0001145549-20-064992.txt : 20201106
0001145549-20-064992.hdr.sgml : 20201106
20201106153331
ACCESSION NUMBER: 0001145549-20-064992
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201031
FILED AS OF DATE: 20201106
DATE AS OF CHANGE: 20201106
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: 201294164
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
2020-10-31
0000857156
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S000004508
2
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N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
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49
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Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 566,372 Investment Advisor and its affiliates Voluntary 8,168,972
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ABAG Finance Auth
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2020-11-05
2020-11-05
2020-11-05
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Y
Credit Agricole Corporate and Investment Bank SA
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84998937.50
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2021-02-25
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2021-02-25
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2021-03-01
2021-03-01
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2020-11-13
2020-11-13
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BNP PARIBAS (NEW YORK BRANCH)
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Certificate of Deposit
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B4TYDEB6GKMZO031MB27
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Other Instrument
Bank Note
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2020-11-02
2020-11-03
2020-11-03
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0.0027
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Other Instrument
Bank Note
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2021-03-04
2021-03-04
2021-03-04
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295058864.30
0.0029
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N
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B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
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2020-11-02
2021-05-03
2021-05-03
N
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N
0.0022
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298022460.26
0.0029
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N
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N
BOFA SECURITIES INC
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549300HN4UKV1E2R3U73
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Financial Company Commercial Paper
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2020-11-02
2021-05-03
2021-05-03
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0.0025
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96993497.12
0.0010
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N
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N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.240000%
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B4TYDEB6GKMZO031MB27
US06054R2C59
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Other Instrument
Bank Note
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2020-11-02
2021-05-03
2021-05-03
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N
N
0.0023
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97007309.92
0.0010
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.255300%
06367BGQ6
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US06367BGQ68
Certificate of Deposit
Y
2020-11-13
2020-11-13
2020-11-13
N
N
N
0.0014
270012309.30
270012309.30
0.0027
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.220000%
06367BPV5
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2021-02-03
2021-02-03
2021-02-03
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N
N
0.0019
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362033673.24
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BANK OF MONTREAL (CHICAGO BRANCH)
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Certificate of Deposit
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BANK OF MONTREAL (CHICAGO BRANCH)
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NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
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BANK OF MONTREAL (CHICAGO BRANCH)
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06367BXD6
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Certificate of Deposit
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2021-03-22
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BANK OF MONTREAL (CHICAGO BRANCH)
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06367BXE4
NQQ6HPCNCCU6TUTQYE16
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Certificate of Deposit
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2020-11-02
2021-04-06
2021-04-06
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0.0026
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N
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N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.220000%
06367BXJ3
NQQ6HPCNCCU6TUTQYE16
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Certificate of Deposit
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2020-11-02
2021-04-06
2021-04-06
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0.0018
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381065051.94
0.0038
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N
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N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.630000%
06417MJY2
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
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2020-11-04
2020-11-04
2020-11-04
N
N
N
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78005889.78
0.0008
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N
Y
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.250000%
06742TUH7
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
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2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0011
284005361.92
284005361.92
0.0028
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N
Y
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.250000%
06742TUK0
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
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2020-11-05
2020-11-05
2020-11-05
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0.0012
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139002800.85
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N
Y
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BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.220000%
06742TUP9
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
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2020-11-13
2020-11-13
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0.0012
250009520.00
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BARCLAYS BANK PLC (NEW YORK BRANCH)
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G5GSEF7VJP5I7OUK5573
Certificate of Deposit
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2020-11-24
2020-11-24
2020-11-24
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N
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431027816.74
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BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.200000%
06742TUV6
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
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2020-11-25
2020-11-25
2020-11-25
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253015154.70
253015154.70
0.0025
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N
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BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QL24
213800UUGANOMFJ9X769
Financial Company Commercial Paper
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2020-11-02
2020-11-02
2020-11-02
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0.0010
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0.0012
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BARCLAYS BANK UK PLC
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06744QL57
213800UUGANOMFJ9X769
Financial Company Commercial Paper
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2020-11-05
2020-11-05
2020-11-05
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N
N
0.0012
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176996490.09
0.0017
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N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QL65
213800UUGANOMFJ9X769
Financial Company Commercial Paper
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2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0013
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0.0008
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QL99
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-11-09
2020-11-09
2020-11-09
N
N
N
0.0012
36998725.72
36998725.72
0.0004
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QLA6
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-11-10
2020-11-10
2020-11-10
N
N
N
0.0012
186992972.54
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0.0018
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QLJ7
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2020-11-18
2020-11-18
2020-11-18
N
N
N
0.0012
97993793.66
97993793.66
0.0010
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QP12
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-02-01
2021-02-01
2021-02-01
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N
N
0.0017
287872911.36
287872911.36
0.0028
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N
N
N
BARTON CAPITAL SA
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06945LNE4
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
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2021-01-14
2021-01-14
2021-01-14
N
Y
Societe Generale SA
1.0000
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0.0017
49982055.50
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BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.180000%
0727MCEC7
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
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2020-11-04
2020-11-04
2020-11-04
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N
N
0.0012
277002384.97
277002384.97
0.0027
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
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0727MCEX1
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
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2020-11-03
2020-11-03
2020-11-03
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N
N
0.0012
104999895.00
104999895.00
0.0010
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644ALC6
Asset Backed Commercial Paper
Y
2020-11-12
2020-11-12
2020-11-12
N
Y
Royal Bank of Canada
1.0000
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0.0010
99996317.00
99996317.00
0.0010
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N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644ALH5
Asset Backed Commercial Paper
Y
2020-11-17
2020-11-17
2020-11-17
N
Y
Royal Bank of Canada
1.0000
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0.0012
129992395.00
129992395.00
0.0013
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644ANT7
Asset Backed Commercial Paper
Y
2021-01-27
2021-01-27
2021-01-27
N
Y
Royal Bank of Canada
1.0000
N
0.0015
82970246.99
82970246.99
0.0008
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LL53
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-11-05
2020-11-05
2020-11-05
N
Y
Societe Generale SA
1.0000
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0.0012
74998562.25
74998562.25
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N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LLH7
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-11-17
2020-11-17
2020-11-17
N
Y
Societe Generale SA
1.0000
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0.0011
49997325.00
49997325.00
0.0005
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N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
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08224LLJ3
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
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2020-11-18
2020-11-18
2020-11-18
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Y
Societe Generale SA
1.0000
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0.0011
21998711.24
21998711.24
0.0002
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N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LMG8
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2020-12-16
2020-12-16
2020-12-16
N
Y
Societe Generale SA
1.0000
N
0.0017
25994161.44
25994161.44
0.0003
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LP42
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-02-04
2021-02-04
2021-02-04
N
Y
Societe Generale SA
1.0000
N
0.0020
314832794.85
314832794.85
0.0031
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LPA8
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-02-10
2021-02-10
2021-02-10
N
Y
Societe Generale SA
1.0000
N
0.0020
19988612.80
19988612.80
0.0002
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 0.170000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0017
2890000.00
2890000.00
0.0000
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2L28
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-11-02
2020-11-02
2020-11-02
N
Y
Citibank NA
1.0000
N
0.0009
74999469.00
74999469.00
0.0007
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Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2LD4
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2020-11-13
2020-11-13
2020-11-13
N
Y
Citibank NA
1.0000
N
0.0009
69997685.80
69997685.80
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2PC2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2021-02-12
2021-02-12
2021-02-12
N
Y
Citibank NA
1.0000
N
0.0013
24990666.75
24990666.75
0.0002
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Q56
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2021-03-05
2021-03-05
2021-03-05
N
Y
Citibank NA
1.0000
N
0.0013
49977425.00
49977425.00
0.0005
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Q98
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2021-03-09
2021-03-09
2021-03-09
N
Y
Citibank NA
1.0000
N
0.0014
31984400.00
31984400.00
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2RG1
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2021-04-16
2021-04-16
2021-04-16
N
Y
Citibank NA
1.0000
N
0.0017
39968080.00
39968080.00
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TL28
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-11-02
2020-11-02
2020-11-02
N
Y
Citibank NA
1.0000
N
0.0011
99999117.00
99999117.00
0.0010
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TLA0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2020-11-10
2020-11-10
2020-11-10
N
Y
Citibank NA
1.0000
N
0.0011
44998487.55
44998487.55
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TLJ1
549300HKCCNTZDBBEN75
US12619TLJ15
Asset Backed Commercial Paper
Y
2020-11-18
2020-11-18
2020-11-18
N
Y
Citibank NA
1.0000
N
0.0014
47996427.84
47996427.84
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TPC2
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2021-02-12
2021-02-12
2021-02-12
N
Y
Citibank NA
1.0000
N
0.0017
24987968.75
24987968.75
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TQ23
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2021-03-02
2021-03-02
2021-03-02
N
Y
Citibank NA
1.0000
N
0.0017
29982984.90
29982984.90
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TQ49
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2021-03-04
2021-03-04
2021-03-04
N
Y
Citibank NA
1.0000
N
0.0017
49971007.00
49971007.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TQ80
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2021-03-08
2021-03-08
2021-03-08
N
Y
Citibank NA
1.0000
N
0.0017
39975920.00
39975920.00
0.0004
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AL44
969500Q2PFTTP0Y5QL44
0001056947
Financial Company Commercial Paper
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0008
299996583.00
299996583.00
0.0030
N
N
Y
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AL93
969500Q2PFTTP0Y5QL44
0001056947
Financial Company Commercial Paper
Y
2020-11-09
2020-11-09
2020-11-09
N
N
N
0.0009
229994314.40
229994314.40
0.0023
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800ALJ1
969500Q2PFTTP0Y5QL44
0001056947
Financial Company Commercial Paper
Y
2020-11-18
2020-11-18
2020-11-18
N
N
N
0.0010
149991925.50
149991925.50
0.0015
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AMA9
969500Q2PFTTP0Y5QL44
0001056947
Financial Company Commercial Paper
Y
2020-12-10
2020-12-10
2020-12-10
N
N
N
0.0014
199967200.00
199967200.00
0.0020
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VLT1
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2020-11-27
2020-11-27
2020-11-27
N
N
N
0.0010
439965094.80
439965094.80
0.0043
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VLW4
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2020-11-30
2020-11-30
2020-11-30
N
N
N
0.0011
289973778.20
289973778.20
0.0029
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VN77
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-07
2021-01-07
2021-01-07
N
N
N
0.0012
99976808.00
99976808.00
0.0010
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VN85
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-08
2021-01-08
2021-01-08
N
N
N
0.0012
124970347.50
124970347.50
0.0012
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VNB8
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-11
2021-01-11
2021-01-11
N
N
N
0.0012
289927082.40
289927082.40
0.0029
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VNK8
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-19
2021-01-19
2021-01-19
N
N
N
0.0013
302912054.25
302912054.25
0.0030
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VNR3
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-25
2021-01-25
2021-01-25
N
N
N
0.0013
238923180.62
238923180.62
0.0024
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VPG5
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-16
2021-02-16
2021-02-16
N
N
N
0.0015
299868291.00
299868291.00
0.0030
N
N
N
N
Calhoun Port Auth
ENVIRONMENTAL FACILITIES RB (FORMOSA PLASTICS) SERIES 2012 0.160000%
129884AG7
US129884AG75
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2042-04-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0016
12220000.00
12220000.00
0.0001
N
N
Y
N
California Infrastructure & Economic Development Bank
TAXABLE RB (CAPITAL CORRUGATED) SERIES 2016B 0.240000%
13034AMD9
549300C1OG9RDIM8ET06
US13034AMD99
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2046-08-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0024
1720000.00
1720000.00
0.0000
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.249500%
13606C6D1
2IGI19DL77OX0HC3ZE78
US13606C6D13
0000800030
Certificate of Deposit
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0013
285004571.40
285004571.40
0.0028
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.250000%
13606CDG6
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2021-01-07
2021-01-07
2021-01-07
N
N
N
0.0015
200037892.00
200037892.00
0.0020
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.250000%
13606CE83
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2021-04-29
2021-04-29
2021-04-29
N
N
N
0.0019
96030803.52
96030803.52
0.0009
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.210000%
13606CHZ0
2IGI19DL77OX0HC3ZE78
US13606CHZ05
0000800030
Certificate of Deposit
Y
2020-11-02
2021-05-03
2021-05-03
N
N
N
0.0021
1000025370.00
1000025370.00
0.0098
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JLJ7
Asset Backed Commercial Paper
Y
2020-11-18
2020-11-18
2020-11-18
N
Y
Lloyds Bank Plc
1.0000
N
0.0009
238988520.83
238988520.83
0.0024
N
N
N
N
CEDAR SPRINGS CAPITAL COMPANY LLC
CEDAR SPRINGS CAPITAL COMPANY LLC 0.000000%
15060XMF6
Asset Backed Commercial Paper
Y
2020-12-15
2020-12-15
2020-12-15
N
Y
Credit Suisse AG
0.6000
CREDIT SUISSE INTERNATIONAL
0.4000
N
0.0016
118975671.64
118975671.64
0.0012
N
N
N
N
CEDAR SPRINGS CAPITAL COMPANY LLC
CEDAR SPRINGS CAPITAL COMPANY LLC 0.000000%
15060XNE8
Asset Backed Commercial Paper
Y
2021-01-14
2021-01-14
2021-01-14
N
Y
Credit Suisse AG
0.6000
CREDIT SUISSE INTERNATIONAL
0.4000
N
0.0018
126951472.03
126951472.03
0.0013
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 0.180000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0018
48000000.00
48000000.00
0.0005
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TL23
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-11-02
2020-11-02
2020-11-02
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0013
47999487.84
47999487.84
0.0005
N
Y
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TLA5
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-11-10
2020-11-10
2020-11-10
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0011
199993278.00
199993278.00
0.0020
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TLC1
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-11-12
2020-11-12
2020-11-12
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0009
46998438.66
46998438.66
0.0005
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TLD9
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-11-13
2020-11-13
2020-11-13
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0008
86997157.71
86997157.71
0.0009
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TLG2
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2020-11-16
2020-11-16
2020-11-16
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0008
348986322.69
348986322.69
0.0034
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TPN3
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2021-02-22
2021-02-22
2021-02-22
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0015
99953681.00
99953681.00
0.0010
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TQ10
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2021-03-01
2021-03-01
2021-03-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0015
117941615.96
117941615.96
0.0012
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TR50
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0017
79941735.20
79941735.20
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VLD9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2020-11-13
2020-11-13
2020-11-13
N
Y
Citibank NA
1.0000
N
0.0012
92995515.54
92995515.54
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VPN3
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2021-02-22
2021-02-22
2021-02-22
N
Y
Citibank NA
1.0000
N
0.0017
39978916.80
39978916.80
0.0004
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQ28
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2021-03-02
2021-03-02
2021-03-02
N
Y
Citibank NA
1.0000
N
0.0016
34980388.45
34980388.45
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQ44
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2021-03-04
2021-03-04
2021-03-04
N
Y
Citibank NA
1.0000
N
0.0016
74957552.25
74957552.25
0.0007
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQ51
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2021-03-05
2021-03-05
2021-03-05
N
Y
Citibank NA
1.0000
N
0.0016
74957212.50
74957212.50
0.0007
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQ93
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2021-03-09
2021-03-09
2021-03-09
N
Y
Citibank NA
1.0000
N
0.0016
74956125.00
74956125.00
0.0007
N
N
N
N
CITIBANK NA
CITIBANK NA 0.180000%
17305TS52
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2021-03-11
2021-03-11
2021-03-11
N
N
N
0.0015
100012078.00
100012078.00
0.0010
N
N
N
N
CITIBANK NA
CITIBANK NA 0.220000%
17305TV82
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0017
93020915.70
93020915.70
0.0009
N
N
N
N
CITIBANK NA
CITIBANK NA 0.220000%
17305TW57
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2021-05-17
2021-05-17
2021-05-17
N
N
N
0.0021
117009034.74
117009034.74
0.0012
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AL21
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
249998230.00
249998230.00
0.0025
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AL54
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0009
91998696.36
91998696.36
0.0009
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AM20
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2020-12-02
2020-12-02
2020-12-02
N
N
N
0.0011
284972306.55
284972306.55
0.0028
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AQF7
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2021-03-15
2021-03-15
2021-03-15
N
N
N
0.0016
56965977.27
56965977.27
0.0006
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AQS9
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2021-03-26
2021-03-26
2021-03-26
N
N
N
0.0016
299800326.00
299800326.00
0.0030
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327ARG4
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2021-04-16
2021-04-16
2021-04-16
N
N
N
0.0017
32973666.00
32973666.00
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HL32
Asset Backed Commercial Paper
Y
2020-11-03
2020-11-03
2020-11-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0012
94998785.90
94998785.90
0.0009
N
N
Y
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HM15
Asset Backed Commercial Paper
Y
2020-12-01
2020-12-01
2020-12-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0009
34997075.40
34997075.40
0.0003
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HNN6
Asset Backed Commercial Paper
Y
2021-01-22
2021-01-22
2021-01-22
N
Y
JP Morgan Securities LLC
1.0000
N
0.0014
170944539.57
170944539.57
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HNV8
Asset Backed Commercial Paper
Y
2021-01-29
2021-01-29
2021-01-29
N
Y
JP Morgan Securities LLC
1.0000
N
0.0015
162939432.46
162939432.46
0.0016
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HP12
Asset Backed Commercial Paper
Y
2021-02-01
2021-02-01
2021-02-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0015
49980025.00
49980025.00
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HP38
Asset Backed Commercial Paper
Y
2021-02-03
2021-02-03
2021-02-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0016
74968599.75
74968599.75
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HPG9
Asset Backed Commercial Paper
Y
2021-02-16
2021-02-16
2021-02-16
N
Y
JP Morgan Securities LLC
1.0000
N
0.0018
79955673.60
79955673.60
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HPN4
Asset Backed Commercial Paper
Y
2021-02-22
2021-02-22
2021-02-22
N
Y
JP Morgan Securities LLC
1.0000
N
0.0020
149906562.00
149906562.00
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HPS3
Asset Backed Commercial Paper
Y
2021-02-26
2021-02-26
2021-02-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0020
149899345.50
149899345.50
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HQF0
Asset Backed Commercial Paper
Y
2021-03-15
2021-03-15
2021-03-15
N
Y
JP Morgan Securities LLC
1.0000
N
0.0021
123102261.74
123102261.74
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HQG8
Asset Backed Commercial Paper
Y
2021-03-16
2021-03-16
2021-03-16
N
Y
JP Morgan Securities LLC
1.0000
N
0.0021
99919703.00
99919703.00
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HRC6
Asset Backed Commercial Paper
Y
2021-04-12
2021-04-12
2021-04-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0022
174824611.50
174824611.50
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HRL6
Asset Backed Commercial Paper
Y
2021-04-20
2021-04-20
2021-04-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0022
169819686.10
169819686.10
0.0017
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 0.200000%
20271ESY6
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2021-02-03
2021-02-03
2021-02-03
N
N
N
0.0018
150009160.50
150009160.50
0.0015
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 0.290000%
20271ESZ3
MSFSBD3QN1GSN7Q6C537
US20271ESZ33
0000008565
Certificate of Deposit
Y
2020-11-02
2021-02-03
2021-02-03
N
N
N
0.0018
50014912.00
50014912.00
0.0005
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 0.180000%
20271ETF6
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0019
149996923.50
149996923.50
0.0015
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 0.180000%
20271ETG4
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0019
109997726.30
109997726.30
0.0011
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 0.160000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0016
25000000.00
25000000.00
0.0002
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.520000%
21684XFU5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0009
100007129.00
100007129.00
0.0010
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.200000%
21684XHN9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2021-02-24
2021-02-24
2021-02-24
N
N
N
0.0016
95011087.45
95011087.45
0.0009
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.220000%
21684XHP4
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2021-03-24
2021-03-24
2021-03-24
N
N
N
0.0017
221041742.48
221041742.48
0.0022
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.550000%
22549L6S9
549300D0YARF5HYP1809
0001053092
Certificate of Deposit
Y
2020-11-09
2020-11-09
2020-11-09
N
N
N
0.0013
257030027.88
257030027.88
0.0025
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.240000%
22549LW92
549300D0YARF5HYP1809
0001053092
Certificate of Deposit
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0022
100011801.00
100011801.00
0.0010
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.250000%
22549LX91
549300D0YARF5HYP1809
US22549LX918
0001053092
Certificate of Deposit
Y
2020-11-02
2021-05-07
2021-05-07
N
N
N
0.0028
222966019.26
222966019.26
0.0022
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.220000%
22549LY82
549300D0YARF5HYP1809
0001053092
Certificate of Deposit
Y
2021-02-19
2021-02-19
2021-02-19
N
N
N
0.0019
487042281.34
487042281.34
0.0048
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.220000%
22549LZ40
549300D0YARF5HYP1809
US22549LZ400
0001053092
Certificate of Deposit
Y
2020-11-02
2021-02-05
2021-02-05
N
N
N
0.0016
213032970.27
213032970.27
0.0021
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.230000%
22845ASV3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-01-28
2021-01-28
2021-04-06
Y
CROWN POINT CAPITAL COMPANY LLC
1.0000
90
N
Y
Credit Suisse AG
1.0000
N
0.0026
199977168.00
199977168.00
0.0020
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0LL7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2020-11-20
2020-11-20
2020-11-20
N
Y
Credit Suisse AG
1.0000
N
0.0015
428962711.32
428962711.32
0.0042
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0ND3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-01-13
2021-01-13
2021-01-13
N
Y
Credit Suisse AG
1.0000
N
0.0018
349868750.00
349868750.00
0.0034
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0NF8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-01-15
2021-01-15
2021-01-15
N
Y
Credit Suisse AG
1.0000
N
0.0018
149941608.00
149941608.00
0.0015
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DPN9
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-02-22
2021-02-22
2021-02-22
N
N
N
0.0017
190897496.03
190897496.03
0.0019
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DQ16
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-03-01
2021-03-01
2021-03-01
N
N
N
0.0017
94945269.55
94945269.55
0.0009
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DQA6
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-03-10
2021-03-10
2021-03-10
N
N
N
0.0017
48594566.10
48594566.10
0.0005
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DQH1
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-03-17
2021-03-17
2021-03-17
N
N
N
0.0017
95936335.68
95936335.68
0.0009
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DQJ7
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-03-18
2021-03-18
2021-03-18
N
N
N
0.0017
99933203.00
99933203.00
0.0010
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DQP3
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-03-23
2021-03-23
2021-03-23
N
N
N
0.0017
191866368.00
191866368.00
0.0019
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DR15
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0018
99924775.00
99924775.00
0.0010
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DRM9
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-04-21
2021-04-21
2021-04-21
N
N
N
0.0019
191824692.48
191824692.48
0.0019
N
N
N
N
DENMARK (KINGDOM OF)
DENMARK (KINGDOM OF) 0.000000%
24850CN42
549300PTO6LS1PTM6607
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0008
145977783.18
145977783.18
0.0014
N
N
N
N
DENMARK (KINGDOM OF)
DENMARK (KINGDOM OF) 0.000000%
24850CN59
549300PTO6LS1PTM6607
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-05
2021-01-05
2021-01-05
N
N
N
0.0008
99984553.00
99984553.00
0.0010
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.000000%
26820RNB5
5493005PGG4HB3CD7345
0001694217
Financial Company Commercial Paper
Y
2021-01-11
2021-01-11
2021-01-11
N
N
N
0.0015
21993129.84
21993129.84
0.0002
N
N
N
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 0.240000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0024
1500000.00
1500000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 0.240000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0024
2410000.00
2410000.00
0.0000
N
N
Y
N
Edward-Elmhurst Healthcare
TAXABLE BONDS SERIES 2018 0.150000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0015
25500000.00
25500000.00
0.0003
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CL26
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0008
399997400.00
399997400.00
0.0039
N
Y
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CNB4
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-11
2021-01-11
2021-01-11
N
N
N
0.0011
219950035.80
219950035.80
0.0022
N
N
N
N
EUROPEAN INVESTMENT BANK
EUROPEAN INVESTMENT BANK 0.000000%
29878RPS1
5493006YXS1U5GIHE750
0000033745
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-26
2021-02-26
2021-02-26
N
N
N
0.0015
97952379.84
97952379.84
0.0010
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FL37
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0009
174998348.00
174998348.00
0.0017
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FND3
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2021-01-13
2021-01-13
2021-01-13
N
N
N
0.0013
184951822.30
184951822.30
0.0018
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FR80
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2021-04-08
2021-04-08
2021-04-08
N
N
N
0.0017
67049898.44
67049898.44
0.0007
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GLG9
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2020-11-19
2020-11-19
2020-11-19
N
N
N
0.0007
229992614.70
229992614.70
0.0023
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GNF9
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-21
2021-01-21
2021-01-21
N
N
N
0.0011
76982542.56
76982542.56
0.0008
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GNM4
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-01-26
2021-01-26
2021-01-26
N
N
N
0.0011
49987319.50
49987319.50
0.0005
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GNT9
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0011
99971817.00
99971817.00
0.0010
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GPJ9
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-23
2021-02-23
2021-02-23
N
N
N
0.0014
24989208.25
24989208.25
0.0002
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GPN0
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-25
2021-02-25
2021-02-25
N
N
N
0.0014
99954000.00
99954000.00
0.0010
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GPP5
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-26
2021-02-26
2021-02-26
N
N
N
0.0015
87958884.64
87958884.64
0.0009
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GQ17
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-04
2021-03-04
2021-03-04
N
N
N
0.0015
174910449.00
174910449.00
0.0017
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GQ25
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-05
2021-03-05
2021-03-05
N
N
N
0.0015
199896134.00
199896134.00
0.0020
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GQ90
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-12
2021-03-12
2021-03-12
N
N
N
0.0016
84952423.80
84952423.80
0.0008
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GQF6
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-18
2021-03-18
2021-03-18
N
N
N
0.0016
79932260.74
79932260.74
0.0008
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GQG4
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-19
2021-03-19
2021-03-19
N
N
N
0.0016
197880946.56
197880946.56
0.0019
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GQH2
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-22
2021-03-22
2021-03-22
N
N
N
0.0016
98939659.50
98939659.50
0.0010
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GQP4
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-26
2021-03-26
2021-03-26
N
N
N
0.0016
149902800.00
149902800.00
0.0015
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GR65
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-04-09
2021-04-09
2021-04-09
N
N
N
0.0017
199852534.00
199852534.00
0.0020
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GRK4
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-04-22
2021-04-22
2021-04-22
N
N
N
0.0017
77936274.00
77936274.00
0.0008
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GRM0
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-04-26
2021-04-26
2021-04-26
N
N
N
0.0017
98917695.36
98917695.36
0.0010
N
N
N
N
Franklin Cnty
HOSPITAL FACILITIES REFUNDING RB (OHIOHEALTH) SERIES 2009B 0.110000%
3531867M5
549300VCBUC1RZE7KL42
US3531867M54
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
Y
OhioHealth Corp
Corporate Underlier
1.0000
0.0011
15000000.00
15000000.00
0.0001
N
N
Y
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 0.190000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0019
49000000.00
49000000.00
0.0005
N
N
Y
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 0.170000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0017
23800000.00
23800000.00
0.0002
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PM18
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2020-12-01
2020-12-01
2020-12-01
N
N
N
0.0011
189982098.20
189982098.20
0.0019
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PPK3
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2021-02-19
2021-02-19
2021-02-19
N
N
N
0.0015
99954578.00
99954578.00
0.0010
N
N
N
N
KFW
KFW 0.000000%
48246TP11
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0017
114950154.40
114950154.40
0.0011
N
N
N
N
KFW
KFW 0.000000%
48246TP29
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-02
2021-02-02
2021-02-02
N
N
N
0.0017
58779085.22
58779085.22
0.0006
N
N
N
N
KFW
KFW 0.000000%
48246TP52
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-05
2021-02-05
2021-02-05
N
N
N
0.0017
149931400.50
149931400.50
0.0015
N
N
N
N
KFW
KFW 0.000000%
48246TP86
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-02-08
2021-02-08
2021-02-08
N
N
N
0.0017
40980560.26
40980560.26
0.0004
N
N
N
N
KFW
KFW 0.000000%
48246TQ28
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-02
2021-03-02
2021-03-02
N
N
N
0.0018
79202344.60
79202344.60
0.0008
N
N
N
N
KFW
KFW 0.000000%
48246TQF9
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-03-15
2021-03-15
2021-03-15
N
N
N
0.0018
149898000.00
149898000.00
0.0015
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 0.240000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0024
1050000.00
1050000.00
0.0000
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X0LR4
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2020-11-25
2020-11-25
2020-11-25
N
N
N
0.0017
328958894.74
328958894.74
0.0032
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.110000%
51500VSY6
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0010
521000463.69
521000463.69
0.0051
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.110000%
51500VTC3
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0012
239999767.20
239999767.20
0.0024
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.180000%
51501GT35
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0014
440502154.05
440502154.05
0.0043
N
N
Y
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RLA5
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2020-11-10
2020-11-10
2020-11-10
N
N
N
0.0012
149994729.00
149994729.00
0.0015
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RLJ6
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2020-11-18
2020-11-18
2020-11-18
N
N
N
0.0012
49996833.50
49996833.50
0.0005
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RPA1
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2021-02-10
2021-02-10
2021-02-10
N
N
N
0.0018
191900021.76
191900021.76
0.0019
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QNC0
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2021-01-12
2021-01-12
2021-01-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0018
11445787.09
11445787.09
0.0001
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.380000%
55380TDQ0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2020-11-09
2020-11-09
2020-11-09
N
N
N
0.0009
265021038.35
265021038.35
0.0026
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.395000%
55380TDU1
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2020-11-24
2020-11-24
2020-11-24
N
N
N
0.0009
200042752.00
200042752.00
0.0020
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.380000%
55380TEB2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2020-11-18
2020-11-18
2020-11-18
N
N
N
0.0009
180027534.60
180027534.60
0.0018
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.380000%
55380TED8
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2020-11-23
2020-11-23
2020-11-23
N
N
N
0.0009
280054474.00
280054474.00
0.0028
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.230000%
55380TGF1
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-11-13
2020-11-13
2020-11-13
N
N
N
0.0009
235012605.40
235012605.40
0.0023
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.220000%
55380TGG9
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-11-12
2020-11-12
2020-11-12
N
N
N
0.0009
150006876.00
150006876.00
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.220000%
55380TGH7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2020-11-12
2020-11-12
2020-11-12
N
N
N
0.0009
96004400.64
96004400.64
0.0009
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.290000%
55380TGS3
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2021-01-28
2021-01-28
2021-01-28
N
N
N
0.0014
284109942.08
284109942.08
0.0028
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.240000%
55380THC7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2021-01-19
2021-01-19
2021-01-19
N
N
N
0.0014
77017133.27
77017133.27
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.250000%
55380TJS0
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2021-04-29
2021-04-29
2021-04-29
N
N
N
0.0023
61007351.72
61007351.72
0.0006
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LLA0
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2020-11-10
2020-11-10
2020-11-10
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0007
99247877.04
99247877.04
0.0010
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TLD3
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2020-11-13
2020-11-13
2020-11-13
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0010
32216697.10
32216697.10
0.0003
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TN58
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2021-01-05
2021-01-05
2021-01-05
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0015
24993253.50
24993253.50
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60682YLL6
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2020-11-20
2020-11-20
2020-11-20
N
N
N
0.0011
99993642.00
99993642.00
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.340000%
60683BH63
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-02-03
2021-02-03
2021-02-03
N
N
N
0.0016
152074896.48
152074896.48
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.280000%
60683BH71
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-02-05
2021-02-05
2021-02-05
N
N
N
0.0016
91030182.88
91030182.88
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.260000%
60683BH89
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-02-08
2021-02-08
2021-02-08
N
N
N
0.0016
100027173.00
100027173.00
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.250000%
60683BH97
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-02-16
2021-02-16
2021-02-16
N
N
N
0.0018
160035296.00
160035296.00
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.250000%
60683BJ20
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-02-18
2021-02-18
2021-02-18
N
N
N
0.0020
100016039.00
100016039.00
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.270000%
60683BJ61
JBONEPAGQXF4QP29B387
US60683BJ611
0001462160
Certificate of Deposit
Y
2020-11-02
2021-02-19
2021-02-19
N
N
N
0.0022
95015622.75
95015622.75
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.250000%
60683BJ79
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-02-19
2021-02-19
2021-02-19
N
N
N
0.0018
100021115.00
100021115.00
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.240000%
60683BJ87
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-03-05
2021-03-05
2021-03-05
N
N
N
0.0020
150021471.00
150021471.00
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.230000%
60683BJ95
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0020
90009066.60
90009066.60
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.220000%
60683BK28
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0020
69004463.61
69004463.61
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.220000%
60683BK36
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-03-10
2021-03-10
2021-03-10
N
N
N
0.0020
200013036.00
200013036.00
0.0020
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.250000%
60683BL50
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-03-12
2021-03-12
2021-03-12
N
N
N
0.0020
64010853.76
64010853.76
0.0006
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.250000%
60683BL68
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-03-15
2021-03-15
2021-03-15
N
N
N
0.0021
127521145.88
127521145.88
0.0013
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PNF9
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2021-01-15
2021-01-15
2021-01-15
N
N
N
0.0016
170942942.43
170942942.43
0.0017
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PNK8
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2021-01-19
2021-01-19
2021-01-19
N
N
N
0.0016
199928450.00
199928450.00
0.0020
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PP18
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0017
199911222.00
199911222.00
0.0020
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.180000%
60710ASB9
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2020-12-14
2020-12-14
2020-12-14
N
N
N
0.0014
288016182.72
288016182.72
0.0028
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.180000%
60710ASC7
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2020-12-15
2020-12-15
2020-12-15
N
N
N
0.0014
300016848.00
300016848.00
0.0030
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.180000%
60710ASR4
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2021-01-12
2021-01-12
2021-01-12
N
N
N
0.0017
194004772.40
194004772.40
0.0019
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.210000%
60710ASS2
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0020
300010935.00
300010935.00
0.0030
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.200000%
60710AT85
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2021-01-29
2021-01-29
2021-01-29
N
N
N
0.0020
250003147.50
250003147.50
0.0025
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.200000%
60710ATJ1
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2021-02-08
2021-02-08
2021-02-08
N
N
N
0.0020
142000396.18
142000396.18
0.0014
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LPJ2
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2021-02-18
2021-02-18
2021-02-18
N
N
N
0.0018
499725585.00
499725585.00
0.0049
N
N
N
N
Nassau Health Care Corp
TAXABLE HEALTH CARE RB SERIES 2009A 0.160000%
63167NAV8
549300L7UKCJQEMTLX26
US63167NAV82
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2022-08-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0016
845000.00
845000.00
0.0000
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)
NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 0.230000%
63253TW46
549300E2IPL06NDXMZ63
US63253TW466
Certificate of Deposit
Y
2020-11-02
2021-04-26
2021-04-26
N
N
N
0.0024
17999550.18
17999550.18
0.0002
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 0.000000%
63254ENR7
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2021-01-25
2021-01-25
2021-01-25
N
N
N
0.0010
225945929.50
225945929.50
0.0022
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 0.000000%
63254EPG9
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2021-02-16
2021-02-16
2021-02-16
N
N
N
0.0011
144952585.00
144952585.00
0.0014
N
N
N
N
New York State HFA
HOUSING RB (600 W 42ND STREET) SERIES 2007A 0.170000%
64986UMN4
5493000LS7KCDB02O506
US64986UMN45
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2041-05-15
Y
FEDERAL NATIONAL MORTGAGE ASSOCIATION
1.0000
7
N
N
N
0.0017
123010000.00
123010000.00
0.0012
N
N
Y
N
New York State HFA
TAXABLE HOUSING RB (BAM SOUTH HOUSING) SERIES 2015A 0.120000%
64987BFK9
5493000LS7KCDB02O506
US64987BFK98
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2048-11-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0012
16745000.00
16745000.00
0.0002
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 0.200000%
65558TD85
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2021-01-25
2021-01-25
2021-01-25
N
N
N
0.0014
407056955.58
407056955.58
0.0040
N
N
N
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.300000%
67074X305
N0WOEFO1WOMLJYH1PV29
US67074X3052
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0030
19000000.00
19000000.00
0.0002
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TQ17
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2021-03-01
2021-03-01
2021-03-01
N
Y
Royal Bank of Canada
1.0000
N
0.0016
4997356.65
4997356.65
0.0000
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.230000%
69033MSD0
5493007O3QFXCPOGWK22
US69033MSD01
Certificate of Deposit
Y
2020-11-02
2021-04-30
2021-04-30
N
N
N
0.0022
132005959.80
132005959.80
0.0013
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034APB2
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2021-02-11
2021-02-11
2021-02-11
N
N
N
0.0016
132437224.15
132437224.15
0.0013
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034APJ5
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2021-02-18
2021-02-18
2021-02-18
N
N
N
0.0017
199895784.00
199895784.00
0.0020
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AS37
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0022
64927850.00
64927850.00
0.0006
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.190000%
69034CLK2
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-11-27
2021-02-26
2021-02-26
N
N
N
0.0017
196025730.88
196025730.88
0.0019
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.210000%
69034CLM8
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2020-12-01
2021-03-01
2021-03-01
N
N
N
0.0017
186025139.76
186025139.76
0.0018
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JL51
Asset Backed Commercial Paper
Y
2020-11-05
2020-11-05
2020-11-05
N
Y
BNP Paribas SA
1.0000
N
0.0010
109998203.70
109998203.70
0.0011
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JLD4
Asset Backed Commercial Paper
Y
2020-11-13
2020-11-13
2020-11-13
N
Y
BNP Paribas SA
1.0000
N
0.0012
276986964.38
276986964.38
0.0027
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JLQ5
Asset Backed Commercial Paper
Y
2020-11-24
2020-11-24
2020-11-24
N
Y
BNP Paribas SA
1.0000
N
0.0015
79991833.60
79991833.60
0.0008
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JLR3
Asset Backed Commercial Paper
Y
2020-11-25
2020-11-25
2020-11-25
N
Y
BNP Paribas SA
1.0000
N
0.0015
9998938.30
9998938.30
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JP24
Asset Backed Commercial Paper
Y
2021-02-02
2021-02-02
2021-02-02
N
Y
BNP Paribas SA
1.0000
N
0.0020
299039460.49
299039460.49
0.0029
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JP40
Asset Backed Commercial Paper
Y
2021-02-04
2021-02-04
2021-02-04
N
Y
BNP Paribas SA
1.0000
N
0.0020
99691054.89
99691054.89
0.0010
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.366100%
78012URP2
ES7IP3U3RHIGC71XBU11
US78012URP20
Certificate of Deposit
Y
2020-11-23
2020-11-23
2020-11-23
N
N
N
0.0016
267024457.20
267024457.20
0.0026
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.361100%
78012URS6
ES7IP3U3RHIGC71XBU11
US78012URS68
Certificate of Deposit
Y
2020-12-03
2020-12-03
2020-12-03
N
N
N
0.0017
344644477.52
344644477.52
0.0034
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.264800%
78012USW6
ES7IP3U3RHIGC71XBU11
US78012USW61
Certificate of Deposit
Y
2021-01-25
2021-01-25
2021-01-25
N
N
N
0.0018
120023504.40
120023504.40
0.0012
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.260000%
78014XFG7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-11-02
2021-02-22
2021-02-22
N
N
N
0.0017
396616345.00
396616345.00
0.0039
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.240000%
78014XFH5
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-11-02
2021-02-26
2021-02-26
N
N
N
0.0017
491113396.45
491113396.45
0.0048
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.350000%
78014XFK8
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-11-02
2021-03-04
2021-03-04
N
N
N
0.0017
500312170.00
500312170.00
0.0049
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.320000%
78014XGE1
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2020-11-02
2021-04-08
2021-04-08
N
N
N
0.0018
495307642.50
495307642.50
0.0049
N
N
N
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A1 0.130000%
79765A3K0
54930055TIDYHNDP4F84
US79765A3K08
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0013
11605000.00
11605000.00
0.0001
N
N
Y
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A2 0.130000%
79765A3L8
54930055TIDYHNDP4F84
US79765A3L80
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0013
7775000.00
7775000.00
0.0001
N
N
Y
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 0.130000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0013
19000000.00
19000000.00
0.0002
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PL26
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
197998598.16
197998598.16
0.0019
N
Y
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PLG5
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2020-11-16
2020-11-16
2020-11-16
N
N
N
0.0012
214988121.25
214988121.25
0.0021
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PLJ9
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2020-11-18
2020-11-18
2020-11-18
N
N
N
0.0012
149690676.68
149690676.68
0.0015
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PP14
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0018
210901931.42
210901931.42
0.0021
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PP22
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2021-02-02
2021-02-02
2021-02-02
N
N
N
0.0018
253880691.12
253880691.12
0.0025
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LLT7
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-11-27
2020-11-27
2020-11-27
N
Y
Barclays Bank Plc
1.0000
N
0.0015
99988644.00
99988644.00
0.0010
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LM90
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-12-09
2020-12-09
2020-12-09
N
Y
Barclays Bank Plc
1.0000
N
0.0016
149974167.00
149974167.00
0.0015
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LME9
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-12-14
2020-12-14
2020-12-14
N
Y
Barclays Bank Plc
1.0000
N
0.0016
61987600.00
61987600.00
0.0006
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LMH2
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2020-12-17
2020-12-17
2020-12-17
N
Y
Barclays Bank Plc
1.0000
N
0.0016
149967799.50
149967799.50
0.0015
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LP14
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2021-02-01
2021-02-01
2021-02-01
N
Y
Barclays Bank Plc
1.0000
N
0.0020
48974922.78
48974922.78
0.0005
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LPA4
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2021-02-10
2021-02-10
2021-02-10
N
Y
Barclays Bank Plc
1.0000
N
0.0020
99943064.00
99943064.00
0.0010
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.200000%
83050PMP1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-03-09
2021-03-09
2021-03-09
N
N
N
0.0020
55000383.35
55000383.35
0.0005
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.215000%
83050PNJ4
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0021
232007073.68
232007073.68
0.0023
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.210000%
83050PNU9
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0021
101000870.62
101000870.62
0.0010
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.220000%
83050PPA1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0022
58001484.80
58001484.80
0.0006
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.220000%
83050PPD5
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-05-06
2021-05-06
2021-05-06
N
N
N
0.0022
185003851.70
185003851.70
0.0018
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.220000%
83050PPF0
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-05-07
2021-05-07
2021-05-07
N
N
N
0.0022
627013135.65
627013135.65
0.0062
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369BL61
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0010
481991097.46
481991097.46
0.0047
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LL60
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-11-06
2020-11-06
2020-11-06
N
Y
BNP Paribas SA
1.0000
N
0.0008
143997900.48
143997900.48
0.0014
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LLC7
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2020-11-12
2020-11-12
2020-11-12
N
Y
BNP Paribas SA
1.0000
N
0.0011
99995956.00
99995956.00
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.210000%
86564GGH8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-11-10
2020-11-10
2020-11-10
N
N
N
0.0011
232007437.92
232007437.92
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.210000%
86564GGL9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2020-11-12
2020-11-12
2020-11-12
N
N
N
0.0011
318012049.02
318012049.02
0.0031
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.220000%
86564GJN2
5493006GGLR4BTEL8O61
US86564GJN25
Certificate of Deposit
Y
2020-11-02
2021-01-22
2021-01-22
N
N
N
0.0020
289012033.96
289012033.96
0.0028
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.220000%
86564GJQ5
5493006GGLR4BTEL8O61
US86564GJQ55
Certificate of Deposit
Y
2020-11-02
2021-01-25
2021-01-25
N
N
N
0.0021
7000234.36
7000234.36
0.0001
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YLJ9
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-11-18
2020-11-18
2020-11-18
N
N
N
0.0010
66996463.74
66996463.74
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YLQ3
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-11-24
2020-11-24
2020-11-24
N
N
N
0.0010
179987124.60
179987124.60
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YM33
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2020-12-03
2020-12-03
2020-12-03
N
N
N
0.0011
189980260.90
189980260.90
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86565CDX4
5U0XI89JRFVHWIBS4F54
0001184915
Certificate of Deposit
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0011
240013756.80
240013756.80
0.0024
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.380000%
86565CEN5
5U0XI89JRFVHWIBS4F54
0001184915
Certificate of Deposit
Y
2020-11-12
2020-11-12
2020-11-12
N
N
N
0.0011
278027585.94
278027585.94
0.0027
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.350000%
86565CGQ6
5U0XI89JRFVHWIBS4F54
0001184915
Certificate of Deposit
Y
2020-12-01
2020-12-01
2020-12-01
N
N
N
0.0011
110023643.40
110023643.40
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.304100%
86565CKB4
5U0XI89JRFVHWIBS4F54
US86565CKB45
Certificate of Deposit
Y
2021-01-11
2021-01-11
2021-01-11
N
N
N
0.0018
245053971.05
245053971.05
0.0024
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.316900%
86565CKQ1
5U0XI89JRFVHWIBS4F54
US86565CKQ14
Certificate of Deposit
Y
2021-01-15
2021-01-15
2021-01-15
N
N
N
0.0018
190044285.20
190044285.20
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.295800%
86565CKV0
5U0XI89JRFVHWIBS4F54
US86565CKV09
Certificate of Deposit
Y
2021-01-22
2021-01-22
2021-01-22
N
N
N
0.0018
218055679.38
218055679.38
0.0021
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565CSG5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-04-20
2021-04-20
2021-04-20
N
N
N
0.0024
105005002.20
105005002.20
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565CSM2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-04-23
2021-04-23
2021-04-23
N
N
N
0.0024
318012335.22
318012335.22
0.0031
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565CSQ3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-04-26
2021-04-26
2021-04-26
N
N
N
0.0024
165004884.00
165004884.00
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565CSU4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-04-28
2021-04-28
2021-04-28
N
N
N
0.0025
168004191.60
168004191.60
0.0017
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.200000%
86959RJC5
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2021-01-29
2021-01-29
2021-01-29
N
N
N
0.0015
75010219.50
75010219.50
0.0007
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.190000%
86959RJF8
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2021-01-29
2021-01-29
2021-01-29
N
N
N
0.0015
300033300.00
300033300.00
0.0030
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.220000%
86959RJT8
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2021-05-24
2021-05-24
2021-05-24
N
N
N
0.0020
250028640.00
250028640.00
0.0025
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.210000%
86959RJW1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2021-05-28
2021-05-28
2021-05-28
N
N
N
0.0020
190008778.00
190008778.00
0.0019
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.230000%
86959RKH2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2021-06-21
2021-06-21
2021-06-21
N
N
N
0.0022
405039293.10
405039293.10
0.0040
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019RNU6
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2021-01-28
2021-01-28
2021-01-28
N
N
N
0.0013
259918750.00
259918750.00
0.0026
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019RQB5
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2021-03-11
2021-03-11
2021-03-11
N
N
N
0.0018
121919032.26
121919032.26
0.0012
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019RQJ8
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2021-03-18
2021-03-18
2021-03-18
N
N
N
0.0019
149889958.50
149889958.50
0.0015
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019RR57
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0021
270755354.75
270755354.75
0.0027
N
N
N
N
Tenderfoot Seasonal Housing, LLC
TAXABLE NOTES SERIES 2000B 0.240000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0024
5885000.00
5885000.00
0.0001
N
N
Y
N
Texas
GO BONDS SERIES 2017 0.150000%
8827236Q7
549300X9CH74QB747L76
US8827236Q77
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2047-12-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
Y
N
N
0.0015
8545000.00
8545000.00
0.0001
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.490000%
89114N2X2
PT3QB789TSUIDF371261
US89114N2X22
Certificate of Deposit
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0014
203014011.06
203014011.06
0.0020
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.333900%
89114NEU5
PT3QB789TSUIDF371261
US89114NEU54
Certificate of Deposit
Y
2021-01-04
2021-01-04
2021-01-04
N
N
N
0.0016
185049356.15
185049356.15
0.0018
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.230000%
89114NPS8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0018
423059499.18
423059499.18
0.0042
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.200000%
89114NTA3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0020
420005426.40
420005426.40
0.0041
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PNK4
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2021-01-19
2021-01-19
2021-01-19
N
Y
TOTAL SE
1.0000
N
0.0014
124739975.37
124739975.37
0.0012
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232CM11
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2020-12-01
2020-12-01
2020-12-01
N
N
N
0.0021
49990844.50
49990844.50
0.0005
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.257300%
89233A7F0
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2020-11-13
2020-11-13
2020-11-13
N
N
N
0.0014
182008439.34
182008439.34
0.0018
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
89233ELA7
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2020-11-10
2020-11-10
2020-11-10
N
N
N
0.0013
184992934.85
184992934.85
0.0018
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GM11
Z2VZBHUMB7PWWJ63I008
US89233GM110
Non-Financial Company Commercial Paper
Y
2020-12-01
2020-12-01
2020-12-01
N
N
N
0.0011
24997644.50
24997644.50
0.0002
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 0.000000%
89237DMM8
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2020-12-21
2020-12-21
2020-12-21
N
N
N
0.0012
264954067.55
264954067.55
0.0026
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.100000%
90275DMJ6
BFM8T61CT2L1QCEMIK50
Certificate of Deposit
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0003
500044660.00
500044660.00
0.0049
N
Y
Y
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.100000%
90275DMP2
BFM8T61CT2L1QCEMIK50
Certificate of Deposit
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
60005072.40
60005072.40
0.0006
N
Y
Y
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.100000%
90275DMQ0
BFM8T61CT2L1QCEMIK50
Certificate of Deposit
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
100008454.00
100008454.00
0.0010
N
Y
Y
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.050000%
90275DMT4
BFM8T61CT2L1QCEMIK50
Certificate of Deposit
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
307024676.66
307024676.66
0.0030
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963B3
254900HROIFWPRGM1V77
US9127963B36
U.S. Treasury Debt
Y
2020-11-27
2020-11-27
2020-11-27
N
N
N
0.0007
961151603.58
961151603.58
0.0095
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963J6
254900HROIFWPRGM1V77
US9127963J61
U.S. Treasury Debt
Y
2020-12-10
2020-12-10
2020-12-10
N
N
N
0.0008
722638975.20
722638975.20
0.0071
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963L1
254900HROIFWPRGM1V77
US9127963L18
U.S. Treasury Debt
Y
2020-12-24
2020-12-24
2020-12-24
N
N
N
0.0008
984889739.10
984889739.10
0.0097
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963T4
254900HROIFWPRGM1V77
US9127963T44
U.S. Treasury Debt
Y
2021-01-07
2021-01-07
2021-01-07
N
N
N
0.0008
721900725.00
721900725.00
0.0071
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963U1
254900HROIFWPRGM1V77
US9127963U17
U.S. Treasury Debt
Y
2021-01-14
2021-01-14
2021-01-14
N
N
N
0.0008
1443583343.37
1443583343.37
0.0142
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127963V9
254900HROIFWPRGM1V77
US9127963V99
U.S. Treasury Debt
Y
2021-01-21
2021-01-21
2021-01-21
N
N
N
0.0008
962836290.00
962836290.00
0.0095
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964R7
254900HROIFWPRGM1V77
US9127964R78
U.S. Treasury Debt
Y
2020-11-10
2020-11-10
2020-11-10
N
N
N
0.0005
481094385.56
481094385.56
0.0047
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964S5
254900HROIFWPRGM1V77
US9127964S51
U.S. Treasury Debt
Y
2020-11-17
2020-11-17
2020-11-17
N
N
N
0.0006
1065972571.82
1065972571.82
0.0105
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964T3
254900HROIFWPRGM1V77
US9127964T35
U.S. Treasury Debt
Y
2020-11-24
2020-11-24
2020-11-24
N
N
N
0.0007
960957418.09
960957418.09
0.0095
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127965C9
254900HROIFWPRGM1V77
US9127965C90
U.S. Treasury Debt
Y
2020-12-15
2020-12-15
2020-12-15
N
N
N
0.0008
489956105.80
489956105.80
0.0048
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A58
254900HROIFWPRGM1V77
US912796A585
U.S. Treasury Debt
Y
2021-01-05
2021-01-05
2021-01-05
N
N
N
0.0008
721897317.16
721897317.16
0.0071
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A66
254900HROIFWPRGM1V77
US912796A668
U.S. Treasury Debt
Y
2021-01-12
2021-01-12
2021-01-12
N
N
N
0.0008
1220819389.68
1220819389.68
0.0120
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A74
254900HROIFWPRGM1V77
US912796A742
U.S. Treasury Debt
Y
2021-01-19
2021-01-19
2021-01-19
N
N
N
0.0008
480921837.50
480921837.50
0.0047
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796A82
254900HROIFWPRGM1V77
US912796A825
U.S. Treasury Debt
Y
2021-01-26
2021-01-26
2021-01-26
N
N
N
0.0013
730775626.86
730775626.86
0.0072
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TP4
254900HROIFWPRGM1V77
US912796TP46
U.S. Treasury Debt
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0006
962994982.77
962994982.77
0.0095
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TU3
254900HROIFWPRGM1V77
US912796TU31
U.S. Treasury Debt
Y
2020-12-03
2020-12-03
2020-12-03
N
N
N
0.0008
1240719869.14
1240719869.14
0.0122
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796TY5
254900HROIFWPRGM1V77
US912796TY52
U.S. Treasury Debt
Y
2020-12-31
2020-12-31
2020-12-31
N
N
N
0.0008
720902513.59
720902513.59
0.0071
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796UC1
254900HROIFWPRGM1V77
US912796UC14
U.S. Treasury Debt
Y
2021-01-28
2021-01-28
2021-01-28
N
N
N
0.0009
1221249079.47
1221249079.47
0.0120
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 2.000000%
9128283Q1
254900HROIFWPRGM1V77
US9128283Q14
U.S. Treasury Debt
Y
2021-01-15
2021-01-15
2021-01-15
N
N
N
0.0015
240892123.20
240892123.20
0.0024
N
Y
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KL67
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-11-06
2020-11-06
2020-11-06
N
Y
MUFG BANK LTD
1.0000
N
0.0010
49999076.50
49999076.50
0.0005
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KL91
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2020-11-09
2020-11-09
2020-11-09
N
Y
MUFG BANK LTD
1.0000
N
0.0011
99997056.00
99997056.00
0.0010
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.250000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2020-11-06
2020-11-06
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0025
21375000.00
21375000.00
0.0002
N
N
Y
N
TORONTO-DOMINION BANK (LONDON BRANCH)
TORONTO-DOMINION BANK (LONDON BRANCH) 0.274400%
PT3QB789TSUIDF371261
0000947263
ACI1JFT57
Certificate of Deposit
Y
2021-01-29
2021-01-29
2021-01-29
N
N
N
0.0042
424839027.00
424839027.00
0.0042
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.284800%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1K30T1
Certificate of Deposit
Y
2020-11-16
2020-11-16
2020-11-16
N
N
N
0.0029
93999550.68
93999550.68
0.0009
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1MBFY4
Certificate of Deposit
Y
2020-11-12
2020-11-12
2020-11-12
N
N
N
0.0014
87995869.28
87995869.28
0.0009
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.280000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1PG4N6
Certificate of Deposit
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0019
495113493.60
495113493.60
0.0049
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.250000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1PMDT0
Certificate of Deposit
Y
2021-02-04
2021-02-04
2021-02-04
N
N
N
0.0019
483073976.28
483073976.28
0.0048
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.250000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1PP0Z3
Certificate of Deposit
Y
2021-01-29
2021-01-29
2021-01-29
N
N
N
0.0019
211031920.08
211031920.08
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1PQGS0
Certificate of Deposit
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0014
99998917.00
99998917.00
0.0010
N
Y
Y
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1Q7RV2
Certificate of Deposit
Y
2020-11-16
2020-11-16
2020-11-16
N
N
N
0.0014
99993861.00
99993861.00
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1Q7RW0
Certificate of Deposit
Y
2020-11-25
2020-11-25
2020-11-25
N
N
N
0.0014
86991832.44
86991832.44
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1Q8XP6
Certificate of Deposit
Y
2020-11-17
2020-11-17
2020-11-17
N
N
N
0.0014
47996880.00
47996880.00
0.0005
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.240000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1QD436
Certificate of Deposit
Y
2020-12-18
2020-12-18
2020-12-18
N
N
N
0.0015
78009651.72
78009651.72
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1QJFY3
Certificate of Deposit
Y
2020-12-03
2020-12-03
2020-12-03
N
N
N
0.0014
199974692.00
199974692.00
0.0020
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.230000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1QNSG9
Certificate of Deposit
Y
2020-12-01
2020-12-01
2020-12-01
N
N
N
0.0013
84007312.20
84007312.20
0.0008
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.210000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1QS706
Certificate of Deposit
Y
2021-02-26
2021-02-26
2021-02-26
N
N
N
0.0020
110002516.80
110002516.80
0.0011
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1R1F39
Certificate of Deposit
Y
2020-12-16
2020-12-16
2020-12-16
N
N
N
0.0016
199961624.00
199961624.00
0.0020
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.240000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1S8XF6
Certificate of Deposit
Y
2021-04-29
2021-04-29
2021-04-29
N
N
N
0.0023
160008827.20
160008827.20
0.0016
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.250000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1SGMP8
Certificate of Deposit
Y
2021-04-29
2021-04-29
2021-04-29
N
N
N
0.0024
96004338.24
96004338.24
0.0009
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.220000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1SGQB5
Certificate of Deposit
Y
2021-01-29
2021-01-29
2021-01-29
N
N
N
0.0022
194999506.65
194999506.65
0.0019
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.710000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0O33G3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
2.498380
8370000.00
7110532.55
Asset-Backed Securities
PFP LTD 2019-5 C 20360416 FLT
2036-04-16
2.147250
19500000.00
18688529.03
Asset-Backed Securities
TESLA AUTO LEASE TR 2019-A A-3 20221020 2.1
2022-10-20
2.160000
2859000.00
2927727.50
Asset-Backed Securities
TICP CLO VI 2016-2R LTD A-R 20290116 FLT
254900JG2DPAYUCW8T83
2029-01-16
1.436880
5000000.00
4987193.50
Asset-Backed Securities
AASET TR 2018-1 C 20380116 6.4
2038-01-16
6.413000
1.00
0.30
Asset-Backed Securities
ACIS CLO 2015-6 A-1 20270503 FLT
549300KBPN4VDPV9ZF83
2027-05-03
1.841000
1.00
0.34
Asset-Backed Securities
CREDIT ACCEPT AUTO TR 2019-1 B 20280417 3.7
2028-04-17
3.750000
13133978.00
13646157.17
Asset-Backed Securities
MP CLO III LTD 2013-3R A-R 20301021 FLT
549300FWSFBNCWDD1P18
2030-10-21
1.468380
2000000.00
1985215.77
Asset-Backed Securities
HILTON GRAND VACATIS TR 2020-A A 20390225 2.7
2039-02-25
2.740000
260000.00
238323.15
Asset-Backed Securities
NEW MOUNTAIN CLO 1 LTD B 20321015 FLT
5493000BYT2KQ1EMLL07
2032-10-15
2.341330
10000000.00
9983830.00
Asset-Backed Securities
NEW MOUNTAIN CLO 1 LTD C 20321015 FLT
5493000BYT2KQ1EMLL07
2032-10-15
3.091330
9500000.00
9384812.50
Asset-Backed Securities
NEW MOUNTAIN CLO 1 LTD D 20321015 FLT
5493000BYT2KQ1EMLL07
2032-10-15
4.491330
7560000.00
7385915.88
Asset-Backed Securities
OWNIT MTG LN TR 2006-3 A-2D 20370325 FLT
2037-03-25
0.419250
2294000.00
1705053.74
Asset-Backed Securities
SIERRA TIMESHARE FDG 2019-3 A 20360820 2.3
2036-08-20
2.340000
615000.00
388091.40
Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 A 20341017 FLT
2034-10-17
1.297250
3070000.00
3023447.69
Asset-Backed Securities
CLU FDG VI LLC 2019-1 A 20440518 3.7
549300NQLBWJD5AREU05
2044-05-18
3.710000
5202486.00
4537596.34
Asset-Backed Securities
SANTANDER DRIVE AUTO 2017-3 C 20221215 2.7
2022-12-15
2.760000
100000.00
23920.09
Asset-Backed Securities
FS KKR MM CLO 1 2019-1 A-2 20300715 FLT
2030-07-15
2.775000
16937000.00
16533666.52
Asset-Backed Securities
GM FIN CONS ATMB REC TR 2019-4 A-4 20250716 1.7
2025-07-16
1.760000
9030000.00
9296018.78
Asset-Backed Securities
HILTON GRAND VACATIS TR 2020-A B 20390225 4.2
2039-02-25
4.220000
140000.00
130840.65
Asset-Backed Securities
CSN ISLANDS XII CORP. PERP SR REGS NT
222100BC34RLK5I1BK26
2049-12-29
7.000000
3476000.00
3123027.65
Corporate Debt Securities
PROVINCE OF SANTA FE SR GLBL REGS 27
2027-11-01
6.900000
200000.00
124863.67
Corporate Debt Securities
GAP INC SR SEC GLBL 25
T2ZG1WRWZ4BUCMQL9224
2025-05-15
8.625000
485583.00
555724.45
Corporate Debt Securities
CBL & ASSOCIATES LP SR GLBL NT4.6%24
549300VS75TWHD9JTH89
2024-10-15
4.600000
2954000.00
1083871.83
Corporate Debt Securities
GENNEIA S.A. SR GLBL REGS 22
529900YZ70LX0XWS9P67
2022-01-20
8.750000
3858000.00
3093365.83
Corporate Debt Securities
ADVANCED DISP SVCS INC DEL SR 144A NT 24
549300ML1GEF4BKIM713
2024-11-15
5.625000
1113000.00
1175084.53
Corporate Debt Securities
TRANSOCEAN INC SR GLBL 144A 27
DOL4HJ22ADYSIWES4H94
2027-01-30
11.500000
375000.00
135244.79
Corporate Debt Securities
UBER TECHNOLOGIES INC SR GLBL 144A 28
549300B2FTG34FILDR98
2028-01-15
6.250000
12035678.00
12321993.41
Corporate Debt Securities
QUALITYTECH LP / QTS FIN CORP SR GLBL 144A 25
2025-11-15
4.750000
15000000.00
15795312.50
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP PERP SUB -C NT6%
88CPW63VL7KHJWS0NY83
2099-12-31
6.000000
742000.00
328335.00
Corporate Debt Securities
WELLS FARGO COML TR 2015-NXS1 D 20480515 FLT
5493002S7XBI8CVRR075
2048-05-15
4.146410
424000.00
399515.77
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2013-C18 C 20461217 FLT
549300O5GNH0TNJ6B119
2046-12-17
4.688300
350000.00
328369.89
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
3.854070
5407348.00
1956502.93
Private Label Collateralized Mortgage Obligations
BANK 2017-BNK7 D 20600917 2.7
2060-09-17
2.708000
2000000.00
1547676.89
Private Label Collateralized Mortgage Obligations
CHC COMM MTG TR 2019-CHC D 20340615 FLT
2034-06-15
2.198380
5470000.00
4928579.11
Private Label Collateralized Mortgage Obligations
DBWF MTG TR 2018-AMXP A 20350507 FLT
2035-05-07
3.746750
894822.00
907035.62
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-2 B-3 20470225 FLT
2047-02-25
3.610740
4169000.00
3855099.75
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-4 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.537210
1309000.00
622866.64
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2019-C53 A-3 20521018 2.7
2052-10-18
2.787000
450000.00
482123.29
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK13 A-4 20610817 3.9
549300664283JRAXM588
2061-08-17
3.953000
1000000.00
1149227.36
Private Label Collateralized Mortgage Obligations
BANK 2019-BNK18 E 20620517 3.0
2062-05-17
3.000000
2150000.00
1670282.68
Private Label Collateralized Mortgage Obligations
MSBAM COMM MTG 2012-CKSV A-1 20301018 2.1
2030-10-18
2.117000
459000.00
101151.57
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2016-GS3 A-4 20491013 2.8
2049-10-13
2.850000
481000.00
519617.97
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-LTV1 A-3 20490425 FLT
2049-04-25
4.500000
12087000.00
3508561.81
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2016-WIKI C 20311007 3.5
2031-10-07
3.553700
7411156.00
7192480.23
Private Label Collateralized Mortgage Obligations
Y
2021-02-02
2021-02-02
2021-02-22
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0073
154991158.80
154991158.80
0.0015
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.400000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0O3YS3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC 2020-RPL4 B-4 20600125 FLT
2060-01-25
4.012360
10120528.00
6374523.99
Asset-Backed Securities
CSMC 2020-RPL4 SA 20600125 FLT
2060-01-25
0.00
673905.00
6732.98
Asset-Backed Securities
FAT BRANDS RTY I LLC
2026-04-27
9.750000
1500000.00
1483630.25
Asset-Backed Securities
FHLT 2004-3 M6
2034-11-25
2.249250
3034000.00
23406.86
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC4 M1 20371125 FLT
2037-11-25
0.649250
3391900.00
2714198.85
Asset-Backed Securities
VOYA CLO LTD 2020-1 SUB 20310716 FLT
2031-07-16
0.00
12000000.00
5865492.00
Asset-Backed Securities
HOME EQUITY MTG 2002-A M-2 20330525 FLT
2033-05-25
2.024250
9775000.00
268597.16
Asset-Backed Securities
CSMC TR 2018-RPL7 A-IO-S 20580826 FLT
2058-08-26
0.200000
389847549.00
88846.31
Asset-Backed Securities
CSMC TR 2018-RPL9 SA 20570925 FLT
2057-09-25
0.00
1390232.00
627567.95
Asset-Backed Securities
CSMC SERIES 2015-3R 3A2 20370329 FLT
2037-03-29
0.704403
51432768.00
15456999.28
Asset-Backed Securities
CSMC SER 2019-6R
2046-10-29
3.540000
130891000.00
48282718.44
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-11R 3-A-2 20371027 6.5
2037-10-27
6.500000
5074920.00
1915759.56
Private Label Collateralized Mortgage Obligations
GCAT 2020-NQM2 TRUST B-3 20650425 FLT
2065-04-25
0.00
7715016.00
4998852.04
Private Label Collateralized Mortgage Obligations
HPLY TRUST 2019-HIT G 20361117 FLT
2036-11-17
4.048380
11475000.00
7617042.47
Private Label Collateralized Mortgage Obligations
HVMLT 2007-5 A1C
2037-09-19
0.427250
12151998.00
30102.00
Private Label Collateralized Mortgage Obligations
HOMEWARD OPPORTUNITIES FD TR 2020-2
2065-05-25
0.00
26329568.00
14722809.86
Private Label Collateralized Mortgage Obligations
Y
2020-11-30
2020-11-30
2020-11-30
N
N
N
0.0062
95982085.44
95982085.44
0.0009
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.550000%
ZBUT11V806EZRVTWT807
0000782124
ARP0O4CL0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-02-25
0.00
3019296.00
61269.47
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-09-25
0.00
2727272.00
344984.35
Agency Collateralized Mortgage Obligation
PARK PLACE SECS 2005-WLL1 M-5 20350325 FLT
2035-03-25
1.184250
7500000.00
7094771.87
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-6 A-4 20230725 FLT
549300JQFJDGC1WO7674
2023-07-25
1.314750
45990000.00
29823787.63
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-3 B 20320126 FLT
2032-01-26
0.509250
13090000.00
8954732.65
Asset-Backed Securities
NEUB BERMAN CLO XVI-S 2018-16 F 20280118 FLT
549300UHUHCR3388B324
2028-01-18
7.616880
550000.00
408635.53
Asset-Backed Securities
SACO I TRUST 2006-3 A-1 20360425 FLT
2036-04-25
0.509250
35359000.00
539963.78
Asset-Backed Securities
EAGLE RE LTD 2018-1 M-2 20281127 FLT
549300BLEDGL5R7YKU33
2028-11-27
3.175130
9000000.00
8630341.13
Asset-Backed Securities
BNC MTG LN TR 2006-1 A4 20361025 FLT
2036-10-25
0.459250
759000.00
469669.22
Asset-Backed Securities
FORTIVA RETAIL CR MASTER NT BUSINESS TR
2025-07-15
4.700000
35214700.00
33602899.70
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2005-M A-4 20360215 FLT
2036-02-15
0.478380
19117700.00
1910759.68
Asset-Backed Securities
NEWCASTLE MTG SECS TR 2006-1 M-2 20360325 FLT
2036-03-25
0.519250
16516000.00
12170855.47
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 B 20320525 FLT
2032-05-25
0.489250
20819000.00
7938458.77
Asset-Backed Securities
C-BASS TRUST 2006-CB6 A-II-3 20360725 FLT
2036-07-25
0.299250
1725000.00
236753.45
Asset-Backed Securities
ABS CORP HEQ MO 2006-HE6 A4 20361125 FLT
2036-11-25
0.309250
730000.00
120123.45
Asset-Backed Securities
BAYVIEW COML TR 2003-2 A 144A 20331225 FLT
2033-12-25
1.019250
3500000.00
74487.55
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FFH1 M-1 20360125 FLT
2036-01-25
0.519250
3793440.00
3594844.20
Asset-Backed Securities
GMACM HEQ LN TR 2006-HE2 A-4 20360525 FLT
2036-05-25
7.471000
18330000.00
4336616.78
Asset-Backed Securities
SACO I TRUST 2006-6 A 20360625 FLT
2036-06-25
0.409250
9743000.00
210117.92
Asset-Backed Securities
SOUNDVIEW HM LN 2006-A A 20351125 FLT
2035-11-25
0.529250
17795000.00
624836.11
Asset-Backed Securities
CWHEQ HEQ LN TR 2006-S10 A-3 20361025 FLT
2036-10-25
0.469250
2290000.00
330510.49
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2007-E A 20370615 FLT
2037-06-15
0.298380
108600000.00
3812153.19
Asset-Backed Securities
BLUEMOUNTAIN CLO 2013-1R D-R 20290122 FLT
54930003J8R1CBTM3M23
2029-01-22
7.718380
7250000.00
5034093.15
Asset-Backed Securities
ENERGIZER HLDGS INC SR GLBL 144A 28
5493000D6NN0V57UME20
2028-06-15
4.750000
5000.00
5228.51
Corporate Debt Securities
SPECTRUM BRANDS INC SR GLBL 144A 30
549300VU3EH2E73C1Q04
2030-07-15
5.500000
17000.00
18501.67
Corporate Debt Securities
SPEEDWAY MOTORSPORTS LLC / SP SR GLBL 144A 27
2027-11-01
4.875000
408000.00
397489.75
Corporate Debt Securities
SPIRIT AEROSYSTEMS INC SR SEC GLBL 25
ZD2NBKV6GCC3UMGBM518
2025-04-15
7.500000
963000.00
976380.89
Corporate Debt Securities
TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 25
2025-10-01
7.500000
450000.00
461469.00
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 25
0W9AIBT6U6ADJ2I8HK17
2025-04-01
7.500000
650000.00
703099.58
Corporate Debt Securities
TOTE SHIPHOLDINGS INC SHP FNG -2015 40
2040-10-16
3.400000
5000000.00
5483511.11
Corporate Debt Securities
TRIDENT TPI HLDGS INC SR GLBL 144A 24
549300TPLK304J3RNC85
2024-08-01
9.250000
63000.00
67905.69
Corporate Debt Securities
SCOTTS MIRACLE-GRO CO SR GLBL NT4.5%29
2TH9E0JTOUXOEGI2R879
2029-10-15
4.500000
580000.00
617337.50
Corporate Debt Securities
GRAHAM PACKAGING CO INC SR GLBL 144A 28
2028-08-15
7.125000
41000.00
43645.35
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 27
549300I7UVBGWRYMYZ18
2027-10-15
6.875000
6000.00
6040.73
Corporate Debt Securities
FLEXENTIAL INTERMEDIATE CORP SR SEC GLBL 24
549300M6D163XS0DO113
2024-08-01
11.250000
2000000.00
2070625.00
Corporate Debt Securities
JAGUAR LAND ROVER PLC SR GLBL 144A 25
529900L73GEWN1O5NH84
2025-10-15
7.750000
530000.00
538034.65
Corporate Debt Securities
KEHE DISTRS LLC/ KEHE FIN CORP SR SEC GLBL 26
2026-10-15
8.625000
47000.00
50693.91
Corporate Debt Securities
L BRANDS INC SR GLBL NT 35
GR3KVMWVCR54YWQNXU90
2035-11-01
6.875000
130000.00
136556.42
Corporate Debt Securities
ITAU UNIBANCO HLDG S A SUB NT 5.65%22
5493002W2IVG62O3ZJ94
2022-03-19
5.650000
425000.00
445270.26
Corporate Debt Securities
BLACK KNIGHT INFOSERV LLC SR GLBL 144A 28
549300H5PS5C68DAUX66
2028-09-01
3.625000
33000.00
33666.42
Corporate Debt Securities
ASTON MARTIN CAP HLDGS LTD SR SEC GLBL 22
213800H4GKEF3CJ8C774
2022-04-15
6.500000
25000.00
25067.71
Corporate Debt Securities
CEDAR FAIR L P / CANADAS WONDE SR GLBL 144A 28
2028-10-01
6.500000
399000.00
388686.96
Corporate Debt Securities
LUMEN TECHNOLOGIES INC SR GLBL -X NT 25
8M3THTGWLTYZVE6BBY25
2025-04-01
5.625000
76000.00
80334.38
Corporate Debt Securities
CLEAR CHANNEL WW HLDGS INC SR SB GLBL NT 24
2024-02-15
9.250000
10000.00
8913.71
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR SEC GLBL 25
549300TM2WLI2BJMDD86
2025-10-17
9.875000
14385000.00
16486159.01
Corporate Debt Securities
COMMSCOPE INC SR GLBL 144A 28
549300Z6K4JXMFE8QY54
2028-07-01
7.125000
1619000.00
1667136.24
Corporate Debt Securities
COMMSCOPE HLDG CO INC 6%26
549300Z6K4JXMFE8QY54
2026-03-01
6.000000
530000.00
554355.27
Corporate Debt Securities
CORNERSTONE BLDG BRANDS INC SR GLBL 144A 29
549300IW41QEWQ6T0H29
2029-01-15
6.125000
207000.00
212666.62
Corporate Debt Securities
MARRIOTT OWNERSHIP RESORTS INC SR GLBL NT 28
BW4532OH033VURR0IT68
2028-01-15
4.750000
84000.00
81243.75
Corporate Debt Securities
MATTAMY GROUP CORP SR GLBL 144A 27
5493008TNY7A82WCXU31
2027-12-15
5.250000
8000.00
8627.50
Corporate Debt Securities
REYNOLDS GROUP ISSUER LLC / RE SR SEC GLBL 27
2027-10-15
4.000000
2375000.00
2415309.03
Corporate Debt Securities
DAVE & BUSTERS INC SR SEC GLBL 25
549300JAVWTAY1FT5Z45
2025-11-01
7.625000
4948000.00
4876924.04
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT2.6%20
Q2CCMS6R0AS67HJMBN42
2020-12-04
2.600000
50000.00
50499.72
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT2.9%24
Q2CCMS6R0AS67HJMBN42
2024-10-28
2.900000
3672000.00
3261144.00
Corporate Debt Securities
DEUTSCHE BK AG ALT TIER I COCO
7LTWFZYICNSX8D621K86
2099-12-31
7.500000
1200000.00
1237579.25
Corporate Debt Securities
DISH DBS CORPORATION SR GLBL NT 28
2028-07-01
7.375000
60000.00
61781.31
Corporate Debt Securities
CALPINE CORPORATION SR GLBL 144A 29
43R4VPJBXTU2O15HEF41
2029-02-01
4.625000
2561000.00
2616132.64
Corporate Debt Securities
CALUMET SPECIALTY PRODS PARTNE SR GLBL NT 23
2023-04-15
7.750000
3000000.00
2874687.50
Corporate Debt Securities
ASCENT RES UTICA HLDGS LLC / A REGS NT 9%27
2027-11-01
9.000000
437000.00
427932.25
Corporate Debt Securities
WAND MERGER CORP SR GLBL REGS 26
2026-07-15
9.125000
169000.00
184310.48
Corporate Debt Securities
LIGADO NETWORKS LLC SR SEC GLBL 23
2023-11-01
15.500000
1869000.00
1762492.96
Corporate Debt Securities
MATTEL INC SR REGS NT 25
549300VELLG24KHTJ564
2025-12-31
6.750000
45000.00
48374.55
Corporate Debt Securities
PBF HLDG CO LLC / PBF FIN CORP SR GLBL REGS 28
2028-02-15
6.000000
925000.00
368566.25
Corporate Debt Securities
NEW FORTRESS ENERGY INC SR SEC GLBL 25
2025-09-15
6.750000
2187000.00
2287328.62
Corporate Debt Securities
LOGMEIN INC SR SEC GLBL 27
2027-09-01
5.500000
85000.00
86841.67
Corporate Debt Securities
PERFORMANCE FOOD GROUP CO SR GLBL 144A 25
549300OMUOGBYK0FFO76
2025-05-01
6.875000
60000.00
65581.25
Corporate Debt Securities
PITNEY BOWES INC FR 5.25%011537
549300N2O26NW4ST6W55
2037-01-15
5.250000
14000.00
11606.88
Corporate Debt Securities
QEP RESOURCES INC SR GLBL NT 26
Q6JQDZPXKEDQKVK58165
2026-03-01
5.625000
27852000.00
17803520.62
Corporate Debt Securities
OCEANEERING INTL INC SR GLBL NT 24
549300L6PH74701W0R30
2024-11-15
4.650000
6434000.00
5332579.62
Corporate Debt Securities
M/I HOMES INC SR NT 5.625%25
5299005M71FH9CCSFB69
2025-08-01
5.625000
45000.00
47200.78
Corporate Debt Securities
TRANSDIGM INC SR SB GLBL NT 27
88Q84GB3X55CF5OC7582
2027-03-15
7.500000
30000.00
31406.25
Corporate Debt Securities
NEW HOME CO INC SR GLBL NT 22
549300PLCE8TB3TVRQ85
2022-04-01
7.250000
15000.00
15345.60
Corporate Debt Securities
AMERICAN AIRLINES SR SEC GLBL 25
IWUQB36BXD6OWD6X4T14
2025-07-15
11.750000
50000.00
50058.33
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR SEC GLBL 27
549300ZCZ76HYCS0H445
2027-10-15
5.875000
160000.00
163374.44
Corporate Debt Securities
UBER TECHNOLOGIES INC 8%26
549300B2FTG34FILDR98
2026-11-01
8.000000
450000.00
491975.00
Corporate Debt Securities
ENCOMPASS HEALTH CORP SR GLBL NT4.5%28
549300FVRPM9DRQZRG64
2028-02-01
4.500000
97000.00
99655.38
Corporate Debt Securities
ENCOMPASS HEALTH CORP SR NT 5.125%23
549300FVRPM9DRQZRG64
2023-03-15
5.125000
90000.00
91251.56
Corporate Debt Securities
HECLA MINING COMPANY SR GLBL NT 28
5493009Y6HOBZD1QD537
2028-02-15
7.250000
390000.00
425140.62
Corporate Debt Securities
TRUCK HERO INC SR SEC GLBL 24
54930007KT5CX7XNSD31
2024-04-21
8.500000
90000.00
95400.00
Corporate Debt Securities
CSC HLDGS LLC SR GLBL 144A 30
3HG2WD2W22M120IUNG49
2030-01-15
5.750000
754000.00
817238.61
Corporate Debt Securities
BOYD GAMING CORP SR GLBL NT 6%26
254900787YGRYS2A1Z35
2026-08-15
6.000000
929000.00
966345.80
Corporate Debt Securities
BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25
549300B658W2BPDQMW42
2025-07-15
8.500000
95000.00
91536.46
Corporate Debt Securities
BRINKER INTL INC SR GLBL NT 23
52990067JY6PBGJNTG76
2023-05-15
3.875000
95000.00
94074.74
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
1173000.00
1217537.34
Corporate Debt Securities
BUCKEYE PARTNERS L P SR NT 3.95%26
549300C1PQJLVEIUBK50
2026-12-01
3.950000
60000.00
56777.92
Corporate Debt Securities
BUCKEYE PARTNERS L P SR GLBL 144A 28
549300C1PQJLVEIUBK50
2028-03-01
4.500000
285000.00
273065.62
Corporate Debt Securities
BWAY HOLDING COMPANY SR SEC GLBL 24
549300DNGHXL0OMHW304
2024-04-15
5.500000
237000.00
237275.31
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR 144A NT 26
2026-02-15
5.750000
2500000.00
2620572.92
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 23
2023-03-01
4.000000
566000.00
575370.44
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 32
2032-05-01
4.500000
6550000.00
6944637.50
Corporate Debt Securities
CBL & ASSOCIATES LP SR NT 5.25%23
549300VS75TWHD9JTH89
2023-12-01
5.250000
92000.00
37074.08
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR NT 6.875%22
5493007X5NC5XI1BB106
2022-02-01
6.875000
6000.00
5531.98
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL NT23
5493007X5NC5XI1BB106
2023-03-31
6.250000
157000.00
156787.79
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW JR SB GLBL STP23
5493007X5NC5XI1BB106
2023-06-30
9.875000
75000.00
64922.00
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26
5493007X5NC5XI1BB106
2026-03-15
8.000000
5150000.00
5216950.00
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27
5493007X5NC5XI1BB106
2027-12-15
8.000000
250000.00
254375.00
Corporate Debt Securities
ENDO DESIGNATED ACT CO / ENDO SR SEC GLBL 27
2027-07-31
9.500000
3031000.00
3373082.03
Corporate Debt Securities
ENDO DESIGNATED ACT CO / ENDO SR GLBL 144A 28
2028-06-30
6.000000
2396000.00
1906768.75
Corporate Debt Securities
ENVISION HEALTHCARE CO 8.75%26
549300OL60X0LPKY8N60
2026-10-15
8.750000
35000.00
16490.10
Corporate Debt Securities
F-BRASILE S P A / F-BRASILE US SR SEC GLBL 26
2026-08-15
7.375000
10000.00
8803.65
Corporate Debt Securities
FS KKR CAP CORP II SR GLBL 144A 25
549300WUTLLKJDQKPE21
2025-02-14
4.250000
6685000.00
6384657.81
Corporate Debt Securities
T-MOBILE US INC SR GLBL NT 21
549300ZTTY7CXOLJ6539
2021-09-15
7.250000
6680000.00
7024437.50
Corporate Debt Securities
T-MOBILE US INC SR GLBL NT 24
549300ZTTY7CXOLJ6539
2024-06-15
7.125000
2160000.00
2546464.50
Corporate Debt Securities
T-MOBILE US INC SR NT 7.625%25
549300ZTTY7CXOLJ6539
2025-02-15
7.625000
1220000.00
1459748.81
Corporate Debt Securities
T-MOBILE US INC SR GLBL NT 26
549300ZTTY7CXOLJ6539
2026-03-01
7.625000
1641000.00
2011843.89
Corporate Debt Securities
STATION CASINOS LLC SR GLBL 144A 28
5493004E7Q60TX54WL62
2028-02-15
4.500000
742000.00
710001.25
Corporate Debt Securities
STENA AB SR 144A NT 7%24
213800CWLTI7WZCC2R35
2024-02-01
7.000000
370000.00
358828.06
Corporate Debt Securities
SUMMIT MIDSTREAM HLDGS LLC / SR NT 5.5%22
2022-08-15
5.500000
16000.00
12663.33
Corporate Debt Securities
SUNOCO LP/SUNOCO FIN CORP SR GLBL NT5.5%26
2026-02-15
5.500000
115000.00
117034.16
Corporate Debt Securities
TALEN ENERGY SUPPLY LLC 10.5%26
K5K33XN0PQAU1XF7NN66
2026-01-15
10.500000
407000.00
289989.53
Corporate Debt Securities
TEINE ENERGY LTD SR GLBL 144A 22
5493002EE80G6ER7SM91
2022-09-30
6.875000
50000.00
50036.46
Corporate Debt Securities
TENET HEALTHCARE CORP SR NT 6.75%23
0W9AIBT6U6ADJ2I8HK17
2023-06-15
6.750000
739000.00
797833.64
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL NT24
0W9AIBT6U6ADJ2I8HK17
2024-07-15
4.625000
1639000.00
1687743.18
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 26
0W9AIBT6U6ADJ2I8HK17
2026-01-01
4.875000
65000.00
67110.85
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 24
0W9AIBT6U6ADJ2I8HK17
2024-09-01
4.625000
1825000.00
1887305.25
Corporate Debt Securities
TPC GROUP INC SR SEC GLBL 24
549300K276KVW5JD1583
2024-08-01
10.500000
3026000.00
2650649.92
Corporate Debt Securities
TRANSDIGM INC SR SB GLBL NT 25
88Q84GB3X55CF5OC7582
2025-05-15
6.500000
10000.00
10260.42
Corporate Debt Securities
TRANSDIGM INC SR SB GLBL NT 26
88Q84GB3X55CF5OC7582
2026-06-15
6.375000
5000.00
5085.18
Corporate Debt Securities
TRANSDIGM INC 6.25%26
88Q84GB3X55CF5OC7582
2026-03-15
6.250000
3880000.00
4084912.50
Corporate Debt Securities
TRANSDIGM INC SR SEC GLBL 25
88Q84GB3X55CF5OC7582
2025-12-15
8.000000
1075000.00
1170615.28
Corporate Debt Securities
TRANSMONTAIGNE PARTNERS L P SR GLBL NT 26
2026-02-15
6.125000
6000.00
6209.82
Corporate Debt Securities
TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24
5493000CTMQ2LH21VM89
2024-12-01
6.250000
21637000.00
12740173.63
Corporate Debt Securities
TRANSOCEAN INC SR GLBL 144A 27
DOL4HJ22ADYSIWES4H94
2027-01-30
11.500000
480000.00
173113.33
Corporate Debt Securities
TRIUMPH GROUP INC NEW SR GLBL NT 25
5493007L6S47Q14SL582
2025-08-15
7.750000
1880000.00
1246150.17
Corporate Debt Securities
TRIUMPH GROUP INC NEW SR SEC GLBL 24
5493007L6S47Q14SL582
2024-09-15
6.250000
6971000.00
6066948.44
Corporate Debt Securities
SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28
549300LZPNZIXQGZPZ48
2028-04-01
4.875000
35000.00
36802.05
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC SR GLBL 144A 29
RLTHESQ0RNFQJWPBJN60
2029-11-15
7.250000
2936000.00
2998328.83
Corporate Debt Securities
FREEDOM MORTGAGE CORPORATION SR 144A NT 24
549300LYRWPSYPK6S325
2024-11-15
8.125000
1265000.00
1321595.57
Corporate Debt Securities
FREEDOM MORTGAGE CORPORATION SR GLBL 144A 25
549300LYRWPSYPK6S325
2025-04-15
8.250000
75000.00
76289.06
Corporate Debt Securities
GENESIS ENERGY LP/ GENESIS FIN SR GLBL NT6.5%25
2025-10-01
6.500000
1390000.00
1151011.89
Corporate Debt Securities
GENWORTH HLDGS INC SR GLBL NT 21
PXDECZED7L8SRUP41R09
2021-09-24
7.625000
31000.00
31236.38
Corporate Debt Securities
ABE INVT HLDGS INC / GETTY IMA 9.75%27
5493005NV20IG4VEKZ40
2027-03-01
9.750000
84740.00
86941.47
Corporate Debt Securities
GO DADDY OPER CO LLC / GD FIN SR GLBL 144A 27
2027-12-01
5.250000
48000.00
51323.00
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR NT 4.875%27
5493002BI0S2ZQUY3437
2027-03-15
4.875000
686000.00
676892.49
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL NT9.5%25
5493002BI0S2ZQUY3437
2025-05-31
9.500000
108000.00
123417.00
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL NT 26
549300FJX18IDUFPHD40
2026-01-15
6.375000
331000.00
188204.53
Corporate Debt Securities
H & E EQUIPMENT SERVICES INC SR GLBL NT 25
2025-09-01
5.625000
97000.00
101531.72
Corporate Debt Securities
HSBC FINANCE CORP SR SB GLBL NT 21
213800NQZ5NL1KSD7V45
2021-01-15
6.676000
296000.00
304548.97
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 26
549300I7UVBGWRYMYZ18
2026-03-01
6.875000
2550000.00
2562794.27
Corporate Debt Securities
FIVE POINT OPERATING COMPANY SR 144A NT 25
2025-11-15
7.875000
660000.00
683623.88
Corporate Debt Securities
FLEX ACQUISITION CO INC SR 144A NT 25
549300HHED2KGPBEDW39
2025-01-15
6.875000
46000.00
46174.90
Corporate Debt Securities
FORESTAR GROUP INC SR GLBL 144A 24
549300BC2UB0GHV60V70
2024-04-15
8.000000
459000.00
478890.00
Corporate Debt Securities
JAGUAR LAND ROVER PLC SR GLBL 144A 23
529900L73GEWN1O5NH84
2023-02-01
5.625000
258000.00
258685.31
Corporate Debt Securities
L BRANDS INC SR GLBL NT 36
GR3KVMWVCR54YWQNXU90
2036-07-01
6.750000
19000.00
19661.44
Corporate Debt Securities
L BRANDS INC SR GLBL NT 28
GR3KVMWVCR54YWQNXU90
2028-02-01
5.250000
2079000.00
2072199.94
Corporate Debt Securities
BOMBARDIER INC SR GLBL 144A 21
W7L3VLU8EHQY34Z36697
2021-12-01
8.750000
2883000.00
3000641.62
Corporate Debt Securities
BOMBARDIER INC SR 144A NT7.5%24
W7L3VLU8EHQY34Z36697
2024-12-01
7.500000
4789000.00
3812243.54
Corporate Debt Securities
HORIZON PHARMA USA INC SR GLBL 144A 27
2027-08-01
5.500000
675000.00
723328.12
Corporate Debt Securities
K HOVNANIAN ENTERPRISES INC SR SEC GLBL 22
549300JJCQ0KAI7CJG32
2022-07-15
10.000000
1916000.00
1876083.33
Corporate Debt Securities
HUGHES SATELLITE SYS CORP SR NT 7.625%21
2021-06-15
7.625000
6179000.00
6548774.53
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC 8.375%27
54930076J6KDZL504O62
2027-05-01
8.375000
900864.00
915252.93
Corporate Debt Securities
HERC HLDGS INC SR GLBL 144A 27
549300TP80QLITMSBP82
2027-07-15
5.500000
30000.00
31277.75
Corporate Debt Securities
HERBALIFE NUTRITION LTD/HLF FI SR GLBL 144A 25
2025-09-01
7.875000
127000.00
138196.48
Corporate Debt Securities
BERRY GLOBAL ESCROW CORP SR SEC GLBL 27
549300AP2Q7ERHX6RI89
2027-07-15
5.625000
10000.00
10645.36
Corporate Debt Securities
BANFF MERGER SUB INC 9.75%26
549300DSDR5SWIGOZV63
2026-09-01
9.750000
158002.00
168379.44
Corporate Debt Securities
BARCLAYS PLC PERP SUB GLBL
213800LBQA1Y9L22JB70
2049-12-29
8.000000
405000.00
441036.90
Corporate Debt Securities
AT HOME HOLDING III INC SR SEC GLBL 25
2025-09-01
8.750000
318630.00
341177.50
Corporate Debt Securities
AVAYA INC SR SEC GLBL 28
J6LB5QIFSP2MFEFG4U76
2028-09-15
6.125000
23000.00
23640.20
Corporate Debt Securities
AVON PRODS INC CR SEN SR NT5%23
5493007RY69UEB1F1B45
2023-03-15
7.000000
3202000.00
3486177.50
Corporate Debt Securities
CEDAR FAIR L P / CANADAS WONDE SR GLBL NT 27
2027-04-15
5.375000
175000.00
162266.93
Corporate Debt Securities
CEDAR FAIR L P / CANADAS WONDE SR GLBL NT 29
549300TUVLNQQ6BVKH61
2029-07-15
5.250000
3287000.00
3025067.19
Corporate Debt Securities
LUMEN TECHNOLOGIES INC SR NT 6.45%21
8M3THTGWLTYZVE6BBY25
2021-06-15
6.450000
9000.00
9433.69
Corporate Debt Securities
LUMEN TECHNOLOGIES INC SR -W NT 6.75%23
8M3THTGWLTYZVE6BBY25
2023-12-01
6.750000
90000.00
100960.88
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR SEC GLBL 24
549300TM2WLI2BJMDD86
2024-01-15
4.875000
10000.00
10129.69
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR GLBL NT 25
549300TM2WLI2BJMDD86
2025-03-01
5.750000
949000.00
924728.01
Corporate Debt Securities
COGENT COMM HOLDINGS INC SR SEC 144A NT22
549300KFWFYF8Q1U0Y26
2022-03-01
5.375000
25000.00
25657.73
Corporate Debt Securities
COMMSCOPE HLDG CO INC SR SEC GLBL 24
549300Z6K4JXMFE8QY54
2024-03-01
5.500000
1000000.00
1031283.89
Corporate Debt Securities
COMM S&L / CSL CAPITAL SR GLBL 144A 24
2024-12-15
7.125000
5745000.00
5675880.47
Corporate Debt Securities
COMSTOCK RES INC SR GLBL NT 26
I03QQGEA4SS774AURI46
2026-08-15
9.750000
772000.00
825856.65
Corporate Debt Securities
CONNECT FINCO SARL / CONNECT U SR SEC GLBL 26
2026-10-01
6.750000
1056000.00
1076262.00
Corporate Debt Securities
COTY INC SR 144A NT6.5%26
549300BO9IWPF3S48F93
2026-04-15
6.500000
500000.00
391354.17
Corporate Debt Securities
MINERAL RES LTD SR GLBL 144A 27
5299007V1ACKFFX2P066
2027-05-01
8.125000
1187000.00
1341783.98
Corporate Debt Securities
SEAWORLD PKS & ENTMT INC SR SEC GLBL 25
549300UZV72O3371JJ53
2025-08-01
9.500000
92000.00
98548.61
Corporate Debt Securities
SELECT MEDICAL CORP SR GLBL 144A 26
549300X05KS0JKR8CB50
2026-08-15
6.250000
15000.00
15978.61
Corporate Debt Securities
SERVICEMATER CO LLC SR GLBL 144A 24
HZPA4EQ289DXC7NQGK91
2024-11-15
5.125000
70000.00
73492.27
Corporate Debt Securities
SIX FLAGS THEME PKS INC SR SEC GLBL 25
5493003MX0ZXTM8EVY68
2025-07-01
7.000000
244000.00
268169.56
Corporate Debt Securities
SOLERA LLC / SOLERA FIN INC SR GLBL 144A 24
2024-03-01
10.500000
315000.00
332532.37
Corporate Debt Securities
RITE AID CORP SR SEC 144A NT25
529900W353T1JY1DKT44
2025-07-01
7.500000
591000.00
605651.87
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
590000.00
514406.25
Corporate Debt Securities
MARRIOTT OWNERSHIP RESORTS INC SR GLBL NT6.5%26
2026-09-15
6.500000
649000.00
667253.12
Corporate Debt Securities
MAY DEPT STORES CO SR GLBL DEB 21
549300JMONK27O4SQQ19
2021-01-01
10.250000
8693000.00
9117930.74
Corporate Debt Securities
MEDNAX INC 6.25%27
2027-01-15
6.250000
1212000.00
1264393.75
Corporate Debt Securities
CSC HLDGS LLC SR GLBL 144A 30
3HG2WD2W22M120IUNG49
2030-12-01
4.625000
99500.00
100578.11
Corporate Debt Securities
UBER TECHNOLOGIES INC 8%26
549300B2FTG34FILDR98
2026-11-01
8.000000
221000.00
241614.39
Corporate Debt Securities
UNITED STATES STL CORP NEW SR SEC GLBL 25
JNLUVFYJT1OZSIQ24U47
2025-06-01
12.000000
1000000.00
1141323.33
Corporate Debt Securities
USA COMPRESSION PARTNERS LP SR GLBL NT 27
2027-09-01
6.875000
465000.00
472652.67
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 23
B3BS7ACMDUWISF18KY76
2023-05-15
5.875000
573000.00
586996.72
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 25
B3BS7ACMDUWISF18KY76
2025-04-15
6.125000
2161000.00
2227023.05
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 25
B3BS7ACMDUWISF18KY76
2025-12-15
9.000000
751000.00
843846.13
Corporate Debt Securities
VECTOR GROUP LTD SR GLBL 144A 26
549300TUIF4WWN6NDN50
2026-11-01
10.500000
90000.00
97848.75
Corporate Debt Securities
CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 23
2023-04-01
6.250000
8000.00
7813.24
Corporate Debt Securities
CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL 144A 27
2027-05-01
5.625000
614000.00
553698.29
Corporate Debt Securities
CUMULUS MEDIA NEW HLDGS INC SR SEC GLBL 26
5493001D9VBAVY1OKJ46
2026-07-01
6.750000
75000.00
71235.94
Corporate Debt Securities
DANA INC SR GLBL NT 27
KVWHW7YLZPFJM8QYNJ51
2027-11-15
5.375000
731000.00
776201.69
Corporate Debt Securities
DAVITA INC SR GLBL 144A 31
M2XHYMU3TZNEZURC6H66
2031-02-15
3.750000
1279000.00
1245527.50
Corporate Debt Securities
DIEBOLD NIXDORF INC SR GLBL NT8.5%24
549300XZK6EWDBAZSY16
2024-04-15
8.500000
4830000.00
4510841.65
Corporate Debt Securities
DISH DBS CORP SR GLBL NT 22
2022-07-15
5.875000
1081000.00
1130872.39
Corporate Debt Securities
DUN & BRADSTREET CORP DEL NEW SR SEC 144A NT26
RI37BMPWE56BCJ747E14
2026-08-15
6.875000
99000.00
107380.64
Corporate Debt Securities
EAGLE INTER GLOBAL HLDG B V SR SEC GLBL 25
2025-05-01
7.500000
10555000.00
7782113.54
Corporate Debt Securities
SABRE GLBL INC SR SEC GLBL 25
F2TJC7HPPHLHU1AQMP98
2025-09-01
7.375000
415000.00
428656.09
Corporate Debt Securities
NAVISTAR INTL CORP NEW 6.625%25
WNDD3CRVXJGC8I7GX671
2025-11-01
6.625000
272000.00
290058.34
Corporate Debt Securities
MOSS CREEK RES HLDGS INC 10.5%27
54930037SLMSPWKYIX36
2027-05-15
10.500000
11857200.00
6726174.56
Corporate Debt Securities
NCR CORP NEW SR GLBL 144A 29
549300YKTY8JX1DV2R67
2029-09-01
6.125000
75000.00
79502.86
Corporate Debt Securities
NABORS INDS INC SR NT 4.625%21
549300VFQWRKICUFNU92
2021-09-15
4.625000
542000.00
425893.44
Corporate Debt Securities
NABORS INDS LTD SR GLBL 144A 26
2026-01-15
7.250000
50000.00
21807.29
Corporate Debt Securities
CRC ESCROW ISSUER LLC / CRC FI SR SEC GLBL 25
2025-07-01
5.750000
24000.00
25127.00
Corporate Debt Securities
CALFRAC HLDGS LP SR GLBL 144A 26
2026-03-15
10.875000
58850.00
42215.68
Corporate Debt Securities
CAPITOL INVT MERGER SUB 2 LLC SR SEC GLBL 24
2024-08-01
10.000000
1082000.00
1173669.44
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2049-12-29
5.100000
1745504.00
1764245.75
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.000000
1228166.00
939962.70
Corporate Debt Securities
AMERICAN BLDRS & CONTRACTORS SR SEC 144A NT28
549300H5GQ4C1BEKG397
2028-01-15
4.000000
2437000.00
2503960.64
Corporate Debt Securities
FERRELLGAS L P / FERRELLGAS SR SEC GLBL 25
2025-04-15
10.000000
2850000.00
3125500.00
Corporate Debt Securities
ANAGRAM INTERNATIONAL INC. SR SEC GLBL 26
2026-08-15
10.000000
50589.00
43253.60
Corporate Debt Securities
ANTERO MIDSTREAM PARTNERS LP/A 5.75%27
2027-03-01
5.750000
25500.00
23312.70
Corporate Debt Securities
ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28
2028-01-15
5.750000
890000.00
804801.04
Corporate Debt Securities
APOLLO INVT CORP SR NT 5.25%25
5493005P14I7WFB3FW47
2025-03-03
5.250000
675000.00
650661.19
Corporate Debt Securities
ASCEND LEARNING LLC SR GLBL 144A 25
549300T466HKRLVCD610
2025-08-01
6.875000
38000.00
39263.37
Corporate Debt Securities
WESCO DISTR INC SR GLBL 144A 28
549300I2CEZJG9N4AH67
2028-06-15
7.250000
1883000.00
2114216.71
Corporate Debt Securities
WEWORK COS INC SR 144A NT 25
549300D8U9TF7WBED521
2025-05-01
7.875000
200000.00
132831.25
Corporate Debt Securities
WINNEBAGO INDS INC SR SEC GLBL 28
549300B7OYKYJLTE3G11
2028-07-15
6.250000
25000.00
27048.61
Corporate Debt Securities
WORLDWIDE MEDIA SVCS GROUP SR NT ZRO 144A24
549300HHMR7FVMMSB136
2024-12-01
0.00
55000000.00
52387500.00
Corporate Debt Securities
WPX ENERGY INC SR GLBL NT 26
ZXZE9GCS2BB547GJW219
2026-06-01
5.750000
300500.00
315013.73
Corporate Debt Securities
WPX ENERGY INC SR GLBL NT 27
ZXZE9GCS2BB547GJW219
2027-10-15
5.250000
9000.00
9056.77
Corporate Debt Securities
WYNN LAS VEGAS LLC / WYNN SR 144A NT5.5%25
2025-03-01
5.500000
44000.00
42306.61
Corporate Debt Securities
ZIGGO B V SR SEC GLBL 30
213800TQASLF9JXH5J59
2030-01-15
4.875000
34000.00
35344.06
Corporate Debt Securities
BOMBARDIER INC SR GLBL REGS 27
W7L3VLU8EHQY34Z36697
2027-04-15
7.875000
8000.00
5941.77
Corporate Debt Securities
ALTICE FRANCE S A SR SEC REGS NT28
5493001ZMCICV4N02J21
2028-01-15
5.500000
150000.00
151227.25
Corporate Debt Securities
BMW US CAP LLC EXTND IAM FLTG 21
KK5MZM9DIXLXZL9DZL15
2021-08-13
0.753500
54000.00
54193.46
Corporate Debt Securities
ENDO DESIGNATED ACT CO / ENDO SR SEC GLBL 24
2024-10-15
5.875000
1171000.00
1165084.01
Corporate Debt Securities
CARLSON TRAVEL INC SR SEC GLBL 25
5493002YB4LSO97BF704
2025-12-15
6.750000
3500000.00
2495281.25
Corporate Debt Securities
CARNIVAL CORP MTN BE SR GLBL DB7.2%23
F1OF2ZSX47CR0BCWA982
2023-10-01
7.200000
1588000.00
1382989.20
Corporate Debt Securities
CARNIVAL CORP MTN BE SR SEC GLBL 26
F1OF2ZSX47CR0BCWA982
2026-02-01
10.500000
75000.00
83187.50
Corporate Debt Securities
CARRIZO OIL & GAS INC SR NT 8.25%25
549300EFOWPEB0WLZW21
2025-07-15
8.250000
2700000.00
807468.75
Corporate Debt Securities
CATALENT PHARMA SOLUTIONS INC SR GLBL 144A 26
549300HALRZ339MSTH85
2026-01-15
4.875000
235000.00
243041.41
Corporate Debt Securities
VERICAST CORP / HARLAND CLARKE SR SEC GLBL 24
2024-05-01
12.500000
26667840.00
29104984.27
Corporate Debt Securities
VERITAS US INC/VERITAS BERMUDA SR SEC GLBL 23
2023-02-01
7.500000
1568000.00
1589233.33
Corporate Debt Securities
VIASAT INC SR GLBL 144A 25
UFC8NYMNFSYIHNSM2I38
2025-09-15
5.625000
535000.00
543362.72
Corporate Debt Securities
VIASAT INC SR GLBL 144A 28
UFC8NYMNFSYIHNSM2I38
2028-07-15
6.500000
1483000.00
1566789.50
Corporate Debt Securities
VIKING CRUISES LTD SR 144A NT 25
549300IJP90T4MV2GL84
2025-05-15
6.250000
275000.00
220315.10
Corporate Debt Securities
VIRGIN MEDIA FINANCE PLC SR GLBL 144A 30
2138001LVYC87DDHT482
2030-07-15
5.000000
200000.00
202759.11
Corporate Debt Securities
WASTE PRO USA INC SR 144A NT5.5%26
549300BY1QXU5BI3UF28
2026-02-15
5.500000
18000.00
18206.25
Corporate Debt Securities
WESCO DISTR INC SR GLBL NT 21
549300I2CEZJG9N4AH67
2021-12-15
5.375000
28000.00
28599.38
Corporate Debt Securities
AMC ENTMT HLDGS INC SR SEC GLBL 25
549300ZO77UNR6NRBR11
2025-04-15
10.500000
13690000.00
7589393.75
Corporate Debt Securities
AHERN RENTALS INC SR SEC 144A NT23
2023-05-15
7.375000
255000.00
161619.53
Corporate Debt Securities
ALLIED UNVL HOLDCO LLC/ALLIED SR SEC GLBL 26
2026-07-15
6.625000
1249000.00
1331687.44
Corporate Debt Securities
ALTICE FRANCE HLDG S A SR 144A NT 6%28
5299000JVHXKJPOE6H40
2028-02-15
6.000000
500000.00
485325.00
Corporate Debt Securities
MEREDITH CORP SR GLBL NT 26
549300YC8BC386CCTS24
2026-02-01
6.875000
445000.00
376971.30
Corporate Debt Securities
L BRANDS INC SR NT 6.694%27
GR3KVMWVCR54YWQNXU90
2027-01-15
6.694000
493000.00
500160.41
Corporate Debt Securities
LPL HLDGS INC SR GLBL 144A 27
549300Z5YF8CCRMYUL26
2027-11-15
4.625000
102000.00
106712.19
Corporate Debt Securities
LSB INDS INC 9.625%23
5493001H215A0HG0MI71
2023-05-01
9.625000
1167000.00
1196837.43
Corporate Debt Securities
LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 25
2025-10-01
5.250000
1229000.00
1113608.17
Corporate Debt Securities
LAMAR MEDIA CORP SR GLBL NT 26
2026-02-01
5.750000
332000.00
349295.63
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL NT9.5%25
549300X0PTWU2QSLSL14
2025-01-15
9.500000
20000.00
10154.17
Corporate Debt Securities
LIFEPOINT HEALTH INC SR 144A NT 26
2026-12-01
9.750000
70500.00
78808.72
Corporate Debt Securities
LIONS GATE CAPITAL HOLDINGS SR GLBL 144A 24
549300MWJHNLR35C0837
2024-11-01
5.875000
1932000.00
1906327.21
Corporate Debt Securities
LIVE NATION ENTERTAINMENT INC SR GLBL 144A 26
5493007B9BM9ZXJINO78
2026-03-15
5.625000
7000.00
6751.72
Corporate Debt Securities
MBIA INS CORP SUB GLBL 144A 33
5493004M1UUDNTDXS107
2033-01-15
11.496900
895000.00
299637.38
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR NT 4.5%26
2026-09-01
4.500000
1693000.00
1739345.88
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR GLBL 144A 28
2028-01-15
4.500000
45000.00
46265.62
Corporate Debt Securities
PARTY CITY HLDGS INC SR SEC GLBL 25
5493005PYM1JS6EZN307
2025-07-15
5.750000
93589.00
65921.75
Corporate Debt Securities
PENSKE AUTOMOTIVE GRP INC SR SB GLBL NT 24
549300W7UTQ0M4C7LB15
2024-12-01
5.375000
1451000.00
1508672.21
Corporate Debt Securities
PENSKE AUTOMOTIVE GRP INC SR SB GLBL NT 26
549300W7UTQ0M4C7LB15
2026-05-15
5.500000
1000000.00
1052708.33
Corporate Debt Securities
PILGRIMS PRIDE CORP SR GLBL 144A 25
549300ZSLGV64ZL3HD75
2025-03-15
5.750000
30000.00
30859.12
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 26
JM1I5YUAURL6DC8N1468
2026-08-15
5.000000
299000.00
311383.58
Corporate Debt Securities
POST HLDGS INC SR 144A NT 28
JM1I5YUAURL6DC8N1468
2028-01-15
5.625000
5111000.00
5456791.09
Corporate Debt Securities
POST HLDGS INC SR GLBL 144A 30
JM1I5YUAURL6DC8N1468
2030-04-15
4.625000
102000.00
104364.06
Corporate Debt Securities
QEP RESOURCES INC SR NT 5.25%23
Q6JQDZPXKEDQKVK58165
2023-05-01
5.250000
801000.00
661308.94
Corporate Debt Securities
RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27
2027-10-15
4.750000
59000.00
54379.07
Corporate Debt Securities
REALOGY GRP LLC/REALOGY CO SR SEC GLBL 25
2025-06-15
7.625000
1350.00
1459.19
Corporate Debt Securities
NIELSEN COMPANY SR 144A NT5.5%21
549300MFMRJBOPHHM352
2021-10-01
5.500000
1003000.00
1008697.60
Corporate Debt Securities
99 CENTS ONLY STORES SR SEC GLBL 22
549300I645G0USPS4266
2022-04-14
13.000000
641159.00
355843.24
Corporate Debt Securities
OCWEN LN SERVICING LLC 2LIEN SR 144A 22
549300MEMWF0Y8H4PL17
2022-11-15
8.375000
940000.00
910282.29
Corporate Debt Securities
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 25
2025-10-15
5.000000
84500.00
86788.54
Corporate Debt Securities
OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 27
2027-08-15
5.000000
10000.00
9754.77
Corporate Debt Securities
OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 25
2025-06-15
6.250000
469000.00
494159.90
Corporate Debt Securities
PBF HLDG CO LLC / PBF FIN CORP FR 7.25%061525
2025-06-15
7.250000
300000.00
134156.25
Corporate Debt Securities
PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 25
2025-06-01
7.500000
919000.00
995008.96
Corporate Debt Securities
AMERICAN HOME MTG 2005-2 VI-A 20350825 FLT
2035-08-25
0.509250
107038208.00
2453171.35
Private Label Collateralized Mortgage Obligations
JP MORGAN ACCEPT 2005-A5 1-A-2 20350825 FLT
2035-08-25
2.869890
3175000.00
227821.54
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM TR 2020-NNN E-FL 20370116 FLT
2037-01-16
1.995750
5000000.00
4578950.62
Private Label Collateralized Mortgage Obligations
ML-CFC COML MTG TR 2007-6 AJ 20510312 FLT
2051-03-12
5.556000
5000000.00
720489.70
Private Label Collateralized Mortgage Obligations
MOTEL 6 TR 2017-MTL6 F 20340815 FLT
2034-08-15
4.398380
4575000.00
3549001.83
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-CCRE22 G 20480312 FLT
2048-03-12
4.106630
6673500.00
5914316.78
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2007-10XS A-1-W 20470225 FLT
549300CG0N64R5CUIN87
2047-02-25
6.000000
5700000.00
3380798.81
Private Label Collateralized Mortgage Obligations
HILTON USA TRUST 2016-SFP F 20351107 6.1
2035-11-07
6.155220
7804328.00
7749638.19
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2006-6 A-3 20360425 6.0
2036-04-25
6.000000
8080000.00
203767.38
Private Label Collateralized Mortgage Obligations
TOWD PT MTG TR 2018-1 B5 20580125 FLT
2058-01-25
3.860210
3194000.00
1002036.62
Private Label Collateralized Mortgage Obligations
HILTON USA TRUST 2016-HHV E 20381105 FLT
2038-11-05
4.193500
15796600.00
14409944.39
Private Label Collateralized Mortgage Obligations
HOME EQUITY ASSET TR 2005-1 M-5 20350525 FLT
2035-05-25
1.244250
2135000.00
1931580.66
Private Label Collateralized Mortgage Obligations
HOME EQUITY ASSET TR 2005-2 M-6 20350725 FLT
2035-07-25
1.349250
4000000.00
3983459.67
Private Label Collateralized Mortgage Obligations
HOME EQUITY ASSET TR 2006-2 M1 144 20360525 FLT
2036-05-25
0.529250
4000000.00
3660774.59
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-2 B3 20570925 FLT
2057-09-25
3.699960
569000.00
520090.76
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2019-PLND F 20360515 FLT
2036-05-15
2.948380
5500000.00
4244567.20
Private Label Collateralized Mortgage Obligations
UBS-BAMLL TR 2012-WRM D 20300612 FLT
2030-06-12
4.238000
3205000.00
1787252.05
Private Label Collateralized Mortgage Obligations
BFLD TR 2019-DPLO G 20341016 FLT
2034-10-16
3.338380
1350000.00
1162943.99
Private Label Collateralized Mortgage Obligations
Y
2021-01-28
2021-01-28
2021-02-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0069
501771103.06
501771103.06
0.0049
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.370000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0O5626
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-13
2.150000
16162000.00
16165883.37
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2025-09-02
0.700000
3000000.00
3004415.33
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2038-01-25
3.540000
21000.00
21325.53
Agency Debentures and Agency Strips
Farm Federal Credit Bank
2034-07-18
2.990000
3000.00
3133.05
Agency Debentures and Agency Strips
VERIZON COMMUNICATIONS INC SR GLBL NT 43
2S72QS2UO2OESLG6Y829
2043-09-15
6.550000
2728000.00
4378133.10
Corporate Debt Securities
SKANDINAVISKA ENSKILDA BANKEN FR 0.85%090225
F3JS33DEI6XQ4ZBPTN86
2025-09-02
0.850000
3186140.00
3178407.42
Corporate Debt Securities
VERIZON COMMUNICATIONS INC REGS NT 2.987%56
2S72QS2UO2OESLG6Y829
2056-10-30
2.987000
684252.00
695549.91
Corporate Debt Securities
VISTRA OPERATIONS CO LLC SR GLBL 144A 27
549300ZH5GKBTJZ7NM23
2027-07-31
5.000000
1043040.00
1103275.56
Corporate Debt Securities
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
4.649250
6111404.00
5235185.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
3.749250
67835000.00
55264448.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
4.499250
45000000.00
42269711.25
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2007-7 2A-1B 20371025 FLT
2037-10-25
1.149250
23148294.00
3190544.30
Private Label Collateralized Mortgage Obligations
BX TRUST 2017-CQHP F 20341115 FLT
2034-11-15
4.148380
249806.00
157829.05
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-58 A-2 20351220 FLT
2035-12-20
0.541380
12844999.00
676964.26
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 2M-2 20400227 FLT
2040-02-27
3.799250
47458000.00
45101906.72
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-OA18 A-2 20461225 FLT
5493004SLAYUFMHIS127
2046-12-25
0.389250
8769623.00
679535.01
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
2024-05-28
2.749250
112975126.00
72606779.16
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2C 20300826 FLT
2030-08-26
2.349250
54920999.00
51613328.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
2030-12-26
4.649250
68663000.00
64234207.89
Private Label Collateralized Mortgage Obligations
STARWOOD MTG RES TR 2020-3 B-2 20650425 FLT
2065-04-25
4.750000
11255000.00
10494695.36
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR6 II-A-1 20360725 FLT
2036-07-25
0.339250
52922756.00
9042025.06
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2006-AR1 1A-1B 20460125 FLT
2046-01-25
1.952470
8.00
0.81
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2007-OA3 2A-1B 20470425 FLT
2047-04-25
1.642470
4250509.00
318980.21
Private Label Collateralized Mortgage Obligations
HOME RE 2020-1 LTD
2030-10-25
7.144000
1100000.00
1099419.20
Private Label Collateralized Mortgage Obligations
ANGEL OAK MTG TR 2017-2 B-2 20470725 FLT
2047-07-25
6.338780
84425.00
82844.08
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2007-11 A-1 20370825 6.0
2037-08-25
6.000000
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3044847.07
Private Label Collateralized Mortgage Obligations
DEEPHAVEN RES MTG TR 2020-2 B-1 20650525 FLT
2065-05-25
5.829990
4448813.00
4466698.92
Private Label Collateralized Mortgage Obligations
DEEPHAVEN RES MTG TR 2020-2 B-2 20650525 FLT
2065-05-25
5.829990
5272000.00
5006298.48
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
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U.S. Treasuries (including strips)
UNITED STATES TREASURY
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4.375000
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U.S. Treasuries (including strips)
UNITED STATES TREASURY
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U.S. Treasuries (including strips)
UNITED STATES TREASURY
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U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
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626421.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
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0.750000
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2777640.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
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6022072.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
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1687168.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
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2403067.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
1523200.00
2076740.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
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3055724.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
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3.000000
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102548.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.214025
100.00
100.15
U.S. Treasuries (including strips)
Y
2020-12-02
2020-12-02
2020-12-02
Y
BNP Paribas SA
1.0000
33
N
N
N
0.0062
372915127.58
372915127.58
0.0037
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N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.560000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0OBTN2
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N
N
CSMC TR 2018-RPL7 A-2 20580826 FLT
2058-08-26
3.157460
47450600.00
44396513.72
Asset-Backed Securities
GCAT 2020-NQM1 TRUST A-IO-S 20600125 FLT
2060-01-25
0.00
331939328.00
3555439.17
Asset-Backed Securities
GENESIS PVT LABEL TR 2020-1 C 20260720 4.1
2026-07-20
4.190000
380000.00
382263.62
Asset-Backed Securities
CSMC 2020-RPL4 B-3 20600125 FLT
2060-01-25
4.012360
10124140.00
6869075.23
Asset-Backed Securities
CSMC 2020-RPL4 A-IO-S 20600125 FLT
2060-01-25
0.00
419376128.00
5930817.20
Asset-Backed Securities
CSMC 2019-RPL8 TR A-2 20581025 FLT
2058-10-25
4.104470
25513520.00
23497859.63
Asset-Backed Securities
LEGACY MTG ASSET TR 2020-GS5 A-2 20600825 FLT
2060-08-25
4.250000
25267000.00
23922853.15
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC4 M1 20371125 FLT
2037-11-25
0.649250
4852100.00
3882651.09
Asset-Backed Securities
AVANT LOANS FDG TR 2019-A B 20221215 3.8
2022-12-15
3.800000
2000000.00
2015822.67
Asset-Backed Securities
INDYMAC MBS SPMD 2004-C M-10 20350325 FLT
2035-03-25
4.255440
7500000.00
73896.47
Asset-Backed Securities
CSMC TR 2018-RPL8 A-2 20580725 FLT
2058-07-25
4.169400
100000.00
100277.07
Asset-Backed Securities
CSMC TR 2018-RPL8 A-IO-S 20580725 FLT
2058-07-25
0.200000
755026944.00
143159.45
Asset-Backed Securities
CSMC TRUST 2017-RPL1 B-1 20570725 FLT
2057-07-25
3.063860
1491810.00
1122942.24
Asset-Backed Securities
CSMC TRUST 2017-RPL1 SA 20570725 FLT
2057-07-25
0.00
382113.00
11531.39
Asset-Backed Securities
CSMC TR 2019-RPL2 A-IO-S 20581125 FLT
2058-11-25
0.200000
250280191.00
2935546.47
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
3.449250
4243000.00
4033031.96
Asset-Backed Securities
GENESIS SLS FIN MSTR TR 2019-A B 20230820 5.4
2023-08-20
5.420000
122000.00
122680.95
Asset-Backed Securities
HARBORVIEW NIM CI-8 2006-14 N2 144 20380319 8.3
2038-03-19
8.350000
1000000.00
103652.55
Asset-Backed Securities
CLAS 2019-1 LTD CTF 20390415 0.0
549300MHTIBONNXM3R82
2039-04-15
0.00
3000000.00
2527566.00
Asset-Backed Securities
CSMC SERIES 2014-4R 16A4 20360227 FLT
2036-02-27
0.375130
5561352.00
3013715.62
Asset-Backed Securities
CSMC SERIES 2016-2R 2-A-2 20370729 FLT
2037-07-29
5.750000
4561559.00
5865455.20
Asset-Backed Securities
BCAP LLC TR 2013-RR9 4A5 20371027 FLT
2037-10-27
3.520310
6373900.00
2631902.77
Asset-Backed Securities
BCAP LLC TR 2014-RR3 1A2 20361126 FLT
2036-11-26
0.315130
4576000.00
2638575.31
Asset-Backed Securities
BNC MTG LN TR 2007-3 M1 20370725 FLT
2037-07-25
0.419250
7500000.00
872783.94
Asset-Backed Securities
BNC MTG LN TR 2007-2 M1 20370525 FLT
2037-05-25
0.489250
30514999.00
1359927.61
Asset-Backed Securities
BSPRT 2018 FL3 ISSUER LTD BSPRT 2018 FL3 CO IS
2028-03-15
2.698380
1500000.00
1435386.49
Asset-Backed Securities
BANC AMERICA FDG 2014-R7 1A2 20360528 FLT
549300UKLRORHBR16839
2036-05-28
0.586706
3540330.00
1858185.98
Asset-Backed Securities
BANC AMERICA FDG 2014-R8 A2 20360626 FLT
5493001796TAQ7M7QX12
2036-06-26
0.389250
9180000.00
5885386.42
Asset-Backed Securities
BR STRS ASSET BK SCS I LLC 07 AC5 B04
549300CUU775YBZUP744
2026-02-15
15.976900
11000000.00
7810904.78
Asset-Backed Securities
BAYVIEW FINANCIAL TR 2007-SSR1 M-1 20370325 FLT
2037-03-25
1.746630
12600000.00
1816903.04
Asset-Backed Securities
BAYVIEW FINANCIAL TR 2007-SSR1 M-2 20370325 FLT
2037-03-25
2.560880
15340000.00
2262356.90
Asset-Backed Securities
CSMC TR 2019-RPL1 SA 20580725 FLT
2058-07-25
3.769800
1179188.00
505436.24
Asset-Backed Securities
CSMC TR 2019-JR1 SA 20660927 FLT
2066-09-27
0.00
1174124.00
481373.92
Asset-Backed Securities
CSMC TR 2019-JR1 PT 20660927 FLT
2066-09-27
8.637870
36564480.00
25450532.63
Asset-Backed Securities
CSMC 2019-RPL8 TR A-IO-S 20581025 FLT
2058-10-25
0.200000
238510080.00
3079752.72
Asset-Backed Securities
CSMC 2019-RPL10 A-IO-S 20591225 FLT
2059-12-25
0.200000
278794240.00
2059185.87
Asset-Backed Securities
CSFB NIM TR HEAT 2005-1 NIM34 A 20350627 4.7
2035-06-27
4.750000
17350000.00
9703.49
Asset-Backed Securities
CSFB NIM TR HEAT 2005-2 NIM35 A 20350827 5.5
2035-08-27
5.500000
10000000.00
8027.70
Asset-Backed Securities
CSFB NIM TR HEAT 2005-3 NIM36 A 20350927 5.2
2035-09-27
5.250000
17400000.00
18924.41
Asset-Backed Securities
CSFB NIM TR HEAT 2005-6 NIM39 A 20360127 6.0
2036-01-27
6.000000
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9688.62
Asset-Backed Securities
CSFB NIM TR HEAT 2005-7 NIM40 B 20360227 6.5
2036-02-27
6.500000
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10098.76
Asset-Backed Securities
PARK PLACE NIM 2004-WHQN2 D 20350225 15.
2035-02-25
15.000000
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6616.87
Asset-Backed Securities
ACC TRUST 2020-A A 20230320 6.0
2023-03-20
6.000000
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3222465.66
Asset-Backed Securities
ALM VII R-2 LTD 2013-7R-2R SUB-NT 21161015 FLT
549300QWNMCKH2N9ZJ05
2116-10-15
0.00
5150432.00
1287608.00
Asset-Backed Securities
ACE SECS HEQ 2005-SD3 M-3 20450825 FLT
2045-08-25
2.149250
4573000.00
8895.62
Asset-Backed Securities
AFFIRM ASSET SEC TR 2020-A A 20250218 0.0
2025-02-18
2.100000
1500000.00
1504530.00
Asset-Backed Securities
AFFIRM ASSET SEC TR 2020-A B 20250218 0.0
2025-02-18
3.540000
1000000.00
1019408.00
Asset-Backed Securities
RIVERVIEW HECM TR 2007-1 X 20470525 FLT
54930015WUX59FYEOL81
2047-05-25
0.761750
8024000.00
6355.95
Asset-Backed Securities
SECURITIZED ASSET NIM 2005-FR5 N 20350825 6.2
2035-08-25
6.250000
9862990.00
6260.39
Asset-Backed Securities
AQUA FIN TR 2019-A D 20400716 6.0
2040-07-16
6.070000
9900000.00
9862104.45
Asset-Backed Securities
BXMT 2017-FL1 LTD C 20350615 FLT
2035-06-15
2.097250
1000000.00
990380.83
Asset-Backed Securities
BANC AMERICA FDG 2006-E 3-A-1 20360620 FLT
2036-06-20
3.415310
72054000.00
2748339.20
Private Label Collateralized Mortgage Obligations
BA MTG TRUST 2006-B 4-A-1 20461020 FLT
2046-10-20
2.994650
18489600.00
293485.99
Private Label Collateralized Mortgage Obligations
THORNBURG MTG TR 2006-3 A-1 20460625 FLT
2046-06-25
2.926590
99155360.00
7380904.85
Private Label Collateralized Mortgage Obligations
PRETIUM MTG CR PARTNERS I 2020-NPL3 LLC
2060-06-27
0.00
17901952.00
9331464.09
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 3-A-2 20360326 FLT
2036-03-26
4.073220
3870999.00
3335990.69
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-4R 3-A-17 20370626 FLT
2037-06-26
6.000000
1000000.00
150941.76
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 5-A-11 20370226 FLT
2037-02-26
3.570800
1826568.00
1182611.12
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-9R 69-A-A 20380428 FLT
2038-04-28
3.299770
2833316.00
260376.49
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2019-XL G 20361015 FLT
2036-10-15
2.448380
15000000.00
13825770.21
Private Label Collateralized Mortgage Obligations
CWMBS, INC., 2006-J1
2026-03-25
5.950000
23121840.00
23234398.40
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TR 2007-5 III-A1 20470825 FLT
2047-08-25
3.442610
9409000.00
640354.51
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ASSET BK 2004-AC2 II-A 20340525 5.0
2034-05-25
5.000000
5000000.00
52891.09
Private Label Collateralized Mortgage Obligations
BEAR STRNS MTG FDG 2006-AR3 II-A2A 20361125 FLT
2036-11-25
0.389250
24518000.00
1471693.05
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-EXCL C 20370915 FLT
2037-09-15
2.123380
6000000.00
4371654.30
Private Label Collateralized Mortgage Obligations
CFCRE TR 2018-TAN A 20330217 4.2
2033-02-17
4.235500
17510000.00
18211606.97
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2007-HYB2 3-A-1 20470225 FLT
2047-02-25
3.315470
1900000.00
199602.49
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2006-21 A-6 20370225 FLT
2037-02-25
0.519250
2050000.00
83945.25
Private Label Collateralized Mortgage Obligations
CWMBS CHL MTG TR 2007-3 A-14 20370425 FLT
2037-04-25
0.549250
10007136.00
288732.73
Private Label Collateralized Mortgage Obligations
CIM TRUST 2017-6 A1 20570625 FLT
2057-06-25
3.015000
10000000.00
5801307.73
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2005-H 5-A-1 20351120 FLT
2035-11-20
3.615610
500000.00
71218.43
Private Label Collateralized Mortgage Obligations
BANC OF AMERICA 6% 07/46
2046-07-25
6.000000
6173000.00
904961.92
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2005-9 1-CB-3 20351025 5.5
2035-10-25
5.500000
150000.00
9974.55
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2006-9 A-2 20370125 FLT
2037-01-25
0.549250
14100000.00
1402059.42
Private Label Collateralized Mortgage Obligations
BOAA 2006-5 CB10
2046-06-25
0.549250
6080000.00
236664.95
Private Label Collateralized Mortgage Obligations
BANC AMERICA FDG 2007-5 7-A-5 20470725 6.5
2047-07-25
6.500000
17621000.00
4491206.20
Private Label Collateralized Mortgage Obligations
BAMLL RE-REMIC TR 2016-FRR13 C 20450829 0.0
2045-08-29
0.00
5690336.00
4128691.57
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2011-RR9 6A6 20360128 FLT
2036-01-28
0.915130
500000.00
93557.57
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A5 20360428 FLT
2036-04-28
3.854070
5007752.00
2801424.66
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR1 2A-2 20360225 FLT
2036-02-25
0.459250
100657000.00
2487680.89
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-J3 1-A-1 20360525 FLT
2036-05-25
0.549250
18896000.00
178095.24
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-HY4 4-A-1 20370625 FLT
2037-06-25
3.465340
2700000.00
237200.18
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-20 A-1 20470825 FLT
2047-08-25
0.649250
13000000.00
1337634.52
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-18CB 1-A-2 20370825 FLT
2037-08-25
0.619250
25000000.00
1689395.40
Private Label Collateralized Mortgage Obligations
CWALT RESECURI 2008-1R 1-A-1 20370825 FLT
2037-08-25
0.618130
34855000.00
2579828.26
Private Label Collateralized Mortgage Obligations
AMERICAN HM ASSETS 2005-2 1-A-1 20360125 FLT
2036-01-25
0.689250
5277000.00
70091.03
Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2007-QS4 III-A5 20370325 6.0
2037-03-25
6.000000
4035.00
1000.02
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-UBS3 G 20470612 3.5
2047-06-12
3.525000
1000000.00
625764.58
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-CCRE21 H 20471212 3.0
2047-12-12
3.000000
6187000.00
2758521.38
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2017-CHOP G 20320715 FLT
2032-07-15
5.498380
200000.00
134930.60
Private Label Collateralized Mortgage Obligations
CSMC 2015 PR1 TR
2055-02-25
4.137060
16368000.00
13004899.18
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2004-9 4-A3 20341219 FLT
2034-12-19
0.947250
10140000.00
360082.28
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-17R 8-B-1 20350227 0.0
2035-02-27
0.010000
356771.00
90465.37
Private Label Collateralized Mortgage Obligations
Y
2021-02-02
2021-02-02
2021-04-01
Y
Credit Suisse Securities (USA) LLC
1.0000
95
N
N
N
0.0070
299821839.00
299821839.00
0.0030
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.460000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0OC6R6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CARVANA AUTO REC TR 2020-NP1 E 20270715 5.2
2027-07-15
5.200000
7000000.00
7309250.67
Asset-Backed Securities
CSMC TRUST 2017-RPL1 B-3 20570725 FLT
2057-07-25
3.063860
1455178.00
797958.66
Asset-Backed Securities
CSMC TR 2019-RPL4 A-IO-S 20580826 FLT
2058-08-26
0.200000
243848192.00
367468.72
Asset-Backed Securities
CSMC TR 2020-RPL2 A-IO-S 20600225 FLT
2060-02-25
0.200000
252186879.00
1841218.47
Asset-Backed Securities
FREED ABS TR 2019-1 C 20260618 5.3
2026-06-18
5.390000
6000000.00
6034084.00
Asset-Backed Securities
GSAA HEQ TR 2004-9 B-1 20340925 FLT
2034-09-25
4.602340
1491000.00
566941.04
Asset-Backed Securities
HORIZON I LTD 2018 CTF 20381215 0.0
2038-12-15
0.00
2000000.00
628000.00
Asset-Backed Securities
SOUNDVIEW HM LN TR 2007-2 A 20370225 FLT
2037-02-25
2.149250
36324000.00
4256081.37
Asset-Backed Securities
DIVIDEND SLR LN 2019-1 R 20390822 0.0
2039-08-22
0.00
15834.00
6027.56
Asset-Backed Securities
ELFI GRADUATE LN PRGM 2019-A B 20440325 2.9
2044-03-25
2.940000
151000.00
153316.24
Asset-Backed Securities
LEGACY MTG ASSET TR 2018-GS2 A2 20580425 FLT
2058-04-25
4.250000
2000000.00
2000912.44
Asset-Backed Securities
GS MTG SECS TR 2015-GC28 D 20480212 FLT
5493002EPQ51IPGGFX73
2048-02-12
4.325950
16000000.00
13417148.69
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2020-CBM F 20370212 FLT
2037-02-12
3.632690
2000000.00
1629908.67
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 22-A-2 20361029 6.5
2036-10-29
6.500000
3914784.00
1898511.58
Private Label Collateralized Mortgage Obligations
CWABS TRUST 2005-HYB9 3-A-1A 20360220 FLT
2036-02-20
2.195250
2400000.00
123503.87
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-J2 B-1 20340425 FLT
2034-04-25
5.816420
3980000.00
890458.89
Private Label Collateralized Mortgage Obligations
COLD STORAGE TR 2020-ICE5
2037-11-15
3.488540
5000000.00
4403410.00
Private Label Collateralized Mortgage Obligations
PRETIUM MTG CR PARTNERS I 2020-NPL3 LLC
2060-06-27
0.00
2732672.00
1424416.21
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-22CB M 20341025 FLT
2034-10-25
6.008920
14244000.00
3875740.18
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-9CB 1-A-1 20350525 FLT
2035-05-25
0.649250
25000000.00
1611549.99
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-77T1 1-A-3 20360225 FLT
2036-02-25
0.549250
47100000.00
1969270.15
Private Label Collateralized Mortgage Obligations
CWMBS INC 2004-12 I-M 20340825 FLT
2034-08-25
3.982470
8093059.00
18803.94
Private Label Collateralized Mortgage Obligations
Y
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0069
47971615.20
47971615.20
0.0005
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 0.500000%
549300HN4UKV1E2R3U73
0001675365
ARP0ODJJ8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ALESCO PREF FDG IX 2006-9 B-1 20360623 FLT
2036-06-23
0.923250
38556421.00
25485162.91
Asset-Backed Securities
AMERIQUEST MTG SECS 2005-R11 M-4 20360125 FLT
2036-01-25
0.789250
17000000.00
15692575.81
Asset-Backed Securities
AYRESOME CDO I LTD 2005-1 A-1B 20451208 FLT
549300NTJS8VK8BTQE73
2045-12-08
0.618000
37625000.00
22232336.58
Asset-Backed Securities
BYVW OPP MST FD TR 2017-RT5 B6 20690528 FLT
2069-05-28
4.500000
27907170.00
14794428.03
Asset-Backed Securities
BELLEMEADE RE LTD 2019-4 M-1C 20291025 FLT
254900KXN235YISGF415
2029-10-25
2.649250
20051000.00
19515805.95
Asset-Backed Securities
HERTZ VEH FIN II LP 2019-3 B 20251225 3.0
549300FPK70TCB78NG05
2025-12-25
3.030000
18841000.00
18844067.94
Asset-Backed Securities
MARGATE FUNDING 2004 LTD A1ST 20441206 FLT
2044-12-06
2.462750
805000000.00
51772715.59
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-3 B 20370725 FLT
2037-07-25
0.649250
23260008.00
15692530.45
Asset-Backed Securities
PREFER TERM SEC XXIV 2006-24 A-2 20370322 FLT
2037-03-22
0.630380
23650000.00
15916706.71
Asset-Backed Securities
SPRINGCASTLE AMER FDG LLC
2037-09-25
2.660000
28043000.00
27007496.65
Asset-Backed Securities
SPRINGLEAF FDG TR 2015-B D 20280515 6.5
2028-05-15
6.500000
18150000.00
17758982.45
Asset-Backed Securities
AREIT TRUST 2020-CRE4 C 20370417 FLT
2037-04-17
3.256380
15782000.00
15307542.97
Asset-Backed Securities
BELLEMAEDE RE 2020-2 LTD M-2 20300826 FLT
2030-08-26
6.149250
16525000.00
16842151.93
Asset-Backed Securities
MONTAUK PT CDO LTD 2006-1 A-1 20421006 FLT
549300MLKGLRDNIGTC32
2042-10-06
2.358130
262000000.00
16672795.87
Asset-Backed Securities
SPRINGCASTLE FDG ABS 2020-ALLC A 20370925 1.9
2037-09-25
1.970000
15656000.00
15169444.94
Asset-Backed Securities
ARES XXIX CLO 2014-29 SUB NT 20260417 FLT
2026-04-17
0.00
28000000.00
15425452.00
Asset-Backed Securities
MOTEL 6 TR 2017-MTL6 F 20340815 FLT
2034-08-15
4.398380
21051000.00
16330062.84
Private Label Collateralized Mortgage Obligations
JACKCON PK TR 2019-LIC E 20391014 FLT
2039-10-14
3.242400
16383000.00
15350427.57
Private Label Collateralized Mortgage Obligations
MRCD 2019-PARK MORTGAGE TRUST HRR 20361215 4.2
2036-12-15
4.250000
30000000.00
27433938.33
Private Label Collateralized Mortgage Obligations
CIM TR 2017-8 A1 20651225 FLT
2065-12-25
3.000000
75000000.00
38337239.48
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-24CB 1-A-1 20341125 6.0
2034-11-25
6.000000
327203000.00
18727904.97
Private Label Collateralized Mortgage Obligations
COBALT CMBS MTG TR 2006-C1 A-J 20480817 5.2
2048-08-17
5.289000
125571000.00
20266003.94
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK10 E 20610217 FLT
549300GL0Y86051URC66
2061-02-17
3.491900
7969405.00
6581811.42
Private Label Collateralized Mortgage Obligations
RBSCF INC TR 2013-SMV D 20310313 FLT
2031-03-13
3.584400
37000000.00
30792415.03
Private Label Collateralized Mortgage Obligations
Y
2020-12-04
2020-12-04
2021-01-04
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0059
432930867.22
432930867.22
0.0043
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.380000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0OG846
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RADNOR RE LTD 2018-1 M-2 20280325 FLT
549300ED4YNDE7SVU538
2028-03-25
2.849250
26388330.00
25282041.05
Asset-Backed Securities
EAGLE RE LTD 2020-1 M-2 20300125 FLT
254900SAV74IHXQ8XY35
2030-01-25
2.149250
16695782.00
14632831.23
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
9.685760
33348157.00
30425426.02
Asset-Backed Securities
FREED ABS TR 2019-2 C 20261118 4.8
2026-11-18
4.860000
31000000.00
30524212.00
Asset-Backed Securities
ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28
549300T4O24KQDED1182
2028-11-15
6.500000
5000000.00
4864305.56
Corporate Debt Securities
DEUTSCHE BK AG N Y LW TIER II GLBL
7LTWFZYICNSX8D621K86
2031-07-08
5.882000
345000.00
376339.65
Corporate Debt Securities
FRESH MKT INC FLT 144A NT 25
529900QM5ZSBEBR6CS58
2025-03-13
10.750000
32086102.00
32128947.64
Corporate Debt Securities
ELETSON HLDGS INC / ELETSON SR SEC PIK ACR22
2022-01-15
9.625000
2.00
0.71
Corporate Debt Securities
PAR TECHNOLOGY CORP SR NT 4.5%24
549300HYPTHBJQINVG57
2024-04-15
4.500000
24613.00
36083.72
Corporate Debt Securities
UNIGEL LUXEMBOURG SA SR SEC GLBL 24
2024-01-22
10.500000
1999990.00
1973436.80
Corporate Debt Securities
FRESH MKT INC FLT REGS NT 25
529900QM5ZSBEBR6CS58
2025-03-13
10.750000
674913.00
670070.05
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.000000
37599776.00
28776555.51
Corporate Debt Securities
T-MOBILE US INC SR GLBL DEB 22
549300JKU50UT08ZWD77
2022-04-15
9.250000
8872000.00
9815574.17
Corporate Debt Securities
THIRD PT RE USA HLDSG INC CR SEN SR GLBL25
2025-02-13
7.000000
2950423.00
3047026.41
Corporate Debt Securities
TRIANGLE RE 2019-1 LTD M-2 20291126 FLT
2029-11-26
3.049250
15338583.00
13890372.36
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR6 B-1 20450425 FLT
2045-04-25
1.049250
30300000.00
10198728.26
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR8 B-1 20450725 FLT
2045-07-25
1.154250
44400000.00
10536507.38
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2004-4 M-1 20450225 FLT
2045-02-25
0.974250
5856565.00
3604785.73
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-4 20660125 FLT
2066-01-25
4.000000
11086500.00
6927401.99
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.331170
25746872.00
15561172.44
Private Label Collateralized Mortgage Obligations
INVITATION HOMES TR 2018-SFR3 E 20370717 FLT
2037-07-17
2.147250
10974460.00
10996621.78
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
3.149250
1773921.00
925187.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
4.649250
25938596.00
22219664.93
Private Label Collateralized Mortgage Obligations
Y
2020-12-04
2020-12-04
2021-01-11
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0052
240934031.07
240934031.07
0.0024
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.510000%
ZBUT11V806EZRVTWT807
0000782124
ARP0OJ329
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BYVW OPP MST FD IVB 2017-SPL4 B6 20550128 FLT
2055-01-28
2.751210
22372288.00
8181485.35
Asset-Backed Securities
BOMFT 2019-SBR1 A2X
2034-06-28
5.926300
2752868.00
580858.69
Asset-Backed Securities
BOMFT 2019-SBR2 A2X
2034-06-28
5.926300
1616402.00
313823.06
Asset-Backed Securities
PIONEER RESEC TR 2013-1 UCFCTF 20350925 FLT
2035-09-25
21.695600
4218768.00
423303.64
Asset-Backed Securities
PRETIUM MTG CR PARTNERS I 2020-CFL1 LLC
2060-02-27
0.00
33753280.00
27882854.72
Asset-Backed Securities
PROGRESS RESI TR 2017-SFR1 E 20340817 4.2
2034-08-17
4.261000
8598000.00
8772638.04
Asset-Backed Securities
SOVEREIGN BK HEQ LN TR 2000-1 A-6 20301225 7.2
2030-12-25
7.250000
18175008.00
975876.53
Asset-Backed Securities
TRTX ISSUER LTD 2018-FL2 D 20371118 FLT
2037-11-18
2.847250
9734660.00
9115048.82
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 C 20360515 FLT
2036-05-15
2.148380
4698776.00
4468842.14
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD A-S 20280515 FLT
2028-05-15
1.648380
19820000.00
19687737.67
Asset-Backed Securities
FORTIVA RETAIL CR MASTER NT BUSINESS TR
2025-07-15
4.700000
48485200.00
46266000.07
Asset-Backed Securities
CLNC 2019-FL1 E 20350817 FLT
2035-08-17
3.347250
5000000.00
4628348.85
Asset-Backed Securities
CONTINENTAL CR CARD 2019-1 A 20260815 3.8
5493002QR2K2E0R56Z02
2026-08-15
3.830000
46910000.00
47882764.85
Asset-Backed Securities
ACCREDITED MTG LN TR 2005-1 M-4 20350425 FLT
2035-04-25
1.304250
2455120.00
634259.76
Asset-Backed Securities
ASSET BACKED FDG 2005-OPT1 M-2 20350525 FLT
2035-05-25
0.974250
7400000.00
7139766.05
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF18 A-1 20371225 FLT
2037-12-25
0.259250
689394000.00
88015160.00
Asset-Backed Securities
CHEPLAPHARM ARZNEIMITTEL GMBH SR SEC GLBL 28
529900ONXKBELT7EW052
2028-01-15
5.500000
800000.00
811833.33
Corporate Debt Securities
ELEMENT SOLUTIONS INC SR GLBL 144A 28
549300FLGN6P5CU20J91
2028-09-01
3.875000
805000.00
809065.25
Corporate Debt Securities
CARDTRONICS PLC SR 144A NT5.5%25
2025-05-01
5.500000
971000.00
999981.65
Corporate Debt Securities
CENTRAL GARDEN & PET CO SR GLBL NT 30
5493004DVZLD37DJ0H83
2030-10-15
4.125000
45000.00
45409.69
Corporate Debt Securities
WYNN MACAU LTD SR GLBL 144A 29
254900NMDQ8ENTHU1I31
2029-12-15
5.125000
302000.00
285969.46
Corporate Debt Securities
XHR LP SR SEC GLBL 25
549300M88BPT83ZL2164
2025-08-15
6.375000
23000.00
23063.25
Corporate Debt Securities
GAMESTOP CORP SR GLBL REGS 21
549300505KLOET039L77
2021-03-15
6.750000
237000.00
237667.75
Corporate Debt Securities
LD HOLDINGS GROUP LLC SR GLBL PIK 25
2025-11-01
6.500000
40000.00
40521.67
Corporate Debt Securities
JOSEPH T RYERSON & SON INC SR SEC GLBL 28
54930086XMNNXPXPWJ34
2028-08-01
8.500000
120000.00
132076.67
Corporate Debt Securities
TWIN RIV WORLDWIDE HLDGS INC SR GLBL 144A 27
549300NS4D5IK406VT62
2027-06-01
6.750000
6000.00
6227.62
Corporate Debt Securities
WEEKLEY HOMES LLC/ FIN CORP SR GLBL 144A 28
2028-09-15
4.875000
516000.00
525200.49
Corporate Debt Securities
WPX ENERGY INC SR GLBL NT 28
ZXZE9GCS2BB547GJW219
2028-06-15
5.875000
962000.00
1009296.60
Corporate Debt Securities
GENENTECH INC SR NT 5.25%35
2035-07-15
5.250000
39000.00
55035.34
Corporate Debt Securities
H B FULLER CO SR GLBL NT 28
JSMX3Z5FOYM8V0Q52357
2028-10-15
4.250000
145000.00
147708.68
Corporate Debt Securities
PRIME HEALTHCARE SVCS INC SR SEC GLBL 25
2025-11-01
7.250000
100000.00
100750.00
Corporate Debt Securities
NGL ENERGY PARTNERS LP SR GLBL NT 25
2025-03-01
6.125000
80000.00
42403.06
Corporate Debt Securities
B & G FOODS INC SR GLBL NT 27
549300TRW1LZMDJZAQ78
2027-09-15
5.250000
384000.00
401019.84
Corporate Debt Securities
BANIJAY ENTMT S A S SR SEC GLBL 25
969500CE0IE2EZ5VBG13
2025-03-01
5.375000
84000.00
85692.52
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 29
B3BS7ACMDUWISF18KY76
2029-02-15
6.250000
425000.00
440419.35
Corporate Debt Securities
WEEKLEY HOMES LLC/ FIN CORP SR GLBL REGS 28
2028-09-15
4.875000
250000.00
254457.60
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 24
5493007X5NC5XI1BB106
2024-01-15
8.625000
35000.00
36580.47
Corporate Debt Securities
CHOBANI LLC / CHOBANI FIN CORP SR GLBL 144A 25
2025-04-15
7.500000
40000.00
41025.00
Corporate Debt Securities
CITGO PETE CORP SR SEC GLBL 22
YX52P86PXMLYDOTUQ225
2022-08-15
6.250000
95000.00
92674.48
Corporate Debt Securities
DIAMOND RESORTS INTL INC SR 144A NT 24
5493008MIJR7VMQP7U77
2024-09-01
10.750000
95000.00
87240.22
Corporate Debt Securities
DANA FING LUXEMBOURG S A R L SR 144A NT 25
222100DKCE3D036DQU13
2025-04-15
5.750000
98000.00
101297.29
Corporate Debt Securities
DISH DBS CORP SR NT 5%23
2023-03-15
5.000000
4880000.00
4965400.00
Corporate Debt Securities
ENDEAVOR ENERGY RESOURCE/FIN SR GLBL 144A 26
2026-01-30
5.500000
182000.00
185412.50
Corporate Debt Securities
REFINITIV US HLDGS INC 8.25%26
549300NF240HXJO7N016
2026-11-15
8.250000
1135000.00
1278114.99
Corporate Debt Securities
ACRISURE LLC / ACRISURE FIN SR SEC GLBL 24
2024-02-15
8.125000
75000.00
79363.28
Corporate Debt Securities
AMERICAN AIRLS GROUP INC SR GLBL 144A 22
2022-06-01
5.000000
544000.00
374377.78
Corporate Debt Securities
ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28
2028-04-01
6.250000
75000.00
73727.60
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR GLBL NT4.5%34
549300JMONK27O4SQQ19
2034-12-15
4.500000
4114000.00
2352693.75
Corporate Debt Securities
KAISER ALUMINIUM CORPORATION SR GLBL 144A 28
2028-03-01
4.625000
87500.00
86850.74
Corporate Debt Securities
KENNEDY WILSON INC SR GLBL NT 24
5EA4464UK7FM5QNNKL62
2024-04-01
5.875000
75000.00
73629.95
Corporate Debt Securities
L BRANDS INC SR GLBL NT7.5%29
GR3KVMWVCR54YWQNXU90
2029-06-15
7.500000
2585000.00
2833741.62
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL NT 28
549300X0PTWU2QSLSL14
2028-01-15
10.125000
40000.00
18831.25
Corporate Debt Securities
LIONS GATE CAPITAL HOLDINGS SR GLBL 144A 24
549300MWJHNLR35C0837
2024-02-01
6.375000
4458600.00
4340270.61
Corporate Debt Securities
TALEN ENERGY SUPPLY LLC SR NT 6.5%25
K5K33XN0PQAU1XF7NN66
2025-06-01
6.500000
90000.00
55881.25
Corporate Debt Securities
TEMPUR SEALY INTL INC SR GLBL NT5.5%26
549300HFEKVR3US71V91
2026-06-15
5.500000
75000.00
79171.88
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL NT25
0W9AIBT6U6ADJ2I8HK17
2025-05-01
5.125000
10000.00
10154.83
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 28
0W9AIBT6U6ADJ2I8HK17
2028-06-15
4.625000
591000.00
610476.57
Corporate Debt Securities
TRANSOCEAN GUARDIAN LTD SR SEC GLBL 24
2024-01-15
5.875000
69000.00
33483.33
Corporate Debt Securities
TREEHOUSE FOODS INC SR 144A NT 6%24
5493007M7EVHE470Q576
2024-02-15
6.000000
90000.00
92925.00
Corporate Debt Securities
UNITED STATES STL CORP SR NT 6.65%37
JNLUVFYJT1OZSIQ24U47
2037-06-01
6.650000
324000.00
232477.65
Corporate Debt Securities
SURGERY CTR HLDGS INC SR 144A NT 25
54930054EVI5HWPPW113
2025-07-01
6.750000
967000.00
974071.19
Corporate Debt Securities
SPECTRUM BRANDS INC SR GLBL NT 25
549300VU3EH2E73C1Q04
2025-07-15
5.750000
80000.00
83805.67
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC SR GLBL 144A 28
RLTHESQ0RNFQJWPBJN60
2028-05-15
7.000000
14886.00
15183.03
Corporate Debt Securities
SEAWORLD PKS & ENTMT INC SR SEC GLBL 25
549300UZV72O3371JJ53
2025-05-01
8.750000
83000.00
89951.25
Corporate Debt Securities
SINCLAIR TELEVISION GROUP SR 144A NT 27
549300CQGEN0CH65UD62
2027-02-15
5.125000
94000.00
90068.65
Corporate Debt Securities
SINCLAIR TELEVISION GROUP SR GLBL 144A 30
549300CQGEN0CH65UD62
2030-03-01
5.500000
35000.00
33938.94
Corporate Debt Securities
SIX FLAGS ENTERTAINMENT CORP. SR 144A NT5.5%27
549300JYTDUAA4JQ3717
2027-04-15
5.500000
818000.00
750344.58
Corporate Debt Securities
VISTAJET MALTA FIN P L C SR GLBL 144A 24
2024-06-01
10.500000
50000.00
50672.92
Corporate Debt Securities
WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 24
549300A2JKMG5PGOGF82
2024-12-01
11.000000
11000.00
7066.05
Corporate Debt Securities
WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29
2029-10-01
5.125000
154000.00
148244.78
Corporate Debt Securities
GENESIS ENERGY LP/ GENESIS FIN SR GLBL NT 26
2026-05-15
6.250000
286000.00
244142.71
Corporate Debt Securities
GENWORTH HLDGS INC SR GLBL NT7.2%21
PXDECZED7L8SRUP41R09
2021-02-15
7.200000
3072000.00
3133440.00
Corporate Debt Securities
HUGHES SATELLITE S SR GLBL NT 26
2026-08-01
6.625000
1260000.00
1394036.87
Corporate Debt Securities
INTERTAPE POLYMER GROUP INC 7%26
549300ESFR3Z1YNR6O65
2026-10-15
7.000000
51000.00
53698.75
Corporate Debt Securities
RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 5%23
2023-04-15
5.000000
530000.00
517191.67
Corporate Debt Securities
REALOGY GRP LLC/REALOGY CO SR GLBL 144A 23
2023-06-01
4.875000
3985000.00
4065405.68
Corporate Debt Securities
RITE AID CORP SR SEC GLBL 26
529900W353T1JY1DKT44
2026-11-15
8.000000
238000.00
244703.67
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR GLBL NT 20
K2NEH8QNVW44JIWK7Z55
2020-11-28
2.650000
70000.00
70433.22
Corporate Debt Securities
SBA COMMUNICATIONS CORP SR GLBL 144A 27
5299001HX8ZN8Y8QIT49
2027-02-15
3.875000
433000.00
444614.32
Corporate Debt Securities
POINDEXTER J B INC SR GLBL 144A 26
549300W6P81HOZZGPQ16
2026-04-15
7.125000
4000000.00
4272675.00
Corporate Debt Securities
PRESTIGE BRANDS IN SR GLBL 144A 24
549300JBVP4J6D42I235
2024-03-01
6.375000
75000.00
77658.59
Corporate Debt Securities
MOSS CREEK RES HLDGS INC SR 144A NT7.5%26
54930037SLMSPWKYIX36
2026-01-15
7.500000
65000.00
33921.88
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 5%27
54930067J0ZNOEBRW338
2027-03-15
5.000000
34423.00
32138.35
Corporate Debt Securities
ALTICE FRANCE S A SR SEC 144A NT26
5493001ZMCICV4N02J21
2026-05-01
7.375000
2450000.00
2610868.02
Corporate Debt Securities
PEABODY SECS FIN CORP SR SEC GLBL 25
EJCO258LNNVSKAR2JX59
2025-03-31
6.375000
4056000.00
1238347.50
Corporate Debt Securities
AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27
2027-07-15
5.750000
500000.00
477135.42
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2049-12-29
7.750000
10000.00
10445.88
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 30
2030-02-15
4.875000
90000.00
86414.06
Corporate Debt Securities
BUCKEYE PARTNERS L P SR GLBL 144A 25
549300C1PQJLVEIUBK50
2025-03-01
4.125000
480000.00
456845.00
Corporate Debt Securities
MATTEL INC SR NT 5.45%41
549300VELLG24KHTJ564
2041-11-01
5.450000
68000.00
70012.71
Corporate Debt Securities
MERCER INTL INC SR GLBL NT 25
549300Z5IAG39VRTY874
2025-01-15
7.375000
70000.00
71855.73
Corporate Debt Securities
MIDAS INTER HOLDCO II LLC SR 144A NT 22
2022-10-01
7.875000
50000.00
41317.19
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT6.5%22
54930067J0ZNOEBRW338
2022-06-15
6.500000
45000.00
47278.12
Corporate Debt Securities
BARCLAYS PLC PERP SUB GLBL
213800LBQA1Y9L22JB70
2049-12-29
6.125000
1520000.00
1568671.67
Corporate Debt Securities
BENCHMARK MTG TR 2019-B9 F 20520315 FLT
2052-03-15
3.751950
12590000.00
5495389.05
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY G 20330118 FLT
2033-01-18
4.998380
5000000.00
4610458.29
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2016-WIKI E 20311007 FLT
2031-10-07
4.009000
13000000.00
11608239.14
Private Label Collateralized Mortgage Obligations
MARGARITA BEACH TR 2019-MARG G 20340515 FLT
2034-05-15
3.898380
4000000.00
3300221.30
Private Label Collateralized Mortgage Obligations
ATRIUM HOTEL PORT TR 2018-ATRM F 20350615 FLT
2035-06-15
4.148380
2000000.00
1508392.98
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2017-ASHF G 20341115 FLT
2034-11-15
7.048380
5000000.00
3288884.12
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-BILT MZ M 20250515 FLT
2025-05-15
4.754150
4630000.00
3718625.69
Private Label Collateralized Mortgage Obligations
CGDB COML MTG TR 2019-MOB G 20361117 FLT
2036-11-17
3.140120
5500000.00
5011695.61
Private Label Collateralized Mortgage Obligations
VISTA POINT SEC TR 2020-2 B-2 20650425 FLT
2065-04-25
5.160000
3300000.00
3327303.10
Private Label Collateralized Mortgage Obligations
GS MTG SEC TR 2018-HART E 20311015 FLT
2031-10-15
2.898380
8000000.00
6670421.27
Private Label Collateralized Mortgage Obligations
GS MTG SEC TR 2018-HART F 20311015 FLT
2031-10-15
4.048380
2741000.00
2187758.82
Private Label Collateralized Mortgage Obligations
Y
2021-01-28
2021-01-28
2021-04-20
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0067
324751696.75
324751696.75
0.0032
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.660000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0OJHQ1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GRAND AVENUE CRE 2020-FL2 D 20350316 FLT
2035-03-16
3.768380
5000000.00
4768505.79
Asset-Backed Securities
ARES CLO LTD 2017-45 SUB 20301004 FLT
549300VFCO6SQG8OL714
2030-10-04
0.00
7000000.00
2905000.00
Asset-Backed Securities
ARES CLO LTD 2017-43 SUB 20291015 FLT
549300ECLIGB6OZRBA51
2029-10-15
0.00
3320000.00
1245000.00
Asset-Backed Securities
ASSURANT CLO 2018-2 SUB 20310421 FLT
549300HKB0UTKU91DG08
2031-04-21
0.00
5000000.00
2950000.00
Asset-Backed Securities
BDS 2020-FL5 LTD E 20370218 FLT
2037-02-18
2.901380
300000.00
260920.78
Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.776300
8500000.00
8514680.61
Asset-Backed Securities
B2R MTG TRUST 2015-2 G 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.776300
3762000.00
3573407.67
Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
6.083560
2737000.00
2631848.97
Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
549300O8WGQU5B6HEB94
2026-05-24
0.00
12500000.00
3125000.00
Asset-Backed Securities
CIFC FDG 2013 I LTD
549300PC4RPZFE70AI24
2025-04-16
0.00
12600000.00
3685437.00
Asset-Backed Securities
CLNC 2019-FL1 D 20350817 FLT
2035-08-17
3.047250
676000.00
617357.75
Asset-Backed Securities
COLONY AMER FIN 2016-1 C 20480617 FLT
2048-06-17
4.638000
385000.00
386486.93
Asset-Backed Securities
COLONY AMER FIN 2016-1 E 20480617 FLT
2048-06-17
7.349000
5929000.00
6022287.05
Asset-Backed Securities
COLONY AMER FIN 2016-1 F 20480617 4.0
2048-06-17
4.000000
11283000.00
9616006.96
Asset-Backed Securities
COLONY AMER FIN 2016-2 E 20481118 FLT
2048-11-18
8.250000
4228000.00
4475404.94
Asset-Backed Securities
CARLYLE GL MKT STS CLO 2013-3 SUB 20250715 FLT
6354006XBJTNRUJOLM20
2025-07-15
0.00
1371000.00
329040.00
Asset-Backed Securities
FCCCATSKILL PARK CLO 17-1 SUB 20290420 FLT
549300QY7L9WFVGWC115
2029-04-20
0.00
9868600.00
75080.31
Asset-Backed Securities
CEDAR FUNDING CLO LTD 2013-2 SUB 20300610 FLT
254900Q56WTD2BRLBE32
2030-06-10
0.00
10000000.00
3000000.00
Asset-Backed Securities
COREVEST AMER FIN TR 2019-2 B 20520617 3.4
2052-06-17
3.424000
3619000.00
3820238.92
Asset-Backed Securities
COREVEST AMER FIN TR 2019-2 D 20520617 4.2
2052-06-17
4.219000
1740000.00
1875637.59
Asset-Backed Securities
BSPRT ISUER LTD 2019-FL5 E 20290515 FLT
2029-05-15
2.998380
3000000.00
2541060.98
Asset-Backed Securities
EMC MTG LN TR 2003-A B 20400827 FLT
2040-08-27
3.899250
1619833.00
315.79
Asset-Backed Securities
ELEVATION CLO LTD 2018-9 SUB 20310715 FLT
549300BOE42FYBAXFR86
2031-07-15
0.00
3000000.00
1581048.00
Asset-Backed Securities
FS RIALTO 2019-FL1 C 20361218 FLT
2036-12-18
2.645750
12000000.00
10253981.08
Asset-Backed Securities
KREF LTD 2018-FL1 D 20360617 FLT
549300N45646UZ8P3S07
2036-06-17
2.697250
1000000.00
962384.16
Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
549300HV40B88JRNJD93
2024-08-26
0.00
7875000.00
1102500.00
Asset-Backed Securities
YORK CLO 2 LTD
5493009C48K5WG4EX118
2027-10-22
0.00
3000000.00
1790001.00
Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
0.00
3650000.00
1058500.00
Asset-Backed Securities
APIDOS CLO XXVII 2017-27 SUB 20300717 FLT
2030-07-17
0.00
2500000.00
885737.50
Asset-Backed Securities
TLF NATL TAX LIEN TR 2017-1 A 20291215 3.0
2029-12-15
3.090000
100000.00
17570.85
Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 E 20341017 FLT
2034-10-17
2.847250
1459000.00
1298407.86
Asset-Backed Securities
TRICON AMER HOMES TR 2017-SFR2 F 20360118 5.1
2036-01-18
5.104000
1400000.00
1473864.78
Asset-Backed Securities
VOLT LXXX LLC 2019-NPL6 A-1A 20491025 FLT
2049-10-25
3.228200
6000000.00
3821500.82
Asset-Backed Securities
VENTURE XVIII CLO LTD
549300MWRVTJN0X3KI79
2026-10-15
0.00
7500000.00
1950000.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
8675000.00
2472375.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
364227.00
142063.71
Asset-Backed Securities
VOLT LXXVI LLC 2019-NPL2 A-1 20490225 FLT
2049-02-25
3.967200
660000.00
346975.44
Asset-Backed Securities
GPMT LTD 2019-FL2 D 20360221 FLT
2036-02-21
3.093380
7000000.00
6711133.42
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 C 20370615 FLT
2037-06-15
2.448380
5000000.00
4819750.79
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 E 20370609 FLT
2037-06-15
3.448380
1000000.00
890241.82
Asset-Backed Securities
GREYSTONE CRE NT 2018-HC1 B 20280915 FLT
2028-09-15
2.798380
300000.00
295198.80
Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD E 20370915 FLT
2037-09-15
2.898380
300000.00
259544.30
Asset-Backed Securities
HOME PARTN AMER TR 2017-1 F 20340719 FLT
2034-07-19
3.686250
7000000.00
7027861.02
Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
2037-07-17
2.497250
3700000.00
3677606.80
Asset-Backed Securities
GCAT 2019-3 LLC A-1 20491025 3.3
2049-10-25
3.351500
390000.00
152037.57
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 E 20370618 FLT
2037-06-18
2.148380
10107752.00
10111267.52
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR4 F 20380119 FLT
2038-01-19
2.347250
2500000.00
2482616.55
Asset-Backed Securities
OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT
2029-07-16
0.00
2000000.00
900000.00
Asset-Backed Securities
PEGASUS AVIATION LSE 1999-1 D-1 20290325 5.8
2029-03-25
5.878000
5000000.00
4581.94
Asset-Backed Securities
PEGASUS AVIATION LSE 2000-1 D-1 20300325 8.4
2030-03-25
8.420000
7000000.00
8694.71
Asset-Backed Securities
PROGRESS RES TR 2018-SFR3 F 20351018 5.3
2035-10-18
5.368000
859000.00
881001.76
Asset-Backed Securities
PROGRESS RES TR 2018-SFR2 F 20350817 4.9
2035-08-17
4.953000
1100000.00
1108303.81
Asset-Backed Securities
PROGRESS RES TR 2019-SFR3 F 20360918 3.8
2036-09-18
3.867000
2619000.00
2677008.45
Asset-Backed Securities
PROGRESS RESIDENTIAL 2019 SFR1TR
2036-03-19
5.061000
500000.00
513406.96
Asset-Backed Securities
PROGRESS RESI TR 2017-SFR1 F 20340817 5.3
2034-08-17
5.350000
2400000.00
2459713.73
Asset-Backed Securities
PROGRESS RES TR 2018-SFR1 F 20350319 4.7
2035-03-19
4.778000
3609000.00
3628239.38
Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
3000000.00
1473414.00
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 E 20350705 FLT
2035-07-05
5.050250
2000000.00
116618.09
Asset-Backed Securities
TCI-SYMPHONY CLO 2017-1 INC NT 20300715 FLT
2030-07-15
0.00
5000000.00
4543630.00
Asset-Backed Securities
TRYON PK CLO LTD
2025-07-15
0.00
17832000.00
103996.22
Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
2030-11-04
0.00
2750000.00
1251250.00
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
2500000.00
2739539.24
Asset-Backed Securities
ARBOR RLTY CM 2019-FL1 D 20370515 FLT
2037-05-15
2.648380
3500000.00
3334007.22
Asset-Backed Securities
ARBOR RLTY CM 2020-FL1 C 20350215 FLT
2035-02-15
2.198380
4500000.00
4352651.96
Asset-Backed Securities
ARBOR RLTY CM 2020-FL1 D 20350215 FLT
2035-02-15
2.598380
4000000.00
3819850.63
Asset-Backed Securities
AREIT TR 2018-CRE2 C 20351116 FLT
549300OWSY03BGZ1QD23
2035-11-16
2.047250
7165000.00
6897168.93
Asset-Backed Securities
VMC FINANCE 2019-FL3 B 20360917 FLT
2036-09-17
1.797250
5848224.00
5167569.08
Asset-Backed Securities
OHA LN FDG 2016-1R D-R 20330120 FLT
54930016024GMIAF7A82
2033-01-20
3.218380
3000000.00
2766161.98
Asset-Backed Securities
SYMPHONY CLO XIV LTD 2014-14RR B-1-RR 20260714 FLT
2026-07-14
1.928880
2000000.00
1991418.56
Asset-Backed Securities
ARBOR RLTY CM 2019-FL1 B 20370515 FLT
2037-05-15
1.848380
3000000.00
2935140.47
Asset-Backed Securities
WELLS FARGO COML TR 2016-C32 B 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
4.726790
1000000.00
1093631.69
Private Label Collateralized Mortgage Obligations
MS MTG LN TR 2007-11AR 2-A-3 20370625 FLT
2037-06-25
2.879000
1070000.00
171213.86
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C24 D 20470816 3.2
2047-08-16
3.257000
9370000.00
7386115.15
Private Label Collateralized Mortgage Obligations
FHLMC SERIES FRESR 2017-SR01 A-3 20271125 3.0
2027-11-25
3.089000
200000.00
217188.67
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-5 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.537210
2003095.00
1635624.22
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-OAK4 B-4 20440925 FLT
2044-09-25
3.997290
5512000.00
3957068.24
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-WPT G-FX 20330708 FLT
2033-07-08
5.542200
7200000.00
6470874.36
Private Label Collateralized Mortgage Obligations
INVITATION HOMES TR 2018-SFR3 E 20370717 FLT
2037-07-17
2.147250
10450000.00
10471102.69
Private Label Collateralized Mortgage Obligations
INVITATION HOMES TR 2018-SFR3 F 20370717 FLT
2037-07-17
2.500000
2000000.00
215516.50
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-SLP G 20321012 FLT
2032-10-12
4.591300
4747750.00
4088313.86
Private Label Collateralized Mortgage Obligations
IMPERIAL CMB TRUST SERIES 1998 2
2035-04-25
2.099250
3187500.00
12232.46
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY F 20330118 FLT
2033-01-18
3.998380
3000000.00
2944181.97
Private Label Collateralized Mortgage Obligations
WF CR RISK TR SEC TR 2015-WF1 II-M-2 20251125 FLT
549300T6W1U156OOG754
2025-11-25
5.649250
2000000.00
1281448.92
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC16 D 20500817 3.9
549300PX4QZK7CUM8D08
2050-08-17
3.938000
137000.00
65975.68
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 E 20480515 3.0
549300S7ENI2U7O0XH56
2048-05-15
3.000000
2500000.00
1393291.67
Private Label Collateralized Mortgage Obligations
WORLDWIDE PLAZA TR 2017-WWP E 20361112 FLT
2036-11-12
3.595540
12000000.00
11384524.92
Private Label Collateralized Mortgage Obligations
TRICON AMER HOMES TR 2018-SFR1 F 20370519 4.9
2037-05-19
4.960000
500000.00
531644.78
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR1 F 20370417 3.5
2037-04-17
3.566000
4238140.00
4252776.89
Private Label Collateralized Mortgage Obligations
STARWOOD WAYPOINT HOMES 2017-1 E 20350122 FLT
2035-01-22
2.748380
16369000.00
16385622.24
Private Label Collateralized Mortgage Obligations
STARWOOD WAYPOINT HOMES 2017-1 F 20350122 FLT
2035-01-22
3.548380
2280000.00
2276872.66
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
5.790710
2398000.00
2411811.86
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 D 20510616 4.9
2051-06-16
4.920000
507000.00
540012.46
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 E 20510616 FLT
2051-06-16
5.889180
3034000.00
3225327.27
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 C 20520315 4.2
2052-03-15
4.226000
500000.00
509961.14
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 D 20520315 4.8
2052-03-15
4.818000
3450000.00
3627254.67
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-UBS3 D 20470612 FLT
2047-06-12
4.768490
6709466.00
6004645.22
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-4 20430425 FLT
2043-04-25
2.933810
6846000.00
5800154.28
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-5 20430425 FLT
2043-04-25
2.933810
7916923.00
6716078.94
Private Label Collateralized Mortgage Obligations
CSWF TR 2018-TOP F 20350815 FLT
2035-08-15
2.898380
3500000.00
2480633.84
Private Label Collateralized Mortgage Obligations
CSWF TR 2018-TOP G 20350815 FLT
2035-08-15
3.398380
3750000.00
2598341.97
Private Label Collateralized Mortgage Obligations
CARBON CAP COMM MTG 2019-FL2 B 20211118 FLT
2021-11-18
2.998380
11359000.00
9901837.09
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2020-BXLP F 20361215 FLT
2036-12-15
2.148380
3000000.00
2898704.39
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC E 20340417 FLT
2034-04-17
2.298380
2000000.00
1794201.32
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
3.048380
1450000.00
1237755.03
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
3.898380
3500000.00
3303329.14
Private Label Collateralized Mortgage Obligations
BANKCORP COMM MTG TR 2019-CRE5 B 20360317 FLT
2036-03-17
1.648380
500000.00
477111.91
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR3 I-A-4 20361126 6.0
2036-11-26
6.000000
15424901.00
7364914.31
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
3.854070
2269652.00
821212.32
Private Label Collateralized Mortgage Obligations
BBCMS TRUST 2018-CBM E 20370715 FLT
2037-07-15
3.698380
1100000.00
904906.19
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2019-ATL F 20361015 FLT
2036-10-15
2.884980
4992500.00
4306620.74
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 D 20521018 3.7
2052-10-18
3.760000
750000.00
726014.17
Private Label Collateralized Mortgage Obligations
CSFB MTG PTC 2003-29 D-B-2 20331225 FLT
2033-12-25
6.071730
8000000.00
461831.02
Private Label Collateralized Mortgage Obligations
CSFB MTG PTC 2003-25 C-B-1 20331025 FLT
2033-10-25
5.500000
3986400.00
3150.50
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 27-A-2 20370128 6.0
2037-01-28
6.000000
4199999.00
2405570.81
Private Label Collateralized Mortgage Obligations
CHASE MORTGAGE FIN TR 2007-A3 1-A7 20371225 FLT
2037-12-25
3.581340
2800000.00
198909.23
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2019-XL J 20361015 FLT
2036-10-15
2.798380
13469560.00
12352939.82
Private Label Collateralized Mortgage Obligations
Y
2021-02-02
2021-02-02
2021-04-21
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0075
298872945.93
298872945.93
0.0029
N
N
N
Y
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.180000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0OKBK7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NOMURA HLDGS INC SR GLBL NT 25
549300B3CEAHYG7K8164
2025-01-16
2.648000
6000.00
6366.90
Corporate Debt Securities
UBS GROUP AG SR GLBL COCO 25
549300SZJ9VS8SGXAN81
2025-09-24
4.125000
26700000.00
30447745.50
Corporate Debt Securities
MUFG BK LTD N Y BRH SR GLBL REGS 24
C3GTMMZIHMY46P4OIX74
2024-09-08
3.250000
6363000.00
6962931.92
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC. SR GLBL REGS 26
353800CI5L6DDAN5XZ33
2026-04-12
3.477000
8000.00
8896.55
Corporate Debt Securities
ANTHEM INC SR GLBL NT 28
8MYN82XMYQH89CTMTH67
2028-03-01
4.101000
12000.00
13930.33
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT3.3%27
51M0QTTNCGUN7KFCFZ59
2027-02-01
3.300000
4000.00
4503.11
Corporate Debt Securities
LLOYDS TSB GROUP PLC ALT TIER I PERP
549300PPXHEU2JF0AM85
2049-12-29
7.500000
19379.00
21142.20
Corporate Debt Securities
MORGAN STANLEY VR 102416-102423
IGJSJL3JD5P30I6NJZ34
2023-10-24
1.614750
12692000.00
12915371.80
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.6%43
1HNPXZSMMB7HMBMVBS46
2043-06-15
4.600000
22000.00
22715.00
Corporate Debt Securities
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0017
48000033.12
48000033.12
0.0005
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.200000%
549300LCO2FLSSVFFR64
0000050916
ARP0OKBR2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BORGWARNER INC GLBL 144A NT5%25
549300DSFX2IE88NSX47
2025-10-01
5.000000
9253826.00
10793919.70
Corporate Debt Securities
COX COMMUNICATIONS INC NEW SR GLBL 144A 30
5493001NEDZNIFRP2R92
2030-10-01
1.800000
5000000.00
4900450.00
Corporate Debt Securities
DISCOVER FINL SVCS FR 3.8%031524
Z1YLO2USPORE63VVUL20
2024-03-15
3.800000
10000.00
9949.80
Corporate Debt Securities
INTERCONTINENTAL EXCHANGE INC SR GLBL NT 40
5493000F4ZO33MV32P92
2040-09-15
2.650000
4249000.00
4352016.06
Corporate Debt Securities
JACKSON NATL LIFE GLOBAL FDG FR 2.375%091522
635400PQXLYXWJI5QD78
2022-09-15
2.375000
1200000.00
1247098.50
Corporate Debt Securities
LYB INTERNATIONAL FIN III LLC SR GLBL NT 51
2051-04-01
3.625000
2985000.00
2967255.00
Corporate Debt Securities
PEACEHEALTH SR GLBL -2020 50
2050-11-15
3.218000
2124796.00
2112103.65
Corporate Debt Securities
SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28
2028-10-20
4.750000
5325000.00
5475920.85
Corporate Debt Securities
SYSCO CORP CR SEN SR GLBL50
5RGWIFLMGH3YS7KWI652
2050-04-01
6.600000
5570000.00
7887714.13
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 1.85%012723
WFLLPEPC7FZXENRZV188
2023-01-27
1.850000
2000000.00
2070278.33
Corporate Debt Securities
BARCLAYS BANK PLC FR 10%032834
G5GSEF7VJP5I7OUK5573
2034-03-28
1.336000
150000.00
112151.03
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN VR 101018-121021
B6Q2VFHD1797Q7NZ3E43
2021-12-10
0.539500
240000.00
240659.83
Corporate Debt Securities
VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 30
32SXKSJ72K64GM3HOU64
2030-11-15
4.750000
8766000.00
10357172.66
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL REGS 25
353800DRBDH1LUTNAY26
2025-09-17
3.522000
4000000.00
4068787.33
Corporate Debt Securities
MORGAN STANLEY SR NT-F 3.75%23
IGJSJL3JD5P30I6NJZ34
2023-02-25
3.750000
50000.00
54015.04
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT 30
OQSJ1DU9TAOC51A47K68
2030-03-12
2.250000
5379000.00
5557959.33
Corporate Debt Securities
WELLS FARGO & CO SR GLBL T STP 34
PBLD0EJDB5FWOLXP3B76
2034-11-27
3.100000
50000.00
51031.25
Corporate Debt Securities
NISSAN MTR ACCEP CORP FR 3.45%031523
7D6DIU2QXTUJRFNNJA49
2023-03-15
3.450000
342000.00
352849.09
Corporate Debt Securities
BAYER US FIN II LLC SR GLBL 144A 44
529900XWNEXYNJ3X6T40
2044-07-15
4.400000
2460094.00
2750614.70
Corporate Debt Securities
BIOGEN INC SR GLBL NT5.2%45
W8J5WZB5IY3K0NDQT671
2045-09-15
5.200000
1478000.00
1935455.78
Corporate Debt Securities
CARRIER GLOBAL CORPORATION GLBL 144A NT 31
549300JE3W6CWY2NAN77
2031-02-15
2.700000
5000000.00
5301475.00
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 2.95%022622
EDBQKYOPJUCJKLOJDE72
2022-02-26
2.950000
70000.00
72776.51
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 21
549300PXR5FKNXF0OH19
2021-04-16
3.450000
2405000.00
2441363.60
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.8%012723
E0KSF7PFQ210NWI8Z391
2023-01-27
2.800000
100000.00
106081.33
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.65%010622
E0KSF7PFQ210NWI8Z391
2022-01-06
2.650000
427000.00
442193.37
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2031-09-18
3.547000
13530000.00
13763908.89
Corporate Debt Securities
DIAMOND 1 FIN CORP/DIAMOND 2 CR SEN SR SEC 36
2036-07-15
8.100000
12405000.00
17086957.12
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 27
0YQH6LCEF474UTUV4B96
2027-05-25
3.625000
2742002.00
3083237.67
Corporate Debt Securities
EXPEDIA GROUP INC SR GLBL 144A 25
2025-05-01
6.250000
8771123.00
9925069.00
Corporate Debt Securities
GE CAP FUNDING LLC SR GLBL 144A 30
549300XAGH9TOLX5XM67
2030-05-15
4.400000
4359869.00
4869581.28
Corporate Debt Securities
GENERAL ELECTRIC CO FR 3.1%010923
3C7474T6CDKPR9K6YT90
2023-01-09
3.100000
120000.00
127000.60
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 43
54930070NSV60J38I987
2043-10-02
6.250000
2194000.00
2705116.68
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.2%45
54930070NSV60J38I987
2045-04-01
5.200000
2206000.00
2477688.51
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 3.85%070824
784F5XWPLTWKTBV3E584
2024-07-08
3.850000
2000.00
2216.06
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE FR 6%122837
2037-12-28
6.000000
131000.00
101630.89
Corporate Debt Securities
MPLX LP SR GLBL NT4.7%48
5493000CZJ19CK4P3G36
2048-04-15
4.700000
2639000.00
2646727.87
Corporate Debt Securities
MCDONALDS CORP FR 2.625%090129
UE2136O97NLB5BYP9H04
2029-09-01
2.625000
15000.00
16260.18
Corporate Debt Securities
MCDONALDS CORP FR 3.625%090149
UE2136O97NLB5BYP9H04
2049-09-01
3.625000
12000.00
13470.37
Corporate Debt Securities
MORGAN STANLEY VR 042417-050824
IGJSJL3JD5P30I6NJZ34
2024-05-08
1.463250
100000.00
101873.23
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 22
2022-09-01
3.875000
4291000.00
4562923.65
Corporate Debt Securities
NISSAN MTR ACCEP CORP VR 011317-011322
7D6DIU2QXTUJRFNNJA49
2022-01-13
1.114130
300000.00
297685.84
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL 144A 30
353800DRBDH1LUTNAY26
2030-09-17
4.810000
7472565.00
7557119.15
Corporate Debt Securities
OREILLY AUTOMOTIVE INC SR GLBL NT 31
549300K2RLMQL149Q332
2031-03-15
1.750000
584391.00
571779.03
Corporate Debt Securities
PHILIP MORRIS INTL INC SR NT 4.875%43
HL3H1H2BGXWVG3BSWR90
2043-11-15
4.875000
3352000.00
4416775.37
Corporate Debt Securities
RYDER SYS INC FR 3.45%111521
ZXJ6Y2OSPZXIVGRILD15
2021-11-15
3.450000
1235000.00
1289491.29
Corporate Debt Securities
TOYOTA MTR CR CORP FR 2.7%011123
Z2VZBHUMB7PWWJ63I008
2023-01-11
2.700000
343000.00
362480.68
Corporate Debt Securities
TOYOTA MTR CR CORP VR 010819-010821
Z2VZBHUMB7PWWJ63I008
2021-01-08
0.769750
80.00
80.12
Corporate Debt Securities
UNITED PARCEL SVCS INC SR GLBL NT5.3%50
D01LMJZU09ULLNCY6Z23
2050-04-01
5.300000
1605000.00
2321727.91
Corporate Debt Securities
US BANCORP FR 2.625%012422
N1GZ7BBF3NP8GI976H15
2022-01-24
2.625000
3000.00
3101.79
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 38
549300GHBMY8T5GXDE41
2038-02-15
6.875000
1456000.00
2373910.33
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
8084000.00
13818708.76
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN VR 090617-110521
B6Q2VFHD1797Q7NZ3E43
2021-11-05
0.599000
50000.00
50193.05
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 3.625%101023
B6Q2VFHD1797Q7NZ3E43
2023-10-10
3.625000
1041000.00
1134517.08
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46
2046-02-01
4.900000
6686000.00
8188771.36
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.75%041558
549300CRGMZK3K53BF92
2058-04-15
4.750000
234000.00
283666.30
Corporate Debt Securities
BMW US CAP LLC EXTND IAM FLTG SR GLBL 144A 25
KK5MZM9DIXLXZL9DZL15
2025-04-09
3.900000
1484418.00
1658443.74
Corporate Debt Securities
BK OF AMERICA CORP FR 3.248%102127
9DJT3UXIJIZJI4WXO774
2027-10-21
3.248000
295000.00
325730.74
Corporate Debt Securities
BK OF AMERICA CORP VR 042417-042423
9DJT3UXIJIZJI4WXO774
2023-04-24
1.214750
40000.00
40399.40
Corporate Debt Securities
BK OF AMERICA CORP FIX/FLT LKD 23
9DJT3UXIJIZJI4WXO774
2023-04-24
2.881000
2000.00
2068.38
Corporate Debt Securities
BK OF AMERICA CORP FR 3.366%012326
9DJT3UXIJIZJI4WXO774
2026-01-23
3.366000
175000.00
192655.66
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 43
2S72QS2UO2OESLG6Y829
2043-09-15
6.550000
10991000.00
17639318.51
Corporate Debt Securities
WELLS FARGO & CO FR 3%012221
PBLD0EJDB5FWOLXP3B76
2021-01-22
3.000000
1900000.00
1926213.67
Corporate Debt Securities
WELLS FARGO & CO FR 4.1%060326
PBLD0EJDB5FWOLXP3B76
2026-06-03
4.100000
7000.00
8048.68
Corporate Debt Securities
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0018
192000345.60
192000345.60
0.0019
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.230000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0OKC75
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NOVARTIS CAPITAL CORP SR NT 3.7%42
5493002KF87V5RSRQS84
2042-09-21
3.700000
432000.00
529328.88
Corporate Debt Securities
PRINCIPAL FINANCIAL GROUP INC SR GLBL NT4.3%46
CUMYEZJOAF02RYZ1JJ85
2046-11-15
4.300000
3628000.00
4440375.71
Corporate Debt Securities
PUBLIC SVC CO NEW HAMPSHIRE 1M GLBL -U BD 50
549300SHPFALUPKK2351
2050-09-01
2.400000
1000000.00
943676.67
Corporate Debt Securities
STANFORD LELAND JR UNIV BOARD SR GLBL 2020A 27
JIUV0DC2REIJXQ26CR37
2027-06-01
1.289000
103000.00
104707.49
Corporate Debt Securities
T MOBILE USA INC SR SEC GLBL 50
549300V2JRLO5DIFGE82
2050-04-15
4.500000
77000.00
90325.24
Corporate Debt Securities
TRANSATLANTIC HLDGS INC SR NT 8%39
RN37QJVS1BV19MNIC295
2039-11-30
8.000000
400000.00
631117.33
Corporate Debt Securities
UNILEVER CAP CORP GTD SRNT 4.25%21
MYF1DAS6G5WY7PRWCU78
2021-02-10
4.250000
1621000.00
1654205.28
Corporate Debt Securities
WESTROCK CO SR GLBL NT 3%24
549300JEB576INN13W07
2024-09-15
3.000000
6540000.00
7052866.80
Corporate Debt Securities
EQUITABLE HLDGS INC 4.35%28
549300FIBAKMNHPZ4009
2028-04-20
4.350000
1000000.00
1152388.33
Corporate Debt Securities
CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 B50
VZFZPMWDHTQCFKYOBP05
2050-04-01
3.950000
3700000.00
4396939.19
Corporate Debt Securities
GLAXOSMITHKLINE CAP PLC SR GLBL NT 3%24
549300U0LV41VX7LEP38
2024-06-01
3.000000
682000.00
742313.81
Corporate Debt Securities
GREAT-WEST LIFECO U S FIN 2020 SR GLBL 144A 25
2025-08-12
0.904000
3500823.00
3494166.77
Corporate Debt Securities
LYB INTERNATIONAL FIN III LLC SR GLBL NT3.8%60
2060-10-01
3.800000
2500000.00
2430980.56
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 25
2025-07-15
4.000000
1064000.00
1212850.05
Corporate Debt Securities
PETROLIAM NASIONAL BERHAD SR REGS BD 26
5493003RZQYJM7QGNE15
2026-10-15
7.625000
390000.00
529482.36
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 43
2043-09-01
5.150000
293000.00
401495.05
Corporate Debt Securities
LINCOLN NATL CORP IND SR GLBL NT3.8%28
EFQMQROEDSNBRIP7LE47
2028-03-01
3.800000
1245000.00
1421052.68
Corporate Debt Securities
LLOYDS TSB GROUP PLC SR GLBL COCO 23
549300PPXHEU2JF0AM85
2023-08-16
4.050000
500000.00
547482.50
Corporate Debt Securities
MARKEL CORP SR GLBL NT 5%49
549300SCNO12JLWIK605
2049-05-20
5.000000
991000.00
1344045.95
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT3.3%23
549300XMP3KDCKJXIU47
2023-03-14
3.300000
477000.00
508046.34
Corporate Debt Securities
PARTISAN PROPERTY INC SR SEC 2014 VR44
2044-08-01
0.150000
2985000.00
2985733.81
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 20
213800ITMMKU4Z7I4F78
2020-11-10
2.250000
676000.00
683473.18
Corporate Debt Securities
TOLEDO HOSPITAL SR SEC BD 45
5493009DCR7NWV6K4T34
2045-11-15
4.982000
2405000.00
2322109.67
Corporate Debt Securities
UNUM GROUP SR GLBL NT4.5%25
549300E32YFDO6TZ8R31
2025-03-15
4.500000
1000000.00
1119135.00
Corporate Debt Securities
WILLIS NORTH AMER INC SR GLBL NT3.6%24
5493004KVU1HWZCP0C66
2024-05-15
3.600000
10729000.00
11880436.28
Corporate Debt Securities
BMW US CAP LLC EXTND IAM FLTG REGS NT 3.45%23
KK5MZM9DIXLXZL9DZL15
2023-04-12
3.450000
500000.00
532357.50
Corporate Debt Securities
KOREA EAST-WEST PWR CO LTD SR GLBL REGS 22
549300VDRGYGX9NBTB52
2022-06-19
2.625000
50000.00
52115.10
Corporate Debt Securities
AON PLC SR GLBL NT2.8%21
635400FALWQYX5E6QC64
2021-03-15
2.800000
5000000.00
5053700.00
Corporate Debt Securities
AON PLC SR GLBL NT 25
635400FALWQYX5E6QC64
2025-12-15
3.875000
3125000.00
3605410.16
Corporate Debt Securities
AT&T BROADBAND CORP SR GLBL NT 22
2022-11-15
9.455000
344000.00
422702.18
Corporate Debt Securities
CHUBB INA HLDGS INC SR GLBL NT 26
CZCBJZWDMLTHWJDXU843
2026-05-03
3.350000
2744000.00
3144187.25
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 25
549300CRGMZK3K53BF92
2025-01-23
4.150000
518000.00
592820.93
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC 144A NT25
549300LM1QSI4MSIL320
2025-01-14
2.500000
4094671.00
4247898.14
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26
BVHHEFJI6SHNOKQT2572
2026-10-01
2.750000
5309000.00
5702478.01
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 21
6SHGI4ZSSLCXXQSBB395
2021-08-02
2.350000
514000.00
524647.22
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 28
6SHGI4ZSSLCXXQSBB395
2028-01-10
3.887000
888000.00
1013267.45
Corporate Debt Securities
COMMONWEALTH EDISON CO 1M BD 4.35% 45
D8YOXB8L2ZDC8P7Q0771
2045-11-15
4.350000
2000000.00
2556495.00
Corporate Debt Securities
ENTERGY TEXAS INC 1M GLBL BD 49
LWXX58X12AJXISQ28573
2049-09-30
3.550000
1015000.00
1129033.56
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT3.7%23
5493008B6JBRUJ90QL97
2023-05-09
3.700000
122000.00
130352.73
Corporate Debt Securities
HUNTINGTON BANCSHARES INC SR GLBL NT 21
549300XTVCVV9I7B5T19
2021-03-14
3.150000
11907000.00
12052444.01
Corporate Debt Securities
HYUNDAI CAP AMER SR REGS NT3.5%26
549300RIPPWJB5Z0FK07
2026-11-02
3.500000
6808000.00
7425863.82
Corporate Debt Securities
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0020
96000333.12
96000333.12
0.0009
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.230000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0OKC83
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VIDEOTRON LTD/ VIDEOTRON LTEE SR GLBL 144A 24
549300LW4GNJRBECSD81
2024-06-15
5.375000
507000.00
561272.45
Corporate Debt Securities
CANPACK S A / EASTN PA LD INVT SR GLBL REGS 25
2025-11-01
3.125000
926000.00
940211.53
Corporate Debt Securities
AMC ENTMT HLDGS INC SR SEC GLBL 26
549300ZO77UNR6NRBR11
2026-04-24
10.500000
1470281.00
810492.40
Corporate Debt Securities
CANPACK S A / EASTN PA LD INVT SR GLBL 144A 25
2025-11-01
3.125000
500000.00
507673.61
Corporate Debt Securities
CASCADES INC SR GLBL 144A 26
2026-01-15
5.125000
1047000.00
1109765.47
Corporate Debt Securities
CASCADES INC SR GLBL 144A 28
2028-01-15
5.375000
685000.00
726563.80
Corporate Debt Securities
FIDELIS INSURANCE HOLDINGS LTD JR SB GLBL 41
549300CDMGCAGJQ7DX03
2041-04-01
6.625000
1500000.00
1505298.58
Corporate Debt Securities
FIFTH THIRD BANCORP PERP JR H NT5.1%
THRNG6BD57P9QWTQLG42
2049-12-29
5.100000
2000.00
1929.00
Corporate Debt Securities
GATEWAY CASINOS & ENTMT LTD SR SEC 144A NT24
549300JSKBQMMD1B3U44
2024-03-01
8.250000
5263000.00
4465765.15
Corporate Debt Securities
GENERAL MTRS FINL CO INC PERP SUB -A NT
5493008B6JBRUJ90QL97
2099-12-31
5.750000
577000.00
563429.92
Corporate Debt Securities
GOEASY LTD SR GLBL 144A 24
5493009DJVZG2P8YV435
2024-12-01
5.375000
692000.00
714314.60
Corporate Debt Securities
JAMES HARDIE INTL FIN LTD SR 144A NT 25
635400G32A4Q1LVQ8M88
2025-01-15
4.750000
825000.00
854992.19
Corporate Debt Securities
MELCO RESORTS FIN LTD SR GLBL 144A 28
2028-07-21
5.750000
4085000.00
4136644.61
Corporate Debt Securities
NATIONAL CINEMEDIA LLC SR GLBL NT 26
7LJEQIVQVLNGS4X6T547
2026-08-15
5.750000
400000.00
226791.67
Corporate Debt Securities
OVERSEAS PRIVATE INVT CORP SR-3912014948 28
2028-02-15
0.150000
4000000.00
3300593.38
Corporate Debt Securities
QUEBECOR MEDIA INC SR NT 5.75%23
5493006O1E1TBNKPQW25
2023-01-15
5.750000
243000.00
265857.19
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR NT 5.25%22
K2NEH8QNVW44JIWK7Z55
2022-11-15
5.250000
10000000.00
9165625.00
Corporate Debt Securities
SM ENERGY COMPANY SR GLBL NT 25
84BUTVXV5ODI6BXNMH43
2025-06-01
5.625000
1275000.00
539683.59
Corporate Debt Securities
SILVERSEA CRUISE FINANCE LTD SR SEC GLBL 25
2025-02-01
7.250000
7833000.00
7973395.65
Corporate Debt Securities
BANK NOVA SCOTIA B C SR IDX ZRO LKD20
L3I9ZG2KFGXZ61BMYR72
2020-11-02
0.00
1100000.00
1091332.00
Corporate Debt Securities
DIAMOND SPORTS GROUP LLC / DIA SR SEC GLBL 26
2026-08-15
5.375000
6484000.00
3606387.29
Corporate Debt Securities
GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24
2024-09-15
6.500000
545375.00
369832.42
Corporate Debt Securities
BAUSCH HEALTH COS INC SR SEC GLBL 25
B3BS7ACMDUWISF18KY76
2025-11-01
5.500000
400000.00
421938.89
Corporate Debt Securities
VERITAS US INC/VERITAS BERMUDA SR 144A NT 24
2024-02-01
10.500000
10150000.00
9652227.08
Corporate Debt Securities
VIDEOTRON LTEE SR GLBL NT 5%22
549300LW4GNJRBECSD81
2022-07-15
5.000000
1000000.00
1059583.33
Corporate Debt Securities
VIKING CRUISES LTD SR 144A NT 27
549300IJP90T4MV2GL84
2027-09-15
5.875000
910000.00
700858.11
Corporate Debt Securities
VISTAJET MALTA FIN P L C SR GLBL 144A 24
2024-06-01
10.500000
190000.00
192557.08
Corporate Debt Securities
BOMBARDIER INC SR REGS NT 6%22
W7L3VLU8EHQY34Z36697
2022-10-15
6.000000
2000000.00
1820000.00
Corporate Debt Securities
BOMBARDIER INC SR GLBL REGS 27
W7L3VLU8EHQY34Z36697
2027-04-15
7.875000
1000000.00
742721.25
Corporate Debt Securities
CASCADES INC SR GLBL REGS 28
2028-01-15
5.375000
60000.00
64401.48
Corporate Debt Securities
BANCO BRADESCO SA GRAND CAYMAN LW TIER II 22
549300CTUU1RFXHQJE44
2022-03-01
5.750000
211000.00
222801.99
Corporate Debt Securities
BANCO DO BRASIL S A GRAND CAYM LW TIER II 22
QE0Q0253K88YAGNPE356
2022-01-26
5.875000
486000.00
513964.57
Corporate Debt Securities
AVATION CAP S A FR 6.5%051521
54930056OEYSV06OMD90
2021-05-15
6.500000
110000.00
72577.08
Corporate Debt Securities
BBVA BANCOMER S A INSTITUCION LW TIER II 22
549300WIWQK5Q9MCUN92
2022-09-30
6.750000
492000.00
533414.10
Corporate Debt Securities
CEMEX SA EURO MTN BE 144A SR SEC GLBL 25
549300RIG2CXWN6IV731
2025-01-11
5.700000
496000.00
515720.13
Corporate Debt Securities
CEMEX SA EURO MTN BE 144A SR SEC GLBL 29
549300RIG2CXWN6IV731
2029-11-19
5.450000
36000.00
38873.65
Corporate Debt Securities
BANCO DO BRASIL S A GRAND CAYM LW TIER II 21
QE0Q0253K88YAGNPE356
2021-01-15
5.375000
434000.00
442973.85
Corporate Debt Securities
BANCO DO BRASIL S A GRAND CAYM FR 4.875%041923
QE0Q0253K88YAGNPE356
2023-04-19
4.875000
20000.00
21129.99
Corporate Debt Securities
BANGKOK BK PUB CO LTD HONG KON SUB GLBL REGS 29
549300CCL2BKJGMYXV60
2029-03-15
9.025000
100000.00
138164.12
Corporate Debt Securities
AIR CDA INC SR 144A NT 21
4B4HI3CGXMBDC0G6BM51
2021-04-15
7.750000
2635000.00
2630333.85
Corporate Debt Securities
ALTICE FRANCE HLDG S A SR SEC GLBL 27
5299000JVHXKJPOE6H40
2027-05-15
10.500000
389089.00
446722.81
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2049-12-29
5.100000
1511.00
1527.22
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.000000
5361.00
4102.98
Corporate Debt Securities
ARDAGH PACKAGING SR SEC GLBL 25
2025-04-30
5.250000
1500000.00
1567500.00
Corporate Debt Securities
BANCO DO BRASIL S A FR 4.75%032024
QE0Q0253K88YAGNPE356
2024-03-20
4.750000
500000.00
534518.89
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-03-03
0.00
450000.00
677724.30
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX SR IDX ZRO LKD22
L3I9ZG2KFGXZ61BMYR72
2022-08-03
0.00
45000.00
46035.22
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX AUTOCLL SR 22
L3I9ZG2KFGXZ61BMYR72
2022-05-03
0.00
20000.00
18997.02
Corporate Debt Securities
BANK NOVA SCOTIA B C AUTOCLL SR 22
L3I9ZG2KFGXZ61BMYR72
2022-08-05
0.00
210000.00
113787.03
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX AUTOCLL SR 22
L3I9ZG2KFGXZ61BMYR72
2022-11-07
0.00
35000.00
31778.04
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX AUTOCLL SR 23
L3I9ZG2KFGXZ61BMYR72
2023-02-06
0.00
50000.00
51808.75
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX AUTOCLL SR 23
L3I9ZG2KFGXZ61BMYR72
2023-03-06
0.00
11000.00
7128.09
Corporate Debt Securities
BANK NOVA SCOTIA B C AUTOCLL SR 24
L3I9ZG2KFGXZ61BMYR72
2024-07-24
0.00
15000.00
14132.81
Corporate Debt Securities
BACARDI LTD SR GLBL 144A 28
549300R32WTQNHNN5055
2028-05-15
4.700000
350000.00
411054.58
Corporate Debt Securities
BOART LONGYEAR MGMT PTY LTD SUB PIK NT1.5%22
2022-12-31
1.500000
6.00
1.86
Corporate Debt Securities
BOMBARDIER INC SR 144A NT 6%22
W7L3VLU8EHQY34Z36697
2022-10-15
6.000000
10484000.00
9540440.00
Corporate Debt Securities
BOMBARDIER INC SR GLBL 144A 21
W7L3VLU8EHQY34Z36697
2021-12-01
8.750000
2371000.00
2467749.31
Corporate Debt Securities
BOMBARDIER INC SR 144A NT7.5%24
W7L3VLU8EHQY34Z36697
2024-12-01
7.500000
8200000.00
6527541.67
Corporate Debt Securities
CBL & ASSOCIATES LP SR NT 5.25%23
549300VS75TWHD9JTH89
2023-12-01
5.250000
5075000.00
2045119.27
Corporate Debt Securities
CBL & ASSOCIATES LP SR GLBL NT4.6%24
549300VS75TWHD9JTH89
2024-10-15
4.600000
3219000.00
1181104.75
Corporate Debt Securities
CALLON PETE CO DEL SR GLBL NT 26
549300EFOWPEB0WLZW21
2026-07-01
6.375000
9678.00
2526.66
Corporate Debt Securities
CALLON PETE CO DEL SR GLBL NT 26
549300EFOWPEB0WLZW21
2026-07-01
6.375000
13128000.00
3427365.25
Corporate Debt Securities
CAMPUS RESH CORP PROM NT VAR 23
2023-06-01
0.200000
406000.00
406065.41
Corporate Debt Securities
CANADIAN IMP BK COMM SR IDX ZRO LKD21
549300H8L46OOZOFHU82
2021-04-05
0.00
150000.00
236518.65
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-06-03
0.00
40000.00
62622.60
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 23
2IGI19DL77OX0HC3ZE78
2023-03-06
0.00
250000.00
230259.25
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-06-07
0.00
35000.00
40196.03
Corporate Debt Securities
CANADIAN IMP BK COMM 23
2IGI19DL77OX0HC3ZE78
2023-04-03
0.00
145000.00
152352.23
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2IGI19DL77OX0HC3ZE78
2020-12-07
0.00
80000.00
88862.80
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2IGI19DL77OX0HC3ZE78
2021-07-06
0.00
50000.00
47996.20
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 22
2IGI19DL77OX0HC3ZE78
2022-04-04
0.00
50000.00
52744.55
Corporate Debt Securities
CANADIAN IMP BK COMM AUTOCLL SR 22
2IGI19DL77OX0HC3ZE78
2022-11-07
0.00
25000.00
26879.95
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 22
2IGI19DL77OX0HC3ZE78
2022-01-03
0.00
80000.00
80182.08
Corporate Debt Securities
CARNIVAL CORP MTN BE SR SEC GLBL 26
F1OF2ZSX47CR0BCWA982
2026-02-01
10.500000
4085000.00
4530945.83
Corporate Debt Securities
CARRIZO OIL & GAS INC SR NT 6.25%23
549300EFOWPEB0WLZW21
2023-04-15
6.250000
15423000.00
6055134.06
Corporate Debt Securities
CARRIZO OIL & GAS INC SR NT 8.25%25
549300EFOWPEB0WLZW21
2025-07-15
8.250000
3342000.00
999466.88
Corporate Debt Securities
CENOVUS ENERGY INC SR NT 3.8%23
549300EIRQ0Z2B9C1W06
2023-09-15
3.800000
1905000.00
1949196.00
Corporate Debt Securities
CITIGROUP INC PERP SUB -A NT
6SHGI4ZSSLCXXQSBB395
2049-12-29
5.950000
7000.00
7314.12
Corporate Debt Securities
CITIGROUP INC PERP JR GLBL -B
6SHGI4ZSSLCXXQSBB395
2049-12-29
5.900000
1000.00
1048.30
Corporate Debt Securities
CITIGROUP INC PERP -M NT 6.3%
6SHGI4ZSSLCXXQSBB395
2049-12-29
6.300000
2000.00
2132.17
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN AUTOCLL SR 24
82VOJDD5PTRDMVVMGV31
2024-02-29
0.00
50000.00
46524.30
Corporate Debt Securities
CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 21
82VOJDD5PTRDMVVMGV31
2021-08-05
0.00
50000.00
49267.25
Corporate Debt Securities
CREDIT SUISSE NASSAU BRANCH AUTOCLL SR 22
ANGGYXNX0JLX3X63JN86
2022-03-04
0.00
100000.00
30220.80
Corporate Debt Securities
CREDIT SUISSE NASSAU BRANCH AUTOCLL SR 21
ANGGYXNX0JLX3X63JN86
2021-03-29
10.000000
75000.00
26797.42
Corporate Debt Securities
CREDIT SUISSE AG NASSAU BRH AUTOCLL SR 22
ANGGYXNX0JLX3X63JN86
2022-11-29
0.00
50000.00
19025.45
Corporate Debt Securities
CREDIT SUISSE NEW YORK BRANCH AUTOCLL SR 23
ANGGYXNX0JLX3X63JN86
2023-01-27
0.00
60000.00
39015.42
Corporate Debt Securities
CREDIT SUISSE AG LONDON BRANCH AUTOCLL SR 22
1V8Y6QCX6YMJ2OELII46
2022-04-28
0.00
40000.00
26406.48
Corporate Debt Securities
DIGICEL GROUP 0.5 LIMITED SR GLBL PIK 25
2025-04-01
8.000000
572723.00
196984.89
Corporate Debt Securities
ENDO PHARMACEUTICALS HLDGS INC SR NT 7.25%22
2022-01-15
7.250000
52000.00
50277.86
Corporate Debt Securities
ENTERPRISE DEV AUTH SR SEC GLBL 24
2024-07-15
12.000000
3199898.00
3655883.47
Corporate Debt Securities
FORT BENNING FAMILY CMNTYS LLC -I -2005 144A 41
2041-01-15
0.468380
7500000.00
5212276.72
Corporate Debt Securities
GOLDMAN SACHS GROUP INC ALT TIER I PERP
784F5XWPLTWKTBV3E584
2099-12-31
4.165250
2000.00
1988.74
Corporate Debt Securities
HSBC USA INC NEW SR IDX ZRO LKD22
549300LBOHZ4QSIWU288
2022-07-05
0.00
100000.00
132151.00
Corporate Debt Securities
HSBC USA INC NEW SR EQTY LKD 21
549300LBOHZ4QSIWU288
2021-02-03
0.00
250000.00
304374.50
Corporate Debt Securities
HSBC USA INC NEW SR GLBL INDX 21
549300LBOHZ4QSIWU288
2021-12-06
0.00
48000.00
46681.54
Corporate Debt Securities
IHS MARKIT LTD SR 144A NT 4%26
549300HLPTRASHS0E726
2026-03-01
4.000000
345000.00
386391.57
Corporate Debt Securities
IHS MARKIT LTD SR GLBL NT 29
549300HLPTRASHS0E726
2029-05-01
4.250000
70000.00
82136.74
Corporate Debt Securities
ILFC E-CAPITAL TR I 5.9%65
2065-12-21
2.980000
3824000.00
2019524.51
Corporate Debt Securities
ILFC E-CAPITAL TRUST II JR SB PFD TR 65
2065-12-21
3.230000
3900000.00
2236139.75
Corporate Debt Securities
ITAU UNIBANCO HLDG SA CY FR 3.25%012425
5493002W2IVG62O3ZJ94
2025-01-24
3.250000
30000.00
30755.30
Corporate Debt Securities
ITAU UNIBANCO HLDG S A FR 5.75%012221
5493002W2IVG62O3ZJ94
2021-01-22
5.750000
440000.00
449747.22
Corporate Debt Securities
ITAU UNIBANCO HLDG SA REG S SUB NT REG S 21
5493002W2IVG62O3ZJ94
2021-12-21
6.200000
571000.00
609095.22
Corporate Debt Securities
ITAU UNIBANCO HLDG SA CY FR 4.5%112129
5493002W2IVG62O3ZJ94
2029-11-21
4.500000
99000.00
99434.12
Corporate Debt Securities
JBS USA LLC / JBS USA FINANCE SR 144A NT 25
2025-06-15
5.750000
23000.00
24099.69
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL NT 28
549300X0PTWU2QSLSL14
2028-01-15
10.125000
2500000.00
1176953.12
Corporate Debt Securities
LOUISIANA PAC CORP SR GLBL 144A 24
549300C7E2UAO5BVRR75
2024-09-15
4.875000
1606000.00
1643891.56
Corporate Debt Securities
MORGAN STANLEY ALT TIER I PERP
IGJSJL3JD5P30I6NJZ34
2049-12-29
3.846880
26000.00
25053.93
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-11-05
0.00
698000.00
1096532.87
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD22
IGJSJL3JD5P30I6NJZ34
2022-06-03
0.00
236000.00
297157.75
Corporate Debt Securities
MOSS CREEK RES HLDGS INC SR 144A NT7.5%26
54930037SLMSPWKYIX36
2026-01-15
7.500000
6931000.00
3617115.62
Corporate Debt Securities
MOSS CREEK RES HLDGS INC 10.5%27
54930037SLMSPWKYIX36
2027-05-15
10.500000
2051000.00
1163460.51
Corporate Debt Securities
NCL CORP LTD SR GLBL 144A 24
UNZWILHE4KMRP9K2L524
2024-12-15
3.625000
194000.00
136254.69
Corporate Debt Securities
NCL CORP LTD SR SEC GLBL 24
UNZWILHE4KMRP9K2L524
2024-05-15
12.250000
2794000.00
3217252.19
Corporate Debt Securities
NCL CORP LTD SR SEC GLBL 26
UNZWILHE4KMRP9K2L524
2026-02-01
10.250000
815000.00
862422.81
Corporate Debt Securities
NABORS INDS LTD SR GLBL 144A 28
2028-01-15
7.500000
500000.00
210937.50
Corporate Debt Securities
OPEN TEXT CORP SR 144A NT 26
549300HP7ONDQODZJV16
2026-06-01
5.875000
1442000.00
1536113.53
Corporate Debt Securities
PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23
549300VEJMMZCY6OBU06
2023-10-01
8.375000
6850000.00
1176463.72
Corporate Debt Securities
PACIFIC DRILLING SECOND LIEN E SR SEC GLBL 24
549300VEJMMZCY6OBU06
2024-04-01
11.000000
2119997.00
39985.50
Corporate Debt Securities
PETROBRAS GLOBAL FINANCE BV GTD SRNT5.375%21
549300FNENFFSMO3GT38
2021-01-27
5.375000
9000.00
9193.37
Corporate Debt Securities
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 30
549300FNENFFSMO3GT38
2030-01-15
5.093000
227000.00
242175.99
Corporate Debt Securities
REALOGY GRP LLC/REALOGY CO SR SEC GLBL 25
2025-06-15
7.625000
2301805.00
2487979.46
Corporate Debt Securities
REVLON CONSUMER PRODUCTS CORP SR NT 5.75%21
2MKZBE7NMX7EJWQLHS95
2021-02-15
5.750000
907000.00
282965.10
Corporate Debt Securities
RISE INC TAX DEM VAR 22
2022-11-01
0.200000
415000.00
415066.86
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-04-05
0.00
55000.00
70327.57
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-02-03
0.00
125000.00
184479.50
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-08-03
0.00
118000.00
161398.75
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-10-05
0.00
57000.00
76443.61
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-01-04
0.00
219000.00
293866.68
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-08-02
0.00
75000.00
70841.48
Corporate Debt Securities
ROYAL BK CDA AUTOCLL SR 21
ES7IP3U3RHIGC71XBU11
2021-03-05
0.00
50000.00
49943.10
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 23
ES7IP3U3RHIGC71XBU11
2023-10-04
0.00
210000.00
210441.42
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 22
ES7IP3U3RHIGC71XBU11
2022-11-07
0.00
50000.00
52244.15
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 23
ES7IP3U3RHIGC71XBU11
2023-07-03
0.00
150000.00
153136.35
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-08-05
0.00
60000.00
62351.82
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR GLBL NT3.7%28
K2NEH8QNVW44JIWK7Z55
2028-03-15
3.700000
553.00
403.48
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR SEC GLBL 23
K2NEH8QNVW44JIWK7Z55
2023-06-01
10.875000
3196000.00
3593418.60
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR SEC GLBL 25
K2NEH8QNVW44JIWK7Z55
2025-06-01
11.500000
1323000.00
1554249.37
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR GLBL 144A 23
K2NEH8QNVW44JIWK7Z55
2023-06-15
9.125000
3167000.00
3401926.74
Corporate Debt Securities
SESI L L C SR NT 7.125%21
XDZ56K6RXS5J1ESBZS35
2021-12-15
7.125000
676000.00
161779.48
Corporate Debt Securities
SM ENERGY COMPANY SR GLBL NT 26
84BUTVXV5ODI6BXNMH43
2026-09-15
6.750000
1695000.00
666876.56
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC SR GLBL 144A 26
RLTHESQ0RNFQJWPBJN60
2026-03-15
8.250000
285250.00
292390.52
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC SR GLBL 144A 28
RLTHESQ0RNFQJWPBJN60
2028-05-15
7.000000
8403286.00
8570959.57
Corporate Debt Securities
TAYLOR MORRISON COMMUNITIES SR 144A NT 24
2024-03-01
5.625000
1000000.00
1066718.75
Corporate Debt Securities
TAYLOR MORRISON CMNTYS INC/HLD SR 144A NT 23
2023-04-15
5.875000
556000.00
586551.04
Corporate Debt Securities
TELESAT CDA / TELESAT LLC SR SEC GLBL 27
2027-06-01
4.875000
216000.00
224138.25
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT2.8%23
5493004T21MOAFINJP35
2023-07-21
2.800000
17000.00
16260.84
Corporate Debt Securities
TOLL RD INVS PARTNERSHIP II LP SR99B ZRO 144A27
2027-02-15
0.00
2353000.00
1705172.04
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-01-06
0.00
150000.00
173654.25
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 22
PT3QB789TSUIDF371261
2022-07-06
0.00
67000.00
65010.30
Corporate Debt Securities
TORONTO DOMINION BANK 23
PT3QB789TSUIDF371261
2023-02-02
0.00
30000.00
26871.54
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 22
PT3QB789TSUIDF371261
2022-05-02
0.00
30000.00
30146.22
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 22
PT3QB789TSUIDF371261
2022-06-06
0.00
125000.00
106077.62
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL EQTY 22
PT3QB789TSUIDF371261
2022-02-03
0.00
60000.00
73241.94
Corporate Debt Securities
VOC ESCROW LTD SR SEC GLBL 28
2028-02-15
5.000000
337000.00
296700.42
Corporate Debt Securities
BAUSCH HEALTH COS INC SR SEC 144A NT24
B3BS7ACMDUWISF18KY76
2024-03-15
7.000000
35000.00
36583.75
Corporate Debt Securities
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0028
144999234.40
144999234.40
0.0014
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.200000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0OKWC2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2020-DNA5 B-2 20501025 FLT
2050-10-25
11.586700
3500000.00
3655272.32
Agency Collateralized Mortgage Obligation
FHLMC REMIC 2020-HQA4 B-1 20500926 FLT
2050-09-26
5.401880
1486967.00
1498998.36
Agency Collateralized Mortgage Obligation
FREDDIE MAC STACR REMIC TR 2020-HQA4
2050-09-26
9.551880
5541861.00
5756310.63
Agency Collateralized Mortgage Obligation
MCF CLO VIII LTD
2030-07-18
2.617750
5427398.00
5427940.02
Asset-Backed Securities
MMAF EQUIP FIN LLC 2018-A A-4 20250110 3.3
2025-01-10
3.390000
500000.00
521166.67
Asset-Backed Securities
MOUNTAIN VIEW CLO XV
2033-01-15
8.445000
4000000.00
3616428.72
Asset-Backed Securities
PFS FING CORP 2018-F A 20231016 3.5
2023-10-16
3.520000
804350.00
829218.63
Asset-Backed Securities
PFS FINANCING CORP 2020-F A 20240815 0.9
2024-08-15
0.930000
880000.00
882080.76
Asset-Backed Securities
REGIONAL MGT ISS TR 2020-1 C 20301015 3.8
2030-10-15
3.800000
108773.00
109456.78
Asset-Backed Securities
TELOS CLO LTD 2014-5R B-R 20280417 FLT
5493001KXOX6VRHBB435
2028-04-17
1.697750
10000000.00
9571787.57
Asset-Backed Securities
TOYOTA AUTO RECV OWN TR 2018-A A-3 20220516 2.3
2022-05-16
2.350000
5845281.00
2022831.70
Asset-Backed Securities
TRANSPORTAION FIN EQUP TR 19-1 A-2 20220123 1.9
2022-01-23
1.900000
475000.00
341073.93
Asset-Backed Securities
WELLFLEET CLO 2020-1 LTD
2033-04-15
2.786880
891902.00
888781.41
Asset-Backed Securities
GM FINL AUTO LEASE TR 2019-2 C 20230320 3.1
2023-03-20
3.120000
225000.00
229855.65
Asset-Backed Securities
BLACK DIAMOND CLO 2016-1R A-2A-R 20310428 FLT
549300K8V8PYC7UZSI28
2031-04-28
1.964750
250000.00
240137.08
Asset-Backed Securities
CNH EQUIPMENT TRUST 2019-C A-2 20230315 1.9
2023-03-15
1.990000
825000.00
464844.64
Asset-Backed Securities
CROWN POINT CLO 2019-8 C 20321020 FLT
2032-10-20
3.218380
8399940.00
8418621.42
Asset-Backed Securities
DLL LLC 2019-3 A-2 20220120 2.1
2022-01-20
2.130000
15925714.00
10152297.25
Asset-Backed Securities
DLL LLC 2019-3 A-3 20230221 2.0
2023-02-21
2.080000
7665724.00
7803843.31
Asset-Backed Securities
ELEVATION CLO 2017-6 A-2 20290716 FLT
2029-07-16
1.686880
1000000.00
998940.87
Asset-Backed Securities
JIMMY JOHNS FDG 2017-1 A-2-II 20470730 4.8
2047-07-30
4.846000
27211000.00
27183606.69
Asset-Backed Securities
KKR CLO 19 LTD 2017-19 A-1 20301015 FLT
2030-10-15
1.456880
7890365.00
7824062.53
Asset-Backed Securities
KKR CLO 22 A 20310721 FLT
549300GKHET0CQ690V42
2031-07-21
1.368380
4514248.00
4474342.52
Asset-Backed Securities
KEYCORP STUDENT LN TR 2002-A II-A-2 20310827 FLT
549300SJE09LVEVM4J23
2031-08-27
0.651000
8.00
0.25
Asset-Backed Securities
MADISON PARK FDG 2019-37 C 20320715 FLT
2032-07-15
2.636880
31.00
30.46
Asset-Backed Securities
RBSSP RESEC TR 2010-1 2-A2 20450726 FLT
2045-07-26
3.002130
13154342.00
12530078.73
Asset-Backed Securities
SARANAC CLO VII LTD 2014-7R C-R 20291120 FLT
5493000RC2FP2JRHW627
2029-11-20
2.503000
4074626.00
4037939.99
Asset-Backed Securities
TICP CLO XIII LTD
2032-07-15
2.736880
20039.00
20011.55
Asset-Backed Securities
TICP CLO XIII LTD
2032-07-15
2.736880
20.00
19.97
Asset-Backed Securities
VERIZON OWNER TR 2017-3 A-1A 20220420 2.0
5493002I20BBOB4UPY82
2022-04-20
2.060000
500000.00
26433.03
Asset-Backed Securities
WESTLAKE AUTORECV TR 2020-1 C 20250415 2.5
2025-04-15
2.520000
6246000.00
6421731.21
Asset-Backed Securities
ZAIS CLO 2018-8 A 20290416 FLT
549300XI7G6FVIEXZ367
2029-04-16
1.186880
32517687.00
31044905.59
Asset-Backed Securities
GM FINL CON AUTO REC 2019-1 A-3 20231116 2.9
2023-11-16
2.970000
7771559.00
6420973.16
Asset-Backed Securities
HALCYON LN ADV FDG 2018-1 A-2 20310721 FLT
2031-07-21
2.018380
880000.00
858431.78
Asset-Backed Securities
HARDEES FUND LLC 2018-1 A2-III 20480620 5.7
2048-06-20
5.710000
19999998.00
20543629.06
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 C 20370618 FLT
2037-06-18
1.428380
1152771.00
1141946.25
Asset-Backed Securities
INVITATION HOMES TR 2017-SFR2 D 20361219 FLT
2036-12-19
1.947250
6000000.00
6005690.28
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
16387844.00
16420957.37
Asset-Backed Securities
APEX CREDIT CLO 2019-1 A 20320419 FLT
2032-04-19
1.787750
7715269.00
7636914.71
Asset-Backed Securities
APEX CREDIT CLO 2015-2R LTD C-R 20261019 FLT
254900VJGL23NNLC3592
2026-10-19
2.117750
10724895.00
10297154.98
Asset-Backed Securities
BELLEMEADE RE 2020-1 LTD
2030-06-25
3.549250
35000000.00
35388967.64
Asset-Backed Securities
BXMT 2020-FL2 LTD A 20380217 FLT
2038-02-18
1.047250
2151185.00
2122531.20
Asset-Backed Securities
BXMT 2020-FL2 LTD A 20380217 FLT
2038-02-18
1.047250
6037248.00
5956831.81
Asset-Backed Securities
CFIP CLO LTD 2013-1R C-R 20290420 FLT
5493003ORZILO44YJI07
2029-04-20
2.918380
6579317.00
6509185.83
Asset-Backed Securities
CFIP CLO LTD 2014-1R C-R 20290713 FLT
549300MKTOFNTIBVKV67
2029-07-13
2.924130
2968495.00
2930797.60
Asset-Backed Securities
CATHEDRAL LAKE CLO 2015-2R C-R 20290716 FLT
2029-07-16
2.936880
14772799.00
14578739.08
Asset-Backed Securities
FIRST EAGLE BSL CLO LTD 2019-1 B 20330120 FLT
2033-01-20
3.468380
1.00
1.01
Asset-Backed Securities
FORD CREDIT MSTR TR A 2020-2 B 20270915 1.3
5493001DTG5N7T8BG747
2027-09-15
1.320000
4000000.00
4000792.00
Asset-Backed Securities
CROWN POINT CLO 2018-6 A-1 20281020 FLT
2028-10-20
1.388380
370000.00
358671.19
Asset-Backed Securities
EXETER AUTO RECV TR 2016-3 D 20230717 6.4
2023-07-17
6.400000
3000000.00
3083576.00
Asset-Backed Securities
EXETER AUTO RECV TR 2019-2 D 20250317 0.0
2025-03-17
3.710000
4346407.00
4549913.74
Asset-Backed Securities
FHLMC STACR 2020-DNA3 B-1 20500627 FLT
2050-06-27
5.249250
5500000.00
5613686.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA3 B-2 20500627 FLT
2050-06-27
9.499250
5700000.00
6034347.59
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA4 B-2 20500825 FLT
2050-08-25
10.149300
2750000.00
2952646.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT
2024-01-25
4.549250
17075000.00
11920991.53
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
3.149250
41982079.00
21895729.70
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C03 2M-2 20240725 FLT
2024-07-25
3.049250
50420000.00
22430703.75
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT
2025-02-25
4.449250
13580000.00
4799155.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 2M-2 20250225 FLT
2025-02-25
4.699250
9384981.00
1054094.22
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C01 2M-2 20250225 FLT
2025-02-25
4.699250
15.00
1.68
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
5.149250
27826606.00
11361233.74
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
2028-04-25
5.849250
1051000.00
515596.14
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
5.699250
668000.00
257027.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
2.349250
5250000.00
3343199.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2B-1 20300826 FLT
2030-08-26
4.149250
10740000.00
10033254.60
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2C 20300826 FLT
2030-08-26
2.349250
2785667.00
2617897.50
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
6.049250
7598000.00
3713079.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
4.399250
9452000.00
6462109.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
4.599250
380000.00
195751.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
4.599250
7092000.00
3653333.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C07 2M-2 20290525 FLT
2029-05-25
4.499250
5000000.00
2904409.02
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
2029-07-25
5.899250
18925000.00
19459129.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-2C 20290925 FLT
2029-09-25
3.799250
8490294.00
8379539.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT
2029-09-25
5.649250
10885700.00
11115210.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
3.899250
10000000.00
9215682.50
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2C 20291025 FLT
2029-10-25
3.149250
13362985.00
13367647.57
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT
2029-10-25
3.149250
1200000.00
1107091.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
5.199250
536000.00
539382.53
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2M-2C 20291126 FLT
2029-11-26
2.999250
13884666.00
13423101.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
2030-01-25
3.749250
455000.00
427877.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1M-2C 20300225 FLT
2030-02-25
2.799250
13179089.00
12925866.35
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
2.699250
7555000.00
5431274.08
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT
2030-12-26
2.699250
2676000.00
1923770.94
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2C 20300225 FLT
2030-02-25
2.949250
8641811.00
8569536.89
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
4.599250
5090000.00
4965809.23
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
4.599250
6973000.00
6776005.97
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
2.499250
1000000.00
773125.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C05 1B-1 20310127 FLT
2031-01-27
4.399250
21456000.00
20104568.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2C 20300725 FLT
2030-07-25
2.399250
16498894.00
15830648.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1B-1 20300725 FLT
2030-07-25
3.699250
5487000.00
5132216.22
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
2030-07-25
2.399250
10000000.00
7222921.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
2023-07-25
7.299250
15000000.00
8995983.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
4.399250
34547000.00
19633955.60
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN3 M-3 20240826 FLT
2024-08-26
4.149250
26409000.00
12383797.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ2 M-3 20240925 FLT
2024-09-25
3.899250
19729371.00
20137162.30
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN4 M-3 20241025 FLT
2024-10-25
4.699250
6500000.00
2595908.31
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
4.299250
1424108.00
322107.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
4.299250
348000.00
78711.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ2 M-2 20250527 FLT
2025-05-27
2.099250
65000.00
4769.38
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
4.849250
7993000.00
6074736.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
6.499250
3907000.00
3210434.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
5.149250
10250000.00
8622453.36
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
4.049250
6600000.00
6791154.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
5.099250
680000.00
695678.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
2029-10-25
5.299250
9500000.00
9861558.65
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
4.899250
2000000.00
1971092.72
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 M-2 20300325 FLT
2030-03-25
2.649250
1650000.00
1666822.35
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-1D 20421226 FLT
2042-12-26
2.649250
13340000.00
11281389.36
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
2.599250
27500000.00
16075132.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
2.449250
467000.00
362394.77
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
3.899250
500000.00
472803.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI1 B 20480225 FLT
2048-02-25
3.720540
6500000.00
4171804.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 M-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
2.499250
10919000.00
7765937.58
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-1 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
4.549250
7000000.00
6714494.31
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-1 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
4.549250
4000000.00
3836853.89
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
17000000.00
16800134.78
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT
2056-07-25
4.750000
3760000.00
3697277.14
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2018-2 M 20571126 4.7
2057-11-26
4.750000
4240000.00
4274629.73
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
2.299250
5400000.00
5272746.15
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
3.849250
6288000.00
5868167.18
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
549300BL200YC56BUV20
2048-09-25
4.049250
14850000.00
13818963.26
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
7.899250
17000000.00
13526588.81
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
2.449250
7593170.00
7379856.13
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.399250
10000000.00
9304258.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
11.149300
11565000.00
10306170.63
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-1 20470225 FLT
549300YG8OJES76WL398
2047-02-25
4.349250
6000000.00
5317573.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 M-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
2.599250
1793000.00
981244.82
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-1 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
4.499250
3100000.00
2977521.84
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HRP1 B-1 20490225 FLT
549300RWLR7W4OBRM426
2049-02-25
4.199250
1480000.00
1275254.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA3 B-1 20490726 FLT
549300KB1O80CETXGJ21
2049-07-26
3.399250
4600000.00
4219058.79
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 M-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
2.299250
408000.00
373716.36
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 M-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
2.299250
10006000.00
9165210.55
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 B-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
7.549250
10000000.00
7663958.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-1 20490927 FLT
2049-09-27
3.149250
6500000.00
5898749.46
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-2 20490927 FLT
2049-09-27
7.649250
10000000.00
7876109.17
Private Label Collateralized Mortgage Obligations
FREDDIE MAC STACR REMIC TR 2019 DNA4
2049-10-25
2.099250
3845000.00
3201258.82
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 M-2 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
1.849250
6745808.00
6596897.47
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 B-1 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
2.449250
4475000.00
3869555.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 B-2 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
5.399250
5447083.00
3435659.99
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 M-2 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
2.049250
5500000.00
5389327.32
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 B-1 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
2.499250
16226691.00
14282939.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 B-2 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
5.249250
6750000.00
4061361.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA2 M-2 20500325 FLT
2050-03-25
3.249250
5440000.00
5349940.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA2 B-1 20500325 FLT
2050-03-25
4.249250
2000000.00
1813668.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA2 B-2 20500325 FLT
2050-03-25
7.749250
12000000.00
7573104.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
4.299250
17393000.00
16770707.93
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
4.249250
10694000.00
10297863.64
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
5.399250
22970000.00
21405901.88
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 1M-2 20400227 FLT
2040-02-27
3.799250
109230.00
101483.53
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1B-1 20391025 FLT
2039-10-25
3.549250
25281000.00
22066985.04
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R07 1M-2 20391025 FLT
2039-10-25
2.249250
1680000.00
1385041.69
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R01 1B-1 20400125 FLT
2040-01-25
3.399250
8138000.00
6366143.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2M-2 20310725 FLT
2031-07-25
2.599250
220000.00
136756.73
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
4.499250
1700000.00
1614870.66
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R05 1B-1 20390725 FLT
2039-07-25
4.249250
21080000.00
18872357.77
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2019-R06 2B-1 20390926 FLT
2039-09-26
3.899250
7450000.00
6414161.31
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-HRP1 M-2 20391125 FLT
549300Z5THZ1JXIHVK60
2039-11-25
2.299250
5000000.00
3257889.15
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED LNS STRUCTURED TRANSACTI
2060-09-27
4.750000
10000000.00
9916473.89
Private Label Collateralized Mortgage Obligations
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0019
921001786.74
921001786.74
0.0091
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.230000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0OKWX6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SPIRIT REALTY LP SR GLBL NT 26
549300GTBVIBJRX5BW73
2026-09-15
4.450000
492000.00
535646.55
Corporate Debt Securities
ALBERTA PROV SR GLBL BD 1%25
LQPXMHHNJKIPJYE53543
2025-05-20
1.000000
1000000.00
1018064.44
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT4.9%31
549300CRGMZK3K53BF92
2031-01-23
4.900000
780000.00
990633.37
Corporate Debt Securities
CB RICHARD ELLIS SVCS INC SR NT 5.25%25
549300CTE3HOMEUMM603
2025-03-15
5.250000
500000.00
583236.25
Corporate Debt Securities
IBM CREDIT LLC SR NT 1.8%21
549300ZNLJL43AQTG067
2021-01-20
1.800000
2000.00
2016.86
Corporate Debt Securities
REGENCY CTRS L P SR GLBL NT 29
5493008PTR2GAOYBXW28
2029-09-15
2.950000
322000.00
333539.67
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43
529900F9XKMFEV9DNO17
2043-10-17
5.375000
929000.00
1304911.46
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 25
2025-11-15
1.200000
1610000.00
1609200.37
Corporate Debt Securities
TIAA ASSET MGMT FIN CO LLC SR GLBL 144A 24
2024-11-01
4.125000
1321000.00
1517591.77
Corporate Debt Securities
SIMON PPTY GROUP LP SR NT 3.75%24
MR92GTD0MJTTTTQDVG45
2024-02-01
3.750000
1000000.00
1088860.83
Corporate Debt Securities
SOUTHWEST GAS CORP SR GLBL NT2.2%30
OQQR1IQTGBKH0UR88X59
2030-06-15
2.200000
2845000.00
2989873.72
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 29
2S72QS2UO2OESLG6Y829
2029-12-03
4.016000
7922000.00
9517797.12
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26
5299002BJODD4TLAOX51
2026-05-03
3.500000
3610000.00
4049764.18
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 25
549300C6OZZ8LTVR8209
2025-09-12
4.125000
1400000.00
1584128.00
Corporate Debt Securities
BANCO INTERNATIONAL DEL PERU SR GLBL REGS 23
5493001TRCGXJLRLHN14
2023-01-18
3.375000
2000.00
2099.12
Corporate Debt Securities
AON CORP SR GLBL NT2.8%30
LTS3U8DGK38SETRUWX71
2030-05-15
2.800000
6015000.00
6537001.75
Corporate Debt Securities
CUBESMART L P SR GLBL NT 29
549300MPHKO3I3FJRA97
2029-02-15
4.375000
651000.00
764843.35
Corporate Debt Securities
DUKE ENERGY PROGRESS INC 1M BDS 4.15%44
0NIFZ782LS46WOC9QK20
2044-12-01
4.150000
1975000.00
2471685.62
Corporate Debt Securities
EUROPEAN INVT BK 144A 2.25%24
5493006YXS1U5GIHE750
2024-06-24
2.250000
4800000.00
5172504.00
Corporate Debt Securities
FIVE CORNERS FDG TR II SR 144A NT 30
2030-05-15
2.850000
12275000.00
13392372.79
Corporate Debt Securities
GEORGIA PAC CORP SR GLBL 144A 25
L2EVHWFHVAQK72TMH265
2025-03-01
3.600000
570000.00
639163.80
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 29
784F5XWPLTWKTBV3E584
2029-04-23
3.814000
1762000.00
2013440.24
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT 29
549300XMP3KDCKJXIU47
2029-03-15
4.375000
20761000.00
25151925.55
Corporate Debt Securities
MYLAN INC 5.2%48
30ZMPDNA1RHIBH89C294
2048-04-15
5.200000
870000.00
1080571.90
Corporate Debt Securities
NEW YORK LIFE GLOBAL FDG SR SEC GLBL 25
635400DPNHEAUHB7ZI15
2025-01-22
2.000000
710000.00
749102.86
Corporate Debt Securities
PROLOGIS L P SR GLBL NT 30
GL16H1DHB0QSHP25F723
2030-04-15
2.250000
2580126.00
2740551.78
Corporate Debt Securities
PT INDONESIA ASAHAN ALUMINIUM SR GLBL 144A 30
2549008P48EB9SN2OI80
2030-05-15
5.450000
3000000.00
3482517.50
Corporate Debt Securities
REGENCY CTRS L P 4.65%49
5493008PTR2GAOYBXW28
2049-03-15
4.650000
3525000.00
4024959.56
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 25
02S2RPPVO9RP4NEU2740
2025-06-12
4.450000
266000.00
305205.30
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 46
213800ITMMKU4Z7I4F78
2046-09-12
3.750000
1332000.00
1471966.56
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 3.5%23
213800ITMMKU4Z7I4F78
2023-11-13
3.500000
1000.00
1103.60
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV GLBL NT 2.75%30
213800ITMMKU4Z7I4F78
2030-04-06
2.750000
3389000.00
3678228.56
Corporate Debt Securities
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0020
96000426.24
96000426.24
0.0009
N
N
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.250000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0OLBC3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC TR 2019-RPL4 A-2 20580826 FLT
2058-08-26
3.502570
28459120.00
27192732.29
Asset-Backed Securities
CREDIT SUISSE ABS REPACKAGING TR 2018 PS 1 CREDIT
2037-01-01
1.514750
3345000.00
3168264.39
Asset-Backed Securities
SOFI CONSUMER LN PRGRM 2018-1 C 20270225 3.9
2027-02-25
3.970000
1562000.00
1596331.81
Asset-Backed Securities
CSFB NIM TR HEAT 2005-9 NIM42 A 20360527 6.5
2036-05-27
6.500000
3547479.00
5973.82
Asset-Backed Securities
CSFB NIM TR HEAT 2005-9 NIM42 B 20360527 6.5
2036-05-27
6.500000
2999998.00
15738.32
Asset-Backed Securities
CSMC SERIES 2009-3R 23-A-2 20360627 6.0
2036-06-27
6.000000
5314432.00
1339538.80
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2017-ASHF G 20341115 FLT
2034-11-15
7.048380
3545900.00
2332410.84
Private Label Collateralized Mortgage Obligations
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0035
30999477.34
30999477.34
0.0003
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.090000%
549300H47WTHXPU08X20
ARP0OLP12
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
300000000.00
461469952.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
275700000.00
426276815.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
369113000.00
433277856.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
2.875000
55001700.00
64498156.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
413632200.00
440277283.57
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
1790000000.00
1790000000.00
0.0176
N
Y
Y
N
FICC - STATE STREET BANK AND TRUST CO
FICC - STATE STREET BANK AND TRUST CO 0.090000%
549300H47WTHXPU08X20
ARP0OLPJ3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
42780700.00
61429851.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
93464800.00
130330178.08
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
188000000.00
188000000.00
0.0019
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.100000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OLPZ7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CLZN4642
2048-12-01
3.500000
64921627.00
36545655.62
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8075
2035-10-01
2.500000
44176377.00
46054486.58
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP9573
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
25688636.00
26444090.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
30116000.00
15194842.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
26104138.00
21025037.51
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
2048-12-01
4.000000
50180730.00
24233361.10
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
2049-01-01
4.000000
26500000.00
17931934.50
Agency Mortgage-Backed Securities
FEPC 05.500 CTZT1807
2030-06-01
5.500000
24176425.00
14907763.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
2047-02-01
3.000000
30000000.00
24216956.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8062
2050-05-01
3.000000
15771802.00
15092188.40
Agency Mortgage-Backed Securities
03.000 FGPC Q34990 G
2045-08-01
3.000000
46397892.00
25115736.71
Agency Mortgage-Backed Securities
03.500 FGPC Q63179 G
2049-04-01
3.500000
19763896.00
15013988.36
Agency Mortgage-Backed Securities
03.000 FGPC Q44073 G
2046-09-01
3.000000
48712237.00
28650188.06
Agency Mortgage-Backed Securities
04.000 FGPC Q50033 G
2047-08-01
4.000000
30767828.00
25156766.24
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
2047-10-01
3.000000
21281788.00
15437368.19
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6573
2050-02-01
3.000000
28192861.00
26813178.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA8149
2050-03-01
3.500000
36749667.00
39242752.21
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5043
2040-04-01
2.500000
27248446.00
23596850.74
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5066
2040-08-01
2.500000
20259979.00
20795916.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4883
2049-12-01
3.000000
25037623.00
20409156.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0079
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
403110719.00
37825715.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0516
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.000000
63437254.00
31070697.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4348
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
92218741.00
34336494.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7800
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
55269121.00
29116028.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8580
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
69700000.00
38381083.14
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9584
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
50000000.00
34553871.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9927
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
7002890.00
4450330.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
59014669.00
15758805.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW9441
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.500000
125400920.00
38979728.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5038
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
32326889.00
24055020.73
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5963
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
20000000.00
20649386.75
Agency Mortgage-Backed Securities
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0010
768000000.00
768000000.00
0.0076
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.090000%
549300HN4UKV1E2R3U73
0001675365
ARP0OLQ11
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.000 CLSD8106
2050-10-01
2.000000
121224532.00
125241441.56
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3952
2050-11-01
2.000000
239090969.00
249999999.21
Agency Mortgage-Backed Securities
FEPC 02.000 3PRE6072
2050-10-01
2.000000
37830332.00
38571318.92
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4179
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.000000
1423663.00
1479998.93
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4183
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
239091935.00
249999999.78
Agency Mortgage-Backed Securities
FEPC 01.500 CISB8073
2035-10-01
1.500000
244414079.00
249999999.83
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA2312
2050-03-01
3.500000
129028366.00
134857242.44
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
2049-10-01
5.000000
429874599.00
249999999.77
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8049
2050-03-01
2.500000
291570282.00
249999999.79
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
1505000000.00
1505000000.00
0.0148
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.090000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0OLQ86
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
0.851380
218236.00
157746.37
Agency Collateralized Mortgage Obligation
GNRA 2019-35 EF
549300M8ZYFG0OCMTT87
2049-03-20
0.861380
1003.00
728.50
Agency Collateralized Mortgage Obligation
GNRA 2019-86 FC
549300M8ZYFG0OCMTT87
2049-07-20
0.811380
37270966.00
29635485.04
Agency Collateralized Mortgage Obligation
GNRA 2020-062 FC
549300M8ZYFG0OCMTT87
2050-05-20
0.821380
1931.00
1878.96
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2038-04-05
3.980000
2055000.00
2087423.56
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-09-15
0.00
17000.00
15051.80
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2021-06-22
2.750000
37555000.00
38551213.14
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-07-15
5.625000
1000.00
1542.04
Agency Debentures and Agency Strips
3.90 FHOR 21-36 AT
2549001DPIFGXC1TOL40
2036-02-25
3.900000
3895000.00
3960247.74
Agency Debentures and Agency Strips
03.500 FGPC G60458 G
2044-01-01
3.500000
25872.00
11645.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL3563
B1V7KEBTPIMZEU4LTD58
2043-03-01
4.000000
22249127.00
7545692.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV3471
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
5883066.00
1829420.05
Agency Mortgage-Backed Securities
GNMI SF 685928 X
549300M8ZYFG0OCMTT87
2038-06-15
5.500000
2905.00
62.34
Agency Mortgage-Backed Securities
GNMI SF 687185 X
549300M8ZYFG0OCMTT87
2038-04-15
5.000000
1280.00
19.65
Agency Mortgage-Backed Securities
GNMI SF 700926 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
1452.00
36.44
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4183
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
2000000.00
2091245.78
Agency Mortgage-Backed Securities
GNII SP 784886 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
146080.00
152259.12
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0300
B1V7KEBTPIMZEU4LTD58
2058-08-01
4.000000
747177.00
629119.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3278
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
1179.00
925.82
Agency Mortgage-Backed Securities
GNMI SF 657088 X
549300M8ZYFG0OCMTT87
2036-10-15
6.500000
1241032.00
11062.22
Agency Mortgage-Backed Securities
GNMI SF 658917 X
549300M8ZYFG0OCMTT87
2036-08-15
6.500000
3417.00
61.40
Agency Mortgage-Backed Securities
FNMS 06.000 CL555528
B1V7KEBTPIMZEU4LTD58
2033-04-01
6.000000
2206.00
19.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAZ2970
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.156000
1592.00
315.57
Agency Mortgage-Backed Securities
GNMI SF 677205 X
549300M8ZYFG0OCMTT87
2038-08-15
5.500000
1265394.00
31467.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
6797.00
3792.15
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4159
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
417619.00
434782.53
Agency Mortgage-Backed Securities
GNAR AS MA0107 M
549300M8ZYFG0OCMTT87
2042-05-20
1.875000
4781.00
525.11
Agency Mortgage-Backed Securities
GNII SF MA1760 M
549300M8ZYFG0OCMTT87
2044-03-20
3.500000
1412326.00
327284.81
Agency Mortgage-Backed Securities
GNAR AF MA1635 M
549300M8ZYFG0OCMTT87
2043-12-20
3.000000
1975.00
101.61
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
2584.00
1388.26
Agency Mortgage-Backed Securities
GNII SF MA4262 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
28342394.00
13557430.40
Agency Mortgage-Backed Securities
GNII SF MA5077 M
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
2152.00
1153.00
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
21910656.00
9424669.13
Agency Mortgage-Backed Securities
GNII SF MA6283 M
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
20098880.00
16099366.79
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
130183.00
54695.42
Agency Mortgage-Backed Securities
GNII SF MA5594 M
549300M8ZYFG0OCMTT87
2048-11-20
3.500000
439736.00
232934.45
Agency Mortgage-Backed Securities
GNII SF MA5818 M
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
3211.00
1348.32
Agency Mortgage-Backed Securities
GNII SF MA5876 M
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
25212337.00
11417142.62
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
2194.00
1196.00
Agency Mortgage-Backed Securities
GNII SF MA6655 M
549300M8ZYFG0OCMTT87
2050-05-20
2.500000
976108.00
1002311.08
Agency Mortgage-Backed Securities
GNAR AF MA6669 M
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
1024.00
1012.82
Agency Mortgage-Backed Securities
GNMI SF BA2744 X
549300M8ZYFG0OCMTT87
2047-07-15
5.000000
31227.00
8713.85
Agency Mortgage-Backed Securities
GNMI SF BC7080 X
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
456506.00
143211.94
Agency Mortgage-Backed Securities
GNMI SF BD6058 X
549300M8ZYFG0OCMTT87
2047-11-15
3.500000
149822.00
93446.28
Agency Mortgage-Backed Securities
GNAR AF BG8671 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
3215.00
519.86
Agency Mortgage-Backed Securities
GNMI SF BK7184 X
549300M8ZYFG0OCMTT87
2049-01-15
5.500000
252875.00
81222.80
Agency Mortgage-Backed Securities
GNII SF BU8834 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
17916.00
19397.81
Agency Mortgage-Backed Securities
GNMI SF AH3713 X
549300M8ZYFG0OCMTT87
2044-07-15
4.000000
765000.00
170189.29
Agency Mortgage-Backed Securities
FMAR 2B0859 G
2042-11-01
3.100000
4270.00
342.86
Agency Mortgage-Backed Securities
FMAR 1L1234 G
2036-01-01
3.875000
2745.00
20.54
Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
2042-12-01
3.000000
235008.00
100953.66
Agency Mortgage-Backed Securities
GNMI SP 781039 X
549300M8ZYFG0OCMTT87
2029-05-15
6.500000
8197453.00
43298.60
Agency Mortgage-Backed Securities
GNMI SP 781553 X
549300M8ZYFG0OCMTT87
2032-11-15
6.500000
39189.00
456.87
Agency Mortgage-Backed Securities
GNMI SP 781562 X
549300M8ZYFG0OCMTT87
2033-01-15
6.500000
3802992.00
25714.37
Agency Mortgage-Backed Securities
GNAR AT 080790 M
549300M8ZYFG0OCMTT87
2033-12-20
3.125000
25002.00
1490.59
Agency Mortgage-Backed Securities
GNAR AF 082408 M
549300M8ZYFG0OCMTT87
2039-10-20
3.125000
1213.00
90.79
Agency Mortgage-Backed Securities
GNAR AS 082937 M
549300M8ZYFG0OCMTT87
2041-09-20
3.250000
500000.00
63525.58
Agency Mortgage-Backed Securities
GNMI SP 784078 X
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
274000.00
67723.42
Agency Mortgage-Backed Securities
GNMI SF 751512 X
549300M8ZYFG0OCMTT87
2042-03-15
4.000000
673993.00
49391.12
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2780
2047-03-01
4.000000
273009.00
173362.30
Agency Mortgage-Backed Securities
04.000 FGPC T65543 G
2049-05-01
4.000000
205341.00
87369.80
Agency Mortgage-Backed Securities
FMAR 2B5726 G
2046-11-01
2.539000
1000.00
466.69
Agency Mortgage-Backed Securities
FEPC 06.500 4LZT0566
2037-09-01
6.500000
2880.00
33.89
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8070
2035-10-01
2.500000
979073.00
1013788.90
Agency Mortgage-Backed Securities
04.000 FGPC U95019 G
2042-06-01
4.000000
379000.00
74971.91
Agency Mortgage-Backed Securities
04.000 FGPC V81252 G
2044-07-01
4.000000
4423.00
2364.63
Agency Mortgage-Backed Securities
04.000 FGPC V81386 G
2044-11-01
4.000000
16923300.00
5858634.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LB734329
B1V7KEBTPIMZEU4LTD58
2033-06-01
2.425000
1229.00
60.52
Agency Mortgage-Backed Securities
FNMS 06.000 CL831440
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
3020.00
69.09
Agency Mortgage-Backed Securities
FNMS 06.000 CL851630
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
851962.00
20034.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3053
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
19071745.00
15412270.10
Agency Mortgage-Backed Securities
FNMS 06.500 NP885032
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.500000
1270.00
9.73
Agency Mortgage-Backed Securities
FNMS 08.000 CL943392
B1V7KEBTPIMZEU4LTD58
2037-06-01
8.000000
1209.00
19.29
Agency Mortgage-Backed Securities
FNMS 05.500 CI984259
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
16336550.00
235723.26
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA1029
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.500000
3132952.00
733999.53
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1890
B1V7KEBTPIMZEU4LTD58
2034-05-01
4.000000
2131.00
675.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1354.00
539.67
Agency Mortgage-Backed Securities
GNMI SP 782539 X
549300M8ZYFG0OCMTT87
2038-11-15
5.500000
708178.00
25168.03
Agency Mortgage-Backed Securities
GNMI SP 782882 X
549300M8ZYFG0OCMTT87
2040-01-15
5.500000
885628.00
43605.75
Agency Mortgage-Backed Securities
GNMI JP 783453 X
549300M8ZYFG0OCMTT87
2026-10-15
3.000000
6942121.00
814940.29
Agency Mortgage-Backed Securities
GNMI SF 617155 X
549300M8ZYFG0OCMTT87
2036-07-15
6.500000
3645792.00
55818.24
Agency Mortgage-Backed Securities
GNMI SF 618707 X
549300M8ZYFG0OCMTT87
2036-11-15
6.500000
3686258.00
63301.84
Agency Mortgage-Backed Securities
GNMI SF 618753 X
549300M8ZYFG0OCMTT87
2036-12-15
6.500000
111389.00
5071.63
Agency Mortgage-Backed Securities
GNMI SF 654773 X
549300M8ZYFG0OCMTT87
2036-09-15
6.500000
622262.00
36967.98
Agency Mortgage-Backed Securities
GNMI SF 602786 X
549300M8ZYFG0OCMTT87
2033-02-15
5.500000
8161264.00
143115.39
Agency Mortgage-Backed Securities
GNMI SF 604421 X
549300M8ZYFG0OCMTT87
2033-06-15
5.500000
6975000.00
115402.51
Agency Mortgage-Backed Securities
GNMI SF 574396 X
549300M8ZYFG0OCMTT87
2032-01-15
6.500000
6270296.00
44812.43
Agency Mortgage-Backed Securities
GNMI SF 582194 X
549300M8ZYFG0OCMTT87
2032-01-15
6.500000
6982808.00
107905.33
Agency Mortgage-Backed Securities
GNMI SF 592279 X
549300M8ZYFG0OCMTT87
2033-02-15
5.500000
7166680.00
169616.67
Agency Mortgage-Backed Securities
GNMI SF 410987 X
549300M8ZYFG0OCMTT87
2039-02-15
5.500000
1611123.00
39049.20
Agency Mortgage-Backed Securities
GNMI SF 723419 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
874000.00
185855.64
Agency Mortgage-Backed Securities
GNMI SF 723544 X
549300M8ZYFG0OCMTT87
2039-12-15
5.500000
1794588.00
75087.78
Agency Mortgage-Backed Securities
GNMI SF 735355 X
549300M8ZYFG0OCMTT87
2040-02-15
4.000000
999000.00
124315.15
Agency Mortgage-Backed Securities
GNMI SF 738539 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
840215.00
98107.14
Agency Mortgage-Backed Securities
GNMI SF 745282 X
549300M8ZYFG0OCMTT87
2039-02-15
6.500000
331754.00
21459.85
Agency Mortgage-Backed Securities
GNMI SF 486670 X
549300M8ZYFG0OCMTT87
2035-01-15
5.500000
4155648.00
98670.39
Agency Mortgage-Backed Securities
GNMI SF 488173 X
549300M8ZYFG0OCMTT87
2028-11-15
6.500000
504353.00
16469.77
Agency Mortgage-Backed Securities
GNMI SP 780168 X
549300M8ZYFG0OCMTT87
2024-05-15
6.500000
8250000.00
23712.06
Agency Mortgage-Backed Securities
GNMI SP 781751 X
549300M8ZYFG0OCMTT87
2034-02-15
6.500000
5565711.00
117762.16
Agency Mortgage-Backed Securities
GNMI SP 781057 X
549300M8ZYFG0OCMTT87
2029-06-15
5.500000
8332966.00
83970.27
Agency Mortgage-Backed Securities
GNAR FT 082831 M
549300M8ZYFG0OCMTT87
2041-05-20
1.875000
1626.00
91.87
Agency Mortgage-Backed Securities
GNAR AF 082887 M
549300M8ZYFG0OCMTT87
2041-07-20
3.250000
1000.00
70.50
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-22
0.00
111936500.00
111876613.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
7.875000
100.00
103.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
8.125000
100.00
108.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-15
1.750000
3160300.00
4755119.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
10000.00
12597.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
100.00
132.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
2615800.00
2693084.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
100.00
108.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
16985900.00
18303848.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
200.00
212.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
1.750000
1976200.00
2040006.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
100.00
116.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
27691200.00
29961336.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
1.125000
200.00
238.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
63100.00
69290.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
4944900.00
5084689.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
41656100.00
48127440.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
75729100.00
83791416.48
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
462000000.00
462000000.00
0.0045
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.090000%
ZBUT11V806EZRVTWT807
0000782124
ARP0OLQ94
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BU3237 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
2355368.00
2473624.22
Agency Mortgage-Backed Securities
GNII SF BU3427 C
549300M8ZYFG0OCMTT87
2050-05-20
4.000000
1302948.00
1374348.02
Agency Mortgage-Backed Securities
GNII SF BU7117 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1096584.00
1191719.24
Agency Mortgage-Backed Securities
GNII SF BU7180 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
1370608.00
1524173.22
Agency Mortgage-Backed Securities
GNII SF BU6416 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
1037402.00
1079996.80
Agency Mortgage-Backed Securities
GNII SF BV1486 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
2972624.00
3135912.93
Agency Mortgage-Backed Securities
GNII SF BV2998 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
1365210.00
1419368.70
Agency Mortgage-Backed Securities
GNII SF BV4718 C
549300M8ZYFG0OCMTT87
2050-06-20
5.000000
1412598.00
1548244.44
Agency Mortgage-Backed Securities
GNII SF BV5053 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
224917.00
248626.76
Agency Mortgage-Backed Securities
GNII SF BV7694 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
6471256.00
6922396.30
Agency Mortgage-Backed Securities
GNII SF BV9127 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1705560.00
1778568.94
Agency Mortgage-Backed Securities
GNII SF BV9732 C
549300M8ZYFG0OCMTT87
2050-07-20
3.000000
1876312.00
1972593.89
Agency Mortgage-Backed Securities
GNII SF BW1745 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1279432.00
1347977.28
Agency Mortgage-Backed Securities
GNII SF BW4513 C
549300M8ZYFG0OCMTT87
2033-01-20
6.500000
3285484.00
3817673.36
Agency Mortgage-Backed Securities
GNII SF BT5663 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1758458.00
1878589.55
Agency Mortgage-Backed Securities
GNII SF BT8115 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1247442.00
1321976.63
Agency Mortgage-Backed Securities
GNII SF BU3065 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1935808.00
2156273.05
Agency Mortgage-Backed Securities
GNII SF BY3523 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1062736.00
1123208.51
Agency Mortgage-Backed Securities
GNII SF BY2962 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
2048664.00
2275523.95
Agency Mortgage-Backed Securities
GNII SF BY3821 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
2855492.00
3023007.85
Agency Mortgage-Backed Securities
GNII SF BY3825 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
2276528.00
2382046.59
Agency Mortgage-Backed Securities
GNII SF BY3515 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1477882.00
1636078.10
Agency Mortgage-Backed Securities
GNII SF MA6841 M
549300M8ZYFG0OCMTT87
2035-09-20
3.000000
13181152.00
13645427.27
Agency Mortgage-Backed Securities
GNII SF MA6867 M
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
156496896.00
166311931.17
Agency Mortgage-Backed Securities
GNII SF MA6907 M
549300M8ZYFG0OCMTT87
2035-10-20
3.000000
8016496.00
8471140.88
Agency Mortgage-Backed Securities
GNII SF BE3201 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
2621820.00
2263621.79
Agency Mortgage-Backed Securities
GNII SF BE5627 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
6808304.00
6331819.27
Agency Mortgage-Backed Securities
GNII SF BF5087 C
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
4561240.00
1674988.44
Agency Mortgage-Backed Securities
GNII SF BG5109 C
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
433000.00
340564.27
Agency Mortgage-Backed Securities
GNII SF BH2971 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
634118.00
623963.76
Agency Mortgage-Backed Securities
GNII SF BH3888 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
5000000.00
3866944.03
Agency Mortgage-Backed Securities
GNII SF BH6406 C
549300M8ZYFG0OCMTT87
2034-04-20
4.500000
1718180.00
1256214.45
Agency Mortgage-Backed Securities
GNII SF BJ1780 C
549300M8ZYFG0OCMTT87
2048-09-20
3.500000
2268436.00
612229.03
Agency Mortgage-Backed Securities
GNII SF BJ5386 C
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
164000.00
144850.28
Agency Mortgage-Backed Securities
GNII SF BM4629 C
549300M8ZYFG0OCMTT87
2049-05-20
3.500000
3446130.00
775826.88
Agency Mortgage-Backed Securities
GNII SF BN3610 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
1800000.00
1350126.04
Agency Mortgage-Backed Securities
GNII SF BY5641 C
549300M8ZYFG0OCMTT87
2050-10-20
4.500000
1152320.00
1242958.03
Agency Mortgage-Backed Securities
GNII SF BY5707 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
2955604.00
3100782.94
Agency Mortgage-Backed Securities
GNII SF BY5766 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
10607104.00
11029448.24
Agency Mortgage-Backed Securities
GNII SF BY8024 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
15900592.00
16681643.21
Agency Mortgage-Backed Securities
GNII SF BY7803 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
1798806.00
1887159.55
Agency Mortgage-Backed Securities
GNII SF BY7804 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
3037540.00
3186737.55
Agency Mortgage-Backed Securities
GNII SF BY8588 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1525678.00
1617222.75
Agency Mortgage-Backed Securities
GNII SF BY8736 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
25043200.00
26635018.14
Agency Mortgage-Backed Securities
GNII SF BY8778 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
3073028.00
3223971.72
Agency Mortgage-Backed Securities
GNII SF BY9460 C
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
1593976.00
1772908.13
Agency Mortgage-Backed Securities
GNII SF BY9693 C
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
2348232.00
2444650.67
Agency Mortgage-Backed Securities
GNII SF BY9708 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
1521606.00
1596351.68
Agency Mortgage-Backed Securities
GNII SF BY9941 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1619692.00
1694765.80
Agency Mortgage-Backed Securities
GNII SF BY9952 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1742672.00
1844903.14
Agency Mortgage-Backed Securities
GNII SF AM1139 C
549300M8ZYFG0OCMTT87
2045-03-20
3.500000
9866464.00
4899358.70
Agency Mortgage-Backed Securities
GNII SF AS9196 C
549300M8ZYFG0OCMTT87
2046-04-20
3.500000
200000.00
152908.68
Agency Mortgage-Backed Securities
GNII SF AX8415 C
549300M8ZYFG0OCMTT87
2039-07-20
5.500000
126000.00
47377.36
Agency Mortgage-Backed Securities
GNII SF 002673 M
549300M8ZYFG0OCMTT87
2028-11-20
6.500000
30844960.00
143773.24
Agency Mortgage-Backed Securities
GNII SF 635162 C
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
207000.00
184705.01
Agency Mortgage-Backed Securities
06.500 FGPC C70139 G
2032-08-01
6.500000
5695000.00
26160.77
Agency Mortgage-Backed Securities
03.500 FGPC G07146 G
2042-10-01
3.500000
6106456.00
2167585.65
Agency Mortgage-Backed Securities
06.500 FGPC H09901 G
2036-08-01
6.500000
1250000.00
14709.72
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK8362
2031-11-01
2.500000
2526472.00
1583470.52
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5359
2048-01-01
4.500000
1302890.00
862113.02
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM6617
2048-05-01
4.500000
6063248.00
4156053.75
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM8166
2048-10-01
4.500000
3017540.00
1574603.79
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4260
2049-03-01
4.000000
12175936.00
8392004.17
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS6283
2026-07-01
3.500000
105000.00
7255.07
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS6517
2027-01-01
3.500000
355000.00
29771.59
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8670
2032-09-01
3.500000
10800000.00
5656903.44
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS9179
2030-04-01
5.500000
511000.00
185226.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8093
2050-09-01
3.500000
704293.00
739804.45
Agency Mortgage-Backed Securities
04.000 FGPC G30933 G
2036-01-01
4.000000
635841.00
316281.02
Agency Mortgage-Backed Securities
03.500 FGPC K91252 G
2033-10-01
3.500000
636211.00
378206.46
Agency Mortgage-Backed Securities
GNII SF BX5674 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
2950744.00
3186430.74
Agency Mortgage-Backed Securities
GNII SF BX5785 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
1627934.00
1732170.43
Agency Mortgage-Backed Securities
GNII SF BX6616 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
357214.00
398691.98
Agency Mortgage-Backed Securities
GNII SF BX6692 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1711188.00
1794011.43
Agency Mortgage-Backed Securities
GNII SF BX6947 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1538664.00
1611185.89
Agency Mortgage-Backed Securities
GNII SF BX6948 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1120176.00
1170284.52
Agency Mortgage-Backed Securities
GNII SF BX7004 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1724096.00
1818491.37
Agency Mortgage-Backed Securities
GNII SF BX7010 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1186864.00
1273281.65
Agency Mortgage-Backed Securities
GNII SF BX7771 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
497456.00
544275.21
Agency Mortgage-Backed Securities
GNII SF BX7773 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
325269.00
349485.36
Agency Mortgage-Backed Securities
GNII SF BX7763 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
1233734.00
1291976.60
Agency Mortgage-Backed Securities
GNII SF BX7823 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1538664.00
1628399.90
Agency Mortgage-Backed Securities
GNII SF BY1319 C
549300M8ZYFG0OCMTT87
2050-09-20
5.000000
1141134.00
1280452.09
Agency Mortgage-Backed Securities
GNII SF BY1329 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
1103874.00
1224621.03
Agency Mortgage-Backed Securities
GNII SF BY3473 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1280804.00
1353682.60
Agency Mortgage-Backed Securities
GNII SF BX1263 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
10443504.00
10935334.82
Agency Mortgage-Backed Securities
GNII SF BX1272 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
6637456.00
6922032.21
Agency Mortgage-Backed Securities
GNII SF BX1412 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
1062330.00
1122933.06
Agency Mortgage-Backed Securities
GNII SF BX2060 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1708564.00
1825522.26
Agency Mortgage-Backed Securities
GNII SF BX3543 C
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
2704712.00
2913913.36
Agency Mortgage-Backed Securities
08.000 FRPC G80210 G
2027-08-20
8.000000
2248808.00
36545.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA7532
2050-02-01
4.000000
633247.00
597269.49
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA8880
2050-04-01
3.500000
2797964.00
3039955.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA8491
2050-04-01
3.500000
35247232.00
34458838.31
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4964
2050-11-01
2.000000
20380256.00
21055578.43
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4970
2050-11-01
2.000000
7159312.00
7396543.76
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB5010
2050-10-01
2.500000
1483952.00
1550099.00
Agency Mortgage-Backed Securities
GNII SF BQ3291 C
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
1314458.00
1380682.97
Agency Mortgage-Backed Securities
GNII SF BQ7085 C
549300M8ZYFG0OCMTT87
2050-07-20
3.250000
5372248.00
5847139.84
Agency Mortgage-Backed Securities
GNII SF BR1000 C
549300M8ZYFG0OCMTT87
2049-11-20
4.000000
2026988.00
749852.19
Agency Mortgage-Backed Securities
GNII SF BR1043 C
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
1571036.00
1758246.72
Agency Mortgage-Backed Securities
GNII SF BR3808 C
549300M8ZYFG0OCMTT87
2049-12-20
3.500000
68631168.00
72048380.05
Agency Mortgage-Backed Securities
GNII SF BR8075 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
24125024.00
26225401.63
Agency Mortgage-Backed Securities
GNII SF BR8091 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
2852844.00
3015172.73
Agency Mortgage-Backed Securities
GNII SF BT1816 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
30323840.00
32170679.78
Agency Mortgage-Backed Securities
GNII SF BT3675 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
5988170.00
5737124.14
Agency Mortgage-Backed Securities
GNII SF BW4523 C
549300M8ZYFG0OCMTT87
2038-09-20
6.500000
1360772.00
1525770.12
Agency Mortgage-Backed Securities
GNII SF BW4932 C
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
3006188.00
3125885.72
Agency Mortgage-Backed Securities
GNII SF BW8888 C
549300M8ZYFG0OCMTT87
2036-04-20
6.000000
1103904.00
1257226.88
Agency Mortgage-Backed Securities
GNII SF BW8889 C
549300M8ZYFG0OCMTT87
2039-08-20
5.500000
1193506.00
1352240.32
Agency Mortgage-Backed Securities
GNII SF BW9161 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
1247542.00
1334281.64
Agency Mortgage-Backed Securities
GNII SF BW9427 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1508338.00
1639104.37
Agency Mortgage-Backed Securities
GNII SF BX1039 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1827488.00
2034617.21
Agency Mortgage-Backed Securities
GNII SF BX3547 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
2748776.00
2965381.79
Agency Mortgage-Backed Securities
GNII SF BX5127 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
1843210.00
1933748.27
Agency Mortgage-Backed Securities
GNII SF BX6252 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
363454.00
394989.91
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB4982
2050-11-01
2.000000
26948704.00
27873236.18
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0486
2040-10-01
2.000000
82999168.00
85969883.44
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN1287
2034-12-01
2.500000
2391524.00
2087494.60
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN3366
2035-09-01
3.000000
1101304.00
1162157.28
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3906
2035-10-01
2.500000
5485928.00
5782853.24
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3922
2035-10-01
2.500000
1517326.00
1610032.93
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN3930
2035-10-01
2.000000
7277536.00
7565530.74
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN3970
2035-11-01
2.000000
5740336.00
6027887.29
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN3973
2035-11-01
2.000000
6591792.00
6938303.46
Agency Mortgage-Backed Securities
FEPC 02.000 CNQS0118
2030-10-01
2.000000
1288500.00
1346526.45
Agency Mortgage-Backed Securities
FEPC 02.500 3PQU7496
2050-08-01
2.500000
2987500.00
3124053.12
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2630
2050-05-01
3.000000
99000.00
97446.01
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA3597
2050-09-01
3.000000
93972096.00
98346835.57
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3603
2050-10-01
2.500000
99700320.00
105390074.00
Agency Mortgage-Backed Securities
GNII SF MA6742 M
549300M8ZYFG0OCMTT87
2035-07-20
3.500000
2718788.00
2728887.24
Agency Mortgage-Backed Securities
GNII SF MA6746 M
549300M8ZYFG0OCMTT87
2034-07-20
5.500000
2229576.00
2558155.29
Agency Mortgage-Backed Securities
GNII SF MA6764 M
549300M8ZYFG0OCMTT87
2050-07-20
2.000000
145250048.00
149484302.85
Agency Mortgage-Backed Securities
GNII SF BV6998 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
3055768.00
3225239.89
Agency Mortgage-Backed Securities
GNII SF BV8424 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
2321844.00
2470558.65
Agency Mortgage-Backed Securities
GNII SF BV8744 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
359526.00
396785.24
Agency Mortgage-Backed Securities
GNII SF BW4515 C
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
6953936.00
7487122.52
Agency Mortgage-Backed Securities
GNII SF BT5106 C
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
1181808.00
1235310.48
Agency Mortgage-Backed Securities
GNII SF BT5546 C
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
3402776.00
3717033.53
Agency Mortgage-Backed Securities
GNII SF BY3857 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
5358512.00
5740611.22
Agency Mortgage-Backed Securities
GNII SF MA6870 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1208638.00
1334895.68
Agency Mortgage-Backed Securities
GNII SF AO3452 C
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
8073904.00
4008336.79
Agency Mortgage-Backed Securities
GNII SF BD4637 C
549300M8ZYFG0OCMTT87
2047-09-20
4.000000
2225000.00
1326300.49
Agency Mortgage-Backed Securities
GNII SF BF9983 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
5893128.00
641457.15
Agency Mortgage-Backed Securities
GNII SF BG8498 C
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
336628.00
80178.26
Agency Mortgage-Backed Securities
GNII SF BH2709 C
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
1703680.00
965440.59
Agency Mortgage-Backed Securities
GNII SF BH6407 C
549300M8ZYFG0OCMTT87
2031-12-20
5.000000
1356154.00
1047405.04
Agency Mortgage-Backed Securities
GNII SF BI4219 C
549300M8ZYFG0OCMTT87
2048-10-20
5.000000
1490046.00
918403.44
Agency Mortgage-Backed Securities
GNII SF BI4636 C
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
1195030.00
1053919.94
Agency Mortgage-Backed Securities
GNII SF BL5688 C
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
2238124.00
785130.22
Agency Mortgage-Backed Securities
GNII SF BM3778 C
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
6763224.00
6420682.67
Agency Mortgage-Backed Securities
GNII SF BN0314 C
549300M8ZYFG0OCMTT87
2049-10-20
3.500000
1204564.00
1224765.07
Agency Mortgage-Backed Securities
GNII SF AJ9335 C
549300M8ZYFG0OCMTT87
2044-10-20
3.500000
53651.00
19778.98
Agency Mortgage-Backed Securities
GNII SF AQ5840 C
549300M8ZYFG0OCMTT87
2046-01-20
4.500000
1706038.00
602008.27
Agency Mortgage-Backed Securities
GNII SF AR9014 C
549300M8ZYFG0OCMTT87
2046-05-20
3.000000
4669584.00
2750587.18
Agency Mortgage-Backed Securities
GNII SF AS4324 C
549300M8ZYFG0OCMTT87
2046-06-20
4.000000
800000.00
613323.62
Agency Mortgage-Backed Securities
GNII SF 003501 M
549300M8ZYFG0OCMTT87
2034-01-20
6.000000
852999.00
28062.77
Agency Mortgage-Backed Securities
GNII SF 004772 M
549300M8ZYFG0OCMTT87
2040-08-20
5.000000
2000000.00
208889.28
Agency Mortgage-Backed Securities
GNII SF 005115 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
3000000.00
362255.00
Agency Mortgage-Backed Securities
04.000 FGPC G07562 G
2043-11-01
4.000000
99000000.00
39374312.37
Agency Mortgage-Backed Securities
03.000 FGPC G08710 G
2046-06-01
3.000000
1300000.00
691210.10
Agency Mortgage-Backed Securities
03.000 FGPC G08737 G
2046-12-01
3.000000
1300000.00
776480.14
Agency Mortgage-Backed Securities
04.000 FGPC J14766 G
2026-03-01
4.000000
2963472.00
597045.19
Agency Mortgage-Backed Securities
07.500 FGPC A24303 G
2034-05-01
7.500000
1464088.00
38112.18
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK8428
2031-12-01
2.500000
3151676.00
1786478.43
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3118
2042-05-01
3.500000
534296.00
209857.60
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8065
2050-05-01
4.500000
88708480.00
80961721.73
Agency Mortgage-Backed Securities
04.000 FGPC U79061 G
2032-04-01
4.000000
4699232.00
2079906.06
Agency Mortgage-Backed Securities
04.000 FGPC Q17730 G
2043-04-01
4.000000
4220240.00
1540656.69
Agency Mortgage-Backed Securities
GNII SF BX6331 C
549300M8ZYFG0OCMTT87
2050-09-20
2.000000
2894904.00
3003476.67
Agency Mortgage-Backed Securities
GNII SF BX7008 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
1103350.00
1205502.91
Agency Mortgage-Backed Securities
GNII SF BY0783 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
3312228.00
3531915.61
Agency Mortgage-Backed Securities
GNII SF BY1887 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
1393736.00
1528262.44
Agency Mortgage-Backed Securities
GNII SF BO0255 C
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
2266744.00
774579.72
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0388
2049-06-01
3.500000
354978.00
319186.65
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB1324
2050-07-01
3.000000
10077520.00
10704037.91
Agency Mortgage-Backed Securities
GNII SF BQ9297 C
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
1145082.00
786406.41
Agency Mortgage-Backed Securities
GNII SF BR6386 C
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
2035700.00
2168873.78
Agency Mortgage-Backed Securities
GNII SF BR8714 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
1834066.00
2014482.71
Agency Mortgage-Backed Securities
GNII SF BS3517 C
549300M8ZYFG0OCMTT87
2050-03-20
4.500000
1149612.00
1228314.74
Agency Mortgage-Backed Securities
GNII SF BS2822 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
1220002.00
1260110.70
Agency Mortgage-Backed Securities
GNII SF BS9892 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
3035464.00
3346016.67
Agency Mortgage-Backed Securities
GNII SF BT0522 C
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
1230568.00
1284793.30
Agency Mortgage-Backed Securities
GNII SF BW5903 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
1164924.00
1305467.20
Agency Mortgage-Backed Securities
GNII SF BW8890 C
549300M8ZYFG0OCMTT87
2035-10-20
5.500000
3235768.00
3598840.73
Agency Mortgage-Backed Securities
GNII SF BW8217 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
1051364.00
1136706.59
Agency Mortgage-Backed Securities
GNII SF BX1698 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
2034536.00
2130607.40
Agency Mortgage-Backed Securities
GNII SF BX6239 C
549300M8ZYFG0OCMTT87
2050-08-20
3.500000
255731.00
269915.74
Agency Mortgage-Backed Securities
04.000 FGPC Q28933 G
2044-10-01
4.000000
7075860.00
3566549.10
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN2205
2035-05-01
2.500000
1536240.00
1602232.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA5147
2049-12-01
4.500000
11195080.00
9459295.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL2074
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
10800288.00
4355495.87
Agency Mortgage-Backed Securities
GNII SF MA5987 M
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
6241920.00
3426397.06
Agency Mortgage-Backed Securities
GNII SF MA6016 M
549300M8ZYFG0OCMTT87
2034-04-20
4.500000
270896.00
271164.80
Agency Mortgage-Backed Securities
GNII SF MA6070 M
549300M8ZYFG0OCMTT87
2034-09-20
6.000000
205751.00
77439.85
Agency Mortgage-Backed Securities
GNII SF MA6475 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
20550520.00
19764571.95
Agency Mortgage-Backed Securities
GNII SF MA6543 M
549300M8ZYFG0OCMTT87
2050-03-20
4.000000
119738240.00
119243107.60
Agency Mortgage-Backed Securities
GNII SF MA6598 M
549300M8ZYFG0OCMTT87
2050-04-20
2.500000
210000000.00
214699658.48
Agency Mortgage-Backed Securities
GNII SF MA6659 M
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
23160224.00
23969767.29
Agency Mortgage-Backed Securities
GNII SF MA6711 M
549300M8ZYFG0OCMTT87
2050-06-20
3.500000
95826688.00
99221178.40
Agency Mortgage-Backed Securities
GNII SF MA6686 M
549300M8ZYFG0OCMTT87
2035-04-20
4.000000
771409.00
770055.90
Agency Mortgage-Backed Securities
GNII SF MA6795 M
549300M8ZYFG0OCMTT87
2035-07-20
3.500000
254738.00
267499.92
Agency Mortgage-Backed Securities
FEPC 05.500 CLQA0114
2049-06-01
5.500000
630546.00
557863.15
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
1815000000.00
1815000000.00
0.0179
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.090000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0OLQA1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2014-029 VL
549300M8ZYFG0OCMTT87
2055-02-16
3.005020
100000.00
48710.55
Agency Collateralized Mortgage Obligation
GNRA 2015-078 AC
549300M8ZYFG0OCMTT87
2049-04-16
3.000000
16916544.00
8594040.44
Agency Collateralized Mortgage Obligation
GNRA 2020-060 FA
549300M8ZYFG0OCMTT87
2050-04-20
0.881380
50000000.00
49476441.14
Agency Collateralized Mortgage Obligation
GNMI SF AP5083 X
549300M8ZYFG0OCMTT87
2045-09-15
3.500000
55668.00
50941.97
Agency Mortgage-Backed Securities
GNII SF AS8117 C
549300M8ZYFG0OCMTT87
2046-11-20
3.500000
1978076.00
1790743.56
Agency Mortgage-Backed Securities
GNII SF AS9551 C
549300M8ZYFG0OCMTT87
2046-06-20
4.500000
1036572.00
469413.09
Agency Mortgage-Backed Securities
GNII SF AU2546 C
549300M8ZYFG0OCMTT87
2046-07-20
4.000000
5564272.00
3716650.95
Agency Mortgage-Backed Securities
GNII SF AZ2697 C
549300M8ZYFG0OCMTT87
2047-04-20
4.500000
5182610.00
1958238.70
Agency Mortgage-Backed Securities
GNMI SF 604389 X
549300M8ZYFG0OCMTT87
2033-06-15
5.000000
11131616.00
971115.25
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL8922
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.000000
975000.00
352797.19
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP2471
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
3400000.00
1395473.50
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS7060
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.000000
187000.00
77192.58
Agency Mortgage-Backed Securities
FNMS 05.000 CLAW9153
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
38000.00
16860.24
Agency Mortgage-Backed Securities
GNII SF BV2551 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
6781480.00
6933766.24
Agency Mortgage-Backed Securities
GNII SF BW1203 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
932279.00
1016806.25
Agency Mortgage-Backed Securities
GNPL LM BW2045
549300M8ZYFG0OCMTT87
2054-01-15
2.600000
399999.00
425736.70
Agency Mortgage-Backed Securities
GNII SF BW4722 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
2964560.00
3122887.21
Agency Mortgage-Backed Securities
GNII SF BW6733 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
15534752.00
16394319.17
Agency Mortgage-Backed Securities
GNPL PN BW6788
549300M8ZYFG0OCMTT87
2041-10-15
2.430000
3125700.00
3296614.84
Agency Mortgage-Backed Securities
GNII SF BW6946 C
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
1588910.00
1661141.07
Agency Mortgage-Backed Securities
GNII SF BW6994 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
2153530.00
2256793.32
Agency Mortgage-Backed Securities
GNII SF 515980 C
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
2545988.00
534259.17
Agency Mortgage-Backed Securities
FNMS 05.000 CL829208
B1V7KEBTPIMZEU4LTD58
2035-07-01
5.000000
502942.00
6522.02
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC5953
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
12436.00
5241.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK7302
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
2030024.00
1832263.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3932
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.500000
41983.00
23377.49
Agency Mortgage-Backed Securities
GNMI SF BT9632 X
549300M8ZYFG0OCMTT87
2050-04-15
4.000000
3804860.00
3744723.59
Agency Mortgage-Backed Securities
GNII SF BU0584 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
3118536.00
3331601.25
Agency Mortgage-Backed Securities
GNII SF BU0585 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
2343452.00
2476297.11
Agency Mortgage-Backed Securities
GNPL PN BV0955
549300M8ZYFG0OCMTT87
2055-08-15
2.150000
400000.00
411215.97
Agency Mortgage-Backed Securities
GNII SF BV1029 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1908154.00
2093213.20
Agency Mortgage-Backed Securities
GNII SF MA6412 M
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
288070656.00
249999788.75
Agency Mortgage-Backed Securities
GNII SF BA4022 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1318132.00
485745.58
Agency Mortgage-Backed Securities
GNMI SF BB3479 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
3000000.00
1166876.10
Agency Mortgage-Backed Securities
GNMI SF BD1041 X
549300M8ZYFG0OCMTT87
2047-09-15
3.500000
14282.00
6715.47
Agency Mortgage-Backed Securities
GNPL PN BN0019
549300M8ZYFG0OCMTT87
2054-12-15
2.650000
100000.00
105822.68
Agency Mortgage-Backed Securities
GNII SF BP8116 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
4987616.00
5166347.10
Agency Mortgage-Backed Securities
GNPL LM BQ7842
549300M8ZYFG0OCMTT87
2046-02-15
2.900000
200000.00
213259.06
Agency Mortgage-Backed Securities
GNPL LM BQ7843
549300M8ZYFG0OCMTT87
2046-02-15
2.900000
200000.00
213259.06
Agency Mortgage-Backed Securities
GNII SF BR3384 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
14116224.00
14070243.83
Agency Mortgage-Backed Securities
GNII SF BR6215 C
549300M8ZYFG0OCMTT87
2049-12-20
4.500000
4744280.00
4859972.43
Agency Mortgage-Backed Securities
GNPL PN BS2420
549300M8ZYFG0OCMTT87
2055-02-15
2.600000
200000.00
211444.61
Agency Mortgage-Backed Securities
GNPL LM BS8107
549300M8ZYFG0OCMTT87
2046-09-15
2.650000
300000.00
317749.63
Agency Mortgage-Backed Securities
GNII SF AJ9124 C
549300M8ZYFG0OCMTT87
2044-12-20
4.500000
1370690.00
556464.80
Agency Mortgage-Backed Securities
GNII SF AK3747 C
549300M8ZYFG0OCMTT87
2044-12-20
4.000000
2520000.00
875996.60
Agency Mortgage-Backed Securities
GNII SF AL1595 C
549300M8ZYFG0OCMTT87
2045-01-20
4.000000
1413750.00
899331.46
Agency Mortgage-Backed Securities
GNMI SF AL5262 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
155000.00
61238.56
Agency Mortgage-Backed Securities
FEPC 05.500 CIZS5895
2024-02-01
5.500000
760000.00
5166.75
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6101
2025-08-01
4.500000
11104544.00
647558.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0235
2048-01-01
3.500000
1203306.00
969206.08
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0536
2048-03-01
3.500000
111499000.00
81071029.27
Agency Mortgage-Backed Securities
GNMI SF 736552 X
549300M8ZYFG0OCMTT87
2040-02-15
4.500000
128833.00
20223.30
Agency Mortgage-Backed Securities
FNMS 03.000 CIBN3975
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.000000
12000.00
5705.11
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ0121
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1112000.00
1169270.09
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6032
2050-01-01
3.500000
19228256.00
17866059.88
Agency Mortgage-Backed Securities
FEPC 01.500 CLQB4932
2050-11-01
1.500000
14120256.00
14240198.16
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3530
2035-09-01
2.500000
1531300.00
1615053.18
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN2798
2035-07-01
3.000000
2282690.00
2440431.23
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN3198
2035-08-01
3.000000
1499370.00
1601147.01
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN3954
2035-11-01
2.000000
2053200.00
2149721.16
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5009
2039-08-01
3.000000
13025.00
7541.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL0615
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.500000
8000000.00
331394.03
Agency Mortgage-Backed Securities
FNMS 02.000 CIBQ2504
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.000000
1088200.00
1140687.15
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ3178
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1133750.00
1191755.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2479
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1155000.00
909247.63
Agency Mortgage-Backed Securities
FNMS 03.500 CICA3431
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.500000
12765232.00
5157133.25
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM1811
B1V7KEBTPIMZEU4LTD58
2034-08-01
4.000000
3587696.00
3110208.27
Agency Mortgage-Backed Securities
FNMS 04.000 CTFM3602
B1V7KEBTPIMZEU4LTD58
2036-02-01
4.000000
11135104.00
11368385.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3907
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
52421376.00
47414182.49
Agency Mortgage-Backed Securities
FNMS 05.000 CI889145
B1V7KEBTPIMZEU4LTD58
2023-03-01
5.000000
1910000.00
11546.09
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4181
B1V7KEBTPIMZEU4LTD58
2050-10-01
1.500000
5823430.00
5873268.86
Agency Mortgage-Backed Securities
GNII SF MA2605 M
549300M8ZYFG0OCMTT87
2045-02-20
5.500000
1571904.00
343273.37
Agency Mortgage-Backed Securities
GNII JP 783256 M
549300M8ZYFG0OCMTT87
2024-04-20
6.500000
1375000.00
64356.19
Agency Mortgage-Backed Securities
GNMI SF 621246 X
549300M8ZYFG0OCMTT87
2037-05-15
5.500000
500000.00
11903.43
Agency Mortgage-Backed Securities
GNMI SF 626982 X
549300M8ZYFG0OCMTT87
2045-09-15
3.000000
2428320.00
1678074.51
Agency Mortgage-Backed Securities
GNMI SF 688164 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
13427360.00
1086540.57
Agency Mortgage-Backed Securities
FEPC 04.500 CTZJ9364
2031-07-01
4.500000
775000.00
145630.83
Agency Mortgage-Backed Securities
FEPC 05.500 CLZL1458
2041-06-01
5.500000
1639930.00
215272.03
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM0639
2045-12-01
4.000000
57362.00
10695.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM4271
2047-09-01
4.500000
1633502.00
1604438.73
Agency Mortgage-Backed Securities
FEPC 04.500 3UZM9870
2025-05-01
4.500000
1542568.00
94882.74
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN4746
2049-04-01
3.500000
18640.00
7048.96
Agency Mortgage-Backed Securities
FEPC 05.500 CLZN4958
2049-04-01
5.500000
763536.00
221877.88
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN6303
2049-05-01
5.000000
1034234.00
555046.30
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA6403
2039-03-01
4.000000
420000.00
196746.40
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA7046
2049-05-01
4.000000
1067470.00
652769.62
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS3690
2040-05-01
6.000000
534745.00
52864.83
Agency Mortgage-Backed Securities
GNII SF BX3557 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1514434.00
1589199.85
Agency Mortgage-Backed Securities
GNII SF BX6028 C
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
1757158.00
1840017.53
Agency Mortgage-Backed Securities
GNII SF BX7191 C
549300M8ZYFG0OCMTT87
2050-10-20
2.500000
9638224.00
10159564.10
Agency Mortgage-Backed Securities
GNII SF BX7622 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
3063772.00
3238584.99
Agency Mortgage-Backed Securities
GNII SF BX7827 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1399958.00
1481325.39
Agency Mortgage-Backed Securities
GNII SF BY1442 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1054232.00
1112437.25
Agency Mortgage-Backed Securities
GNII SF BY8481 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
1078174.00
1141424.48
Agency Mortgage-Backed Securities
GNII SF BY8699 C
549300M8ZYFG0OCMTT87
2050-10-20
3.000000
1667298.00
1836689.92
Agency Mortgage-Backed Securities
GNII SF AD3306 C
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
3984912.00
1294470.41
Agency Mortgage-Backed Securities
GNMI SF AD6086 X
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
415699.00
398305.28
Agency Mortgage-Backed Securities
GNMI SF AG1757 X
549300M8ZYFG0OCMTT87
2043-10-15
3.500000
1124282.00
166629.68
Agency Mortgage-Backed Securities
FEPC 05.500 CTZS8909
2029-02-01
5.500000
18000000.00
507245.15
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8459
2027-03-01
2.500000
4500000.00
769428.13
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS9412
2041-06-01
5.500000
1560000.00
537054.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT1476
2048-02-01
3.500000
3789000.00
2108807.69
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0077
2034-10-01
3.500000
5408576.00
2807019.85
Agency Mortgage-Backed Securities
FEPC 04.500 CISB0214
2027-01-01
4.500000
2177160.00
1269533.78
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8058
2050-04-01
4.000000
103462400.00
92005408.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8074
2050-07-01
3.000000
9342672.00
9497670.81
Agency Mortgage-Backed Securities
GNII SF 004668 M
549300M8ZYFG0OCMTT87
2025-04-20
4.500000
1122222.00
64448.50
Agency Mortgage-Backed Securities
GNII SF 004759 M
549300M8ZYFG0OCMTT87
2025-08-20
4.000000
1250000.00
75173.90
Agency Mortgage-Backed Securities
GNII SF 004984 M
549300M8ZYFG0OCMTT87
2041-03-20
5.500000
1227160.00
158210.68
Agency Mortgage-Backed Securities
GNII SF 005018 M
549300M8ZYFG0OCMTT87
2041-04-20
5.000000
2209212.00
204526.17
Agency Mortgage-Backed Securities
GNII JM 005145 M
549300M8ZYFG0OCMTT87
2026-07-20
3.000000
733708.00
95280.93
Agency Mortgage-Backed Securities
GNII JM 005184 M
549300M8ZYFG0OCMTT87
2026-08-20
4.000000
2070292.00
92605.55
Agency Mortgage-Backed Securities
GNMI SF 440469 X
549300M8ZYFG0OCMTT87
2026-11-15
8.500000
661192.00
13623.07
Agency Mortgage-Backed Securities
GNMI SF 728924 X
549300M8ZYFG0OCMTT87
2039-12-15
5.000000
280526.00
29790.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5321
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
15834768.00
9608545.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5116
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
3830164.00
2266478.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5261
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
587000.00
342509.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5521
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
4100000.00
2461237.20
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5593
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
125208.00
92676.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6949
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1535512.00
1559645.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN9736
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
1517170.00
1558967.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO5067
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1512442.00
1533647.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO9987
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1570762.00
1710928.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP1037
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
2745188.00
2791306.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP2338
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
1355984.00
1463131.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP4026
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
3322200.00
3408645.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP7334
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
6016984.00
6459706.19
Agency Mortgage-Backed Securities
03.500 FGPC Q10391 G
2042-08-01
3.500000
357264000.00
99568458.54
Agency Mortgage-Backed Securities
03.500 FGPC Q11221 G
2042-09-01
3.500000
295848960.00
92103074.42
Agency Mortgage-Backed Securities
03.000 FGPC Q42689 G
2046-09-01
3.000000
4440000.00
2407040.22
Agency Mortgage-Backed Securities
04.000 FGPC G61582 G
2048-08-01
4.000000
825000.00
449344.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5599
2049-12-01
3.500000
1501514.00
1629069.80
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5927
2050-01-01
3.000000
16555.00
15579.38
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN2875
2035-07-01
3.000000
1103512.00
1174294.67
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN3050
2035-08-01
2.500000
3593120.00
3777723.02
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA1741
2049-11-01
3.500000
1480000.00
1303468.84
Agency Mortgage-Backed Securities
FNMS 06.500 CT254305
B1V7KEBTPIMZEU4LTD58
2022-05-01
6.500000
255681792.00
380029.06
Agency Mortgage-Backed Securities
FNMS 05.000 CT256045
B1V7KEBTPIMZEU4LTD58
2025-12-01
5.000000
15000000.00
287509.56
Agency Mortgage-Backed Securities
FNMS 05.500 CT256751
B1V7KEBTPIMZEU4LTD58
2027-06-01
5.500000
1073590.00
20110.16
Agency Mortgage-Backed Securities
FNMS 05.500 CT257204
B1V7KEBTPIMZEU4LTD58
2028-04-01
5.500000
3309576.00
94819.61
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL0278
B1V7KEBTPIMZEU4LTD58
2025-01-01
5.500000
1662000.00
54272.16
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1798
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
236214.00
19636.09
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL2195
B1V7KEBTPIMZEU4LTD58
2025-05-01
5.500000
1822176.00
9948.84
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL6238
B1V7KEBTPIMZEU4LTD58
2035-01-01
4.000000
5000000.00
2339550.18
Agency Mortgage-Backed Securities
FNMS 03.500 CICA0251
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
13000.00
5989.40
Agency Mortgage-Backed Securities
FNMS 03.500 CQCA1223
B1V7KEBTPIMZEU4LTD58
2038-01-01
3.500000
1138544.00
882595.29
Agency Mortgage-Backed Securities
FNMS 04.000 CICA3415
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.000000
5644904.00
4934698.17
Agency Mortgage-Backed Securities
FNMS 04.000 CICA4725
B1V7KEBTPIMZEU4LTD58
2034-11-01
4.000000
1868402.00
1937042.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1479
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
6417864.00
4462131.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2587
B1V7KEBTPIMZEU4LTD58
2050-01-01
4.000000
3037724.00
3147232.69
Agency Mortgage-Backed Securities
FNMS 05.500 CTFM3518
B1V7KEBTPIMZEU4LTD58
2031-04-01
5.500000
883259.00
849322.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3566
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
59158016.00
54281615.60
Agency Mortgage-Backed Securities
FNMS 05.000 CI889235
B1V7KEBTPIMZEU4LTD58
2023-03-01
5.000000
15000000.00
31100.63
Agency Mortgage-Backed Securities
FNMS 06.000 CL894198
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.000000
3000000.00
180507.59
Agency Mortgage-Backed Securities
FNMS 05.500 CL930802
B1V7KEBTPIMZEU4LTD58
2035-02-01
5.500000
75148880.00
4129998.08
Agency Mortgage-Backed Securities
FNMS 05.500 CL942356
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.500000
3743344.00
89527.75
Agency Mortgage-Backed Securities
FNMS 05.500 CTAB0218
B1V7KEBTPIMZEU4LTD58
2029-02-01
5.500000
795033.00
18250.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB8142
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.000000
24323648.00
4032752.88
Agency Mortgage-Backed Securities
FNMS 03.000 CQMA1379
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
3400000.00
1533517.30
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1629
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
1800000.00
843304.66
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA2205
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.500000
165600.00
92979.12
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2774
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.000000
271000.00
151899.79
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2845
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
342000.00
207868.38
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4100
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
506725.00
516568.48
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0307
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.000000
260999.00
8382.99
Agency Mortgage-Backed Securities
GNMI SF 762838 X
549300M8ZYFG0OCMTT87
2041-03-15
4.000000
784574.00
89129.71
Agency Mortgage-Backed Securities
GNII SF 770803 C
549300M8ZYFG0OCMTT87
2041-06-20
5.000000
5254624.00
1676158.93
Agency Mortgage-Backed Securities
GNMI SF 778477 X
549300M8ZYFG0OCMTT87
2042-12-15
3.000000
1000000.00
495154.41
Agency Mortgage-Backed Securities
GNMI SF 792934 X
549300M8ZYFG0OCMTT87
2041-12-15
3.100000
172474.00
145840.95
Agency Mortgage-Backed Securities
GNMI SF 796410 X
549300M8ZYFG0OCMTT87
2043-04-15
3.500000
38125.00
14871.16
Agency Mortgage-Backed Securities
GNII SF AC0176 C
549300M8ZYFG0OCMTT87
2042-12-20
3.500000
172125.00
62876.98
Agency Mortgage-Backed Securities
GNMI SF AC7857 X
549300M8ZYFG0OCMTT87
2042-09-15
4.000000
233706.00
121219.71
Agency Mortgage-Backed Securities
GNII SF MA0782 M
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
74749440.00
23610241.91
Agency Mortgage-Backed Securities
GNII SF MA0851 M
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
9662368.00
3074373.56
Agency Mortgage-Backed Securities
GNII SF MA0006 M
549300M8ZYFG0OCMTT87
2027-04-20
2.500000
223393.00
39214.40
Agency Mortgage-Backed Securities
GNII SF MA0023 M
549300M8ZYFG0OCMTT87
2042-04-20
4.000000
7710000.00
1162873.61
Agency Mortgage-Backed Securities
GNII SF MA1600 M
549300M8ZYFG0OCMTT87
2044-01-20
3.500000
5252192.00
1278711.25
Agency Mortgage-Backed Securities
GNII SF MA1813 M
549300M8ZYFG0OCMTT87
2024-06-20
4.500000
296585.00
34479.15
Agency Mortgage-Backed Securities
GNII SF MA3521 M
549300M8ZYFG0OCMTT87
2046-03-20
3.500000
112022016.00
41375848.24
Agency Mortgage-Backed Securities
GNII SF MA3246 M
549300M8ZYFG0OCMTT87
2045-11-20
4.500000
64348544.00
15829274.44
Agency Mortgage-Backed Securities
GNII SF MA3310 M
549300M8ZYFG0OCMTT87
2045-12-20
3.500000
13093168.00
4899455.86
Agency Mortgage-Backed Securities
GNII SF MA5399 M
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
12086480.00
5028487.05
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
50000000.00
21265872.24
Agency Mortgage-Backed Securities
GNII SF MA4809 M
549300M8ZYFG0OCMTT87
2032-11-20
3.500000
938700.00
475970.37
Agency Mortgage-Backed Securities
GNII SF MA4838 M
549300M8ZYFG0OCMTT87
2047-11-20
4.000000
4645000.00
2307303.79
Agency Mortgage-Backed Securities
GNII SF MA5019 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
10560000.00
5861441.23
Agency Mortgage-Backed Securities
GNII SF MA5022 M
549300M8ZYFG0OCMTT87
2048-02-20
5.000000
23272000.00
9069041.33
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
750000.00
303754.31
Agency Mortgage-Backed Securities
GNII SF MA5596 M
549300M8ZYFG0OCMTT87
2048-11-20
4.500000
26364928.00
10710528.20
Agency Mortgage-Backed Securities
GNMI SF 616409 X
549300M8ZYFG0OCMTT87
2034-05-15
4.000000
1185400.00
91818.57
Agency Mortgage-Backed Securities
GNMI SF 626967 X
549300M8ZYFG0OCMTT87
2045-08-15
3.000000
3100000.00
2240523.70
Agency Mortgage-Backed Securities
GNMI SF 673280 X
549300M8ZYFG0OCMTT87
2023-12-15
6.000000
514308.00
9681.36
Agency Mortgage-Backed Securities
GNMI SF 673055 X
549300M8ZYFG0OCMTT87
2023-09-15
6.000000
1000000.00
13560.28
Agency Mortgage-Backed Securities
GNMI SF 677209 X
549300M8ZYFG0OCMTT87
2038-08-15
5.500000
917202.00
147072.85
Agency Mortgage-Backed Securities
GNMI SF 687922 X
549300M8ZYFG0OCMTT87
2038-09-15
6.000000
5598224.00
113882.31
Agency Mortgage-Backed Securities
GNMI SF 688419 X
549300M8ZYFG0OCMTT87
2038-05-15
5.500000
2025260.00
16075.94
Agency Mortgage-Backed Securities
GNMI SF 693623 X
549300M8ZYFG0OCMTT87
2038-07-15
5.000000
734574.00
17690.91
Agency Mortgage-Backed Securities
GNMI SF 707761 X
549300M8ZYFG0OCMTT87
2041-06-15
4.000000
58268.00
5494.63
Agency Mortgage-Backed Securities
GNMI SF 711069 X
549300M8ZYFG0OCMTT87
2040-01-15
5.000000
37901888.00
4425342.42
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL7346
2043-11-01
4.500000
1217024.00
252219.17
Agency Mortgage-Backed Securities
FEPC 02.500 3UZM9939
2028-07-01
2.500000
1355332.00
426317.94
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA1964
2026-11-01
6.000000
1425000.00
32995.39
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA2145
2029-12-01
5.000000
11000000.00
730400.95
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5062
2047-10-01
4.000000
2955136.00
1521558.45
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1935
2038-02-01
6.000000
5378470.00
95228.63
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS3532
2041-07-01
5.000000
6519112.00
506033.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4077
2044-01-01
3.500000
2823000.00
1412022.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4078
2045-01-01
3.500000
1085000.00
485882.49
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4694
2046-12-01
3.500000
805916.00
407599.88
Agency Mortgage-Backed Securities
GNII SF AD1744 C
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
35666752.00
14985259.16
Agency Mortgage-Backed Securities
GNII SF AF3695 C
549300M8ZYFG0OCMTT87
2043-06-20
3.500000
930000.00
383686.80
Agency Mortgage-Backed Securities
GNII SF AO8590 C
549300M8ZYFG0OCMTT87
2045-11-20
4.500000
149009.00
40654.34
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
225859000.00
92449514.82
Agency Mortgage-Backed Securities
GNMI SF 749627 X
549300M8ZYFG0OCMTT87
2040-11-15
4.000000
439563.00
70931.21
Agency Mortgage-Backed Securities
GNII SF 005128 M
549300M8ZYFG0OCMTT87
2026-07-20
3.000000
1750000.00
220945.38
Agency Mortgage-Backed Securities
GNMI SF 719261 X
549300M8ZYFG0OCMTT87
2040-08-15
4.500000
66754.00
12844.96
Agency Mortgage-Backed Securities
GNMI SF 778781 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
136884.00
23696.14
Agency Mortgage-Backed Securities
GNII SF MA5877 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
150390272.00
71962071.07
Agency Mortgage-Backed Securities
GNII SF MA5878 M
549300M8ZYFG0OCMTT87
2049-03-20
5.000000
15754224.00
7252377.83
Agency Mortgage-Backed Securities
GNII SF MA5931 M
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
20000000.00
9630825.86
Agency Mortgage-Backed Securities
GNPL PN AT4023
549300M8ZYFG0OCMTT87
2055-01-15
2.910000
50000.00
53664.88
Agency Mortgage-Backed Securities
GNMI SF AX6161 X
549300M8ZYFG0OCMTT87
2047-04-15
4.500000
6692552.00
3258720.76
Agency Mortgage-Backed Securities
GNII SF AI4705 C
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
80000.00
41786.51
Agency Mortgage-Backed Securities
GNMI SF 589334 X
549300M8ZYFG0OCMTT87
2022-09-15
7.500000
2536592.00
25228.80
Agency Mortgage-Backed Securities
GNII SF 003598 M
549300M8ZYFG0OCMTT87
2034-08-20
6.000000
556985.00
16364.25
Agency Mortgage-Backed Securities
GNII SF 003723 M
549300M8ZYFG0OCMTT87
2035-06-20
5.000000
444000.00
18152.97
Agency Mortgage-Backed Securities
GNII SF 004324 M
549300M8ZYFG0OCMTT87
2024-01-20
5.500000
700211.00
16317.00
Agency Mortgage-Backed Securities
GNII SF 004343 M
549300M8ZYFG0OCMTT87
2039-01-20
5.500000
2089588.00
66529.42
Agency Mortgage-Backed Securities
GNII SF 005293 M
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
3975000.00
502611.56
Agency Mortgage-Backed Securities
GNII SF 005313 M
549300M8ZYFG0OCMTT87
2027-01-20
2.500000
210000.00
34670.78
Agency Mortgage-Backed Securities
GNII SF 005317 M
549300M8ZYFG0OCMTT87
2042-02-20
5.500000
4726528.00
558640.83
Agency Mortgage-Backed Securities
GNII SF 004637 M
549300M8ZYFG0OCMTT87
2040-02-20
5.000000
120000.00
11536.35
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL9872
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.000000
730806.00
412871.43
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL9309
B1V7KEBTPIMZEU4LTD58
2031-10-01
3.500000
55000.00
24231.10
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6851
B1V7KEBTPIMZEU4LTD58
2026-10-01
3.320000
100000.00
104646.94
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4131
B1V7KEBTPIMZEU4LTD58
2037-01-01
3.440000
7900000.00
8592515.98
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6155
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.060000
1688000.00
1931154.71
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8528
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.430000
8705000.00
10010341.35
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9374
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.600000
2967000.00
3502053.94
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP9631
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
1475000.00
600108.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLAS0837
B1V7KEBTPIMZEU4LTD58
2043-10-01
5.000000
29453888.00
4175284.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0653
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.000000
1490140.00
564595.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
7462344.00
5028202.51
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8374
B1V7KEBTPIMZEU4LTD58
2046-11-01
4.000000
21983.00
13350.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9960
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5700000.00
4084934.85
Agency Mortgage-Backed Securities
FNMS 03.500 CQAT5158
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
7751352.00
4225450.67
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV3403
B1V7KEBTPIMZEU4LTD58
2043-11-01
5.000000
350096.00
36323.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY7065
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
18591.00
8438.20
Agency Mortgage-Backed Securities
GNII SF BW6954 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1603490.00
1672471.70
Agency Mortgage-Backed Securities
GNMI SF 521285 X
549300M8ZYFG0OCMTT87
2035-04-15
5.500000
10960000.00
767032.50
Agency Mortgage-Backed Securities
GNII SP 784145 C
549300M8ZYFG0OCMTT87
2046-02-20
3.500000
2585000.00
1308969.41
Agency Mortgage-Backed Securities
GNII SP 783050 M
549300M8ZYFG0OCMTT87
2040-07-20
5.000000
2500000.00
236543.85
Agency Mortgage-Backed Securities
GNMI SP 783276 X
549300M8ZYFG0OCMTT87
2041-03-15
4.500000
187274.00
20369.83
Agency Mortgage-Backed Securities
FNMS 06.000 CL680910
B1V7KEBTPIMZEU4LTD58
2033-01-01
6.000000
3482852.00
33575.06
Agency Mortgage-Backed Securities
FNMS 05.500 CL703883
B1V7KEBTPIMZEU4LTD58
2033-05-01
5.500000
15000000.00
619733.98
Agency Mortgage-Backed Securities
FNMS 05.500 CL735912
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.500000
400000.00
8803.08
Agency Mortgage-Backed Securities
FNMS 05.500 CL756190
B1V7KEBTPIMZEU4LTD58
2033-12-01
5.500000
65573120.00
2228611.35
Agency Mortgage-Backed Securities
FNMS 04.500 CL790968
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.500000
179093.00
6620.93
Agency Mortgage-Backed Securities
FNMS 05.500 CL833060
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
3713872.00
211307.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
6900000.00
3168491.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4919
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
1150000.00
543028.14
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0037
B1V7KEBTPIMZEU4LTD58
2055-06-01
4.000000
21905000.00
16235172.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ3585
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
17755968.00
11222545.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5885
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
5200000.00
3066623.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ8768
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1401560.00
1465887.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLBJ9530
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1518058.00
1587381.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0915
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
5868880.00
2488017.23
Agency Mortgage-Backed Securities
FNMS 02.500 CTBK2985
B1V7KEBTPIMZEU4LTD58
2040-08-01
2.500000
3107688.00
3279470.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6827
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1500000.00
1079337.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1920
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
100998.00
69102.47
Agency Mortgage-Backed Securities
FNMS 05.000 CIBM1945
B1V7KEBTPIMZEU4LTD58
2026-06-01
5.000000
627952.00
5892.58
Agency Mortgage-Backed Securities
FNMS 03.500 CTBM1975
B1V7KEBTPIMZEU4LTD58
2037-10-01
3.500000
3925000.00
2567182.91
Agency Mortgage-Backed Securities
GNMI SF BU8315 X
549300M8ZYFG0OCMTT87
2050-05-15
2.500000
3012160.00
3085388.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7667
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
322000.00
197798.79
Agency Mortgage-Backed Securities
GNII SF MA6598 M
549300M8ZYFG0OCMTT87
2050-04-20
2.500000
20000000.00
20447586.52
Agency Mortgage-Backed Securities
GNII JM MA6677 M
549300M8ZYFG0OCMTT87
2035-05-20
2.000000
2564744.00
2569466.82
Agency Mortgage-Backed Securities
GNII SF MA6711 M
549300M8ZYFG0OCMTT87
2050-06-20
3.500000
226853632.00
234889519.41
Agency Mortgage-Backed Securities
GNII SF BE2485 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1159290.00
1019770.31
Agency Mortgage-Backed Securities
GNII SF BE6502 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
2800000.00
1989288.42
Agency Mortgage-Backed Securities
GNPL PN BF8999
549300M8ZYFG0OCMTT87
2054-03-15
4.100000
200000.00
222143.37
Agency Mortgage-Backed Securities
GNMI SF BJ2873 X
549300M8ZYFG0OCMTT87
2048-11-15
5.500000
2035420.00
604393.98
Agency Mortgage-Backed Securities
GNII SF BP0430 C
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
5003408.00
5031136.78
Agency Mortgage-Backed Securities
GNII SF BS8688 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1363952.00
1531655.21
Agency Mortgage-Backed Securities
GNMI SF AK8651 X
549300M8ZYFG0OCMTT87
2045-02-15
3.500000
25790.00
15580.50
Agency Mortgage-Backed Securities
GNII SF AN1586 C
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
1022356.00
445512.60
Agency Mortgage-Backed Securities
GNII SF AN7808 C
549300M8ZYFG0OCMTT87
2045-06-20
4.000000
1315094.00
339473.18
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
17153100.00
24233517.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
216300.00
218485.63
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
1784000000.00
1784000000.00
0.0176
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.180000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0OLQB9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CASH
2020-11-02
0.00
6524828.00
6524828.26
Other Instrument
CASH
MIZUHO FINANCIAL GROUP INC. SR GLBL REGS 26
353800CI5L6DDAN5XZ33
2026-04-12
3.477000
1726000.00
1919430.23
Corporate Debt Securities
LLOYDS TSB GROUP PLC ALT TIER I PERP
549300PPXHEU2JF0AM85
2049-12-29
7.500000
8480621.00
9252230.30
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 21
2021-09-15
3.450000
9582000.00
9808159.15
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 3.05%22
2022-09-01
3.050000
9267000.00
9703370.16
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 3%23
2023-03-15
3.000000
8745000.00
9233145.90
Corporate Debt Securities
DIAGEO INVT CORP SR GLBL NT 22
S4G8DPIPDVCF6CB81Z61
2022-05-11
2.875000
9109000.00
9572707.56
Corporate Debt Securities
NORFOLK SOUTHN CORP SR NT 3%22
54930036C8MWP850MI84
2022-04-01
3.000000
5567000.00
5752529.55
Corporate Debt Securities
NORFOLK SOUTHN CORP SR NT 2.903%23
54930036C8MWP850MI84
2023-02-15
2.903000
9251000.00
9764596.25
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
25038800.00
28900807.24
U.S. Treasuries (including strips)
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0018
96000000.00
96000000.00
0.0009
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.070000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0OLQD5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
18363700.00
19262901.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
31083200.00
31737477.71
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0007
50000000.00
50000000.00
0.0005
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.090000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0OLQE3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
65551700.00
73185887.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
70843700.00
84413338.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
86123500.00
100271367.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
108744700.00
130476128.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
59522800.00
69472489.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-15
0.375000
50592200.00
59826029.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
7195300.00
7658802.04
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
515000000.00
515000000.00
0.0051
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.090000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0OLQF0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CKCA6067
B1V7KEBTPIMZEU4LTD58
2050-04-01
4.000000
2881381.00
2590456.85
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM4668
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
6247546.00
6679613.09
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
9000000.00
9000000.00
0.0001
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.180000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0OLQM5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PROTECTIVE LIFE GLOBAL FUNDING SR GLBL 144A 23
635400EVYITCJYWL2I50
2023-06-09
1.082000
465000.00
473531.74
Corporate Debt Securities
SAN DIEGO GAS & ELEC CO 1ST MTG BD 6% 39
KNIRVXKVNJJ4P8OTMS63
2039-06-01
6.000000
3106000.00
4496690.79
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 46
MR92GTD0MJTTTTQDVG45
2046-11-30
4.250000
6170000.00
6647609.42
Corporate Debt Securities
BBVA BANCO CONTL SR REGS NT 5%22
549300H1JNU0HLNFU552
2022-08-26
5.000000
499000.00
536494.31
Corporate Debt Securities
COMMONSPIRIT HEALTH SR GLBL -2019 24
4SXHN5XW08IBO0UG2V58
2024-10-01
2.760000
901000.00
944187.93
Corporate Debt Securities
COMMONWEALTH EDISON CO 1MTG BD 3.7% 45
D8YOXB8L2ZDC8P7Q0771
2045-03-01
3.700000
2000000.00
2311827.78
Corporate Debt Securities
EATON CORP OHIO SR NT 2.75%22
0NZWDMRCE180888QQE14
2022-11-02
2.750000
518000.00
549223.60
Corporate Debt Securities
EMPOWER FINANCE 2020 LP SR GLBL 144A 27
2027-09-17
1.357000
18535000.00
18414909.16
Corporate Debt Securities
EQUITABLE FINL LIFE GLOBAL FDG SR GLBL 144A 27
635400B4JJBON4TCHF02
2027-08-27
1.400000
12145000.00
12161409.24
Corporate Debt Securities
GEORGIA PAC CORP GTD SR NT 144A20
L2EVHWFHVAQK72TMH265
2020-11-01
5.400000
5512000.00
5659997.20
Corporate Debt Securities
HUTCHISON WHAMPOA INTL 14 LTD SR 144A NT 24
2549004PE8SIGYBLPX59
2024-10-31
3.625000
1200000.00
1331034.00
Corporate Debt Securities
VOYA FINANCIAL INC CR SEN SR NT 43
549300T065Z4KJ686G75
2043-07-15
5.700000
2036000.00
2724402.14
Corporate Debt Securities
ITC HLDGS CORP SR NT 3.25%26
549300HTO5U9D3SLE207
2026-06-30
3.250000
22230000.00
24945468.60
Corporate Debt Securities
MASSMUTUAL GLBL FDG II MTN SR SEC GLBL 30
549300K1IE3K7YU6VG29
2030-10-09
1.550000
2368000.00
2337533.71
Corporate Debt Securities
PRINCIPAL FINANCIAL GROUP INC SR GLBL NT3.1%26
CUMYEZJOAF02RYZ1JJ85
2026-11-15
3.100000
5687000.00
6385581.60
Corporate Debt Securities
CHINA CINDA FIN 2014 LTD SR REGS NT 24
2024-05-14
5.625000
703000.00
811689.07
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT3.4%23
2023-04-16
3.400000
500000.00
528366.11
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43
529900F9XKMFEV9DNO17
2043-10-17
5.375000
224000.00
314639.58
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 49
549300C6OZZ8LTVR8209
2049-08-08
3.680000
1030000.00
1182195.09
Corporate Debt Securities
METLIFE INC PERP JR SB GLBL
C4BXATY60WC6XEOZDX54
2049-12-29
3.850000
3751000.00
3791200.30
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC 144A NT25
549300LM1QSI4MSIL320
2025-01-14
2.500000
664329.00
689188.93
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL NT4.7%47
5493003T8SZSHOGGAW52
2047-06-22
4.700000
1066000.00
1055767.58
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 3.9%22
549300VIWYMSIGT1U456
2022-02-15
3.900000
746668.00
785617.94
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 26
213800ITMMKU4Z7I4F78
2026-05-10
2.875000
451000.00
504554.62
Corporate Debt Securities
SIEMENS FIN NV SR 144A NT2.9%22
TAFO772JB70PDRN5VS48
2022-05-27
2.900000
1000000.00
1051815.00
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT3.5%25
MR92GTD0MJTTTTQDVG45
2025-09-01
3.500000
10520000.00
11580269.89
Corporate Debt Securities
SYNCHRONY FINANCIAL 3.95%27
549300RS7EWPM9MA6C78
2027-12-01
3.950000
80000.00
88633.49
Corporate Debt Securities
TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47
O06XD7BJ4EPXNABVFN69
2047-05-15
4.270000
1500000.00
1791871.25
Corporate Debt Securities
CK HUTCHISON INTL (16) LIMITED SR GLBL REGS 21
254900OULDVPV9SGEO05
2021-10-03
1.875000
415000.00
418239.59
Corporate Debt Securities
CK HUTCHISON INTL 20 LTD SR GLBL REGS 50
254900SSPRZHBMNJF043
2050-05-08
3.375000
90000.00
98687.25
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 46
5299002BJODD4TLAOX51
2046-05-03
4.250000
1000000.00
1253135.83
Corporate Debt Securities
PT INDONESIA ASAHAN ALUMINIUM SR GLBL REGS 30
2549008P48EB9SN2OI80
2030-05-15
5.450000
1850000.00
2147552.46
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL FL NT 23
ZUE8T73ROZOF6FLBAR73
2023-01-30
0.934380
2660000.00
2661117.20
Corporate Debt Securities
CITIBANK N A SR SEC GLBL NT22
E57ODZWZ7FF32TWEFA76
2022-02-19
3.165000
764000.00
775201.83
Corporate Debt Securities
ERP OPER LTD PARTNERSHIP SR NT 4.5%45
DX5HQV5MLU50FEWZ5072
2045-06-01
4.500000
3148000.00
4044062.46
Corporate Debt Securities
ENERGY TRANSFER OPERATING L P SR GLBL NT 30
5493008K8W3OKZE54J59
2030-05-15
3.750000
1002000.00
1006987.45
Corporate Debt Securities
EUROPEAN INVT BK 144A SR GLBL BD 22
5493006YXS1U5GIHE750
2022-09-06
1.375000
23261000.00
23796758.98
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT2.9%25
5493008B6JBRUJ90QL97
2025-02-26
2.900000
523000.00
544634.19
Corporate Debt Securities
HYUNDAI CAP AMER SR GLBL REGS 21
549300RIPPWJB5Z0FK07
2021-07-08
3.750000
126000.00
129852.66
Corporate Debt Securities
HYUNDAI CAP AMER SR REGS NT 22
549300RIPPWJB5Z0FK07
2022-11-01
2.850000
46000.00
48253.58
Corporate Debt Securities
JPMORGAN CHASE FINL CO LLC EQTY COCO 23
549300NJFDJOFYVV6789
2023-05-01
0.250000
500000.00
506871.53
Corporate Debt Securities
MASSMUTUAL GLBL FDG II MTN SR SEC 144A 22
549300K1IE3K7YU6VG29
2022-10-17
2.500000
570000.00
594785.18
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 22
2022-07-11
4.875000
1000.00
1086.07
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 21
R4PP93JZOLY261QX3811
2021-05-17
3.375000
125657.00
129347.70
Corporate Debt Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0018
145000000.00
145000000.00
0.0014
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.090000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0OLQN3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBQ1691
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.000000
1000.00
1052.58
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB3349
2050-09-01
3.000000
326397.00
343729.68
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO5261
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
1000.00
358.41
Agency Mortgage-Backed Securities
FNMS 03.500 CTAQ3405
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
1523.00
358.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS2511
B1V7KEBTPIMZEU4LTD58
2044-05-01
4.500000
3714.00
993.01
Agency Mortgage-Backed Securities
FNMS 04.000 CQAS6501
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
1337857.00
846813.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV7112
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
19212139.00
5747633.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5625
B1V7KEBTPIMZEU4LTD58
2045-09-01
2.160000
5590780.00
1090719.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6147
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
193260.00
121016.03
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC8232
B1V7KEBTPIMZEU4LTD58
2046-10-01
2.372000
5455816.00
1812154.43
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBD7187
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.265000
24176446.00
12136396.54
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3667
B1V7KEBTPIMZEU4LTD58
2048-01-01
2.756000
1000.00
479.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3757
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.011000
10384826.00
5738801.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5036
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1011.00
837.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4108
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
60361000.00
57171497.33
Agency Mortgage-Backed Securities
FNAR XX.XXX LBCA5118
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.946000
2485321.00
1811489.33
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5963
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
1032695.00
1066225.92
Agency Mortgage-Backed Securities
FNMS 04.000 CIAC4633
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.000000
1575981.00
45257.76
Agency Mortgage-Backed Securities
FMAR 840999 G
2049-09-01
3.015000
15443272.00
9398471.73
Agency Mortgage-Backed Securities
03.000 FGPC C91557 G
2032-09-01
3.000000
1460867.00
462097.61
Agency Mortgage-Backed Securities
06.500 FGPC J01831 G
2021-05-01
6.500000
1377342.00
6136.19
Agency Mortgage-Backed Securities
03.500 FGPC C04043 G
2042-06-01
3.500000
30549105.00
8772509.98
Agency Mortgage-Backed Securities
06.000 FGPC C27068 G
2029-04-01
6.000000
7958312.00
123413.71
Agency Mortgage-Backed Securities
07.000 FGPC B32133 G
2038-09-01
7.000000
3734476.00
565468.82
Agency Mortgage-Backed Securities
FEPC 04.000 CIZK9674
2033-08-01
4.000000
205872.00
121038.02
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0463
2042-09-01
3.500000
9640401.00
4479877.96
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN2395
2049-01-01
4.500000
5935188.00
4440468.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4881
2047-03-01
4.000000
901531.00
632361.76
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA5498
2048-06-01
4.000000
1132166.00
715288.23
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6116
2049-01-01
4.500000
176895.00
139385.06
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4718
2047-05-01
4.000000
112000.00
48270.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0231
2050-01-01
3.000000
22800590.00
23135479.64
Agency Mortgage-Backed Securities
04.000 FGPC U90493 G
2042-05-01
4.000000
6428272.00
2450173.45
Agency Mortgage-Backed Securities
04.000 FGPC U95018 G
2042-06-01
4.000000
6765446.00
2080223.77
Agency Mortgage-Backed Securities
04.000 FGPC U99047 G
2042-09-01
4.000000
919933.00
297854.31
Agency Mortgage-Backed Securities
03.500 FGPC Q11067 G
2042-09-01
3.500000
22320900.00
8180706.72
Agency Mortgage-Backed Securities
04.000 FGPC V81321 G
2044-08-01
4.000000
30193779.00
15420548.31
Agency Mortgage-Backed Securities
04.000 FGPC V83190 G
2047-05-01
4.000000
14100000.00
8467410.19
Agency Mortgage-Backed Securities
03.500 FGPC K92558 G
2035-04-01
3.500000
49923.00
20252.26
Agency Mortgage-Backed Securities
04.000 FGPC Q28612 G
2044-09-01
4.000000
1011.00
244.14
Agency Mortgage-Backed Securities
04.500 FGPC Q61712 G
2049-02-01
4.500000
4310997.00
3925981.92
Agency Mortgage-Backed Securities
04.000 FGPC Q63503 G
2049-05-01
4.000000
24248402.00
22626934.70
Agency Mortgage-Backed Securities
04.000 FGPC Q40719 G
2046-05-01
4.000000
12618353.00
7258208.35
Agency Mortgage-Backed Securities
03.500 FGPC Q41933 G
2046-07-01
3.500000
2100042.00
1405020.62
Agency Mortgage-Backed Securities
03.500 FGPC Q43258 G
2046-09-01
3.500000
26130062.00
19058930.64
Agency Mortgage-Backed Securities
04.000 FGPC Q47594 G
2047-04-01
4.000000
7093028.00
5332057.31
Agency Mortgage-Backed Securities
04.000 FGPC Q48952 G
2047-06-01
4.000000
6413128.00
5061384.95
Agency Mortgage-Backed Securities
04.500 FGPC Q48675 G
2047-06-01
4.500000
568188.00
289534.97
Agency Mortgage-Backed Securities
03.500 FGPC G67706 G
2047-12-01
3.500000
11881800.00
8598468.36
Agency Mortgage-Backed Securities
04.500 FGPC Q55635 G
2048-04-01
4.500000
1421934.00
1144146.87
Agency Mortgage-Backed Securities
04.000 FGPC G61811 G
2049-01-01
4.000000
3318328.00
2082822.77
Agency Mortgage-Backed Securities
FNMS 05.000 CT254831
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.000000
1000.00
9.06
Agency Mortgage-Backed Securities
FNMS 04.500 CIAH5621
B1V7KEBTPIMZEU4LTD58
2026-02-01
4.500000
218924.00
21543.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI7048
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.000000
2310942.00
778361.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ9618
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
45412.00
13794.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK4660
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
1001.00
328.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2067
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.500000
2028.00
308.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL2496
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
1462.00
356.54
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4145
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
1457.00
323.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4763
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
154022.00
76761.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9458
B1V7KEBTPIMZEU4LTD58
2039-08-01
2.952000
1006.00
364.06
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8408
B1V7KEBTPIMZEU4LTD58
2046-03-01
2.494000
37272958.00
8342819.66
Agency Mortgage-Backed Securities
FEPC 03.500 3VZT1159
2044-02-01
3.500000
2353000.00
1182759.31
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
42374700.00
43481388.80
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
300000000.00
300000000.00
0.0030
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.090000%
549300QJJX6CVVUXLE15
0001317808
ARP0OLQO1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2020-004 FB
549300M8ZYFG0OCMTT87
2050-01-20
0.791380
89857592.00
70917601.01
Agency Collateralized Mortgage Obligation
GNRA 2020-009 FA
549300M8ZYFG0OCMTT87
2050-01-20
0.801380
110000000.00
107054465.25
Agency Collateralized Mortgage Obligation
GNRM 2016-75 WA
549300M8ZYFG0OCMTT87
2043-11-16
2.250000
35000000.00
12308697.82
Agency Collateralized Mortgage Obligation
GNRM 2016-147 PA
549300M8ZYFG0OCMTT87
2045-06-20
2.500000
30911540.00
20470711.92
Agency Collateralized Mortgage Obligation
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
0.751380
49999000.00
33336830.21
Agency Collateralized Mortgage Obligation
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
0.871380
150000000.00
122753561.21
Agency Collateralized Mortgage Obligation
GNRA 2019-20 FA
549300M8ZYFG0OCMTT87
2049-09-20
0.751380
100000000.00
88133758.35
Agency Collateralized Mortgage Obligation
GNRA 2019-28 EF
549300M8ZYFG0OCMTT87
2049-10-20
0.721380
100000000.00
79153041.94
Agency Collateralized Mortgage Obligation
GNRA 2019-28 YF
549300M8ZYFG0OCMTT87
2049-10-20
0.801380
100000000.00
93360134.16
Agency Collateralized Mortgage Obligation
GNRA 2020-021 F
549300M8ZYFG0OCMTT87
2050-02-20
0.851380
10760000.00
10365412.18
Agency Collateralized Mortgage Obligation
GNRM 2020-104 YN
549300M8ZYFG0OCMTT87
2050-07-20
1.200000
100000000.00
99598773.58
Agency Collateralized Mortgage Obligation
GNII SF MA6865 M
549300M8ZYFG0OCMTT87
2050-09-20
2.500000
20557799.00
21512738.31
Agency Mortgage-Backed Securities
GNII SF MA5929 M
549300M8ZYFG0OCMTT87
2049-04-20
3.000000
40341565.00
23592342.20
Agency Mortgage-Backed Securities
GNII SF MA6819 M
549300M8ZYFG0OCMTT87
2050-08-20
2.500000
37130786.00
38731329.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3443
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
359417587.00
139712227.02
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4119
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
1034.00
1060.68
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
2058781.00
1086922.29
Agency Mortgage-Backed Securities
GNII SF MA6282 M
549300M8ZYFG0OCMTT87
2049-11-20
2.500000
19662336.00
17252907.90
Agency Mortgage-Backed Securities
GNII SF MA6283 M
549300M8ZYFG0OCMTT87
2049-11-20
3.000000
14476280.00
11595618.34
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
7401.00
4067.61
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-07
0.00
100.00
99.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
20389200.00
20348860.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
12536300.00
18054021.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
351100.00
459678.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
461900.00
723360.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
8452300.00
11272019.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
2234100.00
2689304.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
1639100.00
2265089.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
4011600.00
4838402.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
6600800.00
7605618.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
329000.00
448560.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
214900.00
306891.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
1468600.00
1386208.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
5894600.00
6817808.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
400.00
481.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
1.750000
6424600.00
6809031.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.125000
7040100.00
7527008.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
100.00
110.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
896700.00
954463.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-04-30
0.500000
240000.00
239631.94
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
1053000000.00
1053000000.00
0.0104
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.090000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0OLQP8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-23
0.00
133300.00
133244.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-30
0.00
600000.00
599734.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
117981000.00
117825672.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-30
0.125000
4860400.00
4858227.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-25
0.00
923600.00
923212.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-09
0.00
250262700.00
249999924.17
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
367000000.00
367000000.00
0.0036
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.090000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0OLQT0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
118989900.00
143514080.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
201639000.00
244487901.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
200000000.00
230445347.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
10000000.00
10615808.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
100000000.00
117655900.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
99757500.00
111618468.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-31
2.625000
50519500.00
54805192.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
71636100.00
80359956.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
105018300.00
111371238.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
172436000.00
203454189.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
125000000.00
145534272.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
100000000.00
106678797.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
200000000.00
206430206.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
15000000.00
15388939.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
133947000.00
138654841.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
121100000.00
129749646.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
160800000.00
167150285.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
225386000.00
237985131.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
150000000.00
161187426.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
67200000.00
67111527.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
115900000.00
115721879.34
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
2745000000.00
2745000000.00
0.0270
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 0.070000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0OLQX1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-12
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-03
0.00
32973400.00
32973334.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-29
0.00
2781100.00
2779670.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-26
0.00
3200000.00
3199276.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-17
0.00
7497500.00
7492364.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-10
0.00
31886100.00
31885589.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-05
0.00
101600.00
101599.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-25
0.00
4663200.00
4661637.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
5139600.00
5141196.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
0.125000
13769000.00
13765311.33
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0007
100000000.00
100000000.00
0.0010
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.070000%
ZBUT11V806EZRVTWT807
0000782124
ARP0OLQY9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
3.125000
98974400.00
102000077.53
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0007
100000000.00
100000000.00
0.0010
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.090000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0OLR10
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNCL CL BD9333
549300M8ZYFG0OCMTT87
2060-01-15
3.730000
68761.00
77358.24
Agency Mortgage-Backed Securities
GNCL CL BF6158
549300M8ZYFG0OCMTT87
2060-07-15
4.250000
28970953.00
32820051.52
Agency Mortgage-Backed Securities
GNPL PN BG4004
549300M8ZYFG0OCMTT87
2049-12-15
5.200000
4766979.00
5672465.29
Agency Mortgage-Backed Securities
GNCL CL BJ5591
549300M8ZYFG0OCMTT87
2061-02-15
4.330000
16004196.00
18455815.66
Agency Mortgage-Backed Securities
GNCL CL BK3114
549300M8ZYFG0OCMTT87
2045-09-15
5.500000
4286045.00
5076522.66
Agency Mortgage-Backed Securities
GNCL CL BK9166
549300M8ZYFG0OCMTT87
2061-07-15
4.490000
9123769.00
10415721.55
Agency Mortgage-Backed Securities
GNCL CL BK9172
549300M8ZYFG0OCMTT87
2060-06-15
4.435000
1017.00
1180.09
Agency Mortgage-Backed Securities
GNPL PN BM9867
549300M8ZYFG0OCMTT87
2055-08-15
2.750000
614205.00
660575.12
Agency Mortgage-Backed Securities
GNHA AL BU9727 H
549300M8ZYFG0OCMTT87
2070-05-20
2.965000
5813864.00
5942203.86
Agency Mortgage-Backed Securities
GNHA AL BV0416 H
549300M8ZYFG0OCMTT87
2070-09-20
3.342000
13514304.00
15249123.94
Agency Mortgage-Backed Securities
GNCL CL BW6781
549300M8ZYFG0OCMTT87
2062-08-15
2.740000
355815.00
361635.86
Agency Mortgage-Backed Securities
GNCL CL BX7840
549300M8ZYFG0OCMTT87
2062-01-15
3.250000
86351.00
87440.58
Agency Mortgage-Backed Securities
GNHA ML BX9573 H
549300M8ZYFG0OCMTT87
2070-09-20
2.395000
2159304.00
2281491.04
Agency Mortgage-Backed Securities
04.000 FGPC Q38519 G
2046-01-01
4.000000
1577810.00
1123768.30
Agency Mortgage-Backed Securities
05.000 FGPC Q56263 G
2048-05-01
5.000000
7612475.00
4638949.47
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA0455
2049-06-01
3.500000
1596341.00
1503200.79
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA3506
2049-10-01
3.000000
6601680.00
5879352.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA9992
2050-05-01
3.000000
1343644.00
1415009.16
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0419
2050-06-01
2.500000
2601305.00
2679139.72
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0483
2050-06-01
2.500000
616741.00
644980.62
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0666
2050-06-01
2.500000
7513397.00
7842930.85
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0712
2050-06-01
2.500000
35387184.00
35934464.51
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB1449
2050-07-01
2.500000
785063.00
832367.18
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB1825
2050-07-01
2.500000
27271782.00
28069477.65
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB3403
2050-09-01
2.000000
6992120.00
7240273.35
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1021
2049-06-01
3.000000
26483503.00
22368310.42
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3576
2050-09-01
2.000000
9565281.00
9956304.00
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2798
2050-06-01
3.000000
1003.00
1047.17
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3087
2050-07-01
2.500000
18998720.00
19477565.72
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3195
2050-08-01
2.500000
1866299.00
1958965.77
Agency Mortgage-Backed Securities
GNPL PN BB3022
549300M8ZYFG0OCMTT87
2060-05-15
3.500000
39971891.00
44678259.74
Agency Mortgage-Backed Securities
GNCL CL BG1380
549300M8ZYFG0OCMTT87
2060-08-15
4.000000
3386872.00
3845038.64
Agency Mortgage-Backed Securities
GNCL CL AM2549
549300M8ZYFG0OCMTT87
2057-03-15
3.440000
11552444.00
12539382.13
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8089
2050-07-01
2.500000
80418295.00
81683429.94
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8090
2050-09-01
2.000000
9924958.00
10164405.56
Agency Mortgage-Backed Securities
03.500 FGPC U90543 G
2042-11-01
3.500000
2678566.00
1041218.08
Agency Mortgage-Backed Securities
03.500 FGPC U91618 G
2043-06-01
3.500000
1065263.00
587157.74
Agency Mortgage-Backed Securities
04.000 FGPC V82963 G
2047-02-01
4.000000
378876.00
244665.64
Agency Mortgage-Backed Securities
04.000 FGPC Q62197 G
2049-03-01
4.000000
1898000.00
871331.99
Agency Mortgage-Backed Securities
04.000 FGPC Q53973 G
2048-02-01
4.000000
3706510.00
2005554.29
Agency Mortgage-Backed Securities
06.500 FGPC G60527 G
2039-09-01
6.500000
1500000.00
640610.56
Agency Mortgage-Backed Securities
GNII SF MA5652 M
549300M8ZYFG0OCMTT87
2048-12-20
4.500000
163752066.00
60780423.04
Agency Mortgage-Backed Securities
GNCL CL BC3343
549300M8ZYFG0OCMTT87
2060-10-15
3.980000
22468961.00
25413475.90
Agency Mortgage-Backed Securities
GNHF RF AF7371 H
549300M8ZYFG0OCMTT87
2064-05-20
4.664000
50000.00
36427.53
Agency Mortgage-Backed Securities
04.000 FGPC Q42771 G
2046-09-01
4.000000
1764469.00
1465557.66
Agency Mortgage-Backed Securities
06.500 FGPC G60355 G
2039-09-01
6.500000
1000000.00
379082.04
Agency Mortgage-Backed Securities
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0009
476000000.00
476000000.00
0.0047
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.070000%
549300D0YARF5HYP1809
0001053092
ARP0OLR28
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-14
0.00
1100.00
1099.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-23
0.00
1400.00
1399.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
2.750000
54559000.00
61005964.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-31
2.500000
1000.00
1012.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-31
2.500000
1000.00
1012.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
1000.00
1156.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.875000
1000.00
1026.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-15
2.625000
1000.00
1012.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
1000.00
1017.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-31
1.250000
1000.00
1005.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-04-30
1.375000
1000.00
1013.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
1000.00
1010.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
1000.00
1032.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
1000.00
1032.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
1000.00
1034.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
1000.00
1038.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
1000.00
1026.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
1000.00
1048.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.500000
1000.00
1020.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
1100.00
1099.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-19
0.00
1100.00
1099.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-17
0.00
1100.00
1099.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-10
0.00
1100.00
1099.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-21
0.00
1100.00
1099.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-10
0.00
1100.00
1099.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-17
0.00
1100.00
1099.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-05
0.00
1100.00
1099.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
1000.00
1009.27
U.S. Treasuries (including strips)
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0007
59837656.00
59837656.00
0.0006
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.110000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1194Q9
Non-Negotiable Time Deposit
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0011
295000000.00
295000000.00
0.0029
N
Y
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 0.130000%
ATUEL7OJR5057F2PV266
0000882617
ATD1194T3
Non-Negotiable Time Deposit
Y
2020-11-02
2020-11-02
2020-11-02
N
N
N
0.0013
96000000.00
96000000.00
0.0009
N
Y
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 0.110000%
52990002O5KK6XOGJ020
ATD119WN5
Non-Negotiable Time Deposit
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0011
529000000.00
529000000.00
0.0052
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.110000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD119WO3
Non-Negotiable Time Deposit
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0011
724000000.00
724000000.00
0.0071
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.110000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD119WP0
Non-Negotiable Time Deposit
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0011
779000000.00
779000000.00
0.0077
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.110000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD119WR6
Non-Negotiable Time Deposit
Y
2020-11-03
2020-11-03
2020-11-03
N
N
N
0.0011
803000000.00
803000000.00
0.0079
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 0.110000%
PT3QB789TSUIDF371261
0000947263
ATD11AMM5
Non-Negotiable Time Deposit
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0011
482000000.00
482000000.00
0.0047
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.110000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD11AMN3
Non-Negotiable Time Deposit
Y
2020-11-04
2020-11-04
2020-11-04
N
N
N
0.0011
1047000000.00
1047000000.00
0.0103
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.110000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD11BBG8
Non-Negotiable Time Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0011
531000000.00
531000000.00
0.0052
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.110000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD11BBK9
Non-Negotiable Time Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0011
722000000.00
722000000.00
0.0071
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 0.110000%
PT3QB789TSUIDF371261
0000947263
ATD11BBM5
Non-Negotiable Time Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0011
400000000.00
400000000.00
0.0039
N
N
Y
N
NRW BANK (DUSSELDORF BRANCH)
NRW BANK (DUSSELDORF BRANCH) 0.110000%
52990002O5KK6XOGJ020
ATD11BBN3
Non-Negotiable Time Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0011
496000000.00
496000000.00
0.0049
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.110000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD11BBO1
Non-Negotiable Time Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0011
704000000.00
704000000.00
0.0069
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.120000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD11BZY3
Non-Negotiable Time Deposit
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0012
750000000.00
750000000.00
0.0074
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.120000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD11BZZ0
Non-Negotiable Time Deposit
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0012
595000000.00
595000000.00
0.0059
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.110000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD11C110
Non-Negotiable Time Deposit
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0011
289000000.00
289000000.00
0.0028
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 0.110000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD11C144
Non-Negotiable Time Deposit
Y
2020-11-06
2020-11-06
2020-11-06
N
N
N
0.0011
368000000.00
368000000.00
0.0036
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 0.110000%
PT3QB789TSUIDF371261
0000947263
ATD11C151
Non-Negotiable Time Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0011
100000000.00
100000000.00
0.0010
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.120000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD11C169
Non-Negotiable Time Deposit
Y
2020-11-05
2020-11-05
2020-11-05
N
N
N
0.0012
579000000.00
579000000.00
0.0057
N
N
Y
N
The Charles Schwab Family of Funds
2020-11-06
Mark Fischer
Mark Fischer
Chief Financial Officer