backed Securities
04.000 FGPC Q50946 G
2047-09-01
4.000000
842662.00
698478.52
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5455
2048-01-01
4.500000
2231110.00
2149452.52
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM8462
2048-10-01
4.500000
2425394.00
2210259.10
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN5068
2049-04-01
4.500000
2876437.00
2810308.78
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN2922
2049-01-01
4.500000
2435776.00
1871581.60
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN3987
2049-03-01
4.500000
2185559.00
2146164.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8692
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1947518.00
1785132.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9136
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3774048.00
3624295.24
Agency Mortgage-Backed Securities
FNMS 03.000 CTBJ3862
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.000000
2749223.00
2334942.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9744
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
7500000.00
3152135.81
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0723
2049-06-01
3.500000
280000.00
289245.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6203
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1506141.00
606772.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
276000.00
160809.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3054168.00
1574182.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
805852.00
437501.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5906
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
804109.00
430728.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6007
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
808534.00
434907.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
1900185.00
789104.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4555
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
700000.00
399100.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4783
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
655000.00
392746.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4886
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
2300000.00
1375954.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4992
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1171000.00
671634.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5056
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
5051351.00
2750893.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8897
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
575000.00
252030.66
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
2027-08-01
6.000000
3025000.00
88573.27
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
2027-10-01
6.000000
2048309.00
29828.52
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
2028-03-01
5.500000
26458.00
513.67
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
2028-10-01
6.000000
2000000.00
47857.73
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
2038-08-01
6.500000
144824.00
10023.93
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
2037-08-01
5.500000
1676450.00
50796.29
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
2046-08-01
3.500000
30508000.00
18888527.20
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
2046-10-01
3.000000
9392853.00
6958659.96
Agency Mortgage-Backed Securities
03.000 FGPC G18706 G
2033-09-01
3.000000
6621196.00
4341612.47
Agency Mortgage-Backed Securities
03.000 FGPC G18712 G
2033-11-01
3.000000
792530.00
572592.36
Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
2034-01-01
3.000000
13002261.00
9869548.33
Agency Mortgage-Backed Securities
03.000 FGPC G18736 G
2034-06-01
3.000000
151506.00
128508.53
Agency Mortgage-Backed Securities
03.500 FGPC G08659 G
2045-08-01
3.500000
921000.00
459421.10
Agency Mortgage-Backed Securities
03.500 FGPC G08676 G
2045-11-01
3.500000
3851024.00
2097356.54
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
2045-12-01
3.500000
12558000.00
6950592.30
Agency Mortgage-Backed Securities
03.500 FGPC G08687 G
2046-01-01
3.500000
210000.00
115679.38
Agency Mortgage-Backed Securities
03.000 FGPC Q13691 G
2042-12-01
3.000000
2698267.00
1304898.03
Agency Mortgage-Backed Securities
03.000 FGPC Q14276 G
2043-01-01
3.000000
2519000.00
1285217.84
Agency Mortgage-Backed Securities
04.500 FGPC Q01903 G
2041-07-01
4.500000
17237672.00
3706182.94
Agency Mortgage-Backed Securities
03.500 FGPC Q04439 G
2041-11-01
3.500000
500000.00
123679.12
Agency Mortgage-Backed Securities
04.500 FGPC G08820 G
2048-05-01
4.500000
16250742.00
10588142.88
Agency Mortgage-Backed Securities
04.500 FGPC G08827 G
2048-07-01
4.500000
2767500.00
1749371.97
Agency Mortgage-Backed Securities
06.500 FGPC G06670 G
2039-09-01
6.500000
175000.00
9237.52
Agency Mortgage-Backed Securities
05.500 FGPC G07703 G
2041-06-01
5.500000
825985.00
193702.55
Agency Mortgage-Backed Securities
05.500 FGPC G07795 G
2041-06-01
5.500000
25132.00
6485.60
Agency Mortgage-Backed Securities
03.500 FGPC G07098 G
2042-07-01
3.500000
3090043.00
863984.42
Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
2042-10-01
3.000000
22000000.00
9877001.14
Agency Mortgage-Backed Securities
03.000 FGPC G07289 G
2042-11-01
3.000000
1000.00
462.88
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
2038-10-01
6.000000
2472559.00
36594.48
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
2038-11-01
5.500000
3776120.00
27580.83
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
2031-03-01
6.500000
522991.00
1347.82
Agency Mortgage-Backed Securities
03.000 FGPC C04482 G
2043-02-01
3.000000
402132.00
225541.29
Agency Mortgage-Backed Securities
03.500 FGPC C03719 G
2041-10-01
3.500000
500000.00
105341.57
Agency Mortgage-Backed Securities
03.000 FGPC Q12445 G
2042-11-01
3.000000
5178.00
1799.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8246
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
38679.00
17652.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9736
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
175000.00
62156.57
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1224
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
5750000.00
2968098.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6023
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
1828232.00
908165.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8840
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
1054536.00
635649.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8282
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
640569.00
412237.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9831
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
30000000.00
20547205.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
59014669.00
18214566.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT6321
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
303287.00
156565.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1650
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
6130000.00
2705932.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3195
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
125000.00
70285.38
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
2037-11-01
6.500000
10259051.00
80722.37
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
2029-09-01
5.000000
2611542.00
73356.90
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
2035-02-01
5.500000
1079270.00
24739.20
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
2039-01-01
6.500000
326933.00
15459.02
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
2039-09-01
6.000000
1149418.00
166336.08
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
2039-11-01
5.500000
1021426.00
231536.31
Agency Mortgage-Backed Securities
05.500 FGPC A90380 G
2039-12-01
5.500000
3331416.00
707993.02
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
2039-12-01
5.500000
1014889.00
157863.11
Agency Mortgage-Backed Securities
05.500 FGPC A90726 G
2040-01-01
5.500000
7112245.00
782042.67
Agency Mortgage-Backed Securities
03.500 FGPC C04060 G
2042-06-01
3.500000
4735000.00
1508742.17
Agency Mortgage-Backed Securities
03.000 FGPC C09008 G
2042-08-01
3.000000
28506.00
12794.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1238
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
4101177.00
2674039.39
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.500000
4203655.00
146974.18
Agency Mortgage-Backed Securities
03.500 FGPC G08623 G
2045-01-01
3.500000
2000.00
880.86
Agency Mortgage-Backed Securities
03.500 FGPC G08667 G
2045-09-01
3.500000
1265000.00
645931.55
Agency Mortgage-Backed Securities
03.500 FGPC G08671 G
2045-10-01
3.500000
150000.00
79656.96
Agency Mortgage-Backed Securities
03.500 FGPC G08641 G
2045-05-01
3.500000
350000.00
178798.47
Agency Mortgage-Backed Securities
03.500 FGPC G08650 G
2045-06-01
3.500000
1175000.00
624130.99
Agency Mortgage-Backed Securities
03.500 FGPC G08654 G
2045-07-01
3.500000
1906000.00
981225.09
Agency Mortgage-Backed Securities
03.000 FGPC G08521 G
2043-01-01
3.000000
2412403.00
1236469.98
Agency Mortgage-Backed Securities
03.500 FGPC G08572 G
2044-02-01
3.500000
85000.00
32559.63
Agency Mortgage-Backed Securities
03.500 FGPC G08554 G
2043-10-01
3.500000
1524768.00
625602.76
Agency Mortgage-Backed Securities
05.000 FGPC G08589 G
2044-05-01
5.000000
379035.00
115400.47
Agency Mortgage-Backed Securities
03.500 FGPC G08599 G
2044-08-01
3.500000
110000.00
44006.50
Agency Mortgage-Backed Securities
03.500 FGPC G08620 G
2044-12-01
3.500000
195000.00
81892.32
Agency Mortgage-Backed Securities
06.000 FGPC G08271 G
2038-05-01
6.000000
4024996.00
128938.60
Agency Mortgage-Backed Securities
05.000 FGPC G08393 G
2040-03-01
5.000000
1027416.00
103388.77
Agency Mortgage-Backed Securities
03.500 FGPC G08488 G
2042-04-01
3.500000
3250000.00
1100626.17
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
6981339.00
135420.32
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
B1V7KEBTPIMZEU4LTD58
2034-07-01
5.500000
1177570.00
67277.55
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
176471.00
4543.89
Agency Mortgage-Backed Securities
FNMS 05.000 CI852932
B1V7KEBTPIMZEU4LTD58
2021-04-01
5.000000
1322616.00
2534.93
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.500000
2093181.00
341467.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAY8841
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
450000.00
260481.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ1938
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
78000.00
52661.81
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5949
2048-11-01
4.500000
1050758.00
745734.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3572
2042-09-01
3.500000
200000.00
85176.64
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3883
2043-12-01
3.500000
500000.00
231912.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4581
2044-09-01
3.500000
150000.00
59136.91
Agency Mortgage-Backed Securities
FNMS 05.000 CI899044
B1V7KEBTPIMZEU4LTD58
2022-02-01
5.000000
880684.00
4074.12
Agency Mortgage-Backed Securities
FNMS 05.500 CI928345
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.500000
2250000.00
25391.29
Agency Mortgage-Backed Securities
FNMS 06.000 CL929959
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
27511.00
2145.82
Agency Mortgage-Backed Securities
FNMS 06.000 CL938394
B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
25935.00
931.78
Agency Mortgage-Backed Securities
03.000 FGPC G08499 G
2042-07-01
3.000000
27667.00
11790.34
Agency Mortgage-Backed Securities
03.500 FGPC G08538 G
2043-07-01
3.500000
1075000.00
516635.36
Agency Mortgage-Backed Securities
03.500 FGPC G08541 G
2043-08-01
3.500000
503003.00
223233.13
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
2048-09-01
4.500000
31000.00
19552.01
Agency Mortgage-Backed Securities
03.000 FGPC V82504 G
2046-07-01
3.000000
10681.00
9291.13
Agency Mortgage-Backed Securities
03.500 FGPC V83709 G
2043-01-01
3.500000
4430091.00
3989267.61
Agency Mortgage-Backed Securities
03.500 FGPC Q23935 G
2043-12-01
3.500000
100000.00
17505.65
Agency Mortgage-Backed Securities
03.000 FGPC Q14935 G
2043-01-01
3.000000
166723.00
78514.72
Agency Mortgage-Backed Securities
03.000 FGPC Q15239 G
2043-02-01
3.000000
4096518.00
2164324.10
Agency Mortgage-Backed Securities
03.500 FGPC Q16644 G
2043-03-01
3.500000
28000.00
14190.59
Agency Mortgage-Backed Securities
03.500 FGPC Q17647 G
2043-04-01
3.500000
4608244.00
1510907.98
Agency Mortgage-Backed Securities
03.500 FGPC Q19384 G
2043-06-01
3.500000
1100000.00
550103.36
Agency Mortgage-Backed Securities
03.500 FGPC Q18615 G
2043-05-01
3.500000
3098106.00
1445797.48
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
2042-08-01
3.000000
159744.00
75087.34
Agency Mortgage-Backed Securities
03.000 FGPC Q10378 G
2042-08-01
3.000000
35389.00
16057.19
Agency Mortgage-Backed Securities
03.000 FGPC Q11553 G
2042-10-01
3.000000
67827.00
34789.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4707
2047-03-01
3.500000
1000000.00
709955.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4754
2048-02-01
3.000000
563776.00
485590.57
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4788
2048-09-01
3.000000
961433.00
840342.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
2045-07-01
3.500000
16000.00
8234.66
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
2045-08-01
3.500000
213000.00
106220.80
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4607
2045-03-01
3.500000
1000000.00
474676.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4610
2045-04-01
3.500000
25000.00
11990.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4614
2045-05-01
3.500000
705247.00
360176.48
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
2045-12-01
3.500000
500000.00
276662.13
Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
2042-12-01
3.000000
4613265.00
2420153.83
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
2043-05-01
3.500000
875000.00
362990.85
Agency Mortgage-Backed Securities
03.500 FGPC C09068 G
2044-11-01
3.500000
15000.00
6423.57
Agency Mortgage-Backed Securities
06.500 FGPC A83780 G
2038-12-01
6.500000
4910174.00
72207.84
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
2038-10-01
5.500000
7041202.00
64703.22
Agency Mortgage-Backed Securities
04.000 FGPC Q62886 G
2049-04-01
4.000000
3609696.00
3489293.85
Agency Mortgage-Backed Securities
03.500 FGPC Q63179 G
2049-04-01
3.500000
19763896.00
18825360.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3214
2042-06-01
3.500000
25000.00
11260.96
Agency Mortgage-Backed Securities
04.500 FGPC A91161 G
2040-02-01
4.500000
12000000.00
1162308.34
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
2040-03-01
5.000000
1201282.00
114099.72
Agency Mortgage-Backed Securities
05.500 FGPC A93514 G
2040-08-01
5.500000
1314047.00
341967.13
Agency Mortgage-Backed Securities
05.500 FGPC A92986 G
2040-07-01
5.500000
2701346.00
200426.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0616
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
1234239.00
521740.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1760
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1206820.00
749787.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1100
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
632059.00
379278.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1442
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
215000.00
140034.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2521
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
135000.00
83819.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7355
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
406641.00
233516.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7336
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
400000.00
252628.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ8655
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1001506.00
569894.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2101
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3584858.00
1665152.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3989
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1150000.00
674248.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL745458
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
14395676.00
311551.17
Agency Mortgage-Backed Securities
03.500 FGPC Q33547 G
2045-05-01
3.500000
250000.00
142399.79
Agency Mortgage-Backed Securities
03.500 FGPC Q34980 G
2045-07-01
3.500000
510000.00
264673.26
Agency Mortgage-Backed Securities
03.500 FGPC Q36667 G
2045-10-01
3.500000
2750000.00
1737580.42
Agency Mortgage-Backed Securities
04.000 FGPC Q37989 G
2045-12-01
4.000000
6437740.00
3647226.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3251
2042-05-01
3.500000
19000.00
10145.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3398
2042-08-01
3.500000
65000.00
35919.42
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3423
2042-08-01
3.500000
100000.00
41795.64
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8469
2044-09-01
3.500000
500000.00
258735.27
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9406
2045-04-01
3.500000
166000.00
109572.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0059
2045-08-01
3.500000
91000.00
55606.53
Agency Mortgage-Backed Securities
03.500 FGPC J27132 G
2029-01-01
3.500000
5179811.00
1741768.08
Agency Mortgage-Backed Securities
03.000 FGPC J40197 G
2034-02-01
3.000000
146957.00
116857.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3084
2042-05-01
3.500000
25000.00
13409.74
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3068
2042-05-01
3.500000
44000.00
23387.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO3377
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
1444717.00
1553645.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5197
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
300000.00
257158.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN1028
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
550000.00
417975.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2396
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
980690.00
977759.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3875
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5127679.00
4601090.45
Agency Mortgage-Backed Securities
FNMS 03.500 CTBM4069
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.500000
2519242.00
2214777.68
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5276
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
3079554.00
2233012.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4655
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
2600000.00
2315171.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4795
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
201000.00
193910.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5078
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1700000.00
1539823.44
Agency Mortgage-Backed Securities
FNMS 05.500 CTBM1118
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
879072.00
320234.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1285
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
190000.00
105784.58
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
1299846.00
130763.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
67550592.00
6614051.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4300
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
58000.00
19189.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5372
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
720000.00
219698.75
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
895378.00
39440.90
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
462653.00
32184.95
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
88557.00
2760.38
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
1107430.00
42565.40
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
36270.00
3258.52
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
50000.00
1739.65
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
26116.00
2658.92
Agency Mortgage-Backed Securities
FNMS 03.000 CL890811
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1402000.00
1291883.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2641
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11000000.00
8089655.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1988
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
3838147.00
3008699.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3112
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1591723.00
1542385.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3197
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6225454.00
5876555.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6573
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
2395000.00
1471610.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6620
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
500000.00
314434.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6879
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
995561.00
528630.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7242
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
580000.00
342812.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7545
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
10750000.00
7256280.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7921
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1600000.00
1171989.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6131
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
150000.00
92947.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7170
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
595000.00
376564.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
600000.00
338618.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6393
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1234816.00
670283.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6395
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
6130000.00
3455237.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6534
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
480000.00
279116.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2993
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
8160000.00
2988227.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4134
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
10920000.00
4279695.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3527
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
473364.00
187697.18
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
905489.00
8527.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3000
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
551000.00
273294.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ5707
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
2097699.00
967012.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO5472
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7737893.00
2862319.72
Agency Mortgage-Backed Securities
FNMS 04.000 CIAO9573
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
912271.00
68764.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP1703
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
252000.00
91354.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2422
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
386000.00
169701.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3667
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1000.00
437.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP6242
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4590000.00
1593370.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7231
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
336000.00
198982.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9407
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
975000.00
568939.22
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL9562
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
1710541.00
950739.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0780
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
3300000.00
1395426.18
Agency Mortgage-Backed Securities
FNMS 06.500 CL256801
B1V7KEBTPIMZEU4LTD58
2037-06-01
6.500000
2230000.00
51192.32
Agency Mortgage-Backed Securities
FNMS 05.500 ZT310175
B1V7KEBTPIMZEU4LTD58
2024-02-01
5.500000
212947.00
54094.59
Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
2275845.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAH2680
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
4000000.00
970004.97
Agency Mortgage-Backed Securities
FNMS 05.500 CT254634
B1V7KEBTPIMZEU4LTD58
2023-02-01
5.500000
5000000.00
31772.67
Agency Mortgage-Backed Securities
FNMS 05.500 CT254832
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.500000
29470655.00
367460.95
Agency Mortgage-Backed Securities
FNMS 05.500 CT254916
B1V7KEBTPIMZEU4LTD58
2023-09-01
5.500000
5000000.00
79765.08
Agency Mortgage-Backed Securities
FNMS 05.500 CT254963
B1V7KEBTPIMZEU4LTD58
2023-10-01
5.500000
3420083.00
50091.45
Agency Mortgage-Backed Securities
FNMS 05.500 CT255251
B1V7KEBTPIMZEU4LTD58
2024-05-01
5.500000
2000000.00
45763.88
Agency Mortgage-Backed Securities
FNMS 05.500 CT255321
B1V7KEBTPIMZEU4LTD58
2024-07-01
5.500000
2525650.00
53532.14
Agency Mortgage-Backed Securities
FNMS 05.500 CT254800
B1V7KEBTPIMZEU4LTD58
2023-07-01
5.500000
74847844.00
985190.53
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
2046-11-01
3.000000
5690341.00
4295805.16
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
2046-06-01
3.500000
18715000.00
11205105.20
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
2037-10-01
6.000000
4752815.00
71600.41
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
2038-07-01
5.500000
9724436.00
280117.15
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
2038-07-01
5.500000
7395477.00
279874.95
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
2039-04-01
6.500000
678637.00
19821.54
Agency Mortgage-Backed Securities
03.500 FGPC G06784 G
2041-10-01
3.500000
8000000.00
1969588.00
Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
2042-01-01
4.000000
16629581.00
6024692.26
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
2040-05-01
5.500000
156000.00
7655.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK1081
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
10027586.00
2679077.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK5035
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
13654237.00
1096379.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7348
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
275000.00
94532.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLAK7581
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
2375000.00
1216415.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
251000.00
24591.31
Agency Mortgage-Backed Securities
FNMS 06.000 CLAI2335
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
2293733.00
678969.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI8465
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
3406177.00
934216.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
4059613.00
2556632.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1889
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
1377853.00
888776.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1890
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
2699234.00
1953315.57
Agency Mortgage-Backed Securities
FNMS 05.500 CT255361
B1V7KEBTPIMZEU4LTD58
2024-08-01
5.500000
9107425.00
202618.87
Agency Mortgage-Backed Securities
FNMS 05.500 CT255408
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.500000
5300000.00
108461.08
Agency Mortgage-Backed Securities
04.500 FGPC G08843 G
2048-10-01
4.500000
494754.00
321103.17
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
2048-12-01
4.500000
2000.00
1176.66
Agency Mortgage-Backed Securities
04.500 FGPC G08858 G
2049-01-01
4.500000
3000.00
1621.13
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
2035-03-01
5.500000
12768317.00
462947.95
Agency Mortgage-Backed Securities
06.500 FGPC G08066 G
2035-06-01
6.500000
761000.00
32264.32
Agency Mortgage-Backed Securities
06.000 FGPC G06534 G
2038-12-01
6.000000
748357.00
33060.28
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
2038-01-01
5.500000
1474015.00
28763.01
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
2038-02-01
6.000000
4311563.00
123505.61
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
2039-01-01
5.500000
1346434.00
25810.10
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
2038-06-01
5.500000
1666505.00
43522.51
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
2038-09-01
5.500000
8993829.00
161932.46
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
2038-11-01
6.500000
1625363.00
21557.32
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
2036-12-01
5.500000
9468237.00
154851.33
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
2037-08-01
5.500000
16012676.00
282000.80
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
2037-12-01
6.500000
603821.00
19522.27
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
2037-03-01
5.500000
3622490.00
69716.21
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
2037-11-01
6.000000
18276751.00
335568.94
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
2038-02-01
5.500000
9315187.00
155347.15
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
2037-12-01
6.000000
4003599.00
28526.84
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
2038-05-01
5.500000
2000000.00
22452.34
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
400031.00
15129.94
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL3197
B1V7KEBTPIMZEU4LTD58
2026-06-01
5.000000
1281351.00
49935.85
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
751292.00
3068.24
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
42112.80
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
341017.00
23481.61
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1704
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
152440.53
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1731147.00
145273.78
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
67466.00
4153.74
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
182783.00
7233.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ7680
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
4200000.00
1186694.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ9278
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
10325000.00
2940962.76
Agency Mortgage-Backed Securities
04.500 FGPC Q57426 G
2048-07-01
4.500000
25000.00
18187.65
Agency Mortgage-Backed Securities
05.000 FGPC Q58591 G
2048-09-01
5.000000
2233722.00
1511993.20
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
2043-12-01
4.500000
418000.00
161935.70
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
2041-11-01
4.500000
179163.00
68267.52
Agency Mortgage-Backed Securities
03.500 FGPC G60136 G
2043-12-01
3.500000
1740000.00
1123735.22
Agency Mortgage-Backed Securities
03.000 FGPC Q43733 G
2046-10-01
3.000000
1000000.00
759391.13
Agency Mortgage-Backed Securities
03.000 FGPC Q44663 G
2046-11-01
3.000000
508840.00
403094.15
Agency Mortgage-Backed Securities
03.500 FGPC Q45219 G
2045-01-01
3.500000
1250000.00
907172.51
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
2048-03-01
4.000000
3461000.00
2961676.97
Agency Mortgage-Backed Securities
04.000 FGPC Q60732 G
2048-12-01
4.000000
1748541.00
1866472.43
Agency Mortgage-Backed Securities
04.000 FGPC Q61236 G
2049-02-01
4.000000
3718992.00
3514671.90
Agency Mortgage-Backed Securities
04.000 FGPC Q61301 G
2049-02-01
4.000000
1105769.00
975666.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3803
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2800000.00
2239006.39
Agency Mortgage-Backed Securities
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
482433.00
296140.26
Agency Mortgage-Backed Securities
03.500 FGPC Q37204 G
2045-11-01
3.500000
955630.00
501393.07
Agency Mortgage-Backed Securities
03.500 FGPC Q39646 G
2046-04-01
3.500000
5000000.00
2916047.94
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
2044-05-01
4.500000
863747.00
568629.33
Agency Mortgage-Backed Securities
03.500 FGPC Q28431 G
2044-09-01
3.500000
1400000.00
722926.50
Agency Mortgage-Backed Securities
03.500 FGPC Q31087 G
2045-02-01
3.500000
12222000.00
5014780.68
Agency Mortgage-Backed Securities
03.500 FGPC Q31356 G
2045-02-01
3.500000
30000.00
20894.57
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
2040-11-01
5.000000
881287.00
377123.00
Agency Mortgage-Backed Securities
03.500 FGPC Q32117 G
2045-03-01
3.500000
5540806.00
3026214.05
Agency Mortgage-Backed Securities
03.000 FGPC Q20569 G
2043-08-01
3.000000
5000.00
2878.64
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
2039-12-01
5.500000
1032642.00
324557.50
Agency Mortgage-Backed Securities
04.000 FGPC V81757 G
2045-05-01
4.000000
22439621.00
11737495.76
Agency Mortgage-Backed Securities
04.000 FGPC G60344 G
2045-12-01
4.000000
540000.00
312411.13
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
2046-01-01
4.500000
352675.00
144097.43
Agency Mortgage-Backed Securities
03.500 FGPC G61720 G
2044-01-01
3.500000
90000.00
80407.76
Agency Mortgage-Backed Securities
03.500 FGPC G61721 G
2046-11-01
3.500000
380000.00
316693.87
Agency Mortgage-Backed Securities
04.000 FGPC G61761 G
2046-01-01
4.000000
13822918.00
12631308.61
Agency Mortgage-Backed Securities
03.500 FGPC G60963 G
2044-12-01
3.500000
497957.00
365132.02
Agency Mortgage-Backed Securities
FNMS 06.500 CT254191
B1V7KEBTPIMZEU4LTD58
2021-12-01
6.500000
2494024.00
5291.35
Agency Mortgage-Backed Securities
FNMS 06.500 CT254375
B1V7KEBTPIMZEU4LTD58
2022-07-01
6.500000
1200000.00
3928.73
Agency Mortgage-Backed Securities
FNMS 05.500 CT254501
B1V7KEBTPIMZEU4LTD58
2022-09-01
5.500000
8656655.00
29822.96
Agency Mortgage-Backed Securities
FNMS 05.500 CT254587
B1V7KEBTPIMZEU4LTD58
2022-12-01
5.500000
5525050.00
29562.18
Agency Mortgage-Backed Securities
FNMS 05.500 CT254589
B1V7KEBTPIMZEU4LTD58
2022-11-01
5.500000
13054304.00
71642.91
Agency Mortgage-Backed Securities
FNMS 06.500 CT253802
B1V7KEBTPIMZEU4LTD58
2021-05-01
6.500000
500000.00
341.24
Agency Mortgage-Backed Securities
FNMS 05.500 CT254723
B1V7KEBTPIMZEU4LTD58
2023-05-01
5.500000
6000000.00
54878.66
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
1100000.00
11737.69
Agency Mortgage-Backed Securities
03.500 FGPC G61195 G
2044-08-01
3.500000
236000.00
187944.70
Agency Mortgage-Backed Securities
04.500 FGPC G61578 G
2048-08-01
4.500000
22000000.00
15314057.67
Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
2045-07-01
4.500000
9956295.00
8792899.32
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
2049-02-01
5.500000
979534.00
588767.61
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
2047-10-01
3.000000
21281788.00
19719128.18
Agency Mortgage-Backed Securities
03.500 FGPC G62009 G
2046-08-01
3.500000
389107.00
359953.35
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1295
2048-11-01
4.000000
159745.00
138718.60
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3526
2049-02-01
3.000000
1088255.00
1126415.41
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2844
2049-01-01
4.000000
12032537.00
7283410.50
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0948
2046-04-01
3.500000
1500000.00
874568.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1028
2046-04-01
3.500000
1750000.00
1077467.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2662
2047-02-01
3.500000
290000.00
207132.48
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2184
2046-11-01
3.500000
770274.00
777487.03
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
2037-09-01
5.500000
3126597.00
69664.61
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
2036-12-01
5.500000
9445341.00
167197.46
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
2027-12-01
6.000000
2400.00
111.33
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
2037-06-01
6.000000
10272321.00
127846.33
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
2037-10-01
6.500000
583557.00
5418.60
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
2037-11-01
6.500000
615384.00
25454.45
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
2037-10-01
6.500000
569374.00
6644.55
Agency Mortgage-Backed Securities
03.500 FGPC G07295 G
2042-05-01
3.500000
18590513.00
7691123.09
Agency Mortgage-Backed Securities
03.000 FGPC G07306 G
2043-02-01
3.000000
171936.00
86305.21
Agency Mortgage-Backed Securities
03.500 FGPC G07664 G
2043-08-01
3.500000
1260000.00
642341.50
Agency Mortgage-Backed Securities
04.500 FGPC G08818 G
2048-06-01
4.500000
3148000.00
2036702.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5108
2049-04-01
3.000000
895289.00
869852.51
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN6177
2049-06-01
3.000000
4910900.00
4495378.90
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1195
2042-05-01
3.500000
45000.00
23747.77
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1843
2024-08-01
5.500000
713490.00
11830.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4615
2045-12-01
3.500000
257708.00
201007.91
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3204
2049-02-01
4.000000
180000.00
164987.22
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4288
2049-03-01
3.000000
230330.00
215862.00
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4984
2049-04-01
3.000000
7219026.00
6704174.63
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5045
2049-04-01
3.000000
148647.00
86918.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
2047-08-01
3.500000
970000.00
747552.40
Agency Mortgage-Backed Securities
03.500 FGPC Q07786 G
2042-04-01
3.500000
14563788.00
6003943.47
Agency Mortgage-Backed Securities
03.000 FGPC Q08511 G
2042-05-01
3.000000
158320.00
64058.96
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1320
2048-11-01
4.000000
155246.00
99912.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
2048-10-01
3.000000
11034161.00
9613428.88
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
2049-01-01
4.500000
13055551.00
7051988.91
Agency Mortgage-Backed Securities
FEPC 05.500 CTZT1807
2030-06-01
5.500000
24176425.00
18696752.33
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT2090
2049-06-01
3.000000
442222.00
393998.76
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
2041-05-01
4.500000
1440781.00
174888.95
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4792
2048-09-01
5.000000
1424791.00
859867.84
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9507
2045-10-01
3.500000
35000.00
26355.01
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
2048-10-01
4.000000
898290.00
586968.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0715
2048-09-01
3.000000
549904.00
481157.89
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
26500000.00
23683915.46
Agency Mortgage-Backed Securities
FEPC 03.500 ZLZT1237
2043-04-01
3.500000
2000.00
999.70
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4651
2046-03-01
3.500000
2937941.00
1610066.73
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4689
2046-11-01
3.500000
1000.00
639.23
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
2046-09-01
3.500000
1000000.00
619204.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4439
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
5750000.00
4647667.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7485
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
20335638.00
17016735.73
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7660
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
356688.00
255389.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9008
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
2126716.00
2134355.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
21337379.00
20350843.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2854
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
8534238.00
7044000.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4603
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2008442.00
1467185.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5849
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
750000.00
784724.05
Agency Mortgage-Backed Securities
FNMS 06.000 CLBD6887
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
152062.00
61857.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD8997
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
68000.00
49969.53
Agency Mortgage-Backed Securities
FNMS 03.500 CTBE7491
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.500000
5122690.00
3724950.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
6370150.63
Agency Mortgage-Backed Securities
03.500 FGPC Q06884 G
2042-03-01
3.500000
2314492.00
881501.32
Agency Mortgage-Backed Securities
03.500 FGPC Q07758 G
2042-04-01
3.500000
6750000.00
2985560.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8284
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
539573.00
575901.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0862
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
13600000.00
10462532.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0237
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
16500000.00
11138581.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
26328260.00
21658004.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2495
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
113000.00
64669.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2522
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1835000.00
1049916.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2549
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
4191182.00
2236624.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
97000.00
60955.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2864
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1412969.00
985632.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
3233356.00
2320440.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6228
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
183000.00
88005.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5469
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
692184.00
218749.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7965
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
265000.00
108796.02
Agency Mortgage-Backed Securities
FNMS 03.500 GLAB8675
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
2555608.00
615430.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1315430.00
536041.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
22862795.00
753937.59
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB0943
B1V7KEBTPIMZEU4LTD58
2020-08-01
4.000000
5964684.00
6562.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3358
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1539200.00
986535.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
408000.00
262247.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
20000000.00
20954145.98
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0801
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
10608428.00
606317.10
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0286
B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
683720.00
16211.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2929
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1000000.00
713409.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3120
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
6921999.00
5416999.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
3708906.00
2930702.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7724818.00
6136911.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
30116000.00
21694876.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3250397.00
2636539.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2229
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1800000.00
899847.82
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
2364120.00
27774.38
Agency Mortgage-Backed Securities
FNMS 06.000 CL889455
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
19058057.00
383508.43
Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
18808790.00
419247.41
Agency Mortgage-Backed Securities
FNMS 05.500 CI889985
B1V7KEBTPIMZEU4LTD58
2023-11-01
5.500000
2450000.00
34212.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2375
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
19339000.00
13629244.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
18000000.00
15295673.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3474
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
13021075.00
12452120.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2960
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
2215000.00
1595391.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3941
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
14998415.00
15401948.80
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
10147060.00
495972.01
Agency Mortgage-Backed Securities
FNMS 06.500 CLAE0443
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1198846.00
55879.31
Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0552
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
597400.00
20486.28
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
33917394.00
6702629.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
1271309.00
350853.94
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
422852.00
10528.63
Agency Mortgage-Backed Securities
FNMS 05.500 CL735178
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
398455.00
12573.74
Agency Mortgage-Backed Securities
FNMS 06.000 CT745407
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
5765942.00
121281.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU9831
B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
250000.00
57943.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9187
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
26798000.00
11119431.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9011
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
232801.00
32278.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY3376
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1000000.00
492944.39
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM1865
B1V7KEBTPIMZEU4LTD58
2029-01-01
6.000000
1363400.00
782976.77
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
15534000.00
10956397.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3612
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
116000.00
86821.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3600000.00
3063831.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLBH5765
B1V7KEBTPIMZEU4LTD58
2047-11-01
5.000000
9878467.00
6326478.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3218
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
723480.00
575187.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
2802240.00
1418844.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6958
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
684740.00
520315.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1215
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3272047.00
2371181.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1437
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
4000853.00
2249452.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2440
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
300000.00
220781.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0281
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
163000.00
128368.73
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
1023000000.00
1023000000.00
0.0098
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0MRPN3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-30
1.875000
42195000.00
42577603.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.000000
38457400.00
38822514.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
38824000.00
42588812.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
48832000.00
50295275.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
40690100.00
42374181.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
39753500.00
40987225.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
37606900.00
39026817.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
42589200.00
43875657.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.375000
37944200.00
38203046.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
38761100.00
41344795.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
1.125000
43017900.00
43635137.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
41936400.00
45136851.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
43150100.00
48168697.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
688600.00
746986.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
2.750000
43291800.00
43865156.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
46399400.00
50664177.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
43702400.00
49266236.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
39221600.00
42667786.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
41494100.00
44693153.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
25034200.00
37644855.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
31100800.00
43167433.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
35465700.00
45091441.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
1.500000
45088000.00
45420045.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
46495300.00
47337262.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
39443200.00
41023649.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
49043200.00
49915565.25
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
1077000000.00
1077000000.00
0.0103
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.020000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0MRPS2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2029-03-15
7.000000
21.00
6.55
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2050-01-25
2.500000
1018240.00
1049725.88
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2059-08-25
1.446630
6242096.00
5373310.48
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2031-04-09
3.740000
10000.00
10377.41
Agency Debentures and Agency Strips
GNMI SP 784927 X
549300M8ZYFG0OCMTT87
2049-02-15
4.500000
74585732.00
81936901.75
Agency Mortgage-Backed Securities
GNAR AS 082937 M
549300M8ZYFG0OCMTT87
2041-09-20
3.250000
500000.00
64377.33
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-06
0.00
11877700.00
11872853.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-15
8.750000
1100.00
1148.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
5550000.00
6253408.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
38958300.00
42676820.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
200.00
212.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
68957500.00
74236173.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
200.00
205.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
640300.00
687352.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
3808000.00
3926360.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
4638500.00
4806579.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
7999800.00
8748960.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
33881100.00
35372295.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
9999700.00
10362564.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
1038000.00
1086885.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
150178100.00
156345624.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
53012200.00
55717405.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
16478200.00
17892550.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
2.125000
100.00
110.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
8.750000
5903700.00
6158971.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-11-15
3.000000
200.00
275.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
6118600.00
7152280.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
2.875000
38485400.00
41906944.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
100.00
112.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
34705000.00
36279241.68
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
597000000.00
597000000.00
0.0057
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MRPT0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2020-08-04
1.390000
15000000.00
15031662.50
Agency Debentures and Agency Strips
GNII SF BQ1312 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
14941.00
16101.33
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2321
2050-03-01
3.000000
27242.00
28738.06
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2003
2027-05-01
6.000000
676098.00
29068.42
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4467
2044-05-01
3.500000
44300.00
27187.29
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6357
2050-01-01
3.000000
27670.00
28960.36
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1857
2049-12-01
3.000000
28247.00
29340.52
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI7667
2038-06-01
5.500000
935275.00
12094.12
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK3623
2026-10-01
3.500000
1500000.00
210092.16
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2619
2047-02-01
4.000000
18355712.00
12225028.76
Agency Mortgage-Backed Securities
03.500 FGPC G16128 G
2030-12-01
3.500000
5000000.00
2371676.86
Agency Mortgage-Backed Securities
04.000 FGPC J12604 G
2025-07-01
4.000000
38492700.00
1907289.97
Agency Mortgage-Backed Securities
GNII SF BJ2415 C
549300M8ZYFG0OCMTT87
2043-11-20
3.500000
48207.00
29075.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1216
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
1164094.00
772742.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2205
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
18356224.00
12435428.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1991
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
500000.00
465786.46
Agency Mortgage-Backed Securities
GNII SF MA5264 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
163667000.00
106378421.12
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS7639
2031-06-01
3.000000
46400.00
29098.27
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS9174
2029-01-01
6.000000
1934292.00
616231.95
Agency Mortgage-Backed Securities
03.000 FGPC J17832 G
2027-01-01
3.000000
140359.00
27921.49
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8774
2039-05-01
5.000000
753780.00
32552.63
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN1436
2048-11-01
5.000000
41738.00
27934.45
Agency Mortgage-Backed Securities
03.000 FGPC M30382 G
2033-05-01
3.000000
1013000.00
727918.01
Agency Mortgage-Backed Securities
GNMI SF BF2190 X
549300M8ZYFG0OCMTT87
2048-02-15
4.500000
658629.00
465102.28
Agency Mortgage-Backed Securities
GNII SF MA6154 M
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
109342080.00
113586455.52
Agency Mortgage-Backed Securities
GNMI SP 784353 X
549300M8ZYFG0OCMTT87
2046-06-15
4.000000
68031.00
36158.37
Agency Mortgage-Backed Securities
GNII SF MA6219 M
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
235191296.00
245513832.28
Agency Mortgage-Backed Securities
GNII SF MA5468 M
549300M8ZYFG0OCMTT87
2048-09-20
5.000000
1425900.00
764269.86
Agency Mortgage-Backed Securities
GNMI SP 784025 X
549300M8ZYFG0OCMTT87
2044-05-15
4.500000
43569.00
28575.54
Agency Mortgage-Backed Securities
05.000 FGPC G08854 G
2048-12-01
5.000000
44840.00
27425.00
Agency Mortgage-Backed Securities
06.000 FGPC C90936 G
2025-10-01
6.000000
986758.00
29139.80
Agency Mortgage-Backed Securities
06.000 FGPC C90970 G
2026-05-01
6.000000
39300000.00
1049218.06
Agency Mortgage-Backed Securities
GNMI SF 735348 X
549300M8ZYFG0OCMTT87
2040-02-15
4.500000
499995.00
39471.85
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
500000000.00
500000000.00
0.0048
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MRPU7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.000 FGPC G04333 G
2038-04-01
5.000000
855000.00
57766.60
Agency Mortgage-Backed Securities
07.000 FGPC G01391 G
2032-04-01
7.000000
37058304.00
134923.21
Agency Mortgage-Backed Securities
GNCL CL BH4328
549300M8ZYFG0OCMTT87
2060-11-15
4.190000
12614352.00
14221138.72
Agency Mortgage-Backed Securities
GNCL CL BF8988
549300M8ZYFG0OCMTT87
2060-12-15
3.980000
1150798.00
1290825.57
Agency Mortgage-Backed Securities
GNPL PN BD4445
549300M8ZYFG0OCMTT87
2059-11-15
4.150000
143026.00
163757.94
Agency Mortgage-Backed Securities
GNPL PN BO1690
549300M8ZYFG0OCMTT87
2060-04-15
3.240000
52437300.00
57545689.33
Agency Mortgage-Backed Securities
GNCL CL BO7716
549300M8ZYFG0OCMTT87
2061-10-15
3.450000
259785.00
271225.67
Agency Mortgage-Backed Securities
GNPL PN BJ5718
549300M8ZYFG0OCMTT87
2060-03-15
3.400000
10000000.00
11050393.33
Agency Mortgage-Backed Securities
GNPL PN BO1688
549300M8ZYFG0OCMTT87
2055-03-15
2.940000
13770200.00
14820728.56
Agency Mortgage-Backed Securities
GNCL CL BK6685
549300M8ZYFG0OCMTT87
2061-06-15
4.280000
9867136.00
11014088.60
Agency Mortgage-Backed Securities
GNCL CL BK1184
549300M8ZYFG0OCMTT87
2061-06-15
4.180000
1321764.00
1478032.63
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA2159
2030-04-01
5.000000
509184.00
43263.31
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1766
2023-04-01
5.000000
5000000.00
43468.24
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2084
2038-04-01
5.500000
4248640.00
80600.54
Agency Mortgage-Backed Securities
GNCL CL BI7729
549300M8ZYFG0OCMTT87
2060-10-15
4.250000
7346520.00
8232434.40
Agency Mortgage-Backed Securities
GNCL CL BH4352
549300M8ZYFG0OCMTT87
2060-06-15
4.230000
4218720.00
4750198.56
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM9549
B1V7KEBTPIMZEU4LTD58
2023-09-01
2.730000
339000.00
328765.59
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7955
2048-09-01
4.000000
15239632.00
14178361.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5535
2049-12-01
3.500000
7086416.00
7198537.30
Agency Mortgage-Backed Securities
FNAR XX.XXX WT183092
B1V7KEBTPIMZEU4LTD58
2022-10-01
3.575000
5015744.00
23059.13
Agency Mortgage-Backed Securities
03.000 FGPC G31021 G
2037-07-01
3.000000
5000000.00
3822344.53
Agency Mortgage-Backed Securities
GNPL PN 627554
549300M8ZYFG0OCMTT87
2040-05-15
5.050000
7795824.00
6174989.86
Agency Mortgage-Backed Securities
GNCL CL AY9779
549300M8ZYFG0OCMTT87
2059-06-15
3.470000
29779616.00
32166918.77
Agency Mortgage-Backed Securities
GNCL CL AR3423
549300M8ZYFG0OCMTT87
2059-09-15
3.300000
2224132.00
2341717.41
Agency Mortgage-Backed Securities
GNCL CL AT8524
549300M8ZYFG0OCMTT87
2061-03-15
4.450000
8142208.00
9161940.84
Agency Mortgage-Backed Securities
GNPL PN BT0961
549300M8ZYFG0OCMTT87
2055-04-15
2.875000
19520000.00
20914798.35
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8046
2050-02-01
4.000000
78785664.00
83378255.01
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0429
2047-11-01
4.000000
18615840.00
17202107.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN5586
B1V7KEBTPIMZEU4LTD58
2024-07-01
2.595000
19945300.00
21220831.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC0442
B1V7KEBTPIMZEU4LTD58
2045-12-01
2.862000
150000.00
57203.75
Agency Mortgage-Backed Securities
GNPL LM BS2019
549300M8ZYFG0OCMTT87
2052-06-15
3.190000
7287430.00
7634911.67
Agency Mortgage-Backed Securities
FEPC 06.000 CLZJ3608
2029-05-01
6.000000
1009168.00
10326.69
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2630
2047-02-01
4.000000
1877586.00
1523559.80
Agency Mortgage-Backed Securities
FEPC 05.000 CLZJ0532
2040-10-01
5.000000
222780.00
16091.90
Agency Mortgage-Backed Securities
07.500 FGPC G01131 G
2030-09-01
7.500000
2187040.00
1973.43
Agency Mortgage-Backed Securities
05.000 FGPC G11933 G
2021-04-01
5.000000
2245000.00
5058.47
Agency Mortgage-Backed Securities
GNCL CL BF6188
549300M8ZYFG0OCMTT87
2060-01-15
3.950000
40221824.00
45004829.02
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI9232
2031-01-01
6.000000
642048.00
55203.50
Agency Mortgage-Backed Securities
04.500 FGPC G18327 G
2024-10-01
4.500000
1850000.00
58858.94
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7688
2048-08-01
4.000000
5000000.00
4089488.04
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN2802
2049-01-01
4.500000
60304896.00
52688875.81
Agency Mortgage-Backed Securities
05.000 FGPC G15946 G
2026-06-01
5.000000
330000.00
25937.45
Agency Mortgage-Backed Securities
04.500 FGPC G07353 G
2041-09-01
4.500000
24681408.00
8997745.86
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2269
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.240000
1245000.00
1269460.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9922
2047-01-01
3.500000
41033728.00
35871991.02
Agency Mortgage-Backed Securities
GNII SF MA6219 M
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
4281344.00
4469252.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD4487
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.655000
4837768.00
231769.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6553
2048-05-01
4.000000
10193440.00
9676299.43
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
500000000.00
500000000.00
0.0048
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MRPV5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
2.125 FHLB 22 SJ
2549001DPIFGXC1TOL40
2022-06-10
2.125000
1595000.00
1664835.61
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2028-11-06
6.180000
80000.00
113723.73
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2026-02-06
5.200000
858000.00
1079776.22
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2027-10-25
5.700000
455000.00
618897.37
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2022-01-13
2.375000
60000.00
62350.43
Agency Debentures and Agency Strips
Freddie Mac
2549001DPIFGXC1TOL40
2033-08-09
4.000000
1000000.00
1036486.78
Agency Debentures and Agency Strips
4.00 FHLB 28 KG
2549001DPIFGXC1TOL40
2028-12-08
4.000000
525000.00
647632.42
Agency Debentures and Agency Strips
3.04 FHLB 27 VS
2549001DPIFGXC1TOL40
2027-06-09
3.040000
8915000.00
10231993.14
Agency Debentures and Agency Strips
3.70 FHLB 35 Q
2549001DPIFGXC1TOL40
2035-06-22
3.700000
95000.00
121311.68
Agency Debentures and Agency Strips
3.125 FHLB 25 YI
2549001DPIFGXC1TOL40
2025-12-12
3.125000
85000.00
97287.75
Agency Debentures and Agency Strips
GNCL CL AQ9304
549300M8ZYFG0OCMTT87
2059-12-15
3.740000
33928192.00
37404632.88
Agency Mortgage-Backed Securities
GNCL CL AQ9308
549300M8ZYFG0OCMTT87
2060-06-15
3.740000
35606528.00
39983875.86
Agency Mortgage-Backed Securities
GNPL PN AS8522
549300M8ZYFG0OCMTT87
2058-02-15
3.440000
50035.00
55410.64
Agency Mortgage-Backed Securities
GNPL PN AU7412
549300M8ZYFG0OCMTT87
2058-03-15
3.530000
4403360.00
4800719.01
Agency Mortgage-Backed Securities
GNPL PN AV8298
549300M8ZYFG0OCMTT87
2058-10-15
3.850000
354719.00
398993.72
Agency Mortgage-Backed Securities
GNCL CL BP0810
549300M8ZYFG0OCMTT87
2061-08-15
3.650000
185514.00
197314.11
Agency Mortgage-Backed Securities
02.500 FGPC G15606 G
2028-08-01
2.500000
7000000.00
3207688.32
Agency Mortgage-Backed Securities
GNPL PN BB5084
549300M8ZYFG0OCMTT87
2059-11-15
3.590000
26428864.00
29221084.25
Agency Mortgage-Backed Securities
04.000 FGPC U93168 G
2046-06-01
4.000000
1063410.00
829089.24
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1873
2025-02-01
5.500000
1440000.00
47201.59
Agency Mortgage-Backed Securities
GNCL CS BH5684
549300M8ZYFG0OCMTT87
2060-05-15
7.250000
110233.00
130296.25
Agency Mortgage-Backed Securities
GNCL CL BH6875
549300M8ZYFG0OCMTT87
2060-06-15
4.080000
727166.00
819196.13
Agency Mortgage-Backed Securities
GNCL CL BI4547
549300M8ZYFG0OCMTT87
2060-10-15
4.200000
112134.00
126178.22
Agency Mortgage-Backed Securities
GNCL CL BO0374
549300M8ZYFG0OCMTT87
2061-06-15
3.630000
550854.00
592995.43
Agency Mortgage-Backed Securities
GNPL PN BO1692
549300M8ZYFG0OCMTT87
2055-03-15
2.750000
3152000.00
3391027.72
Agency Mortgage-Backed Securities
GNCL CL BA9335
549300M8ZYFG0OCMTT87
2059-05-15
3.500000
32939200.00
35697254.11
Agency Mortgage-Backed Securities
GNCL CL BB3021
549300M8ZYFG0OCMTT87
2060-05-15
3.500000
39800128.00
43481586.77
Agency Mortgage-Backed Securities
GNCL CL BK8822
549300M8ZYFG0OCMTT87
2061-11-15
3.520000
4228112.00
4437726.29
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9067
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.510000
125000.00
144229.38
Agency Mortgage-Backed Securities
GNII SF MA5795 M
549300M8ZYFG0OCMTT87
2033-04-20
5.500000
270994.00
153043.24
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2258
B1V7KEBTPIMZEU4LTD58
2042-07-01
4.465000
37166720.00
2854536.78
Agency Mortgage-Backed Securities
FNAR XX.XXX WS683642
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.715000
46053440.00
231775.70
Agency Mortgage-Backed Securities
FNAR XX.XXX LB813105
B1V7KEBTPIMZEU4LTD58
2035-02-01
4.383000
13066336.00
350849.25
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2875
2035-07-01
5.500000
79951.00
5178.73
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS9512
2041-06-01
5.500000
3200000.00
1309453.61
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2317
2038-09-01
5.500000
1782902.00
33850.64
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2515
2038-12-01
5.500000
2405132.00
47603.92
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1927
2026-03-01
5.000000
1866636.00
45384.74
Agency Mortgage-Backed Securities
02.500 FGPC J22125 G
2028-02-01
2.500000
54835.00
16656.36
Agency Mortgage-Backed Securities
06.500 FGPC A55970 G
2036-11-01
6.500000
108000.00
19956.44
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI2606
2034-10-01
5.000000
1500000.00
46683.17
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI1941
2034-11-01
5.000000
1447504.00
100760.54
Agency Mortgage-Backed Securities
FEPC 07.000 CLZI3188
2035-02-01
7.000000
1328616.00
216899.13
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI1698
2034-04-01
5.500000
580000.00
64740.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI3110
2035-02-01
5.500000
1195000.00
110622.90
Agency Mortgage-Backed Securities
04.500 FGPC G13518 G
2024-05-01
4.500000
65000000.00
1212358.60
Agency Mortgage-Backed Securities
05.500 FGPC A77283 G
2038-05-01
5.500000
3529704.00
274593.44
Agency Mortgage-Backed Securities
GNPL PN AW2875
549300M8ZYFG0OCMTT87
2058-10-15
3.580000
26541664.00
28923787.03
Agency Mortgage-Backed Securities
GNPL PN AW7937
549300M8ZYFG0OCMTT87
2053-05-15
3.000000
153524.00
159482.11
Agency Mortgage-Backed Securities
GNCL CL AZ1200
549300M8ZYFG0OCMTT87
2058-12-15
3.750000
23001792.00
24914943.05
Agency Mortgage-Backed Securities
GNPL PN BT1413
549300M8ZYFG0OCMTT87
2055-04-15
2.850000
28408000.00
30667515.50
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI6135
2034-09-01
5.000000
599999.00
127065.14
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI7676
2038-06-01
5.000000
13969440.00
1207404.89
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK7461
2027-03-01
3.500000
52431488.00
15070472.05
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8076
2050-03-01
3.000000
26937.00
28442.48
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN1732
2035-03-01
3.000000
1132670.00
1192744.61
Agency Mortgage-Backed Securities
FEPC 05.000 CLZL1978
2041-09-01
5.000000
98933.00
10764.11
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2854
2042-03-01
4.000000
2233088.00
494340.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL7016
2043-09-01
4.000000
7411248.00
3637840.49
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ1424
2041-03-01
4.000000
1349762.00
421255.45
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK3801
2026-12-01
3.000000
2769910.00
679269.91
Agency Mortgage-Backed Securities
GNCL CL BG4558
549300M8ZYFG0OCMTT87
2060-05-15
4.100000
15587520.00
17418565.19
Agency Mortgage-Backed Securities
GNPL PN BR6002
549300M8ZYFG0OCMTT87
2055-03-15
2.740000
9320000.00
10022460.83
Agency Mortgage-Backed Securities
GNPL PN BT0958
549300M8ZYFG0OCMTT87
2055-04-15
2.830000
17472000.00
18598111.17
Agency Mortgage-Backed Securities
GNCL CL BR1575
549300M8ZYFG0OCMTT87
2062-07-15
3.420000
2256596.00
2315529.26
Agency Mortgage-Backed Securities
GNPL LM BR1581
549300M8ZYFG0OCMTT87
2051-07-15
3.210000
21291872.00
22339304.35
Agency Mortgage-Backed Securities
GNCL CL BR5976
549300M8ZYFG0OCMTT87
2061-10-15
3.530000
366008.00
382170.43
Agency Mortgage-Backed Securities
FEPC 05.500 CTZN1808
2038-12-01
5.500000
2523368.00
2442813.36
Agency Mortgage-Backed Securities
04.000 FGPC T65516 G
2048-11-01
4.000000
494362.00
236865.15
Agency Mortgage-Backed Securities
GNCL CL BE2765
549300M8ZYFG0OCMTT87
2060-10-15
4.320000
25357440.00
28516672.73
Agency Mortgage-Backed Securities
GNCL CL BG3100
549300M8ZYFG0OCMTT87
2060-07-15
4.180000
23711200.00
26413407.39
Agency Mortgage-Backed Securities
FNAR XX.XXX MB957481
B1V7KEBTPIMZEU4LTD58
2023-01-01
4.204000
148248320.00
332184.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO7993
B1V7KEBTPIMZEU4LTD58
2042-06-01
2.791000
29365504.00
9895123.44
Agency Mortgage-Backed Securities
04.500 FGPC J11216 G
2024-11-01
4.500000
118863.00
10380.05
Agency Mortgage-Backed Securities
06.500 FGPC A81772 G
2038-09-01
6.500000
2900000.00
95897.86
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
2048-09-01
4.500000
1000000.00
630710.10
Agency Mortgage-Backed Securities
04.500 FGPC J10877 G
2024-10-01
4.500000
74734.00
6433.44
Agency Mortgage-Backed Securities
04.000 FGPC G08771 G
2047-07-01
4.000000
400000.00
265383.41
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA1214
2049-07-01
4.000000
5668672.00
5749779.48
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1594
2049-01-01
4.000000
220000.00
127244.14
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM9793
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.120000
100000.00
111424.70
Agency Mortgage-Backed Securities
GNII SF MA1677 M
549300M8ZYFG0OCMTT87
2044-02-20
3.500000
8283872.00
2717687.17
Agency Mortgage-Backed Securities
GNII SF MA0932 M
549300M8ZYFG0OCMTT87
2043-04-20
2.500000
1705562.00
788279.71
Agency Mortgage-Backed Securities
GNII SF MA1012 M
549300M8ZYFG0OCMTT87
2043-05-20
3.500000
5800000.00
1986679.59
Agency Mortgage-Backed Securities
GNCL CL BA7974
549300M8ZYFG0OCMTT87
2059-10-15
3.500000
19529952.00
21221063.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAO2762
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.585000
10131776.00
882733.63
Agency Mortgage-Backed Securities
GNII SF MA0462 M
549300M8ZYFG0OCMTT87
2042-10-20
3.500000
8777008.00
2677908.02
Agency Mortgage-Backed Securities
03.000 FGPC J34772 G
2031-07-01
3.000000
3342072.00
2035163.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI1535
2034-02-01
5.000000
1850000.00
20259.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLZL1238
2041-04-01
5.000000
850000.00
99678.92
Agency Mortgage-Backed Securities
04.500 FGPC G13468 G
2024-03-01
4.500000
4076072.00
73740.21
Agency Mortgage-Backed Securities
05.500 FGPC A83727 G
2033-09-01
5.500000
9859570.00
268204.13
Agency Mortgage-Backed Securities
07.000 FGPC G30299 G
2026-09-01
7.000000
579999.00
23588.32
Agency Mortgage-Backed Securities
06.000 FGPC G30357 G
2027-09-01
6.000000
18733000.00
642341.61
Agency Mortgage-Backed Securities
FEPC 05.500 CTZA1796
2023-09-01
5.500000
23533216.00
381143.02
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
500000000.00
500000000.00
0.0048
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.020000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0MRPY9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAE0715
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
37722191.00
12559762.24
Agency Mortgage-Backed Securities
03.500 FGPC Q61120 G
2049-01-01
3.500000
19459873.00
15681480.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ4624
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
17104935.00
13036144.45
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3359
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.000000
14698442.00
12870386.08
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM5963
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.000000
15624473.00
14851613.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4907
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
19705615.00
12681173.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO0402
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
16007175.00
14829664.53
Agency Mortgage-Backed Securities
04.000 FGPC Q49631 G
2047-07-01
4.000000
25089836.00
15957012.00
Agency Mortgage-Backed Securities
03.500 FGPC Q56784 G
2048-06-01
3.500000
21028560.00
15847190.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5879
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
16742331.00
15616859.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4402
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
23390297.00
15381825.45
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE7129
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
26271105.00
14817313.97
Agency Mortgage-Backed Securities
04.500 FGPC V84392 G
2048-06-01
4.500000
22650108.00
15824370.11
Agency Mortgage-Backed Securities
03.000 FGPC Q41020 G
2046-06-01
3.000000
20642193.00
15565723.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5304
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
22742783.00
14943848.73
Agency Mortgage-Backed Securities
GNII SF 005017 M
549300M8ZYFG0OCMTT87
2041-04-20
4.500000
100000000.00
12460093.32
Agency Mortgage-Backed Securities
GNMI SF 733967 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
50000000.00
12699638.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2538
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
20139484.00
13749599.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1389
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
15071228.00
10806306.55
Agency Mortgage-Backed Securities
04.000 FGPC Q57396 G
2048-07-01
4.000000
13095028.00
12727921.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2959
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
25885069.00
15403091.89
Agency Mortgage-Backed Securities
03.000 FGPC Q46441 G
2047-02-01
3.000000
18423082.00
14868645.22
Agency Mortgage-Backed Securities
GNII SF MA4322 M
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
13058300.00
6655884.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3415
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
19000000.00
13173055.16
Agency Mortgage-Backed Securities
GNII SF MA2602 M
549300M8ZYFG0OCMTT87
2045-02-20
4.000000
50000000.00
15098582.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5254
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
23639517.00
15017531.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7608
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
18125000.00
12825488.68
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
365000000.00
365000000.00
0.0035
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MRQ28
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAB4355
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
14922976.00
5324627.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5459
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
52000.00
33422.63
Agency Mortgage-Backed Securities
04.500 FGPC A90398 G
2039-12-01
4.500000
1076810.00
161738.28
Agency Mortgage-Backed Securities
GNII SF BR8041 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
8426.00
9163.28
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI9065
2039-08-01
4.500000
650000.00
140632.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7116
2048-07-01
4.500000
1119014.00
785267.32
Agency Mortgage-Backed Securities
GNII SF MA5988 M
549300M8ZYFG0OCMTT87
2049-06-20
5.000000
2035680.00
1578869.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8044
2050-02-01
3.000000
7119.00
7455.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8461
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
522500.00
413227.04
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
2028-03-01
6.500000
894034.00
92423.89
Agency Mortgage-Backed Securities
FNMS 04.500 CIAA9781
B1V7KEBTPIMZEU4LTD58
2024-07-01
4.500000
399999.00
16604.67
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
2048-12-01
4.000000
1352102.00
937498.61
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
1576800.00
2271862.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
180588400.00
249988400.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
177577600.00
248331049.13
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
500000000.00
500000000.00
0.0048
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MRQ36
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC U70646 G
2028-09-01
3.500000
2047532.00
535628.52
Agency Mortgage-Backed Securities
GNII SF BT7783 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
2058792.00
2239397.47
Agency Mortgage-Backed Securities
GNII SF BT9035 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
20981920.00
22508683.40
Agency Mortgage-Backed Securities
GNII SF BT8227 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1176994.00
1256927.59
Agency Mortgage-Backed Securities
03.500 FGPC Q04051 G
2041-10-01
3.500000
2142856.00
702827.05
Agency Mortgage-Backed Securities
GNII SF BT5524 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
26336.00
29152.29
Agency Mortgage-Backed Securities
GNII SF BT3425 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
1469198.00
1572465.97
Agency Mortgage-Backed Securities
GNII SF BS1382 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
1675294.00
1847948.38
Agency Mortgage-Backed Securities
GNII SF BS3311 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
1078436.00
1171620.06
Agency Mortgage-Backed Securities
GNII SF BS5704 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1780182.00
1927518.76
Agency Mortgage-Backed Securities
GNII SF BS6718 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
1903234.00
2057259.56
Agency Mortgage-Backed Securities
FEPC 02.500 CLZS4702
2047-01-01
2.500000
637162.00
526319.39
Agency Mortgage-Backed Securities
GNII SF BT5781 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
1625318.00
1727463.82
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS7313
2026-12-01
4.500000
1361360.00
433386.12
Agency Mortgage-Backed Securities
GNII SF BG7363 C
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
870000.00
685857.46
Agency Mortgage-Backed Securities
GNII SF BR4980 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1244110.00
1344276.05
Agency Mortgage-Backed Securities
GNII SF BR8714 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1834066.00
1991195.73
Agency Mortgage-Backed Securities
03.500 FGPC Q18049 G
2043-05-01
3.500000
1546058.00
516772.90
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5555
2049-12-01
3.000000
475000.00
499517.80
Agency Mortgage-Backed Securities
04.000 FGPC Q53559 G
2048-01-01
4.000000
255442.00
169287.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7738
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
100000.00
85552.62
Agency Mortgage-Backed Securities
FEPC 03.000 3XZN0242
2028-04-01
3.000000
1187862.00
587778.43
Agency Mortgage-Backed Securities
FEPC 04.000 CIZN2236
2033-12-01
4.000000
554524.00
536935.88
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0737
2043-06-01
3.500000
1139760.00
663505.31
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL4957
2043-02-01
4.000000
310000.00
127589.74
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9100
2032-12-01
3.500000
1472798.00
1101357.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL4101
2042-11-01
3.500000
1176502.00
622159.52
Agency Mortgage-Backed Securities
GNMI SF BG6377 X
549300M8ZYFG0OCMTT87
2048-04-15
3.000000
127811.00
130262.45
Agency Mortgage-Backed Securities
GNII JM MA5644 M
549300M8ZYFG0OCMTT87
2048-12-20
5.500000
1210134.00
482816.14
Agency Mortgage-Backed Securities
GNMI SF AD6371 X
549300M8ZYFG0OCMTT87
2048-03-15
3.000000
865560.00
882084.45
Agency Mortgage-Backed Securities
GNMI SF AD6341 X
549300M8ZYFG0OCMTT87
2047-08-15
3.000000
651952.00
640579.18
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4727
2047-07-01
4.000000
805072.00
533931.89
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
175000.00
156403.22
Agency Mortgage-Backed Securities
GNII SF MA4321 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
5542976.00
3554812.56
Agency Mortgage-Backed Securities
FEPC 05.000 CTZT0799
2031-09-01
5.000000
1526686.00
1025228.09
Agency Mortgage-Backed Securities
GNMI SF BJ5351 X
549300M8ZYFG0OCMTT87
2048-09-15
4.500000
137448.00
134611.52
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA1037
2049-07-01
4.000000
572000.00
548270.22
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6284
2049-02-01
4.500000
71005696.00
51917125.75
Agency Mortgage-Backed Securities
04.000 FGPC Q06568 G
2042-03-01
4.000000
1202376.00
635998.11
Agency Mortgage-Backed Securities
GNII FS 004483 M
549300M8ZYFG0OCMTT87
2039-07-20
4.000000
50000.00
8982.53
Agency Mortgage-Backed Securities
GNMI SF 708225 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
996881.00
24897.57
Agency Mortgage-Backed Securities
04.000 FGPC J13624 G
2025-11-01
4.000000
1521358.00
152491.15
Agency Mortgage-Backed Securities
04.500 FGPC G07818 G
2044-09-01
4.500000
1223664.00
615185.36
Agency Mortgage-Backed Securities
04.000 FGPC J14766 G
2026-03-01
4.000000
2963472.00
674366.84
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
180117200.00
249999913.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
83244600.00
102408721.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
34148700.00
49068879.08
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
500000000.00
500000000.00
0.0048
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0MRQA0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC N31570 G
2049-01-01
3.000000
1564396.00
1579258.03
Agency Mortgage-Backed Securities
06.000 FGPC J03066 G
2021-07-01
6.000000
1976346.00
32533.83
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK3698
2026-11-01
3.000000
1435548.00
413384.83
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI6521
2037-09-01
5.500000
2572260.00
29159.13
Agency Mortgage-Backed Securities
GNII SF BT7781 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
2490548.00
2692103.90
Agency Mortgage-Backed Securities
GNII SF 683330 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
2614336.00
2824849.80
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9240
2033-01-01
3.000000
2553596.00
1741102.18
Agency Mortgage-Backed Securities
GNII SF BS0749 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
2102684.00
2276298.94
Agency Mortgage-Backed Securities
GNII SF BS1407 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
2701552.00
2918777.23
Agency Mortgage-Backed Securities
GNII SF BR9011 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
3114176.00
3402541.43
Agency Mortgage-Backed Securities
GNII SF BR4758 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
2536876.00
2765369.08
Agency Mortgage-Backed Securities
GNII SF BR7166 C
549300M8ZYFG0OCMTT87
2050-01-20
4.000000
2605928.00
2817005.49
Agency Mortgage-Backed Securities
GNII SF BS3222 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
4692830.00
5015378.93
Agency Mortgage-Backed Securities
GNII SF BS6267 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
3001536.00
3244448.31
Agency Mortgage-Backed Securities
GNII SF BS6434 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
2138284.00
2318236.01
Agency Mortgage-Backed Securities
GNII SF BS8371 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
3731616.00
4213141.51
Agency Mortgage-Backed Securities
GNII SF BT4765 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
2666100.00
2889846.22
Agency Mortgage-Backed Securities
GNII SF BT3525 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
2542924.00
2779818.21
Agency Mortgage-Backed Securities
GNII SF BS2453 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
4059464.00
4412206.22
Agency Mortgage-Backed Securities
FEPC 05.000 CLZM7165
2048-07-01
5.000000
1037136.00
714564.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM3706
2047-07-01
4.000000
53777152.00
42856935.15
Agency Mortgage-Backed Securities
GNII SF BP3985 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
2009576.00
2190888.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3707
2042-09-01
3.500000
500000.00
250218.97
Agency Mortgage-Backed Securities
GNII SF BM7533 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
2154460.00
2331115.09
Agency Mortgage-Backed Securities
GNII SF BJ1321 C
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
2427508.00
2716752.39
Agency Mortgage-Backed Securities
05.000 FGPC J11954 G
2025-04-01
5.000000
1294298.00
138510.32
Agency Mortgage-Backed Securities
GNII JM MA3165 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
40000000.00
11467579.07
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
2046-09-01
3.500000
59999.00
37151.66
Agency Mortgage-Backed Securities
GNII JM MA6144 M
549300M8ZYFG0OCMTT87
2049-09-20
3.000000
1151380.00
1195304.63
Agency Mortgage-Backed Securities
GNII JM MA6029 M
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
11248400.00
11270752.55
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA2052
2028-02-01
5.000000
7576128.00
130041.88
Agency Mortgage-Backed Securities
GNII SF BN2628 C
549300M8ZYFG0OCMTT87
2049-07-20
4.000000
2161972.00
2344660.67
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
120102400.00
181388926.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
144599400.00
203824536.66
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
500000000.00
500000000.00
0.0048
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.010000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0MRQC6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2015-26O FG
549300M8ZYFG0OCMTT87
2065-10-20
2.181880
1000.00
730.94
Agency Collateralized Mortgage Obligation
GNRA 2016-3O FB
549300M8ZYFG0OCMTT87
2066-01-20
2.311880
1000.00
729.42
Agency Collateralized Mortgage Obligation
FNRM CL066KE R09F066
2039-09-25
4.000000
76231999.00
3445466.17
Agency Collateralized Mortgage Obligation
FNRM CL100KA R10F100
2040-07-25
4.000000
5872399.00
724900.77
Agency Collateralized Mortgage Obligation
GNRA 2013-121 AB
549300M8ZYFG0OCMTT87
2044-08-16
2.133590
1000.00
692.65
Agency Collateralized Mortgage Obligation
GNRM 2017-09 A
549300M8ZYFG0OCMTT87
2045-09-16
2.330000
1000.00
887.09
Agency Collateralized Mortgage Obligation
GNRA 2018-7O JA
549300M8ZYFG0OCMTT87
2068-09-20
3.750000
1000.00
1031.87
Agency Collateralized Mortgage Obligation
GNRA 2018-9O FC
549300M8ZYFG0OCMTT87
2068-10-20
2.011880
1000.00
874.40
Agency Collateralized Mortgage Obligation
GNRA 2019-4O NZ
549300M8ZYFG0OCMTT87
2068-09-20
3.500000
1000.00
1281.88
Agency Collateralized Mortgage Obligation
GNRM 2019-46 BH
549300M8ZYFG0OCMTT87
2060-11-16
3.200000
1000.00
900.85
Agency Collateralized Mortgage Obligation
GNRA 2016-0O FA
549300M8ZYFG0OCMTT87
2066-04-20
2.541880
1000.00
716.35
Agency Collateralized Mortgage Obligation
GNRM 2019-75 BH
549300M8ZYFG0OCMTT87
2060-12-16
3.150000
1000.00
957.66
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2047-12-15
3.500000
826800.00
484378.52
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-10-15
4.500000
3760000.00
1755063.40
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-08-15
4.000000
835614.00
762580.97
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2028-07-15
6.500000
74.00
1.55
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-10-15
4.500000
4999000.00
1886417.01
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2049-09-25
1.154630
25000000.00
23557041.68
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2049-05-25
2.500000
27223.00
28133.02
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2040-02-25
3.000000
6042794.00
6665697.29
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-08-15
4.000000
594720.00
534700.19
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-11-15
4.500000
1424000.00
632917.10
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2029-12-15
4.000000
566826.00
546911.01
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2030-05-15
3.500000
1788971.00
1714824.15
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2030-05-15
4.000000
528827.00
509953.76
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2049-06-15
1.154630
10332337.00
9054414.09
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2028-05-15
1.500000
2999000.00
1030356.73
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES K-F04 A 20210625 FLT
2021-06-25
1.825250
33.00
0.46
Agency Collateralized Mortgage Obligation
FEPC 03.000 CISB0284
2035-03-01
3.000000
95075010.00
100137373.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6315
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
1500000.00
767293.40
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL7240
B1V7KEBTPIMZEU4LTD58
2036-04-01
3.514000
200000.00
62523.41
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK7860
B1V7KEBTPIMZEU4LTD58
2027-03-01
3.000000
1145750.00
221571.16
Agency Mortgage-Backed Securities
FNMS 04.000 CTAK9292
B1V7KEBTPIMZEU4LTD58
2032-04-01
4.000000
2613824.00
1024215.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI2510
B1V7KEBTPIMZEU4LTD58
2041-05-01
4.500000
3045925.00
823134.60
Agency Mortgage-Backed Securities
FNMS 04.000 CTAK1600
B1V7KEBTPIMZEU4LTD58
2032-01-01
4.000000
2158566.00
895796.23
Agency Mortgage-Backed Securities
FNMS 03.000 CIAK2667
B1V7KEBTPIMZEU4LTD58
2027-02-01
3.000000
4851389.00
980436.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX1819
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
6969855.00
3786350.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6073
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
6934488.00
6193416.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1982
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
3032522.00
2981113.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1983
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2516782.00
2612136.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX5533
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
4131769.00
3123014.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY0773
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1788645.00
591261.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV7002
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
7011124.00
3912388.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW1007
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.000000
582566.00
260641.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6937
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
5603423.00
2501908.10
Agency Mortgage-Backed Securities
FNMS 03.500 CRAU3151
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
6009183.00
4064131.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3205
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
5772168.00
2535525.59
Agency Mortgage-Backed Securities
FNMS 03.500 CTAU5124
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
9280020.00
3913473.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV3312
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
914904.00
315357.05
Agency Mortgage-Backed Securities
FNMS 03.500 CIAT3431
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
1380217.00
614077.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT4336
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.000000
506735.00
353544.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9384
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
2954816.00
2423766.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0518
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
200325.00
108452.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS3754
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.500000
8096620.00
3593237.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS3776
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
13909839.00
5461257.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR4942
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
2197845.00
1022593.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ2180
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
7332178.00
3370980.64
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ4061
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
26272682.00
8108054.02
Agency Mortgage-Backed Securities
FNMS 04.000 CRAP1714
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
20122961.00
9219010.14
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP1589
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.000000
985445.00
243169.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3442
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
14300918.00
5156403.76
Agency Mortgage-Backed Securities
GNII SF MA6542 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
1925325.00
2054219.09
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3813
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.000000
4508423.00
3902889.88
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3959
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.500000
2428757.00
2570637.93
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3964
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.500000
106063032.00
110598309.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4004
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
154721.00
168508.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP2303
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
1039680.00
1151903.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP2333
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
7071684.00
7446076.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP2831
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1864820.00
2017978.79
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBP0632
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.265000
2322912.00
2219310.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP0628
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1338090.00
1422832.58
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO8627
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.967000
7550091.00
7693723.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8792
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
5114404.00
5499378.83
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO9325
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
1003.00
1092.38
Agency Mortgage-Backed Securities
FNMS 03.500 CKBO9720
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
4433403.00
4712823.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO9901
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
4400265.00
4675328.38
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBO9998
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.797000
794601.00
795677.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO7432
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.920000
1500000.00
1420673.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8419
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
4034797.00
4288604.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO8422
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1157110.00
1244313.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO8580
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
6153181.00
6609361.43
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN6984
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1224143.00
1228268.09
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN6986
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1192203.00
865250.55
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN7327
B1V7KEBTPIMZEU4LTD58
2049-04-01
5.500000
6408251.00
7140576.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN8879
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
6528625.00
6165271.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO2102
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
5172481.00
5453781.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBO5994
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.862000
4331301.00
4436101.49
Agency Mortgage-Backed Securities
FNMS 03.000 CIAP9775
B1V7KEBTPIMZEU4LTD58
2027-10-01
3.000000
598947.00
73674.51
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP9870
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
863131.00
313564.50
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO4803
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.000000
5824711.00
1314985.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO5828
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
2494600.00
1076295.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO7492
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
1774850.00
607165.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO7535
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
3253040.00
2016720.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7085
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.353000
18450688.00
4232551.92
Agency Mortgage-Backed Securities
FNMS 02.500 CIBP0260
B1V7KEBTPIMZEU4LTD58
2034-12-01
2.500000
1921200.00
1922601.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP0522
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
7536029.00
8288996.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP0567
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1801980.00
1952078.33
Agency Mortgage-Backed Securities
FNMS 04.000 CKAH5497
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
3000000.00
131892.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAH5648
B1V7KEBTPIMZEU4LTD58
2041-02-01
3.500000
3789995.00
1636480.82
Agency Mortgage-Backed Securities
FNMS 04.500 CIAH6140
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.500000
1779056.00
63889.24
Agency Mortgage-Backed Securities
FNMS 04.500 CIAH8952
B1V7KEBTPIMZEU4LTD58
2026-04-01
4.500000
5048380.00
770323.31
Agency Mortgage-Backed Securities
FNMS 04.000 CKAH9290
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.000000
999997.00
81386.82
Agency Mortgage-Backed Securities
FNMS 03.500 CIBH7082
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
6649700.00
4945055.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH6765
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.024000
200000.00
141700.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9348
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.140000
3300000.00
2490846.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE2991
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.133000
2200000.00
1483639.04
Agency Mortgage-Backed Securities
FNMS 03.500 R3BF0303
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
13977077.00
13048659.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LB879009
B1V7KEBTPIMZEU4LTD58
2036-03-01
3.586000
9223255.00
109045.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LB880377
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.424000
64950233.00
2447779.76
Agency Mortgage-Backed Securities
FNMS 03.500 CIBA0579
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.500000
1005413.00
480821.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA3474
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
6701933.00
3957313.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0332
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
28732429.00
19111155.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC7126
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.763000
200000.00
127484.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LB834558
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.090000
10141639.00
76894.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LB836211
B1V7KEBTPIMZEU4LTD58
2035-10-01
3.965000
11872977.00
296650.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LB836325
B1V7KEBTPIMZEU4LTD58
2035-10-01
3.793000
25004283.00
298559.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LB839236
B1V7KEBTPIMZEU4LTD58
2035-09-01
3.970000
31959593.00
451329.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LB815262
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.157000
31688969.00
543261.34
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD1688
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1263554.00
199047.53
Agency Mortgage-Backed Securities
FNMS 04.500 CI995892
B1V7KEBTPIMZEU4LTD58
2020-12-01
4.500000
21342.00
0.06
Agency Mortgage-Backed Securities
FNAR XX.XXX S1917955
B1V7KEBTPIMZEU4LTD58
2037-05-01
4.479000
19400000.00
215703.18
Agency Mortgage-Backed Securities
FNAR XX.XXX LB922675
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.506000
14000000.00
249397.42
Agency Mortgage-Backed Securities
FNAR XX.XXX LB939415
B1V7KEBTPIMZEU4LTD58
2037-05-01
3.475000
43565651.00
1001078.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0662
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.500000
64400.00
49489.83
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA1241
B1V7KEBTPIMZEU4LTD58
2038-02-01
4.500000
3294460.00
2819254.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBP1835
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.500000
1480270.00
1613805.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBP1836
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.500000
2050100.00
2233788.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP2302
B1V7KEBTPIMZEU4LTD58
2049-12-01
4.000000
1071840.00
1172648.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3673
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
6766258.00
6353166.83
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN3682
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.500000
1441497.00
1453696.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4027
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2536513.00
2437519.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0688
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
4360545.00
4387613.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0975
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
4120303.00
3536956.45
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN1547
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
4559225.00
3930834.79
Agency Mortgage-Backed Securities
FNAR XX.XXX S1962205
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.999000
6380000.00
275257.02
Agency Mortgage-Backed Securities
FNAR XX.XXX LB995014
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.766000
25000000.00
931052.06
Agency Mortgage-Backed Securities
FNMS 04.500 CI995741
B1V7KEBTPIMZEU4LTD58
2020-12-01
4.500000
20890.00
0.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBCA5118
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.981000
7879802.00
7879145.26
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM1723
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.000000
1000101.00
1026444.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM2434
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
4553152.00
4770268.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LB907574
B1V7KEBTPIMZEU4LTD58
2036-12-01
3.727000
17971487.00
671211.97
Agency Mortgage-Backed Securities
FNAR XX.XXX S1917894
B1V7KEBTPIMZEU4LTD58
2037-05-01
4.510000
22065059.00
254413.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1881
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
6423171.00
5761423.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2091
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4085055.00
3614502.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2455
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
28150024.00
26889979.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3504
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
19023255.00
16447010.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2731
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
5036982.00
4840902.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP4011
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1288570.00
1395903.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP4037
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
7061328.00
7505511.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8808
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
726306.00
634408.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBJ9880
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.980000
3789282.00
3713726.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH0522
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
1266127.00
1223207.81
Agency Mortgage-Backed Securities
FNMS 04.500 CKBH1874
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
3334108.00
1873068.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4518
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1000.00
940.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4682
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
1015.00
877.42
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5590
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.500000
121898.00
110764.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK9837
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
4132472.00
3976881.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3757
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.023000
17126089.00
12374345.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826206
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.154000
32327770.00
1017431.66
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826772
B1V7KEBTPIMZEU4LTD58
2035-08-01
4.010000
40001277.00
1501135.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LB828390
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.455000
25236727.00
391018.49
Agency Mortgage-Backed Securities
FNAR XX.XXX LB833710
B1V7KEBTPIMZEU4LTD58
2035-09-01
4.201000
24467872.00
586676.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745376
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.511000
36850000.00
484997.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745450
B1V7KEBTPIMZEU4LTD58
2036-01-01
3.865000
46886152.00
362661.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4230
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
5741843.00
5463317.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5209
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
7202065.00
6267187.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7184
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
2879625.00
2598452.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7048
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3287111.00
3447909.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7489
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
5207095.00
4801484.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7783
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
4976894.00
4423348.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK2058
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.742000
8526001.00
8632653.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK4206
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.222000
929334.00
730865.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5271
B1V7KEBTPIMZEU4LTD58
2048-06-01
2.972000
10061905.00
8037971.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH9401
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.959000
6254054.00
3870242.14
Agency Mortgage-Backed Securities
FNMS 05.500 CL772105
B1V7KEBTPIMZEU4LTD58
2033-10-01
5.500000
675862562.00
12926948.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LB773251
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.658000
20400283.00
525904.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LB775034
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.456000
6528317.00
38774.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735693
B1V7KEBTPIMZEU4LTD58
2035-06-01
4.074000
70000000.00
507514.94
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735774
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.373000
29772930.00
454492.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735824
B1V7KEBTPIMZEU4LTD58
2035-07-01
4.453000
15770696.00
73260.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735956
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.107000
39167139.00
1120954.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735988
B1V7KEBTPIMZEU4LTD58
2035-10-01
3.759000
28767219.00
702487.06
Agency Mortgage-Backed Securities
FNMS 02.500 CIAY6134
B1V7KEBTPIMZEU4LTD58
2028-12-01
2.500000
764288.00
155216.65
Agency Mortgage-Backed Securities
FNMS 03.000 ZI310127
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.000000
3076010.00
891541.90
Agency Mortgage-Backed Securities
FNMS 04.000 CLAC4623
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
8099000.00
3310300.54
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA2008
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.500000
4294356.00
1788449.77
Agency Mortgage-Backed Securities
FNMS 02.500 CVAT7753
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
6500000.00
2687241.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9654
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
181782184.00
140995289.48
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ5530
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
1886383.00
269627.70
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8006
2049-08-01
4.000000
63769857.00
54751828.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL6483
B1V7KEBTPIMZEU4LTD58
2045-03-01
2.996000
10042422.00
4327223.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLAK6724
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.000000
6524100.00
2723769.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL0090
B1V7KEBTPIMZEU4LTD58
2041-03-01
3.782000
26275808.00
1828261.56
Agency Mortgage-Backed Securities
FNMS 03.500 CTAL1739
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
3368825.00
1024826.61
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2064
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
36073810.00
8327473.91
Agency Mortgage-Backed Securities
FNMS 03.500 CQAI2621
B1V7KEBTPIMZEU4LTD58
2031-11-01
3.500000
1246959.00
14228.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2437
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
121114904.00
34111096.05
Agency Mortgage-Backed Securities
04.500 FGPC G67719 G
2049-01-01
4.500000
95128006.00
85891820.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH7027
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.500000
7721314.00
7290931.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2404
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
324607.00
273108.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE2894
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.554000
1700000.00
792462.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE2895
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.391000
5115410.00
3927981.90
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3658
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.272000
3800000.00
2591259.73
Agency Mortgage-Backed Securities
FNMS 05.000 CL849999
B1V7KEBTPIMZEU4LTD58
2036-01-01
5.000000
13019430.00
2530277.49
Agency Mortgage-Backed Securities
FNMS 05.500 BL850200
B1V7KEBTPIMZEU4LTD58
2030-03-01
5.500000
5127748.00
777985.88
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0411
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.746000
26300342.00
1343244.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC9833
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.685000
54062459.00
4320747.11
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA1788
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
6074602.00
3287694.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1008
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
4756000.00
4153147.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2627
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
28506344.00
26364679.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN3089
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.821000
8501947.00
4735771.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5600
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
89118893.00
84494851.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5935
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
59098876.00
55590907.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN0296
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.760000
8100000.00
6270954.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5146
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
20613440.00
21766578.70
Agency Mortgage-Backed Securities
FNMS 03.500 CICA1819
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
5583694.00
4536541.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ1310
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1000501.00
997786.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5809
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
4869136.00
5072457.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ6956
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1000.00
920.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5020
B1V7KEBTPIMZEU4LTD58
2043-04-01
4.000000
77907013.00
68732268.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5133
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
6556700.00
6154259.64
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5406
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
5194358.00
4594691.87
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM4438
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.855000
8100000.00
5121504.47
Agency Mortgage-Backed Securities
FNMS 05.500 KL818827
B1V7KEBTPIMZEU4LTD58
2035-01-01
5.500000
5660001.00
258355.84
Agency Mortgage-Backed Securities
FNMS 06.000 CL745942
B1V7KEBTPIMZEU4LTD58
2034-04-01
6.000000
14002409.00
1041028.03
Agency Mortgage-Backed Securities
FNMS 06.500 CLBM4346
B1V7KEBTPIMZEU4LTD58
2039-08-01
6.500000
2869456.00
2472086.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5397
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.208000
224912.00
190350.50
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7803
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
1057000.00
795074.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0948
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.617000
9708823.00
5429835.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1808
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2203156.00
2327557.42
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK4941
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.000000
5213841.00
4225033.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LB745125
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.823000
33307823.00
1298464.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY6098
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.500000
4100000.00
2386619.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ2890
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.732000
27000000.00
9256597.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ3326
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.354000
11434536.00
2645538.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX1616
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
7312003.00
3794377.66
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN5423
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.500000
166142.00
168979.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6783
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
6520251.00
6296063.74
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN6817
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1097376.00
1029305.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX3002
B1V7KEBTPIMZEU4LTD58
2044-10-01
2.880000
13270000.00
3210478.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX6481
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
4459992.00
2008717.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW1800
B1V7KEBTPIMZEU4LTD58
2044-10-01
4.000000
415329.00
233000.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW8564
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
3802209.00
1874606.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX0686
B1V7KEBTPIMZEU4LTD58
2044-08-01
2.879000
15640520.00
4584394.92
Agency Mortgage-Backed Securities
FNMS 03.500 CTAT8502
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1531563.00
572111.18
Agency Mortgage-Backed Securities
FNMS 03.500 CTAU3160
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
3286844.00
1621446.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLAT3367
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.000000
1301299.00
770364.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT6935
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
4767600.00
2090289.76
Agency Mortgage-Backed Securities
FNMS 03.500 CRAS9048
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
77085256.00
34344395.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9564
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1617289.00
1312009.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0016
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
35274759.00
19261282.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5652
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
1974441.00
1235723.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8920
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
11804778.00
9555713.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR7097
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
1000000.00
498885.95
Agency Mortgage-Backed Securities
FNMS 02.500 CWAR6620
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
1835149.00
382117.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR7662
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1296397.00
789351.06
Agency Mortgage-Backed Securities
FNMS 03.500 CTAR7830
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
1002524.00
349027.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR9513
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
5102518.00
1678328.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR0995
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1620011.00
600796.83
Agency Mortgage-Backed Securities
GNII SF MA6408 M
549300M8ZYFG0OCMTT87
2049-12-20
2.500000
17959010.00
18861383.92
Agency Mortgage-Backed Securities
GNII SF MA6473 M
549300M8ZYFG0OCMTT87
2050-02-20
2.500000
785494.00
827062.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0289
B1V7KEBTPIMZEU4LTD58
2040-05-01
3.937000
25300000.00
1041990.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0633
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.887000
37963398.00
3311021.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE0635
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
18534782.00
4535730.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE5718
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.644000
9318360.00
1226439.26
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE9718
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.821000
49491532.00
2202322.23
Agency Mortgage-Backed Securities
GNII SF MA6283 M
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
149983711.00
158411226.27
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1505
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.998000
60527380.00
1764926.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD2014
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.317000
18000000.00
1254103.17
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAE0864
B1V7KEBTPIMZEU4LTD58
2036-08-01
4.214000
4052636.00
395866.82
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAE0094
B1V7KEBTPIMZEU4LTD58
2035-08-01
3.394000
13684777.00
1721390.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0117
B1V7KEBTPIMZEU4LTD58
2040-05-01
3.890000
37238847.00
1455488.59
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE0181
B1V7KEBTPIMZEU4LTD58
2040-04-01
3.970000
63882073.00
3642107.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP1237
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
3037320.00
3296401.94
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN5330
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.500000
4148185.00
4119307.52
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN5374
B1V7KEBTPIMZEU4LTD58
2049-04-01
3.626000
1500000.00
1255964.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8470
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
6770900.00
4468689.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0747
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
1159551.00
269692.81
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL3359
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
2472472.00
718864.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK6328
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1616911.00
598612.07
Agency Mortgage-Backed Securities
FNMS 04.000 CIAH8104
B1V7KEBTPIMZEU4LTD58
2026-03-01
4.000000
4030391.00
723617.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB3873
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.000000
10887655.00
3653840.49
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT2724
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
8279000.00
4115191.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT2106
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
7699320.00
3439529.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT2332
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
5717329.00
2967304.76
Agency Mortgage-Backed Securities
FNMS 03.000 CIAQ1597
B1V7KEBTPIMZEU4LTD58
2027-11-01
3.000000
3217750.00
225753.90
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR4398
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
6453408.00
1981372.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8688
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1043023.00
329810.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2065
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.500000
15700000.00
3095581.11
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
164532300.00
172774216.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
240924900.00
249999984.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.875000
226808500.00
249999971.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.000000
241482500.00
249999956.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
233575200.00
249999974.49
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
2846000000.00
2846000000.00
0.0273
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.020000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0MRQD4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2016-161 FA
549300M8ZYFG0OCMTT87
2046-11-20
1.172880
47807944.00
31364839.91
Agency Collateralized Mortgage Obligation
GNRA 2012-106 QF
549300M8ZYFG0OCMTT87
2042-09-20
1.172880
15000000.00
3729896.84
Agency Collateralized Mortgage Obligation
GNRM 2019-97 JG
549300M8ZYFG0OCMTT87
2048-05-20
2.750000
14000000.00
10013464.04
Agency Collateralized Mortgage Obligation
GNRM 2019-11 NC
549300M8ZYFG0OCMTT87
2048-05-20
2.250000
10000000.00
9629247.76
Agency Collateralized Mortgage Obligation
GNRM 2020-032 MY
549300M8ZYFG0OCMTT87
2050-03-16
2.000000
6400000.00
6466839.47
Agency Collateralized Mortgage Obligation
GNRM 2014-006 JA
549300M8ZYFG0OCMTT87
2042-06-20
2.750000
13250000.00
5265935.02
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-06-15
4.316030
60553216.00
2134892.70
Agency Collateralized Mortgage Obligation
GNRM 2018-15 NB
549300M8ZYFG0OCMTT87
2042-10-20
2.750000
3951000.00
2200446.08
Agency Collateralized Mortgage Obligation
GNRM 2018-36 AT
549300M8ZYFG0OCMTT87
2048-03-20
6.000000
6942702.00
5295114.55
Agency Collateralized Mortgage Obligation
GNRA 2019-18 FC
549300M8ZYFG0OCMTT87
2049-02-20
1.222880
20000000.00
17825784.20
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FM
549300M8ZYFG0OCMTT87
2048-12-20
1.472880
30000000.00
22071966.68
Agency Collateralized Mortgage Obligation
GNRA 2019-62 FA
549300M8ZYFG0OCMTT87
2049-05-20
1.302880
50000000.00
41728776.05
Agency Collateralized Mortgage Obligation
GNRA 2014-160 GB
549300M8ZYFG0OCMTT87
2044-10-20
7.255610
5000000.00
2088672.58
Agency Collateralized Mortgage Obligation
GNRA 2015-10 W
549300M8ZYFG0OCMTT87
2039-07-20
6.384950
6195173.00
2969130.88
Agency Collateralized Mortgage Obligation
GNRA 2019-70 FM
549300M8ZYFG0OCMTT87
2049-06-20
1.172880
27171818.00
24733744.98
Agency Collateralized Mortgage Obligation
GNRA 2019-86 FP
549300M8ZYFG0OCMTT87
2049-07-20
1.372880
20000000.00
19135014.02
Agency Collateralized Mortgage Obligation
GNRM 2019-11 NA
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
5796000.00
5794371.64
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
255133989.00
171741862.87
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
373000000.00
373000000.00
0.0036
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.020000%
549300QJJX6CVVUXLE15
0001317808
ARP0MRQF9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2036-10-15
6.000000
17038944.00
1459968.05
Agency Collateralized Mortgage Obligation
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
1.492880
1890544.00
1777433.55
Agency Collateralized Mortgage Obligation
GNRA 2019-20 FA
549300M8ZYFG0OCMTT87
2049-09-20
1.372880
1042100.00
1004769.25
Agency Collateralized Mortgage Obligation
GNRA 2020-004 FB
549300M8ZYFG0OCMTT87
2050-01-20
1.412880
1138238.00
1098931.00
Agency Collateralized Mortgage Obligation
GNRA 2020-009 FA
549300M8ZYFG0OCMTT87
2050-01-20
1.422880
29399072.00
28893929.02
Agency Collateralized Mortgage Obligation
GNII SF 738068 C
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
1003.00
291.35
Agency Mortgage-Backed Securities
GNMI SP 783098 X
549300M8ZYFG0OCMTT87
2040-08-15
4.500000
1134.00
116.13
Agency Mortgage-Backed Securities
GNII SF MA6038 M
549300M8ZYFG0OCMTT87
2049-07-20
3.000000
1000.00
1023.86
Agency Mortgage-Backed Securities
GNII SF MA6339 M
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
1000.00
1054.37
Agency Mortgage-Backed Securities
GNII SF MA6410 M
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
3110.00
3295.16
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8000
2049-07-01
3.000000
3696800.00
3425539.50
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
2049-09-01
3.000000
90425472.00
89837010.19
Agency Mortgage-Backed Securities
GNII SF MA3873 M
549300M8ZYFG0OCMTT87
2046-08-20
3.000000
176791000.00
115791454.47
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
1996.00
1317.02
Agency Mortgage-Backed Securities
GNII SF MA4652 M
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
1000.00
729.20
Agency Mortgage-Backed Securities
GNII SF MA6282 M
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
195958784.00
204752824.69
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
200.00
254.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
1.625000
300.00
302.40
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
435000000.00
435000000.00
0.0042
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.010000%
549300QJJX6CVVUXLE15
0001317808
ARP0MRQJ1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-05
0.00
13600.00
13599.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.875000
50941900.00
52997430.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.750000
26760900.00
27743747.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-15
1.250000
79227500.00
93082981.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-15
0.125000
100.00
106.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
7771500.00
8164829.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
2.875000
10035000.00
11478437.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
23302000.00
25443791.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-15
2.500000
5598200.00
5852138.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
21718000.00
22826266.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
64890100.00
70459721.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
100.00
130.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
200.00
254.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
6800.00
6893.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
2.125000
9886600.00
10661875.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
4460100.00
4612130.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
16361500.00
17388574.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-16
0.00
1003000.00
1002969.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-28
0.00
1930000.00
1929787.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-06-11
0.00
145000.00
144976.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
0.750000
168581000.00
219949218.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
28645300.00
40058641.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
161953600.00
176400957.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
29652000.00
30287317.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-31
0.220000
24998900.00
25073285.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
39529600.00
42840224.85
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
871000000.00
871000000.00
0.0083
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.020000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0MRQK8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZL2849
2042-03-01
4.000000
4321451.00
1511258.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM5569
2048-02-01
4.000000
1100000.00
846795.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5928
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
96799.00
87233.29
Agency Mortgage-Backed Securities
FNMS 06.500 CL995941
B1V7KEBTPIMZEU4LTD58
2039-07-01
6.500000
1558.00
92.41
Agency Mortgage-Backed Securities
04.000 FGPC G08836 G
2048-09-01
4.000000
13049401.00
8422381.48
Agency Mortgage-Backed Securities
04.000 FGPC V83190 G
2047-05-01
4.000000
14100000.00
10869007.52
Agency Mortgage-Backed Securities
04.500 FGPC Q61712 G
2049-02-01
4.500000
4309997.00
4693972.89
Agency Mortgage-Backed Securities
04.500 FGPC G61601 G
2048-09-01
4.500000
131598193.00
112452606.15
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9466
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
9115604.00
6926569.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV7112
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
19213588.00
6993308.41
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
43321700.00
50640499.42
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
198000000.00
198000000.00
0.0019
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.020000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0MRQR3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CIQN1337
2034-12-01
3.500000
2104744.00
2221871.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8056
2050-03-01
3.000000
219228972.00
231279988.59
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6330
2050-01-01
3.000000
2946099.00
3111600.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8036
2050-03-01
3.000000
5775862.00
6098692.25
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA7646
2050-03-01
3.000000
2959006.00
3123791.44
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA7696
2050-02-01
3.000000
299970.00
316735.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA7824
2050-03-01
3.000000
11867333.00
12530598.24
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8183
2050-03-01
3.000000
236767087.00
249999999.49
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1146
2034-12-01
3.500000
1983749.00
2094747.28
Agency Mortgage-Backed Securities
FEPC 03.500 CIQN1192
2034-12-01
3.500000
5558002.00
5865985.26
Agency Mortgage-Backed Securities
FEPC 04.500 3PQU7296
2049-08-01
4.500000
1096017.00
1156861.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA4542
2049-11-01
3.500000
2900783.00
3061568.79
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA2864
2049-09-01
5.000000
3124998.00
3297852.08
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
504000000.00
504000000.00
0.0048
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.010000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0MRQT9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
1.875000
108467000.00
112811645.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
63987500.00
68031510.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
1.375000
52039400.00
53036046.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
53327000.00
58986877.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
2.125000
39354800.00
40532551.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
23020800.00
24346308.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.375000
139806000.00
143060751.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-05-15
3.000000
200.00
274.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
0.500000
17899200.00
18015580.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
154900.00
154660.37
U.S. Treasuries (including strips)
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
508800058.00
508800058.00
0.0049
N
Y
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 1.500000%
ATUEL7OJR5057F2PV266
0000882617
ATD0Y9KO2
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0150
880000000.00
880000000.00
0.0084
N
Y
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 0.500000%
52990002O5KK6XOGJ020
ATD0YAAR3
Non-Negotiable Time Deposit
Y
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0050
964000000.00
964000000.00
0.0092
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.250000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD0YBXF2
Non-Negotiable Time Deposit
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0025
381000000.00
381000000.00
0.0036
N
N
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 0.400000%
52990002O5KK6XOGJ020
ATD0YBXT2
Non-Negotiable Time Deposit
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0040
220000000.00
220000000.00
0.0021
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.300000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0YBXV7
Non-Negotiable Time Deposit
Y
2020-04-06
2020-04-06
2020-04-06
N
N
N
0.0030
500000000.00
500000000.00
0.0048
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.030000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ATD0YCR59
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0003
781000000.00
781000000.00
0.0075
N
Y
Y
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 0.030000%
M312WZV08Y7LYUC71685
0001367624
ATD0YCR67
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0003
1043000000.00
1043000000.00
0.0100
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.050000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0YCR91
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0005
145000000.00
145000000.00
0.0014
N
Y
Y
N
CREDIT SUISSE AG (CAYMAN ISLANDS BRANCH)
CREDIT SUISSE AG (CAYMAN ISLANDS BRANCH) 0.100000%
ANGGYXNX0JLX3X63JN86
0001053092
ATD0YCRA8
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0010
120000000.00
120000000.00
0.0011
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD0YCRB6
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0008
96000000.00
96000000.00
0.0009
N
Y
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.030000%
549300GKFG0RYRRQ1414
0001498632
ATD0YCRC4
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0003
724000000.00
724000000.00
0.0069
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.250000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0YCRD2
Non-Negotiable Time Deposit
Y
2020-04-07
2020-04-07
2020-04-07
N
N
N
0.0025
483000000.00
483000000.00
0.0046
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.050000%
51KMXRLB0RIEGI0WJN58
0001512734
ATD0YCRE0
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0005
328000000.00
328000000.00
0.0031
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.050000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0YCRK6
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0005
676000000.00
676000000.00
0.0065
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.010000%
5493005PGG4HB3CD7345
0001694217
ATD0YCRR1
Non-Negotiable Time Deposit
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
196000000.00
196000000.00
0.0019
N
Y
Y
N
The Charles Schwab Family of Funds
2020-04-07
Mark Fischer
Mark Fischer
Chief Financial Officer