0001145549-22-075684.txt : 20221207
0001145549-22-075684.hdr.sgml : 20221207
20221207144640
ACCESSION NUMBER: 0001145549-22-075684
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20221207
DATE AS OF CHANGE: 20221207
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: 221449999
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
2022-11-30
0000857156
549300I77JNLD629OV19
S000004508
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Prime
Y
15
54
43540530875.20
49351341259.90
51102138539.91
52611639891.20
70795967092.79
70350218005.32
73079045963.68
75224184032.70
0.00
0.3262
0.3655
0.3668
0.3705
0.5303
0.5211
0.5245
0.5298
0.0000
4119000000.14
139958069916.14
139958663132.27
229262233.51
1222652006.76
143084273359.16
143081372590.4000
1.0000
0.0411
0.9997
0.9998
0.9999
0.9999
0.0000
C000012383
0.00
83146327665.13
83144620539.2590
0.9997
0.9998
0.9999
0.9999
0.0000
3178867853.11
1617441321.72
2959209373.38
1484237196.52
4653446381.24
2215277885.27
3052313663.15
1307575992.91
0.00
0.00
14765234726.53
7125715424.04
0.0376
Y
Investment Advisor and its affiliates Contractual 337,686
C000038267
1000000.00
59937945694.03
59936752051.1510
0.9997
0.9998
0.9999
0.9999
0.0000
2181993949.22
1527020395.90
2040189820.25
1183110186.65
3780477862.13
1739229457.19
2439282930.62
1097797788.14
0.00
0.00
11312060455.62
6014085945.71
0.0391
Y
Investment Advisor and its affiliates Contractual 242,731
ABAG Finance Auth
TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 3.900000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2031-11-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0390
17550000.00
17550000.00
0.0001
N
N
Y
N
ANTALIS SA
ANTALIS SA 0.000000%
03664BM78
549300G2LM2ZKZ0X4Y50
US03664BM789
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Societe Generale SA
1.0000
N
0.0392
57955847.50
57955847.50
0.0004
N
N
Y
N
ANTALIS SA
ANTALIS SA 0.000000%
03664BQ33
549300G2LM2ZKZ0X4Y50
US03664BQ335
Asset Backed Commercial Paper
Y
2023-03-03
2023-03-03
2023-03-03
N
Y
Societe Generale SA
1.0000
N
0.0475
78010645.29
78010645.29
0.0005
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UPF3
549300BUNY5BIX4CVW20
US04821UPF39
Asset Backed Commercial Paper
Y
2023-02-15
2023-02-15
2023-02-15
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0452
29538511.47
29538511.47
0.0002
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.160000%
05253MRS5
JHE42UYNWWTJB8YTTU19
US05253MRS51
Financial Company Commercial Paper
Y
2022-12-01
2023-03-16
2023-03-16
N
N
N
0.0426
199937188.00
199937188.00
0.0014
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.160000%
05253MRV8
JHE42UYNWWTJB8YTTU19
US05253MRV80
Financial Company Commercial Paper
Y
2022-12-01
2023-03-17
2023-03-17
N
N
N
0.0427
199934182.00
199934182.00
0.0014
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.440000%
05253MSU9
JHE42UYNWWTJB8YTTU19
US05253MSU98
Financial Company Commercial Paper
Y
2022-12-01
2023-05-08
2023-05-08
N
N
N
0.0437
290091648.70
290091648.70
0.0020
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 4.160000%
05586F6G7
R0MUWSFPU8MPRO8K5P83
US05586F6G74
Certificate of Deposit
Y
2022-12-01
2023-03-16
2023-03-16
N
N
N
0.0422
299950890.00
299950890.00
0.0021
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 4.340000%
05586FAD9
R0MUWSFPU8MPRO8K5P83
US05586FAD96
Certificate of Deposit
Y
2022-12-01
2023-04-11
2023-04-11
N
N
N
0.0427
260063440.00
260063440.00
0.0018
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 4.480000%
05586FDR5
R0MUWSFPU8MPRO8K5P83
US05586FDR55
Certificate of Deposit
Y
2022-12-01
2023-06-01
2023-06-01
N
N
N
0.0433
515383453.55
515383453.55
0.0036
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 4.390000%
06050TNE8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-12-01
2023-10-06
2023-10-06
N
N
N
0.0455
234995953.30
234995953.30
0.0016
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.270000%
06054CAX3
549300HN4UKV1E2R3U73
0001675365
Financial Company Commercial Paper
Y
2022-12-01
2023-02-10
2023-02-10
N
N
N
0.0421
290033796.60
290033796.60
0.0020
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.270000%
06054CAZ8
549300HN4UKV1E2R3U73
0001675365
Financial Company Commercial Paper
Y
2022-12-01
2023-02-23
2023-02-23
N
N
N
0.0423
196017030.44
196017030.44
0.0014
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 4.210000%
06054R3U4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-12-01
2022-12-05
2022-12-05
N
N
N
0.0405
246003392.34
246003392.34
0.0017
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 4.310000%
06054R4A7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-12-01
2023-01-05
2023-01-05
N
N
N
0.0425
178011842.34
178011842.34
0.0012
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 4.320000%
06054R4B5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-12-01
2023-03-15
2023-03-15
N
N
N
0.0435
199989636.00
199989636.00
0.0014
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.250000%
06054R4F6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2023-05-15
2023-05-15
2023-05-15
N
N
N
0.0538
399739712.00
399739712.00
0.0028
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.250000%
06054R4G4
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2023-05-16
2023-05-16
2023-05-16
N
N
N
0.0538
394741409.30
394741409.30
0.0028
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.350000%
06054R4T6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2023-06-09
2023-06-09
2023-06-09
N
N
N
0.0545
174895792.75
174895792.75
0.0012
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 4.280000%
06417LSS7
L3I9ZG2KFGXZ61BMYR72
US06417LSS78
0001041839
Financial Company Commercial Paper
Y
2022-12-01
2023-03-17
2023-03-17
N
N
N
0.0423
197030184.34
197030184.34
0.0014
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 4.530000%
06417LTK3
L3I9ZG2KFGXZ61BMYR72
US06417LTK34
0001041839
Financial Company Commercial Paper
Y
2022-12-01
2023-07-19
2023-07-19
N
N
N
0.0444
200104744.00
200104744.00
0.0014
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 4.460000%
06417LUC9
L3I9ZG2KFGXZ61BMYR72
US06417LUC98
0001041839
Financial Company Commercial Paper
Y
2022-12-01
2023-06-14
2023-06-14
N
N
N
0.0439
100039405.00
100039405.00
0.0007
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.370000%
06417MC52
L3I9ZG2KFGXZ61BMYR72
US06417MC522
Certificate of Deposit
Y
2022-12-01
2023-03-10
2023-03-10
N
N
N
0.0420
400183048.00
400183048.00
0.0028
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.310000%
06417MD77
L3I9ZG2KFGXZ61BMYR72
US06417MD777
Certificate of Deposit
Y
2022-12-01
2023-03-16
2023-03-16
N
N
N
0.0422
129032382.87
129032382.87
0.0009
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.310000%
06417ME76
L3I9ZG2KFGXZ61BMYR72
US06417ME767
Certificate of Deposit
Y
2022-12-01
2023-05-25
2023-05-25
N
N
N
0.0437
153956803.00
153956803.00
0.0011
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.280000%
06417MF26
L3I9ZG2KFGXZ61BMYR72
US06417MF269
Certificate of Deposit
Y
2022-12-01
2023-06-06
2023-06-06
N
N
N
0.0438
112942429.89
112942429.89
0.0008
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.260000%
06417MF67
L3I9ZG2KFGXZ61BMYR72
US06417MF673
Certificate of Deposit
Y
2022-12-01
2023-06-20
2023-06-20
N
N
N
0.0439
166875449.73
166875449.73
0.0012
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.360000%
06417MWV3
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-12-01
2022-12-23
2022-12-23
N
N
N
0.0394
199049357.97
199049357.97
0.0014
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.210000%
06417MXF7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-12-01
2023-01-09
2023-01-09
N
N
N
0.0403
110519285.57
110519285.57
0.0008
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.210000%
06417MXJ9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-12-01
2023-01-09
2023-01-09
N
N
N
0.0403
249043457.97
249043457.97
0.0017
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.270000%
06417MYC3
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-12-01
2023-02-13
2023-02-13
N
N
N
0.0417
114022752.12
114022752.12
0.0008
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.320000%
06417MZF5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-12-01
2023-03-16
2023-03-16
N
N
N
0.0422
95025911.25
95025911.25
0.0007
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.310000%
06417MZH1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-12-01
2023-03-13
2023-03-13
N
N
N
0.0421
297080882.01
297080882.01
0.0021
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.320000%
06417MZL2
L3I9ZG2KFGXZ61BMYR72
US06417MZL26
Certificate of Deposit
Y
2022-12-01
2023-03-24
2023-03-24
N
N
N
0.0425
277055136.85
277055136.85
0.0019
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.800000%
06742T2H8
G5GSEF7VJP5I7OUK5573
US06742T2H84
Certificate of Deposit
Y
2023-02-10
2023-02-10
2023-02-10
N
N
N
0.0448
498299407.56
498299407.56
0.0035
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.700000%
06742T2U9
G5GSEF7VJP5I7OUK5573
US06742T2U95
Certificate of Deposit
Y
2023-03-13
2023-03-13
2023-03-13
N
N
N
0.0468
245010221.40
245010221.40
0.0017
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.240000%
06742TQ82
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0387
67000682.73
67000682.73
0.0005
N
Y
Y
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 3.450000%
06742TV37
G5GSEF7VJP5I7OUK5573
US06742TV379
Certificate of Deposit
Y
2023-02-02
2023-02-02
2023-02-02
N
N
N
0.0442
157716620.68
157716620.68
0.0011
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.370000%
06742TW51
G5GSEF7VJP5I7OUK5573
US06742TW518
Certificate of Deposit
Y
2022-12-01
2023-02-10
2023-02-10
N
N
N
0.0421
81027127.71
81027127.71
0.0006
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.370000%
06742TW93
G5GSEF7VJP5I7OUK5573
US06742TW930
Certificate of Deposit
Y
2022-12-01
2023-02-13
2023-02-13
N
N
N
0.0422
113038257.28
113038257.28
0.0008
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.190000%
06742TY67
G5GSEF7VJP5I7OUK5573
US06742TY670
Certificate of Deposit
Y
2022-12-01
2023-03-08
2023-03-08
N
N
N
0.0428
151968757.92
151968757.92
0.0011
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.150000%
06742TZ41
G5GSEF7VJP5I7OUK5573
US06742TZ412
Certificate of Deposit
Y
2022-12-01
2023-03-22
2023-03-22
N
N
N
0.0434
267854717.20
267854717.20
0.0019
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RM21
213800UUGANOMFJ9X769
US06744RM212
Financial Company Commercial Paper
Y
2022-12-02
2022-12-02
2022-12-02
N
N
N
0.0377
348926982.22
348926982.22
0.0024
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RM54
213800UUGANOMFJ9X769
US06744RM543
Financial Company Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0381
68963477.61
68963477.61
0.0005
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RM62
213800UUGANOMFJ9X769
US06744RM626
Financial Company Commercial Paper
Y
2022-12-06
2022-12-06
2022-12-06
N
N
N
0.0383
323793343.08
323793343.08
0.0023
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RM70
213800UUGANOMFJ9X769
US06744RM709
Financial Company Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0384
493630952.36
493630952.36
0.0034
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274MM51
VDYMYTQGZZ6DU0912C88
US07274MM517
Financial Company Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0380
662650081.86
662650081.86
0.0046
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274MM77
VDYMYTQGZZ6DU0912C88
US07274MM772
Financial Company Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
735453026.88
735453026.88
0.0051
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.830000%
0727MCZC4
VDYMYTQGZZ6DU0912C88
US0727MCZC41
Certificate of Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0382
30000030.00
30000030.00
0.0002
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BQF2
5493000JWH1Z48FX0180
US07644BQF21
Asset Backed Commercial Paper
Y
2023-03-15
2023-03-15
2023-03-15
N
Y
Royal Bank of Canada
1.0000
N
0.0476
39444666.80
39444666.80
0.0003
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 4.260000%
07644CHZ6
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-12-01
2023-02-02
2023-02-02
N
Y
Royal Bank of Canada
1.0000
N
0.0422
89009819.37
89009819.37
0.0006
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 4.290000%
07644DLT3
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-12-01
2023-02-15
2023-02-15
N
Y
Royal Bank of Canada
1.0000
N
0.0419
250053435.00
250053435.00
0.0017
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 4.350000%
07644DLV8
5493000JWH1Z48FX0180
US07644DLV81
Asset Backed Commercial Paper
Y
2022-12-01
2023-03-24
2023-03-24
N
Y
Royal Bank of Canada
1.0000
N
0.0429
191035589.03
191035589.03
0.0013
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 4.260000%
07645RDA1
5493000JWH1Z48FX0180
Asset Backed Commercial Paper
Y
2022-12-01
2023-02-01
2023-02-01
N
Y
Royal Bank of Canada
1.0000
N
0.0415
128024012.80
128024012.80
0.0009
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 4.210000%
07645RDF0
5493000JWH1Z48FX0180
US07645RDF01
Asset Backed Commercial Paper
Y
2022-12-01
2023-03-08
2023-03-08
N
Y
Royal Bank of Canada
1.0000
N
0.0419
111004534.35
111004534.35
0.0008
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 4.190000%
07646KGL8
5493000JWH1Z48FX0180
US07646KGL89
Asset Backed Commercial Paper
Y
2022-12-01
2023-04-17
2023-04-17
N
Y
Royal Bank of Canada
1.0000
N
0.0432
49975936.00
49975936.00
0.0003
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MM76
549300PGDCWK6DU9QM65
US08224MM768
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Societe Generale SA
1.0000
N
0.0384
178005164.27
178005164.27
0.0012
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MNP5
549300PGDCWK6DU9QM65
US08224MNP58
Asset Backed Commercial Paper
Y
2023-01-23
2023-01-23
2023-01-23
N
Y
Societe Generale SA
1.0000
N
0.0436
55633676.00
55633676.00
0.0004
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 4.140000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0414
2570000.00
2570000.00
0.0000
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 4.370000%
09660YJE8
R0MUWSFPU8MPRO8K5P83
US09660YJE86
0000872786
Financial Company Commercial Paper
Y
2022-12-01
2023-02-02
2023-02-02
N
N
N
0.0415
500197545.00
500197545.00
0.0035
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3M17
8O46YQAGJ63WE5QHIG35
US1247P3M176
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
Citibank NA
1.0000
N
0.0382
21197751.53
21197751.53
0.0001
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3M74
8O46YQAGJ63WE5QHIG35
US1247P3M747
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Citibank NA
1.0000
N
0.0384
99925431.00
99925431.00
0.0007
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3QA3
8O46YQAGJ63WE5QHIG35
US1247P3QA30
Asset Backed Commercial Paper
Y
2023-03-10
2023-03-10
2023-03-10
N
Y
Citibank NA
1.0000
N
0.0476
49339583.50
49339583.50
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3QL9
8O46YQAGJ63WE5QHIG35
US1247P3QL94
Asset Backed Commercial Paper
Y
2023-03-20
2023-03-20
2023-03-20
N
Y
Citibank NA
1.0000
N
0.0486
49258264.00
49258264.00
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3RT1
8O46YQAGJ63WE5QHIG35
US1247P3RT12
Asset Backed Commercial Paper
Y
2023-04-27
2023-04-27
2023-04-27
N
Y
Citibank NA
1.0000
N
0.0502
24484055.50
24484055.50
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UM16
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
Citibank NA
1.0000
N
0.0382
49494750.03
49494750.03
0.0003
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UM73
549300HKCCNTZDBBEN75
US12619UM733
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Citibank NA
1.0000
N
0.0384
149888146.50
149888146.50
0.0010
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UMC2
549300HKCCNTZDBBEN75
US12619UMC26
Asset Backed Commercial Paper
Y
2022-12-12
2022-12-12
2022-12-12
N
Y
Citibank NA
1.0000
N
0.0389
50908885.43
50908885.43
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UPE5
549300HKCCNTZDBBEN75
US12619UPE54
Asset Backed Commercial Paper
Y
2023-02-14
2023-02-14
2023-02-14
N
Y
Citibank NA
1.0000
N
0.0454
74281167.00
74281167.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UQH7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2023-03-17
2023-03-17
2023-03-17
N
Y
Citibank NA
1.0000
N
0.0483
73923981.00
73923981.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UQL8
549300HKCCNTZDBBEN75
US12619UQL88
Asset Backed Commercial Paper
Y
2023-03-20
2023-03-20
2023-03-20
N
Y
Citibank NA
1.0000
N
0.0485
59110466.40
59110466.40
0.0004
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619URL7
549300HKCCNTZDBBEN75
US12619URL79
Asset Backed Commercial Paper
Y
2023-04-20
2023-04-20
2023-04-20
N
Y
Citibank NA
1.0000
N
0.0502
49017112.50
49017112.50
0.0003
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.920000%
13606KJM9
549300H8L46OOZOFHU82
US13606KJM99
0000800030
Certificate of Deposit
Y
2022-12-20
2022-12-20
2022-12-20
N
N
N
0.0389
287836125.12
287836125.12
0.0020
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.470000%
13606KLL8
549300H8L46OOZOFHU82
US13606KLL88
0000800030
Certificate of Deposit
Y
2022-12-01
2023-05-02
2023-05-02
N
N
N
0.0427
644530153.68
644530153.68
0.0045
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 3.880000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0388
48000000.00
48000000.00
0.0003
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 4.380000%
15963RDD2
549300EEWRNP448AMT79
US15963RDD26
Asset Backed Commercial Paper
Y
2022-12-01
2023-05-30
2023-05-30
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0441
99989008.00
99989008.00
0.0007
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UM29
549300EEWRNP448AMT79
US15963UM294
Asset Backed Commercial Paper
Y
2022-12-02
2022-12-02
2022-12-02
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0382
199957544.00
199957544.00
0.0014
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UPU4
549300EEWRNP448AMT79
US15963UPU42
Asset Backed Commercial Paper
Y
2023-02-28
2023-02-28
2023-02-28
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0459
113681812.50
113681812.50
0.0008
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UQ82
549300EEWRNP448AMT79
US15963UQ824
15963UQ82
Asset Backed Commercial Paper
Y
2023-03-08
2023-03-08
2023-03-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0465
98735256.00
98735256.00
0.0007
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963US98
549300EEWRNP448AMT79
15963US98
Asset Backed Commercial Paper
Y
2023-05-09
2023-05-09
2023-05-09
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0505
298151734.35
298151734.35
0.0021
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963USF4
549300EEWRNP448AMT79
US15963USF48
Asset Backed Commercial Paper
Y
2023-05-15
2023-05-15
2023-05-15
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0507
97663089.00
97663089.00
0.0007
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WM12
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
Citibank NA
1.0000
N
0.0382
23997454.56
23997454.56
0.0002
N
Y
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WP35
5493000FNFK79LCM6M65
US16115WP356
Asset Backed Commercial Paper
Y
2023-02-03
2023-02-03
2023-02-03
N
Y
Citibank NA
1.0000
N
0.0441
24801073.00
24801073.00
0.0002
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WQ18
5493000FNFK79LCM6M65
US16115WQ180
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
Citibank NA
1.0000
N
0.0467
121547397.06
121547397.06
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WQA8
5493000FNFK79LCM6M65
US16115WQA89
Asset Backed Commercial Paper
Y
2023-03-10
2023-03-10
2023-03-10
N
Y
Citibank NA
1.0000
N
0.0474
49342361.00
49342361.00
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WQG5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2023-03-16
2023-03-16
2023-03-16
N
Y
Citibank NA
1.0000
N
0.0478
69015407.30
69015407.30
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WRL3
5493000FNFK79LCM6M65
US16115WRL36
Asset Backed Commercial Paper
Y
2023-04-20
2023-04-20
2023-04-20
N
Y
Citibank NA
1.0000
N
0.0499
19608803.40
19608803.40
0.0001
N
N
N
N
CITIBANK NA
CITIBANK NA 3.020000%
17305T3H3
E57ODZWZ7FF32TWEFA76
US17305T3H37
0000036684
Certificate of Deposit
Y
2023-01-03
2023-01-03
2023-01-03
N
N
N
0.0419
394546749.35
394546749.35
0.0028
N
N
N
N
CITIBANK NA
CITIBANK NA 3.550000%
17305T4X7
E57ODZWZ7FF32TWEFA76
US17305T4X77
0000036684
Certificate of Deposit
Y
2023-02-01
2023-02-01
2023-02-01
N
N
N
0.0460
299422386.00
299422386.00
0.0021
N
N
N
N
CITIBANK NA
CITIBANK NA 3.600000%
17305T5J7
E57ODZWZ7FF32TWEFA76
US17305T5J74
0000036684
Certificate of Deposit
Y
2023-02-07
2023-02-07
2023-02-07
N
N
N
0.0465
558817397.60
558817397.60
0.0039
N
N
N
N
CITIBANK NA
CITIBANK NA 4.400000%
17305T7C0
E57ODZWZ7FF32TWEFA76
US17305T7C04
0000036684
Certificate of Deposit
Y
2022-12-01
2023-09-25
2023-09-25
N
N
N
0.0452
479584958.40
479584958.40
0.0034
N
N
N
N
CITIBANK NA
CITIBANK NA 4.300000%
17305T7K2
E57ODZWZ7FF32TWEFA76
US17305T7K20
0000036684
Certificate of Deposit
Y
2022-12-01
2023-06-21
2023-06-21
N
N
N
0.0454
141815735.12
141815735.12
0.0010
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 4.200000%
1730QPAL1
MBNUM2BPBDO7JBLYG310
US1730QPAL19
0000315030
Financial Company Commercial Paper
Y
2022-12-01
2023-03-20
2023-03-20
N
N
N
0.0431
399873920.00
399873920.00
0.0028
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 4.300000%
1730QPAQ0
MBNUM2BPBDO7JBLYG310
US1730QPAQ06
0000315030
Financial Company Commercial Paper
Y
2022-12-01
2023-04-11
2023-04-11
N
N
N
0.0435
384948406.15
384948406.15
0.0027
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 4.550000%
1730QPAT4
MBNUM2BPBDO7JBLYG310
US1730QPAT45
0000315030
Financial Company Commercial Paper
Y
2022-12-01
2023-05-01
2023-05-01
N
N
N
0.0438
295219064.05
295219064.05
0.0021
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BS97
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2023-05-09
2023-05-09
2023-05-09
N
N
N
0.0517
478751775.60
478751775.60
0.0033
N
N
N
N
CITIBANK NA
CITIBANK NA 3.940000%
17330QAX5
E57ODZWZ7FF32TWEFA76
US17330QAX51
0000036684
Certificate of Deposit
Y
2022-12-22
2022-12-22
2022-12-22
N
N
N
0.0403
384972695.80
384972695.80
0.0027
N
N
N
N
CITIBANK NA
CITIBANK NA 4.530000%
17330QBP1
E57ODZWZ7FF32TWEFA76
US17330QBP19
0000036684
Certificate of Deposit
Y
2022-12-01
2023-05-04
2023-05-04
N
N
N
0.0440
395243217.30
395243217.30
0.0028
N
N
N
N
CITIBANK NA
CITIBANK NA 4.580000%
17330QBS5
E57ODZWZ7FF32TWEFA76
US17330QBS57
0000036684
Certificate of Deposit
Y
2022-12-01
2023-05-24
2023-05-24
N
N
N
0.0450
280126957.60
280126957.60
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.250000%
19424G5J7
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-12
2022-12-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0390
77008888.11
77008888.11
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.260000%
19424G5M0
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-06
2022-12-06
N
Y
JP Morgan Securities LLC
1.0000
N
0.0387
194012410.18
194012410.18
0.0014
N
N
Y
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.250000%
19424G5P3
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-14
2022-12-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0391
215028188.65
215028188.65
0.0015
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.350000%
19424G5U2
549300ZLXI3T111CH173
US19424G5U24
Asset Backed Commercial Paper
Y
2022-12-01
2023-01-17
2023-01-17
N
Y
JP Morgan Securities LLC
1.0000
N
0.0403
85035411.85
85035411.85
0.0006
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.390000%
19424G5X6
549300ZLXI3T111CH173
US19424G5X62
Asset Backed Commercial Paper
Y
2022-12-01
2023-02-06
2023-02-06
N
Y
JP Morgan Securities LLC
1.0000
N
0.0414
150069858.00
150069858.00
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.210000%
19424G6E7
549300ZLXI3T111CH173
US19424G6E72
Asset Backed Commercial Paper
Y
2022-12-01
2023-03-01
2023-03-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0418
163013439.35
163013439.35
0.0011
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.200000%
19424G6K3
549300ZLXI3T111CH173
US19424G6K33
Asset Backed Commercial Paper
Y
2022-12-01
2023-04-03
2023-04-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0439
109928930.10
109928930.10
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.260000%
19424G6R8
549300ZLXI3T111CH173
US19424G6R85
Asset Backed Commercial Paper
Y
2022-12-01
2023-04-05
2023-04-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0439
71967917.52
71967917.52
0.0005
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JQ90
549300ZLXI3T111CH173
US19424JQ909
Asset Backed Commercial Paper
Y
2023-03-09
2023-03-09
2023-03-09
N
Y
JP Morgan Securities LLC
1.0000
N
0.0480
190454523.00
190454523.00
0.0013
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 5.240000%
20271EB73
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2023-06-02
2023-06-02
2023-06-02
N
N
N
0.0524
100000000.00
100000000.00
0.0007
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.460000%
21684LFH0
DG3RU1DBUFHT4ZF9WN62
US21684LFH06
0001098062
Certificate of Deposit
Y
2022-12-01
2023-08-22
2023-08-22
N
N
N
0.0447
249986677.50
249986677.50
0.0017
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.000000%
21684LFM9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2022-12-01
2023-07-03
2023-07-03
N
N
N
0.0439
149971887.00
149971887.00
0.0010
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.200000%
21684XZS8
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2023-06-06
2023-06-06
2023-06-06
N
N
N
0.0518
100011110.00
100011110.00
0.0007
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.720000%
22536A5C4
254900BN8XS34XZDJ223
US22536A5C41
0001330437
Certificate of Deposit
Y
2023-03-13
2023-03-13
2023-03-13
N
N
N
0.0470
250015365.00
250015365.00
0.0017
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.100000%
22536AC44
254900BN8XS34XZDJ223
US22536AC441
0001330437
Certificate of Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0383
42193790.69
42193790.69
0.0003
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.680000%
22536AM50
254900BN8XS34XZDJ223
US22536AM507
0001330437
Certificate of Deposit
Y
2022-12-21
2022-12-21
2022-12-21
N
N
N
0.0389
203972239.68
203972239.68
0.0014
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.520000%
22536AU69
254900BN8XS34XZDJ223
US22536AU690
0001330437
Certificate of Deposit
Y
2023-01-31
2023-01-31
2023-01-31
N
N
N
0.0442
82010248.36
82010248.36
0.0006
N
N
N
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 4.110000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0411
1500000.00
1500000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 4.110000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0411
2410000.00
2410000.00
0.0000
N
N
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3M16
US2960E3M164
Financial Company Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0384
290968967.76
290968967.76
0.0020
N
Y
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3M57
US2960E3M578
Financial Company Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0386
653649743.76
653649743.76
0.0046
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GSA2
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2023-05-10
2023-05-10
2023-05-10
N
N
N
0.0499
141766069.35
141766069.35
0.0010
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 4.260000%
31428HBX8
549300B2Q47IR0CR5B54
US31428HBX89
Financial Company Commercial Paper
Y
2022-12-01
2023-02-23
2023-02-23
N
N
N
0.0415
250065422.50
250065422.50
0.0017
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MP16
549300Z2ZR7VTUMRPR17
US38346MP162
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
MUFG BANK LTD
1.0000
N
0.0448
72427807.75
72427807.75
0.0005
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MP73
549300Z2ZR7VTUMRPR17
US38346MP733
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
MUFG BANK LTD
1.0000
N
0.0455
178917015.21
178917015.21
0.0013
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MQ72
549300Z2ZR7VTUMRPR17
US38346MQ723
Asset Backed Commercial Paper
Y
2023-03-07
2023-03-07
2023-03-07
N
Y
MUFG BANK LTD
1.0000
N
0.0483
146074302.44
146074302.44
0.0010
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 3.860000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0386
49000000.00
49000000.00
0.0003
N
N
Y
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 3.850000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0385
23800000.00
23800000.00
0.0002
N
N
Y
N
ILLINOIS HSG DEV AUTH 2016
M/F RB SERIES 2022C 3.880000%
45202BLE4
54930053Z6M9JVHBQZ16
US45202BLE47
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2052-01-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0388
11760000.00
11760000.00
0.0001
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.360000%
46650WBE4
ZBUT11V806EZRVTWT807
US46650WBE49
0000782124
Financial Company Commercial Paper
Y
2022-12-01
2023-05-30
2023-05-30
N
N
N
0.0436
200005726.00
200005726.00
0.0014
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 3.850000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0385
990000.00
990000.00
0.0000
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.830000%
51500V5M7
ZUHK7JXNDU6FLQ1O6482
US51500V5M78
Certificate of Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0381
97000204.67
97000204.67
0.0007
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.830000%
51501J6E0
B81CK4ESI35472RHJ606
US51501J6E05
Certificate of Deposit
Y
2022-12-06
2022-12-06
2022-12-06
N
N
N
0.0386
628997339.33
628997339.33
0.0044
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.830000%
51501J6F7
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0379
800005600.00
800005600.00
0.0056
N
N
Y
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 4.490000%
52473GBY8
549300R17K287CL1GQ68
US52473GBY89
Asset Backed Commercial Paper
Y
2022-12-01
2023-02-16
2023-02-16
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0430
194045481.36
194045481.36
0.0014
N
N
N
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 4.750000%
52473GCB7
549300R17K287CL1GQ68
US52473GCB77
Asset Backed Commercial Paper
Y
2023-03-06
2023-03-06
2023-03-06
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0461
100036493.00
100036493.00
0.0007
N
N
N
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 4.230000%
52473GCE1
549300R17K287CL1GQ68
Asset Backed Commercial Paper
Y
2022-12-01
2023-03-01
2023-03-01
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0422
96004004.16
96004004.16
0.0007
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UP12
549300F33VRHM10B9391
US53127UP128
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
Bank of Nova Scotia
1.0000
N
0.0443
144867879.50
144867879.50
0.0010
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UP79
549300F33VRHM10B9391
US53127UP797
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
Bank of Nova Scotia
1.0000
N
0.0448
47587563.84
47587563.84
0.0003
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UPD6
549300F33VRHM10B9391
US53127UPD62
Asset Backed Commercial Paper
Y
2023-02-13
2023-02-13
2023-02-13
N
Y
Bank of Nova Scotia
1.0000
N
0.0454
39622083.20
39622083.20
0.0003
N
N
N
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127UPM6
549300F33VRHM10B9391
US53127UPM61
Asset Backed Commercial Paper
Y
2023-02-21
2023-02-21
2023-02-21
N
Y
Bank of Nova Scotia
1.0000
N
0.0460
45511720.12
45511720.12
0.0003
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943SM53
H7FNTJ4851HG0EXQ1Z70
US53943SM533
0001167831
Financial Company Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0382
499734790.00
499734790.00
0.0035
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RM13
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0382
49994700.00
49994700.00
0.0003
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RM54
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0382
38979297.63
38979297.63
0.0003
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RNW4
969500DWS97CYSHCPT49
US53944RNW42
Asset Backed Commercial Paper
Y
2023-01-30
2023-01-30
2023-01-30
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0440
99253936.00
99253936.00
0.0007
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RNX2
969500DWS97CYSHCPT49
US53944RNX25
Asset Backed Commercial Paper
Y
2023-01-31
2023-01-31
2023-01-31
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0441
49620164.00
49620164.00
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RPE2
969500DWS97CYSHCPT49
US53944RPE26
Asset Backed Commercial Paper
Y
2023-02-14
2023-02-14
2023-02-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0452
49522572.00
49522572.00
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RPG7
969500DWS97CYSHCPT49
US53944RPG73
Asset Backed Commercial Paper
Y
2023-02-16
2023-02-16
2023-02-16
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0454
39606620.00
39606620.00
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQ19
969500DWS97CYSHCPT49
US53944RQ195
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0465
49906542.18
49906542.18
0.0003
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 4.250000%
53946BFT3
H7FNTJ4851HG0EXQ1Z70
US53946BFT35
0001167831
Financial Company Commercial Paper
Y
2022-12-01
2023-01-24
2023-01-24
N
N
N
0.0413
244041863.08
244041863.08
0.0017
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 4.280000%
53946BGC9
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2022-12-01
2023-01-25
2023-01-25
N
N
N
0.0414
300063756.00
300063756.00
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.350000%
55380T4S6
C3GTMMZIHMY46P4OIX74
US55380T4S62
0000852743
Certificate of Deposit
Y
2022-12-01
2023-01-11
2023-01-11
N
N
N
0.0405
485161970.60
485161970.60
0.0034
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
55380T4Z0
C3GTMMZIHMY46P4OIX74
US55380T4Z06
0000852743
Certificate of Deposit
Y
2022-12-01
2023-01-17
2023-01-17
N
N
N
0.0410
201066772.20
201066772.20
0.0014
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.250000%
55380UAD9
C3GTMMZIHMY46P4OIX74
US55380UAD90
0000852743
Certificate of Deposit
Y
2022-12-01
2023-02-27
2023-02-27
N
N
N
0.0421
300034878.00
300034878.00
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.240000%
55380UAF4
C3GTMMZIHMY46P4OIX74
US55380UAF49
0000852743
Certificate of Deposit
Y
2022-12-01
2023-02-28
2023-02-28
N
N
N
0.0421
171016082.55
171016082.55
0.0012
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.230000%
55380UAS6
C3GTMMZIHMY46P4OIX74
US55380UAS69
0000852743
Certificate of Deposit
Y
2022-12-01
2023-03-01
2023-03-01
N
N
N
0.0421
172011825.00
172011825.00
0.0012
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.160000%
55380UAY3
C3GTMMZIHMY46P4OIX74
US55380UAY38
0000852743
Certificate of Deposit
Y
2022-12-01
2023-02-13
2023-02-13
N
N
N
0.0421
159985028.80
159985028.80
0.0011
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.320000%
55380UBX4
C3GTMMZIHMY46P4OIX74
US55380UBX46
0000852743
Certificate of Deposit
Y
2022-12-01
2023-04-11
2023-04-11
N
N
N
0.0432
300002610.00
300002610.00
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.300000%
55380UBZ9
C3GTMMZIHMY46P4OIX74
US55380UBZ93
0000852743
Certificate of Deposit
Y
2022-12-01
2023-01-06
2023-01-06
N
N
N
0.0402
249069388.83
249069388.83
0.0017
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
55380UCG0
C3GTMMZIHMY46P4OIX74
US55380UCG04
0000852743
Certificate of Deposit
Y
2022-12-01
2023-02-09
2023-02-09
N
N
N
0.0421
385122980.55
385122980.55
0.0027
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
55380UCV7
C3GTMMZIHMY46P4OIX74
US55380UCV70
0000852743
Certificate of Deposit
Y
2022-12-01
2023-05-08
2023-05-08
N
N
N
0.0439
302138599.88
302138599.88
0.0021
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.160000%
55380UD53
C3GTMMZIHMY46P4OIX74
US55380UD531
0000852743
Certificate of Deposit
Y
2023-05-15
2023-05-15
2023-05-15
N
N
N
0.0504
205096473.00
205096473.00
0.0014
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.410000%
55380UDD6
C3GTMMZIHMY46P4OIX74
US55380UDD63
0000852743
Certificate of Deposit
Y
2022-12-01
2023-05-17
2023-05-17
N
N
N
0.0440
220018836.40
220018836.40
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.400000%
55380UDJ3
C3GTMMZIHMY46P4OIX74
US55380UDJ34
0000852743
Certificate of Deposit
Y
2022-12-01
2023-05-22
2023-05-22
N
N
N
0.0440
260006024.20
260006024.20
0.0018
N
N
N
N
MACON-BIBB CNTY INDUSTRIAL AUTH
IDRB SERIES 2015 3.850000%
55553PAJ8
US55553PAJ84
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2025-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0385
5130000.00
5130000.00
0.0000
N
N
Y
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 4.170000%
55607NNZ9
4ZHCHI4KYZG2WVRT8631
US55607NNZ95
Financial Company Commercial Paper
Y
2022-12-01
2023-01-25
2023-01-25
N
N
N
0.0415
233010729.65
233010729.65
0.0016
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MQM7
549300S0NSJYSOB32S63
US56274MQM72
Asset Backed Commercial Paper
Y
2023-03-21
2023-03-21
2023-03-21
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0481
22658749.00
22658749.00
0.0002
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MRQ7
549300S0NSJYSOB32S63
US56274MRQ77
Asset Backed Commercial Paper
Y
2023-04-24
2023-04-24
2023-04-24
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0504
48984597.00
48984597.00
0.0003
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 4.240000%
56274WAV2
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0386
27000275.40
27000275.40
0.0002
N
Y
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 4.190000%
56274WCC2
549300S0NSJYSOB32S63
US56274WCC29
Asset Backed Commercial Paper
Y
2022-12-01
2023-03-15
2023-03-15
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0419
75000858.00
75000858.00
0.0005
N
N
N
N
Southern California Metropolitan Water District
SUB WATER REFUNDING RB SERIES 2021A 3.850000%
59266TTK7
5493003GD0S0P56RLT45
US59266TTK78
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2042-07-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0385
70995000.00
70995000.00
0.0005
N
N
Y
N
Southern California Metropolitan Water District
TAXABLE WATER REFUNDING RB SERIES 2022C2 3.810000%
59266TUV1
5493003GD0S0P56RLT45
US59266TUV15
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2046-07-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
Y
N
N
0.0381
92850000.00
92850000.00
0.0006
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.290000%
60683B6V0
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-12-01
2022-12-16
2022-12-16
N
N
N
0.0394
200028630.00
200028630.00
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CR37
JBONEPAGQXF4QP29B387
US60683CR372
0001462160
Financial Company Commercial Paper
Y
2023-04-03
2023-04-03
2023-04-03
N
N
N
0.0471
90506502.36
90506502.36
0.0006
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.410000%
60683DAC3
JBONEPAGQXF4QP29B387
US60683DAC39
0001462160
Certificate of Deposit
Y
2022-12-01
2023-01-31
2023-01-31
N
N
N
0.0416
215084157.45
215084157.45
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.370000%
60683DAK5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-12-01
2023-02-14
2023-02-14
N
N
N
0.0418
51019841.55
51019841.55
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.330000%
60683DAN9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-12-01
2023-02-15
2023-02-15
N
N
N
0.0418
208064151.36
208064151.36
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.310000%
60683DAV1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-12-01
2023-03-01
2023-03-01
N
N
N
0.0419
143039878.41
143039878.41
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.270000%
60683DBA6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-12-01
2023-03-07
2023-03-07
N
N
N
0.0421
309047876.46
309047876.46
0.0022
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.610000%
60683DBY4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-12-01
2023-05-01
2023-05-01
N
N
N
0.0438
214198699.00
214198699.00
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.560000%
60683DCB3
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-12-01
2023-05-03
2023-05-03
N
N
N
0.0438
141103783.05
141103783.05
0.0010
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.200000%
60683DCG2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-05-08
2023-05-08
2023-05-08
N
N
N
0.0509
31013002.95
31013002.95
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.270000%
60683DCQ0
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-05-31
2023-05-31
2023-05-31
N
N
N
0.0521
75018132.75
75018132.75
0.0005
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QP81
RB0PEZSDGCO3JS6CEU02
US60689QP811
Financial Company Commercial Paper
Y
2023-02-08
2023-02-08
2023-02-08
N
N
N
0.0452
480742102.55
480742102.55
0.0034
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QP99
RB0PEZSDGCO3JS6CEU02
US60689QP993
Financial Company Commercial Paper
Y
2023-02-09
2023-02-09
2023-02-09
N
N
N
0.0453
158569902.40
158569902.40
0.0011
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QPH1
RB0PEZSDGCO3JS6CEU02
US60689QPH10
Financial Company Commercial Paper
Y
2023-02-17
2023-02-17
2023-02-17
N
N
N
0.0467
146483936.84
146483936.84
0.0010
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QPU2
RB0PEZSDGCO3JS6CEU02
US60689QPU21
Financial Company Commercial Paper
Y
2023-02-28
2023-02-28
2023-02-28
N
N
N
0.0486
137312887.50
137312887.50
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.800000%
60710R4C6
RB0PEZSDGCO3JS6CEU02
US60710R4C65
0001512734
Certificate of Deposit
Y
2023-03-08
2023-03-08
2023-03-08
N
N
N
0.0478
433015752.54
433015752.54
0.0030
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.770000%
60710R4Q5
RB0PEZSDGCO3JS6CEU02
US60710R4Q51
0001512734
Certificate of Deposit
Y
2023-03-13
2023-03-13
2023-03-13
N
N
N
0.0481
239974752.00
239974752.00
0.0017
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.300000%
60710RA47
RB0PEZSDGCO3JS6CEU02
US60710RA476
0001512734
Certificate of Deposit
Y
2022-12-01
2023-01-25
2023-01-25
N
N
N
0.0406
349136657.93
349136657.93
0.0024
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.360000%
60710RE43
RB0PEZSDGCO3JS6CEU02
US60710RE437
0001512734
Certificate of Deposit
Y
2022-12-01
2023-02-06
2023-02-06
N
N
N
0.0409
175091168.00
175091168.00
0.0012
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.100000%
60710RTY1
RB0PEZSDGCO3JS6CEU02
US60710RTY17
0001512734
Certificate of Deposit
Y
2022-12-01
2023-01-17
2023-01-17
N
N
N
0.0401
140018564.00
140018564.00
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.100000%
60710RUQ6
RB0PEZSDGCO3JS6CEU02
US60710RUQ63
0001512734
Certificate of Deposit
Y
2022-12-01
2023-01-19
2023-01-19
N
N
N
0.0402
160019446.40
160019446.40
0.0011
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.050000%
60710RVU6
RB0PEZSDGCO3JS6CEU02
US60710RVU66
0001512734
Certificate of Deposit
Y
2022-12-01
2023-01-06
2023-01-06
N
N
N
0.0397
95008684.90
95008684.90
0.0007
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.270000%
60710RX83
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2022-12-01
2023-02-23
2023-02-23
N
N
N
0.0411
193074411.15
193074411.15
0.0013
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 3.080000%
62478UG42
OX3PU53ZLPQKJ4700D47
US62478UG420
0000016287
Certificate of Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0383
86990599.65
86990599.65
0.0006
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 4.360000%
63254GUR4
F8SB4JFBSYQFRQEH3Z21
US63254GUR46
0000833029
Financial Company Commercial Paper
Y
2022-12-01
2023-02-01
2023-02-01
N
N
N
0.0417
88029832.88
88029832.88
0.0006
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 4.250000%
63254GUX1
F8SB4JFBSYQFRQEH3Z21
US63254GUX14
0000833029
Financial Company Commercial Paper
Y
2022-12-01
2023-03-01
2023-03-01
N
N
N
0.0421
200018998.00
200018998.00
0.0014
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 4.360000%
63307NGX9
BSGEFEIOM18Y80CKCV46
US63307NGX93
0000926171
Financial Company Commercial Paper
Y
2022-12-01
2023-01-19
2023-01-19
N
N
N
0.0408
337129529.32
337129529.32
0.0024
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 4.260000%
63307NHG5
BSGEFEIOM18Y80CKCV46
US63307NHG51
0000926171
Financial Company Commercial Paper
Y
2022-12-01
2023-02-17
2023-02-17
N
N
N
0.0413
133038764.18
133038764.18
0.0009
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1N49
549300XFX12G42QIKN82
US6385E1N495
0000070696
6385E1N49
Financial Company Commercial Paper
Y
2023-01-04
2023-01-04
2023-01-04
N
N
N
0.0416
298786083.00
298786083.00
0.0021
N
N
N
N
NUVEEN PREFERRED & INCOME SECURITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000%
67072C881
1V4KW82TOLZ6S7J7N128
US67072C8819
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2032-07-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0414
72000000.00
72000000.00
0.0005
N
N
Y
N
NUVEEN FLOATING RATE INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000%
67072T850
HJXCPP3KYE3BVU373P27
US67072T8505
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0414
31000000.00
31000000.00
0.0002
N
N
Y
N
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.010000%
67073B809
SQSNUOAGTXNFWCFS1I50
US67073B8090
Variable Rate Demand Note
Y
2022-12-05
2022-12-05
2037-08-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
5
N
N
N
0.0401
36000000.00
36000000.00
0.0003
N
N
Y
N
NUVEEN CREDIT STRATEGIES INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000%
67073D854
W4CSTD4RDGQSJ4FOVO30
US67073D8544
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2032-07-01
Y
Societe Generale SA
1.0000
7
N
N
N
0.0414
30000000.00
30000000.00
0.0002
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000%
67074X305
N0WOEFO1WOMLJYH1PV29
US67074X3052
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0414
19000000.00
19000000.00
0.0001
N
N
Y
N
NUVEEN VARIABLE RATE PREFERRED & INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.140000%
67080R201
US67080R2013
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2034-02-01
Y
Toronto-Dominion Bank/The
1.0000
7
N
N
N
0.0414
20000000.00
20000000.00
0.0001
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UM67
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2022-12-06
2022-12-06
2022-12-06
N
Y
Royal Bank of Canada
1.0000
N
0.0383
99936133.00
99936133.00
0.0007
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UNQ2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2023-01-24
2023-01-24
2023-01-24
N
Y
Royal Bank of Canada
1.0000
N
0.0437
99332056.00
99332056.00
0.0007
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UP72
5493004QSN8OZAIU2J90
US67983UP722
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
Royal Bank of Canada
1.0000
N
0.0449
89225475.30
89225475.30
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UQF3
5493004QSN8OZAIU2J90
US67983UQF39
Asset Backed Commercial Paper
Y
2023-03-15
2023-03-15
2023-03-15
N
Y
Royal Bank of Canada
1.0000
N
0.0480
96628000.00
96628000.00
0.0007
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 4.280000%
69033ML47
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2022-12-01
2022-12-23
2022-12-23
N
N
N
0.0394
55011197.45
55011197.45
0.0004
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.280000%
69033MN52
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-12-01
2023-02-27
2023-02-27
N
N
N
0.0414
83130411.28
83130411.28
0.0006
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.240000%
69033MP35
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-12-01
2022-12-06
2022-12-06
N
N
N
0.0387
98994674.79
98994674.79
0.0007
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.330000%
69033MQ42
5493007O3QFXCPOGWK22
US69033MQ422
Certificate of Deposit
Y
2022-12-01
2023-03-22
2023-03-22
N
N
N
0.0430
200020144.00
200020144.00
0.0014
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.200000%
69033MS57
5493007O3QFXCPOGWK22
US69033MS576
Certificate of Deposit
Y
2022-12-01
2023-04-06
2023-04-06
N
N
N
0.0436
98936042.04
98936042.04
0.0007
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.510000%
69033MV61
5493007O3QFXCPOGWK22
US69033MV612
Certificate of Deposit
Y
2022-12-01
2023-07-21
2023-07-21
N
N
N
0.0449
195029975.40
195029975.40
0.0014
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BR36
5493007O3QFXCPOGWK22
US69034BR363
Financial Company Commercial Paper
Y
2023-04-03
2023-04-03
2023-04-03
N
N
N
0.0481
34862672.20
34862672.20
0.0002
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MM56
HL3H1H2BGXWVG3BSWR90
US71838MM569
Non-Financial Company Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0389
403781613.76
403781613.76
0.0028
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MM64
HL3H1H2BGXWVG3BSWR90
US71838MM643
Non-Financial Company Commercial Paper
Y
2022-12-06
2022-12-06
2022-12-06
N
N
N
0.0389
46969497.00
46969497.00
0.0003
N
N
Y
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GRQ8
US74154GRQ81
Asset Backed Commercial Paper
Y
2023-04-24
2023-04-24
2023-04-24
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0502
83283058.65
83283058.65
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 4.200000%
76582EGF6
US76582EGF60
Asset Backed Commercial Paper
Y
2022-12-01
2023-04-03
2023-04-03
N
Y
BNP Paribas SA
1.0000
N
0.0433
249886242.50
249886242.50
0.0017
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 4.360000%
76582EGR0
US76582EGR09
Asset Backed Commercial Paper
Y
2022-12-01
2023-02-01
2023-02-01
N
Y
BNP Paribas SA
1.0000
N
0.0415
290096422.10
290096422.10
0.0020
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KQ12
US76582KQ126
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
BNP Paribas SA
1.0000
N
0.0465
44471403.90
44471403.90
0.0003
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.310000%
78012U6G5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-03-06
2023-03-06
N
N
N
0.0423
238048811.42
238048811.42
0.0017
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.310000%
78012U6T7
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-03-16
2023-03-16
N
N
N
0.0426
344542108.24
344542108.24
0.0024
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.320000%
78012U7J8
549300HXQQQCCUBS2Z23
US78012U7J86
Certificate of Deposit
Y
2022-12-01
2023-01-05
2023-01-05
N
N
N
0.0400
495146797.20
495146797.20
0.0035
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.320000%
78012U7M1
549300HXQQQCCUBS2Z23
US78012U7M16
Certificate of Deposit
Y
2022-12-01
2022-12-29
2022-12-29
N
N
N
0.0395
263072806.29
263072806.29
0.0018
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.290000%
78015J2J5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-02-06
2023-02-06
N
N
N
0.0422
176019833.44
176019833.44
0.0012
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.080000%
78015J4N4
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2023-07-14
2023-07-14
2023-07-14
N
N
N
0.0533
147788975.68
147788975.68
0.0010
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.410000%
78015JCN5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-08-31
2023-08-31
N
N
N
0.0450
399729164.00
399729164.00
0.0028
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.380000%
78015JDN4
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-09-14
2023-09-14
N
N
N
0.0451
474525546.25
474525546.25
0.0033
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.310000%
78015JE60
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-07-17
2023-07-17
N
N
N
0.0447
274721356.25
274721356.25
0.0019
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.310000%
78015JEN3
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-07-19
2023-07-19
N
N
N
0.0447
78919022.63
78919022.63
0.0006
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.510000%
78015JKA4
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-05-22
2023-05-22
N
N
N
0.0438
654392498.10
654392498.10
0.0046
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.480000%
78015JLW5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-06-09
2023-06-09
N
N
N
0.0442
100029673.00
100029673.00
0.0007
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.000000%
78015JN29
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-12-01
2023-10-02
2023-10-02
N
N
N
0.0452
600019848.00
600019848.00
0.0042
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QM15
PTCQB104N23FMNK2RZ28
US80285QM159
0000891478
Financial Company Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0382
299968158.00
299968158.00
0.0021
N
Y
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QMF4
PTCQB104N23FMNK2RZ28
US80285QMF45
0000891478
Financial Company Commercial Paper
Y
2022-12-15
2022-12-15
2022-12-15
N
N
N
0.0300
65917637.28
65917637.28
0.0005
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QMM9
PTCQB104N23FMNK2RZ28
US80285QMM95
0000891478
Financial Company Commercial Paper
Y
2022-12-21
2022-12-21
2022-12-21
N
N
N
0.0341
399205032.00
399205032.00
0.0028
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MM72
549300MYF6MOTU9T3G29
US82124MM728
Asset Backed Commercial Paper
Y
2022-12-07
2022-12-07
2022-12-07
N
Y
Barclays Bank Plc
1.0000
N
0.0384
46964952.57
46964952.57
0.0003
N
N
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MP95
549300MYF6MOTU9T3G29
US82124MP952
Asset Backed Commercial Paper
Y
2023-02-09
2023-02-09
2023-02-09
N
Y
Barclays Bank Plc
1.0000
N
0.0447
99118614.00
99118614.00
0.0007
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPA2
549300MYF6MOTU9T3G29
US82124MPA26
Asset Backed Commercial Paper
Y
2023-02-10
2023-02-10
2023-02-10
N
Y
Barclays Bank Plc
1.0000
N
0.0448
98113158.00
98113158.00
0.0007
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPD6
549300MYF6MOTU9T3G29
US82124MPD64
Asset Backed Commercial Paper
Y
2023-02-13
2023-02-13
2023-02-13
N
Y
Barclays Bank Plc
1.0000
N
0.0451
334824209.46
334824209.46
0.0023
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPM6
549300MYF6MOTU9T3G29
US82124MPM63
Asset Backed Commercial Paper
Y
2023-02-21
2023-02-21
2023-02-21
N
Y
Barclays Bank Plc
1.0000
N
0.0459
243395002.68
243395002.68
0.0017
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPU8
549300MYF6MOTU9T3G29
US82124MPU89
Asset Backed Commercial Paper
Y
2023-02-28
2023-02-28
2023-02-28
N
Y
Barclays Bank Plc
1.0000
N
0.0467
238189337.50
238189337.50
0.0017
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MQ37
549300MYF6MOTU9T3G29
US82124MQ372
82124MQ37
Asset Backed Commercial Paper
Y
2023-03-03
2023-03-03
2023-03-03
N
Y
Barclays Bank Plc
1.0000
N
0.0469
81995243.50
81995243.50
0.0006
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.240000%
83050WCR3
F3JS33DEI6XQ4ZBPTN86
US83050WCR34
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2022-12-27
2022-12-27
N
N
N
0.0395
112025229.12
112025229.12
0.0008
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.400000%
83050WCS1
F3JS33DEI6XQ4ZBPTN86
US83050WCS17
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-04-06
2023-04-06
N
N
N
0.0431
172060908.64
172060908.64
0.0012
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.360000%
83050WDF8
F3JS33DEI6XQ4ZBPTN86
US83050WDF86
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-03-09
2023-03-09
N
N
N
0.0424
300103188.00
300103188.00
0.0021
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.320000%
83050WDH4
F3JS33DEI6XQ4ZBPTN86
US83050WDH43
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-02-13
2023-02-13
N
N
N
0.0419
400118772.00
400118772.00
0.0028
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.310000%
83050WDJ0
F3JS33DEI6XQ4ZBPTN86
US83050WDJ09
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-03-15
2023-03-15
N
N
N
0.0427
247038457.90
247038457.90
0.0017
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.160000%
83050WDM3
F3JS33DEI6XQ4ZBPTN86
US83050WDM38
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-04-20
2023-04-20
N
N
N
0.0429
349842878.00
349842878.00
0.0024
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.160000%
83050WDN1
F3JS33DEI6XQ4ZBPTN86
US83050WDN11
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-04-24
2023-04-24
N
N
N
0.0428
174924263.50
174924263.50
0.0012
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.520000%
83050WEJ9
F3JS33DEI6XQ4ZBPTN86
US83050WEJ99
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-06-01
2023-06-01
N
N
N
0.0436
99082897.65
99082897.65
0.0007
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.500000%
83050WEN0
F3JS33DEI6XQ4ZBPTN86
US83050WEN02
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-06-05
2023-06-05
N
N
N
0.0437
300219252.00
300219252.00
0.0021
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 4.440000%
83050WES9
F3JS33DEI6XQ4ZBPTN86
US83050WES98
0000917311
Financial Company Commercial Paper
Y
2022-12-01
2023-06-14
2023-06-14
N
N
N
0.0438
285112233.00
285112233.00
0.0020
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MME0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-12-14
2022-12-14
2022-12-14
N
Y
BNP Paribas SA
1.0000
N
0.0391
99847789.00
99847789.00
0.0007
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MMG5
549300A8DDPP6QJBB522
US85520MMG59
Asset Backed Commercial Paper
Y
2022-12-16
2022-12-16
2022-12-16
N
Y
BNP Paribas SA
1.0000
N
0.0394
149737600.50
149737600.50
0.0010
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MMK6
549300A8DDPP6QJBB522
US85520MMK61
Asset Backed Commercial Paper
Y
2022-12-19
2022-12-19
2022-12-19
N
Y
BNP Paribas SA
1.0000
N
0.0397
95798853.12
95798853.12
0.0007
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MS87
549300A8DDPP6QJBB522
US85520MS879
Asset Backed Commercial Paper
Y
2023-05-08
2023-05-08
2023-05-08
N
Y
BNP Paribas SA
1.0000
N
0.0501
87032617.62
87032617.62
0.0006
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MSH7
549300A8DDPP6QJBB522
US85520MSH78
Asset Backed Commercial Paper
Y
2023-05-17
2023-05-17
2023-05-17
N
Y
BNP Paribas SA
1.0000
N
0.0501
31252586.56
31252586.56
0.0002
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 4.300000%
85520PER3
549300A8DDPP6QJBB522
US85520PER38
Asset Backed Commercial Paper
Y
2022-12-01
2023-03-08
2023-03-08
N
Y
BNP Paribas SA
1.0000
N
0.0418
176057122.56
176057122.56
0.0012
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 4.360000%
85520PET9
549300A8DDPP6QJBB522
US85520PET93
Asset Backed Commercial Paper
Y
2022-12-01
2023-04-11
2023-04-11
N
Y
BNP Paribas SA
1.0000
N
0.0426
388134127.72
388134127.72
0.0027
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 4.420000%
8574P1MT0
571474TGEMMWANRLN572
US8574P1MT01
Certificate of Deposit
Y
2022-12-01
2023-04-12
2023-04-12
N
N
N
0.0446
494947619.10
494947619.10
0.0035
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 4.440000%
8574P1MV5
571474TGEMMWANRLN572
US8574P1MV56
Certificate of Deposit
Y
2022-12-01
2023-04-14
2023-04-14
N
N
N
0.0447
389976951.00
389976951.00
0.0027
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.080000%
86564MSN9
254900S1KUTSTBKJ6286
US86564MSN91
Certificate of Deposit
Y
2022-12-08
2022-12-08
2022-12-08
N
N
N
0.0382
194966762.25
194966762.25
0.0014
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.290000%
86564MVJ4
254900S1KUTSTBKJ6286
US86564MVJ43
Certificate of Deposit
Y
2022-12-01
2023-01-23
2023-01-23
N
N
N
0.0406
195067711.80
195067711.80
0.0014
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.380000%
86564MWL8
254900S1KUTSTBKJ6286
US86564MWL89
Certificate of Deposit
Y
2022-12-01
2023-02-07
2023-02-07
N
N
N
0.0411
182094809.26
182094809.26
0.0013
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.330000%
86564MXB9
254900S1KUTSTBKJ6286
US86564MXB98
Certificate of Deposit
Y
2022-12-01
2023-02-15
2023-02-15
N
N
N
0.0415
300116385.00
300116385.00
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.780000%
86564MXX1
254900S1KUTSTBKJ6286
US86564MXX19
Certificate of Deposit
Y
2023-02-28
2023-02-28
2023-02-28
N
N
N
0.0476
120004604.40
120004604.40
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.780000%
86564MXZ6
254900S1KUTSTBKJ6286
US86564MXZ66
Certificate of Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0476
129004238.94
129004238.94
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.780000%
86564MYF9
254900S1KUTSTBKJ6286
US86564MYF93
Certificate of Deposit
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0476
325006974.50
325006974.50
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.800000%
86564MYL6
254900S1KUTSTBKJ6286
US86564MYL61
Certificate of Deposit
Y
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0477
170009521.70
170009521.70
0.0012
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.800000%
86564MYY8
254900S1KUTSTBKJ6286
US86564MYY82
Certificate of Deposit
Y
2023-03-14
2023-03-14
2023-03-14
N
N
N
0.0480
330002220.90
330002220.90
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XM27
5493006GGLR4BTEL8O61
US86564XM272
Financial Company Commercial Paper
Y
2022-12-02
2022-12-02
2022-12-02
N
N
N
0.0375
48989788.89
48989788.89
0.0003
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XPM0
5493006GGLR4BTEL8O61
US86564XPM01
Financial Company Commercial Paper
Y
2023-02-21
2023-02-21
2023-02-21
N
N
N
0.0461
387837199.12
387837199.12
0.0027
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XQ80
5493006GGLR4BTEL8O61
US86564XQ802
Financial Company Commercial Paper
Y
2023-03-08
2023-03-08
2023-03-08
N
N
N
0.0471
35538714.00
35538714.00
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.260000%
86565FMD1
549300MS3WYYVQ4HXM15
Certificate of Deposit
Y
2022-12-01
2022-12-06
2022-12-06
N
N
N
0.0401
180507324.69
180507324.69
0.0013
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.320000%
86565FNN8
549300MS3WYYVQ4HXM15
US86565FNN86
Certificate of Deposit
Y
2022-12-01
2022-12-16
2022-12-16
N
N
N
0.0403
48656080.76
48656080.76
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.320000%
86565FPA4
549300MS3WYYVQ4HXM15
US86565FPA48
Certificate of Deposit
Y
2022-12-01
2022-12-27
2022-12-27
N
N
N
0.0395
46012781.56
46012781.56
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000%
86565FPN6
549300MS3WYYVQ4HXM15
US86565FPN68
Certificate of Deposit
Y
2022-12-01
2023-01-13
2023-01-13
N
N
N
0.0406
163052696.27
163052696.27
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.100000%
86565FPV8
549300MS3WYYVQ4HXM15
US86565FPV84
Certificate of Deposit
Y
2023-01-06
2023-01-06
2023-01-06
N
N
N
0.0406
73923321.20
73923321.20
0.0005
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.390000%
86565FRG9
549300MS3WYYVQ4HXM15
US86565FRG99
Certificate of Deposit
Y
2022-12-01
2023-02-03
2023-02-03
N
N
N
0.0417
514204320.14
514204320.14
0.0036
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000%
86565FRX2
549300MS3WYYVQ4HXM15
US86565FRX23
Certificate of Deposit
Y
2022-12-01
2023-02-21
2023-02-21
N
N
N
0.0420
193040169.09
193040169.09
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.240000%
86565FRZ7
549300MS3WYYVQ4HXM15
US86565FRZ70
Certificate of Deposit
Y
2022-12-01
2023-03-02
2023-03-02
N
N
N
0.0422
242013856.92
242013856.92
0.0017
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000%
86565FSP8
549300MS3WYYVQ4HXM15
US86565FSP89
Certificate of Deposit
Y
2022-12-01
2023-03-08
2023-03-08
N
N
N
0.0424
95992201.92
95992201.92
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000%
86565FSX1
549300MS3WYYVQ4HXM15
US86565FSX14
Certificate of Deposit
Y
2022-12-01
2023-03-15
2023-03-15
N
N
N
0.0427
56990750.61
56990750.61
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000%
86565FUG5
549300MS3WYYVQ4HXM15
US86565FUG52
Certificate of Deposit
Y
2022-12-01
2023-04-06
2023-04-06
N
N
N
0.0433
197501660.98
197501660.98
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.460000%
86565FUX8
549300MS3WYYVQ4HXM15
US86565FUX85
Certificate of Deposit
Y
2022-12-01
2023-04-19
2023-04-19
N
N
N
0.0434
111050966.76
111050966.76
0.0008
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000%
86565FVF6
549300MS3WYYVQ4HXM15
US86565FVF60
Certificate of Deposit
Y
2022-12-01
2023-04-24
2023-04-24
N
N
N
0.0435
52050664.12
52050664.12
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.440000%
86565FWD0
549300MS3WYYVQ4HXM15
US86565FWD04
Certificate of Deposit
Y
2022-12-01
2023-05-26
2023-05-26
N
N
N
0.0437
493169493.40
493169493.40
0.0034
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.400000%
86959RC40
NHBDILHZTYCNBV5UYZ31
US86959RC400
0001448613
Certificate of Deposit
Y
2022-12-01
2023-04-06
2023-04-06
N
N
N
0.0433
285077009.85
285077009.85
0.0020
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.400000%
86959RC65
NHBDILHZTYCNBV5UYZ31
US86959RC657
0001448613
Certificate of Deposit
Y
2022-12-01
2023-04-12
2023-04-12
N
N
N
0.0434
200049124.00
200049124.00
0.0014
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.420000%
86959RC73
NHBDILHZTYCNBV5UYZ31
US86959RC731
0001448613
Certificate of Deposit
Y
2022-12-01
2023-04-19
2023-04-19
N
N
N
0.0435
196057490.72
196057490.72
0.0014
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.360000%
86959RD72
NHBDILHZTYCNBV5UYZ31
US86959RD721
0001448613
Certificate of Deposit
Y
2022-12-01
2023-01-26
2023-01-26
N
N
N
0.0414
499170538.24
499170538.24
0.0035
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.350000%
86959RE89
NHBDILHZTYCNBV5UYZ31
US86959RE893
0001448613
Certificate of Deposit
Y
2022-12-01
2023-05-19
2023-05-19
N
N
N
0.0436
186002036.70
186002036.70
0.0013
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.280000%
86959RF96
NHBDILHZTYCNBV5UYZ31
US86959RF965
0001448613
Certificate of Deposit
Y
2022-12-01
2023-06-01
2023-06-01
N
N
N
0.0436
278902467.18
278902467.18
0.0019
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.240000%
86959RH37
NHBDILHZTYCNBV5UYZ31
US86959RH375
0001448613
Certificate of Deposit
Y
2022-12-01
2023-06-14
2023-06-14
N
N
N
0.0440
199840340.00
199840340.00
0.0014
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.450000%
86959RL32
NHBDILHZTYCNBV5UYZ31
US86959RL328
0001448613
Certificate of Deposit
Y
2022-12-01
2023-07-14
2023-07-14
N
N
N
0.0444
330039662.70
330039662.70
0.0023
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.490000%
86959RQ29
NHBDILHZTYCNBV5UYZ31
US86959RQ293
0001448613
Certificate of Deposit
Y
2022-12-01
2023-08-29
2023-08-29
N
N
N
0.0454
474876400.25
474876400.25
0.0033
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.400000%
86959RQ37
NHBDILHZTYCNBV5UYZ31
US86959RQ376
0001448613
Certificate of Deposit
Y
2022-12-01
2023-06-29
2023-06-29
N
N
N
0.0444
188967121.56
188967121.56
0.0013
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 4.440000%
87019WFP5
M312WZV08Y7LYUC71685
US87019WFP59
0001367624
Certificate of Deposit
Y
2022-12-01
2023-05-19
2023-05-19
N
N
N
0.0438
500160035.00
500160035.00
0.0035
N
N
N
N
SWEDBANK AB
SWEDBANK AB 4.250000%
87019YBB6
M312WZV08Y7LYUC71685
US87019YBB65
0001367624
Financial Company Commercial Paper
Y
2022-12-01
2022-12-20
2022-12-20
N
N
N
0.0394
106018237.30
106018237.30
0.0007
N
N
N
N
SWEDBANK AB
SWEDBANK AB 4.330000%
87019YCE9
M312WZV08Y7LYUC71685
US87019YCE95
0001367624
Financial Company Commercial Paper
Y
2022-12-01
2023-02-10
2023-02-10
N
N
N
0.0418
297087760.53
297087760.53
0.0021
N
N
N
N
SWEDBANK AB
SWEDBANK AB 4.260000%
87019YCK5
M312WZV08Y7LYUC71685
US87019YCK55
0001367624
Financial Company Commercial Paper
Y
2022-12-01
2023-02-22
2023-02-22
N
N
N
0.0420
191026103.97
191026103.97
0.0013
N
N
N
N
SWEDBANK AB
SWEDBANK AB 4.320000%
87019YCS8
M312WZV08Y7LYUC71685
US87019YCS81
0001367624
Financial Company Commercial Paper
Y
2022-12-01
2023-04-12
2023-04-12
N
N
N
0.0431
243004582.98
243004582.98
0.0017
N
N
N
N
Tenderfoot Seasonal Housing, LLC
TAXABLE NOTES SERIES 2000B 4.110000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0411
5885000.00
5885000.00
0.0000
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.220000%
89114WU29
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2022-12-01
2023-01-04
2023-01-04
N
N
N
0.0397
225050739.75
225050739.75
0.0016
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.210000%
89114WV28
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2022-12-01
2023-01-17
2023-01-17
N
N
N
0.0403
139131582.66
139131582.66
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.280000%
89114WXJ9
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2022-12-01
2023-02-21
2023-02-21
N
N
N
0.0411
483196392.63
483196392.63
0.0034
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.280000%
89114WXV2
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2022-12-01
2023-02-24
2023-02-24
N
N
N
0.0411
283117125.21
283117125.21
0.0020
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.290000%
89114WXW0
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2022-12-01
2023-02-27
2023-02-27
N
N
N
0.0412
403176973.42
403176973.42
0.0028
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.300000%
89114WYB5
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2022-12-01
2023-03-02
2023-03-02
N
N
N
0.0413
228901971.58
228901971.58
0.0016
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.000000%
89114WZK4
PT3QB789TSUIDF371261
US89114WZK43
0000947263
Certificate of Deposit
Y
2022-12-27
2022-12-27
2022-12-27
N
N
N
0.0394
133900679.20
133900679.20
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
89115B6T2
PT3QB789TSUIDF371261
US89115B6T26
0000947263
Certificate of Deposit
Y
2022-12-01
2023-05-15
2023-05-15
N
N
N
0.0440
252124503.12
252124503.12
0.0018
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.380000%
89115BBJ8
PT3QB789TSUIDF371261
US89115BBJ89
0000947263
Certificate of Deposit
Y
2022-12-01
2023-02-27
2023-02-27
N
N
N
0.0412
343226973.39
343226973.39
0.0024
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.500000%
89115BDN7
PT3QB789TSUIDF371261
US89115BDN73
0000947263
Certificate of Deposit
Y
2023-02-08
2023-02-08
2023-02-08
N
N
N
0.0438
49910686.50
49910686.50
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.460000%
89115BET3
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2022-12-01
2023-06-12
2023-06-12
N
N
N
0.0439
148060339.60
148060339.60
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.440000%
89115BGA2
PT3QB789TSUIDF371261
US89115BGA26
0000947263
Certificate of Deposit
Y
2022-12-01
2023-05-11
2023-05-11
N
N
N
0.0439
495130120.65
495130120.65
0.0035
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.650000%
89115BGS3
PT3QB789TSUIDF371261
US89115BGS34
0000947263
Certificate of Deposit
Y
2023-02-15
2023-02-15
2023-02-15
N
N
N
0.0443
99824336.00
99824336.00
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
89115BH37
PT3QB789TSUIDF371261
US89115BH375
0000947263
Certificate of Deposit
Y
2022-12-01
2023-08-22
2023-08-22
N
N
N
0.0451
185011344.20
185011344.20
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.250000%
89115BHX1
PT3QB789TSUIDF371261
US89115BHX10
0000947263
Certificate of Deposit
Y
2023-06-08
2023-06-08
2023-06-08
N
N
N
0.0525
82000000.00
82000000.00
0.0006
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.200000%
89115BN22
PT3QB789TSUIDF371261
US89115BN225
0000947263
Certificate of Deposit
Y
2022-12-01
2023-03-29
2023-03-29
N
N
N
0.0430
117960119.54
117960119.54
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.200000%
89115BQ60
PT3QB789TSUIDF371261
US89115BQ608
0000947263
Certificate of Deposit
Y
2022-12-01
2023-04-06
2023-04-06
N
N
N
0.0433
157928651.94
157928651.94
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.280000%
89115BT26
PT3QB789TSUIDF371261
US89115BT263
0000947263
Certificate of Deposit
Y
2022-12-01
2023-06-13
2023-06-13
N
N
N
0.0439
118935109.30
118935109.30
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.370000%
89115BUS7
PT3QB789TSUIDF371261
US89115BUS77
0000947263
Certificate of Deposit
Y
2022-12-01
2023-09-20
2023-09-20
N
N
N
0.0454
105866093.38
105866093.38
0.0007
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.400000%
89115BZW3
PT3QB789TSUIDF371261
US89115BZW35
0000947263
Certificate of Deposit
Y
2023-10-13
2023-10-13
2023-10-13
N
N
N
0.0555
239617255.20
239617255.20
0.0017
N
N
N
N
TOTALENERGIES CAPITAL CANADA LTD
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
89153QM56
5299005IX98ZZ9LSGK46
US89153QM564
Non-Financial Company Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
Y
TOTALENERGIES SE
1.0000
N
0.0383
265858466.72
265858466.72
0.0019
N
N
Y
N
TOTALENERGIES CAPITAL CANADA LTD
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
89153QM64
5299005IX98ZZ9LSGK46
US89153QM648
Non-Financial Company Commercial Paper
Y
2022-12-06
2022-12-06
2022-12-06
N
Y
TOTALENERGIES SE
1.0000
N
0.0384
207767012.61
207767012.61
0.0015
N
N
Y
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DSF2
HJZQGXYTVV2NWJZLPW74
US89232DSF23
Non-Financial Company Commercial Paper
Y
2023-05-15
2023-05-15
2023-05-15
N
N
N
0.0500
87925830.30
87925830.30
0.0006
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DSQ8
HJZQGXYTVV2NWJZLPW74
US89232DSQ87
Non-Financial Company Commercial Paper
Y
2023-05-24
2023-05-24
2023-05-24
N
N
N
0.0502
97558750.00
97558750.00
0.0007
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 4.350000%
89233BDE4
Z2VZBHUMB7PWWJ63I008
US89233BDE48
Non-Financial Company Commercial Paper
Y
2022-12-01
2023-05-16
2023-05-16
N
N
N
0.0432
205035934.45
205035934.45
0.0014
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 4.350000%
89233BDF1
Z2VZBHUMB7PWWJ63I008
US89233BDF13
Non-Financial Company Commercial Paper
Y
2022-12-01
2023-05-08
2023-05-08
N
N
N
0.0430
250068085.00
250068085.00
0.0017
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 0.000000%
89237ESG3
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2023-05-16
2023-05-16
2023-05-16
N
N
N
0.0497
224702621.60
224702621.60
0.0016
N
N
N
N
Triborough Bridge & Tunnel Auth
GENERAL REFUNDING RB SERIES 2018E 3.860000%
89602RFE0
54930020ZN4LQF7K3456
US89602RFE09
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2032-11-15
Y
Bank of America NA
1.0000
7
N
N
N
0.0386
8000000.00
8000000.00
0.0001
N
N
Y
N
TRUIST BANK
TRUIST BANK 3.810000%
89788L4V3
JJKC32MCHWDI71265Z06
US89788L4V35
Certificate of Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0383
774997543.25
774997543.25
0.0054
N
N
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.310000%
90276JPD2
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-12-01
2023-02-16
2023-02-16
N
N
N
0.0430
295000106.20
295000106.20
0.0021
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.270000%
90276JPK6
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-12-01
2022-12-16
2022-12-16
N
N
N
0.0394
87011671.05
87011671.05
0.0006
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.280000%
90276JPL4
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-12-01
2022-12-28
2022-12-28
N
N
N
0.0399
200040332.00
200040332.00
0.0014
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.290000%
90276JPN0
BFM8T61CT2L1QCEMIK50
US90276JPN09
Financial Company Commercial Paper
Y
2022-12-01
2022-12-21
2022-12-21
N
N
N
0.0410
200003274.00
200003274.00
0.0014
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.390000%
90276JPT7
BFM8T61CT2L1QCEMIK50
US90276JPT78
Financial Company Commercial Paper
Y
2022-12-01
2023-01-12
2023-01-12
N
N
N
0.0420
297004852.98
297004852.98
0.0021
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.420000%
90276JPV2
BFM8T61CT2L1QCEMIK50
US90276JPV25
Financial Company Commercial Paper
Y
2022-12-01
2023-01-20
2023-01-20
N
N
N
0.0430
279998219.20
279998219.20
0.0020
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.210000%
90276JPY6
BFM8T61CT2L1QCEMIK50
US90276JPY63
Financial Company Commercial Paper
Y
2022-12-01
2023-03-07
2023-03-07
N
N
N
0.0435
99968961.00
99968961.00
0.0007
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.210000%
90276JPZ3
BFM8T61CT2L1QCEMIK50
US90276JPZ39
Financial Company Commercial Paper
Y
2022-12-01
2023-03-13
2023-03-13
N
N
N
0.0435
95964477.12
95964477.12
0.0007
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.220000%
90276JQA7
BFM8T61CT2L1QCEMIK50
US90276JQA78
Financial Company Commercial Paper
Y
2022-12-01
2023-03-27
2023-03-27
N
N
N
0.0435
249908762.50
249908762.50
0.0017
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.480000%
90276JQR0
BFM8T61CT2L1QCEMIK50
US90276JQR04
Financial Company Commercial Paper
Y
2022-12-01
2023-04-20
2023-04-20
N
N
N
0.0436
495238010.85
495238010.85
0.0035
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.450000%
90276JQV1
BFM8T61CT2L1QCEMIK50
US90276JQV16
Financial Company Commercial Paper
Y
2022-12-01
2023-05-15
2023-05-15
N
N
N
0.0440
150024004.50
150024004.50
0.0010
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.490000%
90276JQZ2
BFM8T61CT2L1QCEMIK50
US90276JQZ20
Financial Company Commercial Paper
Y
2022-12-01
2023-05-18
2023-05-18
N
N
N
0.0440
400091696.00
400091696.00
0.0028
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.488700%
90276JRB4
BFM8T61CT2L1QCEMIK50
US90276JRB43
Financial Company Commercial Paper
Y
2022-12-01
2023-05-22
2023-05-22
N
N
N
0.0440
290071809.80
290071809.80
0.0020
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UMC4
549300GHBMY8T5GXDE41
US91058UMC44
Non-Financial Company Commercial Paper
Y
2022-12-12
2022-12-12
2022-12-12
N
N
N
0.0391
305601282.00
305601282.00
0.0021
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QQM4
IO66REGK3RCBAMA8HR66
US91127QQM41
Financial Company Commercial Paper
Y
2023-03-21
2023-03-21
2023-03-21
N
N
N
0.0482
147770287.50
147770287.50
0.0010
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 4.270000%
91127RBX4
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2022-12-01
2023-02-23
2023-02-23
N
N
N
0.0409
130053662.70
130053662.70
0.0009
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 4.270000%
91127RCC9
IO66REGK3RCBAMA8HR66
US91127RCC97
Financial Company Commercial Paper
Y
2022-12-01
2023-03-22
2023-03-22
N
N
N
0.0424
100012378.00
100012378.00
0.0007
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 4.200000%
91127RCF2
IO66REGK3RCBAMA8HR66
US91127RCF29
Financial Company Commercial Paper
Y
2022-12-01
2023-03-29
2023-03-29
N
N
N
0.0428
267934838.48
267934838.48
0.0019
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 4.170000%
91127RCK1
IO66REGK3RCBAMA8HR66
US91127RCK14
Financial Company Commercial Paper
Y
2022-12-01
2023-03-06
2023-03-06
N
N
N
0.0414
200021802.00
200021802.00
0.0014
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MM14
US92512MM144
Asset Backed Commercial Paper
Y
2022-12-01
2022-12-01
2022-12-01
N
Y
Natixis SA
1.0000
N
0.0383
50694609.07
50694609.07
0.0004
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MM22
US92512MM227
Asset Backed Commercial Paper
Y
2022-12-02
2022-12-02
2022-12-02
N
Y
Natixis SA
1.0000
N
0.0383
49989358.50
49989358.50
0.0003
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MM55
US92512MM557
Asset Backed Commercial Paper
Y
2022-12-05
2022-12-05
2022-12-05
N
Y
Natixis SA
1.0000
N
0.0384
99946681.00
99946681.00
0.0007
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MN47
US92512MN472
Asset Backed Commercial Paper
Y
2023-01-04
2023-01-04
2023-01-04
N
Y
Natixis SA
1.0000
N
0.0414
49798604.00
49798604.00
0.0003
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MN54
US92512MN548
Asset Backed Commercial Paper
Y
2023-01-05
2023-01-05
2023-01-05
N
Y
Natixis SA
1.0000
N
0.0415
149377050.00
149377050.00
0.0010
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MP11
US92512MP113
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
Natixis SA
1.0000
N
0.0442
48621328.00
48621328.00
0.0003
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MQ10
US92512MQ103
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
Natixis SA
1.0000
N
0.0470
95847831.09
95847831.09
0.0007
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MQ36
US92512MQ368
Asset Backed Commercial Paper
Y
2023-03-03
2023-03-03
2023-03-03
N
Y
Natixis SA
1.0000
N
0.0471
49392012.50
49392012.50
0.0003
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LP12
549300D0F37QF0LP7F94
US92646LP129
Asset Backed Commercial Paper
Y
2023-02-01
2023-02-01
2023-02-01
N
Y
MUFG BANK LTD
1.0000
N
0.0449
79950524.18
79950524.18
0.0006
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LP79
549300D0F37QF0LP7F94
US92646LP798
Asset Backed Commercial Paper
Y
2023-02-07
2023-02-07
2023-02-07
N
Y
MUFG BANK LTD
1.0000
N
0.0453
165551622.36
165551622.36
0.0012
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LP87
549300D0F37QF0LP7F94
US92646LP871
Asset Backed Commercial Paper
Y
2023-02-08
2023-02-08
2023-02-08
N
Y
MUFG BANK LTD
1.0000
N
0.0453
113986594.70
113986594.70
0.0008
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQ37
549300D0F37QF0LP7F94
US92646LQ374
Asset Backed Commercial Paper
Y
2023-03-03
2023-03-03
2023-03-03
N
Y
MUFG BANK LTD
1.0000
N
0.0468
200644922.78
200644922.78
0.0014
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQ78
549300D0F37QF0LP7F94
US92646LQ788
Asset Backed Commercial Paper
Y
2023-03-07
2023-03-07
2023-03-07
N
Y
MUFG BANK LTD
1.0000
N
0.0471
289283954.25
289283954.25
0.0020
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQA1
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2023-03-10
2023-03-10
2023-03-10
N
Y
MUFG BANK LTD
1.0000
N
0.0473
197375000.00
197375000.00
0.0014
N
N
N
N
WAELZ SUSTAINABLE PRODUCTS
TAXABLE NOTES SERIES 2022 3.960000%
930408AA7
25490010DFTJUSDQCH97
US930408AA79
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2052-11-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0396
48000000.00
48000000.00
0.0003
N
N
Y
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1SA6
EN5TNI6CI43VEPAMHL14
US9612C1SA68
Financial Company Commercial Paper
Y
2023-05-10
2023-05-10
2023-05-10
N
N
N
0.0489
283656644.40
283656644.40
0.0020
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 4.290000%
9612C4W80
EN5TNI6CI43VEPAMHL14
US9612C4W806
Financial Company Commercial Paper
Y
2022-12-01
2023-01-03
2023-01-03
N
N
N
0.0398
98028305.34
98028305.34
0.0007
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 5.150000%
96130AQN1
EN5TNI6CI43VEPAMHL14
US96130AQN18
Certificate of Deposit
Y
2023-05-04
2023-05-04
2023-05-04
N
N
N
0.0495
250186712.50
250186712.50
0.0017
N
N
N
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.900000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2022-12-07
2022-12-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0390
21375000.00
21375000.00
0.0001
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 3.720000%
JBONEPAGQXF4QP29B387
0001462160
ACI27LXY7
Certificate of Deposit
Y
2023-02-17
2023-02-17
2023-02-17
N
N
N
0.0502
45870145.22
45870145.22
0.0003
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 3.080000%
969500TJ5KRTCJQWXH05
0001191672
ACI27R327
Certificate of Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0412
489928969.60
489928969.60
0.0034
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI27Y3T3
Certificate of Deposit
Y
2022-12-13
2022-12-13
2022-12-13
N
N
N
0.0421
96853048.88
96853048.88
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI27Y3W6
Certificate of Deposit
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0395
31996502.40
31996502.40
0.0002
N
Y
Y
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 3.210000%
969500TJ5KRTCJQWXH05
0001191672
ACI27Z4D4
Certificate of Deposit
Y
2022-12-14
2022-12-14
2022-12-14
N
N
N
0.0412
289897258.80
289897258.80
0.0020
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
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5493006GGLR4BTEL8O61
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Certificate of Deposit
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2022-12-15
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SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
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5493006GGLR4BTEL8O61
0001046017
ACI281414
Certificate of Deposit
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2022-12-14
2022-12-14
2022-12-14
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MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
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Certificate of Deposit
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2022-12-08
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Certificate of Deposit
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2022-12-09
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MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
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2022-12-13
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SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
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5493006GGLR4BTEL8O61
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Certificate of Deposit
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2022-12-19
2022-12-19
2022-12-19
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COOPERATIEVE RABOBANK UA (LONDON BRANCH)
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DG3RU1DBUFHT4ZF9WN62
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Certificate of Deposit
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2023-03-03
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6.051660
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5493001WZ3LKC11Q9C47
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Asset-Backed Securities
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2036-09-15
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Asset-Backed Securities
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2048-09-25
4.721000
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Private Label Collateralized Mortgage Obligations
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Asset-Backed Securities
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2037-02-17
5.517710
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279614.71
Asset-Backed Securities
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6.446770
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Asset-Backed Securities
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2037-03-16
6.031200
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Asset-Backed Securities
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0.00
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Asset-Backed Securities
BRAVO RES FDG TR 2021-B A-1 20690425 FLT
2069-04-25
2.115000
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13025187.74
Private Label Collateralized Mortgage Obligations
CHCP LTD 2021-FL1 B 20380216 FLT
2038-02-16
5.628350
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Asset-Backed Securities
CSMC TRUST 2017-PFHP G 20301216 FLT
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10.025000
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4656639.26
Private Label Collateralized Mortgage Obligations
CARVANA AUTO RCV TR 2021-N4 N 20280910 2.9
2028-09-10
2.990000
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Asset-Backed Securities
COREVEST AMER FIN TR 2019-1 B 20520315 3.8
2052-03-15
3.880000
2865000.00
2776046.21
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 E 20520315 FLT
2052-03-15
5.794850
381000.00
342245.85
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-2 D 20520617 4.2
2052-06-17
4.219000
1004497.00
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Asset-Backed Securities
COREVEST AMERIC FIN TR 2021-2 D 20540717 2.8
2054-07-17
2.831000
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2559173.85
Asset-Backed Securities
COREVEST AMERICA FIN TR 2021-3 C 20541015 2.9
2054-10-15
2.911000
4928196.00
4008835.97
Private Label Collateralized Mortgage Obligations
FS RIALTO 2019-FL1 B 20361218 FLT
2036-12-18
5.786570
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Asset-Backed Securities
522 FUNDING CLO 2020-6 LTD SUB 20331024 FLT
2033-10-24
0.00
7000000.00
4935980.00
Asset-Backed Securities
FOURSIGHT CAP AUTO TR 2021-2 D 20270915 1.9
2027-09-15
1.920000
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Asset-Backed Securities
GCAT 2020-3 LLC A-1 20250925 2.9
2025-09-25
2.981400
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180698.99
Private Label Collateralized Mortgage Obligations
HGI CRE CLO 2022-FL3 D 20370421 FLT
2037-04-21
7.091320
2146000.00
2027461.03
Asset-Backed Securities
HPLY TRUST 2019-HIT F 20361117 FLT
2036-11-17
7.025290
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14917417.29
Private Label Collateralized Mortgage Obligations
HIGHBRIDGE LN MGMT 2014-3 SUB 20290718 FLT
2029-07-18
0.00
2735909.00
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Asset-Backed Securities
HOMEWARD OPT FUND I 2020-BPL1 A2 20250825 5.4
2025-08-25
5.437900
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453058.27
Private Label Collateralized Mortgage Obligations
STWD LTD 2021-FL2 D 20380416 FLT
2038-04-16
6.710710
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Asset-Backed Securities
THARALDSON PORT TR 2018-THPT G 20341113 FLT
2034-11-13
10.497000
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2232348.91
Private Label Collateralized Mortgage Obligations
VMC FIN LL 2021-FL4 D 20360618 FLT
2036-06-18
7.438570
5600500.00
5019166.10
Asset-Backed Securities
LEGACY MTG ASSET TR 2020-GS1 A-1 20591025 FLT
2059-10-25
2.882000
9416114.00
6371738.48
Asset-Backed Securities
LEGACY MTG ASSET TR 2020-GS5 A-1 20600825 FLT
2060-08-25
3.250000
19541000.00
13838577.13
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 B 20360515 FLT
2036-05-15
5.575290
2070000.00
1997701.19
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD D 20280515 FLT
2028-05-15
6.825290
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4577066.19
Asset-Backed Securities
LOANCORE 2021-CRE5 ISSUER LTD A-S 20360715 FLT
2036-07-15
5.625290
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539675.41
Asset-Backed Securities
LOANCORE 2021-CRE5 ISSUER LTD E 20360715 FLT
2036-07-15
7.625290
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Asset-Backed Securities
MORGAN STAN CAP I TR 2019-PLND F 20360515 FLT
2036-05-15
6.675000
6512000.00
4284839.02
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2014-C18 C 20471018 FLT
2047-10-18
4.622570
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96262.30
Private Label Collateralized Mortgage Obligations
NLY 2019-FL2 ISSUER LTD B 20360215 FLT
2036-02-15
5.775290
6670000.00
6672110.19
Asset-Backed Securities
OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT
2029-07-16
0.00
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Asset-Backed Securities
PRPM LLC 2022-2 A-1 20270325 5.0
2027-03-25
5.000000
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17027747.61
Asset-Backed Securities
STAR TR 2021-SFR2 G 20390120 FLT
2039-01-20
7.303570
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Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
364227.00
182158.02
Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
6.051830
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10070203.95
Asset-Backed Securities
VENTURE XXV CLO 2016-25 SUB 20290420 FLT
549300A6M3BR8FZNXO79
2029-04-20
0.00
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Asset-Backed Securities
EATON VANCE CLO 2019-1 SUB 20310415 FLT
5493007R7GEORNX00105
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0.00
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Asset-Backed Securities
TREMAN PARK CLO LTD 2015 SUB 20270420 FLT
549300E4DX3Q8L455K94
2027-04-20
0.00
11243568.00
112435.68
Asset-Backed Securities
ARES CLO LTD 2017-43 SUB 20291015 FLT
549300ECLIGB6OZRBA51
2029-10-15
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5094993.00
1732297.62
Asset-Backed Securities
BLUEMOUNTAIN CLO 2015-4 SUB NT 20270120 FLT
549300EB3KHH9T7ICE44
2027-01-20
0.00
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675000.00
Asset-Backed Securities
KREF LTD 2022-FL3 B 20390222 FLT
549300DG0FGL1EU1CT79
2039-02-22
6.031530
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Asset-Backed Securities
VENTURE XVIII CLO 2014-18R SUB 20291015 FLT
549300MWRVTJN0X3KI79
2029-10-15
0.00
7500000.00
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Asset-Backed Securities
CARLYLE GL MKT STS CLO 2013-3 SUB 20250715 FLT
6354006XBJTNRUJOLM20
2025-07-15
0.00
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Asset-Backed Securities
FREED ABS TR 2022-4FP B 20291218 7.5
2029-12-18
7.580000
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7002439.20
Asset-Backed Securities
LOANCORE ISSUER LTD 2022-CRE7 A-S 20370121 FLT
2037-01-21
5.341320
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Asset-Backed Securities
PROGRESS RES TR 2022-SFR4 E-1 20410517 6.2
2041-05-17
6.121000
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Asset-Backed Securities
Y
2023-03-06
2023-03-06
2023-03-06
Y
WELLS FARGO SECURITIES LLC
1.0000
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0.0501
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N
Y
JP MORGAN SECURITIES LLC
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ARP0U9WR7
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BPCE S A COML PAPER FLT23
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Corporate Debt Securities
MF1 LTD 2021-FL7 D 20361020 FLT
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Asset-Backed Securities
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Asset-Backed Securities
EXETER ATM REC TR 2022-1 E 20291015 5.0
2029-10-15
5.020000
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Asset-Backed Securities
FAT BRANDS FAZOLIS NATIVE I LLC
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Asset-Backed Securities
FIRSTKEY HOMES TR 2020-SFR1 E 20370819 2.7
2037-08-19
2.791000
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Asset-Backed Securities
GMACM HEQ LN TR 2005-HE3 A-2 20360225 FLT
2036-02-25
4.543570
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Asset-Backed Securities
GOODLEAP SUS HOME TR 2022-2 B 20490420 4.2
2049-04-20
4.250000
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Asset-Backed Securities
GREEN TREE FINANCIAL CORP 97-6 M-1 20290115 FLT
2029-01-15
7.210000
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Asset-Backed Securities
GREEN TREE FINANCIAL CORP 97-7 M-1 20280715 7.0
2028-07-15
7.030000
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7669666.85
Asset-Backed Securities
GREYTSTONE CRE LTD 2021-HC2 C 20391215 FLT
2039-12-15
7.158730
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Asset-Backed Securities
LOANCORE 2021-CRE5 ISSUER LTD C 20360715 FLT
2036-07-15
6.225290
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6617404.64
Asset-Backed Securities
MILL CTY MTG LN TR 2019-GS2 B2 20590825 FLT
2059-08-25
3.250000
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17740586.77
Asset-Backed Securities
MILL CTY MTG LN TR 2019-GS2 B4 20590825 FLT
2059-08-25
3.627770
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Asset-Backed Securities
NELNET STUDENT LN TR 2021-C C 20620420 3.3
2062-04-20
3.360000
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Asset-Backed Securities
PHOENICIAN RE LTD EXTND-A 144A 28
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6.781730
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Corporate Debt Securities
PREFER TERM SEC XXV 2007-25 C-1 20370622 FLT
2037-06-22
4.142570
14461000.00
8862368.17
Asset-Backed Securities
PROGRESS RES 2021-SFR3 TR G 20380519 4.2
2038-05-19
4.254000
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2296796.11
Asset-Backed Securities
VERUS SEC TR 2020-5 B-2 20650525 FLT
2065-05-25
4.710000
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1735888.10
Asset-Backed Securities
VOYA CLO LTD 2020-2R E-R 20340719 FLT
2034-07-19
10.626600
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Asset-Backed Securities
AMSR TRUST 2021-SFR1 G 20400619 4.6
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4.612000
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1258336.36
Asset-Backed Securities
ACRES LTD 2021-FL1 C 20361020 FLT
2036-10-20
6.060710
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Asset-Backed Securities
AFFIRM ASST SEC TR 2021-B C 20260817 1.4
2026-08-17
1.400000
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Asset-Backed Securities
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Asset-Backed Securities
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2059-12-25
2.375000
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Asset-Backed Securities
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2066-06-25
4.000000
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Asset-Backed Securities
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2025-12-12
2.970000
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Asset-Backed Securities
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2034-08-15
5.475290
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Asset-Backed Securities
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2034-09-15
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Asset-Backed Securities
BPCRE LTD 2022-FL2 E 20370121 FLT
2037-01-21
9.010600
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Asset-Backed Securities
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2038-02-18
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Asset-Backed Securities
CONSUMER LN BD TR 2019-P2 C 20261015 4.4
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4.410000
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Asset-Backed Securities
CONSUMER LN BD TR 2020-P1 C 20280315 4.6
2028-03-15
4.610000
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Asset-Backed Securities
READY CAP MTG FIN 2019-FL3 B 20340327 FLT
2034-03-27
5.666140
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1200905.21
Asset-Backed Securities
RIVIAN HOLDINGS LLC / RIVIAN SR SEC GLBL 26
2026-10-15
10.163600
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Corporate Debt Securities
STWD LTD 2021-FL2 C 20380416 FLT
2038-04-16
6.010710
3570000.00
3342710.84
Asset-Backed Securities
OAKTOWN RE II LTD 2018-1 M-2 20280725 FLT
254900KOPN6EP9T3LD85
2028-07-25
6.893570
11500000.00
11468081.06
Asset-Backed Securities
CATAMARAN CLO LTD 2014-2 D 20261018 FLT
549300YV4DIC30VMKL37
2026-10-18
9.043710
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1483998.20
Asset-Backed Securities
LCM 32 LTD SUB 20340720 FLT
549300PWEMQKJMMXR454
2034-07-20
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Asset-Backed Securities
LCM XV LTD 2014-15R E-R 20300722 FLT
549300HV40B88JRNJD93
2030-07-22
10.742600
1807000.00
1398843.14
Asset-Backed Securities
EXETER ATMBL REC TR 2022-4 E 20300315 8.2
2030-03-15
8.230000
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3658548.67
Asset-Backed Securities
EXETER AUTO RECV TR 2022-5 E 20300415 10.
2030-04-15
10.450000
21693000.00
21258340.97
Asset-Backed Securities
GREYTSTONE CRE LTD 2021-HC2 B 20391215 FLT
2039-12-15
6.758730
12750000.00
12190939.75
Asset-Backed Securities
IRWIN HOME EQUITY TR 2006-2 IIA3 1 20360225 FLT
2036-02-25
6.900000
11473081.00
3728823.07
Asset-Backed Securities
MERIT SECS CORP SER 12-1 1-M2 20330728 FLT
2033-07-28
8.350000
9690000.00
3960095.45
Asset-Backed Securities
VERUS SEC TRUST 2021-2 B-2 20660225 FLT
2066-02-25
4.199000
779510.00
512382.47
Asset-Backed Securities
BELLEMEADE RELTD 2022-2 M-1B 20320927 FLT
2032-09-27
10.496800
13260000.00
12962364.60
Asset-Backed Securities
CPC ASSET SECURITIZATION I LLC
2026-11-15
3.580000
12287000.00
11473559.64
Asset-Backed Securities
CARVAL CLO LTD 2021-5 E 20341016 FLT
2034-10-16
10.829100
8000000.00
7028828.92
Asset-Backed Securities
READY CAP MORT FIN LLC 22-FL10 B 20391025 FLT
2039-10-25
7.672330
14270000.00
14107359.12
Asset-Backed Securities
UPSTART SEC TR 2020-3 B 20301120 3.0
2030-11-20
3.014000
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5040699.24
Asset-Backed Securities
Y
2022-12-01
2023-02-28
2023-03-13
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0408
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421173119.41
0.0029
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 3.680000%
R0MUWSFPU8MPRO8K5P83
0000872786
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Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMMC CLO 19 LTD 2016-19 E 20281016 FLT
549300MYS7FLQJZMYD18
2028-10-16
11.079100
6100000.00
5909748.14
Asset-Backed Securities
VISTRA OPERATIONS CO LLC SR SEC GLBL 27
549300ZH5GKBTJZ7NM23
2027-01-30
3.700000
90000.00
82985.70
Corporate Debt Securities
AMC ENTMT HLDGS INC SUB GLBL PIK 26
549300ZO77UNR6NRBR11
2026-06-15
10.000000
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0.79
Corporate Debt Securities
NATIONAL COLL ST LN TR 2007-1 A-4 20331025 FLT
635400RGALHFSPGKCR23
2033-10-25
4.321140
26512000.00
12760586.50
Asset-Backed Securities
FREEPORT MCMORAN INC SR NT 5.45%43
549300IRDTHJQ1PVET45
2043-03-15
5.450000
36000.00
32528.67
Corporate Debt Securities
PARALLEL LTD 2015-1 E 20270720 FLT
549300IVH7GEF68EFD31
2027-07-20
9.392570
1944468.00
1818713.60
Asset-Backed Securities
MP CLO III LTD
2030-10-20
0.00
1457.00
109.28
Asset-Backed Securities
ANAGRAM INTERNATIONAL INC. SR SEC GLBL 26
2026-08-15
10.000000
129.00
119.86
Corporate Debt Securities
ARDAGH PACKAGING SR SEC GLBL 26
2026-08-15
4.125000
239000.00
208938.28
Corporate Debt Securities
BAIN CAPITAL CR CLO 2020-3R E-R 20341023 FLT
2034-10-23
10.824600
10000000.00
8657832.53
Asset-Backed Securities
BELLEMEADE RE LTD 2022-1 M-1C 20320126 FLT
2032-01-26
7.220800
9765000.00
8339221.03
Asset-Backed Securities
BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 27
2027-09-15
6.250000
7745000.00
6980497.50
Corporate Debt Securities
CIFC FNDG LTD 2022-5 E 20330718 FLT
2033-07-18
10.014900
10000000.00
9659691.45
Asset-Backed Securities
CSMC TR 2020-RPL3 A-1 20600325 FLT
2060-03-25
2.691000
2209040.00
1378124.53
Asset-Backed Securities
CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29
2029-11-01
6.000000
185000.00
151669.17
Corporate Debt Securities
CROWN POINT CLO 2020-9 SUB 20320714 FLT
2032-07-14
0.00
2866782.00
2101032.99
Asset-Backed Securities
DIAMOND RESORTS OWN TR 2021-1 D 20331121 3.8
2033-11-21
3.830000
4250000.00
1701401.78
Asset-Backed Securities
EXETER AUTO RECV TR 2021-3 E 20281215 3.0
2028-12-15
3.040000
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6771381.33
Asset-Backed Securities
EXETER ATM REC TR 2022-1 E 20291015 5.0
2029-10-15
5.020000
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2101986.67
Asset-Backed Securities
FHLMC STACR REMIC TR 2022-DNA2 M-2 20420225 FLT
S6XOOCT0IEG5ABCC6L87
2042-02-25
7.270800
1156653.00
1064565.88
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TRUST 2022-HQA1 M-1B 20420325 FLT
2042-03-25
7.020800
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1811003.50
Private Label Collateralized Mortgage Obligations
GS MORTGAGE-BACKED SECURITIES B1 20590125 FLT
2059-01-25
3.796150
17897000.00
11854865.53
Asset-Backed Securities
GREEN TREE FINANCIAL CORP 97-8 M-1 20271015 FLT
2027-10-15
7.020000
1000.00
328.96
Asset-Backed Securities
HIN TIMESHARE TR 2020-A D 20391009 5.5
2039-10-09
5.500000
1300000.00
556908.49
Asset-Backed Securities
LENMARK FDG 2021-1 TR D 20311120 5.0
2031-11-20
5.050000
6500000.00
4864208.56
Asset-Backed Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT4.1%46
5493004T21MOAFINJP35
2046-10-01
4.100000
1102000.00
690622.79
Corporate Debt Securities
FHLMC STACR 2019-HQA4 B-1 20491126 FLT
5493005LAQ76UDHPEE03
2049-11-26
6.966140
213245.00
204596.32
Private Label Collateralized Mortgage Obligations
EDISON INTL SR GLBL NT4.7%25
549300I7ROF15MAEVP56
2025-08-15
4.700000
74000.00
73135.27
Corporate Debt Securities
ALSEA SAB DE CV GLBL REGS NT 26
4469000001BJLPKNUN21
2026-12-14
7.750000
1095000.00
1116074.49
Corporate Debt Securities
ENDEAVOUR MNG PLC SR GLBL 144A 26
529900NI5MXQ91GHXR07
2026-10-14
5.000000
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1294542.78
Corporate Debt Securities
NEWFLEET CLO 2016-1R E-R 20280420 FLT
5493003RFBB86V8THH68
2028-04-20
10.092600
2120000.00
2030142.35
Asset-Backed Securities
GOEASY LTD 144A NT 4.375%26
5493009DJVZG2P8YV435
2026-05-01
4.375000
1311000.00
1151456.94
Corporate Debt Securities
AVIANCA MIDCO 2 LIMITED SR SEC GLBL 28
2028-12-01
9.000000
1233934.00
968366.72
Corporate Debt Securities
ENTERPRISE FLEET FNC 2019-3 A-3 20250520 2.1
2025-05-20
2.190000
221000.00
219585.45
Asset-Backed Securities
EXETER ATMBL REC TR 2022-4 E 20300315 8.2
2030-03-15
8.230000
3125000.00
2858241.15
Asset-Backed Securities
MFA TR 2022-NQM1 B-1 20661225 FLT
2066-12-25
4.286560
1000000.00
709326.06
Asset-Backed Securities
CONTINENTAL RES INC SR GLBL NT4.9%44
XXRTID9RYWOZ0UPIVR53
2044-06-01
4.900000
2000.00
1561.39
Corporate Debt Securities
COMERICA INC PERP SUB GLBL -A
I9Q57JVPWHHZ3ZGBW498
2500-12-31
5.625000
1000.00
979.01
Corporate Debt Securities
REGIONS FINANCIAL CORP NEW TIER I PERP GLBL
CW05CS5KW59QTC0DG824
2500-12-31
5.750000
173000.00
169449.90
Corporate Debt Securities
DANAHER CORP DEL SR GLBL NT 45
S4BKK9OTCEWQ3YHPFM11
2045-09-15
4.375000
1551000.00
1392929.19
Corporate Debt Securities
WESTLK AUT REC TR 2021-3 E 20270415 3.4
2027-04-15
3.420000
2280000.00
1983456.36
Asset-Backed Securities
VERUS SEC TR 2020-5 B-1 20650525 FLT
2065-05-25
3.707000
2655000.00
2057628.17
Asset-Backed Securities
SOFI CONSUMER LN PRGRM 2018-4 D 20271126 4.7
2027-11-26
4.760000
356000.00
205570.17
Asset-Backed Securities
SECURITIZED ASSET REC 2005-FR4 M-2 20360125 FLT
2036-01-25
5.003570
607982.00
99601.82
Asset-Backed Securities
SBL HOLDINGS INC PERP JR SB 144A
2500-12-31
6.500000
776000.00
588261.89
Corporate Debt Securities
REGIONAL MTG ISS TR 2021-2 D 20330815 4.9
2033-08-15
4.940000
9077000.00
6831961.38
Asset-Backed Securities
REGIONAL MGMT ISUNCE TR 2022-1 D 20320315 FLT
2032-03-15
6.720000
8178000.00
6883447.13
Asset-Backed Securities
PROVIDENT FING TR I JR SB DB7.405%38
2038-03-15
7.405000
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12635.12
Corporate Debt Securities
LENDMARK FUNDING TRUST 2020-2 D 20310421 0.0
2031-04-21
6.770000
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7461141.47
Asset-Backed Securities
AMER AIRLINES PT TR 2014-1 A 20280401 3.7
2028-04-01
3.700000
69000.00
34086.73
Asset-Backed Securities
AMER AIRLINES PT TR 2014-1 A 20280401 3.7
2028-04-01
3.700000
1506000.00
743980.01
Asset-Backed Securities
BERKSHIRE HATHAWAY ENERGY CO SR BD 8.48%28
549300JD0S5IZJE9LY15
2028-09-15
8.480000
316000.00
371592.83
Corporate Debt Securities
CFG INVESTMENTS LIMITED 2021-1 C 20320520 7.4
549300C3OD89QRWQ1Y92
2032-05-20
7.480000
2000000.00
1896129.56
Asset-Backed Securities
GOEASY LTD SR 144A NT 24
5493009DJVZG2P8YV435
2024-12-01
5.375000
742000.00
725657.97
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP PERP SUB -C NT6%
88CPW63VL7KHJWS0NY83
2099-12-31
6.000000
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660226.16
Corporate Debt Securities
NATIONAL COLL ST LN TR 2005-2 A-5-1 20330625 FLT
635400WP3MSHUIUNQS85
2033-06-25
4.386140
26664819.00
8481083.22
Asset-Backed Securities
AAG FH LP / AAG FH FINCO INC SR GLBL 144A 24
2024-07-15
9.750000
50000.00
50953.12
Corporate Debt Securities
CWABS INC 2006-22 2-A-4 20350625 FLT
2035-06-25
4.263570
263155.00
169689.45
Asset-Backed Securities
AMER AIRLINES PT TR 2013-2 A 20240715 4.9
2024-07-15
4.950000
1057000.00
172372.03
Asset-Backed Securities
WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 30
549300A2JKMG5PGOGF82
2030-04-30
8.625000
238000.00
236306.73
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL REGS 27
549300I7UVBGWRYMYZ18
2027-10-15
6.875000
250000.00
238523.44
Corporate Debt Securities
TICP CLO III- 2 LTD 2018-3-2 E 20280420 FLT
2028-04-20
10.142600
7500000.00
7212909.45
Asset-Backed Securities
HOME RE 2021-1 LTD M-2 20330725 FLT
2033-07-25
6.893570
14135000.00
12878348.18
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-4 20320525 FLT
635400VHKJCABQGBTP36
2032-05-25
4.353570
18727000.00
6416010.34
Asset-Backed Securities
Y
2022-12-20
2022-12-20
2022-12-20
Y
BNP Paribas SA
1.0000
20
N
N
N
0.0445
144938296.70
144938296.70
0.0010
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.280000%
ZBUT11V806EZRVTWT807
0000782124
ARP0UIWB2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PARK PLACE SECS 2004-WHQ2 M-4 20350225 FLT
2035-02-25
5.618570
1900000.00
1154288.03
Asset-Backed Securities
COLT MORTGAGE LOAN TR 2022-2 B-1 20491231 FLT
2049-12-31
4.004720
528879.00
348183.27
Asset-Backed Securities
DT AUTO OWNER TRUST 2021-2 D 20270216 1.5
2027-02-16
1.500000
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1091482.17
Asset-Backed Securities
ELLINGTON FINAN MTG 2021-1TR B-2 20660225 FLT
2066-02-25
4.141000
1900000.00
1177061.03
Asset-Backed Securities
FIRST FRANKLIN MTG 2005-FFH3 M-4 20350925 FLT
2035-09-25
5.048570
18000000.00
16261185.42
Asset-Backed Securities
FLATIRON RR CLO LLC 201-22 E 20341016 FLT
2034-10-16
10.279100
5000000.00
4273886.97
Asset-Backed Securities
BELLEMEADE RELTD 2022-2 M-2 20320927 FLT
2032-09-27
12.246800
7030000.00
6830446.05
Asset-Backed Securities
CARRINGTON MTG LN 2005-NC1 M-4 20350226 FLT
2035-02-26
5.213570
6868000.00
3085319.23
Asset-Backed Securities
CARVANA AUTO RECS TR 2021-N3 E 20280612 3.1
2028-06-12
3.160000
4000000.00
3355202.22
Asset-Backed Securities
LUMINACE ABS ISSUER LLC 2022-1 B 20620731 5.9
2062-07-31
5.910000
40000000.00
36066997.30
Asset-Backed Securities
NEW RESIDNTIL MTG LN 2022-SFR1 G 20390217 5.0
2039-02-17
5.000000
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3826511.00
Asset-Backed Securities
OSAT TRUST 2021-RPL1 A-1 20650525 FLT
2065-05-25
2.115600
11400000.00
8338334.89
Asset-Backed Securities
PROG RES TR 2022-SFR1 G 20410220 5.5
2041-02-20
5.520000
8282000.00
6324124.16
Asset-Backed Securities
SAFCO AUTO RECEIV 8.62 19NOV29 144A
2029-11-19
8.620000
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8672711.23
Asset-Backed Securities
ACM AUTO TRUST 2022-1 D 20290420 8.5
2029-04-20
8.580000
2856000.00
2779177.41
Asset-Backed Securities
ARBOR RLTY COM NT 2021-FL1 C 20351217 FLT
2035-12-17
5.878570
4603000.00
4297035.85
Asset-Backed Securities
PPM CLO 2 2019-2 E 20320416 FLT
549300JBW1DIZLGMSY83
2032-04-16
10.629100
5000000.00
4353155.86
Asset-Backed Securities
ANCHORAGE CAP CLO 7 2015-7R2 E-R2 20310128 FLT
54930014PVHLSZJQK139
2031-01-28
11.473900
1400000.00
1242538.79
Asset-Backed Securities
VMC FINANCE 2019-FL3 D 20360917 FLT
2036-09-17
6.560710
1750000.00
1505601.92
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-7 B 20281025 FLT
549300IZGFDRVV7YTH38
2028-10-25
5.108430
330000.00
261563.09
Asset-Backed Securities
TAHOMA CDO LTD 2006-1 C 20470618 FLT
549300CV8N8JOGG5I607
2047-06-18
1.800000
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170957.40
Asset-Backed Securities
KREF LTD 2022-FL3 D 20390222 FLT
549300DG0FGL1EU1CT79
2039-02-22
6.731530
2900000.00
2699598.10
Asset-Backed Securities
PALMER SQUARE LN FNDG 2018-4 SUB 20261116 FLT
549300KJI7MJ3X7YQQ90
2026-11-16
0.00
10000000.00
350000.00
Asset-Backed Securities
VENTURE 2021-41 CLO LTD SUB 20340120 FLT
549300Q6VG2813TG2830
2034-01-20
0.00
12513120.00
8008396.80
Asset-Backed Securities
SHACKLETON CLO 2014-V-R LTD F 20310507 FLT
549300OM5GJJFIKCOZ48
2031-05-07
12.611600
1188000.00
799996.10
Asset-Backed Securities
STANIFORD STR CLO LTD 2014 E 20250616 FLT
549300VQ0AVDB6585K37
2025-06-16
7.792570
10192500.00
6624013.76
Asset-Backed Securities
HGI CRE CLO LTD 2021-FL1 B 20360619 FLT
549300VYJ293N0KO2L78
2036-06-19
5.486570
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1918420.82
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
635400VQIBXGEB9ZUC59
2033-01-25
4.306140
2560000.00
1162332.18
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-2 B 20330925 FLT
635400WP3MSHUIUNQS85
2033-09-25
4.386140
698227.00
240721.57
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-1 B 20350325 FLT
635400YFCYTJSI5XDJ17
2035-03-25
4.396140
8008880.00
6454248.87
Asset-Backed Securities
RADNOR RE LTD 2019-1 M-2 20290226 FLT
254900JBDDKUTX6TX151
2029-02-26
7.216140
14000000.00
13286885.38
Asset-Backed Securities
HOME RE LTD 2019-1 M-2 20290525 FLT
254900GFKVQN72ENGJ20
2029-05-25
7.293570
13777000.00
13513501.04
Asset-Backed Securities
BELLEMEADE RE LTD 2019-2 M-1C 20290425 FLT
254900I4ZKD8IMM1O953
2029-04-25
6.043570
9000000.00
8130459.47
Asset-Backed Securities
KILIMANJARO III RE LTD EXT GLBL 144A 29
254900T37LD5YQ545V53
2029-04-08
8.531730
7150000.00
6090724.82
Corporate Debt Securities
RADNOR RE LTD 2020-1 M-2A 20300125 FLT
254900YVLP8CB4GC2O97
2030-01-25
6.043570
18173000.00
16956451.85
Asset-Backed Securities
RADNOR RE LTD 2020-1 M-2B 20300125 FLT
254900YVLP8CB4GC2O97
2030-01-25
6.293570
8942000.00
8114275.78
Asset-Backed Securities
MULTIFMLY CONN AVE SEC 2020-01 M-10 20500325 FLT
5493002KQF9IH3CTQZ40
2050-03-25
7.793570
31600000.00
28957179.51
Private Label Collateralized Mortgage Obligations
PERIMETER MASTER NT BUS TR 19 B 20240515 5.2
5493005H6EB040833X54
2024-05-15
5.210000
28900000.00
27708766.08
Asset-Backed Securities
PERIMETER MASTER NT BUS TR 211 B 20261215 4.1
5493005H6EB040833X54
2026-12-15
4.170000
9327000.00
8045260.34
Asset-Backed Securities
GALAXY CLO XXIII LTD 2017-23 F 20290424 FLT
5493001X8XC4DMSYH466
2029-04-24
11.574600
1400000.00
1175490.52
Asset-Backed Securities
PFP 2021-8 LTD C 20370816 FLT
2037-08-16
5.703570
7395000.00
6981986.46
Asset-Backed Securities
PRPM 2021-RPL1 LLC A-2 20510725 FLT
2051-07-25
2.186000
3000000.00
2439700.83
Asset-Backed Securities
PLACE E-GENERATION ONE LLC -2021 144A BD 22
2022-12-15
4.500000
10000000.00
10362090.00
Corporate Debt Securities
COINSTAR FDG LLC 2017-1 A-2 20470425 5.2
2047-04-25
5.216000
76314000.00
53146432.19
Asset-Backed Securities
COINSTAR FUNDING LLC 2018-1 A-2 20470425 5.0
2047-04-25
5.082000
69000000.00
48425748.73
Asset-Backed Securities
COREVEST AMERIC FIN TR 2021-2 E 20540717 3.7
2054-07-17
3.723000
2000000.00
1483420.17
Asset-Backed Securities
510 ASSET BACKED TR 2021-NPL2 A-2 20610625 FLT
2061-06-25
4.089900
17568000.00
14922365.34
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2021-1 E 20280417 2.7
2028-04-17
2.720000
3265000.00
2844328.69
Asset-Backed Securities
FLAGSHIP CR AUT TR 2021-4 D 20271215 2.2
2027-12-15
2.260000
1087000.00
949014.77
Asset-Backed Securities
FOURSIGHT CAP AUTO 2021-1 TR D 20270315 1.3
2027-03-15
1.320000
5000000.00
4655565.00
Asset-Backed Securities
FHLMC REMIC TRUST 2022-HQA1 M-2 20420325 FLT
2042-03-25
8.770800
16450000.00
15452754.39
Private Label Collateralized Mortgage Obligations
GSMSC RESEC TR 2015-7R B 20370928 FLT
2037-09-28
3.056720
27439040.00
16005825.34
Asset-Backed Securities
AVANT CREDIT CD MSTR TR 2021-1 A 20270415 1.3
2027-04-15
1.370000
6250000.00
5680767.71
Asset-Backed Securities
BDS LTD 2019-FL4 B 20360815 FLT
2036-08-15
5.660710
2620000.00
2596490.49
Asset-Backed Securities
BDS 2020-FL5 LTD B 20370218 FLT
2037-02-18
5.825080
2500000.00
2487365.67
Asset-Backed Securities
BDS 2021-FL7 LTD C 20360618 FLT
2036-06-18
5.638570
4000000.00
3734878.57
Asset-Backed Securities
BDS LTD 2021-FL9 C 20381118 FLT
2038-11-18
5.838570
1050000.00
978494.62
Asset-Backed Securities
BEAR STEARNS ASSET BK 2005-1 M-4 20350325 FLT
2035-03-25
7.343570
1306000.00
416130.91
Asset-Backed Securities
BELLEMEADE RE LTD 2020-4 M-2B 20300625 FLT
2030-06-25
7.643570
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Asset-Backed Securities
BXMT 2020-FL2 LTD B 20380218 FLT
2038-02-18
5.388950
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Asset-Backed Securities
CHCP LTD 2021-FL1 B 20380216 FLT
2038-02-16
5.628350
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Asset-Backed Securities
CHCP LTD 2021-FL1 D 20380216 FLT
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Asset-Backed Securities
CSMC TRUST 2021-JR2 A-1 20611125 FLT
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2.215000
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Asset-Backed Securities
CWABS INC 2006-11 1-AF-5 20460725 FLT
2046-07-25
6.400000
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3742208.25
Asset-Backed Securities
CWABS INC 2003-BC5 2-A-2 20331225 FLT
2033-12-25
4.743570
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822302.84
Asset-Backed Securities
CWABS INC 2004-13 MV-7 20350225 FLT
2035-02-25
6.443570
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2356035.41
Asset-Backed Securities
CARVANA AUTO RECB TR 2021-N1 F 20280110 4.5
2028-01-10
4.550000
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1737856.63
Asset-Backed Securities
CASCADE MH ASSET TRST 2019-MH1 M 20441125 5.9
2044-11-25
5.985000
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Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD B 20370915 FLT
2037-09-15
5.475290
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Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD C 20370915 FLT
2037-09-15
5.875290
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Asset-Backed Securities
GREYSTONE CRE NOTES2019-FL LTD D 20370915 FLT
2037-09-15
6.275290
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Asset-Backed Securities
GREYSTONE CRE LTD 2021-FL3 B 20390715 FLT
2039-07-15
5.525290
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2684435.59
Asset-Backed Securities
GREYSTONE CRE LTD 2021-FL3 C 20390715 FLT
2039-07-15
5.875290
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229927.01
Asset-Backed Securities
GREYTSTONE CRE LTD 2021-HC2 D 20391215 FLT
2039-12-15
7.908730
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22164005.39
Asset-Backed Securities
GREYTSTONE CRE LTD 2021-HC2 E 20391215 FLT
2039-12-15
8.908730
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4217417.39
Asset-Backed Securities
HGI CRE CLO LTD 2021-FL2 B 20360919 FLT
2036-09-19
5.386570
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5733582.09
Asset-Backed Securities
HGI CRE CLO LTD 2021-FL2 D 20360919 FLT
2036-09-19
6.036570
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1433596.20
Asset-Backed Securities
HAWAIIAN AIRL TR 2013-1 A 20270715 3.9
2027-07-15
3.900000
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Asset-Backed Securities
HOME EQUITY MTG INDS 2006-2B A 20361025 FLT
2036-10-25
4.383570
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6698810.90
Asset-Backed Securities
HOME PART OF AMER TR 2022-1 E 20390419 5.5
2039-04-19
5.530000
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57970396.14
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD B 20280515 FLT
2028-05-15
5.575290
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12540613.21
Asset-Backed Securities
LOANCORE 2018-CRE1 LTD D 20280515 FLT
2028-05-15
6.825290
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Asset-Backed Securities
LOANCORE ISSUER LTD 2021-CRE6 D 20381115 FLT
2038-11-15
6.725290
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Asset-Backed Securities
MF1 LTD 2021-FL5 A-S 20310317 FLT
2031-03-17
5.178350
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Asset-Backed Securities
MF1 LTD 2021-FL7 C 20361020 FLT
2036-10-20
5.988570
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3149474.34
Asset-Backed Securities
MF1 LTD 2021-FL7 D 20361020 FLT
2036-10-20
6.488570
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1398303.21
Asset-Backed Securities
MF1 LTD 2022-FL9 A-S 20370622 FLT
2037-06-22
6.581530
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2034097.94
Asset-Backed Securities
MF1 LTD 2022-FL9 C 20370622 FLT
2037-06-22
7.631530
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Asset-Backed Securities
M360 2019-CRE2 LTD D 20340915 FLT
2034-09-15
6.908730
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Asset-Backed Securities
M360 2019-CRE2 LTD E 20340915 FLT
2034-09-15
7.408730
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Asset-Backed Securities
MARLETTE FUNDING TRUST 2021-1 C 20310616 1.4
2031-06-16
1.410000
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2924935.25
Asset-Backed Securities
MASTR SPEC LN TR 2006-03 A 20460725 FLT
2046-07-25
4.303570
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Asset-Backed Securities
MILL CITY MTG LN TR 2018-3 B2 20580825 FLT
2058-08-25
2.390250
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Asset-Backed Securities
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2066-04-25
1.767010
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Asset-Backed Securities
MILL CITY MTG LN TR 2019-1 B1 20691025 FLT
2069-10-25
3.500000
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Asset-Backed Securities
MILL CTY MTG LN TR 2019-GS2 B5 20590825 FLT
2059-08-25
3.627770
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Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
6.225290
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Asset-Backed Securities
NELNET STUDENT LN TR 2021-B D 20620420 4.7
2062-04-20
4.750000
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Asset-Backed Securities
NELNET STUDENT LN TR 2021-A D 20620420 4.9
2062-04-20
4.930000
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Asset-Backed Securities
NOVASTAR HEQ LN TR 2005-3 M-3 20360125 FLT
2036-01-25
4.751140
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Asset-Backed Securities
NOVASTAR MTG FDG TR 2007-2 M-1 20370925 FLT
2037-09-25
4.343570
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4240486.80
Asset-Backed Securities
OCTAGON INVST PARTS 45 LTD SUB 20321015 FLT
2032-10-15
0.00
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Asset-Backed Securities
OPORTUN ISSUANCE TR 2022-A C 20310609 7.4
2031-06-09
7.400000
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Asset-Backed Securities
ORIGEN MFH CERT 2002-A M-2 20320515 8.8
2032-05-15
8.850000
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Asset-Backed Securities
PPM CLO 5 LTD E 20341018 FLT
5493001Z3ZE83NGK8Y12
2034-10-18
10.693700
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Asset-Backed Securities
PREFER TERM SEC XXI 2006-21 D 20380322 FLT
2038-03-22
5.392570
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Asset-Backed Securities
PROGRESS RES 2021-SFR1 F 20380318 2.7
2038-03-18
2.757000
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1003757.90
Asset-Backed Securities
PROGRESS RES 2021-SFR3 TR H 20380519 4.7
2038-05-19
4.750000
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Asset-Backed Securities
PROG RES TR 2022-SFR1 F 20410220 4.8
2041-02-20
4.880000
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Asset-Backed Securities
RADNOR RE LTD 2021-2 M-2 20311125 FLT
2031-11-25
8.546870
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Asset-Backed Securities
READY CAP MORT FIN LLC 22-FL10 C 20391025 FLT
2039-10-25
8.320330
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Asset-Backed Securities
RESIDENTIAL REINS 2018 LTD CL 2 2018-II 22
2022-12-06
16.099500
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5391117.04
Corporate Debt Securities
STWD MORTGAGE TR 2019-FL1 LTD D 20380715 FLT
2038-07-15
6.275350
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Asset-Backed Securities
SOVEREIGN BK HEQ LN TR 2000-1 A-6 20301225 7.2
2030-12-25
7.250000
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Asset-Backed Securities
SPRINGCASTLE AMER FDG 2020-A B 20370925 2.6
2037-09-25
2.660000
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Asset-Backed Securities
STAR 2021-SFR1 G 20380419 FLT
2038-04-19
7.104000
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1378746.50
Asset-Backed Securities
STARWOOD MTG RES TRUST 2021-6 B-2 20661125 FLT
2066-11-25
3.935000
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2311112.21
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
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Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 C 20341017 FLT
2034-10-17
6.088950
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1064438.70
Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 E 20341017 FLT
2034-10-17
6.688950
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Asset-Backed Securities
TERWIN MTG TR 2006-4SL A-1 20370525 FLT
2037-05-25
0.103963
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2881557.58
Asset-Backed Securities
TERWIN MTG TR ASSET BACKED SECS SER 2007-QHL1
2038-11-25
1.956570
40882000.00
4796505.94
Asset-Backed Securities
TRICON RES 2021-SFR1 E-1 20380719 2.7
2038-07-19
2.794000
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3348790.89
Asset-Backed Securities
VMC FINANCE 2019-FL3 C 20360917 FLT
2036-09-17
5.960710
6597000.00
5585839.61
Asset-Backed Securities
AMSR TRUST 2021-SFR3 H 20261009 4.9
2026-10-09
4.896000
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1835878.00
Asset-Backed Securities
ARI FLEET LEASE TR 2022-A A-1 20230417 0.0
2023-04-17
1.494890
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2622487.44
Asset-Backed Securities
ARBOR RLTY COM NT 2021-FL4 A-S 20361117 FLT
2036-11-17
5.575290
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4750365.19
Asset-Backed Securities
ABBOR REALTY CRE 2021-FL2 LTD A-S 20360515 FLT
2036-05-15
5.275290
4640000.00
4422838.89
Asset-Backed Securities
ARGENT SECS INC 2005-W1 A-1 20350525 FLT
2035-05-25
4.523570
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260109.55
Asset-Backed Securities
ARIVO ACCEP AUTO LN 2021-1 TR A 20270115 1.1
2027-01-15
1.190000
4566000.00
1158143.02
Asset-Backed Securities
ABS CORP HEQ 2004-HE9 M1 20341225 FLT
2034-12-25
5.018570
14259999.00
2313535.08
Asset-Backed Securities
ALTLAS SENIOR LOAN FND 2016-7R F-R 20311128 FLT
2031-11-28
12.786300
3500000.00
3185855.22
Asset-Backed Securities
ARBOR RLTY COM 2022-FL1 E 20370116 FLT
2037-01-16
3.799670
10000000.00
9325960.00
Asset-Backed Securities
ELLINGTON CLO LTD 2019-4R E-2-R 20290415 0.0
25490064KF1PM0300Z69
2029-04-15
11.000000
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1102514.16
Asset-Backed Securities
SKYBOX CDO LTD 2005-1 A 20401211 FLT
2040-12-11
2.688380
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1150068.11
Asset-Backed Securities
VMC FINANCE LLC 2022-FL5 E 20390218 FLT
2039-02-18
4.900000
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3379190.50
Asset-Backed Securities
Y
2022-12-01
2023-02-28
2023-04-05
Y
JP MORGAN SECURITIES LLC
1.0000
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IGJSJL3JD5P30I6NJZ34
2036-09-16
2.484000
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185867.01
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 36
INR2EJN1ERAN0W5ZP974
2036-08-08
3.450000
68000.00
62105.99
Corporate Debt Securities
MICROSOFT CORP GLBL NT 2.525%50
INR2EJN1ERAN0W5ZP974
2050-06-01
2.525000
332000.00
231325.93
Corporate Debt Securities
MICROSOFT CORP GLBL NT 2.675%60
INR2EJN1ERAN0W5ZP974
2060-06-01
2.675000
1087000.00
741063.00
Corporate Debt Securities
DUKE UNIVERSITY SR GLBL SINK 44
FY5ICUIRRDCHN4HHL592
2044-10-01
2.682000
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1468.45
Corporate Debt Securities
FISERV INC SR GLBL NT3.5%29
GI7UBEJLXYLGR2C7GV83
2029-07-01
3.500000
2000.00
1823.09
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 25
J3WHBG0MTS7O8ZVMDC91
2025-03-19
2.992000
42000.00
40851.76
Corporate Debt Securities
EXXON MOBIL CORP GLBL NT 3.452%51
J3WHBG0MTS7O8ZVMDC91
2051-04-15
3.452000
40000.00
31132.20
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 45
J3WHBG0MTS7O8ZVMDC91
2045-03-06
3.567000
2000.00
1625.63
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 49
J3WHBG0MTS7O8ZVMDC91
2049-08-16
3.095000
28000.00
20804.03
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 26
J3WHBG0MTS7O8ZVMDC91
2026-08-16
2.275000
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25267.20
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 50
J3WHBG0MTS7O8ZVMDC91
2050-03-19
4.327000
3000.00
2730.40
Corporate Debt Securities
BAXTER INTL INC SR GLBL NT 27
J5OIVXX3P24RJRW5CK77
2027-02-01
1.915000
10000.00
8914.40
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR GLBL NT3.9%26
5493006LL0CKP8WQW329
2026-07-15
3.900000
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4770.82
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 3%27
OW6OFBNCKXC4US5C7523
2027-04-06
3.000000
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6560.75
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 26
OW6OFBNCKXC4US5C7523
2026-01-22
1.750000
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13803.33
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 30
OW6OFBNCKXC4US5C7523
2030-05-22
2.375000
28000.00
23990.06
Corporate Debt Securities
EQUINOR ASA SR NT 2.65%24
OW6OFBNCKXC4US5C7523
2024-01-15
2.650000
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1002248.99
Corporate Debt Securities
CME GROUP INC SR GLBL NT 3%25
LCZ7XYGSLJUHFXXNXD88
2025-03-15
3.000000
14000.00
13603.52
Corporate Debt Securities
AUTOMATIC DATA PROCESSING INC SR GLBL COCO 28
HGBOLILQXWER4SAL2I23
2028-05-15
1.700000
69000.00
60236.88
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT4.1%37
INR2EJN1ERAN0W5ZP974
2037-02-06
4.100000
15000.00
14582.15
Corporate Debt Securities
MASS INST TECH MTN BE GLBL -H BD 52
DLZO3A31IADZ27B62557
2052-04-01
3.067000
3000.00
2209.94
Corporate Debt Securities
MASS INST TECH MTN BE GLBL -H BD 52
DLZO3A31IADZ27B62557
2052-04-01
3.067000
1000.00
736.65
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 32
BVHHEFJI6SHNOKQT2572
2032-04-01
2.550000
6000.00
4600.13
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2017 BD 27
DW4Z57L3G4IRMHYZYK62
2027-05-01
3.150000
29000.00
27286.90
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2017 BD 47
DW4Z57L3G4IRMHYZYK62
2047-05-01
4.150000
65000.00
56080.25
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2017 BD 47
DW4Z57L3G4IRMHYZYK62
2047-05-01
4.150000
1000.00
862.77
Corporate Debt Securities
EAST OHIO GAS CO SR GLBL C 144A50
BC95Y6MXLT75BGO7UM71
2050-06-15
3.000000
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Corporate Debt Securities
MICROSOFT CORP SR GLBL NT3.3%27
INR2EJN1ERAN0W5ZP974
2027-02-06
3.300000
4029000.00
3921868.89
Corporate Debt Securities
APPLE INC SR GLBL NT 26
HWUPKR0MPOU8FGXBT394
2026-08-04
2.450000
51000.00
48067.22
Corporate Debt Securities
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-08-04
3.850000
300000.00
262972.67
Corporate Debt Securities
APPLE INC SR GLBL NT 27
HWUPKR0MPOU8FGXBT394
2027-02-09
3.350000
13000.00
12650.55
Corporate Debt Securities
APPLE INC SR GLBL NT3.2%27
HWUPKR0MPOU8FGXBT394
2027-05-11
3.200000
45000.00
43116.70
Corporate Debt Securities
APPLE INC SR GLBL NT 47
HWUPKR0MPOU8FGXBT394
2047-11-13
3.750000
1736000.00
1479316.49
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT2.4%26
INR2EJN1ERAN0W5ZP974
2026-08-08
2.400000
1849000.00
1744932.12
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%35
INR2EJN1ERAN0W5ZP974
2035-02-12
3.500000
15000.00
13961.55
Corporate Debt Securities
APPLE INC SR GLBL NT 43
HWUPKR0MPOU8FGXBT394
2043-05-04
3.850000
27000.00
24034.06
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT 46
I1BZKREC126H0VB1BL91
2046-09-01
3.750000
13000.00
9758.33
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP GLBL NT 1.9%31
I07WOS4YJ0N7YRFE7309
2031-09-01
1.900000
101000.00
80205.84
Corporate Debt Securities
APPLE INC SR GLBL NT 50
HWUPKR0MPOU8FGXBT394
2050-05-11
2.650000
257000.00
176872.18
Corporate Debt Securities
APPLE INC SR GLBL NT 60
HWUPKR0MPOU8FGXBT394
2060-08-20
2.550000
1964000.00
1284187.59
Corporate Debt Securities
APPLE INC SR GLBL NT 60
HWUPKR0MPOU8FGXBT394
2060-08-20
2.550000
1391000.00
909523.90
Corporate Debt Securities
APPLE INC SR GLBL NT 41
HWUPKR0MPOU8FGXBT394
2041-02-08
2.375000
2000.00
1474.32
Corporate Debt Securities
APPLE INC SR GLBL NT2.8%61
HWUPKR0MPOU8FGXBT394
2061-02-08
2.800000
2212000.00
1492726.42
Corporate Debt Securities
APPLE INC SR GLBL NT2.8%61
HWUPKR0MPOU8FGXBT394
2061-02-08
2.800000
4000.00
2699.32
Corporate Debt Securities
APPLE INC SR GLBL NT1.4%28
HWUPKR0MPOU8FGXBT394
2028-08-05
1.400000
99000.00
84829.36
Corporate Debt Securities
APPLE INC SR GLBL NT 61
HWUPKR0MPOU8FGXBT394
2061-08-05
2.850000
50000.00
34329.71
Corporate Debt Securities
EQUINOR ASA SR NT 3.95%43
OW6OFBNCKXC4US5C7523
2043-05-15
3.950000
1000.00
856.24
Corporate Debt Securities
EQUINOR ASA SR NT 3.95%43
OW6OFBNCKXC4US5C7523
2043-05-15
3.950000
1000.00
856.24
Corporate Debt Securities
F N B CORP GLBL NT 5.15%25
PCYSKIGYNYFDTBLVZU83
2025-08-25
5.150000
1000.00
1001.10
Corporate Debt Securities
BOEING CO 3.85%48
RVHJWBXLJ1RFUBSY1F30
2048-11-01
3.850000
2000.00
1395.20
Corporate Debt Securities
PHILLIPS 66 CO GLBL 144A NT 46
RVJMT2IZVVSKIRJJBH76
2046-10-01
4.900000
75000.00
68009.29
Corporate Debt Securities
PHILLIPS 66 CO GLBL 144A NT 46
RVJMT2IZVVSKIRJJBH76
2046-10-01
4.900000
176000.00
159595.14
Corporate Debt Securities
WALMART INC SR GLBL NT 32
Y87794H0US1R65VBXU25
2032-09-09
4.150000
57000.00
56504.53
Corporate Debt Securities
COLGATE PALMOLIVE CO SR GLBL NT 32
YMEGZFW4SBUSS5BQXF88
2032-08-15
3.250000
1260000.00
1152132.45
Corporate Debt Securities
COLGATE PALMOLIVE CO SR GLBL NT 32
YMEGZFW4SBUSS5BQXF88
2032-08-15
3.250000
100000.00
91439.08
Corporate Debt Securities
DOW CHEMICAL CO SR GLBL NT6.9%53
ZQUIP1CSZO8LXRBSOU78
2053-05-15
6.900000
64000.00
69662.51
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 26
U4LOSYZ7YG4W3S5F2G91
2026-03-30
3.971000
910000.00
864343.78
Corporate Debt Securities
CONTINENTAL RES INC SR GLBL NT4.9%44
XXRTID9RYWOZ0UPIVR53
2044-06-01
4.900000
4461000.00
3482675.44
Corporate Debt Securities
WALMART INC SR GLBL NT 51
Y87794H0US1R65VBXU25
2051-09-22
2.650000
54000.00
38475.30
Corporate Debt Securities
WALMART INC SR NT 6.5%37
Y87794H0US1R65VBXU25
2037-08-15
6.500000
1898000.00
2300202.02
Corporate Debt Securities
WALMART INC SR GLBL NT1.8%31
Y87794H0US1R65VBXU25
2031-09-22
1.800000
1120000.00
923395.20
Corporate Debt Securities
WALMART INC SR GLBL NT2.5%41
Y87794H0US1R65VBXU25
2041-09-22
2.500000
318000.00
237114.23
Corporate Debt Securities
WALMART INC SR GLBL NT 51
Y87794H0US1R65VBXU25
2051-09-22
2.650000
59000.00
42037.83
Corporate Debt Securities
CHEVRON USA INC SR GLBL NT 28
VA8TZDWPEZYU430RZ444
2028-01-15
3.850000
60000.00
58844.85
Corporate Debt Securities
UNION CARBIDE CORP SR DEB 7.75%96
QE84C8O80MNLK8IFRL44
2096-10-01
7.750000
1000.00
1144.71
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SR GLBL NT 29
98TPTUM4IVMFCZBCUR27
2029-11-15
3.125000
358000.00
314489.43
Corporate Debt Securities
COMMONWEALTH EDISON CO 1M GLBL 131 BD51
D8YOXB8L2ZDC8P7Q0771
2051-09-01
2.750000
7552000.00
4946398.47
Corporate Debt Securities
WESTPAC BKG CORP GLBL NT 5.457%27
EN5TNI6CI43VEPAMHL14
2027-11-18
5.457000
500000.00
512649.50
Corporate Debt Securities
SONOCO PRODS CO SR GLBL NT 32
GKOMIK4RDJGHEF0VNP11
2032-02-01
2.850000
3000.00
2454.63
Corporate Debt Securities
APPLE INC SR GLBL NT1.7%31
HWUPKR0MPOU8FGXBT394
2031-08-05
1.700000
100000.00
81243.06
Corporate Debt Securities
APPLE INC SR GLBL NT4.1%62
HWUPKR0MPOU8FGXBT394
2062-08-08
4.100000
150000.00
131058.83
Corporate Debt Securities
CME GROUP INC SR GLBL NT 32
LCZ7XYGSLJUHFXXNXD88
2032-03-15
2.650000
15000.00
12779.86
Corporate Debt Securities
KIMBERLY-CLARK CORP NT 6.625%37
MP3J6QPYPGN75NVW2S34
2037-08-01
6.625000
3840000.00
4468797.33
Corporate Debt Securities
ALPHABET INC SR GLBL NT 25
5493006MHB84DD0ZWV18
2025-08-15
0.450000
97000.00
87512.67
Corporate Debt Securities
AHS HOSP CORP SR SEC 2015 BD45
549300D7W3C9Z4RGJG34
2045-07-01
5.024000
3817000.00
3768156.82
Corporate Debt Securities
NISOURCE INC SR GLBL NT 5%52
549300D8GOWWH0SJB189
2052-06-15
5.000000
3000.00
2826.18
Corporate Debt Securities
FLEXTRONICS INTL LTD SR GLBL NT 26
549300EAQH74YHD07T53
2026-02-01
3.750000
3000.00
2856.65
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT3.7%4
549300G0CFPGEF6X2043
2046-03-01
3.700000
50000.00
43119.36
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 37
549300G0CFPGEF6X2043
2037-03-03
3.625000
100000.00
90084.04
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 37
549300G0CFPGEF6X2043
2037-03-03
3.625000
17000.00
15314.29
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 37
549300G0CFPGEF6X2043
2037-03-03
3.625000
1383000.00
1245862.30
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT3.4%3
549300G0CFPGEF6X2043
2038-01-15
3.400000
81000.00
70845.84
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 50
549300G0CFPGEF6X2043
2050-09-01
2.250000
630000.00
411807.38
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 50
549300G0CFPGEF6X2043
2050-09-01
2.250000
10000.00
6536.62
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 50
549300G0CFPGEF6X2043
2050-09-01
2.250000
457000.00
298723.76
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 50
549300G0CFPGEF6X2043
2050-09-01
2.250000
2000.00
1307.33
Corporate Debt Securities
NUTRIEN LTD SR GLBL NT 36
5493002QQ7GD21OWF963
2036-12-01
5.875000
147000.00
153432.99
Corporate Debt Securities
ESSEX PORTFOLIO L P SR GLBL NT1.7%28
5493003GN3O58H286O74
2028-03-01
1.700000
33000.00
27413.85
Corporate Debt Securities
WALMART INC SR GLBL NT 26
Y87794H0US1R65VBXU25
2026-07-08
3.050000
36000.00
35098.94
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 44
ZXTILKJKG63JELOEG630
2044-12-05
4.950000
4373000.00
4508399.01
Corporate Debt Securities
APPLE INC SR GLBL NT 3%27
HWUPKR0MPOU8FGXBT394
2027-11-13
3.000000
99000.00
93212.13
Corporate Debt Securities
WELLS FARGO & CO FR 3.9%050145
PBLD0EJDB5FWOLXP3B76
2045-05-01
3.900000
4971000.00
3985457.82
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 25
OW6OFBNCKXC4US5C7523
2025-04-06
2.875000
59000.00
56864.94
Corporate Debt Securities
APPLE INC SR GLBL NT 47
HWUPKR0MPOU8FGXBT394
2047-09-12
3.750000
90000.00
77197.95
Corporate Debt Securities
APPLE INC SR GLBL NT 47
HWUPKR0MPOU8FGXBT394
2047-09-12
3.750000
26000.00
22301.63
Corporate Debt Securities
APPLE INC SR GLBL NT 47
HWUPKR0MPOU8FGXBT394
2047-09-12
3.750000
2000.00
1715.51
Corporate Debt Securities
ROCHE HOLDINGS INC SR 144A NT 51
PVJRP0EQNV6OGDPZGY95
2051-12-13
2.607000
505000.00
343007.91
Corporate Debt Securities
ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 33
MGCJBT4MKTQBVLNUIS88
2033-02-01
1.875000
5000.00
3731.44
Corporate Debt Securities
PIONEER NAT RES CO SR GLBL NT1.9%30
FY8JBF7CCL2VE4F1B628
2030-08-15
1.900000
2000.00
1595.90
Corporate Debt Securities
PIONEER NAT RES CO SR GLBL NT1.9%30
FY8JBF7CCL2VE4F1B628
2030-08-15
1.900000
12000.00
9575.42
Corporate Debt Securities
MASS INST TECH MTN BE -B BD 5.6%11
DLZO3A31IADZ27B62557
2111-07-01
5.600000
96000.00
104881.71
Corporate Debt Securities
APPLE INC SR NT 4.375%45
HWUPKR0MPOU8FGXBT394
2045-05-13
4.375000
1134000.00
1068574.97
Corporate Debt Securities
APPLE INC SR GLBL NT 50
HWUPKR0MPOU8FGXBT394
2050-05-11
2.650000
2000.00
1376.44
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%23
HWUPKR0MPOU8FGXBT394
2023-05-03
2.400000
2000.00
1983.20
Corporate Debt Securities
APPLE INC SR NT 2.5%25
HWUPKR0MPOU8FGXBT394
2025-02-09
2.500000
5000.00
4834.64
Corporate Debt Securities
TARGA RES CORP CALIF SR GLBL NT 52
5493003QENHHS261UR94
2052-07-01
6.250000
28000.00
27783.18
Corporate Debt Securities
STANFORD HEALTH CARE -2021 BD3.027%51
5493005311WCPXQGDG42
2051-08-15
3.027000
1000.00
688.54
Corporate Debt Securities
STANFORD HEALTH CARE -2021 BD3.027%51
5493005311WCPXQGDG42
2051-08-15
3.027000
2000.00
1377.08
Corporate Debt Securities
STANFORD HEALTH CARE -2021 BD3.027%51
5493005311WCPXQGDG42
2051-08-15
3.027000
2000.00
1377.08
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA GLBL BCUSG-12 26
54930058TO7MEKUHWL16
2026-07-20
0.900000
5000.00
4430.70
Corporate Debt Securities
APPLIED MATLS INC SR GLBL NT 30
41BNNE1AFPNAZELZ6K07
2030-06-01
1.750000
2600000.00
2153323.61
Corporate Debt Securities
IRIS ESCROW ISSUER CORP SR GLBL 144A 28
54930013SPZ2NB3I3V40
2028-12-15
10.000000
2000.00
1824.88
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT5.5%3
2572IBTT8CCZW6AU4141
2034-02-01
5.500000
325000.00
347581.18
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT 27
2572IBTT8CCZW6AU4141
2027-08-11
2.850000
6000.00
5666.87
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT 25
2572IBTT8CCZW6AU4141
2025-10-29
0.550000
190000.00
170117.19
Corporate Debt Securities
YARA INTL ASA SR GLBL 144A 32
213800WKOUWXWFJ5Z514
2032-11-14
7.378000
2000000.00
2105718.22
Corporate Debt Securities
BRASKEM NETH FIN B V SR GLBL REGS 30
2549000TLMHFQ74DS330
2030-01-31
4.500000
350000.00
299239.50
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT2.5%28
254900287ZNSGVP1R341
2028-09-15
2.500000
151000.00
125699.70
Corporate Debt Securities
QATAR PETROLEUM SR GLBL 144A 31
254900QTESJKJ3P87J26
2031-07-12
2.250000
420000.00
354696.30
Corporate Debt Securities
QATAR PETROLEUM SR GLBL 144A 26
254900QTESJKJ3P87J26
2026-09-12
1.375000
1012000.00
899252.24
Corporate Debt Securities
AMERICAN ELEC PWR INC JR SB GLBL DB 24
1B4S6S7G0TW5EE83BO58
2024-03-15
2.031000
721000.00
694648.35
Corporate Debt Securities
APPLE INC SR NT 3.45%45
HWUPKR0MPOU8FGXBT394
2045-02-09
3.450000
4000.00
3342.87
Corporate Debt Securities
BPCE S A FR 5.7%102223
9695005MSX1OYEMGDF46
2023-10-22
5.700000
2000000.00
1989533.33
Corporate Debt Securities
PG&E RECOVERY FDG LLC EXTND SR SEC 38
2038-01-15
2.280000
182000.00
139049.82
Corporate Debt Securities
CARLYLE GLB MKT STRTG 2015-R3 B-R3 20310721 FLT
2031-07-21
5.792570
13750000.00
13275860.04
Asset-Backed Securities
APTIV PLC / APTIV CORP SR GLBL NT 32
2032-03-01
3.250000
1219000.00
1026574.42
Corporate Debt Securities
EXETER AUTO RECV TR 2021-3 D 20270615 1.5
2027-06-15
1.550000
6500000.00
5721331.42
Asset-Backed Securities
APTIV PLC / APTIV CORP SR GLBL NT 52
2052-05-01
4.150000
40000.00
30308.12
Corporate Debt Securities
COTTAGE HEALTH CREDIT GROUP SR -2020 BD 49
2049-11-01
3.304000
40000.00
28555.66
Corporate Debt Securities
FLAGSHIP CR AUT TR 2021-4 C 20271215 1.9
2027-12-15
1.960000
5215000.00
4677910.63
Asset-Backed Securities
DISNEY WALT CO SR GLBL NT6.4%35
549300GZKULIZ0WOW665
2035-12-15
6.400000
4111000.00
4643223.76
Corporate Debt Securities
SOUTHERN CO SR GLBL 2022A 25
549300FC3G3YU2FBZD92
2025-10-06
5.150000
95000.00
95918.18
Corporate Debt Securities
SOUTHERN CO JR SB GLBL 27
549300FC3G3YU2FBZD92
2027-08-01
5.113000
2000.00
2018.42
Corporate Debt Securities
VISA INC SR GLBL NT 27
549300JZ4OKEHW3DPJ59
2027-08-15
0.750000
82000.00
69943.34
Corporate Debt Securities
BLUEMOUNTAIN CLO 2013-2R B-R 20301022 FLT
549300KGXMRFX2DKIX03
2030-10-22
5.924570
1537429.00
1485862.31
Asset-Backed Securities
TSMC GLOBAL LTD SR GLBL 144A 32
549300N2ZLI21P85T117
2032-07-22
4.625000
300000.00
301345.33
Corporate Debt Securities
SOUND PNT CLO II LTD 2013-2R A3-R 20310127 FLT
549300Q00FJ0WHHYC788
2031-01-27
6.176860
1500000.00
1377862.92
Asset-Backed Securities
GALAXY XXVIII CLO 2018-28 B 20310715 FLT
549300QR0537E9AXFW42
2031-07-15
5.679140
1481545.00
1432033.50
Asset-Backed Securities
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL 32
549300SP2X2BS1KERD24
2032-09-15
4.550000
5000000.00
4940669.44
Corporate Debt Securities
FS KKR CAP CORP GLBL NT 1.65%24
549300TYRSI1T21B1360
2024-10-12
1.650000
1142000.00
1044119.18
Corporate Debt Securities
FS KKR CAP CORP GLBL NT 1.65%24
549300TYRSI1T21B1360
2024-10-12
1.650000
12773000.00
11678226.17
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT3.6%60
549300V2JRLO5DIFGE82
2060-11-15
3.600000
7709000.00
5338867.95
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT3.6%60
549300V2JRLO5DIFGE82
2060-11-15
3.600000
6116000.00
4235635.80
Corporate Debt Securities
NEWMONT CORP SR GLBL NT 30
549300VSP3RIX7FGDZ51
2030-10-01
2.250000
642000.00
518509.70
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT 2%31
549300WR7IX8XE0TBO16
2031-02-15
2.000000
2000.00
1569.09
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT 31
549300XMP3KDCKJXIU47
2031-12-15
2.375000
5000.00
4080.48
Corporate Debt Securities
ONTARIO TEACH FIN TR SR GLBL 7 144A27
635400ZZE5J8OXXBBY26
2027-04-13
3.000000
250000.00
235571.67
Corporate Debt Securities
DEUTSCHE BK AG N Y SR GLBL COCO 23
7LTWFZYICNSX8D621K86
2023-11-08
0.962000
1100000.00
1054479.68
Corporate Debt Securities
BAE SYSTEMS PLC GLBL 144A NT3%50
8SVCSVKSGDWMW2QHOH83
2050-09-15
3.000000
7415000.00
4968346.60
Corporate Debt Securities
APPLE INC SR GLBL NT 49
HWUPKR0MPOU8FGXBT394
2049-09-11
2.950000
5000.00
3700.32
Corporate Debt Securities
ALPHABET INC SR GLBL NT 50
5493006MHB84DD0ZWV18
2050-08-15
2.050000
70000.00
44102.04
Corporate Debt Securities
ALPHABET INC SR GLBL NT 60
5493006MHB84DD0ZWV18
2060-08-15
2.250000
313000.00
191018.42
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT2.7%31
5493006ORUSIL88JOE18
2031-04-15
2.700000
13000.00
10694.25
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR GLBL NT 49
54930030NVF3Y2OL0A78
2049-05-01
4.350000
627000.00
488993.64
Corporate Debt Securities
APPLE INC SR GLBL NT0.7%26
HWUPKR0MPOU8FGXBT394
2026-02-08
0.700000
47000.00
41880.19
Corporate Debt Securities
GRUPO BIMBO SAB DE CV SR REGS NT4.7%47
5493000RIXURZEBFEV60
2047-11-10
4.700000
200000.00
173092.22
Corporate Debt Securities
TOWD POINT ASSET TR 2018-SL1 A 20460125 FLT
54930022FYEFQVX02P24
2046-01-25
4.616140
145000.00
25681.55
Asset-Backed Securities
GEORGE WASHINGTON UNIVERSITY SR -2018 BD 48
5493002S4P5IVD462L47
2048-09-15
4.126000
5565000.00
4673074.26
Corporate Debt Securities
ENTERGY LA LLC 1M BD 4.44%26
0V5453U14HDZO63CGH17
2026-01-15
4.440000
4805000.00
4756469.50
Corporate Debt Securities
APPLE INC SR GLBL NT1.2%28
HWUPKR0MPOU8FGXBT394
2028-02-08
1.200000
61000.00
52374.19
Corporate Debt Securities
APPLE INC SR GLBL NT 31
HWUPKR0MPOU8FGXBT394
2031-02-08
1.650000
96000.00
78527.36
Corporate Debt Securities
BAT CAPITAL CORP FR 2.259%032528
2138005GYEXN7XRHFA84
2028-03-25
2.259000
48000.00
40190.34
Corporate Debt Securities
APPLE INC SR GLBL NT2.7%51
HWUPKR0MPOU8FGXBT394
2051-08-05
2.700000
70000.00
48941.55
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 32
254900287ZNSGVP1R341
2032-01-15
3.125000
3000.00
2365.50
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 31
254900287ZNSGVP1R341
2031-01-15
3.750000
775000.00
656070.44
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 32
254900287ZNSGVP1R341
2032-01-15
3.125000
2000.00
1577.00
Corporate Debt Securities
APPLE INC SR GLBL NT 25
HWUPKR0MPOU8FGXBT394
2025-08-20
0.550000
1008000.00
909304.48
Corporate Debt Securities
VALE OVERSEAS LTD SR GLBL NT 30
254900BA3U6G5DNV5V04
2030-07-08
3.750000
408000.00
358106.36
Corporate Debt Securities
APPLE INC SR GLBL NT 25
HWUPKR0MPOU8FGXBT394
2025-08-20
0.550000
13000.00
11727.14
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT 26
2572IBTT8CCZW6AU4141
2026-11-03
2.450000
3000.00
2804.90
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT2.8%2
2572IBTT8CCZW6AU4141
2027-03-25
2.800000
26000.00
24510.34
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT1.2%3
2572IBTT8CCZW6AU4141
2030-10-29
1.200000
93000.00
73608.88
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT 31
2572IBTT8CCZW6AU4141
2031-04-23
1.950000
46000.00
38360.05
Corporate Debt Securities
WALMART INC SR GLBL NT 26
Y87794H0US1R65VBXU25
2026-09-17
1.050000
56000.00
49609.23
Corporate Debt Securities
WALMART INC SR GLBL NT3.7%28
Y87794H0US1R65VBXU25
2028-06-26
3.700000
11000.00
10868.31
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 4%61
XSGZFLO9YTNO9VCQV219
2061-02-04
4.000000
2000.00
1345.44
Corporate Debt Securities
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 53
2053-12-01
4.674000
2779000.00
2582237.54
Corporate Debt Securities
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 53
2053-12-01
4.674000
1271000.00
1181008.96
Corporate Debt Securities
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 53
2053-12-01
4.674000
804000.00
747074.12
Corporate Debt Securities
CWABS INC 2006-22 2-A-4 20350625 FLT
2035-06-25
4.263570
885032.00
570692.53
Asset-Backed Securities
CHEVRON CORPORATION SR GLBL NT 25
2025-11-17
3.326000
32000.00
30934.11
Corporate Debt Securities
CHEVRON CORPORATION SR GLBL NT 27
2027-05-11
1.995000
11000.00
9927.20
Corporate Debt Securities
CHEVRON USA INC GLBL NT 3.25%29
VA8TZDWPEZYU430RZ444
2029-10-15
3.250000
69000.00
64020.44
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT 43
RIMU48P07456QXSO0R61
2043-06-01
4.750000
82000.00
78718.20
Corporate Debt Securities
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
6.213000
5813000.00
1957741.86
Asset-Backed Securities
BOEING CO SR GLBL NT 40
RVHJWBXLJ1RFUBSY1F30
2040-02-15
5.875000
250000.00
240918.85
Corporate Debt Securities
DT AUTO OWNER TR 2021-4 D 20270915 1.9
2027-09-15
1.990000
6980000.00
6098350.38
Asset-Backed Securities
CSMC TR 2020-RPL3 A-1 20600325 FLT
2060-03-25
2.691000
633682.00
395326.80
Asset-Backed Securities
CPS AUTO REC TR 2022-B D 20280815 0.0
2028-08-15
5.190000
1429000.00
1343440.77
Asset-Backed Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 24
2024-07-15
4.000000
819000.00
813635.55
Corporate Debt Securities
APPLE INC SR GLBL NT 24
HWUPKR0MPOU8FGXBT394
2024-05-06
3.450000
997000.00
982533.53
Corporate Debt Securities
AUTONATION INC SR GLBL NT2.4%31
2031-08-01
2.400000
61000.00
44963.91
Corporate Debt Securities
APPLE INC SR GLBL NT2.9%27
HWUPKR0MPOU8FGXBT394
2027-09-12
2.900000
62000.00
58735.29
Corporate Debt Securities
VISA INC SR GLBL NT1.1%31
549300JZ4OKEHW3DPJ59
2031-02-15
1.100000
379000.00
296517.60
Corporate Debt Securities
VISA INC SR GLBL NT 47
549300JZ4OKEHW3DPJ59
2047-09-15
3.650000
3000.00
2552.59
Corporate Debt Securities
VISA INC SR GLBL NT1.9%27
549300JZ4OKEHW3DPJ59
2027-04-15
1.900000
60000.00
54348.30
Corporate Debt Securities
VISA INC SR GLBL NT 30
549300JZ4OKEHW3DPJ59
2030-04-15
2.050000
12000.00
10297.95
Corporate Debt Securities
BAYLOR SCOTT & WHITE HLDGS SR SEC GLBL 50
549300JQDKSBWYRGGV95
2050-11-15
2.839000
4000.00
2631.93
Corporate Debt Securities
OREILLY AUTOMOTIVE INC SR GLBL NT4.2%30
549300K2RLMQL149Q332
2030-04-01
4.200000
219000.00
207658.72
Corporate Debt Securities
BLACKROCK INC SR GLBL NT 29
549300LRIF3NWCU26A80
2029-04-30
3.250000
51000.00
47250.39
Corporate Debt Securities
BLACKROCK INC SR GLBL NT2.4%30
549300LRIF3NWCU26A80
2030-04-30
2.400000
96000.00
82289.28
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%42
INR2EJN1ERAN0W5ZP974
2042-11-15
3.500000
110000.00
94396.32
Corporate Debt Securities
JOHNS HOPKINS HEALTH SYS CORP SR -2016 BD 46
549300D81FCFUS7TQR04
2046-05-15
3.837000
668000.00
537739.16
Corporate Debt Securities
FOX CORP SR GLBL NT 29
549300DDU6FDRBIELS05
2029-01-25
4.709000
20000.00
19438.01
Corporate Debt Securities
FEDEX CORP SR GLBL NT 46
549300E707U7WNPZN687
2046-04-01
4.550000
96000.00
79307.23
Corporate Debt Securities
FEDEX CORP 3.4%28
549300E707U7WNPZN687
2028-02-15
3.400000
4000.00
3729.23
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP SR GLBL NT 50
I07WOS4YJ0N7YRFE7309
2050-07-01
3.125000
5000.00
3649.57
Corporate Debt Securities
SOUTHERN CO SR GLBL 2022B 32
549300FC3G3YU2FBZD92
2032-10-15
5.700000
1294000.00
1332820.00
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 31
5493008B6JBRUJ90QL97
2031-01-08
2.350000
544000.00
422676.82
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT2.7%31
5493008B6JBRUJ90QL97
2031-06-10
2.700000
330000.00
261911.10
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT2.7%31
5493008B6JBRUJ90QL97
2031-06-10
2.700000
72000.00
57144.24
Corporate Debt Securities
PERKINELMER INC SR GLBL NT 24
549300IKL1SDPFI7N655
2024-09-15
0.850000
15000.00
13849.36
Corporate Debt Securities
HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26
549300IYGAS4GE6VDL07
2026-08-01
3.500000
41000.00
38689.63
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 60
549300G0CFPGEF6X2043
2060-09-01
2.450000
4000.00
2554.23
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 37
549300G0CFPGEF6X2043
2037-08-15
5.950000
44000.00
50163.70
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 4.375%33
549300G0CFPGEF6X2043
2033-12-05
4.375000
39000.00
39364.55
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 4.375%33
549300G0CFPGEF6X2043
2033-12-05
4.375000
442000.00
446131.53
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 3.55%36
549300G0CFPGEF6X2043
2036-03-01
3.550000
2000.00
1804.17
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 3.55%36
549300G0CFPGEF6X2043
2036-03-01
3.550000
398000.00
359030.38
Corporate Debt Securities
JOHNSON & JOHNSON SR NT 3.55%36
549300G0CFPGEF6X2043
2036-03-01
3.550000
20000.00
18041.73
Corporate Debt Securities
JANUS HENDERSON GROUP PLC SR GLBL NT 25
8T2ZO87FU1KVPZIG9I59
2025-08-01
4.875000
6305000.00
6294121.25
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 25
549300G0CFPGEF6X2043
2025-09-01
0.550000
933000.00
843916.90
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 27
549300G0CFPGEF6X2043
2027-09-01
0.950000
11000.00
9532.80
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT1.3%3
549300G0CFPGEF6X2043
2030-09-01
1.300000
10000.00
8175.64
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT2.1%4
549300G0CFPGEF6X2043
2040-09-01
2.100000
50000.00
35383.58
Corporate Debt Securities
NIKE INC SR GLBL NT 30
787RXPR0UX0O0XUXPZ81
2030-03-27
2.850000
5549000.00
4988426.15
Corporate Debt Securities
DUKE ENERGY FLA LLC 1MTG 6.4%38
7MOHLM3DKE63RX2ZCN83
2038-06-15
6.400000
4000000.00
4549573.33
Corporate Debt Securities
BK OF AMERICA CORP FR 4.2%082624
9DJT3UXIJIZJI4WXO774
2024-08-26
4.200000
50000.00
49749.83
Corporate Debt Securities
PRESIDENT&FELLOW HARVARD COLL TAX BD-2016B 46
6S3X7J22E861RNTJSA74
2046-07-15
3.150000
114000.00
89059.37
Corporate Debt Securities
PRESIDENT&FELLOW HARVARD COLL TAX BD-2016B 46
6S3X7J22E861RNTJSA74
2046-07-15
3.150000
315000.00
246085.09
Corporate Debt Securities
ALPHABET INC SR GLBL NT 26
5493006MHB84DD0ZWV18
2026-08-15
1.998000
69000.00
64381.66
Corporate Debt Securities
TEXAS HEALTH RES SR SEC 2020 BD50
54930008C10TUBW7Z611
2050-11-15
2.328000
4000.00
2308.60
Corporate Debt Securities
KROGER CO SR GLBL NT 46
6CPEOKI6OYJ13Q6O7870
2046-10-15
3.875000
5000.00
3870.27
Corporate Debt Securities
KROGER CO SR GLBL NT4.5%29
6CPEOKI6OYJ13Q6O7870
2029-01-15
4.500000
658000.00
645659.21
Corporate Debt Securities
PRECISION CASTPARTS CORP SR GLBL NT 25
0XOOAY5P5J7Q734SEC89
2025-06-15
3.250000
40000.00
39399.43
Corporate Debt Securities
AMGEN INC SR GLBL NT 28
62QBXGPJ34PQ72Z12S66
2028-08-15
1.650000
50000.00
42362.12
Corporate Debt Securities
NEW YORK LIFE GLOBAL FDG SR SEC GLBL 24
635400DPNHEAUHB7ZI15
2024-04-10
2.875000
257000.00
250683.73
Corporate Debt Securities
ORACLE CORP SR GLBL NT 51
1Z4GXXU7ZHVWFCD8TV52
2051-03-25
3.950000
308000.00
226728.64
Corporate Debt Securities
BAT CAPITAL CORP FR 3.734%092540
2138005GYEXN7XRHFA84
2040-09-25
3.734000
2523000.00
1763506.22
Corporate Debt Securities
VALE OVERSEAS LTD SR GLBL NT 26
254900BA3U6G5DNV5V04
2026-08-10
6.250000
73000.00
75854.10
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 36
6SHGI4ZSSLCXXQSBB395
2036-01-29
2.125000
8000.00
5286.82
Corporate Debt Securities
CITIGROUP INC FR 11%103034
6SHGI4ZSSLCXXQSBB395
2034-10-30
0.00
100000.00
56828.50
Corporate Debt Securities
STATE STR CORP ALT TIER I PERP
549300ZFEEJ2IP5VME73
2500-12-31
5.625000
1000.00
948.35
Corporate Debt Securities
TRANSCANADA PIPELINE STRIP FR 4.25%051528
5BV01I6231JPDAPMGH09
2028-05-15
4.250000
2000.00
1903.18
Corporate Debt Securities
AT&T INC SR GLBL NT 59
549300Z40J86GGSTL398
2059-09-15
3.650000
15000.00
10463.01
Corporate Debt Securities
ELECTRONIC ARTS INC SR GLBL NT 51
549300O7A67PUEYKDL45
2051-02-15
2.950000
195000.00
133985.31
Corporate Debt Securities
VALE OVERSEAS LTD SR GLBL NT 36
254900BA3U6G5DNV5V04
2036-11-21
6.875000
96000.00
98938.44
Corporate Debt Securities
SPECTRA ENERGY PARTNERS LP SR NT 4.75%24
2HKVXE7U4NF5B6UGSU72
2024-03-15
4.750000
8000.00
8019.33
Corporate Debt Securities
ACTIVISION BLIZZARD INC SR GLBL NT2.5%50
549300TPQQDBP9GNOF40
2050-09-15
2.500000
1420000.00
906994.23
Corporate Debt Securities
BAIN CAP SPECIALTY FIN INC SR GLBL NT 26
549300V2JL72R0EYBK64
2026-10-13
2.550000
2000.00
1658.80
Corporate Debt Securities
NEWMONT CORP SR GLBL COCO 32
549300VSP3RIX7FGDZ51
2032-07-15
2.600000
34000.00
27362.18
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 3.96%071830
549300XFX12G42QIKN82
2030-07-18
3.960000
326000.00
286818.06
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 50
2S72QS2UO2OESLG6Y829
2050-11-20
2.875000
700000.00
452339.03
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 50
2S72QS2UO2OESLG6Y829
2050-11-20
2.875000
21000.00
13570.17
Corporate Debt Securities
CHEVRON CORPORATION SR GLBL NT 30
2030-05-11
2.236000
1488000.00
1279114.73
Corporate Debt Securities
CHEVRON CORPORATION SR GLBL NT 50
2050-05-11
3.078000
64000.00
47490.85
Corporate Debt Securities
WALMART INC SR GLBL NT 29
Y87794H0US1R65VBXU25
2029-09-24
2.375000
244000.00
215728.74
Corporate Debt Securities
WALMART INC SR GLBL NT 25
Y87794H0US1R65VBXU25
2025-06-26
3.550000
40000.00
39910.64
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%50
HWUPKR0MPOU8FGXBT394
2050-08-20
2.400000
125000.00
83404.58
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%50
HWUPKR0MPOU8FGXBT394
2050-08-20
2.400000
2000.00
1334.47
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%50
HWUPKR0MPOU8FGXBT394
2050-08-20
2.400000
15000.00
10008.55
Corporate Debt Securities
APPLE INC SR GLBL NT 24
HWUPKR0MPOU8FGXBT394
2024-05-06
3.450000
2000.00
1970.98
Corporate Debt Securities
VISA INC SR GLBL NT4.3%45
549300JZ4OKEHW3DPJ59
2045-12-14
4.300000
35000.00
33278.97
Corporate Debt Securities
BLACKROCK INC GLBL NT 1.9%31
549300LRIF3NWCU26A80
2031-01-28
1.900000
500000.00
407309.44
Corporate Debt Securities
CENOVUS ENERGY INC GLBL NT 2.65%32
549300NKHFE6ZRF37I48
2032-01-15
2.650000
100000.00
81226.75
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 27
5493008B6JBRUJ90QL97
2027-01-17
4.350000
13000.00
12537.73
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT2.9%2
549300G0CFPGEF6X2043
2028-01-15
2.900000
2815000.00
2681667.52
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT2.9%2
549300G0CFPGEF6X2043
2028-01-15
2.900000
295000.00
281027.33
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT3.5%4
549300G0CFPGEF6X2043
2048-01-15
3.500000
3000.00
2500.40
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 45
784F5XWPLTWKTBV3E584
2045-10-21
4.750000
5026000.00
4551122.58
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28
784F5XWPLTWKTBV3E584
2028-06-05
3.691000
5000000.00
4733561.81
Corporate Debt Securities
AMGEN INC SR GLBL NT2.2%27
62QBXGPJ34PQ72Z12S66
2027-02-21
2.200000
4000.00
3652.16
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 31
6SHGI4ZSSLCXXQSBB395
2031-11-17
2.000000
1000.00
748.30
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 35
6SHGI4ZSSLCXXQSBB395
2035-08-31
2.000000
6000.00
3887.77
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 35
6SHGI4ZSSLCXXQSBB395
2035-09-28
2.000000
50000.00
32914.22
Corporate Debt Securities
CITIGROUP MTG LN TR 2007-AMC3 A1 144 20370325 FLT
549300R1KUK063S4I339
2037-03-25
4.303570
14200000.00
1921150.45
Asset-Backed Securities
CANADIAN NAT RES LTD MED TERM SR NT 6.75%39
549300T15RIMIKZC5Q38
2039-02-01
6.750000
2671000.00
2843793.67
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU 3.65%26
2026-02-01
3.650000
115000.00
112812.16
Corporate Debt Securities
APTIV PLC SR GLBL NT3.1%51
2051-12-01
3.100000
685000.00
436423.01
Corporate Debt Securities
Y
2023-01-04
2023-01-04
2023-01-12
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0460
193919266.90
193919266.90
0.0014
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 4.350000%
549300HN4UKV1E2R3U73
0001675365
ARP0UQUP5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GLOBAL X FDS INT RT VOLTLTY
549300ZF338IVEY0L535
2500-12-31
0.00
145.00
3254.54
Equities
SENESTECH INC COM
549300YVNQPK8VJ8TT73
2500-12-31
0.00
1500.00
4725.00
Equities
TREVENA INC COM NEW
549300YXUV4MU2J7QS07
2500-12-31
0.00
304.00
1051.84
Equities
AGF INVTS TR AGFIQ US MK ANTI
549300YBDDPCJBGJCO29
2500-12-31
0.00
4580.00
96180.00
Equities
ADDEX THERAPEUTICS LTD SPONSORED ADS
89450068Y9KVP2MQGH86
2500-12-31
0.00
4483.00
3541.57
Equities
ISHARES INC MSCI BIC ETF
549300QEWO4HH2ZUMC21
2500-12-31
0.00
50.00
1683.00
Equities
GLOBAL X FDS INTEREST RT HEDG
549300QKS46WQPQ58W76
2500-12-31
0.00
1948.00
58946.48
Equities
ISHARES TR CORE MSCI PAC
549300Q9GRKBMCU6NO32
2500-12-31
0.00
65.00
3517.80
Equities
EMBARK TECHNOLOGY INC COM NEW
549300NVUJ89UY1TGM94
2500-12-31
0.00
36700.00
150103.00
Equities
BAUSCH PLUS LOMB CORP COMMON SHARES
549300NY6OZM39SO6475
2500-12-31
0.00
7263.00
105749.28
Equities
AKANDA CORP COMMON SHARES
549300WWGNIP0LEI8324
2500-12-31
0.00
12221.00
2593.30
Equities
DIMENSIONAL ETF TRUST NATL MUN BD ETF
549300WRYDPS51LRFI57
2500-12-31
0.00
11910.00
567273.30
Equities
ALSET INC COM
549300W38TE207R3Y863
2500-12-31
0.00
5453.00
1096.05
Equities
ACELRX PHARMACEUTICALS INC COM NEW
549300U8W781S4RBUE66
2500-12-31
0.00
3900.00
9321.00
Equities
TIDAL ETF TR SP FUNDS S&P GB
549300LFRV9YWDB14776
2500-12-31
0.00
73.00
1441.95
Equities
QUOTIENT LTD SHS NEW
549300BOTHGGT8D81659
2500-12-31
0.00
29012.00
22127.45
Equities
INVESTMENT MANAGERS SER TR II AXS DE-SPAC ETF
549300B8YS0DZKFGHM06
2500-12-31
0.00
260.00
1523.73
Equities
ISHARES TR US CONSUM DISCRE
549300B56E9Q869S8H58
2500-12-31
0.00
2617.00
160422.10
Equities
DIREXION SHS ETF TR DLY FTS BUL 3X
549300723HNL7VSBHL60
2500-12-31
0.00
402.00
6910.38
Equities
ISHARES TR GLOBAL ENERG ETF
5493005XHS63FFTJXT53
2500-12-31
0.00
9573.00
392875.92
Equities
ABEONA THERAPEUTICS INC COM NEW
54930002Z8PIJRCB4576
2500-12-31
0.00
24900.00
94869.00
Equities
EXCHANGE TRADED CONCEPTS TR OPTICA RARE EART
5493001FE6E1V26OH236
2500-12-31
0.00
500.00
10558.90
Equities
FIRST TR EXCH TRADED FD III PFD SECS INC ETF
54930020K2F7W4E0C531
2500-12-31
0.00
178178.00
2998735.74
Equities
T2 BIOSYSTEMS INC COM NEW
54930027RQTU9CHLKL88
2500-12-31
0.00
7004.00
11556.60
Equities
ADVERUM BIOTECHNOLOGIES INC COM
529900ZEDOOZL1EWHJ89
2500-12-31
0.00
497620.00
338431.36
Equities
KIORA PHARMACEUTICALS INC COM NEW
549300395G8DB8ZFV365
2500-12-31
0.00
13647.00
49538.61
Equities
DIMENSIONAL ETF TRUST SHORT DURATION F
5493004GXUIHGBBELJ26
2500-12-31
0.00
3911.00
179984.22
Equities
PROSHARES TR PSHS ULTRA TECH
92R00YYQVXPWTZPPGX58
2500-12-31
0.00
1014.00
25674.48
Equities
INNATE PHARMA S A SPONSORED ADS
9695002Y8420ZB8HJE29
2500-12-31
0.00
10657.00
23551.97
Equities
PHARVARIS N V COM
9845003BE146D3B75D32
2500-12-31
0.00
700.00
1470.00
Equities
BIOFRONTERA INC COM
984500444S8BE1EF0179
2500-12-31
0.00
13700.00
14385.00
Equities
EQONEX LIMITED SHS
9845005F6E0700AD5F45
2500-12-31
0.00
119399.00
11116.05
Equities
IDEANOMICS INC COM
9845009A38D0B0JFB460
2500-12-31
0.00
7919.00
1821.37
Equities
THERAPEUTICSMD INC COM NEW
5299004JS7RE49QHRW30
2500-12-31
0.00
65854.00
316099.20
Equities
APYX MEDICAL CORPORATION COM
5299009QZVYUYO082S45
2500-12-31
0.00
9283.00
15966.76
Equities
SCHWAB STRATEGIC TR US LCAP VA ETF
549300FRX8JVCKQ08Y53
2500-12-31
0.00
291.00
19723.98
Equities
VANGUARD SCOTTSDALE FDS VNG RUS2000IDX
2500-12-31
0.00
139.00
10242.91
Equities
VOX ROYALTY CORP COM
2500-12-31
0.00
400.00
1036.00
Equities
WAG GROUP CO COMMON STOCK
2500-12-31
0.00
2300.00
5888.00
Equities
CHENGHE ACQUISITION CO CLASS A ORD
2500-12-31
0.00
622.00
6369.28
Equities
VIRAX BIOLABS GROUP LTD ORD SHS
2500-12-31
0.00
4300.00
5676.00
Equities
INTELLIGENT LIVING APPLICATION ORD SHS
2500-12-31
0.00
10400.00
18512.00
Equities
E-HOME HOUSEHOLD SVC HLDGS LTD ORD SHS NEW
2500-12-31
0.00
2600.00
1577.42
Equities
NANO LABS LTD SPONSORED ADS
2500-12-31
0.00
4733.00
5679.60
Equities
NAUTICUS ROBOTICS INC COM
2500-12-31
0.00
871.00
3135.60
Equities
IVEDA SOLUTIONS INC COM NEW
2500-12-31
0.00
8300.00
4416.43
Equities
NOCERA INC COM
2500-12-31
0.00
3000.00
3690.00
Equities
ACLARION INC COM
2500-12-31
0.00
2200.00
1713.58
Equities
NOGIN INC COM
2500-12-31
0.00
38800.00
30609.32
Equities
KEYARCH ACQUISITION CORP ORD SHS CL A
2500-12-31
0.00
19346.00
194427.30
Equities
ITERUM THERAPEUTICS PLC SHS NEW
2500-12-31
0.00
30967.00
39947.43
Equities
FOUR SEASONS ED CAYMAN INC SPON ADS
2500-12-31
0.00
946.00
6622.00
Equities
FTAI INFRASTRUCTURE INC COMMON STOCK
2500-12-31
0.00
283275.00
804501.00
Equities
SOUNDHOUND AI INC CLASS A COM
2500-12-31
0.00
20315.00
26815.80
Equities
EXPION360 INC COM
2500-12-31
0.00
10400.00
12376.00
Equities
FATHOM HOLDINGS INC COM
2500-12-31
0.00
1528.00
6921.84
Equities
36KR HOLDINGS INC SPONSORED ADS
2500-12-31
0.00
9380.00
9849.00
Equities
EDESA BIOTECH INC COM
2500-12-31
0.00
4422.00
3935.58
Equities
EDIBLE GARDEN AG INC COM
2500-12-31
0.00
7100.00
2165.50
Equities
AKILI INC COMMON STOCK
2500-12-31
0.00
37071.00
51157.98
Equities
SHARPS TECHNOLOGY INC COMMON STOCK
2500-12-31
0.00
1400.00
1764.00
Equities
I MAB SPONSORED ADS
549300L1A5T19703RR64
2500-12-31
0.00
45782.00
161610.46
Equities
INVESCO EXCH TRADED FD TR II CEF INM COMPSI
549300LN41Q4LYHW8N43
2500-12-31
0.00
1484.00
27795.32
Equities
ALLIED ESPORTS ENTMT INC COM
549300LQ2W8Q2EETCL11
2500-12-31
0.00
22196.00
30075.58
Equities
ISHARES TR LATN AMER 40 ETF
549300LU9LZBB8WGN795
2500-12-31
0.00
16990.00
430186.80
Equities
ISHARES TR MBS ETF
549300M0TH0IE2E6RP07
2500-12-31
0.00
1956.00
181829.76
Equities
META DATA LIMITED SPONSORED ADS
549300M48VYZESQCQV62
2500-12-31
0.00
2067.00
2170.35
Equities
INVESCO EXCH TRADED FD TR II CALIF AMT MUN
549300M4U7LQNGAVRJ41
2500-12-31
0.00
31652.00
767244.48
Equities
FIDELITY MERRIMACK STR TR SUSTAINABLE CORE
549300M50LSHY1UC4U45
2500-12-31
0.00
145.00
6755.17
Equities
MEDIACO HLDG INC CL A
549300JMXURWCNFIYY50
2500-12-31
0.00
1965.00
2181.15
Equities
INTELLIGENT BIO SOLUTIONS INC COM
549300JIQ6MVR4PC5311
2500-12-31
0.00
39000.00
14254.50
Equities
ZYNERBA PHARMACEUTICALS INC COM
549300JLJ5VQU2CN6016
2500-12-31
0.00
366672.00
207096.35
Equities
KIROMIC BIOPHARMA INC COM
549300K3A5F8X0V12O19
2500-12-31
0.00
24100.00
6032.23
Equities
SPI ENERGY CO LTD SHS NEW
549300K7TD5EMOM7D333
2500-12-31
0.00
96100.00
138384.00
Equities
PHIO PHARMACEUTICALS CORP COM NEW
549300KOGMLSPLDVHR52
2500-12-31
0.00
9600.00
3887.04
Equities
EKSO BIONICS HLDGS INC COM
549300KPH77IVQVN2I21
2500-12-31
0.00
1000.00
1080.00
Equities
GENPREX INC COM
549300KS9771JZ234890
2500-12-31
0.00
5300.00
6943.00
Equities
GEOVAX LABS INC COM
549300KXK8Z4UZ4J7S86
2500-12-31
0.00
22400.00
17584.00
Equities
DIREXION SHS ETF TR DAILY S&P 500 E
549300KZ2SY4W78RX066
2500-12-31
0.00
2594.00
52710.08
Equities
HEALTHCARE TRIANGLE INC COM
549300KKBM83T87VHO35
2500-12-31
0.00
40900.00
8589.00
Equities
STRAN & COMPANY INC COMMON STOCK
549300KE0C6619P5BF59
2500-12-31
0.00
1200.00
1644.00
Equities
DBX ETF TR XTRACK HRVST CSI
549300KGVW9YY7MPVQ67
2500-12-31
0.00
335253.00
9249630.27
Equities
INTERCURE LTD COM NEW
549300KI5ESXF8F5GP06
2500-12-31
0.00
10373.00
48753.10
Equities
ZW DATA ACTION TECHNOLOGS INC COM
549300K2HYQL5VJD2716
2500-12-31
0.00
2400.00
1344.00
Equities
AMESITE INC COM
549300KJTPTB48X4PR54
2500-12-31
0.00
38000.00
10043.40
Equities
JX LUXVENTURE LIMITED COM NEW
54930094TV6SSEXV2R56
2500-12-31
0.00
1400.00
1125.18
Equities
CREATIVE REALITIES INC COM NEW
5493009BPEB04TIQA243
2500-12-31
0.00
3200.00
1813.44
Equities
VICTORY PORTFOLIOS II VCSHS US DISCVRY
5493009CD7TFDJU7BM08
2500-12-31
0.00
957.00
55333.74
Equities
AMARIN CORP PLC SPONS ADR NEW
5493009JFIGUFEVPK217
2500-12-31
0.00
573770.00
654097.80
Equities
QUANTUM CORP COM NEW
5493007210175UIK7S88
2500-12-31
0.00
5730.00
7105.20
Equities
DIREXION SHS ETF TR DAILY S&P BULL
5493009WIRTFF4FYBG67
2500-12-31
0.00
8682.00
245526.96
Equities
MICROBOT MED INC COM NEW
549300AEUNO16KTJXD72
2500-12-31
0.00
500.00
2295.00
Equities
DIREXION SHS ETF TR RETAIL BULL 3X
549300BMKL5PJ58Y1S44
2500-12-31
0.00
16711.00
151735.88
Equities
DIREXION SHS ETF TR RETAIL BULL 3X
549300BMKL5PJ58Y1S44
2500-12-31
0.00
200.00
1816.00
Equities
ONCONOVA THERAPEUTICS INC COM NEW
549300BRAR7BTG2PIY51
2500-12-31
0.00
16787.00
13681.41
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 CB
549300B7Q5M927YE5L63
2500-12-31
0.00
20423.00
427453.39
Equities
ISHARES INC MSCI PAC JP ETF
549300BD232B3QSQRR65
2500-12-31
0.00
11277.00
484121.61
Equities
ENLIVEX THERAPEUTICS LTD COM
549300BG1T7KL678Y212
2500-12-31
0.00
1300.00
5850.00
Equities
VIRTRA INC COM PAR
549300BGHL1PW2M7IZ13
2500-12-31
0.00
1439.00
6691.35
Equities
AINOS INC COM NEW
549300AX97HS3UDQ2Y10
2500-12-31
0.00
13100.00
7861.31
Equities
GRANITESHARES GOLD TR SHS BEN INT
549300B09UIFB1TCF016
2500-12-31
0.00
30197.00
523163.03
Equities
ISHARES TR INTL TREA BD ETF
549300B2GPMXZXJU1462
2500-12-31
0.00
175.00
6891.50
Equities
SPERO THERAPEUTICS INC COM
54930074G13LHWJT2323
2500-12-31
0.00
18791.00
36266.63
Equities
PRECIPIO INC COM
54930079ULTBRXUQNR89
2500-12-31
0.00
4800.00
3648.96
Equities
SYNLOGIC INC COM
5493007C6UCNXL4HOI66
2500-12-31
0.00
5434.00
3233.23
Equities
SCHWAB STRATEGIC TR SCHWB FDT INT SC
5493007DE85B48NURI65
2500-12-31
0.00
5001.00
156631.32
Equities
INVESCO EXCH TRADED FD TR II S&P SMLCP INFO
5493007J12II0DXFKB49
2500-12-31
0.00
9.00
1113.30
Equities
ACORDA THERAPEUTICS INC COM NEW
5493007NPB5YRM8QGL53
2500-12-31
0.00
72900.00
45015.75
Equities
SPDR SER TR S&P 600 SML CAP
5493007OO1K0YLD9NV09
2500-12-31
0.00
100.00
8645.00
Equities
CALAMP CORP COM
5493007SIGZIX83TOW07
2500-12-31
0.00
88368.00
308404.32
Equities
RECRUITER COM GROUP INC COM NEW
5493007WH4V9MK8Y7L08
2500-12-31
0.00
18500.00
8232.50
Equities
BRIDGELINE DIGITAL INC COM
5493007XAMAJ1KUXPN28
2500-12-31
0.00
20672.00
28320.64
Equities
BRIDGELINE DIGITAL INC COM
5493007XAMAJ1KUXPN28
2500-12-31
0.00
13500.00
18495.00
Equities
ALLOT LTD SHS
5493008MLSB5KCVNRK06
2500-12-31
0.00
1679.00
6128.35
Equities
FIDELITY COVINGTON TRUST SUSTAINABLE HIGH
5493008RT5ZXTNQPLX41
2500-12-31
0.00
784.00
34963.66
Equities
ARTS WAY MFG INC COM
5493008146ZHRQG3XD36
2500-12-31
0.00
900.00
1746.00
Equities
KRANESHARES TR CALIFORNIA CARB
5493008A716IL4CVOR81
2500-12-31
0.00
50.00
1074.00
Equities
XWELL INC COM
5493008DNQXUL3S4T320
2500-12-31
0.00
376545.00
146852.55
Equities
INVIVO THERAPEUTICS HLDGS CORP COM
549300FGLYJVWKVH3W38
2500-12-31
0.00
23700.00
48585.00
Equities
ISHARES TR MSCI INDONIA ETF
549300FG1ZHYGIRCFP28
2500-12-31
0.00
116527.00
2716244.37
Equities
ARDELYX INC COM
549300F542QR4SXHCY32
2500-12-31
0.00
10683.00
18695.25
Equities
AURORA CANNABIS INC COM
549300F6VHCLKCUWDT34
2500-12-31
0.00
1630976.00
2038720.00
Equities
LEXINFINTECH HLDGS LTD ADR
549300F9QU71NQ28CS19
2500-12-31
0.00
44658.00
74132.28
Equities
RUBIUS THERAPEUTICS INC COM
549300ER84PB0QV6HZ76
2500-12-31
0.00
103000.00
21331.30
Equities
MESA AIR GROUP INC COM NEW
549300EY743RMV1F7P98
2500-12-31
0.00
293661.00
358266.42
Equities
SINTX TECHNOLOGIES INC COM NEW
549300DWWSMS2K42ZP12
2500-12-31
0.00
20700.00
2484.00
Equities
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF
549300DWX5221AQZYJ12
2500-12-31
0.00
2202.00
103626.12
Equities
REMARK HLDGS INC COM
549300E67O8VBQOF3V34
2500-12-31
0.00
116968.00
27347.12
Equities
ISHARES U S ETF TR GSCI CMDTY STGY
549300E6DRJWWX0UKV73
2500-12-31
0.00
11459.00
424899.72
Equities
ADAMIS PHARMACEUTICALS CORP COM NEW
549300EBMD9JZ2H87I37
2500-12-31
0.00
440900.00
90428.59
Equities
J P MORGAN EXCHANGE TRADED FD DIV RTN INT EQ
549300BY2GOTBGN1XN59
2500-12-31
0.00
135.00
6665.04
Equities
JAGUAR HEALTH INC COM NEW
549300DJ0Q0D9TVY5O19
2500-12-31
0.00
97737.00
12500.56
Equities
ENTERA BIO LTD SHS
549300C3XPVV86UK2O23
2500-12-31
0.00
19338.00
13136.30
Equities
ENTERA BIO LTD SHS
549300C3XPVV86UK2O23
2500-12-31
0.00
15900.00
10800.87
Equities
ENVERIC BIOSCIENCES INC COM NEW
549300CATCWKUQ6G5854
2500-12-31
0.00
2900.00
8265.00
Equities
OMEROS CORP COM
549300CJWLXX2MXVVV71
2500-12-31
0.00
50800.00
100584.00
Equities
INVESCO EXCH TRADED FD TR II NASDAQNXTGEN100
549300CKS0D8S1MUG089
2500-12-31
0.00
5448.00
132713.28
Equities
LUOKUNG TECHNOLOGY CORP SHS
549300COL9W0H0S72M02
2500-12-31
0.00
24200.00
4140.62
Equities
SPECTRUM PHARMACEUTICALS INC COM
549300COU30WSP3O5I07
2500-12-31
0.00
74145.00
32697.94
Equities
EXELA TECHNOLOGIES INC COM
549300CP95F46H3HDR87
2500-12-31
0.00
92028.00
16473.01
Equities
PHUNWARE INC COM
549300HLAJYKT2FUQZ26
2500-12-31
0.00
329300.00
345765.00
Equities
ISHARES TR NATIONAL MUN ETF
549300H21FUYFQW9N157
2500-12-31
0.00
113926.00
12049953.02
Equities
OVID THERAPEUTICS INC COM
549300H36NUI4L6U8F17
2500-12-31
0.00
26728.00
48912.24
Equities
DIREXION SHS ETF TR DAILY US FINTECH
549300HFJM1C0F53V449
2500-12-31
0.00
1564.00
17117.98
Equities
JANONE INC COM
549300FLMHTQ5MK4YD23
2500-12-31
0.00
1700.00
3145.00
Equities
JANONE INC COM
549300FLMHTQ5MK4YD23
2500-12-31
0.00
951.00
1759.35
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 CB
549300FP31R9WZ7QYR65
2500-12-31
0.00
159203.00
3378287.66
Equities
SPDR INDEX SHS FDS EURO STOXX 50
549300FS6B2JRJXYB418
2500-12-31
0.00
100072.00
3917818.80
Equities
TRXADE HEALTH INC COM NEW
549300GHZ32QH7U06I52
2500-12-31
0.00
3000.00
1701.90
Equities
LM FDG AMER INC COM
549300GIN6G8BHZ7AF66
2500-12-31
0.00
14600.00
10291.54
Equities
AEROCLEAN TECHNOLOGIES INC COM
549300GJHFRIGF6HLK27
2500-12-31
0.00
20411.00
70213.84
Equities
ITERIS INC NEW COM
549300HHWPIES6047045
2500-12-31
0.00
82204.00
246612.00
Equities
BIORESTORATIVE THERAPIES INC COM NEW
549300I1PJXVT7ISIV91
2500-12-31
0.00
4200.00
12012.00
Equities
DIREXION SHS ETF TR DAILY PHARMA
549300HLYIVQQ31NJC71
2500-12-31
0.00
133.00
1312.71
Equities
GT BIOPHARMA INC COM NEW
549300HMPDDS7IM47Y18
2500-12-31
0.00
1600.00
2560.00
Equities
ASCENT SOLAR TECHNOLOGIES INC COM NEW
549300HTTGWM4YBLV760
2500-12-31
0.00
1568.00
4547.20
Equities
FIRST TR EXCHNG TRADED FD VIII SKYBRIDGE CRYPTO
549300I91G2YHBXY5M11
2500-12-31
0.00
1700.00
6443.00
Equities
MOLECULIN BIOTECH INC COM
549300IB1TLJZCHEO353
2500-12-31
0.00
22300.00
31443.00
Equities
CYCLACEL PHARMACEUTICALS INC COM
549300IE74IVYY7IL203
2500-12-31
0.00
13300.00
10778.32
Equities
BAOZUN INC SPONSORED ADR
549300IF0HZ7T4762633
2500-12-31
0.00
130319.00
523882.38
Equities
FIRST WAVE BIOPHARMA INC COM
549300I3YKRXWGWPG039
2500-12-31
0.00
22000.00
17292.00
Equities
PRECISION BIOSCIENCES INC COM
549300I5QGRS3BLHZH41
2500-12-31
0.00
17671.00
22972.30
Equities
PYROGENESIS CDA INC COM
549300J743TZ56NJSP50
2500-12-31
0.00
9539.00
7345.03
Equities
ALLIED HEALTHCARE PRODS INC COM NEW
549300JCNCTXXAG8MR63
2500-12-31
0.00
2400.00
2688.00
Equities
TENAX THERAPEUTICS INC COM NEW
549300J03O6B1IJ2B606
2500-12-31
0.00
12000.00
1713.60
Equities
ARRIVAL SHS
549300IID9QLI5KRBG37
2500-12-31
0.00
308358.00
93185.79
Equities
DAKTRONICS INC COM
549300IOLZ3SG5YUJ288
2500-12-31
0.00
33271.00
110792.43
Equities
ISHARES TR CORE TOTAL USD
549300IWM5U5LVTDP761
2500-12-31
0.00
114846.00
5186445.36
Equities
ISHARES TR ESG AW MSCI EAFE
549300IT2A3OM8F0BB22
2500-12-31
0.00
1881.00
124371.72
Equities
FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT
549300ZVBPE1RKOPM784
2500-12-31
0.00
4211.00
199096.08
Equities
PROSHARES TR ULTR RUSSL2000
5YNMV3LERCU7E6E3H465
2500-12-31
0.00
21895.00
952651.45
Equities
NANTHEALTH INC COM
549300Z86EF5CSQMW346
2500-12-31
0.00
15600.00
3900.00
Equities
STAR EQUITY HOLDINGS INC COM
549300ZB8Z6KMJ4LVV61
2500-12-31
0.00
7600.00
7079.40
Equities
DIREXION SHS ETF TR DAILY JR GLD MIN
549300ZCVTX7WZ06QV11
2500-12-31
0.00
3300.00
112233.00
Equities
INVESCO EXCHANGE TRADED FD TR FINL PFD ETF
549300ZE8G0Q0CHYKS46
2500-12-31
0.00
25341.00
376820.67
Equities
ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET
549300Z131D2C4MBX897
2500-12-31
0.00
4290.00
362333.40
Equities
CO-DIAGNOSTICS INC COM
549300Z1JPESYWFM1R93
2500-12-31
0.00
239751.00
716855.49
Equities
ORBITAL INFRASTRUCTURE GRP INC COM
549300Z34T2S6KBY7S35
2500-12-31
0.00
276500.00
50267.70
Equities
AUTHID INC COM NEW
549300Y6W232R9ZMQS42
2500-12-31
0.00
26300.00
25121.76
Equities
ISHARES INC MSCI TURKEY ETF
549300Z5Q7R3VX4WT628
2500-12-31
0.00
30105.00
1016645.85
Equities
DIREXION SHS ETF TR DAILY ENERGY BEA
7CGLL92I97RWQVY01719
2500-12-31
0.00
4600.00
128846.00
Equities
DIREXION SHS ETF TR DAILY ENERGY BEA
7CGLL92I97RWQVY01719
2500-12-31
0.00
7468.00
209178.68
Equities
SENSEI BIOTHERAPEUTICS INC COM
8945002MP2CXKAENWU30
2500-12-31
0.00
27100.00
37398.00
Equities
GLIMPSE GROUP INC COM
894500CSTVM1UWLRAR80
2500-12-31
0.00
78443.00
348286.92
Equities
ISHARES TR EAFE SML CP ETF
549300MJV5OZGVS4LX86
2500-12-31
0.00
214718.00
12049974.16
Equities
ODYSSEY MARINE EXPL INC COM NEW
549300KNVIY6EZIJ2221
2500-12-31
0.00
46437.00
140704.11
Equities
FIRST TR EXCHNG TRADED FD VIII TCW OPPORTUNIS
549300LRCGY6CYZU0S37
2500-12-31
0.00
17766.00
778506.12
Equities
DIREXION SHS ETF TR DLY GOLD INDX 2X
549300MB9DTLS8R65137
2500-12-31
0.00
4000.00
131240.00
Equities
DIREXION SHS ETF TR DLY GOLD INDX 2X
549300MB9DTLS8R65137
2500-12-31
0.00
262186.00
8602322.66
Equities
PRESIDIO PPTY TR INC COM CL A
549300MEZ901JA232E13
2500-12-31
0.00
48282.00
53593.02
Equities
VIVOPOWER INTERNATIONAL PLC SHS
549300ODRTEH2PFA0F45
2500-12-31
0.00
7642.00
2696.86
Equities
ISHARES TR RUSSELL 2000 ETF
549300O80OAR5VTWR172
2500-12-31
0.00
66070.00
12049185.90
Equities
DIXIE GROUP INC CL A
549300MLTT5S33W3Q656
2500-12-31
0.00
1500.00
1440.00
Equities
FUTURE FINTECH GROUP INC COM
549300ON6WZ5PWKH5626
2500-12-31
0.00
15500.00
5704.00
Equities
FIRST TR EXCHANGE TRADED FD CHINDIA ETF
549300OPL6VLXU4Q2D94
2500-12-31
0.00
60.00
2208.00
Equities
ONTRAK INC COM
549300OQ36UO20X0DB40
2049-01-01
0.00
74646.00
30082.34
Equities
ESPORTS ENTMT GROUP INC COM
549300OQ4VBDLOB5RA47
2500-12-31
0.00
121700.00
14518.81
Equities
AMERICAN CENTY ETF TR US SML CP VALU
549300OVTYY3CGRMI219
2500-12-31
0.00
1911.00
151026.33
Equities
FLUENT INC COM
549300P3G8O165ICY429
2500-12-31
0.00
59781.00
76519.68
Equities
APPLIED DNA SCIENCES INC COM
549300PCOT1RLQ23DL21
2500-12-31
0.00
54500.00
74665.00
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 HY
549300O1N10GTRVVNI93
2500-12-31
0.00
3801.00
83812.05
Equities
VIRACTA THERAPEUTICS INC COM
549300O5S543GE2D9G67
2500-12-31
0.00
892.00
2033.76
Equities
TOUGHBUILT INDS INC COM
549300O5ZW5B6LIVGY48
2500-12-31
0.00
148844.00
336387.44
Equities
TITAN PHARMACEUTICALS INC DEL COM NEW
549300NOUZGB2ZNVJ794
2500-12-31
0.00
22800.00
18810.00
Equities
PROFESSIONAL DVRSTY NTWORK INC COM NEW
549300NUI0D0LPHBZ355
2500-12-31
0.00
1700.00
1530.00
Equities
DELCATH SYS INC COM NEW
549300NVPLITUM6URT02
2500-12-31
0.00
5886.00
16304.22
Equities
MAWSON INFRASTRUCTURE GROUP IN COM NEW
549300O0BJLT7G4BZ277
2500-12-31
0.00
63500.00
21272.50
Equities
FIRST TR EXCHANGE-TRADED FD IV FIRST TR TA HIYL
549300N8JZKZ2R50QR81
2500-12-31
0.00
5956.00
234666.40
Equities
MARINUS PHARMACEUTICALS INC COM NEW
549300NCT4OJF7JV1084
2500-12-31
0.00
5420.00
26016.00
Equities
INVESCO EXCHANGE TRADED FD TR DJ INDL AVG DV
549300NNLTHTHPE7UL28
2500-12-31
0.00
25.00
1126.00
Equities
AVINGER INC COM NEW
549300MRCUER3C2G1659
2500-12-31
0.00
3795.00
4819.65
Equities
U S ENERGY CORP DEL COM
549300MS9QJ0KPN83B63
2500-12-31
0.00
1300.00
3432.00
Equities
CURIOSITYSTREAM INC COM CL A
549300MSP5P41EYSIZ09
2500-12-31
0.00
5082.00
6708.24
Equities
GLOBUS MARITIME LIMITED NEW COM NEW
549300UI7941O67A7N93
2500-12-31
0.00
31500.00
40005.00
Equities
REVELATION BIOSCIENCES INC COM
549300UKS15BEXENY615
2500-12-31
0.00
9200.00
1904.40
Equities
KRANESHARES TR CSI CHI INTERNET
549300URDNVSGEWBN526
2500-12-31
0.00
88.00
2322.32
Equities
ALIGOS THERAPEUTICS INC COM
549300UU2UJIKJYX0S67
2500-12-31
0.00
49879.00
47390.04
Equities
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR
549300UUNWK8TRT5EW12
2500-12-31
0.00
106765.00
233815.35
Equities
PAVMED INC COM
549300V1JXXVXU7P8007
2500-12-31
0.00
80072.00
51902.67
Equities
NUZEE INC COM NEW
549300TVHCHY3640I014
2500-12-31
0.00
4800.00
1608.00
Equities
IMAC HLDGS INC COM
549300TXY4OF7MHCTD62
2500-12-31
0.00
20655.00
6661.24
Equities
IMAC HLDGS INC COM
549300TXY4OF7MHCTD62
2500-12-31
0.00
56900.00
18350.25
Equities
PAPAYA GRWT OPPORTUNITY CORP I CLASS A COM
549300U6L3FU6EKJUM40
2500-12-31
0.00
10901.00
109882.08
Equities
BLUE WATER VACCINES INC COM
549300UCYUY1KG3FO613
2500-12-31
0.00
36500.00
44165.00
Equities
RVL PHARMACEUTICALS PLC SHS
549300UFONE2USNRQ615
2500-12-31
0.00
157552.00
220572.80
Equities
INVESCO QQQ TR UNIT SER 1
549300VY6FEJBCIMET58
2500-12-31
0.00
42948.00
12049920.36
Equities
NEUROMETRIX INC COM
549300WDIIBGIRV0N856
2500-12-31
0.00
19800.00
32472.00
Equities
INVESCO EXCH TRADED FD TR II NATL AMT MUNI
549300WEUZO7LPK3WU38
2500-12-31
0.00
136293.00
3149731.23
Equities
GREENWAVE TECHNOLOGY SOLUTIONS COM NEW
549300WFLNROJHOWDW11
2500-12-31
0.00
11600.00
12992.00
Equities
WISDOMTREE TR EMER MKT HIGH FD
549300WHKBOTZX5KL565
2500-12-31
0.00
33630.00
1220769.00
Equities
FIDELITY MERRIMACK STR TR SUSTAINABLE LOW
549300WIZG14N75QR427
2500-12-31
0.00
110.00
5477.72
Equities
ACHIEVE LIFE SCIENCES INC COM
549300V82ZKZDTAU0A46
2500-12-31
0.00
25424.00
70424.48
Equities
DIREXION SHS ETF TR CSI300 CHINA1X
549300VCB5CFP03M4Z53
2500-12-31
0.00
3099.00
64986.03
Equities
BIO-KEY INTL INC COM NEW
549300VFT6WAQB4BVB07
2500-12-31
0.00
14119.00
13977.81
Equities
DIREXION SHS ETF TR DAILY TRANS 3X
549300VMLDHN310YUM33
2500-12-31
0.00
83.00
2203.93
Equities
AMERICAN RES CORP CL A
549300X4SNBGP0DDRY09
2500-12-31
0.00
606802.00
995155.28
Equities
PLUS THERAPEUTICS INC COM NEW
549300XD2PHUC73HMY31
2500-12-31
0.00
8291.00
3245.10
Equities
HARBOR CUSTOM DEVELOPMENT INC COM
549300X40TN4PVCY6F45
2500-12-31
0.00
75785.00
45910.55
Equities
SUPER LEAGUE GAMING INC COM
549300WQTSJRTPRU5C77
2500-12-31
0.00
3400.00
2296.02
Equities
SELLAS LIFE SCIENCES GROUP INC COM NEW
549300VZIH50VYURLQ98
2500-12-31
0.00
10900.00
25397.00
Equities
FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR
549300WUIGPBH8M3GP87
2500-12-31
0.00
45.00
1376.10
Equities
SOBR SAFE INC COM NEW
549300YG941KH8DWTB22
2500-12-31
0.00
46000.00
52900.00
Equities
GLOBAL X FDS GBL X HYDROGEN
549300YI4E51TQDBJW09
2500-12-31
0.00
600.00
7212.00
Equities
DIREXION SHS ETF TR DL FTSE BULL 3X
549300YMKNZYZ3DHFK91
2500-12-31
0.00
5400.00
210924.00
Equities
MEDALIST DIVERSIFIED REIT INC COM
549300YQJ014Y3GPL792
2500-12-31
0.00
23900.00
18642.00
Equities
KASPIEN HOLDINGS INC COM NEW
549300YU48XYB4ISJM97
2049-01-01
0.00
19100.00
15662.00
Equities
DIREXION SHS ETF TR DAILY DJ BULL
549300XXKV22AN28JF38
2500-12-31
0.00
12458.00
77862.50
Equities
ELYS GAME TECHNOLOGY CORP COM
549300XZ6QXEL8JT4136
2500-12-31
0.00
7100.00
1309.24
Equities
HISTOGEN INC COM NEW
549300XHWPP338YQ8O67
2500-12-31
0.00
13000.00
13390.00
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 HY
549300XJ4DQCZWKCXF13
2500-12-31
0.00
12588.00
279705.36
Equities
MIND MEDICINE MINDMED INC COM NEW
549300QY8KN1O6RPFJ13
2500-12-31
0.00
16218.00
43788.60
Equities
ONCTERNAL THERAPEUTICS INC COM
549300QZ85LIXQ8O7P72
2500-12-31
0.00
4397.00
4131.86
Equities
X4 PHARMACEUTICALS INC COM
549300R0UFVPXWP86U94
2500-12-31
0.00
231616.00
428489.60
Equities
SIREN ETF TR NSD NXGN ECO ETF
549300R14FNIMIQ2UT32
2500-12-31
0.00
69.00
1571.13
Equities
DBX ETF TR DALY HOM B&S BU
549300R16KXSBVCMYA81
2500-12-31
0.00
1091.00
32271.78
Equities
DIREXION SHS ETF TR DAILY DJ BEAR
549300R3UK2MODXRVK08
2500-12-31
0.00
400.00
14896.00
Equities
DIREXION SHS ETF TR BREAKFAST CMDTY
549300R5COJLSV0QBJ20
2500-12-31
0.00
955.00
21062.52
Equities
VISLINK TECHNOLOGIES INC COM
549300QXCON16MHSX919
2500-12-31
0.00
230023.00
81658.16
Equities
IMMUNIC INC COM
549300R5T12FW5MEQB20
2500-12-31
0.00
4300.00
5719.00
Equities
GLOBAL X FDS FINTECH ETF
549300RAW902VHFO4W46
2500-12-31
0.00
171.00
3343.05
Equities
AQUA METALS INC COM
549300RYC8R46H1FXA06
2500-12-31
0.00
39000.00
30420.00
Equities
POLARITYTE INC COM NEW
549300S23HGL0P1Y1N41
2500-12-31
0.00
12956.00
9069.20
Equities
ABRDN ETFS BBRG ALL COMMDY
549300QSPU0RXYOLEO32
2500-12-31
0.00
94.00
3414.08
Equities
KALERA PUBLIC LIMITED CO ORDINARY SHARES
549300QTLBS0T784X402
2500-12-31
0.00
22000.00
3960.00
Equities
VANECK ETF TRUST OIL REFINERS ETF
549300QCP5KOA888IH74
2500-12-31
0.00
37.00
1226.17
Equities
PINEAPPLE ENERGY INC COM
549300QI9W6WNCHUTR82
2500-12-31
0.00
18190.00
49113.00
Equities
ISHARES INC MSCI EM ASIA ETF
549300QNROXHZ53JWF91
2500-12-31
0.00
2817.00
178034.40
Equities
FRESH TRACKS THERAPEUTICS INC COM NEW
549300QODBI5C7YUJE09
2500-12-31
0.00
3100.00
5983.00
Equities
POLAR PWR INC COM
549300QOGO0JPJM23M83
2500-12-31
0.00
12800.00
27520.00
Equities
IMPEL PHARMACEUTICALS INC COM
549300OM070Y5YFLMR84
2500-12-31
0.00
1000.00
2590.00
Equities
OBSEVA SA COM
549300PNZ0UEJVKN1618
2500-12-31
0.00
39400.00
7328.40
Equities
VERIFYME INC COM NEW
549300PQWM4UB0090168
2500-12-31
0.00
11350.00
13847.00
Equities
VANECK ETF TRUST AGRIBUSINESS ETF
549300PY1GVOA1FO5J32
2500-12-31
0.00
8498.00
780711.26
Equities
GOLDMAN SACHS ETF TR ACTIVEBETA EME
549300PZDHNP7HDURN13
2500-12-31
0.00
9598.00
273063.10
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
0.00
28121.00
37119.72
Equities
AYTU BIOPHARMA INC COM NEW
549300SMWHEALCU7Q019
2500-12-31
0.00
200200.00
40019.98
Equities
DIREXION SHS ETF TR DLY SEMICNDTR BR
549300SN0D4Z5YWQPF52
2500-12-31
0.00
5700.00
208221.00
Equities
AMPLIFY ETF TR AMPLIFY LITHIUM
549300SPZTELK054BM10
2500-12-31
0.00
135.00
1775.25
Equities
ISHARES INC MSCI MEXICO ETF
549300SQ92O6OZ19G545
2500-12-31
0.00
228218.00
12049910.40
Equities
EBET INC COM
549300SFUTRB5C1ZRU05
2500-12-31
0.00
4543.00
3100.60
Equities
ISHARES TR ASIA 50 ETF
549300SI0W8VMRSNVL85
2500-12-31
0.00
4598.00
256476.44
Equities
FIRST TR EXCHANGE-TRADED FD CAP STRENGTH ETF
549300S73MXT502CI896
2500-12-31
0.00
64.00
4902.40
Equities
NOVAN INC COM NEW
549300SC84JW2WRRE324
2500-12-31
0.00
5370.00
4707.34
Equities
DIREXION SHS ETF TR BRZ BL 2X SHS
549300T02YU3KFGO6S08
2500-12-31
0.00
99.00
7362.63
Equities
RESEARCH SOLUTIONS INC COM
549300TYWPCKGK141Q94
2500-12-31
0.00
13509.00
29044.35
Equities
ADVISORSHARES TR PURE US CANNABIS
549300U1LLTOEUUI7S22
2500-12-31
0.00
342558.00
4055886.72
Equities
FIRST TR EXCHANGE TRADED FD II INDXX NEXTG ETF
549300U4BA9BPJBC6Y88
2500-12-31
0.00
226.00
13996.18
Equities
TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE
549300U53RY8KUMDBL44
2500-12-31
0.00
8292.00
172059.00
Equities
CATALYST BIOSCIENCES INC COM NEW
549300TE6BBPJ0S88K48
2500-12-31
0.00
319500.00
178568.55
Equities
GREENLANE HLDGS INC CL A NEW
549300TLDAX3PKE2Y626
2500-12-31
0.00
22800.00
11397.72
Equities
BURGERFI INTERNATIONAL INC COM
549300TMBK34NK5FIQ38
2500-12-31
0.00
37400.00
55726.00
Equities
9 METERS BIOPHARMA INC COM NEW
549300TNBRYXYEAI2956
2500-12-31
0.00
6330.00
10634.40
Equities
ISHARES TR GLOBAL 100 ETF
549300TOT5VRSAZWJX06
2500-12-31
0.00
200.00
13190.00
Equities
LEAP THERAPEUTICS INC COM
549300T31SMMJ2DDLI13
2500-12-31
0.00
183500.00
101310.35
Equities
WISDOMTREE TR EM EX ST-OWNED
549300T3CSCFW1IFJC98
2500-12-31
0.00
6828.00
183331.80
Equities
VANECK ETF TRUST AFRICA INDEX ETF
549300T4XTKM8K058620
2500-12-31
0.00
71.00
1220.49
Equities
DIREXION SHS ETF TR DLY S&P500 BR 1
549300T7XOX6HMMC6T83
2500-12-31
0.00
31086.00
500795.46
Equities
DIREXION SHS ETF TR DLY S&P500 BR 1
549300T7XOX6HMMC6T83
2500-12-31
0.00
300.00
4833.00
Equities
CALITHERA BIOSCIENCES INC COM NEW
54930042TDFRLM4C8X19
2500-12-31
0.00
3900.00
7410.00
Equities
WISDOMTREE TR CHINADIV EX FI
5493003W9PJD7JCV4542
2500-12-31
0.00
7699.00
250987.40
Equities
ETF SER SOLUTIONS U S GLOBAL SEA T
54930042C14KZNH0Z454
2500-12-31
0.00
2843.00
46369.33
Equities
ASPIRA WOMENS HEALTH INC COM
54930045CGQ3XUO9T533
2500-12-31
0.00
8049.00
2656.17
Equities
VASCULAR BIOGENICS LTD COM
54930046IZW5JCXF4M07
2500-12-31
0.00
24400.00
3901.56
Equities
HIVE BLOCKCHAIN TECHNLGIES LTD COM NEW
5493004QCZ1QBI9FS784
2500-12-31
0.00
145205.00
291862.05
Equities
ISHARES TR ISHARES SEMICDTR
5493004SPI3IF1GDIR85
2500-12-31
0.00
23232.00
8504538.24
Equities
ETF MANAGERS TR PRIME CYBR SCRTY
5493004MXR6Z3HXGJ429
2500-12-31
0.00
27.00
1222.83
Equities
JOUNCE THERAPEUTICS INC COM
5493004MZJQIV2K8ZT61
2500-12-31
0.00
307840.00
237006.02
Equities
DIREXION SHS ETF TR DAILY CSI 2X SH
5493004DL9Z1W68X0I07
2500-12-31
0.00
1800.00
72000.00
Equities
INVESCO EXCH TRADED FD TR II FTSE RAFI EMNG
5493003H1JIGI1UCJV78
2500-12-31
0.00
34682.00
612484.12
Equities
SOL GEL TECHNOLOGIES SHS
5493003J2SQF7YM0BK11
2500-12-31
0.00
5500.00
26125.00
Equities
GRITSTONE BIO INC COM
5493003TER6KY3MUVY84
2500-12-31
0.00
350544.00
1023588.48
Equities
ISHARES U S ETF TR INT RT HDG C B
54930033QG8ORSOTEQ66
2500-12-31
0.00
6197.00
565290.34
Equities
ISHARES INC MSCI BRAZIL ETF
5493006D2L7KY3ZDF809
2500-12-31
0.00
393919.00
12049982.21
Equities
DIREXION SHS ETF TR DRX DLYSOKOR3X
5493005J41Z7TCG9RC55
2500-12-31
0.00
5812.00
48065.24
Equities
ISHARES TR CONSER ALLOC ETF
5493006RWQOSWQVI0659
2500-12-31
0.00
29110.00
992068.80
Equities
SIENTRA INC COM
5493006T0OLHI64MOG63
2500-12-31
0.00
35500.00
9730.55
Equities
ISHARES GOLD TR ISHARES NEW
5493006UOY7GXQW0IP42
2500-12-31
0.00
230587.00
7653182.53
Equities
WHEELER REAL ESTATE INVT TR COM NEW
5493005TOFFG62ETJY29
2500-12-31
0.00
5050.00
9191.00
Equities
INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU
5493005TWXGQCEG58C67
2500-12-31
0.00
6518.00
310379.99
Equities
BIORA THERAPEUTICS INC COM
5493005XOS7E58D57T10
2500-12-31
0.00
166718.00
41679.50
Equities
SPDR INDEX SHS FDS PORTFOLIO EMG MK
5493005Z5SCOTBZOLJ04
2500-12-31
0.00
4472.00
149633.12
Equities
ISHARES INC MSCI THAILND ETF
54930063LOS2SG1Q8O13
2500-12-31
0.00
841.00
60568.82
Equities
RED CAT HLDGS INC COM
5493005OGSQW28V2PY05
2500-12-31
0.00
123800.00
139894.00
Equities
LIGHTBRIDGE CORP COM
5493005PY54DR0JRCW56
2500-12-31
0.00
400.00
1884.00
Equities
NEXIMMUNE INC COM
5493005RDYAV26LAQ930
2500-12-31
0.00
4200.00
1806.00
Equities
SYROS PHARMACEUTICALS INC COM NEW
549300512PURS7IGVT96
2500-12-31
0.00
9300.00
35619.00
Equities
CITIUS PHARMACEUTICALS INC COM NEW
5493005C10W36P4KQP40
2500-12-31
0.00
133000.00
154280.00
Equities
STRATA SKIN SCIENCES INC COM NEW
529900JXBTG5OB59PM04
2500-12-31
0.00
7400.00
6699.22
Equities
HEXO CORP COM NEW
529900NCXLID5EDY2E78
2500-12-31
0.00
654700.00
108680.20
Equities
PULSE BIOSCIENCES INC COM
529900NJUBI06118FM73
2500-12-31
0.00
58800.00
107604.00
Equities
PIXELWORKS INC COM NEW
529900ORL14ENZ36HI70
2500-12-31
0.00
140208.00
201899.52
Equities
CONCERT PHARMACEUTICALS INC COM
529900PYI5BSGQNATP82
2500-12-31
0.00
91645.00
435313.75
Equities
VIKING THERAPEUTICS INC COM
529900IVC72YPFA25M37
2500-12-31
0.00
52302.00
206069.88
Equities
HIGH TIDE INC COM NEW
529900J22WX18I890H12
2500-12-31
0.00
76983.00
145497.87
Equities
POET TECHNOLOGIES INC COM NEW
529900HTWKO62IAAQD05
2500-12-31
0.00
500.00
1490.00
Equities
POLYMET MNG CORP COM NEW
529900I1B64WM0PRZW40
2500-12-31
0.00
1452.00
4268.88
Equities
BELLICUM PHARMACEUTICALS INC COM NEW
529900HBXNLX2TBQZQ65
2500-12-31
0.00
16423.00
17572.61
Equities
SPAR GROUP INC COM
529900GHU4LESX3IFN94
2500-12-31
0.00
3781.00
5028.73
Equities
SPAR GROUP INC COM
529900GHU4LESX3IFN94
2500-12-31
0.00
16300.00
21679.00
Equities
TUNIU CORP SPONSORED ADS
529900H3I6TN4LFDZP44
2500-12-31
0.00
347939.00
354897.78
Equities
APTEVO THERAPEUTICS INC COM NEW
529900UTQOXOZBMZFN24
2500-12-31
0.00
500.00
1540.00
Equities
TROOPS INC SHS
529900V9GM18A5WVNQ34
2500-12-31
0.00
2400.00
4464.00
Equities
MOLECULAR TEMPLATES INC COM
529900VZKP6N0B8U5F61
2500-12-31
0.00
24700.00
12720.50
Equities
CLOVIS ONCOLOGY INC COM
529900WCUY9ZAHMRV489
2500-12-31
0.00
243700.00
76497.43
Equities
SINGULARITY FUTURE TECH LTD COM NEW
529900WGYD5BTM777Z32
2500-12-31
0.00
22000.00
18097.20
Equities
RECON TECHNOLOGY LTD CL A SHS
529900WIUZ0003EEAM23
2500-12-31
0.00
3400.00
2950.86
Equities
SEMILEDS CORP COM NEW
529900YS0D419Q1GXX66
2500-12-31
0.00
2000.00
5000.00
Equities
REWALK ROBOTICS LTD SHS
529900YOD61G7ECPV281
2500-12-31
0.00
223042.00
211889.90
Equities
GAIA INC NEW CL A
529900QUX8SBA2D93M92
2500-12-31
0.00
4678.00
11741.78
Equities
BIT BROTHER LIMITED CLASS A ORD
529900R0453F7W34PQ67
2500-12-31
0.00
5600.00
1736.00
Equities
ATHERSYS INC NEW COM NEW
529900SJN2POLMMUAI78
2500-12-31
0.00
130900.00
79325.40
Equities
VILLAGE FARMS INTL INC COM
529900TR69X5FFZ6K955
2500-12-31
0.00
6191.00
12258.18
Equities
INVESCO EXCHANGE TRADED FD TR FTSE RAFI 1500
549300214WQK8EQ12B13
2500-12-31
0.00
12.00
1984.89
Equities
KANDI TECHNOLOGIES GROUP INC COM
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2500-12-31
0.00
242519.00
654801.30
Equities
ALPS ETF TR SECTR DIV DOGS
54930017GDX1OBBE1G57
2500-12-31
0.00
50.00
2633.50
Equities
MINERVA NEUROSCIENCES INC COM NEW
54930017PANCHC5LYH79
2500-12-31
0.00
32700.00
109218.00
Equities
DIREXION SHS ETF TR DAILY S&P BIOTE
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2500-12-31
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14290.00
295803.00
Equities
CLPS INCORPORATION COM
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2500-12-31
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6600.00
6996.00
Equities
GUARDION HEALTH SCIENCES INC COM
5493001V8N461H1N6381
2500-12-31
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423900.00
74182.50
Equities
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2500-12-31
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3929.00
116298.40
Equities
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5493002WX622LZQC4F93
2500-12-31
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5100.00
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Equities
ARAVIVE INC COM
5493002Z0KHRW71RNC19
2500-12-31
0.00
39100.00
53176.00
Equities
CAPRICOR THERAPEUTICS INC COM NEW
5493002ZI5PDLXV4DX14
2500-12-31
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39400.00
158388.00
Equities
ARCADIA BIOSCIENCES INC COM NEW
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2500-12-31
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60600.00
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Equities
INPIXON COM NEW 2022
5493002DPKW4RCP0PN02
2500-12-31
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1500.00
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Equities
ISUN INC COM
5493000GTIV839VV6A74
2500-12-31
0.00
5600.00
9296.00
Equities
DIREXION SHS ETF TR DAILY MSCI INDIA
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2500-12-31
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146.00
7355.00
Equities
BIOCEPT INC COM
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2500-12-31
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11172.00
8534.29
Equities
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2500-12-31
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3894.00
7203.90
Equities
SHIFT TECHNOLOGIES INC CL A
5493000DBZBX1I1QVY71
2500-12-31
0.00
126300.00
35843.94
Equities
O2MICRO INTERNATIONAL LIMITED SPONS ADR
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2500-12-31
0.00
84310.00
370120.90
Equities
PERPETUA RESOURCES CORP COM
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2500-12-31
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9621.00
19723.05
Equities
TONIX PHARMACEUTICALS HLDG CO COM NEW
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2500-12-31
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14599.00
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Equities
EMCORE CORP COM NEW
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2500-12-31
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275697.00
385975.80
Equities
NOVA LIFESTYLE INC COM NEW
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2500-12-31
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31700.00
16167.00
Equities
SEACHANGE INTL INC COM
5299000DNT7FHOUI6489
2500-12-31
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14800.00
6808.00
Equities
CURIS INC COM NEW
5299000YO6CX4WMFVX06
2500-12-31
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37464.00
28929.70
Equities
XBIOTECH INC COM
5299002WACAY28TQAS52
2500-12-31
0.00
5200.00
15860.00
Equities
KOPIN CORP COM
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2500-12-31
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46736.00
72908.16
Equities
HEART TEST LABORATORIES INC COM
254900TRRGAWZYCX1Q54
2500-12-31
0.00
986.00
1183.20
Equities
CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD
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2500-12-31
0.00
3081200.00
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Equities
TUYA INC SPONSERED ADS
254900XKWS2MIZHXCO08
2500-12-31
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36047.00
39651.70
Equities
SWVL HOLDINGS CORP CLASS A COM
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2500-12-31
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70200.00
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Equities
ARK ETF TR NEXT GNRTN INTER
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2500-12-31
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2459.00
104089.47
Equities
DIREXION SHS ETF TR DAILY TECH OCT21
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2500-12-31
0.00
900.00
33939.00
Equities
GREENTREE HOSPITALITY GROUP SPONSORED ADS
3003001U5LT3SICVFH79
2500-12-31
0.00
1049.00
2842.79
Equities
SIFY TECHNOLOGIES LTD SPONSORED ADS
335800SEJMWAEEAXLR21
2500-12-31
0.00
3153.00
4477.26
Equities
MIZUHO FINANCIAL GROUP INC SPONSORED ADR
353800CI5L6DDAN5XZ33
2500-12-31
0.00
956.00
2361.32
Equities
INFLARX NV COM
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2500-12-31
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48800.00
126392.00
Equities
LILIUM N V CLASS A ORD SHS
391200AKM532DZX95425
2500-12-31
0.00
47300.00
66220.00
Equities
SONO GROUP N V COM
391200GTRCF4TK71DT34
2500-12-31
0.00
51500.00
60255.00
Equities
PROSHARES TR SHRT SMALLCAP60
3JSQYJMW6PVD4VIYNG53
2500-12-31
0.00
67.00
1191.96
Equities
HALL OF FAME RESORT & ENTMT CO COM
254900NWZN3NQRLWPI61
2500-12-31
0.00
366600.00
206579.10
Equities
FANHUA INC SPONSORED ADR
254900NUPTYHZ8HHTK43
2500-12-31
0.00
46231.00
210351.05
Equities
DIREXION SHS ETF TR DLY ENRGY BULL2X
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2500-12-31
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20.00
1423.00
Equities
DIREXION SHS ETF TR DLY ENRGY BULL2X
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2500-12-31
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2900.00
206335.00
Equities
IQIYI INC SPONSORED ADS
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2500-12-31
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729980.00
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Equities
MEREO BIOPHARMA GROUP PLC SPON ADS
213800U8JQHIJOS5AS09
2500-12-31
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682066.00
513322.87
Equities
MYMD PHARMACEUTICALS INC COM
213800CSKAC96ELS4K25
2500-12-31
0.00
9300.00
18972.00
Equities
CASTOR MARITIME INC SHS NEW
213800G77XJSMF52UL75
2500-12-31
0.00
38500.00
61985.00
Equities
SEANERGY MARITIME HLDGS CORP SHS NEW
213800S7JIZA8FZXF245
2500-12-31
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320518.00
160066.69
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
0.00
346264.00
12049987.20
Equities
PIERIS PHARMACEUTICALS INC COM
254900AJDH8PAOOI5T33
2500-12-31
0.00
227074.00
226006.75
Equities
KEMPHARM INC COM NEW
254900CU6T74V18Y1W18
2500-12-31
0.00
209645.00
974849.25
Equities
ANGION BIOMEDICA CORP COM
254900EE2QKYD5SGI956
2500-12-31
0.00
8638.00
7429.54
Equities
TESSCO TECHNOLOGIES INC COM
254900BNVQFBKCIOE491
2500-12-31
0.00
5877.00
28797.30
Equities
PROSHARES TR PSHS ULSHT 7-10Y
0PVI6JVXQCFJKOBIKO48
2500-12-31
0.00
3400.00
74362.76
Equities
PETROS PHARMACEUTICALS INC COM
2500-12-31
0.00
19900.00
8258.50
Equities
APPLIED MOLECULAR TRANS INC COM
2500-12-31
0.00
15828.00
14561.76
Equities
APREA THERAPEUTICS INC COM
2500-12-31
0.00
41398.00
16141.08
Equities
APTINYX INC COM
2500-12-31
0.00
6600.00
1848.00
Equities
CARLOTZ INC COM CL A
2500-12-31
0.00
42516.00
7227.72
Equities
CARLOTZ INC COM CL A
2500-12-31
0.00
39000.00
6630.00
Equities
DERMTECH INC COM
2500-12-31
0.00
44342.00
118836.56
Equities
DIGITAL ALLY INC COM
2500-12-31
0.00
11700.00
3756.87
Equities
EMERALD HOLDING INC COM
2500-12-31
0.00
27432.00
105887.52
Equities
ENERGY SVCS ACQUISITION CORP COM
2500-12-31
0.00
4660.00
12768.40
Equities
PIONEER PWR SOLUTIONS INC COM NEW
2500-12-31
0.00
25100.00
76304.00
Equities
GROM SOCIAL ENTERPRISES INC COM NEW
2500-12-31
0.00
18200.00
3094.00
Equities
HCW BIOLOGICS INC COM
2500-12-31
0.00
550.00
1177.00
Equities
SOPHIA GENETICS SA ORDINARY SHARES
2500-12-31
0.00
1426.00
3108.68
Equities
ALPHA TAU MEDICAL LTD ORDINARY SHARES
2500-12-31
0.00
2600.00
10400.00
Equities
ATLANTIC COASTAL AQSTN CORP II CLASS A COM
2500-12-31
0.00
37051.00
374956.12
Equities
IO BIOTECH INC COM
2500-12-31
0.00
62588.00
189015.76
Equities
NYMOX PHARMACEUTICAL CORP COM
2500-12-31
0.00
4579.00
1408.50
Equities
TRITIUM DCFC LIMITED ORDINARY SHARES
2500-12-31
0.00
46400.00
69136.00
Equities
IMPERIAL PETE INC COMMON SHARES
2500-12-31
0.00
128672.00
43761.35
Equities
PYXIS TANKERS INC COM NEW
2500-12-31
0.00
1648.00
7910.40
Equities
VANGUARD SCOTTSDALE FDS VNG RUS2000GRW
2500-12-31
0.00
1439.00
233276.29
Equities
VAXXINITY INC COM CL A
2500-12-31
0.00
20500.00
46125.00
Equities
VANGUARD INDEX FDS MCAP VL IDXVIP
2500-12-31
0.00
22405.00
3135355.70
Equities
VINCERX PHARMA INC COM NEW
2500-12-31
0.00
3977.00
2724.64
Equities
VIRGIN ORBIT HOLDINGS INC COMMON STOCK
2500-12-31
0.00
25708.00
70439.92
Equities
VIRPAX PHARMACEUTICALS INC COM
2500-12-31
0.00
1900.00
1582.51
Equities
BRIGHT GREEN CORP COMMON STOCK
2500-12-31
0.00
92100.00
52183.86
Equities
ETERNA THERAPEUTICS INC COM NEW
2500-12-31
0.00
7717.00
24308.55
Equities
BSQUARE CORP COM NEW
2500-12-31
0.00
3800.00
4218.00
Equities
VIRIOS THERAPEUTICS INC COM
2500-12-31
0.00
81000.00
23141.70
Equities
VIVOS THERAPEUTICS INC COM
2500-12-31
0.00
3800.00
2013.24
Equities
VOLCON INC COM
2500-12-31
0.00
58000.00
69600.00
Equities
VOR BIOPHARMA INC COM
2500-12-31
0.00
4100.00
17712.00
Equities
VROOM INC COM
2500-12-31
0.00
1687640.00
2160179.20
Equities
WEREWOLF THERAPEUTICS INC COM
2500-12-31
0.00
85924.00
151226.24
Equities
WETRADE GROUP INC COM
2500-12-31
0.00
22400.00
19246.08
Equities
WINDTREE THERAPEUTICS INC COM
2500-12-31
0.00
6400.00
1219.84
Equities
WISDOMTREE TR INTL SMCAP DIV
2500-12-31
0.00
1244.00
72157.47
Equities
ALAUNOS THERAPEUTICS INC COM
2500-12-31
0.00
857395.00
577369.79
Equities
AGRIFORCE GROWING SYSTEMS LTD COM
2500-12-31
0.00
32000.00
41920.00
Equities
VISION MARINE TECHNOLOGIES INC COM
2500-12-31
0.00
838.00
3871.56
Equities
ANGHAMI INC ORD SHS
2500-12-31
0.00
800.00
1800.00
Equities
ANTELOPE ENTERPRISE HLDGS LTD SHS
2500-12-31
0.00
10600.00
5226.86
Equities
ASIA PACIFIC WIRE & CABLE CORP ORD
2500-12-31
0.00
900.00
1224.00
Equities
BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW
2500-12-31
0.00
4900.00
4116.00
Equities
BEYONDSPRING INC SHS
2500-12-31
0.00
39000.00
23400.00
Equities
BIT DIGITAL INC SHS
2500-12-31
0.00
131183.00
112830.50
Equities
BON NATURAL LIFE LIMITED ORD SHS
2500-12-31
0.00
2500.00
2575.00
Equities
BORQS TECHNOLOGIES INC SHS NEW
2500-12-31
0.00
28500.00
14136.00
Equities
CHINA LIBERAL ED HLDGS LTD ORD
2500-12-31
0.00
80700.00
93612.00
Equities
WORKSPORT LTD COM NEW
2500-12-31
0.00
28800.00
43488.00
Equities
WRAP TECHNOLOGIES INC COM
2500-12-31
0.00
47419.00
106692.75
Equities
ZHIHU INC ADS
2500-12-31
0.00
2449472.00
2571945.60
Equities
SAI TECH GLOBAL CORP CLASS A ORD SHS
2500-12-31
0.00
2700.00
7398.00
Equities
SCIENJOY HOLDING CORP CLASS A ORD
2500-12-31
0.00
28000.00
54320.00
Equities
SENTAGE HOLDINGS INC SHS NEW
2500-12-31
0.00
6300.00
15498.00
Equities
TAOPING INC SHS NEW
2500-12-31
0.00
6250.00
4122.50
Equities
TDH HLDGS INC SHS NEW
2500-12-31
0.00
38700.00
89010.00
Equities
UTIME LTD SHS
2500-12-31
0.00
4400.00
7216.00
Equities
WAH FU EDUCATION GROUP LIMITED SHS
2500-12-31
0.00
610.00
1244.40
Equities
UNIVERSE PHARMACEUTICALS INC SHS
2500-12-31
0.00
2500.00
4400.00
Equities
ZENVIA INC CLASS A COM
2500-12-31
0.00
2900.00
4089.00
Equities
TOP FINANCIAL GROUP LTD ORDINARY SHARES
2500-12-31
0.00
5119.00
23445.02
Equities
METACRINE INC COM
2500-12-31
0.00
229700.00
97921.11
Equities
MILESTONE PHARMACEUTICALS INC COM
2500-12-31
0.00
77205.00
379848.60
Equities
MINK THERAPEUTICS INC COM
2500-12-31
0.00
15500.00
39215.00
Equities
MIROMATRIX MED INC COM
2500-12-31
0.00
700.00
2954.00
Equities
INVESCO CURRENCYSHARES EURO TR EURO SHS
2500-12-31
0.00
126456.00
12049992.24
Equities
NLS PHARMACEUTICS LTD SHS
2500-12-31
0.00
15600.00
12968.28
Equities
SUNRISE NEW ENERGY CO LTD SHS
2500-12-31
0.00
10325.00
39751.25
Equities
GLORY STAR NEW MED GP HLDG LTD SHS
2500-12-31
0.00
19200.00
28224.00
Equities
GUARDFORCE AI CO LTD SHS NEW
2500-12-31
0.00
69000.00
14076.00
Equities
INTER & CO INC CLASS A COM
2500-12-31
0.00
2150.00
5138.50
Equities
JIUZI HOLDINGS INC ORD SHS
2500-12-31
0.00
17815.00
2850.40
Equities
JIUZI HOLDINGS INC ORD SHS
2500-12-31
0.00
7481.00
1196.96
Equities
FREIGHT TECHNOLOGIES INC ORDINARY SHARES
2500-12-31
0.00
90100.00
24840.57
Equities
CN ENERGY GROUP INC CLASS A ORD
2500-12-31
0.00
22700.00
33596.00
Equities
COLOR STAR TECHNOLOGY CO LTD SHS NEW
2500-12-31
0.00
29300.00
23440.00
Equities
CONSILIUM ACQUISITN CORP I LTD CLASS A ORD SHS
2500-12-31
0.00
31349.00
315370.94
Equities
DOGNESS INTERNATIONAL CORP COM CL A
2500-12-31
0.00
4594.00
4456.18
Equities
EURO TECH HOLDINGS CO LTD SHS NEW
2500-12-31
0.00
1500.00
2205.00
Equities
FGI INDUSTRIES LTD ORDINARY SHARES
2500-12-31
0.00
1800.00
4338.00
Equities
GAN LTD SHS
2500-12-31
0.00
6869.00
8448.87
Equities
COMPUGEN LTD ORD
2500-12-31
0.00
175839.00
181114.17
Equities
ICECURE MEDICAL LTD CAESAREA SHS NEW
2500-12-31
0.00
1200.00
1212.00
Equities
INSPIRA TECHNOLOGIES OXY BHN SHS
2500-12-31
0.00
1200.00
1428.00
Equities
MARIS TECH LTD ORDINARY SHARES
2500-12-31
0.00
2700.00
2929.50
Equities
NEUROSENSE THERAPEUTICS LTD ORDINARY SHARES
2500-12-31
0.00
3200.00
5344.00
Equities
OTONOMO TECHNOLOGIES LTD ORDINARY SHARES
2500-12-31
0.00
32300.00
12580.85
Equities
SCISPARC LTD COM
2500-12-31
0.00
50900.00
50900.00
Equities
REE AUTOMOTIVE LTD CLASS A ORD SHS
2500-12-31
0.00
62365.00
33702.05
Equities
REE AUTOMOTIVE LTD CLASS A ORD SHS
2500-12-31
0.00
148900.00
80465.56
Equities
TABOOLA.COM LTD ORD SHS
2500-12-31
0.00
281584.00
695512.48
Equities
SENSTAR TECHNOLOGIES LTD ORD
2500-12-31
0.00
4527.00
6564.15
Equities
APEXIGEN INC COM
2500-12-31
0.00
8590.00
15805.60
Equities
NEOLEUKIN THERAPEUTICS INC COM
2500-12-31
0.00
238144.00
119095.81
Equities
NEONODE INC COM PAR
2500-12-31
0.00
11600.00
50924.00
Equities
NEUROPACE INC COM
2500-12-31
0.00
14645.00
23432.00
Equities
PANBELA THERAPEUTICS INC COM
549300QM7HB5DN00PI52
2500-12-31
0.00
7900.00
1153.40
Equities
PASSAGE BIO INC COM
2500-12-31
0.00
246828.00
293725.32
Equities
PHOENIX MTR INC COM NEW
2500-12-31
0.00
6990.00
11813.10
Equities
TWIN VEE POWERCATS CO COM
2500-12-31
0.00
8318.00
16303.28
Equities
POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
2500-12-31
0.00
89199.00
12487.86
Equities
QILIAN INTL HLDG GROUP LTD COM
2500-12-31
0.00
1900.00
2280.00
Equities
AUDIOEYE INC COM NEW
2500-12-31
0.00
11800.00
55342.00
Equities
AUGMEDIX INC COM
2500-12-31
0.00
890.00
1148.10
Equities
AVALON GLOBOCARE CORP COM
2500-12-31
0.00
5900.00
2329.91
Equities
AYALA PHARMACEUTICALS INC COM
2500-12-31
0.00
6800.00
3604.68
Equities
TIVIC HEALTH SYSTEMS INC COMMON STOCK
2500-12-31
0.00
2200.00
2970.00
Equities
TOMI ENVIRONMENTAL SOLUTIONS I COM NEW
2500-12-31
0.00
19200.00
12480.00
Equities
JASPER THERAPEUTICS INC COM
2500-12-31
0.00
13900.00
8340.00
Equities
JERASH HLDGS US INC COM
2500-12-31
0.00
2371.00
10337.56
Equities
JIAYIN GROUP INC SPONSORED ADS
2500-12-31
0.00
6973.00
14399.25
Equities
JUPITER WELLNESS INC COM NEW
2500-12-31
0.00
26582.00
27113.64
Equities
KAIVAL BRNDS INNOVATNS GRP INC COM NEW
2500-12-31
0.00
73000.00
72343.00
Equities
UNICYCIVE THERAPEUTICS INC COM
2500-12-31
0.00
8400.00
5796.00
Equities
VACCINEX INC COM
2500-12-31
0.00
5600.00
2548.00
Equities
VALLON PHARMACEUTICALS INC COM
2500-12-31
0.00
17100.00
4109.13
Equities
VANGUARD WORLD FD MEGA CAP VAL ETF
2500-12-31
0.00
900.00
94329.00
Equities
VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF
2500-12-31
0.00
35343.00
2316026.79
Equities
VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF
2500-12-31
0.00
34738.00
1934906.60
Equities
EOS ENERGY ENTERPRISES INC COM CL A
2500-12-31
0.00
33359.00
34359.77
Equities
ESSA PHARMA INC COM NEW
2500-12-31
0.00
25773.00
91236.42
Equities
ETON PHARMACEUTICALS INC COM
2500-12-31
0.00
10700.00
31779.00
Equities
EVELO BIOSCIENCES INC COM
2500-12-31
0.00
135618.00
263098.92
Equities
ISHARES TR IBOXX HI YD ETF
2500-12-31
0.00
161658.00
12049987.32
Equities
NOVO INTEGRATED SCIENCES INC COM NEW
2500-12-31
0.00
9307.00
2281.15
Equities
NUVVE HOLDING CORP COM
2500-12-31
0.00
16100.00
9835.49
Equities
OLEMA PHARMACEUTICALS INC COM
2500-12-31
0.00
8474.00
22625.58
Equities
ONCORUS INC COM
2500-12-31
0.00
26649.00
16303.86
Equities
180 LIFE SCIENCES CORP COM
2500-12-31
0.00
39120.00
16406.93
Equities
ONECONNECT FINL TECHNOLOGY CO SPONSORED ADS
2500-12-31
0.00
74449.00
52263.20
Equities
ORGANOVO HLDGS INC COM NEW
2500-12-31
0.00
23000.00
34500.00
Equities
LUMIRADX LTD SHS
2500-12-31
0.00
5334.00
7734.30
Equities
LUMIRADX LTD SHS
2500-12-31
0.00
109200.00
158340.00
Equities
LYTUS TECHNOLOGS HLDGS PTV LTD COM
2500-12-31
0.00
11300.00
9944.00
Equities
LYTUS TECHNOLOGS HLDGS PTV LTD COM
2500-12-31
0.00
1593.00
1401.84
Equities
MDJM LTD SHS
2500-12-31
0.00
2300.00
3818.00
Equities
MINGZHU LOGISTICS HLDGS LTD COM
2500-12-31
0.00
2880.00
6681.60
Equities
NEWEGG COMMERCE INC COMMON SHARES
2500-12-31
0.00
31200.00
51168.00
Equities
OSTIN TECHNOLOGY GROUP CO LTD ORDINARY SHARES
2500-12-31
0.00
5800.00
6264.00
Equities
ORIENTAL CULTURE HOLDING LTD ORD SHS
2500-12-31
0.00
3100.00
1705.00
Equities
OXBRIDGE RE HLDGS LTD SHS
2500-12-31
0.00
2100.00
3570.00
Equities
MOXIAN BVI INC ORDINARY SHARES
2500-12-31
0.00
19900.00
17342.85
Equities
AMERISERV FINL INC COM
2500-12-31
0.00
784.00
3151.68
Equities
KRANESHARES TR KFA MOUNT LUCAS
2500-12-31
0.00
136.00
4696.08
Equities
LANDOS BIOPHARMA INC COM
2500-12-31
0.00
125300.00
28869.12
Equities
LIZHI INC ADS
2500-12-31
0.00
33957.00
21321.60
Equities
LONGEVERON INC COM
2500-12-31
0.00
4500.00
16470.00
Equities
LOOP INDS INC COM
2500-12-31
0.00
3700.00
10027.00
Equities
LUCID DIAGNOSTICS INC COM
2500-12-31
0.00
10400.00
20280.00
Equities
LUFAX HOLDING LTD ADS REP SHS CL A
2500-12-31
0.00
4672752.00
7523130.72
Equities
MICT INC COM
2500-12-31
0.00
321092.00
259763.43
Equities
MARPAI INC CL A COM
2500-12-31
0.00
8000.00
7766.40
Equities
SOLUNA HOLDINGS INC COM NEW
2500-12-31
0.00
38700.00
29644.20
Equities
SOLUNA HOLDINGS INC COM NEW
2500-12-31
0.00
12814.00
9815.52
Equities
FLUX PWR HLDGS INC COM NEW
2500-12-31
0.00
46285.00
191619.90
Equities
FORWARD INDS INC N Y COM NEW
2500-12-31
0.00
6850.00
8494.00
Equities
NEXGEL INC COM
2500-12-31
0.00
1000.00
1160.00
Equities
GRAYBUG VISION INC COMMON
2500-12-31
0.00
24000.00
14424.00
Equities
RYVYL INC COM NEW
2500-12-31
0.00
252700.00
174009.22
Equities
RYVYL INC COM NEW
2500-12-31
0.00
52556.00
36190.06
Equities
IMMUNOME INC COM
2500-12-31
0.00
20992.00
78300.16
Equities
INDAPTUS THERAPEUTICS INC COM
2500-12-31
0.00
2416.00
4324.64
Equities
KATAPULT HOLDINGS INC COM
2500-12-31
0.00
241587.00
280240.92
Equities
KIDPIK CORP COM
2500-12-31
0.00
11000.00
9077.20
Equities
KNIGHTSCOPE INC CLASS A COM
2500-12-31
0.00
2900.00
6264.00
Equities
KIRKLANDS INC COM
2500-12-31
0.00
6866.00
25472.86
Equities
GALECTO INC COM
2500-12-31
0.00
1200.00
1884.00
Equities
GOOD TIMES RESTAURANTS INC COM NEW
2500-12-31
0.00
2000.00
4980.00
Equities
SNOW LAKE RES LTD COM
2500-12-31
0.00
33002.00
100656.10
Equities
SOCIETY PASS INC COM
2500-12-31
0.00
7600.00
10868.00
Equities
SPRINGBIG HOLDINGS INC COMMON STOCK
2500-12-31
0.00
2200.00
1831.06
Equities
INOZYME PHARMA INC COM
2500-12-31
0.00
27701.00
40997.48
Equities
INTRUSION INC COM NEW
2500-12-31
0.00
1575.00
4772.25
Equities
INTRUSION INC COM NEW
2500-12-31
0.00
12200.00
36966.00
Equities
BANK OF MONTREAL CAL LKD 41
2500-12-31
0.00
542.00
33338.42
Equities
BARCLAYS BANK PLC DJUBS CMDT ETN36
2500-12-31
0.00
5214.00
179413.74
Equities
BARCLAYS BANK PLC ETN LKD 48
2500-12-31
0.00
100.00
4810.72
Equities
EZFILL HOLDINGS INC COM NEW
2500-12-31
0.00
3600.00
1360.80
Equities
FAZE HOLDINGS INC COMMON STOCK
2500-12-31
0.00
29600.00
65416.00
Equities
FEMASYS INC COM
2500-12-31
0.00
20378.00
23027.14
Equities
FINCH THERAPEUTICS GROUP INC COM
2500-12-31
0.00
9300.00
8125.41
Equities
FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD
2500-12-31
0.00
61299.00
2756616.03
Equities
HEARTBEAM INC COM
2500-12-31
0.00
1269.00
5583.60
Equities
HEARTCORE ENTERPRISES INC COM
2500-12-31
0.00
5500.00
5775.00
Equities
HYPERFINE INC COM CL A
2500-12-31
0.00
21400.00
16480.14
Equities
CYTEIR THERAPEUTICS INC COM
2500-12-31
0.00
1900.00
2679.00
Equities
DARIOHEALTH CORP COM NEW
2500-12-31
0.00
324.00
1616.76
Equities
DATA I O CORP COM
2500-12-31
0.00
364.00
1481.48
Equities
CEA INDUSTRIES INC COM NEW
2500-12-31
0.00
10800.00
10366.92
Equities
TAYSHA GENE THERAPIES INC COM SHS
2500-12-31
0.00
13687.00
29563.92
Equities
TEUCRIUM COMMODITY TR AGRICULTURE FD
2500-12-31
0.00
527.00
16252.63
Equities
DOLPHIN ENTMT INC COM NEW
2500-12-31
0.00
2100.00
5166.00
Equities
EHANG HLDGS LTD ADS
2500-12-31
0.00
8435.00
37957.50
Equities
EFFECTOR THERAPEUTICS INC COM
2500-12-31
0.00
12963.00
5462.61
Equities
ELECTRAMECCANICA VEHS CORP COM NEW
2500-12-31
0.00
80794.00
89681.34
Equities
ELECTRO-SENSORS INC COM
2500-12-31
0.00
300.00
1494.00
Equities
QUALTEK SERVICES INC CLASS A COM
2500-12-31
0.00
13000.00
11065.60
Equities
DATA STORAGE CORP COM NEW
2500-12-31
0.00
23849.00
42928.20
Equities
DAVE INC CLASS A COM
2500-12-31
0.00
812500.00
341250.00
Equities
ADDENTAX GROUP CORP COM NEW
2500-12-31
0.00
700.00
1218.00
Equities
ADIAL PHARMACEUTICALS INC COM
2500-12-31
0.00
144500.00
37425.50
Equities
ADITXT INC COM NEW
2500-12-31
0.00
8900.00
15753.00
Equities
ADVENT TECHNOLOGIES HOLDNG INC COM CL A
2500-12-31
0.00
68518.00
132239.74
Equities
AGRIFY CORP COM NEW
2500-12-31
0.00
49747.00
54224.23
Equities
AGILETHOUGHT INC CLASS A COM
2500-12-31
0.00
2500.00
9950.00
Equities
CLENE INC COMMON STOCK
2500-12-31
0.00
31599.00
34442.91
Equities
CNFINANCE HLDGS LTD SPON ADS
2500-12-31
0.00
16613.00
37213.12
Equities
CODEX DNA INC COM
2500-12-31
0.00
18803.00
26324.20
Equities
COGNITION THERAPEUTICS INC COM
2500-12-31
0.00
18100.00
44888.00
Equities
COMERA LIFE SCIENCES HLDGS INC COM
2500-12-31
0.00
5800.00
8584.00
Equities
QUINCE THERAPEUTICS INC COM
2500-12-31
0.00
22168.00
16404.32
Equities
CBAK ENERGY TECHNOLOGY INC COM
2500-12-31
0.00
275669.00
314262.66
Equities
CHEMBIO DIAGNOSTICS INC COM NEW
2500-12-31
0.00
390457.00
122603.50
Equities
CINGULATE INC COMMON STOCK
2500-12-31
0.00
6800.00
6536.84
Equities
CLEARONE INC COM
2500-12-31
0.00
14790.00
11024.47
Equities
BARFRESH FOOD GROUP INC COM NEW
2500-12-31
0.00
1200.00
1512.00
Equities
BARFRESH FOOD GROUP INC COM NEW
2500-12-31
0.00
4079.00
5139.54
Equities
BENITEC BIOPHARMA INC COM
2500-12-31
0.00
17400.00
3478.26
Equities
BETTER THERAPEUTICS INC COMMON STOCK
2500-12-31
0.00
6800.00
9656.00
Equities
BIO-PATH HLDGS INC COM
2500-12-31
0.00
1690.00
2484.30
Equities
BIOMERICA INC COM NEW
2500-12-31
0.00
6300.00
22869.00
Equities
BIOTE CORP CLASS A COM
2500-12-31
0.00
5500.00
22715.00
Equities
BIOSIG TECHNOLOGIES INC COM NEW
2500-12-31
0.00
4800.00
1953.60
Equities
BIODESIX INC COM
2500-12-31
0.00
4600.00
6256.00
Equities
BLUEJAY DIAGNOSTICS INC COM
2500-12-31
0.00
7300.00
4983.71
Equities
CREXENDO INC COM
2500-12-31
0.00
2698.00
5989.56
Equities
CUMBERLAND PHARMACEUTICALS INC COM
2500-12-31
0.00
1378.00
3155.62
Equities
CYNGN INC COM
2500-12-31
0.00
4900.00
4001.34
Equities
ALPINE 4 HOLDINGS INC CL A
2500-12-31
0.00
266365.00
149590.58
Equities
AMBRX BIOPHARMA INC SPONSORED ADS
2500-12-31
0.00
30322.00
13644.90
Equities
AMERICAN VRTUAL CLOUD TECH INC COM NEW
2500-12-31
0.00
9764.00
10252.20
Equities
BANK OF MONTREAL CAL LKD 41
2500-12-31
0.00
42.00
2583.42
Equities
ISPECIMEN INC COM
2500-12-31
0.00
1900.00
2850.00
Equities
IHUMAN INC ADS COMMON
2500-12-31
0.00
3271.00
6509.29
Equities
IKENA ONCOLOGY INC COM
2500-12-31
0.00
22800.00
55404.00
Equities
IMARA INC COM
2500-12-31
0.00
59900.00
255773.00
Equities
PUMA BIOTECHNOLOGY INC COM
2500-12-31
0.00
34250.00
156180.00
Equities
PYXIS ONCOLOGY INC COMMON STOCK
2500-12-31
0.00
24200.00
35090.00
Equities
RAPID MICRO BIOSYSTEMS INC CLASS A COM
2500-12-31
0.00
533.00
1151.28
Equities
REEDS INC COM
2500-12-31
0.00
73900.00
8683.25
Equities
RELIANCE GLOBAL GROUP INC COM NEW
2500-12-31
0.00
6500.00
3801.85
Equities
RENOVORX INC COM NEW
2500-12-31
0.00
1700.00
3128.00
Equities
REVIVA PHARMACEUTCLS HLDGS INC COM
2500-12-31
0.00
31700.00
120460.00
Equities
SAB BIOTHERAPEUTICS INC COM
2500-12-31
0.00
7900.00
8453.00
Equities
SPDR INDEX SHS FDS S&P EMKTSC ETF
2500-12-31
0.00
20829.00
1030618.92
Equities
SKYX PLATFORMS CORP COM
2500-12-31
0.00
32450.00
77231.00
Equities
SENTI BIOSCIENCES INC COM
2500-12-31
0.00
16700.00
37575.00
Equities
SERA PROGNOSTICS INC CLASS A COM
2500-12-31
0.00
2000.00
2420.00
Equities
SHINECO INC COM
2500-12-31
0.00
27264.00
21841.19
Equities
SIDUS SPACE INC CLASS A COM
2500-12-31
0.00
4200.00
7098.00
Equities
SILVERSUN TECHNOLOGIES INC COM NEW
2500-12-31
0.00
312.00
1116.96
Equities
SCHWAB STRATEGIC TR SCHWB FDT EMK LG
2500-12-31
0.00
28414.00
731376.36
Equities
SPRUCE BIOSCIENCES INC COM
2500-12-31
0.00
44951.00
49446.10
Equities
STRYVE FOODS INC CLASS A COM
2500-12-31
0.00
48700.00
45534.50
Equities
SUMMIT THERAPEUTICS INC COM
2500-12-31
0.00
26400.00
23496.00
Equities
SUNSHINE BIOPHARMA INC COM NEW
2500-12-31
0.00
4500.00
3475.35
Equities
DIREXION SHS ETF TR DLY TECH BULL 3X
UVI6FKSURIFX5JUWGQ81
2500-12-31
0.00
7400.00
189514.00
Equities
DIREXION SHS ETF TR DLY TECH BULL 3X
UVI6FKSURIFX5JUWGQ81
2500-12-31
0.00
5546.00
142033.06
Equities
PROSHARES TR II PSHS ULSSLVR NEW
V7DVKGAJ7ZORY4IOJ616
2500-12-31
0.00
67.00
1701.13
Equities
DIREXION SHS ETF TR DAILY MSCI EMERG
Y4Z6ZO508YYIG9WS7R32
2500-12-31
0.00
83.00
1190.22
Equities
PROSHARES TR SHRT RUSSELL2000
YGKIXS4FSM8OUIQK9X25
2500-12-31
0.00
1932.00
45769.08
Equities
PROSHARES TR SHRT HGH YIELD
W4E5OYBUX8BV1ZKG2H85
2500-12-31
0.00
800.00
15184.00
Equities
PROSHARES TR PSHS ULTRA O&G
TDJO5587152SHBGDDZ44
2500-12-31
0.00
3394.00
156700.98
Equities
PROSHARES TR ULSH 20YRTRE NEW
Z0SKYMVDUZNKXP7CCC49
2500-12-31
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8141.00
602596.82
Equities
DIREXION SHS ETF TR 20YR TRES BEAR
RTQMOZUC67LKMUTT8D34
2500-12-31
0.00
1248.00
162851.52
Equities
PROSHARES TR PSHS SH MSCI EMR
QPCMN346AQ3IJAVS2Y39
2500-12-31
0.00
200.00
3066.00
Equities
PROSHARES TR PSHS SH MSCI EMR
QPCMN346AQ3IJAVS2Y39
2500-12-31
0.00
1026.00
15728.58
Equities
PROSHARES TR II ULTRA YEN NEW
WBS3NFNB5XEXWLD57J74
2500-12-31
0.00
38.00
1185.22
Equities
DIREXION SHS ETF TR DAILY SM CP BEAR
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2500-12-31
0.00
99.00
3128.40
Equities
PROSHARES TR II ULTRASHRT EURO
FLD563LR4L0K4REZX771
2500-12-31
0.00
100.00
3144.00
Equities
PROSHARES TR II ULTRASHRT EURO
FLD563LR4L0K4REZX771
2500-12-31
0.00
141.00
4433.04
Equities
DIREXION SHS ETF TR DAILY FINL BEAR
GYVWXN884A53FOCS2U10
2500-12-31
0.00
11800.00
204140.00
Equities
DIREXION SHS ETF TR 20YR TRES BULL
HIB1RJORN6PDA2VE6Q12
2500-12-31
0.00
301.00
2495.29
Equities
PROSHARES TR PSHS SHTFINL ETF
GK4TU6C1B5LXPX6BWP64
2500-12-31
0.00
100.00
1258.00
Equities
PROSHARES TR ULSHOIL&GASNEW1
FQG71REHBHQSGRANGU57
2500-12-31
0.00
3564.00
41877.00
Equities
DIREXION SHS ETF TR DAILY REAL EST B
P8BQAXSX9Q7HO4G7MO50
2500-12-31
0.00
3100.00
33604.00
Equities
PROSHARES TR PSHS ULTSH 20YRS
PQTQB8I6TMT6W5YFAJ57
2500-12-31
0.00
101378.00
3197462.12
Equities
PROSHARES TR SHRT RL EST FD
OO8MK7CY8LDH7ZASHT92
2500-12-31
0.00
1500.00
29745.00
Equities
DIREXION SHS ETF TR DLY FIN BULL NEW
K98KMGGYJD1W0EDCBP05
2500-12-31
0.00
13.00
1092.78
Equities
PROSHARES TR ULTRASHORT INDL
KHY6XVBG40JBWKJIVZ83
2500-12-31
0.00
800.00
11985.20
Equities
PROSHARES TR SHRT 20+YR TRE
MNF315G62CW700KJGX62
2500-12-31
0.00
55308.00
1233368.40
Equities
MOGU INC SPON ADS
2500-12-31
0.00
1641.00
4102.50
Equities
PROSHARES TR ULTSHT MSCI JAP
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2500-12-31
0.00
155.00
2660.57
Equities
CHECK CAP LTD SHS
549300VKJF3TJ17U4U73
2500-12-31
0.00
3255.00
9569.70
Equities
UNITED MARITIME CORPORATION COM
984500EA095F603G6E79
2500-12-31
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9300.00
33294.00
Equities
Y
2022-12-01
2023-02-28
2023-02-28
Y
BOFA SECURITIES INC
1.0000
90
N
N
N
0.0434
241006902.24
241006902.24
0.0017
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 4.860000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0UU830
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
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2027-08-16
4.130000
5017000.00
4828525.52
Asset-Backed Securities
GLOBAL SC FIN 2020-1 SRL A 20401017 2.1
2040-10-17
2.170000
11875000.00
7980537.83
Asset-Backed Securities
AMMC CLO XI LTD 2012-11R2 C-R2 20310430 FLT
5493004OOK6VXHQ8DQ60
2031-04-30
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6000000.00
5625193.55
Asset-Backed Securities
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2030-07-15
7.009140
1000000.00
903406.73
Asset-Backed Securities
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549300MOI46ZB4RZW883
2032-01-26
9.358430
10500000.00
10452208.52
Asset-Backed Securities
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549300VOKB4Z9J8DIM89
2059-01-17
4.883670
318828.00
298445.98
Private Label Collateralized Mortgage Obligations
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549300INEWFFGID70G60
2027-06-21
1.750000
6564000.00
6037797.67
Asset-Backed Securities
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549300JMWGEYZEC6GK98
2031-07-15
7.329140
1400000.00
1284076.97
Asset-Backed Securities
PRESTIGE AUTO RECV TR 2018-1 D 20241015 4.1
549300L40MNGIY25DE37
2024-10-15
4.140000
6373000.00
4636685.16
Asset-Backed Securities
CARMAX AUTO OWNER TR 2019-1 A-4 20240815 3.2
549300LQMUNTYT3DC014
2024-08-15
3.260000
625000.00
419191.82
Asset-Backed Securities
CARMAX AUTO OWNER TR 2019-1 C 20250115 3.7
549300LQMUNTYT3DC014
2025-01-15
3.740000
915000.00
911173.77
Asset-Backed Securities
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
7.625290
2000000.00
1367556.85
Private Label Collateralized Mortgage Obligations
BANK 2022-BNK40 H 20640317 FLT
2064-03-17
2.006720
2500000.00
1108181.31
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2019-B14 225B-D 20621215 FLT
2062-12-15
3.404110
1500000.00
1245402.30
Private Label Collateralized Mortgage Obligations
BUSINESS LN EXP 2006-A C 20381020 FLT
2038-10-20
4.888570
1500000.00
23066.10
Asset-Backed Securities
COMM MTG TR 2014-UBS5 D 20470912 3.4
2047-09-12
3.495000
6995000.00
5754642.52
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-1 20430425 FLT
2043-04-25
3.795930
16046000.00
3644652.43
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-5 20430425 FLT
2043-04-25
3.795930
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6795711.19
Private Label Collateralized Mortgage Obligations
CARVANA AUTO REC TR 2019-2 E 20260415 5.0
2026-04-15
5.010000
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3692994.38
Asset-Backed Securities
CARVANA AUTO REC TR 2019-4 E 20261015 4.7
2026-10-15
4.700000
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Asset-Backed Securities
CARVANA AUTO RECS TR 2021-N3 D 20280612 1.5
2028-06-12
1.580000
264000.00
236664.06
Asset-Backed Securities
CARVANA AUTO REC TR 2021-P4 A-4 20271210 1.6
2027-12-10
1.640000
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7363599.42
Asset-Backed Securities
CARVANA AUTO REC 2021-P2 B 20270310 1.2
2027-03-10
1.270000
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513639.93
Asset-Backed Securities
CITGRP COML MTG TR 2015-GC27 D 20480212 FLT
2048-02-12
4.564990
5655700.00
4880429.96
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR3 I 20370918 7.3
2037-09-18
7.379000
4911993.00
4694869.13
Private Label Collateralized Mortgage Obligations
AMERICAN CR ACCP REC 2021-2 TR D 20270713 1.3
2027-07-13
1.340000
275000.00
258779.89
Asset-Backed Securities
AMERICAN CR ACCP REC TR 2020-3 E 20260813 3.8
2026-08-13
3.880000
5940000.00
5745311.88
Asset-Backed Securities
AMERICAN CR ACCP REC TR 2020-4 D 20261214 1.7
2026-12-14
1.770000
10677000.00
10205395.13
Asset-Backed Securities
ROCKLAND OK CLO 2021 A 20340420 FLT
2034-04-20
5.362570
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7353280.29
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2021-2 C 20260615 0.9
2026-06-15
0.900000
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19936306.30
Asset-Backed Securities
TOORAK MTG TR 2020-1 A-1 20230325 2.7
2023-03-25
2.734300
6030000.00
2897045.39
Private Label Collateralized Mortgage Obligations
WESTLAKE AUTO REC TR 2020-2 D 20260115 2.7
2026-01-15
2.760000
3840000.00
3719788.80
Asset-Backed Securities
WESTLAKE AUTO RECE TR 2020-3 E 20260615 3.3
2026-06-15
3.340000
6425000.00
6134658.53
Asset-Backed Securities
WHEELS SPV 2 LLC A-3 20290820 0.6
2029-08-20
0.620000
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189971.24
Asset-Backed Securities
GLS AUTO REC ISSUER TR 2020-1 D 20261116 3.6
2026-11-16
3.680000
8400000.00
8060441.20
Asset-Backed Securities
GM FIN CONS ATMB REC TR 2021-2 A-4 20261016 0.8
2026-10-16
0.820000
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54594.95
Asset-Backed Securities
HUDSON YARDS MTG TR 2019-55HY F 20411212 FLT
2041-12-12
3.040890
10000000.00
6780646.08
Private Label Collateralized Mortgage Obligations
IMPAC CMB TR 2005-1 B 20350425 FLT
2035-04-25
5.966140
3187500.00
66855.10
Private Label Collateralized Mortgage Obligations
ATLAS SENIOR LN FDG 2021-16 LT A 20340120 FLT
2034-01-20
5.512570
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Asset-Backed Securities
BFLD TRUST 2020-EYP F 20351015 FLT
2035-10-15
8.075000
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Private Label Collateralized Mortgage Obligations
BFLD TR 2019-DPLO E 20341016 FLT
2034-10-16
6.115000
295000.00
277977.00
Private Label Collateralized Mortgage Obligations
BFLD TR 2019-DPLO F 20341016 FLT
2034-10-16
6.415000
7949000.00
7449062.88
Private Label Collateralized Mortgage Obligations
BSREP COMM MTG TR 2021-DC F 20380816 FLT
2038-08-16
6.726000
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7985668.87
Private Label Collateralized Mortgage Obligations
BSREP COMM MTG TR 2021-DC G 20380816 FLT
2038-08-16
7.726000
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2303467.65
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
6.773000
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Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC G 20340417 FLT
2034-04-17
7.473000
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Private Label Collateralized Mortgage Obligations
BX COMM MTG TR 2021-IRON E 20380216 FLT
2038-02-16
6.225000
5959123.00
5555128.73
Private Label Collateralized Mortgage Obligations
BX CM MTG 2021-VOLT D 20360915 FLT
2036-09-15
5.525290
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8386975.50
Private Label Collateralized Mortgage Obligations
JACK IN THE BOX FUNDING 2019-1 A-2-II 20490825 4.4
2049-08-25
4.476000
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Asset-Backed Securities
JPMBB COML MTG SEC TR 2015-C27 E 20480218 FLT
2048-02-18
2.805000
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Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2016-4 C 20490312 FLT
2049-03-12
4.755150
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522642.24
Private Label Collateralized Mortgage Obligations
MFA 2022-RTL1 A-2 20270426 6.4
2027-04-26
6.413000
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Private Label Collateralized Mortgage Obligations
MVW OWN TR 2021-1W A 20410122 1.1
2041-01-22
1.140000
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126335.79
Asset-Backed Securities
MARINER FIN ISSU TR 2019-A B 20320720 3.5
2032-07-20
3.510000
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Asset-Backed Securities
MORGAN STAN CAP I TR 2019-PLND G 20360515 FLT
2036-05-15
7.525000
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Private Label Collateralized Mortgage Obligations
CREDIT ACCEP AUT LN TR 2020-2 B 20290915 1.9
2029-09-15
1.930000
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Asset-Backed Securities
CSFB MTG PTC 2003-29 D-B-2 20331225 FLT
2033-12-25
6.076060
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Private Label Collateralized Mortgage Obligations
DT AUTO OWNER TRUST 2021-3A C 20270517 0.8
2027-05-17
0.870000
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Asset-Backed Securities
DT AUTO OWNER TRUST 2022-1 C 20271115 2.9
2027-11-15
2.960000
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Asset-Backed Securities
DAIMLER TRUCKS RETAIL 2020-1 A-4 20270615 1.3
2027-06-15
1.370000
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Asset-Backed Securities
DIAMOND RESORTS TR 2018-1 B 20310121 4.1
2031-01-21
4.190000
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Asset-Backed Securities
DT AUTO OWNER TR 2021-4 D 20270915 1.9
2027-09-15
1.990000
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Asset-Backed Securities
EXETER AUTO REC TR 2020-3 E 20260817 3.4
2026-08-17
3.440000
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12528219.78
Asset-Backed Securities
FOURSIGHT CAP AUTO RCV 2020-1 E 20260415 3.4
2026-04-15
3.490000
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6505016.55
Asset-Backed Securities
FHLMCT SLSTT SERIES 2021-2 A-1D 20610525 2.0
2061-05-25
2.000000
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Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-SLP G 20321012 FLT
2032-10-12
4.744340
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Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC27 E 20480212 3.0
2048-02-12
3.000000
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Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-E A-1 20701125 FLT
2070-11-25
6.228000
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Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
6.296700
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Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 B 20510616 4.0
2051-06-16
4.003000
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Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 C 20510616 4.3
2051-06-16
4.369000
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1123756.68
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 E 20510616 FLT
2051-06-16
6.144750
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2671423.59
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 D 20520315 4.8
2052-03-15
4.818000
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Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 B 20521018 3.1
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3.163000
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Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 D 20521018 3.7
2052-10-18
3.760000
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Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 E 20521018 FLT
2052-10-18
4.909020
3290000.00
2720785.56
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-4 D 20521217 2.7
2052-12-17
2.712000
3170000.00
2381911.58
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-4 E 20521217 3.3
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3.379000
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Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-3 B 20530815 2.2
2053-08-15
2.203000
750000.00
572891.73
Private Label Collateralized Mortgage Obligations
COREVEST AMERICA FIN TR 2021-3 B 20541015 2.4
2054-10-15
2.494000
3750000.00
3222622.71
Private Label Collateralized Mortgage Obligations
NEW MOUNTAIN CLO 2020-1R A-R 20341016 FLT
5493000BYT2KQ1EMLL07
2034-10-16
5.279140
11925000.00
11490241.72
Asset-Backed Securities
TELOS CLO LTD 2013-3R D-R 20260717 FLT
25490083G97ZZN6SR263
2026-07-17
7.829140
1050000.00
1052539.90
Asset-Backed Securities
CAPITAL ONE CC TR 2019-3 A 20280815 2.0
R42WS16M9R97TJJKGU15
2028-08-15
2.060000
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18765237.77
Asset-Backed Securities
Y
2023-03-06
2023-03-06
2023-05-08
Y
WELLS FARGO SECURITIES LLC
1.0000
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N
N
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304633444.90
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N
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Y
JP MORGAN SECURITIES LLC
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0000782124
ARP0UVVL2
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N
N
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UDSQCVRUX5BONN0VY111
2023-11-17
3.370000
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6997020.74
Corporate Debt Securities
BRASKEM IDESA S A P I SR SEC GLBL 32
YH0V7ZHY352ITDGEYB83
2032-02-20
6.990000
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3392554.66
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT 28
Q2CCMS6R0AS67HJMBN42
2028-04-19
4.375000
950000.00
861852.01
Corporate Debt Securities
WESTERN MIDSTREAM OPER LP SR GLBL NT5.3%48
L6D8A6MLSY454J2JXJ60
2048-03-01
5.300000
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18480.06
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 27
KOO0397YRO83WY5MGD97
2027-01-31
8.500000
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1822916.67
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT4.3%39
IM7X0T3ECJW4C1T7ON55
2039-08-15
4.300000
25000.00
20778.04
Corporate Debt Securities
RANGE RES CORP SR GLBL 144A 30
H3Y3WLYCX0BTO1TRW162
2030-02-15
4.750000
75000.00
67976.56
Corporate Debt Securities
DCP MIDSTREAM OPERATING PL SR NT 5.6%44
549300Y6CTBSE0QIPL28
2044-04-01
5.600000
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1427835.25
Corporate Debt Securities
KOHLS CORP CR SEN SR GLBL31
549300JF6LPRTRJ0FH50
2031-05-01
3.625000
92000.00
65473.65
Corporate Debt Securities
GRUPO AVAL LTD SR GLBL REGS 30
549300J4FW1ELLQ80113
2030-02-04
4.375000
1195000.00
949065.68
Corporate Debt Securities
AES GENER S A GLBL REGS NT 79
549300IF4IFG0FS0RM26
2079-10-07
6.350000
650000.00
595691.60
Corporate Debt Securities
BARINGS BDC INC SR GLBL NT3.3%26
549300GSF4KFZP6ONG49
2026-11-23
3.300000
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55583.99
Corporate Debt Securities
ECOPETROL S A SR GLBL NT 31
254900IDGKCJICKBPA66
2031-11-02
4.625000
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26549.50
Corporate Debt Securities
MARB BONDCO PLC SR GLBL REGS 31
254900PVA1EU6QM1JN57
2031-01-29
3.950000
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3601666.23
Corporate Debt Securities
GEOPARK LTD SR GLBL 144A 27
529900ZR5QI19AH4KZ07
2027-01-17
5.500000
750000.00
662489.58
Corporate Debt Securities
CAMPOSOL S A SR GLBL REGS 27
5493008B0STMH3JFSW17
2027-02-03
6.000000
450000.00
279378.00
Corporate Debt Securities
BERRY GLOBAL INC SR SEC GLBL NT26
549300AP2Q7ERHX6RI89
2026-01-15
1.570000
28000.00
25026.89
Corporate Debt Securities
WESTLAKE AUTOMB RECV TR 2021-2 D 20261215 1.2
2026-12-15
1.230000
185000.00
168665.89
Asset-Backed Securities
CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29
2029-04-27
5.250000
43000.00
38560.36
Corporate Debt Securities
SLG OFFICE TRUST 2021-OVA D 20410717 2.8
2041-07-17
2.850610
3855000.00
2858194.63
Private Label Collateralized Mortgage Obligations
SANTANDER RETAIL 2021-B TR D 20251120 1.4
2025-11-20
1.410000
535000.00
494281.51
Asset-Backed Securities
EQUS MTG TRUST 2021-EQAZ D 20381015 FLT
2038-10-15
5.525000
14125000.00
13095464.04
Private Label Collateralized Mortgage Obligations
FLAGSHIP CR AUTO TR 2022-1 C 20280315 3.0
2028-03-15
3.060000
1855000.00
1724521.16
Asset-Backed Securities
GREYSTONE CRE LTD 2021-FL3 A 20390715 FLT
2039-07-15
4.895290
1799000.00
1719735.53
Asset-Backed Securities
HILTON USA TRUST 2016-SFP A 20351107 2.8
2035-11-07
2.828440
12623000.00
11944847.80
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM TR 2020-NNN A-FX 20370116 2.8
2037-01-16
2.812300
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Private Label Collateralized Mortgage Obligations
J.P. MRG COMM TR 2022-OPO A 20390107 FLT
2039-01-07
3.024200
400000.00
342883.26
Private Label Collateralized Mortgage Obligations
MSCCG TR 2018-SELF B 20371015 FLT
2037-10-15
4.953000
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609730.88
Private Label Collateralized Mortgage Obligations
MALLINCKRODT INTL FIN SA / CB SR SEC GLBL 25
2025-04-15
10.000000
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Corporate Debt Securities
1988 CLO 1 LT 0.01 15OCT37 144A FRN
2037-10-15
6.715310
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Asset-Backed Securities
BRITISH AIRWAYS PLC 2021-1 A 20360915 2.9
2036-09-15
2.900000
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81044.63
Asset-Backed Securities
1211 AVE OF AMERICA 2015-1211 C 20350810 FLT
2035-08-10
4.280170
250000.00
218811.98
Private Label Collateralized Mortgage Obligations
UWM MORTGAGE TRUST 2021-INV2 A-9 20510925 FLT
2051-09-25
3.996820
2820570.00
2307237.38
Private Label Collateralized Mortgage Obligations
OCTANE RECEIVABLES TR 2022-1 C 20280821 5.2
2028-08-21
5.210000
1256000.00
1203132.73
Asset-Backed Securities
OCTANE RECEIVABLES TR 2022-1 D 20290220 5.5
2029-02-20
5.540000
1313000.00
1239454.79
Asset-Backed Securities
OCTANE RECEIVABLES TR 2021-2 B 20280920 2.0
2028-09-20
2.020000
3900000.00
3501315.13
Asset-Backed Securities
OCEANVIEW MRTG TR 2021-5 A-4 20511025 FLT
2051-10-25
2.500000
20000000.00
14695765.03
Private Label Collateralized Mortgage Obligations
READY CAP MTG FIN 2021-FL5 A 20381227 FLT
2038-12-27
5.043570
3864000.00
3037252.16
Private Label Collateralized Mortgage Obligations
SBA TOWER TRUST 2020-1-2 2C 20520715 2.3
2052-07-15
2.328000
1250000.00
1039592.50
Asset-Backed Securities
FLOODSMART RE LTD SR CL B 144A 23
549300KK1LNVFW95S875
2023-02-27
19.361700
1250000.00
765462.49
Corporate Debt Securities
FLOODSMART RE LTD -A FL 144A NT 24
549300KK1LNVFW95S875
2024-03-01
17.861700
1250000.00
951764.57
Corporate Debt Securities
SIERRA LTD EXT GLBL 144A 25
549300GLWBBA2QVWUQ65
2025-01-31
6.981730
2150000.00
2072039.29
Corporate Debt Securities
WORLDWIDE MEDIA SVCS GROUP INC SR NT ZRO 144A24
549300HHMR7FVMMSB136
2024-12-01
0.00
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53487500.00
Corporate Debt Securities
IHS MARKIT LTD SR GLBL NT 23
549300HLPTRASHS0E726
2023-08-01
4.125000
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96985.98
Corporate Debt Securities
TITANIA RE LIMITED -A VR 144A NT 24
5493008E73M6FH2NSB56
2024-06-21
9.311730
2250000.00
2007737.85
Corporate Debt Securities
2001 CAT RE LTD SR SEC-A 144A 24
5493007NG10QO60NSO35
2024-01-08
16.761700
500000.00
476640.09
Corporate Debt Securities
TELECOM ITALIA CAP SR GLBL NT7.2%36
549300777DJZOR5C4L39
2036-07-18
7.200000
25000.00
21344.00
Corporate Debt Securities
INGEVITY CORP SR GLBL 144A 28
5493009UTFC4B5IMGF87
2028-11-01
3.875000
45000.00
38638.42
Corporate Debt Securities
MATTAMY GROUP CORP SR 144A NT 27
5493008TNY7A82WCXU31
2027-12-15
5.250000
28000.00
25326.63
Corporate Debt Securities
GALILEO RE LTD EXT GLBL 144A 27
549300MXI75DHMS7JH38
2027-01-08
12.354300
428000.00
405551.34
Corporate Debt Securities
MATTERHORN RE LTD SR SEC GLBL 24
549300QRZ77PO1BYWT39
2024-01-08
9.289500
1175000.00
1002159.95
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2500-12-31
5.100000
77805824.00
79502272.67
Corporate Debt Securities
TIME WARNER CABLE INC SR GLBL DB5.5%41
549300U5NFR7S6E3GM41
2041-09-01
5.500000
621000.00
532965.31
Corporate Debt Securities
APA CORPORATION SR GLBL NT 27
72ZZ1XRHOOU9P9X16K08
2027-11-15
4.875000
48000.00
43177.50
Corporate Debt Securities
GATEWAY RE LTD -A-20221 144A 25
549300ZYFWQV9RCIN520
2025-05-12
12.789500
2000000.00
1870657.92
Corporate Debt Securities
MBIA INC SR GLBL NT5.7%34
54F1KGFE2KNP3VAL3P42
2034-12-01
5.700000
60000.00
52100.50
Corporate Debt Securities
WELLS FR COM MTG TR 2019-JWDR C 20310917 FLT
2031-09-17
3.138850
290000.00
250368.46
Private Label Collateralized Mortgage Obligations
SD RE LTD -A VR 144A NT 23
2023-07-14
14.026000
20521000.00
19388374.43
Corporate Debt Securities
SAKURA RE LTD SR SEC-A 144A 25
2025-04-07
6.531730
7335000.00
6825388.70
Corporate Debt Securities
SCRIPPS ESCROW II INC SR SEC GLBL 29
2029-01-15
3.875000
42000.00
35723.99
Corporate Debt Securities
SUTTER RE LIMITED -F VR 144A NT 23
2023-05-23
12.781700
1875000.00
1789238.58
Corporate Debt Securities
EASTON RE PTE LIMITED EXTND SR SEC 27
2027-01-08
8.289500
1650000.00
1563375.09
Corporate Debt Securities
FIRST COAST RE III PTE LTD -A VR 144A NT 29
2029-04-07
10.464300
3484000.00
3366104.22
Corporate Debt Securities
FLAGSHIP CR AUTO TR 2020-1 D 20260315 2.4
2026-03-15
2.480000
1050000.00
983416.70
Asset-Backed Securities
HERBIE RE LTD -A VR 144A NT 24
2024-07-08
13.419500
787000.00
726195.28
Corporate Debt Securities
HILTON USA TRUST 2016-SFP D 20351107 4.9
2035-11-07
4.926920
9957000.00
9380478.86
Private Label Collateralized Mortgage Obligations
INTEGRITY RE II PTE LTD -A VR 144A NT 28
2028-04-12
11.601400
714000.00
290201.90
Corporate Debt Securities
JP MORGAN MTG TR 2016-4 A-12 20461025 FLT
2046-10-25
3.000000
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623960.10
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2016-4 B-1 20461025 FLT
2046-10-25
3.803940
225000.00
141579.48
Private Label Collateralized Mortgage Obligations
LOGISTICS RE LIMITED -A VR 144A NT 24
2024-12-20
7.784320
1000000.00
941946.08
Corporate Debt Securities
MONTOYA RE LTD EXTND-A 144A 29
2029-04-07
11.039500
8600000.00
8037558.21
Corporate Debt Securities
MORGAN STAN CAP I TR 2019-PLND A 20360515 FLT
2036-05-15
4.875000
5000000.00
4764681.25
Private Label Collateralized Mortgage Obligations
MYSTIC RE IV LIMITED EXTND SR SEC 27
2027-12-08
14.026000
2450000.00
2326227.52
Corporate Debt Securities
MYSTIC RE IV LIMITED -A-20212 144A 25
2025-01-08
10.091700
4000000.00
3628399.49
Corporate Debt Securities
ACORN RE LIMITED SR SEC VR 144A24
2024-11-07
6.781730
1774000.00
1619352.83
Corporate Debt Securities
ALEN MORTGAGE TR 2021-ACEN B 20340417 FLT
2034-04-17
5.525000
1450000.00
1325207.32
Private Label Collateralized Mortgage Obligations
BLUE HALO RE LTD -A-20201 144A 23
2023-06-28
17.539500
375000.00
380447.94
Corporate Debt Securities
CAELUS RE VI LTD SR SEC 144A NT24
2024-06-07
9.669500
15534000.00
14999298.58
Corporate Debt Securities
CAPE LOOKOUT RE LTD -A VR 144A NT 24
2024-03-22
7.501730
14778000.00
13943662.30
Corporate Debt Securities
CAPE LOOKOUT RE LTD -A VR 144A NT 25
2025-03-28
9.281730
17450000.00
16338245.30
Corporate Debt Securities
CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL 144A 29
2029-02-01
6.000000
1666000.00
1583521.89
Corporate Debt Securities
DT AUTO OWNER TRUST 2022-1 C 20271115 2.9
2027-11-15
2.960000
5000000.00
4737926.67
Asset-Backed Securities
TOMONI RE PTE LTD EXTND-A 144A 30
2030-04-07
0.00
7233000.00
6654360.00
Corporate Debt Securities
TORREY PINES RE LTD -A VR 144A NT 24
2024-06-07
8.201730
7175000.00
6728284.46
Corporate Debt Securities
TORREY PINES RE LTD EXT GLBL 144A 29
2029-06-07
9.051730
3675000.00
3439002.71
Corporate Debt Securities
245 PK AVE TR 2017-245P C 20370605 FLT
2037-06-05
3.779310
3750000.00
3131382.92
Private Label Collateralized Mortgage Obligations
UMIGAME RE PTE LIMITED -A-1 VAR 144A 25
2025-04-07
6.539500
4903000.00
4562417.33
Corporate Debt Securities
UMIGAME RE PTE LIMITED -B VR 144A NT 25
2025-04-07
9.039500
2352000.00
2174573.68
Corporate Debt Securities
URSA RE II LIMITED EXT GLBL 144A 27
2027-12-07
8.031730
20690000.00
20323875.16
Corporate Debt Securities
NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 29
2029-07-15
4.500000
222000.00
225206.79
Corporate Debt Securities
NORTHSHORE RE II LTD -A FL 144A NT 23
2023-07-07
11.594300
2500000.00
2424114.82
Corporate Debt Securities
PHOENICIAN RE LTD SR SEC-A 144A 23
2023-12-14
7.297730
9228000.00
8954909.47
Corporate Debt Securities
PHOENICIAN RE LTD SR SEC-A 144A 23
2023-12-14
7.200050
6400000.00
6209280.65
Corporate Debt Securities
RIVERFRONT RE LTD SR SEC-A 144A 25
2025-01-07
8.529500
13728000.00
12828167.54
Corporate Debt Securities
NAKAMA RE LTD GLBL-2 144A 23
2549003ZFVVVVKMRJ633
2023-04-13
6.582860
9334000.00
9246313.78
Corporate Debt Securities
NAKAMA RE LTD -1-20201 144A 25
2549003ZFVVVVKMRJ633
2025-01-14
6.481730
8147000.00
7743257.36
Corporate Debt Securities
M D C HLDGS INC CR SEN SR GLBL31
5299005FV4VNV75R8R35
2031-01-15
2.500000
11000.00
7864.94
Corporate Debt Securities
ATKORE INC SR GLBL 144A 31
52990002TI38AM4RPV48
2031-06-01
4.250000
33000.00
28989.24
Corporate Debt Securities
SEAGATE HDD CAYMAN SR NT 5.75%34
529900BD50TRWEG1SF63
2034-12-01
5.750000
75000.00
64831.52
Corporate Debt Securities
KILIMANJARO III RE LTD EXT GLBL 144A 28
254900T37LD5YQ545V53
2028-04-08
8.781730
5650000.00
4871412.17
Corporate Debt Securities
KILIMANJARO III RE LTD EXT GLBL 144A 29
254900T37LD5YQ545V53
2029-04-08
8.781730
1190000.00
1002214.24
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL ALT TIER I PERP
549300506SI9CRFV9Z86
2500-12-31
5.250000
890000.00
559619.39
Corporate Debt Securities
ALAMO RE LTD -A VR 144A NT 28
5493003E22VRD25G0S03
2028-06-07
8.371730
2000000.00
1934976.44
Corporate Debt Securities
ALAMO RE LTD CL A FLT NT 25
5493003E22VRD25G0S03
2025-06-09
11.531700
16900000.00
16136202.58
Corporate Debt Securities
BONANZA RE LTD SR SEC-A 144A 24
5493003F0CXUQ2C83105
2024-02-20
9.151730
4250000.00
2647237.11
Corporate Debt Securities
BONANZA RE LTD EXTND SR SEC 28
5493003F0CXUQ2C83105
2028-12-23
9.039500
15550000.00
9681410.56
Corporate Debt Securities
RELIANCE INDS LTD GLBL AMZ-2016326
5493003UOETFYRONLG31
2026-01-15
2.444000
4095000.00
1461862.12
Corporate Debt Securities
MERNA REINSURANCE II LTD EXT GLBL 144A 28
549300478X5RX87PYX60
2028-04-07
7.081730
10700000.00
10667895.66
Corporate Debt Securities
MERNA REINSURANCE II LTD -A FL 144A NT 24
549300478X5RX87PYX60
2024-07-08
9.781730
4600000.00
3296243.14
Corporate Debt Securities
MERNA REINSURANCE II LTD -A-20221 144A 25
549300478X5RX87PYX60
2025-04-07
3.750000
24507000.00
23682441.56
Corporate Debt Securities
MERNA REINSURANCE II LTD EXTND-A 144A 29
549300478X5RX87PYX60
2029-07-09
11.531700
9800000.00
9393690.78
Corporate Debt Securities
TOWD POINT ASSET TR 2018-SL1 A 20460125 FLT
54930022FYEFQVX02P24
2046-01-25
4.616140
14127000.00
2502091.85
Asset-Backed Securities
EVERGLADES RE II LTD -A-20202 144A 23
5493000EE11S6ONK0372
2023-05-04
10.731700
5542000.00
4997938.09
Corporate Debt Securities
EVERGLADES RE II LTD EXTND SR SEC 28
5493000EE11S6ONK0372
2028-05-15
9.949500
8800000.00
7736481.50
Corporate Debt Securities
EVERGLADES RE II LTD SR SEC-B 144A 24
5493000EE11S6ONK0372
2024-05-14
10.609500
6300000.00
5540349.94
Corporate Debt Securities
Y
2022-12-01
2022-12-09
2022-12-09
N
N
N
0.0417
483980659.36
483980659.36
0.0034
N
N
N
Y
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 4.000000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0UXUA3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
APPLE INC COM
HWUPKR0MPOU8FGXBT394
2500-12-31
0.00
4100.00
578797.00
Equities
BALL CORP COM
0BGI85ALH27ZJP15DY16
2500-12-31
0.00
43843.00
2399965.82
Equities
VECTOR ACQUISITION CORP II CL A SHS
2500-12-31
0.00
36900.00
369738.00
Equities
SVF INVESTMENT CORP CL A SHS
2500-12-31
0.00
199650.00
2006482.50
Equities
ARVINAS INC COM
2500-12-31
0.00
62679.00
2399978.91
Equities
GREEN VISOR FIN TEC ACQ CORP I CLASS A ORD
2500-12-31
0.00
37522.00
384600.50
Equities
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS
2500-12-31
0.00
139009.00
1394260.27
Equities
LIV CAPITAL ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
0.00
35621.00
362977.99
Equities
MEDICUS SCIENCES ACQUISITION C CL A SHS
2500-12-31
0.00
29643.00
295244.28
Equities
MODEL PERFORMANCE ACQU CORP CLASS A ORD SHS
2500-12-31
0.00
16445.00
171356.90
Equities
NEW VISTA ACQUISITION CORP CL A SHS
2500-12-31
0.00
55733.00
557330.00
Equities
BLUE WORLD ACQUISITION CORP CLASS A ORD SHS
2500-12-31
0.00
12502.00
127020.32
Equities
CHAIN BRIDGE I CLASS A ORD
2500-12-31
0.00
36461.00
371902.20
Equities
SCION TECH GROWTH I CL A SHS
2500-12-31
0.00
119981.00
1208208.67
Equities
SCION TECH GROWTH II CL A SHS
2500-12-31
0.00
131750.00
1324087.50
Equities
FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS
2500-12-31
0.00
47597.00
475970.00
Equities
GOLDENBRIDGE ACQUISITION LTD SHS
2500-12-31
0.00
10118.00
104721.30
Equities
ALPHA STAR ACQUISITION CORP ORDINARY SHARES
2500-12-31
0.00
23426.00
238710.94
Equities
A SPAC II ACQUISITION CORP ORD SHS CL A
2500-12-31
0.00
44706.00
452871.78
Equities
BIOTECH ACQUISITION COMPANY CL A SHS
2500-12-31
0.00
50183.00
503335.49
Equities
SCHULTZE SPL PURP ACQ CORP II CLASS A COM
2500-12-31
0.00
5842.00
58478.42
Equities
SCIENCE STRATEGIC ACQ ALPHA COM CL A
2500-12-31
0.00
57170.00
574272.65
Equities
TASTEMAKER ACQUISITION CORP COM CL A
2500-12-31
0.00
148292.00
1502197.96
Equities
LL FLOORING HOLDINGS INC COM
2500-12-31
0.00
350364.00
2399993.40
Equities
MEDTECH ACQUISITION CORP COM CL A
2500-12-31
0.00
46982.00
473108.74
Equities
INTEGRAL ACQUISITION CORP 1 CLASS A COM
2500-12-31
0.00
14990.00
150724.45
Equities
INTERNATIONAL MEDIA ACQUISITIO CLASS A COM
2500-12-31
0.00
15733.00
160633.93
Equities
KHOSLA VENTURES ACQUT CO III COM CL A
2500-12-31
0.00
241448.00
2399993.12
Equities
KLUDEIN I ACQUISITION CORP CL A
2500-12-31
0.00
14925.00
152981.25
Equities
LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM
2500-12-31
0.00
148707.00
1464763.95
Equities
GENESIS UNICORN CAPITAL CORP CLASS A COM
2500-12-31
0.00
5337.00
53850.33
Equities
BELONG ACQUISITION CORP CLASS A COM
2500-12-31
0.00
13028.00
130149.72
Equities
BURTECH ACQUISITION CORP CLASS A COM
2500-12-31
0.00
98414.00
999886.24
Equities
CHEVRON CORP NEW COM
2500-12-31
0.00
900.00
162927.00
Equities
PROJECT ENERGY REIMAGINED ACQU CLASS A ORD
2500-12-31
0.00
8076.00
80275.44
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
0.00
20665.00
208096.55
Equities
MICROCHIP TECHNOLOGY INC. COM
5493007PTFULNYZJ1R12
2500-12-31
0.00
25686.00
1906414.92
Equities
PERFORMANCE FOOD GROUP CO COM
549300EUK8GR9IT1YK57
2500-12-31
0.00
37621.00
2220767.63
Equities
DISNEY WALT CO COM
549300GZKULIZ0WOW665
2500-12-31
0.00
13800.00
1306722.00
Equities
SIERRA LAKE ACQUISITION CORP CLASS A COM
549300J2E7DOE866IQ73
2500-12-31
0.00
27629.00
278776.61
Equities
ESPERION THERAPEUTICS INC NEW COM
549300OFU56UKEWVUS92
2500-12-31
0.00
366972.00
2399996.88
Equities
LXP INDUSTRIAL TRUST COM
549300S4MH2ICXDBFV43
2500-12-31
0.00
10072.00
105353.12
Equities
FRESHPET INC COM
549300S4ZK8ZQ6HNPN59
2500-12-31
0.00
3700.00
237022.00
Equities
EYEPOINT PHARMACEUTICALS INC COM NEW
549300QE1RU34T50MR69
2500-12-31
0.00
133553.00
424698.54
Equities
MARRIOTT VACATIONS WORLDWIDE C COM
549300WA6BT5H4F7IO94
2500-12-31
0.00
16425.00
2399856.75
Equities
INSPIRE MED SYS INC COM
549300XQQCQ7HCJKTW25
2500-12-31
0.00
712.00
163781.36
Equities
INTERNATIONAL SEAWAYS INC COM
549300YUFDGFRNGBWF46
2500-12-31
0.00
22800.00
972876.00
Equities
PATHFINDER ACQUISITION CORP CL A
549300MY5MYSR79R7L50
2500-12-31
0.00
65130.00
648694.80
Equities
SHOCKWAVE MED INC COM
549300LDXO56IC5Y1538
2500-12-31
0.00
7115.00
1776900.10
Equities
ALTUS POWER INC COM CL A
5493005V83PBRWNLK259
2500-12-31
0.00
73400.00
483706.00
Equities
PHILLIPS 66 COM
5493005JBO5YSIGK1814
2500-12-31
0.00
22024.00
2399955.28
Equities
CABLE ONE INC COM
549300648QS85T0XSH18
2500-12-31
0.00
1102.00
793406.94
Equities
RUSH ENTERPRISES INC CL A
529900V3XHTN7A6DFT17
2500-12-31
0.00
9800.00
495292.00
Equities
AMN HEALTHCARE SVCS INC COM
2500-12-31
0.00
4200.00
512442.00
Equities
TRANSDIGM GROUP INC COM
2500-12-31
0.00
1334.00
813579.92
Equities
WORKDAY INC CL A
549300J0DYC0N31V7G13
2500-12-31
0.00
16748.00
2399988.40
Equities
DISCOVER FINL SVCS COM
Z1YLO2USPORE63VVUL20
2500-12-31
0.00
22109.00
2399931.95
Equities
Y
2022-12-13
2022-12-13
2022-12-13
N
N
N
0.0413
47997829.44
47997829.44
0.0003
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.810000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0UXUG0
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
2023-09-07
0.00
22000.00
21237.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-06
0.00
86200.00
84906.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-21
0.00
600000.00
591995.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-10
0.00
42000.00
41811.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-15
2.875000
7100000.00
6947468.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
3.000000
4888700.00
4810747.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-07
0.00
100.00
96.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-30
0.00
1829000.00
1803468.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-27
0.00
611000.00
599853.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-27
0.00
274000.00
273194.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
4.375000
3980900.00
4203216.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
4355400.00
3861803.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
2.000000
14536700.00
10523520.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.875000
3109600.00
2980294.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
16530500.00
16001342.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
3354200.00
3187318.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
52300.00
50808.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
4197100.00
4206160.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
8705300.00
8399230.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
2.750000
14157200.00
14048798.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.375000
9246900.00
9036073.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
1.750000
2314200.00
2318184.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
6407500.00
6385719.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
224991000.00
222265490.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
1220400.00
1187899.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
16035400.00
15548743.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
885400.00
858430.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
17179500.00
16731239.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
671400.00
624436.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-10-31
1.625000
778000.00
709690.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.625000
37170300.00
33814714.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
1.500000
2837800.00
2675713.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
12293300.00
12375161.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
128000.00
128285.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-31
1.500000
275658900.00
249999970.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
378100.00
327567.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
50000.00
48999.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
27000400.00
23117445.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-15
0.250000
14363100.00
14042911.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
1207000.00
1164275.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
1590200.00
1527889.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-12-15
0.125000
7065600.00
6739266.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
5700000.00
5085044.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.125000
5683800.00
5647732.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
13428700.00
11927441.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
148647000.00
126856897.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
0.125000
11561800.00
10939051.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-29
1.125000
18362700.00
15969012.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
14903600.00
13011480.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
0.125000
907000.00
883662.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.375000
2000000.00
1870220.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
4.360920
167200.00
167855.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-31
1.000000
123500.00
105598.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
0.750000
4898000.00
4335902.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.625000
4960900.00
4619003.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
4.366920
811200.00
814489.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-10-31
1.375000
250000000.00
216749875.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.750000
39223000.00
36474007.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-11-15
1.375000
9895200.00
8128835.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
4.316920
3422000.00
3432009.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
4.316920
200.00
200.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-31
1.750000
1242500.00
1102996.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
1.500000
86849200.00
81848198.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
1.500000
300000.00
289301.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-28
1.875000
100.00
89.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-15
1.750000
21150000.00
20012892.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-03-31
2.375000
9298300.00
8535840.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.500000
2098000.00
2037757.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-05-31
2.750000
24792500.00
23157682.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-06-30
3.250000
16469000.00
16170420.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-08-15
2.750000
11479700.00
10641497.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
3.125000
42660900.00
41450851.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-31
3.125000
13490100.00
12993241.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-15
3.500000
76854200.00
75859020.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-09-30
3.875000
19032500.00
19157578.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
4.125000
14676200.00
14870509.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-29
0.00
274200.00
273358.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-26
0.00
25000.00
24840.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-23
0.00
18986000.00
18798608.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-20
0.00
65000.00
63880.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-08
0.00
430000.00
429660.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-22
0.00
1853000.00
1848954.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-12
0.00
6000.00
5972.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-19
0.00
134000.00
133270.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-02
0.00
238000.00
236272.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-16
0.00
1468000.00
1454824.70
U.S. Treasuries (including strips)
GNMI SF AT8256 X
549300M8ZYFG0OCMTT87
2046-10-15
4.000000
3775010.00
965305.39
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
203171.00
94047.52
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
671221.00
297300.41
Agency Mortgage-Backed Securities
GNMI SF CO1908 X
549300M8ZYFG0OCMTT87
2052-08-15
6.000000
1335844.00
1382118.44
Agency Mortgage-Backed Securities
GNMI SF CO1937 X
549300M8ZYFG0OCMTT87
2052-11-15
6.500000
2226291.00
2390589.30
Agency Mortgage-Backed Securities
GNII SF CP7127 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
1607422.00
1739328.84
Agency Mortgage-Backed Securities
GNII SF CP8535 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
1689109.00
1812319.55
Agency Mortgage-Backed Securities
GNII SF BU3285 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
2772252.00
1788436.89
Agency Mortgage-Backed Securities
GNII SF CF7045 C
549300M8ZYFG0OCMTT87
2051-10-20
3.500000
2786459.00
2501057.96
Agency Mortgage-Backed Securities
GNII SF CI1537 C
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
3000.00
2942.00
Agency Mortgage-Backed Securities
GNII SF CI1515 C
549300M8ZYFG0OCMTT87
2052-03-20
4.000000
2381388.00
2229809.33
Agency Mortgage-Backed Securities
GNII RG CI1516 C
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
2511180.00
2015166.02
Agency Mortgage-Backed Securities
GNII SF CI6772 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
1646934.00
1452901.72
Agency Mortgage-Backed Securities
GNII SF CJ0721 C
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1634669.00
1354714.20
Agency Mortgage-Backed Securities
GNMI SF CJ2182 X
549300M8ZYFG0OCMTT87
2052-06-15
4.500000
2748285.00
2712796.84
Agency Mortgage-Backed Securities
GNII SF CJ2186 C
549300M8ZYFG0OCMTT87
2052-06-20
6.000000
1716347.00
1779383.38
Agency Mortgage-Backed Securities
GNII SF CJ9759 C
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
2750655.00
2475849.88
Agency Mortgage-Backed Securities
GNII SF CL3171 C
549300M8ZYFG0OCMTT87
2052-01-20
4.000000
1482893.00
1330199.04
Agency Mortgage-Backed Securities
GNII ET CQ0792 C
549300M8ZYFG0OCMTT87
2052-12-20
3.000000
1384.00
1190.27
Agency Mortgage-Backed Securities
GNII SF CQ1902 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
1077240.00
1155765.53
Agency Mortgage-Backed Securities
GNII ET CQ4189 C
549300M8ZYFG0OCMTT87
2062-11-20
6.500000
307805.00
319947.02
Agency Mortgage-Backed Securities
GNII RG CQ4220 C
549300M8ZYFG0OCMTT87
2052-02-20
2.500000
1251119.00
1069333.77
Agency Mortgage-Backed Securities
GNII SF CQ8323 C
549300M8ZYFG0OCMTT87
2052-11-20
5.500000
1699423.00
1719178.04
Agency Mortgage-Backed Securities
GNII RG CQ9307 C
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
1390307.00
1239138.62
Agency Mortgage-Backed Securities
Y
2022-12-07
2022-12-07
2022-12-15
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0381
1521000000.00
1521000000.00
0.0106
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.810000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0UYDN2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CQ9312 C
549300M8ZYFG0OCMTT87
2052-02-20
2.500000
1495322.00
1275771.35
Agency Mortgage-Backed Securities
GNII SF CR0456 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
1450103.00
1555841.77
Agency Mortgage-Backed Securities
GNMI SP 784107 X
549300M8ZYFG0OCMTT87
2038-12-15
6.000000
1000.00
255.76
Agency Mortgage-Backed Securities
GNMI SP 782534 X
549300M8ZYFG0OCMTT87
2039-01-15
6.500000
10458.00
753.23
Agency Mortgage-Backed Securities
GNMI SF 659812 X
549300M8ZYFG0OCMTT87
2036-09-15
7.000000
1001.00
29.35
Agency Mortgage-Backed Securities
GNMI SF 698310 X
549300M8ZYFG0OCMTT87
2039-05-15
5.500000
32779.00
706.86
Agency Mortgage-Backed Securities
GNMI SF 700781 X
549300M8ZYFG0OCMTT87
2038-10-15
5.500000
5106.00
453.26
Agency Mortgage-Backed Securities
GNMI SF 701486 X
549300M8ZYFG0OCMTT87
2023-12-15
5.000000
13190.00
58.61
Agency Mortgage-Backed Securities
GNMI SF 702382 X
549300M8ZYFG0OCMTT87
2038-10-15
7.000000
1008.00
17.41
Agency Mortgage-Backed Securities
GNII SF 709109 C
549300M8ZYFG0OCMTT87
2041-10-20
4.000000
1211.00
66.51
Agency Mortgage-Backed Securities
GNRM 2022-171 KL
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
14989570.00
14143408.77
Agency Collateralized Mortgage Obligation
GNII RG CN6663 C
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
2661573.00
1949173.93
Agency Mortgage-Backed Securities
GNII RG CN6772 C
549300M8ZYFG0OCMTT87
2045-01-20
3.000000
2034581.00
1622043.58
Agency Mortgage-Backed Securities
GNII SF CO1899 C
549300M8ZYFG0OCMTT87
2052-07-20
6.000000
1644027.00
1704533.46
Agency Mortgage-Backed Securities
GNII SF CO1905 C
549300M8ZYFG0OCMTT87
2052-08-20
5.500000
5084224.00
5114423.05
Agency Mortgage-Backed Securities
GNII SF CO1914 C
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
1000.00
984.38
Agency Mortgage-Backed Securities
GNII SF CO3554 C
549300M8ZYFG0OCMTT87
2052-10-20
6.500000
15909542.00
17190500.12
Agency Mortgage-Backed Securities
GNII SF CO3580 C
549300M8ZYFG0OCMTT87
2052-10-20
6.500000
1850135.00
1983692.55
Agency Mortgage-Backed Securities
GNII RG CO3334 C
549300M8ZYFG0OCMTT87
2045-02-20
3.000000
1810572.00
1594893.77
Agency Mortgage-Backed Securities
GNII SF CO3637 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
4209273.00
4516575.65
Agency Mortgage-Backed Securities
GNII SF CO3640 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
3206416.00
3440568.09
Agency Mortgage-Backed Securities
GNII SF CO3641 C
549300M8ZYFG0OCMTT87
2052-11-20
7.000000
2111093.00
2317637.88
Agency Mortgage-Backed Securities
GNII SF CO3642 C
549300M8ZYFG0OCMTT87
2052-11-20
7.000000
2086392.00
2290520.19
Agency Mortgage-Backed Securities
GNII SF CO3651 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
2235225.00
2398365.38
Agency Mortgage-Backed Securities
GNII SF CO9534 C
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
1118654.00
1097094.06
Agency Mortgage-Backed Securities
GNII SF CO9570 C
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
1811398.00
1774601.45
Agency Mortgage-Backed Securities
GNII RG CP0129 C
549300M8ZYFG0OCMTT87
2043-04-20
3.000000
1345017.00
1193126.48
Agency Mortgage-Backed Securities
GNII SF CP1340 C
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
1000.00
982.07
Agency Mortgage-Backed Securities
GNII RG CP4770 C
549300M8ZYFG0OCMTT87
2028-07-20
2.500000
2554070.00
2297301.40
Agency Mortgage-Backed Securities
GNII RG CP5015 C
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1037884.00
922910.13
Agency Mortgage-Backed Securities
GNII RG CP5069 C
549300M8ZYFG0OCMTT87
2052-02-20
2.500000
1001126.00
852349.61
Agency Mortgage-Backed Securities
GNII RG CP5105 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1010443.00
860390.90
Agency Mortgage-Backed Securities
GNII RG CP5087 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
809949.00
689739.85
Agency Mortgage-Backed Securities
GNII RG CP5139 C
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
1446952.00
1232183.65
Agency Mortgage-Backed Securities
GNII RG CP5128 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
608241.00
517958.61
Agency Mortgage-Backed Securities
GNII ET CP5131 C
549300M8ZYFG0OCMTT87
2054-04-20
3.000000
105694.00
90768.36
Agency Mortgage-Backed Securities
GNII RG CP5149 C
549300M8ZYFG0OCMTT87
2052-02-20
2.500000
1001909.00
853174.44
Agency Mortgage-Backed Securities
GNII ET CP5152 C
549300M8ZYFG0OCMTT87
2062-09-20
3.000000
252771.00
217272.79
Agency Mortgage-Backed Securities
GNII SF CP7104 C
549300M8ZYFG0OCMTT87
2052-08-20
5.000000
1501893.00
1515734.44
Agency Mortgage-Backed Securities
GNII SF CP6694 C
549300M8ZYFG0OCMTT87
2052-11-20
7.000000
1448229.00
1589465.92
Agency Mortgage-Backed Securities
GNII SF CP7481 C
549300M8ZYFG0OCMTT87
2052-08-20
6.000000
19983601.00
20377106.15
Agency Mortgage-Backed Securities
GNII SF CP8535 C
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
25402352.00
27255303.99
Agency Mortgage-Backed Securities
GNII RG CJ9390 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
1154627.00
999493.13
Agency Mortgage-Backed Securities
GNII RG CK9536 C
549300M8ZYFG0OCMTT87
2045-05-20
3.000000
1482840.00
1138029.02
Agency Mortgage-Backed Securities
GNII RG CM2603 C
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
4950139.00
4313006.16
Agency Mortgage-Backed Securities
GNII RG CM2672 C
549300M8ZYFG0OCMTT87
2045-02-20
3.000000
14038041.00
11957333.03
Agency Mortgage-Backed Securities
GNII RG CM2468 C
549300M8ZYFG0OCMTT87
2043-06-20
3.000000
5466989.00
4563311.95
Agency Mortgage-Backed Securities
GNII RG CM8584 C
549300M8ZYFG0OCMTT87
2043-10-20
3.000000
6343015.00
5366961.32
Agency Mortgage-Backed Securities
GNII RG CP9104 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1000175.00
853327.93
Agency Mortgage-Backed Securities
GNII RG CP9582 C
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
4780623.00
4078043.99
Agency Mortgage-Backed Securities
GNII RG CP9583 C
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
2164736.00
1907677.64
Agency Mortgage-Backed Securities
GNII RG CP9584 C
549300M8ZYFG0OCMTT87
2046-12-20
3.000000
2711119.00
2416288.54
Agency Mortgage-Backed Securities
GNII SF CP9732 C
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
2041930.00
2078561.66
Agency Mortgage-Backed Securities
GNII SF CP9739 C
549300M8ZYFG0OCMTT87
2052-10-20
6.500000
3049096.00
3268343.33
Agency Mortgage-Backed Securities
GNII RG CQ0889 C
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1608801.00
1372495.53
Agency Mortgage-Backed Securities
GNII SF CQ2352 C
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
1000.00
997.80
Agency Mortgage-Backed Securities
GNII SF CQ3886 C
549300M8ZYFG0OCMTT87
2052-10-20
6.000000
10011564.00
10219048.05
Agency Mortgage-Backed Securities
GNII ET CQ4187 C
549300M8ZYFG0OCMTT87
2062-10-20
6.000000
266988.00
271457.74
Agency Mortgage-Backed Securities
GNII SF CQ5919 C
549300M8ZYFG0OCMTT87
2052-11-20
5.500000
4352237.00
4424412.56
Agency Mortgage-Backed Securities
GNII ET CQ6581 C
549300M8ZYFG0OCMTT87
2061-04-20
2.500000
4519.00
3739.63
Agency Mortgage-Backed Securities
GNII RG CQ9307 C
549300M8ZYFG0OCMTT87
2047-08-20
3.000000
4030446.00
3592214.72
Agency Mortgage-Backed Securities
GNII SF MA8046 M
549300M8ZYFG0OCMTT87
2052-05-20
4.500000
262380.00
251755.68
Agency Mortgage-Backed Securities
GNII SF MA8322 M
549300M8ZYFG0OCMTT87
2036-12-20
6.000000
111089.00
113181.69
Agency Mortgage-Backed Securities
GNII SF MA8323 M
549300M8ZYFG0OCMTT87
2037-10-20
6.500000
54525.00
55901.17
Agency Mortgage-Backed Securities
GNII FS MA8304 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
110557.00
97545.19
Agency Mortgage-Backed Securities
GNII FS MA8381 M
549300M8ZYFG0OCMTT87
2052-09-20
5.000000
70343.00
70403.54
Agency Mortgage-Backed Securities
GNII SF MA8400 M
549300M8ZYFG0OCMTT87
2034-07-20
6.000000
45988.00
49373.33
Agency Mortgage-Backed Securities
GNII SF MA8402 M
549300M8ZYFG0OCMTT87
2032-07-20
7.000000
39790.00
42215.12
Agency Mortgage-Backed Securities
GNII FS MA8411 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
65414.00
66673.60
Agency Mortgage-Backed Securities
GNII SF MA8431 M
549300M8ZYFG0OCMTT87
2052-11-20
6.500000
1815202.00
1865730.16
Agency Mortgage-Backed Securities
GNII RG CN1956 C
549300M8ZYFG0OCMTT87
2043-06-20
3.000000
1389666.00
1105289.42
Agency Mortgage-Backed Securities
GNII RG CN1977 C
549300M8ZYFG0OCMTT87
2045-06-20
3.000000
1387439.00
1217400.21
Agency Mortgage-Backed Securities
GNII RG CN2006 C
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
1373706.00
1206096.26
Agency Mortgage-Backed Securities
GNII RG CN2016 C
549300M8ZYFG0OCMTT87
2043-08-20
3.000000
1245812.00
786486.85
Agency Mortgage-Backed Securities
GNII SF CN2824 C
549300M8ZYFG0OCMTT87
2052-10-20
6.500000
2118506.00
2270887.34
Agency Mortgage-Backed Securities
GNII SF CN3248 C
549300M8ZYFG0OCMTT87
2052-04-20
4.500000
536668.00
525016.73
Agency Mortgage-Backed Securities
GNII SF CN3262 C
549300M8ZYFG0OCMTT87
2052-05-20
5.000000
1718337.00
1727757.24
Agency Mortgage-Backed Securities
GNII SF CN3711 C
549300M8ZYFG0OCMTT87
2052-09-20
6.500000
11408187.00
12230120.54
Agency Mortgage-Backed Securities
GNII RG CN6603 C
549300M8ZYFG0OCMTT87
2043-07-20
3.000000
1014236.00
698697.60
Agency Mortgage-Backed Securities
GNII RG CN6647 C
549300M8ZYFG0OCMTT87
2043-09-20
3.000000
5366768.00
4718488.01
Agency Mortgage-Backed Securities
GNII JM MA4479 M
549300M8ZYFG0OCMTT87
2032-06-20
2.500000
1000.00
160.84
Agency Mortgage-Backed Securities
GNII SF MA7139 M
549300M8ZYFG0OCMTT87
2051-01-20
4.000000
23582253.00
10759954.56
Agency Mortgage-Backed Securities
GNMI SP 784121 X
549300M8ZYFG0OCMTT87
2029-08-15
7.000000
1000.00
192.72
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
1053594.00
487706.94
Agency Mortgage-Backed Securities
GNII SP 785053 C
549300M8ZYFG0OCMTT87
2050-06-20
4.500000
13726746.00
6079915.83
Agency Mortgage-Backed Securities
GNRA 2021-122 FA
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
27000000.00
19184012.83
Agency Collateralized Mortgage Obligation
GNII SF MA3520 M
549300M8ZYFG0OCMTT87
2046-03-20
3.000000
5470.00
794.95
Agency Mortgage-Backed Securities
GNII SF MA2754 M
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
1024.00
101.94
Agency Mortgage-Backed Securities
GNII SF BT0812 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1000.00
251.22
Agency Mortgage-Backed Securities
GNII SF BT0812 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
880037.00
221081.36
Agency Mortgage-Backed Securities
GNII SF MA6410 M
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
149811797.00
26847782.83
Agency Mortgage-Backed Securities
GNII SF MA6657 M
549300M8ZYFG0OCMTT87
2050-05-20
3.500000
1253.00
380.92
Agency Mortgage-Backed Securities
GNII SF MA7054 M
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
15809870.00
7458904.78
Agency Mortgage-Backed Securities
GNII SF MA7418 M
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
480000.00
349131.11
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
3789629.00
2543603.34
Agency Mortgage-Backed Securities
GNII SF MA7826 M
549300M8ZYFG0OCMTT87
2052-01-20
2.000000
31673.00
25368.19
Agency Mortgage-Backed Securities
GNII SF MA8151 M
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
3297355.00
3188353.98
Agency Mortgage-Backed Securities
GNII SF MA7195 M
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
5301848.00
2815854.24
Agency Mortgage-Backed Securities
GNII SF MA6342 M
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
9957097.00
1846849.05
Agency Mortgage-Backed Securities
GNII SF MA2827 M
549300M8ZYFG0OCMTT87
2045-05-20
4.000000
1027.00
121.13
Agency Mortgage-Backed Securities
GNII SF MA3034 M
549300M8ZYFG0OCMTT87
2045-08-20
3.500000
1023.00
128.27
Agency Mortgage-Backed Securities
GNII SF MA3036 M
549300M8ZYFG0OCMTT87
2045-08-20
4.500000
1000.00
89.89
Agency Mortgage-Backed Securities
GNII SF MA3244 M
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
1000.00
133.09
Agency Mortgage-Backed Securities
GNII SF MA5332 M
549300M8ZYFG0OCMTT87
2048-07-20
5.000000
89706138.00
8875700.16
Agency Mortgage-Backed Securities
GNII SF MA4587 M
549300M8ZYFG0OCMTT87
2047-07-20
4.000000
1000.00
135.21
Agency Mortgage-Backed Securities
GNII SF MA4904 M
549300M8ZYFG0OCMTT87
2047-12-20
5.500000
1000.00
220.26
Agency Mortgage-Backed Securities
GNII SF MA5138 M
549300M8ZYFG0OCMTT87
2048-04-20
4.500000
14133172.00
1520448.01
Agency Mortgage-Backed Securities
GNII SF MA6222 M
549300M8ZYFG0OCMTT87
2049-10-20
5.000000
1000.00
181.99
Agency Mortgage-Backed Securities
GNII SF MA6284 M
549300M8ZYFG0OCMTT87
2049-11-20
3.500000
11640917.00
1989800.39
Agency Mortgage-Backed Securities
GNII SF MA6287 M
549300M8ZYFG0OCMTT87
2049-10-20
5.000000
14807363.00
2772598.62
Agency Mortgage-Backed Securities
GNII SF MA5467 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
26803049.00
2868459.34
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
193769737.00
17046502.46
Agency Mortgage-Backed Securities
GNII SF MA5653 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
118710710.00
10407212.93
Agency Mortgage-Backed Securities
GNII SF MA5712 M
549300M8ZYFG0OCMTT87
2049-01-20
5.000000
270664039.00
22468296.40
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
26171237.00
2673033.59
Agency Mortgage-Backed Securities
GNII SF MA5876 M
549300M8ZYFG0OCMTT87
2049-04-20
4.000000
49375613.00
5426561.61
Agency Mortgage-Backed Securities
GNII SF MA5931 M
549300M8ZYFG0OCMTT87
2049-05-20
4.000000
1000.00
113.87
Agency Mortgage-Backed Securities
GNII SF MA5932 M
549300M8ZYFG0OCMTT87
2049-05-20
4.500000
1207.00
164.93
Agency Mortgage-Backed Securities
GNII SF MA6154 M
549300M8ZYFG0OCMTT87
2049-09-20
3.500000
10925242.00
1743634.93
Agency Mortgage-Backed Securities
GNII SF MA6157 M
549300M8ZYFG0OCMTT87
2049-09-20
5.000000
21097770.00
3997607.31
Agency Mortgage-Backed Securities
GNII SF MA7194 M
549300M8ZYFG0OCMTT87
2051-02-20
3.000000
870428.00
449879.31
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
200.00
205.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
6.750000
22600.00
25047.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
877000.00
948134.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
22742500.00
21949210.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
8282000.00
4780684.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
61274100.00
40354310.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
1.750000
26377800.00
18402928.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
2.000000
172450300.00
124841554.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-31
2.500000
35377400.00
34244935.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
244445200.00
243614261.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
125316000.00
124407927.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
3681500.00
3141830.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-28
0.500000
96884800.00
86161387.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
78033600.00
69870338.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.375000
25584600.00
23837411.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
1.500000
1772900.00
1709674.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.500000
13995000.00
13593145.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-09-30
3.875000
227574800.00
229070380.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
328200.00
348251.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
21568000.00
23840052.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
238.00
252.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
3.750000
32951700.00
32190763.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
300000.00
262962.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-08-15
2.250000
1000700.00
730533.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-11-15
2.375000
5424600.00
4042868.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
1306400.00
725428.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-11-15
4.000000
7019900.00
7278354.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
4.500000
20014900.00
20022105.36
U.S. Treasuries (including strips)
FNMS 03.000 CLFS0898
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
396707.00
330787.04
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF2261
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.500000
2233172.00
2276585.47
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF2821
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.500000
2914695.00
3053096.70
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF3170
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.500000
1837690.00
1924293.18
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF3172
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.500000
1379500.00
1444659.46
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF3263
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.500000
7313683.00
7756936.88
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7309
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
10943483.00
9587231.30
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA7468
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
1216073.00
1126899.56
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7609
S6XOOCT0IEG5ABCC6L87
2052-07-01
5.000000
9520903.00
9274233.20
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7669
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
7018244.00
6679380.99
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA4697
S6XOOCT0IEG5ABCC6L87
2049-11-01
5.000000
2899.00
1822.85
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4949
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
11120928.00
3214544.95
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7523
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.500000
374000.00
230334.43
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
169276.00
120655.30
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9597
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
531956.00
522228.13
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6991
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
58592.00
48532.64
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7932
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
826750.00
822170.91
Agency Mortgage-Backed Securities
Y
2022-12-07
2022-12-07
2022-12-15
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0381
1522000000.00
1522000000.00
0.0106
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 3.810000%
549300H47WTHXPU08X20
ARP0V23S1
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
2024-09-15
0.375000
521000.00
483753.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-10-31
1.375000
35097200.00
30349338.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-15
1.000000
10481000.00
9812932.30
U.S. Treasuries (including strips)
FNMS 03.500 CLMA4782
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
502741.00
456294.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE9992
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.500000
1716.00
86.51
Agency Mortgage-Backed Securities
FNMS 03.500 CTAU2552
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
2409469.00
447288.17
Agency Mortgage-Backed Securities
FNMS 06.000 CL725690
B1V7KEBTPIMZEU4LTD58
2034-08-01
6.000000
44000000.00
528132.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE3579
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
1189955.00
455888.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH0224
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1482944.00
456115.67
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ8793
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
1186999.00
464302.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK3994
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1142405.00
470932.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6861
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1650333.00
517839.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3931
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
4096496.00
539401.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV3987
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.500000
841908.00
496656.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE9105
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
4331.00
399.94
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0737
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
1139760.00
537491.16
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8562
S6XOOCT0IEG5ABCC6L87
2030-04-01
2.500000
841486841.00
147639214.28
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0577
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
90679576.00
64560684.26
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0725
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
91200768.00
76152029.08
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0966
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
24586723.00
21059585.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8221
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
91485299.00
80917116.91
Agency Mortgage-Backed Securities
03.000 FGPC G60985 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
3.000000
1370000.00
500182.50
Agency Mortgage-Backed Securities
04.500 FGPC G61601 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
6943708.00
1581268.16
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6665
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
144009435.00
119307889.04
Agency Mortgage-Backed Securities
FEPC 02.000 CTRB0322
S6XOOCT0IEG5ABCC6L87
2040-10-01
2.000000
69524535.00
44346093.59
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-31
3.000000
475000.00
467118.63
U.S. Treasuries (including strips)
FNMS 03.000 CLCA4792
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1500000.00
442235.43
Agency Mortgage-Backed Securities
FNMS 05.000 CNMA4880
B1V7KEBTPIMZEU4LTD58
2032-11-01
5.000000
512567.00
519621.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU2144
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
6338125.00
520136.02
Agency Mortgage-Backed Securities
FNMS 03.000 CVAW3634
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.000000
2504603.00
446310.33
Agency Mortgage-Backed Securities
FNMS 03.000 CVAW5085
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.000000
1257708.00
498451.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW8047
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1602754.00
516466.09
Agency Mortgage-Backed Securities
FNMS 03.000 CVAX8303
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.000000
1761329.00
458062.26
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE3572
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.500000
1137774.00
509617.57
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ3740
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
1647723.00
525454.74
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ7074
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
1406014.00
518400.75
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK3761
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1009724.00
471648.35
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK4205
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
1418777.00
502861.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4239
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
1476799.00
488248.30
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK5477
B1V7KEBTPIMZEU4LTD58
2033-07-01
4.000000
1020018.00
483324.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1775
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
2000000.00
510707.98
Agency Mortgage-Backed Securities
FNMS 02.000 CIBP3511
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.000000
596954.00
467726.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW3615
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
501163.00
454332.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5996
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
502394.00
484897.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1952
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
4220256.00
461790.78
Agency Mortgage-Backed Securities
FEPC 06.000 CLZT0657
S6XOOCT0IEG5ABCC6L87
2040-07-01
6.000000
1090000.00
453552.85
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0827
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.000000
96680714.00
79599807.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0739
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
526596.00
436244.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0918
S6XOOCT0IEG5ABCC6L87
2052-01-01
3.500000
77437217.00
62174929.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0924
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.500000
100814416.00
86719762.40
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1051
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
123139712.00
114107187.27
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8226
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.500000
29356851.00
26188709.49
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8255
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.500000
537461.00
486816.77
Agency Mortgage-Backed Securities
FEPC 04.500 CLQB0163
S6XOOCT0IEG5ABCC6L87
2050-06-01
4.500000
673694.00
483576.85
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA2656
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
1121000.00
482665.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7386
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
75012683.00
66621047.84
Agency Mortgage-Backed Securities
FEPC 02.000 CIRC2069
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.000000
180371258.00
134396507.66
Agency Mortgage-Backed Securities
FEPC 04.000 3VSF5003
S6XOOCT0IEG5ABCC6L87
2044-03-01
4.000000
217649.00
117812.38
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0381
1150000000.00
1150000000.00
0.0080
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 3.800000%
549300H47WTHXPU08X20
ARP0V23T9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2052-11-15
4.000000
300000000.00
311045237.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-10
0.00
350000000.00
348432000.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
260000000.00
275884659.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
360000000.00
325810253.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
287000000.00
274063824.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
297000000.00
281308663.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
362500000.00
317432500.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
340000000.00
303317740.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-29
1.125000
160707900.00
139758667.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-30
1.250000
184978700.00
165726486.86
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
2689000000.00
2689000000.00
0.0188
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.800000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0V2CO0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLAH5962
B1V7KEBTPIMZEU4LTD58
2041-02-01
5.000000
1875775.00
271636.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLAK1531
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
1001042.00
134372.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK7352
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.500000
6958111.00
71598.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5790
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
1897684.00
109974.71
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1204
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
3553086.00
426754.68
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1202
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
11910961.00
764915.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR5851
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
11185631.00
1883124.34
Agency Mortgage-Backed Securities
FNMS 05.500 CL890061
B1V7KEBTPIMZEU4LTD58
2036-06-01
5.500000
47537971.00
2511048.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW6996
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
2291931.00
2178127.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0713
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1417381.00
396367.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN9632
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
1444517.00
451143.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8818
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
2021891.00
965968.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8242
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
1308136.00
939933.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8286
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
2260000.00
1217039.40
Agency Mortgage-Backed Securities
FNMS 06.000 CL930063
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
7520201.00
704393.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7076
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1367723.00
590469.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7247
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
2168372.00
897463.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH5850
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
2534042.00
386062.91
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH7667
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
1487719.00
844008.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4358
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
4126552.00
822855.37
Agency Mortgage-Backed Securities
05.000 FGPC Q61698 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.000000
1749148.00
767059.54
Agency Mortgage-Backed Securities
04.000 FGPC Q05827 G
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
1029229.00
256895.87
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN6331
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
1685000.00
983964.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA1139
S6XOOCT0IEG5ABCC6L87
2049-07-01
5.000000
1052482.00
202096.91
Agency Mortgage-Backed Securities
05.000 FGPC Q58716 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
5.000000
1298255.00
561381.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7272
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
4916587.00
1462603.95
Agency Mortgage-Backed Securities
04.000 FGPC Q53533 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.000000
4669735.00
2371036.40
Agency Mortgage-Backed Securities
03.500 FGPC Q48725 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.500000
1150603.00
275421.55
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB4742
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.000000
635000.00
460202.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD9307
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
3131767.00
2556313.36
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0768
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
3592626.00
3162826.13
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9762
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
2499685.00
2482266.20
Agency Mortgage-Backed Securities
03.500 FGPC Q48657 G
S6XOOCT0IEG5ABCC6L87
2047-06-01
3.500000
711592.00
261928.59
Agency Mortgage-Backed Securities
04.000 FGPC G67711 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
4.000000
3461000.00
1110661.05
Agency Mortgage-Backed Securities
03.500 FGPC Q51619 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
1094000.00
465738.21
Agency Mortgage-Backed Securities
04.000 FGPC Q62886 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.000000
3609696.00
441234.25
Agency Mortgage-Backed Securities
03.000 FGPC Q43733 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
1000000.00
315753.93
Agency Mortgage-Backed Securities
04.500 FGPC Q46872 G
S6XOOCT0IEG5ABCC6L87
2047-03-01
4.500000
17636107.00
4695154.83
Agency Mortgage-Backed Securities
04.000 FGPC Q47571 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
8542295.00
1191669.85
Agency Mortgage-Backed Securities
05.500 FGPC A83727 G
S6XOOCT0IEG5ABCC6L87
2033-09-01
5.500000
9859570.00
211735.08
Agency Mortgage-Backed Securities
03.000 FGPC Q34990 G
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.000000
46397892.00
9277085.81
Agency Mortgage-Backed Securities
03.500 FGPC Q36667 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
2750000.00
527359.34
Agency Mortgage-Backed Securities
03.500 FGPC Q37204 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
955630.00
112359.53
Agency Mortgage-Backed Securities
03.500 FGPC Q04439 G
S6XOOCT0IEG5ABCC6L87
2041-11-01
3.500000
500000.00
35365.89
Agency Mortgage-Backed Securities
06.000 FGPC A79180 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.000000
4752815.00
56289.85
Agency Mortgage-Backed Securities
03.000 FGPC Q20569 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
5000.00
982.20
Agency Mortgage-Backed Securities
05.500 FGPC V80890 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.500000
1032642.00
152607.55
Agency Mortgage-Backed Securities
03.000 FGPC V82504 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.000000
10681.00
4311.67
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
62562572.00
6883149.56
Agency Mortgage-Backed Securities
03.500 FGPC V83709 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
4430091.00
1788068.48
Agency Mortgage-Backed Securities
03.500 FGPC Q23935 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.500000
100000.00
14246.22
Agency Mortgage-Backed Securities
03.000 FGPC Q14935 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
166723.00
33852.49
Agency Mortgage-Backed Securities
03.500 FGPC Q16644 G
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
28000.00
5774.61
Agency Mortgage-Backed Securities
03.500 FGPC Q17647 G
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.500000
4608244.00
468586.57
Agency Mortgage-Backed Securities
03.500 FGPC Q19384 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
1100000.00
214716.94
Agency Mortgage-Backed Securities
03.500 FGPC Q18615 G
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
3098106.00
600714.46
Agency Mortgage-Backed Securities
04.000 FGPC Q61301 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
1105769.00
76588.97
Agency Mortgage-Backed Securities
03.500 FGPC C03719 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
3.500000
500000.00
30189.39
Agency Mortgage-Backed Securities
03.500 FGPC C04060 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
4735000.00
506343.72
Agency Mortgage-Backed Securities
03.000 FGPC C09008 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.000000
28506.00
4144.18
Agency Mortgage-Backed Securities
03.000 FGPC C09022 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.000000
4613265.00
897478.70
Agency Mortgage-Backed Securities
03.500 FGPC C09042 G
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
875000.00
129003.38
Agency Mortgage-Backed Securities
03.500 FGPC C09068 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.500000
15000.00
1851.00
Agency Mortgage-Backed Securities
05.500 FGPC A80400 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.500000
1676450.00
39319.31
Agency Mortgage-Backed Securities
05.500 FGPC A82656 G
S6XOOCT0IEG5ABCC6L87
2038-10-01
5.500000
7041202.00
18110.06
Agency Mortgage-Backed Securities
06.000 FGPC A82380 G
S6XOOCT0IEG5ABCC6L87
2038-10-01
6.000000
2472559.00
5664.60
Agency Mortgage-Backed Securities
05.500 FGPC A83066 G
S6XOOCT0IEG5ABCC6L87
2038-11-01
5.500000
3776120.00
13785.17
Agency Mortgage-Backed Securities
06.500 FGPC C01151 G
S6XOOCT0IEG5ABCC6L87
2031-03-01
6.500000
522991.00
651.12
Agency Mortgage-Backed Securities
03.000 FGPC C04482 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
402132.00
112267.88
Agency Mortgage-Backed Securities
06.000 FGPC C91213 G
S6XOOCT0IEG5ABCC6L87
2028-10-01
6.000000
2000000.00
21278.17
Agency Mortgage-Backed Securities
06.500 FGPC A80793 G
S6XOOCT0IEG5ABCC6L87
2038-08-01
6.500000
144824.00
5237.41
Agency Mortgage-Backed Securities
03.000 FGPC Q10378 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.000000
35389.00
5344.75
Agency Mortgage-Backed Securities
03.000 FGPC Q11553 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
67827.00
14273.46
Agency Mortgage-Backed Securities
03.000 FGPC Q12445 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.000000
5178.00
557.89
Agency Mortgage-Backed Securities
03.000 FGPC Q13691 G
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.000000
2698267.00
621821.37
Agency Mortgage-Backed Securities
03.000 FGPC Q14276 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
2519000.00
608082.81
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5902
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
954968.00
259348.76
Agency Mortgage-Backed Securities
03.500 FGPC Q06884 G
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.500000
2314492.00
313674.83
Agency Mortgage-Backed Securities
03.500 FGPC Q07758 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
6750000.00
1234611.17
Agency Mortgage-Backed Securities
04.000 FGPC Q61236 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
3718992.00
1224203.01
Agency Mortgage-Backed Securities
04.000 FGPC Q60732 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
1748541.00
1068306.37
Agency Mortgage-Backed Securities
03.500 FGPC Q31356 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
3.500000
30000.00
10018.22
Agency Mortgage-Backed Securities
05.000 FGPC Q31864 G
S6XOOCT0IEG5ABCC6L87
2040-11-01
5.000000
881287.00
212415.59
Agency Mortgage-Backed Securities
03.500 FGPC Q32117 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
5540806.00
678856.53
Agency Mortgage-Backed Securities
03.500 FGPC Q33547 G
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
250000.00
46137.78
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK5632
S6XOOCT0IEG5ABCC6L87
2028-06-01
2.500000
1100000.00
137370.29
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK8095
S6XOOCT0IEG5ABCC6L87
2031-06-01
2.500000
745000.00
205646.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3068
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
44000.00
10081.38
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3251
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
19000.00
4003.24
Agency Mortgage-Backed Securities
05.000 FGPC A16321 G
S6XOOCT0IEG5ABCC6L87
2029-09-01
5.000000
2611542.00
16534.10
Agency Mortgage-Backed Securities
05.500 FGPC A29948 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
5.500000
1079270.00
20023.70
Agency Mortgage-Backed Securities
03.000 FGPC J40197 G
S6XOOCT0IEG5ABCC6L87
2034-02-01
3.000000
146957.00
35869.00
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK4374
S6XOOCT0IEG5ABCC6L87
2027-08-01
2.500000
5000000.00
419442.28
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK4686
S6XOOCT0IEG5ABCC6L87
2027-11-01
2.500000
10000000.00
968561.47
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK4881
S6XOOCT0IEG5ABCC6L87
2028-01-01
2.500000
5000000.00
539657.24
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
9494420.00
1909581.12
Agency Mortgage-Backed Securities
05.500 FGPC A90472 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.500000
1014889.00
133926.41
Agency Mortgage-Backed Securities
05.500 FGPC A90726 G
S6XOOCT0IEG5ABCC6L87
2040-01-01
5.500000
7112245.00
539097.48
Agency Mortgage-Backed Securities
04.500 FGPC A91161 G
S6XOOCT0IEG5ABCC6L87
2040-02-01
4.500000
12000000.00
418197.88
Agency Mortgage-Backed Securities
05.000 FGPC A91351 G
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
1201282.00
40251.60
Agency Mortgage-Backed Securities
03.500 FGPC G08488 G
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
3250000.00
339587.87
Agency Mortgage-Backed Securities
03.500 FGPC G08538 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.500000
1075000.00
196169.87
Agency Mortgage-Backed Securities
03.000 FGPC G08521 G
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
2412403.00
456865.91
Agency Mortgage-Backed Securities
03.500 FGPC G08572 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
3.500000
85000.00
9121.53
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
2000.00
198.38
Agency Mortgage-Backed Securities
03.000 FGPC G08499 G
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.000000
27667.00
3262.45
Agency Mortgage-Backed Securities
05.500 FGPC G08046 G
S6XOOCT0IEG5ABCC6L87
2035-03-01
5.500000
12768317.00
211993.16
Agency Mortgage-Backed Securities
06.500 FGPC G08066 G
S6XOOCT0IEG5ABCC6L87
2035-06-01
6.500000
761000.00
15840.04
Agency Mortgage-Backed Securities
06.000 FGPC G08271 G
S6XOOCT0IEG5ABCC6L87
2038-05-01
6.000000
4024996.00
63035.19
Agency Mortgage-Backed Securities
05.000 FGPC G08393 G
S6XOOCT0IEG5ABCC6L87
2040-03-01
5.000000
1027416.00
40439.31
Agency Mortgage-Backed Securities
03.500 FGPC G07664 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.500000
1260000.00
280242.20
Agency Mortgage-Backed Securities
04.500 FGPC G08818 G
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
3148000.00
360917.23
Agency Mortgage-Backed Securities
04.500 FGPC G08820 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
16250742.00
1945322.15
Agency Mortgage-Backed Securities
04.500 FGPC G08827 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
2767500.00
338345.43
Agency Mortgage-Backed Securities
04.500 FGPC G08837 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
31000.00
3504.19
Agency Mortgage-Backed Securities
03.000 FGPC G18706 G
S6XOOCT0IEG5ABCC6L87
2033-09-01
3.000000
6621196.00
734056.38
Agency Mortgage-Backed Securities
05.500 FGPC G07795 G
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
25132.00
2991.96
Agency Mortgage-Backed Securities
03.500 FGPC G07098 G
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.500000
3090043.00
319891.49
Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
22000000.00
3082610.25
Agency Mortgage-Backed Securities
03.000 FGPC G07289 G
S6XOOCT0IEG5ABCC6L87
2042-11-01
3.000000
1000.00
253.38
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3214
S6XOOCT0IEG5ABCC6L87
2042-06-01
3.500000
25000.00
4993.21
Agency Mortgage-Backed Securities
03.000 FGPC G07306 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
171936.00
39697.90
Agency Mortgage-Backed Securities
03.500 FGPC G06784 G
S6XOOCT0IEG5ABCC6L87
2041-10-01
3.500000
8000000.00
539401.44
Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
16629581.00
2162626.67
Agency Mortgage-Backed Securities
05.500 FGPC G06209 G
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.500000
156000.00
3675.57
Agency Mortgage-Backed Securities
06.000 FGPC G06534 G
S6XOOCT0IEG5ABCC6L87
2038-12-01
6.000000
748357.00
17943.22
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3084
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
25000.00
5823.72
Agency Mortgage-Backed Securities
05.500 FGPC G07703 G
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
825985.00
84360.43
Agency Mortgage-Backed Securities
05.500 FGPC G05073 G
S6XOOCT0IEG5ABCC6L87
2039-01-01
5.500000
1346434.00
12188.55
Agency Mortgage-Backed Securities
05.500 FGPC G04359 G
S6XOOCT0IEG5ABCC6L87
2038-06-01
5.500000
1666505.00
21496.07
Agency Mortgage-Backed Securities
05.500 FGPC G04788 G
S6XOOCT0IEG5ABCC6L87
2038-09-01
5.500000
8993829.00
79531.31
Agency Mortgage-Backed Securities
06.500 FGPC G04955 G
S6XOOCT0IEG5ABCC6L87
2038-11-01
6.500000
1625363.00
13592.92
Agency Mortgage-Backed Securities
05.500 FGPC G05956 G
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
7395477.00
130963.09
Agency Mortgage-Backed Securities
06.500 FGPC G05580 G
S6XOOCT0IEG5ABCC6L87
2039-04-01
6.500000
678637.00
9914.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3398
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
65000.00
17430.32
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6448
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
56123.00
17929.72
Agency Mortgage-Backed Securities
05.500 FGPC G03812 G
S6XOOCT0IEG5ABCC6L87
2038-02-01
5.500000
9315187.00
72354.57
Agency Mortgage-Backed Securities
05.500 FGPC G03927 G
S6XOOCT0IEG5ABCC6L87
2038-01-01
5.500000
1474015.00
13625.72
Agency Mortgage-Backed Securities
06.000 FGPC G03969 G
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
4311563.00
53983.58
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA4883
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.000000
25037623.00
6517701.33
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5100
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.000000
389773.00
91602.47
Agency Mortgage-Backed Securities
05.500 FGPC A90380 G
S6XOOCT0IEG5ABCC6L87
2039-12-01
5.500000
3331416.00
314131.42
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8549
S6XOOCT0IEG5ABCC6L87
2030-01-01
2.500000
3325000.00
488384.36
Agency Mortgage-Backed Securities
06.000 FGPC C91075 G
S6XOOCT0IEG5ABCC6L87
2027-08-01
6.000000
3025000.00
39042.71
Agency Mortgage-Backed Securities
06.000 FGPC C91112 G
S6XOOCT0IEG5ABCC6L87
2027-10-01
6.000000
2048309.00
8877.33
Agency Mortgage-Backed Securities
05.500 FGPC C91165 G
S6XOOCT0IEG5ABCC6L87
2028-03-01
5.500000
26458.00
191.72
Agency Mortgage-Backed Securities
05.500 FGPC A89607 G
S6XOOCT0IEG5ABCC6L87
2039-11-01
5.500000
1021426.00
107993.03
Agency Mortgage-Backed Securities
03.000 FGPC Q15239 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.000000
4096518.00
819076.68
Agency Mortgage-Backed Securities
03.000 FGPC G08732 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
5928000.00
1249703.48
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
18715000.00
2764197.42
Agency Mortgage-Backed Securities
05.500 FGPC A79390 G
S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
9724436.00
124481.86
Agency Mortgage-Backed Securities
03.000 FGPC G18736 G
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.000000
151506.00
23055.92
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN5068
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
2876437.00
354612.94
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN5108
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.000000
895289.00
167287.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN6177
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
4910900.00
809943.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1195
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
45000.00
9434.25
Agency Mortgage-Backed Securities
03.500 FGPC G08676 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
3851024.00
521816.02
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN2844
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
12032537.00
867621.45
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN3204
S6XOOCT0IEG5ABCC6L87
2049-02-01
4.000000
180000.00
23883.66
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3397
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.000000
194068.00
33695.98
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4288
S6XOOCT0IEG5ABCC6L87
2049-03-01
3.000000
230330.00
41358.11
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN4632
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
50180730.00
7639177.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN4984
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.000000
7219026.00
991229.00
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM8462
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
2425394.00
1038297.80
Agency Mortgage-Backed Securities
FEPC 04.000 CLZN1295
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
159745.00
38578.81
Agency Mortgage-Backed Securities
FEPC 03.000 CLZN3526
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.000000
1088255.00
92196.58
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT2090
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
628526.00
84414.04
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0117
S6XOOCT0IEG5ABCC6L87
2034-11-01
2.500000
165000.00
74453.04
Agency Mortgage-Backed Securities
FEPC 02.500 CISB0316
S6XOOCT0IEG5ABCC6L87
2033-01-01
2.500000
985882.00
356785.17
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT0715
S6XOOCT0IEG5ABCC6L87
2048-09-01
3.000000
549904.00
105776.52
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1703
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.000000
26500000.00
6511247.66
Agency Mortgage-Backed Securities
FEPC 03.500 ZLZT1237
S6XOOCT0IEG5ABCC6L87
2043-04-01
3.500000
2000.00
436.53
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT1320
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
155246.00
14864.79
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.000000
11034161.00
1838138.67
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1595
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
13055551.00
1129972.79
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4754
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.000000
563776.00
100234.46
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4725
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.000000
112744.00
21227.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4788
S6XOOCT0IEG5ABCC6L87
2048-09-01
3.000000
961433.00
167916.08
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS8621
S6XOOCT0IEG5ABCC6L87
2031-09-01
2.500000
1000000.00
226944.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9507
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
35000.00
10355.57
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0712
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
898290.00
85247.74
Agency Mortgage-Backed Securities
05.500 FGPC A77057 G
S6XOOCT0IEG5ABCC6L87
2038-05-01
5.500000
2000000.00
8594.89
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4651
S6XOOCT0IEG5ABCC6L87
2046-03-01
3.500000
2937941.00
383782.28
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4689
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
1000.00
178.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4678
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
1000000.00
159378.36
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4706
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.000000
3539673.00
942970.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4707
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.500000
1000000.00
170224.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4607
S6XOOCT0IEG5ABCC6L87
2045-03-01
3.500000
1000000.00
124343.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4610
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.500000
25000.00
3099.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4614
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
705247.00
97265.94
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
418000.00
59136.39
Agency Mortgage-Backed Securities
04.500 FGPC G60126 G
S6XOOCT0IEG5ABCC6L87
2041-11-01
4.500000
179163.00
25729.73
Agency Mortgage-Backed Securities
05.000 FGPC Q58591 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
5.000000
2233722.00
326147.34
Agency Mortgage-Backed Securities
06.000 FGPC A69830 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.000000
4003599.00
15905.28
Agency Mortgage-Backed Securities
06.500 FGPC D97671 G
S6XOOCT0IEG5ABCC6L87
2028-03-01
6.500000
894040.00
29671.78
Agency Mortgage-Backed Securities
06.000 FGPC A62706 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
6.000000
10272321.00
20547.99
Agency Mortgage-Backed Securities
06.500 FGPC A65070 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
6.500000
6437794.00
57851.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2184
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
770274.00
311626.32
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM3967
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.500000
970000.00
120455.31
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM6020
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.000000
42603.00
19162.89
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8469
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
500000.00
111773.03
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL9406
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.500000
166000.00
47904.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0059
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
91000.00
19682.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM0948
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
1500000.00
178478.44
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM1028
S6XOOCT0IEG5ABCC6L87
2046-04-01
3.500000
1750000.00
266391.02
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2662
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.500000
290000.00
40338.09
Agency Mortgage-Backed Securities
03.500 FGPC G08671 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
150000.00
19083.64
Agency Mortgage-Backed Securities
03.500 FGPC G08641 G
S6XOOCT0IEG5ABCC6L87
2045-05-01
3.500000
350000.00
48325.49
Agency Mortgage-Backed Securities
03.500 FGPC G08650 G
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
1175000.00
168299.77
Agency Mortgage-Backed Securities
03.500 FGPC Q28431 G
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
1400000.00
266418.16
Agency Mortgage-Backed Securities
03.500 FGPC G08659 G
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
921000.00
117780.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3423
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
100000.00
18704.92
Agency Mortgage-Backed Securities
03.500 FGPC G08554 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.500000
1524768.00
208069.90
Agency Mortgage-Backed Securities
05.000 FGPC G08589 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
5.000000
379035.00
32592.44
Agency Mortgage-Backed Securities
03.500 FGPC G08599 G
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
110000.00
11334.59
Agency Mortgage-Backed Securities
03.500 FGPC G08620 G
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
195000.00
21382.29
Agency Mortgage-Backed Securities
03.500 FGPC G08623 G
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
2000.00
226.88
Agency Mortgage-Backed Securities
04.500 FGPC Q27614 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.500000
863747.00
239692.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3883
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.500000
500000.00
100744.16
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4581
S6XOOCT0IEG5ABCC6L87
2044-09-01
3.500000
150000.00
15049.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4622
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
16000.00
2145.42
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
213000.00
27208.57
Agency Mortgage-Backed Securities
03.000 FGPC G18712 G
S6XOOCT0IEG5ABCC6L87
2033-11-01
3.000000
792530.00
128275.83
Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.000000
13002261.00
2595759.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA4615
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
257708.00
80315.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5947
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1147416.00
118454.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5949
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1050758.00
104168.47
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6140
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
1129513.00
98079.21
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA6568
S6XOOCT0IEG5ABCC6L87
2039-04-01
3.000000
890360.00
118659.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3572
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
200000.00
42143.02
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0800
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.000000
1490144.00
233033.86
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA0055
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.000000
808840.00
106135.77
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA0903
S6XOOCT0IEG5ABCC6L87
2049-06-01
4.500000
1001926.00
505411.44
Agency Mortgage-Backed Securities
06.500 FGPC A66740 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
3302805.00
19259.70
Agency Mortgage-Backed Securities
05.500 FGPC G03400 G
S6XOOCT0IEG5ABCC6L87
2037-03-01
5.500000
3622490.00
28081.64
Agency Mortgage-Backed Securities
06.500 FGPC A68719 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
569374.00
5009.70
Agency Mortgage-Backed Securities
06.500 FGPC A68726 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.500000
10259051.00
31978.95
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2049
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
30816.00
3577.73
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2885
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
56960.00
13485.40
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5017
S6XOOCT0IEG5ABCC6L87
2039-11-01
3.000000
8341331.00
1827629.98
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5027
S6XOOCT0IEG5ABCC6L87
2040-01-01
3.000000
975247.00
257282.76
Agency Mortgage-Backed Securities
FEPC 02.500 CIRC1421
S6XOOCT0IEG5ABCC6L87
2035-06-01
2.500000
299983.00
128315.25
Agency Mortgage-Backed Securities
06.500 FGPC G04173 G
S6XOOCT0IEG5ABCC6L87
2037-12-01
6.500000
603821.00
10276.49
Agency Mortgage-Backed Securities
04.000 FGPC Q47642 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
342000.00
131447.94
Agency Mortgage-Backed Securities
04.000 FGPC Q47946 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
2050609.00
590648.69
Agency Mortgage-Backed Securities
03.000 FGPC Q08511 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.000000
158320.00
19665.19
Agency Mortgage-Backed Securities
05.500 FGPC G03150 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
5.500000
16012676.00
113663.06
Agency Mortgage-Backed Securities
03.500 FGPC G61195 G
S6XOOCT0IEG5ABCC6L87
2044-08-01
3.500000
236000.00
73693.80
Agency Mortgage-Backed Securities
04.500 FGPC G61578 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
22000000.00
2401638.66
Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.500000
9956295.00
3675792.89
Agency Mortgage-Backed Securities
05.500 FGPC G61876 G
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.500000
979534.00
154695.66
Agency Mortgage-Backed Securities
03.000 FGPC G61985 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.000000
21281788.00
6224959.17
Agency Mortgage-Backed Securities
03.500 FGPC G62009 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
389107.00
130426.11
Agency Mortgage-Backed Securities
05.500 FGPC G02648 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
9468237.00
82377.15
Agency Mortgage-Backed Securities
04.500 FGPC G60384 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.500000
352675.00
49258.01
Agency Mortgage-Backed Securities
03.500 FGPC G61720 G
S6XOOCT0IEG5ABCC6L87
2044-01-01
3.500000
90000.00
26990.70
Agency Mortgage-Backed Securities
03.500 FGPC G61721 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
380000.00
77625.59
Agency Mortgage-Backed Securities
04.000 FGPC G61761 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
4.000000
13822918.00
5636183.68
Agency Mortgage-Backed Securities
05.500 FGPC G02408 G
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
9445341.00
77934.79
Agency Mortgage-Backed Securities
03.500 FGPC G60136 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
3.500000
1740000.00
506688.49
Agency Mortgage-Backed Securities
05.500 FGPC G03202 G
S6XOOCT0IEG5ABCC6L87
2037-09-01
5.500000
3126597.00
31505.11
Agency Mortgage-Backed Securities
05.000 FGPC Q02257 G
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
12026210.00
764128.56
Agency Mortgage-Backed Securities
04.500 FGPC Q60362 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.500000
31324245.00
8991418.56
Agency Mortgage-Backed Securities
05.500 FGPC Q02328 G
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.500000
1538042.00
90217.72
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA8866
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2526285.00
923559.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA9049
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2316541.00
898843.20
Agency Mortgage-Backed Securities
FEPC 05.000 CLQB1361
S6XOOCT0IEG5ABCC6L87
2050-07-01
5.000000
127129.00
39583.69
Agency Mortgage-Backed Securities
05.500 FGPC Q00293 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
2781935.00
648036.12
Agency Mortgage-Backed Securities
05.500 FGPC Q00294 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
4476781.00
795495.15
Agency Mortgage-Backed Securities
05.500 FGPC Q01609 G
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
1524875.00
128971.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0291
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
9180496.00
1939531.77
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8056
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
2586065.00
647739.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8062
S6XOOCT0IEG5ABCC6L87
2050-05-01
3.000000
15771802.00
5012536.54
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8066
S6XOOCT0IEG5ABCC6L87
2050-05-01
5.000000
2051297.00
472250.39
Agency Mortgage-Backed Securities
04.500 FGPC Q00876 G
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
1440781.00
61975.14
Agency Mortgage-Backed Securities
05.500 FGPC Q00239 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.500000
5816789.00
87513.20
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0093
S6XOOCT0IEG5ABCC6L87
2049-10-01
5.000000
32777876.00
5236303.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH3966
B1V7KEBTPIMZEU4LTD58
2041-02-01
5.000000
2474623.00
351679.00
Agency Mortgage-Backed Securities
03.500 FGPC Q34980 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
510000.00
96841.10
Agency Mortgage-Backed Securities
FNMS 05.500 CLAH7402
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1258696.00
184700.07
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3431
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
251000.00
6553.71
Agency Mortgage-Backed Securities
06.000 FGPC A88904 G
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.000000
1149418.00
32955.08
Agency Mortgage-Backed Securities
06.500 FGPC A84116 G
S6XOOCT0IEG5ABCC6L87
2039-01-01
6.500000
326933.00
6667.13
Agency Mortgage-Backed Securities
FNMS 07.500 CL630993
B1V7KEBTPIMZEU4LTD58
2031-09-01
7.500000
13440401.00
178902.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLAH2680
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.500000
4000000.00
278783.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6879
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
995561.00
110156.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7242
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
580000.00
59119.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7545
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
10750000.00
1440561.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6328
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
600000.00
83759.23
Agency Mortgage-Backed Securities
03.500 FGPC Q45219 G
S6XOOCT0IEG5ABCC6L87
2045-01-01
3.500000
1250000.00
274016.65
Agency Mortgage-Backed Securities
03.000 FGPC Q44663 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.000000
508840.00
130010.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6534
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
480000.00
65789.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6573
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
2395000.00
331939.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6620
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
500000.00
92701.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK5035
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
13654237.00
152641.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7348
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
275000.00
32543.80
Agency Mortgage-Backed Securities
04.500 FGPC G08858 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
3000.00
259.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7170
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
595000.00
64122.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1889
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
1377853.00
576577.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ1890
B1V7KEBTPIMZEU4LTD58
2042-05-01
4.000000
2699234.00
680167.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ7680
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
4200000.00
376197.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAJ9278
B1V7KEBTPIMZEU4LTD58
2041-12-01
3.500000
10325000.00
976928.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLAK0695
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
1172012.00
198041.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK1081
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
10027586.00
855934.45
Agency Mortgage-Backed Securities
03.500 FGPC G08541 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.500000
503003.00
74438.37
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4612
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
1392364.00
144166.37
Agency Mortgage-Backed Securities
FNMS 04.500 CTAI4613
B1V7KEBTPIMZEU4LTD58
2031-07-01
4.500000
2158341.00
233012.65
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5791
B1V7KEBTPIMZEU4LTD58
2041-07-01
5.500000
1123093.00
125488.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9114
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.000000
4059613.00
1862998.43
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1203
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
13800663.00
1322848.40
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1206
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
12734611.00
445240.39
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI2650
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
4454354.00
356971.49
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1963
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
3763060.00
429849.03
Agency Mortgage-Backed Securities
FNMS 06.000 CLAI2335
B1V7KEBTPIMZEU4LTD58
2041-05-01
6.000000
2293733.00
450016.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1172
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
8496607.00
759380.58
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1173
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
6995497.00
556042.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
805852.00
100842.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5906
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
804109.00
97317.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6007
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
808534.00
102281.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4886
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
2300000.00
586533.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4992
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
1171000.00
220340.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5056
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.500000
5051351.00
692363.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6203
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1506141.00
119358.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
276000.00
47372.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5696
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3054168.00
354301.45
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR6885
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
2300000.00
277413.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1111
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
5250000.00
1130648.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.500000
33477900.00
5334598.82
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4555
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
700000.00
158585.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS4783
B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
655000.00
170279.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8246
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
38679.00
6299.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9736
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
175000.00
21078.62
Agency Mortgage-Backed Securities
04.500 FGPC G08843 G
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
494754.00
62499.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ1224
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.000000
5750000.00
1525691.44
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ4071
B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
1000000.00
116691.64
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ9362
B1V7KEBTPIMZEU4LTD58
2028-01-01
2.500000
1120000.00
131033.92
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP3667
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
1000.00
179.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP6242
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
4590000.00
622989.65
Agency Mortgage-Backed Securities
03.500 FGPC G07295 G
S6XOOCT0IEG5ABCC6L87
2042-05-01
3.500000
18590513.00
2653120.95
Agency Mortgage-Backed Securities
FNMS 04.000 CIAO9573
B1V7KEBTPIMZEU4LTD58
2027-06-01
4.000000
912271.00
37298.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLAP1703
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.500000
252000.00
49117.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP2422
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
386000.00
73047.94
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL9562
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
1710541.00
462675.31
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL8671
B1V7KEBTPIMZEU4LTD58
2028-11-01
2.500000
5694439.00
987814.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO0780
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
3300000.00
453816.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2993
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
8160000.00
971924.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO4134
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
10920000.00
1862846.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO5472
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
7737893.00
891673.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3000
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
551000.00
127575.75
Agency Mortgage-Backed Securities
06.500 FGPC G06670 G
S6XOOCT0IEG5ABCC6L87
2039-09-01
6.500000
175000.00
4226.12
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL3197
B1V7KEBTPIMZEU4LTD58
2026-06-01
5.000000
1281351.00
4407.96
Agency Mortgage-Backed Securities
FEPC 03.000 CTZA2501
S6XOOCT0IEG5ABCC6L87
2038-04-01
3.000000
1803067.00
370897.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7231
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
336000.00
76351.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL9407
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
975000.00
216355.02
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1176
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1731147.00
70513.43
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS4792
S6XOOCT0IEG5ABCC6L87
2048-09-01
5.000000
1424791.00
208121.92
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL1374
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
182783.00
428.82
Agency Mortgage-Backed Securities
FNMS 02.500 CIAL2462
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.500000
4691803.00
460590.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3527
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
473364.00
66331.67
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL2926
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
905489.00
42.59
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL0808
B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
593946.00
20278.76
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL0309
B1V7KEBTPIMZEU4LTD58
2040-01-01
6.000000
341017.00
11567.31
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
12558000.00
1765555.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC3218
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
723480.00
169617.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLAK9716
B1V7KEBTPIMZEU4LTD58
2042-04-01
5.000000
2539492.00
377023.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0616
B1V7KEBTPIMZEU4LTD58
2046-02-01
4.000000
1234239.00
84918.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1760
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1206820.00
197141.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1100
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
632059.00
93447.33
Agency Mortgage-Backed Securities
03.500 FGPC G08687 G
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.500000
210000.00
28591.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1442
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
215000.00
36327.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2521
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
135000.00
26724.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA3989
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1150000.00
198896.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0281
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
163000.00
53085.34
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
30508000.00
4737982.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
500000.00
70216.75
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE4303
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
33917394.00
2568433.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE8023
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
1505780.00
173300.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE7585
B1V7KEBTPIMZEU4LTD58
2040-11-01
5.000000
1297958.00
92374.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE9954
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
1271309.00
193629.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2418
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
20073675.00
5172880.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3474
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
13021075.00
4859547.73
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
23000000.00
4050043.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2960
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
2215000.00
214648.00
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM1695
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
145000.00
49691.44
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM3701
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
38000.00
21571.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6958
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
684740.00
134464.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD1215
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3272047.00
623291.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11678260.00
1979221.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2641
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11000000.00
1286625.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2652
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1285011.00
191138.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1988
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
787500.00
130083.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2375
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
19339000.00
1980902.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0237
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
16500000.00
2201420.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0309
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
420086.00
156517.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0708
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
27185044.00
9429318.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA1795
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
6692881.00
770024.82
Agency Mortgage-Backed Securities
06.000 FGPC D97493 G
S6XOOCT0IEG5ABCC6L87
2027-12-01
6.000000
2000000.00
28010.16
Agency Mortgage-Backed Securities
FNMS 06.000 CL890248
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.000000
26116.00
1357.18
Agency Mortgage-Backed Securities
FNMS 06.000 CL928828
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.000000
12795401.00
504686.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ4229
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
1099464.00
668188.36
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM3957
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
657055.00
164732.20
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM4091
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
50000.00
31800.38
Agency Mortgage-Backed Securities
FNMS 06.500 CL888813
B1V7KEBTPIMZEU4LTD58
2037-03-01
6.500000
4203655.00
65635.55
Agency Mortgage-Backed Securities
FNMS 06.500 CL888814
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
2364120.00
15392.44
Agency Mortgage-Backed Securities
03.500 FGPC G08654 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.500000
1906000.00
255860.46
Agency Mortgage-Backed Securities
FNMS 06.000 CL889983
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
18808790.00
196661.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5197
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
300000.00
103641.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN2396
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
980690.00
290733.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3112
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1591723.00
551588.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3197
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6225454.00
1565863.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4197
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
39000000.00
9028608.31
Agency Mortgage-Backed Securities
FNMS 06.000 CTBM5276
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
3079554.00
486919.00
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5382
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
7179421.00
2740359.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4655
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
2600000.00
646829.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4795
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.500000
201000.00
83173.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5078
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
1700000.00
530776.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP0038
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
420900.00
131114.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP3605
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
1986386.00
1481615.57
Agency Mortgage-Backed Securities
03.500 FGPC G08667 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
3.500000
1265000.00
153995.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3803
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
2800000.00
617612.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3875
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5127679.00
1358100.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
67550592.00
2104877.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5345
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
89091.00
26210.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5383
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
367136.00
94135.31
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO4944
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
93000.00
42767.93
Agency Mortgage-Backed Securities
FNMS 06.000 CL966851
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
88557.00
1568.94
Agency Mortgage-Backed Securities
FNMS 06.500 CL968381
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.500000
1107430.00
23115.17
Agency Mortgage-Backed Securities
FNMS 06.000 CL981726
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
36270.00
2296.07
Agency Mortgage-Backed Securities
FNMS 06.000 CL995069
B1V7KEBTPIMZEU4LTD58
2038-10-01
6.000000
50000.00
876.94
Agency Mortgage-Backed Securities
FNMS 06.000 CL995251
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
22862795.00
360104.42
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2130
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
1299846.00
36632.21
Agency Mortgage-Backed Securities
FNMS 05.500 CL929950
B1V7KEBTPIMZEU4LTD58
2038-09-01
5.500000
4494306.00
557175.74
Agency Mortgage-Backed Securities
06.500 FGPC A67394 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.500000
615384.00
6291.32
Agency Mortgage-Backed Securities
04.500 FGPC Q57426 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
25000.00
2179.89
Agency Mortgage-Backed Securities
FNMS 06.500 CL949358
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
895378.00
26825.03
Agency Mortgage-Backed Securities
FNMS 06.500 CL955791
B1V7KEBTPIMZEU4LTD58
2037-10-01
6.500000
462653.00
19984.82
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1888
B1V7KEBTPIMZEU4LTD58
2031-10-01
2.500000
1039612.00
243463.15
Agency Mortgage-Backed Securities
03.000 FGPC Q09949 G
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.000000
159744.00
27115.68
Agency Mortgage-Backed Securities
04.000 FGPC G60344 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
540000.00
125416.48
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
15534000.00
5244782.62
Agency Mortgage-Backed Securities
FNMS 06.000 CL929605
B1V7KEBTPIMZEU4LTD58
2038-06-01
6.000000
6657643.00
355160.91
Agency Mortgage-Backed Securities
03.500 FGPC G60963 G
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.500000
497957.00
108462.11
Agency Mortgage-Backed Securities
FNMS 05.500 CLBJ9175
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.500000
482433.00
74735.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4439
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
5750000.00
1598477.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK7660
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
356688.00
39414.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1285
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
190000.00
31594.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ0623
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
4169634.00
1887644.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ0978
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.000000
33843.00
6972.97
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ1081
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1856341.00
874045.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2854
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
8534238.00
2081083.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4603
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.000000
2008442.00
476444.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5849
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
750000.00
351035.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
3600000.00
738702.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6441
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1298443.00
644579.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH6460
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1075044.00
248151.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8215
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
2783350.00
1046139.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD8997
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
68000.00
22725.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9405
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5497764.00
2829129.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
1739033.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3700
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5617726.00
2570381.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH4689
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
1847148.00
354220.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD9720
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1926737.00
385519.59
Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0801
B1V7KEBTPIMZEU4LTD58
2039-09-01
6.000000
10608428.00
322449.27
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA1217
S6XOOCT0IEG5ABCC6L87
2049-08-01
5.000000
656959.00
134954.41
Agency Mortgage-Backed Securities
05.000 FGPC Q02323 G
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
1640494.00
366355.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4437
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
2802240.00
284399.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7057
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.500000
10235081.00
2922483.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3905
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
3102545.00
692323.70
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3934
B1V7KEBTPIMZEU4LTD58
2040-02-01
3.000000
337842.00
82382.66
Agency Mortgage-Backed Securities
FNMS 05.000 CLAH5991
B1V7KEBTPIMZEU4LTD58
2041-03-01
5.000000
2707941.00
180173.21
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI5355
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.500000
1342777.00
230173.71
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3971
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
7526951.00
1022452.36
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD5025
B1V7KEBTPIMZEU4LTD58
2040-08-01
5.500000
1977161.00
270467.15
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3697
B1V7KEBTPIMZEU4LTD58
2039-07-01
3.000000
213036.00
32499.14
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3741
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.000000
2655329.00
423948.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
1455931.00
208252.53
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3802
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
9172205.00
1602365.50
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3831
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.000000
641816.00
126571.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3871
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1269360.00
272067.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3250397.00
579984.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3331
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
62338.00
12019.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3358
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1539200.00
192536.14
Agency Mortgage-Backed Securities
FNMS 02.500 CIAQ0578
B1V7KEBTPIMZEU4LTD58
2027-11-01
2.500000
1200000.00
130503.72
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3617
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
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41313.24
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-06-01
3.000000
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128552.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8897
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
575000.00
90537.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2864
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1412969.00
277343.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2929
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1000000.00
177955.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA3124
B1V7KEBTPIMZEU4LTD58
2032-09-01
2.500000
2225000.00
511857.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
3708906.00
624469.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3182
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
7724818.00
1311259.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2229
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
1800000.00
290914.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2495
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
113000.00
17469.36
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL3189
B1V7KEBTPIMZEU4LTD58
2025-09-01
5.500000
400031.00
1469.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2549
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
4191182.00
550139.13
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3530
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.000000
49763.00
7334.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
97000.00
9942.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7965
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
265000.00
42194.78
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB8447
B1V7KEBTPIMZEU4LTD58
2028-02-01
2.500000
1125000.00
141111.88
Agency Mortgage-Backed Securities
FNMS 03.500 GLAB8675
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
2555608.00
178090.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLAC3818
B1V7KEBTPIMZEU4LTD58
2039-11-01
6.000000
1090814.00
155208.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC4613
B1V7KEBTPIMZEU4LTD58
2040-05-01
4.500000
1315430.00
353936.52
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA1528
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
1050000.00
144266.66
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB3857
B1V7KEBTPIMZEU4LTD58
2026-11-01
2.500000
27000.00
824.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB4300
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.500000
58000.00
6105.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5372
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
720000.00
60504.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB5122
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
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1100208.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6228
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
183000.00
30436.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5469
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
692184.00
73637.56
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6131
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
150000.00
30405.75
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
400000.00
83655.73
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
1001506.00
182051.04
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
3584858.00
461993.62
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
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26968.07
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2043-11-01
3.500000
250000.00
20065.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV5046
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
46341015.00
6201123.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8744
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
19766938.00
4164153.26
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
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4955702.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8282
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
640569.00
104441.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9927
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
35327400.00
9402111.73
Agency Mortgage-Backed Securities
FNMS 04.000 CNAL5453
B1V7KEBTPIMZEU4LTD58
2023-05-01
4.000000
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0.55
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2028-04-01
2.500000
470000.00
58732.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT6321
B1V7KEBTPIMZEU4LTD58
2043-06-01
3.500000
303287.00
88886.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1650
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
6130000.00
881795.43
Agency Mortgage-Backed Securities
FNMS 06.500 CL745932
B1V7KEBTPIMZEU4LTD58
2036-11-01
6.500000
6981339.00
62852.10
Agency Mortgage-Backed Securities
FNMS 05.500 CL782244
B1V7KEBTPIMZEU4LTD58
2034-07-01
5.500000
1177570.00
28344.51
Agency Mortgage-Backed Securities
FNMS 05.500 CL796197
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
176471.00
2590.82
Agency Mortgage-Backed Securities
FNMS 06.500 CL879737
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.500000
2093181.00
169096.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ7355
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
406641.00
56288.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7921
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1600000.00
493172.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ1938
B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
78000.00
9578.15
Agency Mortgage-Backed Securities
FNMS 02.500 CIAZ4898
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.500000
148879.00
21932.25
Agency Mortgage-Backed Securities
FNMS 05.500 CL725943
B1V7KEBTPIMZEU4LTD58
2034-10-01
5.500000
422852.00
5109.37
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
398455.00
6543.25
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
67466.00
1727.31
Agency Mortgage-Backed Securities
06.000 FGPC G03551 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2039-10-01
3.000000
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278592.33
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
232801.00
15980.44
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-04-01
3.500000
1000000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
1828232.00
286228.71
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
1054536.00
233725.22
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
4000853.00
898442.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD2440
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
300000.00
63975.99
Agency Mortgage-Backed Securities
FNMS 06.000 CLBD6887
B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
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36532.05
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3771
B1V7KEBTPIMZEU4LTD58
2039-09-01
3.000000
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4974.68
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
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1629912.63
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2049-09-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-05-01
6.500000
1933190.00
70439.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1127
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
3842000.00
1211647.89
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1198846.00
26722.34
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2025-09-01
5.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2023-11-01
5.500000
2450000.00
3243.43
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2038-12-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2037-07-01
6.000000
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518.61
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2032-01-01
2.500000
275000.00
67067.54
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2029-01-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2038-09-01
6.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2037-06-01
6.500000
2230000.00
30682.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6393
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
1234816.00
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Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6395
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
6130000.00
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Agency Mortgage-Backed Securities
FNMS 03.000 CLAK7581
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
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Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
408000.00
43346.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1835000.00
270148.87
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1800
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
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Agency Mortgage-Backed Securities
FNMS 06.000 CT745407
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
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7139.40
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
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Agency Mortgage-Backed Securities
FNMS 05.000 CIAE0286
B1V7KEBTPIMZEU4LTD58
2025-04-01
5.000000
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Agency Mortgage-Backed Securities
FNMS 06.000 CLAE0349
B1V7KEBTPIMZEU4LTD58
2040-04-01
6.000000
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Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
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242521.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3960
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
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381159.68
Agency Mortgage-Backed Securities
FNMS 05.500 CL555880
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
112553131.00
1079817.72
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
368000000.00
368000000.00
0.0026
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.920000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0V2CP7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
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CF ACQUISITION CORP VII CLASS A COM
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2500-12-31
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Equities
AUTOMATIC DATA PROCESSING INC COM
HGBOLILQXWER4SAL2I23
2500-12-31
0.00
9337.00
2400169.22
Equities
REGIONS FINANCIAL CORP NEW COM
CW05CS5KW59QTC0DG824
2500-12-31
0.00
27832.00
637631.12
Equities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0392
48000000.00
48000000.00
0.0003
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 3.910000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0V2CU6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMS 05.000 CLCB4620
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
6611384.00
6489000.90
Agency Mortgage-Backed Securities
BOEING CO CR SEN SR GLBL50
RVHJWBXLJ1RFUBSY1F30
2050-05-01
5.805000
2000.00
1884.55
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT 35
ENYF8GB5SMQZ25S06U51
2035-11-15
4.850000
2000.00
1866.50
Corporate Debt Securities
ASSURANT INC CR SEN SR GLBL32
H3F39CAXWQRVWURFXL38
2032-01-15
2.650000
4000.00
3014.51
Corporate Debt Securities
APPLE INC SR GLBL NT0.7%26
HWUPKR0MPOU8FGXBT394
2026-02-08
0.700000
4392000.00
3913569.68
Corporate Debt Securities
AMERICAN INTL GROUP INC SR GLBL NT 35
ODVCVCQG2BP6VHV36M30
2035-01-15
3.875000
3621000.00
3228126.03
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 24
MLU0ZO3ML4LN2LL2TL39
2024-05-18
3.950000
851000.00
841602.12
Corporate Debt Securities
BANK OF MONTREAL LW TIER II GLBL
NQQ6HPCNCCU6TUTQYE16
2028-10-05
4.338000
8641000.00
8527867.71
Corporate Debt Securities
BANK NOVA SCOTIA B C SR GLBL COCO 26
L3I9ZG2KFGXZ61BMYR72
2026-03-02
3.628980
170000.00
164901.98
Corporate Debt Securities
BANK NOVA SCOTIA B C GLBL COCO 24
L3I9ZG2KFGXZ61BMYR72
2024-07-31
4.138610
3000.00
2973.54
Corporate Debt Securities
BANK NOVA SCOTIA B C SR GLBL COCO 24
L3I9ZG2KFGXZ61BMYR72
2024-02-11
3.400000
41000.00
40638.56
Corporate Debt Securities
JBS USA LUX S A / JBS USA FOOD SR 144A NT 52
2052-02-02
4.375000
1750000.00
1278147.99
Corporate Debt Securities
EVEREST REINS HLDGS INC SR GLBL NT3.5%50
2050-10-15
3.500000
28113000.00
19460521.43
Corporate Debt Securities
EVEREST REINS HLDGS INC GLBL NT 3.125%52
2052-10-15
3.125000
23579000.00
15153427.51
Corporate Debt Securities
GLOBAL ATLANTIC FINANCE CO SR 144A NT 31
2031-06-15
3.125000
10043000.00
7470615.27
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 29
2029-11-01
3.350000
1889000.00
1590384.26
Corporate Debt Securities
CANADIAN IMPERIAL BK COMM TORO SR COCO 25
2IGI19DL77OX0HC3ZE78
2025-08-04
3.945000
107000.00
105039.94
Corporate Debt Securities
CANADIAN IMPERIAL BK COMM TORO SR GLBL COCO 25
2IGI19DL77OX0HC3ZE78
2025-04-07
3.300000
1658000.00
1600099.88
Corporate Debt Securities
HORACE MANN EDUCATORS CORP NEW SR GLBL NT4.5%25
254900G5YAV3A2YK8T32
2025-12-01
4.500000
1200000.00
1176294.00
Corporate Debt Securities
BLUE OWL FINANCE LLC SR GLBL 144A 32
254900OF2NO2GYFV5T41
2032-02-15
4.375000
12134000.00
9765448.26
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 4.125%35
213800ITMMKU4Z7I4F78
2035-05-11
4.125000
414000.00
385991.69
Corporate Debt Securities
BAT CAPITAL CORP GLBL NT 4.906%30
2138005GYEXN7XRHFA84
2030-04-02
4.906000
1085000.00
1009076.16
Corporate Debt Securities
OLD REP INTL CORP SR GLBL NT 51
549300IV6O2YY2A1KH37
2051-06-11
3.850000
8390000.00
6002991.40
Corporate Debt Securities
AMERICAN NATIONAL GROUP INC SR GLBL 144A 32
549300I1RRC5M591MY93
2032-06-13
6.144000
3257000.00
3135029.69
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.06%41
5493009NTB34VXE1T760
2041-06-17
3.060000
1022000.00
784758.03
Corporate Debt Securities
AMERICO LIFE INC SR 144A NT 31
549300B5C1FRFHBYW144
2031-04-15
3.450000
3482000.00
2679198.79
Corporate Debt Securities
FIRST AMERN FINL CORP SR GLBL NT 4%30
549300B6VEZK3N0A1P55
2030-05-15
4.000000
9357000.00
7868644.39
Corporate Debt Securities
FS KKR CAP CORP SR GLBL NT 27
549300TYRSI1T21B1360
2027-07-15
3.250000
4000000.00
3429230.00
Corporate Debt Securities
SANTANDER HOLDINGS USA INC SR GLBL NT 25
549300SMVCQN2P0O6I58
2025-06-09
4.260000
1000000.00
986285.00
Corporate Debt Securities
FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25
549300WCR5QBFH98VZ75
2025-05-01
5.500000
500000.00
496235.28
Corporate Debt Securities
PARTNERRE FINANCE B LLC JR SB GLBL NT 50
549300O0FAGHK2F79881
2050-10-01
4.500000
6460000.00
5409442.50
Corporate Debt Securities
ELEVANCE HEALTH INC SR GLBL NT3.6%51
8MYN82XMYQH89CTMTH67
2051-03-15
3.600000
9329000.00
7122878.08
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 23
784F5XWPLTWKTBV3E584
2023-12-06
1.217000
2378000.00
2303597.53
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 38
784F5XWPLTWKTBV3E584
2038-10-31
4.017000
800000.00
671342.00
Corporate Debt Securities
FIRST AMERN FINL CORP SR NT 4.3%23
549300B6VEZK3N0A1P55
2023-02-01
4.300000
218000.00
220313.83
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 6.25%41
784F5XWPLTWKTBV3E584
2041-02-01
6.250000
702000.00
753667.00
Corporate Debt Securities
VALERO ENERGY CORP SR GLBL NT 37
549300XTO5VR8SKV1V74
2037-06-15
6.625000
570000.00
623576.91
Corporate Debt Securities
ORACLE CORP SR GLBL NT 24
1Z4GXXU7ZHVWFCD8TV52
2024-11-15
2.950000
25000.00
24016.48
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT4.4%35
51M0QTTNCGUN7KFCFZ59
2035-08-15
4.400000
315000.00
298813.20
Corporate Debt Securities
POLAR TANKERS INC SR GLBL 144A 37
2037-05-10
5.951000
1345000.00
1349790.08
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
999241.00
955600.09
Corporate Debt Securities
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0391
121000000.00
121000000.00
0.0008
N
N
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 3.805000%
5493006QMFDDMYWIAM13
0000891478
ARP0V2CV4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF 004842 M
549300M8ZYFG0OCMTT87
2033-02-20
8.500000
1000.00
21.30
Agency Mortgage-Backed Securities
GNII SF 004843 M
549300M8ZYFG0OCMTT87
2030-12-20
9.000000
1000.00
12.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0309
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
4000.00
1490.34
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
7104.00
1908.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1219
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
14264.00
5532.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2635
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
11750.00
3422.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1896
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
385785.00
133361.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2217
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1735720.00
360971.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
3616.00
824.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2454
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
4000.00
1437.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3484
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
6051.00
2500.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2806
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8960.00
2892.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2815
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.000000
17802208.00
3134770.19
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA5980
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
3439000.00
2195254.43
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6024
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
7072.00
4421.76
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6025
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
4505148.00
2900966.44
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6070
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
9770656.00
5334624.38
Agency Mortgage-Backed Securities
FNMS 02.500 CTCA6351
B1V7KEBTPIMZEU4LTD58
2040-07-01
2.500000
6072.00
3396.29
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0674
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5573611.00
3940314.07
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2151
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
11240.00
9015.45
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3499
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
22165648.00
19688592.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4558
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
11655571.00
11555655.94
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4562
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1865477.00
1835768.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9874
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
2344400.00
1856656.57
Agency Mortgage-Backed Securities
FNMS 06.000 CL890388
B1V7KEBTPIMZEU4LTD58
2041-08-01
6.000000
2000.00
404.91
Agency Mortgage-Backed Securities
FNMS 04.000 CRAB5957
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
3240.00
266.46
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC8576
B1V7KEBTPIMZEU4LTD58
2040-01-01
5.500000
8834.00
573.10
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4465
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1145.00
878.06
Agency Mortgage-Backed Securities
FNMS 03.500 CRAS9048
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.500000
500643.00
62658.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9472
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
6336.00
1818.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9985
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1040.00
265.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8740
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
4096.00
1087.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8741
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
24085.00
6239.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8742
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
15179985.00
3432971.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7156
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
6400.00
1880.33
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE3669
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
11836873.00
3499415.22
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0152
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.500000
1462083.00
489834.87
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0182
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.000000
6144.00
2905.56
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0218
B1V7KEBTPIMZEU4LTD58
2057-09-01
3.500000
4048.00
1902.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1785764.00
447279.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4016
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
5120.00
1827.03
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH7562
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
2000.00
869.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH9882
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
9019.00
1763.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1178
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
6516.00
2243.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ7037
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2048.00
619.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1100
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2000.00
1100.20
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK8878
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1024.00
312.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL3238
B1V7KEBTPIMZEU4LTD58
2034-07-01
2.980000
1149799.00
975984.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4060
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
2024.00
628.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5353
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
6000.00
2507.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5136
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
2110872.00
884568.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
4096.00
1474.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0940
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
2000.00
809.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1436
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1000.00
330.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN1441
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
4080.00
1002.43
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5386
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
5348.00
1329.43
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP5575
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
7154.00
4516.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT7813
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
3000.00
2682.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV8017
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
4096.00
3909.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0124
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
10239000.00
2808199.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0257
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
11453.00
4378.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9102
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
498858.00
157654.31
Agency Mortgage-Backed Securities
FNMS 05.000 CLAK5724
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
2602513.00
370345.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK7343
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
3000.00
601.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK8200
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
2078.00
446.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3445
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1251.00
249.24
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6371
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.000000
2000.00
446.73
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO5526
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
11377.00
2962.60
Agency Mortgage-Backed Securities
FNMS 02.500 CWAO9970
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.500000
7826823.00
790953.32
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ9131
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
449471.00
91897.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2894
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1000.00
231.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5204
B1V7KEBTPIMZEU4LTD58
2045-06-01
4.000000
4400.00
1093.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7498
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
4000.00
1193.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8362
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
14776.00
5002.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8836
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
2048.00
867.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9789
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
7200.00
2902.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2962
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.500000
1000.00
288.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4037
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1000.00
978.65
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM5002
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
1000.00
604.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9592
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
1000.00
766.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS2008
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
1000.00
844.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB3868
B1V7KEBTPIMZEU4LTD58
2041-11-01
3.500000
1000.00
223.69
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7882
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1000.00
986.31
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1535
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
609177.00
582039.45
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1619
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
2024.00
1995.34
Agency Mortgage-Backed Securities
04.500 FGPC Q56256 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
1008.00
287.32
Agency Mortgage-Backed Securities
03.500 FGPC G60995 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
1024.00
352.44
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC1596
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
3000.00
2223.48
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9372
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1000.00
988.59
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF0898
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
1112456.00
1061158.31
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7788
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
3194.00
3081.04
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7935
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
9617626.00
9560891.95
Agency Mortgage-Backed Securities
05.000 FGPC Q00208 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
7004.00
1010.73
Agency Mortgage-Backed Securities
05.000 FGPC Q00324 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
5000.00
690.32
Agency Mortgage-Backed Securities
05.000 FGPC Q00382 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
5000.00
590.32
Agency Mortgage-Backed Securities
05.000 FGPC Q01710 G
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
6000.00
559.50
Agency Mortgage-Backed Securities
05.000 FGPC Q01721 G
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
5004.00
965.41
Agency Mortgage-Backed Securities
04.500 FGPC U95024 G
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.500000
8024.00
1636.87
Agency Mortgage-Backed Securities
03.000 FGPC V60650 G
S6XOOCT0IEG5ABCC6L87
2029-12-01
3.000000
2048.00
328.04
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0574
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.500000
1000.00
176.14
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0420
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
1342.00
798.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1182
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
1024.00
885.12
Agency Mortgage-Backed Securities
04.500 FGPC Q24956 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
2048.00
502.04
Agency Mortgage-Backed Securities
03.500 FGPC Q37007 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
3.500000
1040.00
255.57
Agency Mortgage-Backed Securities
04.500 FGPC Q62997 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
1000.00
323.15
Agency Mortgage-Backed Securities
04.000 FGPC Q47593 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
1120.00
321.79
Agency Mortgage-Backed Securities
04.000 FGPC Q48309 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
1000.00
511.50
Agency Mortgage-Backed Securities
04.000 FGPC Q49096 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
1000.00
359.13
Agency Mortgage-Backed Securities
04.000 FGPC Q49500 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
1024.00
418.14
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0381
76000000.00
76000000.00
0.0005
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 3.800000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0V2D27
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 06.000 CLQF3417
S6XOOCT0IEG5ABCC6L87
2052-11-01
6.000000
1000000.00
1023378.33
Agency Mortgage-Backed Securities
FEPC 05.500 CIQO1069
S6XOOCT0IEG5ABCC6L87
2037-12-01
5.500000
25245.00
25895.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8274
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.000000
6000400.00
5656392.40
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8275
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
115515224.00
112072292.75
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4842
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
21716062.00
21950759.55
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA4877
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
6712493.00
6950693.27
Agency Mortgage-Backed Securities
FEPC 02.000 CLQF0977
S6XOOCT0IEG5ABCC6L87
2052-09-01
2.000000
2004.00
1633.09
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1574
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
878423.00
850486.12
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6114
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
2003.00
1572.21
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6676
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
2000.00
1593.83
Agency Mortgage-Backed Securities
FEPC 02.000 CLQE6096
S6XOOCT0IEG5ABCC6L87
2052-07-01
2.000000
1000.00
812.16
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE8520
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.500000
87589.00
78627.25
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE9616
S6XOOCT0IEG5ABCC6L87
2052-09-01
3.500000
2001.00
1820.92
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF1730
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
1000.00
941.47
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1753
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
35740859.00
35607700.92
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF1765
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
2000.00
1933.54
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD8287
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
2000.00
1556.34
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD9791
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.000000
1000.00
763.26
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0744
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
3209210.00
2796787.69
Agency Mortgage-Backed Securities
FEPC 02.000 CLQE2318
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
2000.00
1616.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE3450
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
502948.00
455900.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE4621
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
1000.00
896.84
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6369
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
13275782.00
8372654.36
Agency Mortgage-Backed Securities
FEPC 02.500 CLQA8966
S6XOOCT0IEG5ABCC6L87
2050-04-01
2.500000
10211376.00
4585811.52
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC3259
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
1000.00
769.06
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD4104
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
2000.00
1567.14
Agency Mortgage-Backed Securities
FEPC 01.500 CLQD5229
S6XOOCT0IEG5ABCC6L87
2052-01-01
1.500000
1000.00
755.33
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD6139
S6XOOCT0IEG5ABCC6L87
2052-02-01
2.000000
1000.00
768.35
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8264
S6XOOCT0IEG5ABCC6L87
2052-11-01
3.500000
4301447.00
3913259.50
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8266
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
3546438.00
3427955.73
Agency Mortgage-Backed Securities
04.000 FGPC Q31883 G
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
355232494.00
49914759.52
Agency Mortgage-Backed Securities
04.500 FGPC Q57850 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
5251590.00
1954735.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7308
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
554889.00
118448.76
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1608
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
205728.00
198675.38
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8128
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
1001.00
674.06
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8199
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
2228031.00
1752858.45
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8204
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.000000
7091.00
5612.89
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8218
S6XOOCT0IEG5ABCC6L87
2052-06-01
2.000000
1871935.00
1498022.97
Agency Mortgage-Backed Securities
GNII SF 004028 M
549300M8ZYFG0OCMTT87
2037-09-20
6.000000
94946.00
1248.98
Agency Mortgage-Backed Securities
GNII SF MA8428 M
549300M8ZYFG0OCMTT87
2052-11-20
5.000000
917478.00
915462.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4783
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1002450.00
937765.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4784
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
3731405.00
3581453.60
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4803
B1V7KEBTPIMZEU4LTD58
2052-11-01
3.500000
3000.00
2730.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4806
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
815344.00
806554.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4782
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
1000.00
907.61
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4622
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.000000
1000.00
801.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4656
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
29989220.00
28184633.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4732
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
20000.00
18577.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3393
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
1000.00
176.94
Agency Mortgage-Backed Securities
FNMS 03.500 CRAB8283
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
1000.00
130.53
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4053
B1V7KEBTPIMZEU4LTD58
2035-06-01
2.500000
1919246.00
820052.07
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4511
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
1000.00
776.90
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4547
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
3000.00
2352.00
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4587
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.500000
386490.00
324278.16
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3658
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1000.00
805.44
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3641
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
1024.00
965.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5024
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
3200.00
3179.06
Agency Mortgage-Backed Securities
FNMS 04.000 CIFM1047
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
4492989.00
1057361.53
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS1571
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
2000.00
1589.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2545
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
1000.00
898.02
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2613
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
2000.00
1546.28
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2764
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1008.00
797.32
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2801
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1024.00
807.55
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2839
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
2000.00
1568.84
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3066
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1000.00
796.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3629
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
97060225.00
88948428.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX0506
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1100.00
1031.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBX1001
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
1000.00
911.47
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2251
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
8116573.00
1064691.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2372
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
7250848.00
1457393.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0858
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
121305.00
99426.40
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0447
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
36518417.00
25694315.95
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW6231
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
185694.00
177973.36
Agency Mortgage-Backed Securities
FNMS 02.000 CLBW7282
B1V7KEBTPIMZEU4LTD58
2052-07-01
2.000000
3000.00
2439.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8745
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
999900.00
965544.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8810
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1708008.00
1588942.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8866
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
4400.00
4127.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9049
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1000.00
970.25
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV9804
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.000000
2000.00
1618.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0490
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
30502751.00
27270112.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0491
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
19058290.00
17847666.29
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW1196
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.500000
3005.00
2731.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1241
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1000.00
940.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW1259
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.500000
3000.00
2728.71
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV4118
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
2000.00
1581.88
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV4246
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
1000.00
787.46
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV4658
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
2001.00
1613.98
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV4692
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1000.00
807.68
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV8124
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1000.00
807.37
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV8670
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1000.00
806.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP2977
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
690661.00
241979.79
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT8115
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1000.00
806.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU8930
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
3000.00
2431.59
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV2514
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.000000
1000.00
810.64
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV3869
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
2000.00
1613.93
Agency Mortgage-Backed Securities
GNII SF MA7989 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
72925658.00
65893620.26
Agency Mortgage-Backed Securities
GNII SF MA7934 M
549300M8ZYFG0OCMTT87
2052-03-20
1.500000
1000.00
789.83
Agency Mortgage-Backed Securities
GNII SF MA8268 M
549300M8ZYFG0OCMTT87
2052-09-20
4.500000
511509.00
497672.61
Agency Mortgage-Backed Securities
GNII SF MA8347 M
549300M8ZYFG0OCMTT87
2052-10-20
4.500000
820054.00
799798.65
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
1000.00
996.07
Agency Mortgage-Backed Securities
GNII SF 004060 M
549300M8ZYFG0OCMTT87
2037-12-20
6.000000
20000.00
308.73
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-11-15
6.625000
1000.00
1164.48
Agency Debentures and Agency Strips
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
512000000.00
512000000.00
0.0036
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 3.800000%
254900Y8NKGV541U8Q32
0001457970
ARP0V2D35
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
2256920200.00
2103801975.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
1137891700.00
1115117702.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
7809900.00
7562899.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
10883880600.00
10498617684.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
0.125000
877800300.00
875322007.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
6518794600.00
6110226483.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
0.750000
1370799900.00
1274725707.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-02-15
1.875000
1385600.00
1191809.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-09-30
1.625000
8010594400.00
7336528629.58
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
29320000000.00
29320000000.00
0.2049
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 4.205000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0V2D84
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.000 CLSD1934
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
36594245.00
32390322.53
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1214
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
44544381.00
38058784.87
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD1406
S6XOOCT0IEG5ABCC6L87
2052-08-01
2.000000
2991506.00
2401654.51
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD1933
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
32851527.00
30048649.32
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF0331
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
36030808.00
33690245.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA6995
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.000000
50000000.00
42348129.47
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA7327
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
45844983.00
38913906.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7939
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
25594000.00
24792899.38
Agency Mortgage-Backed Securities
FEPC 02.000 3PRE6094
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
39900000.00
27029532.48
Agency Mortgage-Backed Securities
04.500 FGPC V84483 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.500000
100000000.00
29029435.54
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5855
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
23907954.00
18722140.89
Agency Mortgage-Backed Securities
Y
2022-12-07
2022-12-07
2023-01-30
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0421
306000000.00
306000000.00
0.0021
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.910000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0V2DL5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
S6XOOCT0IEG5ABCC6L87
2029-10-25
9.166140
8350000.00
8788651.18
Private Label Collateralized Mortgage Obligations
FHLMC REMIC 2020-HQA5 B-1 20501125 FLT
S6XOOCT0IEG5ABCC6L87
2050-11-25
7.520800
1280000.00
1162937.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA2 B-2 20330825 FLT
S6XOOCT0IEG5ABCC6L87
2033-08-25
9.520800
10690201.00
8607261.66
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R02 2M-1 20411125 FLT
B1V7KEBTPIMZEU4LTD58
2041-11-25
4.420800
1122212.00
603336.79
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA1 B-2 20500125 FLT
5493003FQV7GR462GO02
2050-01-25
9.266140
1250000.00
1059577.45
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA1 B-2 20490225 FLT
54930047IR7X5WWFY307
2049-02-25
16.266100
1740000.00
1852207.70
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
2700000.00
2196572.10
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SCRT SERIES 2022-2 M 20620425 FLT
2062-04-25
5.000000
6500000.00
4956333.06
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2019-1 M 20580725 FLT
2058-07-25
4.750000
1849900.00
1530898.41
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2019-3 M 20581025 FLT
2058-10-25
4.750000
2360000.00
2016859.28
Private Label Collateralized Mortgage Obligations
FREDDIE SCRT SERIES 2021-1 M 20600925 FLT
2060-09-25
4.250000
6164805.00
4989266.76
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA3 M-2 20420425 FLT
2042-04-25
7.870800
3000000.00
2813166.50
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA3 B-1 20420425 FLT
2042-04-25
9.170800
2750000.00
2520794.99
Private Label Collateralized Mortgage Obligations
FREDDIE SCRT SERIES 2021-2 M 20601125 FLT
2060-11-25
4.250000
1921386.00
1534692.87
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA3 B-2 20490927 FLT
2049-09-27
11.516100
2000000.00
1817108.93
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA2 B-2 20500325 FLT
2050-03-25
11.616100
1000000.00
925574.35
Private Label Collateralized Mortgage Obligations
FHLMC REMIC 2020-HQA3 B-1 20500725 FLT
2050-07-25
9.766140
2704838.00
2765083.96
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA3 B-1 20500627 FLT
2050-06-27
9.116140
1680000.00
1397294.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA3 B-2 20500627 FLT
2050-06-27
13.366100
700000.00
738433.79
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA4 M-2 20420527 FLT
2042-05-27
8.796870
7003427.00
6766968.81
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
8.166140
843000.00
839741.12
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
8.116140
1200000.00
1191978.29
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
9.293570
44455.00
38052.24
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 1M-2 20400227 FLT
2040-02-27
7.666140
10152531.00
9871851.51
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 1B-1 20400227 FLT
2040-02-27
10.766100
11839000.00
10532510.67
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R03 1M-2 20420325 FLT
2042-03-25
7.020800
1647114.00
1618983.12
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R03 1B-1 20420325 FLT
2042-03-25
9.770800
2000000.00
2021744.11
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R03 1B-2 20411226 FLT
2041-12-26
9.020800
8030000.00
6782835.72
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R02 2M-2 20420127 FLT
2042-01-27
6.520800
4812000.00
4406024.39
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R02 2B-1 20420127 FLT
2042-01-27
8.020800
3000000.00
2635842.00
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R02 2B-2 20420127 FLT
2042-01-27
11.170800
13293066.00
11596505.22
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R05 2B-2 20420425 FLT
2042-04-25
10.520800
10800000.00
9739312.80
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R06 2B-1 20390926 FLT
2039-09-26
7.793570
2000000.00
1918334.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA4 B-2 20500825 FLT
2050-08-25
14.016100
2450000.00
2656031.98
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA5 B-1 20501025 FLT
2050-10-25
8.320800
4250000.00
4217724.08
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA6 B-2 20501227 FLT
2050-12-27
9.170800
5200000.00
4332186.16
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA1 B-2 20510125 FLT
2051-01-25
8.270800
3500000.00
2589645.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA1 B-1 20330825 FLT
2033-08-25
6.520800
9000000.00
7365651.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA1 B-2 20330825 FLT
2033-08-25
8.520800
8990267.00
6653457.87
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA3 B-1 20331025 FLT
2033-10-25
7.020800
4000000.00
3543900.44
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA3 B-2 20331025 FLT
2033-10-25
9.770800
10000000.00
8132450.56
Private Label Collateralized Mortgage Obligations
FHLMC STARC 2021-DNA5 B-1 20340125 FLT
2034-01-25
6.570800
1160000.00
1030558.63
Private Label Collateralized Mortgage Obligations
FHLMC STARC 2021-DNA5 B-2 20340125 FLT
2034-01-25
9.020800
2000000.00
1531027.78
Private Label Collateralized Mortgage Obligations
FHLMC STARC REMIC TR 2021-HQA3 B-1 20410925 FLT
2041-09-25
6.870800
3896900.00
3209070.95
Private Label Collateralized Mortgage Obligations
FHLMC STARC REMIC TR 2021-HQA3 B-2 20410925 FLT
2041-09-25
9.770800
10900000.00
8404576.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA7 M-2 20420925 FLT
2042-09-25
10.520800
6000000.00
6248647.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA4 B-2 20411226 FLT
2041-12-26
10.520800
5750000.00
4444325.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2022-DNA2 B-2 20420225 FLT
S6XOOCT0IEG5ABCC6L87
2042-02-25
12.020800
9300000.00
7794325.87
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TRUST 2022-HQA1 B-1 20420325 FLT
2042-03-25
10.520800
10000000.00
9414702.22
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TRUST 2022-HQA1 B-2 20420325 FLT
2042-03-25
14.520800
5750000.00
5055847.22
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R01 1B-1 20411025 FLT
2041-10-25
6.620800
1524000.00
1401254.84
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R02 2B-1 20400125 FLT
2040-01-25
7.016140
5000000.00
4229872.32
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVN SEC 2022-R08 1M-2 20420725 FLT
2042-07-25
7.120800
5831893.00
5605668.04
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R02 2B-1 20420127 FLT
2042-01-27
8.020800
1000000.00
878614.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-1 20480925 FLT
549300BL200YC56BUV20
2048-09-25
7.916140
1090000.00
1075983.11
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA3 B-2 20480925 FLT
549300BL200YC56BUV20
2048-09-25
11.766100
4375000.00
4059493.31
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA2 B-1 20500225 FLT
5493007ZK0X40BI7UF30
2050-02-25
6.516140
885000.00
820106.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 M-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
6.193570
1300000.00
1244854.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR2 B-2 20481125 FLT
5493008J93RJW7PJFN93
2048-11-25
11.443600
5017000.00
4384388.33
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
14.766100
1725000.00
1824207.95
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA3 B-2 20490726 FLT
549300KB1O80CETXGJ21
2049-07-26
12.166100
1000000.00
969189.74
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-HRP1 M-2 20391125 FLT
549300Z5THZ1JXIHVK60
2039-11-25
6.166140
5000000.00
1989437.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-2 20470225 FLT
549300YG8OJES76WL398
2047-02-25
14.516100
6000000.00
6282096.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 B-2 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
9.116140
1000000.00
804040.13
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HRP1 B-2 20490225 FLT
549300RWLR7W4OBRM426
2049-02-25
13.516100
3100000.00
2963048.95
Private Label Collateralized Mortgage Obligations
FREDDIE SCRTT SERIES 2020-3 M 20600525 FLT
2060-05-25
4.250000
2300000.00
1951454.81
Private Label Collateralized Mortgage Obligations
CONNECTICUT AV SEC TR 2022-R09 2M-1 20420925 FLT
2042-09-25
6.046870
1987221.00
1904936.28
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 M-1 20411125 FLT
2041-11-25
4.370800
9000000.00
8315705.04
Private Label Collateralized Mortgage Obligations
CONN AVN SEC TR 2022-R07 1B-2 20420625 FLT
2042-06-25
15.546900
8000000.00
8177722.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT
B1V7KEBTPIMZEU4LTD58
2030-12-26
8.516140
1300000.00
1278558.84
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R02 2B-1 20411125 FLT
B1V7KEBTPIMZEU4LTD58
2041-11-25
6.820800
1086000.00
964133.79
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
B1V7KEBTPIMZEU4LTD58
2029-07-25
9.766140
8910000.00
9578788.24
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
B1V7KEBTPIMZEU4LTD58
2024-05-28
6.616140
23600000.00
8264046.59
Private Label Collateralized Mortgage Obligations
CONN AVN SEC TR 2022-R06 1B-2 20420527 FLT
2042-05-27
14.120800
7500000.00
7318366.67
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R01 1B-2 20411226 FLT
2041-12-26
9.520800
12975341.00
11023425.85
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 B-1 20411125 FLT
S6XOOCT0IEG5ABCC6L87
2041-11-25
7.170800
6853460.00
6173466.17
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R01 2B-1 20310725 FLT
2031-07-25
8.366140
3000000.00
2921285.89
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
15.016100
9870000.00
10507222.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA3 B-1 20300325 FLT
S6XOOCT0IEG5ABCC6L87
2030-03-25
8.466140
11004194.00
11127263.29
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
S6XOOCT0IEG5ABCC6L87
2029-07-25
8.966140
930000.00
955853.35
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
S6XOOCT0IEG5ABCC6L87
2028-09-25
10.366100
3907000.00
1652572.49
Private Label Collateralized Mortgage Obligations
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0391
295000000.00
295000000.00
0.0021
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.970000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0V2DM3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA CONN AVE SECS 2018-C06 1B-1 20310325 FLT
B1V7KEBTPIMZEU4LTD58
2031-03-25
7.766140
5008433.00
4927454.80
Private Label Collateralized Mortgage Obligations
PARK PLACE SECS 2005-WCH1 M-6 20350125 FLT
2035-01-25
5.513570
7235000.00
5391491.42
Asset-Backed Securities
CITIGROUP MTG LN TR 2006-WFHE2 M-3 20360825 FLT
549300R1KUK063S4I339
2036-08-25
4.481140
11859500.00
9711915.36
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-1 B 20331125 FLT
635400RGALHFSPGKCR23
2033-11-25
4.346140
6530000.00
3405157.51
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 B 20330125 FLT
635400VQIBXGEB9ZUC59
2033-01-25
4.406140
3270000.00
1291195.35
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-1 B 20370525 FLT
635400ZLDAQQL4PJBJ98
2037-05-25
4.436140
2085000.00
685754.69
Asset-Backed Securities
VNTURE XXIII CLO LTD 2016-23R2 D-2-R2 20340719 FLT
549300BWBX8PTZD3W768
2034-07-19
9.296570
334672.00
313198.11
Asset-Backed Securities
MASTR ABS TR 2006-HE1 M-2 20360125 FLT
2036-01-25
4.613570
15235000.00
10431974.31
Asset-Backed Securities
ML MTG INVESTORS 2005-FM1 M-2 20360525 FLT
2036-05-25
4.913570
14049900.00
11005995.35
Asset-Backed Securities
NATIONSTAR HEQ LN TR 2007-C M-1 20370625 FLT
2037-06-25
4.293570
7511000.00
6116938.34
Asset-Backed Securities
NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT
2035-11-25
4.658570
7542535.00
3096458.87
Asset-Backed Securities
NOVASTAR HEQ LN TR 2005-3 M-4 20360125 FLT
2036-01-25
4.901140
6300000.00
5235449.73
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-1 M5 20350225 FLT
2035-02-25
5.543570
4100000.00
2864964.96
Asset-Backed Securities
PEOPLES CHOICE HM LN 2005-3 M4 20350825 FLT
2035-08-25
5.093570
8187000.00
5305417.03
Asset-Backed Securities
POPULAR ABS 2006-A M-3 20360225 FLT
2036-02-25
5.078570
3600000.00
2519936.96
Asset-Backed Securities
RADNOR RE LTD 2021-2 M-2 20311125 FLT
2031-11-25
8.546870
59070000.00
51607336.34
Asset-Backed Securities
RENAISSANCE HEQ 2005-3 M-1 20351125 FLT
2035-11-25
5.256000
4050000.00
1508591.12
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT
2037-02-25
4.273570
74737000.00
41536966.99
Asset-Backed Securities
US AIRWAYS PT TRUST 2013-1 A 20270515 3.9
2027-05-15
3.950000
1000.00
398.91
Asset-Backed Securities
US AIRWAYS PT TRUST 2013-1 A 20270515 3.9
2027-05-15
3.950000
191000.00
76191.46
Asset-Backed Securities
WELLS FARGO HEQ 2005-2 M-11 20340925 FLT
2034-09-25
7.793570
2016000.00
1799512.73
Asset-Backed Securities
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
6.213000
2714000.00
914039.47
Asset-Backed Securities
AAMES MTG TR 2004-1 M7 20350125 FLT
2035-01-25
6.743570
5499900.00
3650968.96
Asset-Backed Securities
AAMES MTG TR 2004-1 M7 20350125 FLT
2035-01-25
6.743570
2000000.00
1327649.21
Asset-Backed Securities
ACCREDITED MTG LN TR 2007-1 M-3 20370225 FLT
2037-02-25
4.333570
12152000.00
8941185.01
Asset-Backed Securities
ACE SECS HEQ 2005-HE5 M-5 20350825 FLT
2035-08-25
5.003570
6375000.00
3546650.34
Asset-Backed Securities
ACE SECS HEQ 2005-SD3 M-2 20450825 FLT
2045-08-25
6.293570
2182000.00
1600047.74
Asset-Backed Securities
AIR CANADA 2020-1 C 20260715 10.
2026-07-15
10.500000
13651000.00
14377205.90
Asset-Backed Securities
AMER AIRLINES PT TR 2014-1 A 20280401 3.7
2028-04-01
3.700000
3431000.00
1694950.48
Asset-Backed Securities
ASSET BACKED FDG 2005-HE1 M-4 20350325 FLT
2035-03-25
5.048570
16231640.00
2843663.00
Asset-Backed Securities
ASSET BACKED FDG 2005-HE1 M-5 20350325 FLT
2035-03-25
5.093570
24649389.00
4208323.95
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE3 I-A-4 20370427 FLT
2037-04-27
4.393570
3402973.00
2781841.31
Asset-Backed Securities
BEAR STEARNS ABS TR 2006-PC1 M-4 20351225 FLT
2035-12-25
4.988570
13230000.00
11140984.26
Asset-Backed Securities
BEAR STEARNS ABS TR 2006-HE3 M-2 20360425 FLT
2036-04-25
4.613570
12470400.00
11131727.18
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-2 M-1 20370525 FLT
2037-05-25
4.693570
3650000.00
2169214.62
Asset-Backed Securities
BRAVO MTG ASSET TR 2006-1 M-2 20360725 FLT
2036-07-25
4.691140
61952000.00
7874233.73
Asset-Backed Securities
C-BASS ABS LLC 2004-CB4 M-2 20340625 FLT
2034-06-25
6.767000
4300000.00
586564.14
Asset-Backed Securities
CSMC TR 2020-RPL3 A-1 20600325 FLT
2060-03-25
2.691000
1844795.00
1150887.83
Asset-Backed Securities
CWABS INC 2006-22 2-A-4 20350625 FLT
2035-06-25
4.263570
347446.00
224042.56
Asset-Backed Securities
CWABS INC 2005-13 MV-3 20360225 FLT
2036-02-25
4.778570
17000000.00
13971631.74
Asset-Backed Securities
CWABS INC 2006-2 M-3 20360425 FLT
2036-04-25
4.703570
3100000.00
2102678.69
Asset-Backed Securities
CWABS INC 2005-3 MV-8 20350425 FLT
2035-04-25
6.143570
3531000.00
2450543.59
Asset-Backed Securities
CWABS INC 2004-8 M-5 20341025 FLT
2034-10-25
6.068570
4312000.00
427899.52
Asset-Backed Securities
AAMES MTG TR 2005-2 M6 20350725 FLT
2035-07-25
5.123570
3796000.00
2624025.26
Asset-Backed Securities
CWABS INC 2004-12 MV-6 20350225 FLT
2035-02-25
5.843570
13500000.00
10463348.31
Asset-Backed Securities
CWABS INC 2005-1 MF-4 20350425 FLT
2035-04-25
5.654000
4000000.00
2328574.97
Asset-Backed Securities
CWABS INC 2005-1 MV-8 20350325 FLT
2035-03-25
6.143570
4000000.00
2786088.86
Asset-Backed Securities
CWABS INC 2007-3 2-A-4 20350925 FLT
2035-09-25
4.363570
5902110.00
3500965.33
Asset-Backed Securities
CITIGROUP MTG LN TR 2019-RP1 B-5 20660125 FLT
2066-01-25
4.000000
2775533.00
939486.02
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 2B-1 20400227 FLT
2040-02-27
10.616100
24315846.00
21633795.15
Private Label Collateralized Mortgage Obligations
CONSECO MANU HSG PT 2002-2 M-2 20330301 FLT
2033-03-01
9.163000
7300000.00
4863358.99
Asset-Backed Securities
CWABS INC 2007-10 2-M-1 20361125 FLT
2036-11-25
4.303570
15432864.00
10877639.04
Asset-Backed Securities
WAMU MTG CERT 2005-AR2 B-1 20450125 FLT
2045-01-25
4.838570
13325696.00
3915121.55
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR6 II-A-1 20360725 FLT
2036-07-25
4.423570
975370.00
104202.65
Private Label Collateralized Mortgage Obligations
OPTION ONE MTG LN TR 2005-1 M-2 20350225 FLT
2035-02-25
4.853570
8800000.00
1720916.39
Asset-Backed Securities
METAL 2017-1 LTD B 20421015 6.5
2042-10-15
6.500000
10000000.00
756412.35
Asset-Backed Securities
JP MORGAN MTG ACQ 2007-CH1 MF-1 20361125 FLT
2036-11-25
4.599640
1826000.00
1780474.65
Asset-Backed Securities
FIRST FRANKLIN MTG 2005-FF6 M-4 20360525 FLT
2036-05-25
5.018570
2909812.00
1883895.58
Asset-Backed Securities
GSAMP TRUST 2005-AHL2 M-1 20351225 FLT
2035-12-25
4.703570
12600000.00
4962182.52
Asset-Backed Securities
GSAMP TRUST 2006-HE4 M-1 20360625 FLT
2036-06-25
4.493570
7435000.00
5793172.60
Asset-Backed Securities
GLS AUTO REC TR 2022-1 E 20290515 5.6
2029-05-15
5.640000
3640000.00
3250006.76
Asset-Backed Securities
ALTICE FRANCE S A SR SEC GLBL 27
5493001ZMCICV4N02J21
2027-02-01
8.125000
2038000.00
1992588.55
Corporate Debt Securities
RADNOR RE LTD 2019-1 M-2 20290226 FLT
254900JBDDKUTX6TX151
2029-02-26
7.216140
42786030.00
40606648.33
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
7.343570
61670000.00
58827256.00
Asset-Backed Securities
HOME RE LTD 2018-1 M-2 20281025 FLT
254900E6IUAJSN9WD709
2028-10-25
7.043570
16812835.00
14291829.08
Asset-Backed Securities
SHACKLETON CLO LTD 2017-X E 20290420 FLT
549300IM8C0HSUTXDD32
2029-04-20
10.457600
1250000.00
1029375.01
Asset-Backed Securities
ROLLS ROYCE PLC FR 5.75%101527
X57JK1U580XATGR67572
2027-10-15
5.750000
5536000.00
5285150.00
Corporate Debt Securities
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0397
412000000.00
412000000.00
0.0029
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.800000%
ZBUT11V806EZRVTWT807
0000782124
ARP0V2DO9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CQ2337 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1682386.00
1500179.49
Agency Mortgage-Backed Securities
GNMI SF AU3366 X
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
684850.00
24342.16
Agency Mortgage-Backed Securities
GNII SF 003359 M
549300M8ZYFG0OCMTT87
2033-03-20
5.000000
1195000.00
16921.12
Agency Mortgage-Backed Securities
GNII SF 004291 M
549300M8ZYFG0OCMTT87
2038-11-20
6.000000
474524.00
7261.70
Agency Mortgage-Backed Securities
GNII SF 005115 M
549300M8ZYFG0OCMTT87
2041-07-20
4.500000
336210000.00
20090342.69
Agency Mortgage-Backed Securities
GNMI SF 735348 X
549300M8ZYFG0OCMTT87
2040-02-15
4.500000
500000.00
12662.24
Agency Mortgage-Backed Securities
GNII SP 784152 M
549300M8ZYFG0OCMTT87
2029-11-20
6.500000
2000000.00
519726.89
Agency Mortgage-Backed Securities
GNMI SF 697851 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
4027705.00
28081.51
Agency Mortgage-Backed Securities
GNII RG CP9353 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
5743432.00
5295118.51
Agency Mortgage-Backed Securities
GNII RG CQ0384 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
1287986.00
1187777.66
Agency Mortgage-Backed Securities
GNII RG CQ1530 C
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
1821556.00
1734863.08
Agency Mortgage-Backed Securities
GNII SF MA4840 M
549300M8ZYFG0OCMTT87
2047-11-20
5.000000
810000.00
127241.26
Agency Mortgage-Backed Securities
GNII SF MA5018 M
549300M8ZYFG0OCMTT87
2048-02-20
3.000000
118771.00
22435.38
Agency Mortgage-Backed Securities
GNII JM MA5458 M
549300M8ZYFG0OCMTT87
2048-09-20
4.500000
1143236.00
45809.47
Agency Mortgage-Backed Securities
GNII JM MA5584 M
549300M8ZYFG0OCMTT87
2048-10-20
3.500000
474147.00
22766.90
Agency Mortgage-Backed Securities
GNII SF MA5744 M
549300M8ZYFG0OCMTT87
2031-10-20
7.000000
377812.00
105457.45
Agency Mortgage-Backed Securities
GNII SF CP2216 C
549300M8ZYFG0OCMTT87
2052-08-20
4.000000
1296298.00
1234987.25
Agency Mortgage-Backed Securities
GNII SF CP8761 C
549300M8ZYFG0OCMTT87
2052-09-20
3.500000
1097824.00
980305.95
Agency Mortgage-Backed Securities
GNII SF BE9379 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
2530852.00
284418.60
Agency Mortgage-Backed Securities
GNMI SF BP7268 X
549300M8ZYFG0OCMTT87
2049-09-15
2.500000
650221.00
323111.71
Agency Mortgage-Backed Securities
GNMI SF BS5065 X
549300M8ZYFG0OCMTT87
2050-02-15
3.500000
1635346.00
391692.09
Agency Mortgage-Backed Securities
GNII SF BT9614 C
549300M8ZYFG0OCMTT87
2050-04-20
3.000000
10049584.00
5797899.64
Agency Mortgage-Backed Securities
GNII SF BW8882 C
549300M8ZYFG0OCMTT87
2034-01-20
7.000000
2868000.00
2050941.08
Agency Mortgage-Backed Securities
GNII SF BZ4350 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
6238288.00
5248281.98
Agency Mortgage-Backed Securities
GNII SF BZ4615 C
549300M8ZYFG0OCMTT87
2039-01-20
6.500000
2573256.00
1127829.21
Agency Mortgage-Backed Securities
GNPL PN CC7501
549300M8ZYFG0OCMTT87
2049-03-15
3.130000
1449900.00
1278539.22
Agency Mortgage-Backed Securities
GNII RG CH5841 C
549300M8ZYFG0OCMTT87
2050-01-20
5.500000
4626768.00
3147330.99
Agency Mortgage-Backed Securities
GNII SF CI8701 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
1561654.00
1322570.81
Agency Mortgage-Backed Securities
GNCL CL CJ1928
549300M8ZYFG0OCMTT87
2064-05-15
2.700000
2815208.00
2399168.12
Agency Mortgage-Backed Securities
GNII SF CJ2128 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
1199882.00
835585.88
Agency Mortgage-Backed Securities
GNII RG CJ5428 C
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
4147792.00
2992850.79
Agency Mortgage-Backed Securities
GNII RG CK7830 C
549300M8ZYFG0OCMTT87
2043-05-20
3.000000
1266678.00
1099866.31
Agency Mortgage-Backed Securities
GNPL LM CL5335
549300M8ZYFG0OCMTT87
2060-10-15
3.540000
9161984.00
8409494.07
Agency Mortgage-Backed Securities
GNMI SF CL6189 X
549300M8ZYFG0OCMTT87
2052-03-15
4.000000
7322256.00
6583254.68
Agency Mortgage-Backed Securities
GNPL PN CL9157
549300M8ZYFG0OCMTT87
2057-06-15
3.250000
7002272.00
6294111.54
Agency Mortgage-Backed Securities
GNII SF CM2058 C
549300M8ZYFG0OCMTT87
2052-05-20
3.000000
2447956.00
1622649.97
Agency Mortgage-Backed Securities
GNII SF CM9480 C
549300M8ZYFG0OCMTT87
2052-06-20
3.500000
7715768.00
6865373.09
Agency Mortgage-Backed Securities
GNII SF CN0075 C
549300M8ZYFG0OCMTT87
2052-08-20
4.000000
4376280.00
4067693.81
Agency Mortgage-Backed Securities
GNII RG CN0927 C
549300M8ZYFG0OCMTT87
2036-01-20
5.500000
1026520.00
898895.56
Agency Mortgage-Backed Securities
GNII RG CN0928 C
549300M8ZYFG0OCMTT87
2039-02-20
6.000000
2087356.00
2038840.63
Agency Mortgage-Backed Securities
GNII RG CN0949 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
2511772.00
2246595.35
Agency Mortgage-Backed Securities
GNII RG CQ3798 C
549300M8ZYFG0OCMTT87
2035-11-20
5.500000
1174464.00
1216034.33
Agency Mortgage-Backed Securities
GNII SF MA8396 M
549300M8ZYFG0OCMTT87
2037-11-20
4.000000
146017.00
141763.27
Agency Mortgage-Backed Securities
GNII SF CP4080 C
549300M8ZYFG0OCMTT87
2052-08-20
3.500000
1072976.00
956733.26
Agency Mortgage-Backed Securities
GNPL PN CG6819
549300M8ZYFG0OCMTT87
2057-06-15
3.060000
4410000.00
3912259.23
Agency Mortgage-Backed Securities
GNPL LM CL5339
549300M8ZYFG0OCMTT87
2039-12-15
3.190000
1018170.00
910531.98
Agency Mortgage-Backed Securities
GNPL PN CL5341
549300M8ZYFG0OCMTT87
2057-07-15
3.150000
1929614.00
1724461.30
Agency Mortgage-Backed Securities
GNII RG CL8546 C
549300M8ZYFG0OCMTT87
2046-08-20
4.000000
3940964.00
3379304.99
Agency Mortgage-Backed Securities
GNII SF CM2070 C
549300M8ZYFG0OCMTT87
2052-05-20
4.000000
2330228.00
2204258.36
Agency Mortgage-Backed Securities
GNII RG CP9350 C
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
8127216.00
7246919.39
Agency Mortgage-Backed Securities
FNMS 05.500 CZ918649
B1V7KEBTPIMZEU4LTD58
2047-06-01
5.500000
6709656.00
126105.91
Agency Mortgage-Backed Securities
FNMS 08.500 CL995666
B1V7KEBTPIMZEU4LTD58
2037-12-01
8.500000
6164592.00
398877.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAA5223
B1V7KEBTPIMZEU4LTD58
2039-03-01
4.000000
348098.00
10642.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5366
B1V7KEBTPIMZEU4LTD58
2042-06-01
3.500000
44930000.00
10404753.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5493
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
64801152.00
14050908.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6934
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
100000.00
22747.84
Agency Mortgage-Backed Securities
FNMS 03.000 CVAB9413
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
10072000.00
1391130.63
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB9466
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.500000
100000000.00
23123316.51
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0140
B1V7KEBTPIMZEU4LTD58
2029-08-01
4.500000
380958.00
10940.71
Agency Mortgage-Backed Securities
FNMS 05.000 CQMA0633
B1V7KEBTPIMZEU4LTD58
2040-12-01
5.000000
1500000.00
92448.87
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA1436
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
100000.00
18744.48
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1629
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
600000.00
123500.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2683
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
1001000.00
126718.40
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2141
B1V7KEBTPIMZEU4LTD58
2035-01-01
4.000000
4500000.00
838049.72
Agency Mortgage-Backed Securities
FNMS 03.500 CWMA2454
B1V7KEBTPIMZEU4LTD58
2030-09-01
3.500000
976584.00
218645.75
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA2721
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.000000
336953.00
106488.51
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA2845
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.000000
118000.00
32993.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2863
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
2615000.00
647435.77
Agency Mortgage-Backed Securities
FNMS 04.000 CKMA3000
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
15000000.00
1233211.81
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA3302
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
2110544.00
1148794.22
Agency Mortgage-Backed Securities
FNMS 03.000 CJMA3325
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.000000
895000.00
82627.48
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3348
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
75000.00
6966.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3356
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
75600000.00
11389722.12
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4382
B1V7KEBTPIMZEU4LTD58
2036-07-01
1.500000
10765000.00
7942907.65
Agency Mortgage-Backed Securities
FNMS 02.000 CKMA4489
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
8000000.00
6001618.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
303096832.00
34922200.98
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3738
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.000000
53000.00
8534.25
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3831
B1V7KEBTPIMZEU4LTD58
2039-11-01
3.000000
371236.00
73210.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4020
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
31980.00
10191.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4026
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
1072244.00
286112.37
Agency Mortgage-Backed Securities
FNMS 02.500 CKMA4057
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
3000000.00
789410.43
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4152
B1V7KEBTPIMZEU4LTD58
2040-10-01
2.000000
1310000.00
800390.72
Agency Mortgage-Backed Securities
FNMS 02.000 CKMA4191
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
1000000.00
626546.12
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4254
B1V7KEBTPIMZEU4LTD58
2051-02-01
1.500000
10000000.00
6767008.07
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4364
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.000000
6574000.00
4882415.40
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4355
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
101000.00
73691.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4565
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
56000.00
47686.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA4656
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
7195192.00
6762224.81
Agency Mortgage-Backed Securities
FNMS 02.500 CNMA4636
B1V7KEBTPIMZEU4LTD58
2032-06-01
2.500000
453730.00
393685.05
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA4722
B1V7KEBTPIMZEU4LTD58
2032-09-01
3.500000
778174.00
710689.39
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA4778
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
7280392.00
6673015.07
Agency Mortgage-Backed Securities
FNMS 02.000 CTFM9359
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.000000
325667.00
244694.69
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9441
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
194867456.00
143764404.08
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0211
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
443494.00
341178.75
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0424
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
300000.00
242139.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0596
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
553801.00
428807.65
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0613
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
20000000.00
15760937.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1184
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
31359712.00
27481887.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1207
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
400000.00
352282.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS2409
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
79501.00
79020.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2496
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
4500000.00
4242910.16
Agency Mortgage-Backed Securities
FNMS 03.000 CTFS2980
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.000000
33370300.00
29713818.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3158
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
57376384.00
55752089.16
Agency Mortgage-Backed Securities
FNMS 06.000 CL889579
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
43170000.00
380737.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8843
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
2241184.00
2112200.15
Agency Mortgage-Backed Securities
FNMS 03.500 CQAQ7083
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
200000.00
42438.47
Agency Mortgage-Backed Securities
FNMS 03.000 CRAQ7306
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
100000.00
22648.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ9317
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.000000
55166.00
13208.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ9292
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
115000.00
24135.66
Agency Mortgage-Backed Securities
FNMS 03.000 CTAR4438
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
3030916.00
725240.40
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS0768
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
96600.00
9163.18
Agency Mortgage-Backed Securities
FNMS 04.000 CRAS0379
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
96857.00
19538.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS1111
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
17600000.00
3790364.71
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS4916
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.000000
1000000.00
141360.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
2900000.00
362900.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS7414
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
425000.00
48530.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS7568
B1V7KEBTPIMZEU4LTD58
2046-07-01
4.500000
207000.00
24642.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7590
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
48495744.00
11870957.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8157
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.500000
232000.00
43490.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8142
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
300000.00
65060.26
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS8251
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
414000.00
119933.37
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS8291
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
42000.00
11289.20
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8483
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
984837.00
241708.20
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU8125
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.775000
112322.00
71004.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV9103
B1V7KEBTPIMZEU4LTD58
2044-03-01
5.000000
1014146.00
221548.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLAY0338
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.500000
1369436.00
196580.76
Agency Mortgage-Backed Securities
FNMS 04.000 CAAY0382
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
73706.00
11869.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLAZ6718
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
1059924.00
443647.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0997
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
150374912.00
114713921.39
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1310
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
4598920.00
3471638.85
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1409
B1V7KEBTPIMZEU4LTD58
2051-08-01
3.000000
25000000.00
20841894.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1816
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
8300336.00
6679477.87
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2165
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
680724.00
551060.62
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2283
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
84297984.00
65268886.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3128
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
43813696.00
37387978.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3183
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
26826400.00
20834211.45
Agency Mortgage-Backed Securities
FNMS 05.000 CLAJ2588
B1V7KEBTPIMZEU4LTD58
2042-04-01
5.000000
1599916.00
111144.41
Agency Mortgage-Backed Securities
FNMS 03.500 CKAK4038
B1V7KEBTPIMZEU4LTD58
2042-02-01
3.500000
692000.00
44541.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0775
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
31000000.00
1424222.56
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL1308
B1V7KEBTPIMZEU4LTD58
2039-05-01
6.500000
1471100.00
37664.09
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL2136
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
26500000.00
3643444.90
Agency Mortgage-Backed Securities
FNMS 02.500 CTAL2976
B1V7KEBTPIMZEU4LTD58
2033-01-01
2.500000
276000.00
57684.63
Agency Mortgage-Backed Securities
FNMS 04.500 CRAL4741
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.500000
300000.00
55418.90
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB4854
B1V7KEBTPIMZEU4LTD58
2052-10-01
6.000000
3498812.00
3618613.43
Agency Mortgage-Backed Securities
FNMS 04.500 CTFM1462
B1V7KEBTPIMZEU4LTD58
2039-08-01
4.500000
1250000.00
571885.90
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1609
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
394367.00
155935.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM2170
B1V7KEBTPIMZEU4LTD58
2049-11-01
4.000000
232936448.00
90171000.69
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM2303
B1V7KEBTPIMZEU4LTD58
2049-12-01
5.000000
26105376.00
5218816.01
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM3571
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.000000
26000.00
10968.77
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4322
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
850000.00
282601.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM4543
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
16000000.00
4655434.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM7599
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.500000
8851000.00
3933501.80
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8579
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
119000.00
91033.64
Agency Mortgage-Backed Securities
FNMS 05.000 CTFM9892
B1V7KEBTPIMZEU4LTD58
2031-09-01
5.000000
1195928.00
572718.83
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9195
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
49980000.00
38972513.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD0038
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.000000
18387000.00
540309.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD1045
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
64753000.00
3337449.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD3808
B1V7KEBTPIMZEU4LTD58
2040-04-01
4.500000
248764000.00
7297126.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0630
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
55535000.00
2644974.87
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9049
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
1811446.00
1757557.29
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9916
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
61649600.00
61209950.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0388
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
202254080.00
195797502.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1316
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
3054160.00
3132701.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1979
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1863058.00
1903304.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7215
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
2482232.00
2424823.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7319
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
19925664.00
19908264.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW7354
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
9527504.00
8969576.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8178
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
2056272.00
1995554.65
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8682
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1033896.00
1025506.23
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8787
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1073654.00
1069733.61
Agency Mortgage-Backed Securities
FNMS 05.500 CL725424
B1V7KEBTPIMZEU4LTD58
2034-04-01
5.500000
5420690.00
57107.47
Agency Mortgage-Backed Securities
FNMS 05.000 CL735925
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
604800.00
9259.91
Agency Mortgage-Backed Securities
FNMS 05.500 CL735997
B1V7KEBTPIMZEU4LTD58
2035-11-01
5.500000
3270000.00
44581.42
Agency Mortgage-Backed Securities
FNMS 05.500 CL741885
B1V7KEBTPIMZEU4LTD58
2033-10-01
5.500000
1000000.00
31805.02
Agency Mortgage-Backed Securities
FNMS 05.500 CL745418
B1V7KEBTPIMZEU4LTD58
2036-04-01
5.500000
450000.00
5542.35
Agency Mortgage-Backed Securities
FNMS 07.500 K0745557
B1V7KEBTPIMZEU4LTD58
2034-10-01
7.500000
960000.00
27331.57
Agency Mortgage-Backed Securities
FNMS 07.000 GO767862
B1V7KEBTPIMZEU4LTD58
2032-10-01
7.000000
3000000.00
33889.62
Agency Mortgage-Backed Securities
FNMS 05.500 CL829814
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
1794040.00
70747.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9973
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1850000.00
208269.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT0654
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
55066.00
18086.52
Agency Mortgage-Backed Securities
FNMS 02.775 CLAT8825
B1V7KEBTPIMZEU4LTD58
2043-04-01
2.775000
56062.00
33345.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAT9653
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
300000.00
78477.11
Agency Mortgage-Backed Securities
FNMS 03.500 CTAU0710
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
2020484.00
519090.38
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU0994
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.500000
8117400.00
999814.94
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU1577
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.775000
403725.00
69222.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU1628
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
975000.00
209655.03
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3694
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1279214.00
1282158.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3877
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
4783928.00
4443898.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW4129
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1025004.00
1027269.75
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW4774
B1V7KEBTPIMZEU4LTD58
2052-07-01
6.000000
1557030.00
1604922.73
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW4777
B1V7KEBTPIMZEU4LTD58
2052-07-01
6.000000
4404504.00
4498475.34
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW6298
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
23269280.00
22076875.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5806
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
540955.00
523801.99
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW5942
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
2206080.00
2229509.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6337
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
18231648.00
17135810.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
140496640.00
43094432.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0392
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
600000.00
62803.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0696
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
950000.00
113527.28
Agency Mortgage-Backed Securities
FNMS 07.500 CL882043
B1V7KEBTPIMZEU4LTD58
2036-05-01
7.500000
1421790.00
16629.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA1284
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1033072.00
316865.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0870
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
10999000.00
1735234.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC3388
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
719161.00
80491.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC5345
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
116000.00
23097.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD8226
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.500000
1016470.00
398426.98
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH0304
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
150000.00
11103.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2623
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
1750000.00
308958.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3398
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
2701208.00
1121188.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4004
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1525000.00
240334.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH4095
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
677000.00
119429.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9277
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
180000.00
36121.41
Agency Mortgage-Backed Securities
FNMS 03.000 CIBJ0664
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.000000
6375000.00
2042860.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ4572
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
299999.00
86733.18
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ8978
B1V7KEBTPIMZEU4LTD58
2033-05-01
4.000000
1046310.00
242749.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ8271
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
50000.00
16429.71
Agency Mortgage-Backed Securities
FNMS 06.000 CLBJ8693
B1V7KEBTPIMZEU4LTD58
2049-02-01
6.000000
1339318.00
426674.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9264
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
3204000.00
1392275.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK1184
B1V7KEBTPIMZEU4LTD58
2050-03-01
5.000000
2142808.00
635926.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2016
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
23000000.00
2010054.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK2189
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
1540294.00
640626.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE1829
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
1308290.00
360040.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2975
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
12591552.00
2985672.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE3157
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.500000
1064550.00
476057.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE6657
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
2251820.00
988129.25
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0091
B1V7KEBTPIMZEU4LTD58
2056-05-01
3.500000
5872792.00
2382406.56
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0093
B1V7KEBTPIMZEU4LTD58
2056-05-01
3.500000
2000000.00
662258.68
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0104
B1V7KEBTPIMZEU4LTD58
2056-02-01
4.000000
200000.00
77253.02
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0144
B1V7KEBTPIMZEU4LTD58
2056-10-01
3.500000
6186960.00
2616792.30
Agency Mortgage-Backed Securities
FNMS 04.500 I4BF0185
B1V7KEBTPIMZEU4LTD58
2056-11-01
4.500000
2458936.00
1175776.77
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0191
B1V7KEBTPIMZEU4LTD58
2057-06-01
4.000000
950000.00
355562.63
Agency Mortgage-Backed Securities
FNMS 05.000 I3BF0163
B1V7KEBTPIMZEU4LTD58
2046-11-01
5.000000
200000.00
50191.09
Agency Mortgage-Backed Securities
FNMS 03.500 U3BF0196
B1V7KEBTPIMZEU4LTD58
2041-02-01
3.500000
325000.00
100919.70
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0334
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.500000
1200000.00
537344.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT3318
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.500000
11705856.00
8739986.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT4540
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
1945176.00
1581134.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5807
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.500000
42000.00
7745.05
Agency Mortgage-Backed Securities
FNMS 03.500 CKBM6504
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
28914176.00
11726543.07
Agency Mortgage-Backed Securities
FNMS 04.500 CQBM7046
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
26757184.00
25238487.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0874
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
18790020.00
1862061.79
Agency Mortgage-Backed Securities
FNMS 06.000 CL868936
B1V7KEBTPIMZEU4LTD58
2036-05-01
6.000000
9300000.00
98078.94
Agency Mortgage-Backed Securities
FNMS 07.500 CL882035
B1V7KEBTPIMZEU4LTD58
2036-05-01
7.500000
701797.00
32301.46
Agency Mortgage-Backed Securities
FNMS 05.000 PLAL5055
B1V7KEBTPIMZEU4LTD58
2040-06-01
5.000000
3088740.00
214266.41
Agency Mortgage-Backed Securities
FNMS 07.000 CLAL5243
B1V7KEBTPIMZEU4LTD58
2040-01-01
7.000000
4100000.00
873464.66
Agency Mortgage-Backed Securities
FNMS 05.000 CRAL5942
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
155085.00
33413.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6924
B1V7KEBTPIMZEU4LTD58
2045-01-01
4.000000
51700928.00
13980162.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9424
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
25000.00
6667.49
Agency Mortgage-Backed Securities
FNMS 03.500 CQCA0722
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
2711456.00
1404892.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1563
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
46036736.00
4960114.61
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
18000000.00
4105414.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2493
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
250000.00
30370.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3225
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
62000.00
7932.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4108
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
12635000.00
6100803.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA4688
B1V7KEBTPIMZEU4LTD58
2048-10-01
5.000000
5430056.00
2836398.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6256
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
500000.00
324994.75
Agency Mortgage-Backed Securities
FNMS 03.000 CICA5919
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
390000.00
193995.54
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5967
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
24128256.00
14184313.90
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6359
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
528462.00
344399.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6423
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
61000.00
21431.63
Agency Mortgage-Backed Securities
FNMS 07.000 CLAL8984
B1V7KEBTPIMZEU4LTD58
2039-03-01
7.000000
8300000.00
2523991.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8747
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.500000
800000.00
227152.65
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO3533
B1V7KEBTPIMZEU4LTD58
2032-06-01
3.500000
1480706.00
200633.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO7447
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1508028.00
347975.54
Agency Mortgage-Backed Securities
FNMS 04.000 CRAO9776
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
13339776.00
992265.28
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ2929
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
187000.00
31054.41
Agency Mortgage-Backed Securities
FNMS 03.500 CQAQ5369
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
200000.00
29084.47
Agency Mortgage-Backed Securities
FNMS 03.000 CLAQ5175
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.000000
650000.00
109089.87
Agency Mortgage-Backed Securities
FNMS 05.500 CL555592
B1V7KEBTPIMZEU4LTD58
2033-07-01
5.500000
1200000.00
9013.72
Agency Mortgage-Backed Securities
FNMS 06.500 CL615088
B1V7KEBTPIMZEU4LTD58
2032-01-01
6.500000
2046076.00
5525.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH5583
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
145000.00
6792.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI9740
B1V7KEBTPIMZEU4LTD58
2041-08-01
4.500000
1520000.00
108275.05
Agency Mortgage-Backed Securities
FNMS 02.000 CTCA9014
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.000000
13192192.00
9488532.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT7102
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
3005984.00
2534024.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLBT8308
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
158328480.00
149716155.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU0490
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1204554.00
1006617.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU5917
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
40000000.00
31792659.35
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV0150
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
1014664.00
826540.48
Agency Mortgage-Backed Securities
FNMS 02.000 CTBV2186
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.000000
9000000.00
7228826.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV5389
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
900000.00
764600.13
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV8500
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.500000
14662336.00
12114446.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV8532
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
5063128.00
4244449.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1954
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
566289.00
542258.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW2349
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
3603550.00
3379341.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU3038
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
2328928.00
396963.52
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU4817
B1V7KEBTPIMZEU4LTD58
2043-07-01
2.775000
496600.00
110058.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU6428
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
4484960.00
672342.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBQ3961
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1586628.00
1223703.83
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ6334
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
15717.00
10357.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBQ6630
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.500000
570299.00
273587.13
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ6858
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
520099.00
407032.03
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR0948
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1533064.00
1111864.03
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR4390
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
2000000.00
1434312.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR4094
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
260000.00
182132.65
Agency Mortgage-Backed Securities
FNMS 02.000 REBT2267
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
2148700.00
1743321.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8947
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
1400000.00
348008.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8668
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
7935000.00
2789412.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8758
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
2128320.00
1210038.19
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP5878
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
1950000.00
1040148.68
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP7835
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
5099888.00
3288529.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP8608
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
20000.00
10041.82
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP9658
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.000000
4153640.00
2347870.55
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ0697
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
21893.00
12482.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1810
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.500000
2639428.00
290778.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN4860
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
1504654.00
589118.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6594
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
44000.00
8169.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6677
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
625000.00
122909.51
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6789
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
2383340.00
1017210.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO0800
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1031560.00
557265.48
Agency Mortgage-Backed Securities
FNMS 03.000 REBO0316
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.000000
200000.00
24886.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO2252
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
900000.00
360827.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3189
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
5272168.00
1254790.16
Agency Mortgage-Backed Securities
FNMS 06.500 CLBM1885
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.500000
14076192.00
4821678.73
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3175
B1V7KEBTPIMZEU4LTD58
2032-05-01
3.500000
2389552.00
436249.35
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3417
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.500000
6000000.00
1367635.76
Agency Mortgage-Backed Securities
FNMS 05.000 CTBM3905
B1V7KEBTPIMZEU4LTD58
2031-08-01
5.000000
8549472.00
949960.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5137
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.500000
93309000.00
33580095.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5261
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
675000.00
130959.74
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF2375
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
3338360.00
3148862.06
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF2361
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
5694104.00
5361112.12
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF2411
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
1644160.00
1550394.59
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3539
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
1875736.00
1824012.58
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3573
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
5215872.00
5309218.14
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3119
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
4024448.00
3908982.56
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3121
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
3649868.00
3543003.51
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3212
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
4018800.00
3912454.51
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3654
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
1538900.00
1572147.25
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF3758
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
1026382.00
999413.81
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF3791
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.000000
8143840.00
8125359.82
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN9875
S6XOOCT0IEG5ABCC6L87
2037-03-01
2.000000
6719424.00
5557516.18
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN9250
S6XOOCT0IEG5ABCC6L87
2037-01-01
2.500000
592247.00
444926.87
Agency Mortgage-Backed Securities
FEPC 01.500 CNQS0124
S6XOOCT0IEG5ABCC6L87
2030-11-01
1.500000
1018188.00
627239.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1584
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
140000.00
58580.59
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA2310
S6XOOCT0IEG5ABCC6L87
2050-03-01
4.000000
638838.00
214355.54
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6621
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
42000.00
33810.80
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7380
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
33000.00
29391.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA7749
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.500000
133820.00
121374.50
Agency Mortgage-Backed Securities
FEPC 03.500 CIQO0488
S6XOOCT0IEG5ABCC6L87
2037-06-01
3.500000
24288.00
21540.76
Agency Mortgage-Backed Securities
FEPC 03.500 CIQO0970
S6XOOCT0IEG5ABCC6L87
2037-10-01
3.500000
529280.00
505165.85
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0098
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
15000.00
7372.04
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB5799
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
113000.00
63482.60
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7710
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
400000.00
245170.19
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB8910
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
253115.00
177927.35
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB9057
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
100000.00
67072.78
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC0978
S6XOOCT0IEG5ABCC6L87
2051-04-01
3.000000
2253172.00
1650965.77
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC1938
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1059888.00
843819.50
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC4824
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
100000.00
78004.74
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC9802
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
2174704.00
1412755.61
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9071
S6XOOCT0IEG5ABCC6L87
2032-11-01
3.000000
75000.00
23118.38
Agency Mortgage-Backed Securities
FEPC 04.000 CTZL0036
S6XOOCT0IEG5ABCC6L87
2034-05-01
4.000000
100000.00
27864.97
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL2973
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
1370668.00
380088.49
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL4652
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.000000
25000.00
6464.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL4771
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
100000.00
15544.85
Agency Mortgage-Backed Securities
FEPC 04.500 CLZL8779
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.500000
125000.00
35621.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5058
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
410000.00
179226.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM7449
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
2696256.00
684420.92
Agency Mortgage-Backed Securities
FEPC 03.500 3VZN0593
S6XOOCT0IEG5ABCC6L87
2043-01-01
3.500000
1500000.00
330117.28
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN1586
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
425000.00
117323.64
Agency Mortgage-Backed Securities
FEPC 03.500 CIZN2480
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.500000
1788158.00
563156.69
Agency Mortgage-Backed Securities
FEPC 03.500 CTZA2363
S6XOOCT0IEG5ABCC6L87
2034-11-01
3.500000
150000.00
22798.59
Agency Mortgage-Backed Securities
FEPC 03.000 CLZA4761
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
417000.00
129806.15
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS1095
S6XOOCT0IEG5ABCC6L87
2036-05-01
4.500000
4100000.00
61175.87
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS3659
S6XOOCT0IEG5ABCC6L87
2042-12-01
3.000000
1750000.00
416910.99
Agency Mortgage-Backed Securities
FEPC 02.000 CIZS8023
S6XOOCT0IEG5ABCC6L87
2032-08-01
2.000000
785000.00
259552.32
Agency Mortgage-Backed Securities
FEPC 03.500 CTZS9145
S6XOOCT0IEG5ABCC6L87
2035-12-01
3.500000
500000.00
115840.35
Agency Mortgage-Backed Securities
FEPC 02.000 CISB0422
S6XOOCT0IEG5ABCC6L87
2035-10-01
2.000000
137000.00
85733.81
Agency Mortgage-Backed Securities
FEPC 03.500 CISB8055
S6XOOCT0IEG5ABCC6L87
2035-07-01
3.500000
8327888.00
3528895.48
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8090
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.500000
80300.00
44959.88
Agency Mortgage-Backed Securities
FEPC 04.000 CISB8178
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.000000
28000.00
26220.30
Agency Mortgage-Backed Securities
FEPC 01.500 CTSC0322
S6XOOCT0IEG5ABCC6L87
2042-04-01
1.500000
26218528.00
21202191.26
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD0731
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
19200000.00
14441291.17
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0926
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
327106.00
257627.57
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD1099
S6XOOCT0IEG5ABCC6L87
2052-05-01
2.500000
932000.00
773963.63
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1132
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
2700000.00
2504120.35
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD9578
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
5863640.00
4820172.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLQD9682
S6XOOCT0IEG5ABCC6L87
2052-04-01
4.000000
195000.00
182091.80
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD9765
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
4247032.00
3497217.24
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE1243
S6XOOCT0IEG5ABCC6L87
2052-05-01
2.500000
32381504.00
27094791.33
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE1600
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
649584.00
598195.19
Agency Mortgage-Backed Securities
FEPC 02.500 CLQE1578
S6XOOCT0IEG5ABCC6L87
2052-05-01
2.500000
4359770.00
3665140.42
Agency Mortgage-Backed Securities
FEPC 03.000 CLQE2635
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.000000
9008352.00
7797981.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE2057
S6XOOCT0IEG5ABCC6L87
2052-05-01
3.500000
500000.00
446586.60
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE2859
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
1520226.00
1384608.16
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1288
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
490000.00
445630.81
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1366
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
20393600.00
18582278.84
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE4070
S6XOOCT0IEG5ABCC6L87
2052-06-01
5.000000
11636784.00
11373874.70
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE5425
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.500000
6753336.00
6141481.25
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE5407
S6XOOCT0IEG5ABCC6L87
2052-07-01
3.500000
1345218.00
1221632.59
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE7111
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
301377.00
268498.07
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE7113
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.500000
9165552.00
8333963.48
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE7386
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
1236510.00
1210900.39
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8322
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
5031880.00
4902981.30
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE8402
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
2047100.00
1998082.01
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE9379
S6XOOCT0IEG5ABCC6L87
2052-09-02
4.000000
158030.00
146622.41
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF0819
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
490278.00
475180.44
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF0321
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
3007096.00
2827133.97
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF0419
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.500000
1051638.00
1083055.67
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF2611
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.500000
6885568.00
6413124.69
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1801
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
2664696.00
2648035.65
Agency Mortgage-Backed Securities
FEPC 04.000 CLQF1855
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
1847102.00
1745668.29
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1550
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
8000000.00
7657442.75
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7554
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
162105.00
133710.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8168
S6XOOCT0IEG5ABCC6L87
2051-09-01
3.000000
525000.00
381937.45
Agency Mortgage-Backed Securities
FNMS 06.500 CL922263
B1V7KEBTPIMZEU4LTD58
2036-12-01
6.500000
545601.00
6158.58
Agency Mortgage-Backed Securities
FNMS 06.000 CL941119
B1V7KEBTPIMZEU4LTD58
2037-09-01
6.000000
18000000.00
69494.79
Agency Mortgage-Backed Securities
FNMS 05.740 MY957263
B1V7KEBTPIMZEU4LTD58
2026-04-01
5.740000
1700000.00
1266936.82
Agency Mortgage-Backed Securities
FNMS 05.590 MY957143
B1V7KEBTPIMZEU4LTD58
2026-01-01
5.590000
1238000.00
918771.35
Agency Mortgage-Backed Securities
FNMS 05.500 CL962073
B1V7KEBTPIMZEU4LTD58
2038-03-01
5.500000
1476000.00
13418.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLAB8832
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.000000
67502.00
20046.81
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB9812
B1V7KEBTPIMZEU4LTD58
2028-07-01
2.500000
144553.00
20023.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAC3668
B1V7KEBTPIMZEU4LTD58
2039-10-01
4.500000
9682000.00
770148.00
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA1461
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
3500000.00
334148.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA1489
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
2000000.00
403033.59
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1800
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.000000
197098.00
53198.01
Agency Mortgage-Backed Securities
FNMS 03.500 CWMA2099
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.500000
2488196.00
543837.91
Agency Mortgage-Backed Securities
FNMS 03.500 CKMA2479
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
28700000.00
2909748.63
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4045
B1V7KEBTPIMZEU4LTD58
2040-06-01
2.000000
2821000.00
1379302.46
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4228
B1V7KEBTPIMZEU4LTD58
2036-01-01
1.500000
1000000.00
646403.88
Agency Mortgage-Backed Securities
FNMS 01.500 CKMA4294
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
3000000.00
2018586.88
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4581
B1V7KEBTPIMZEU4LTD58
2037-04-01
1.500000
1440338.00
1185867.62
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA4639
B1V7KEBTPIMZEU4LTD58
2037-05-01
3.500000
1042000.00
929362.25
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA4713
B1V7KEBTPIMZEU4LTD58
2037-07-01
4.000000
24464320.00
22320431.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4730
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.000000
23000.00
19983.94
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA4830
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.500000
1029192.00
991358.33
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA4837
B1V7KEBTPIMZEU4LTD58
2042-11-01
4.500000
3427120.00
3367498.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0030
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.500000
25000.00
20372.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS0912
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.000000
580000.00
472491.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1035
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.500000
1300000.00
1022621.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS1172
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
1985000.00
1614529.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS1458
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.500000
30000.00
23550.14
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2640
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.500000
2000000.00
1673511.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS2653
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
20512128.00
19180164.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2668
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.500000
7698080.00
6991048.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2678
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
2602100.00
2183154.74
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2239
B1V7KEBTPIMZEU4LTD58
2052-07-01
2.500000
40148864.00
33407959.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS2418
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
560000.00
500341.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2479
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
288775.00
241466.86
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2555
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
2082612.00
1941485.83
Agency Mortgage-Backed Securities
FNMS 02.000 CTFS2975
B1V7KEBTPIMZEU4LTD58
2042-08-01
2.000000
63000.00
52561.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS3020
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
32657792.00
30781480.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS3024
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
131452160.00
123760655.18
Agency Mortgage-Backed Securities
FNMS 02.000 CIFS3100
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
39206848.00
34863267.66
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS3249
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
47177984.00
46897170.16
Agency Mortgage-Backed Securities
FNMS 06.500 CL896100
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.500000
165586.00
6065.20
Agency Mortgage-Backed Securities
FNMS 05.500 CL904054
B1V7KEBTPIMZEU4LTD58
2036-11-01
5.500000
2125000.00
15534.14
Agency Mortgage-Backed Securities
FNMS 04.000 CTAS0901
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1875000.00
293985.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4170
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.000000
950000.00
75641.83
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS4508
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.000000
2050000.00
397731.47
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7644
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
550000.00
119389.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8305
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
850000.00
262350.04
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU8124
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.525000
94843.00
64811.10
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU8122
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.525000
125123.00
24220.39
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU8123
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.525000
91050.00
61309.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX6876
B1V7KEBTPIMZEU4LTD58
2044-11-01
3.500000
4074192.00
648097.51
Agency Mortgage-Backed Securities
FNMS 03.000 CIAZ4437
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.000000
422390.00
68102.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5566
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
15000000.00
3451458.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5694
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.000000
1148000.00
206824.42
Agency Mortgage-Backed Securities
FNMS 02.000 CICA9432
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.000000
25000000.00
17922145.81
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0149
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
425000.00
302128.00
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0285
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
4769536.00
3542901.36
Agency Mortgage-Backed Securities
FNMS 02.500 CICB0261
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.500000
100342016.00
76340533.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0738
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
81061888.00
60122463.94
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1020
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
1225000.00
896012.69
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1810
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
131000.00
109938.56
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2405
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
6628544.00
5451299.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3496
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
192799744.00
164389984.31
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2780
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
16799232.00
14523723.66
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2848
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
809749.00
622423.39
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3113
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
121734528.00
103436173.33
Agency Mortgage-Backed Securities
FNMS 02.000 CTCB3323
B1V7KEBTPIMZEU4LTD58
2042-04-01
2.000000
1200000.00
984673.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB3918
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
700000.00
664603.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLAJ5989
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
18487104.00
577717.83
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL2782
B1V7KEBTPIMZEU4LTD58
2042-09-01
4.500000
859559.00
105650.04
Agency Mortgage-Backed Securities
FNMS 02.500 CTAL2975
B1V7KEBTPIMZEU4LTD58
2033-01-01
2.500000
532000.00
108660.22
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4535
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
16157580.00
15986960.29
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4623
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
29519488.00
28921933.00
Agency Mortgage-Backed Securities
FNMS 05.500 CTCB4872
B1V7KEBTPIMZEU4LTD58
2042-10-01
5.500000
1003620.00
1022826.19
Agency Mortgage-Backed Securities
FNMS 03.500 CICB5029
B1V7KEBTPIMZEU4LTD58
2037-08-01
3.500000
2374240.00
2265252.92
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM1722
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.000000
883339.00
365472.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM5172
B1V7KEBTPIMZEU4LTD58
2048-12-01
3.000000
1000000.00
398049.05
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM6802
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
168357888.00
121904508.78
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM7032
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
37132224.00
25594082.08
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM7293
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5100000.00
3689853.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM8922
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.500000
2671000.00
1641285.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM9042
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
652000.00
421549.85
Agency Mortgage-Backed Securities
FNMS 06.000 CLFM9228
B1V7KEBTPIMZEU4LTD58
2038-11-01
6.000000
1415466.00
1256736.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4841
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
11749424.00
11671933.94
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4897
B1V7KEBTPIMZEU4LTD58
2037-11-01
2.500000
222946.00
205120.10
Agency Mortgage-Backed Securities
FNMS 05.000 CZAD0470
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
7000000.00
362692.32
Agency Mortgage-Backed Securities
FNMS 07.500 CLAD0730
B1V7KEBTPIMZEU4LTD58
2033-11-01
7.500000
18000000.00
1277251.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD1591
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
143282.00
12174.41
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE3884
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.500000
1044030.00
57005.20
Agency Mortgage-Backed Securities
FNMS 03.500 REAE7780
B1V7KEBTPIMZEU4LTD58
2040-12-01
3.500000
2000000.00
185034.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9842
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
35486080.00
34183281.90
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9883
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
3864548.00
3967972.44
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9007
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
6699784.00
6648838.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9554
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
3117316.00
3025120.48
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW9600
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1300000.00
1328084.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX0402
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.000000
3907032.00
3683656.13
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX0418
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
20584768.00
20512613.81
Agency Mortgage-Backed Securities
FNMS 05.000 CIBX0624
B1V7KEBTPIMZEU4LTD58
2037-11-01
5.000000
1173246.00
1185984.35
Agency Mortgage-Backed Securities
FNMS 04.500 CIBX1736
B1V7KEBTPIMZEU4LTD58
2037-11-01
4.500000
1049770.00
1045473.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1740
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1193364.00
1161786.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1773
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1350118.00
1315395.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1774
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1033930.00
1005994.25
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX0911
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1880070.00
1773722.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX1155
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.000000
1403066.00
1333051.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1135
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
13426064.00
13065775.57
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1319
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
1588026.00
1604819.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX1516
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
380044.00
368336.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBX1658
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
5006040.00
4712887.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1993
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
4225392.00
4278837.11
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX2949
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
2555624.00
2496550.75
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW7001
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
1162194.00
1186714.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7067
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
2175052.00
2138119.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW7054
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1137322.00
1079171.45
Agency Mortgage-Backed Securities
FNMS 04.000 CIBW7237
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
1228746.00
1195813.36
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7711
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
12940200.00
12526785.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW7794
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
1109156.00
1044204.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8995
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1493750.00
1447616.82
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8354
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1345732.00
1372310.95
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8571
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
7118160.00
7198005.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8608
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
5975408.00
5814811.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8617
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
5064940.00
4948305.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8625
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
1990708.00
2050326.56
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8627
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.500000
1958422.00
2002750.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW8686
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.500000
4576960.00
4428887.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8735
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1998198.00
1896019.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW8713
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
2361630.00
2224424.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8757
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
5548930.00
5562239.04
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8821
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
2137200.00
2155740.91
Agency Mortgage-Backed Securities
FNMS 07.500 CL649998
B1V7KEBTPIMZEU4LTD58
2032-06-01
7.500000
3200000.00
15830.13
Agency Mortgage-Backed Securities
FNMS 05.000 CL745945
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.000000
74555648.00
1545868.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8579
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.000000
51533.00
13588.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8757
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1489524.00
677526.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT0942
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
5453512.00
1676920.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT2009
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
38582.00
10635.86
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT4000
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
32143.00
10103.93
Agency Mortgage-Backed Securities
FNMS 04.000 CLAT6549
B1V7KEBTPIMZEU4LTD58
2043-06-01
4.000000
100000.00
24740.41
Agency Mortgage-Backed Securities
FNMS 02.525 CLAT7476
B1V7KEBTPIMZEU4LTD58
2043-05-01
2.525000
107822.00
72469.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT8629
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
16625824.00
4392665.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU0571
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
13908380.00
4050717.66
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU1575
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.525000
361305.00
99496.64
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU1583
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.525000
176908.00
43117.15
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU1587
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.775000
380679.00
33246.16
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3016
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1295830.00
1253797.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3035
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
5005672.00
4562063.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3369
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1820274.00
1815800.30
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3446
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.500000
600000.00
540154.18
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3830
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
4892192.00
4742527.98
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW5199
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1057704.00
1080226.28
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5173
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1482530.00
1443852.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW5243
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
6627300.00
6213343.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6181
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
15122480.00
13904448.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6282
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
8827440.00
8254266.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6285
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
19875456.00
18358848.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW5996
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
417906.00
403351.75
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6336
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
5552680.00
5084571.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW6848
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
7702216.00
7789825.05
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW6849
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
5965992.00
6030519.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX2956
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1286730.00
1291364.52
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2959
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1564498.00
1582836.35
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3083
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1661970.00
1697876.12
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3141
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1340656.00
1366307.52
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX3131
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1671264.00
1661759.15
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3139
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1994430.00
2049710.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX3444
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1083776.00
1066909.19
Agency Mortgage-Backed Securities
FNMS 03.500 CIBA1571
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.500000
1746552.00
354054.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA4924
B1V7KEBTPIMZEU4LTD58
2045-11-01
4.000000
1558528.00
470872.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLBA6555
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.000000
250000.00
80746.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA7263
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
1268914.00
286601.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLBA7250
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.500000
75000.00
20655.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC0884
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.000000
48338496.00
19052686.65
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC0311
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.500000
50000.00
5043.63
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC0390
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.500000
200000.00
30979.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC2849
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
25000.00
5565.45
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC5310
B1V7KEBTPIMZEU4LTD58
2031-03-01
3.000000
1066000.00
298411.20
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC6932
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
193309.00
112376.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC8605
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
7350960.00
2013713.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1215
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
8809088.00
1606667.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH2618
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
104920.00
17876.55
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH9394
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
1412252.00
605172.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ1024
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.500000
250000.00
77415.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1637
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
22558040.00
8105326.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4564
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
2225000.00
637114.65
Agency Mortgage-Backed Securities
FNMS 03.000 CKBJ8696
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.000000
10000000.00
1135927.23
Agency Mortgage-Backed Securities
FNMS 04.000 CKBJ8720
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
4590416.00
430307.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLBJ9894
B1V7KEBTPIMZEU4LTD58
2049-09-01
6.000000
1326338.00
745556.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4398
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
1348350.00
674770.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE0354
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1059570.00
386650.53
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE1671
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.500000
99384.00
30835.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE6958
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
1169336.00
190929.23
Agency Mortgage-Backed Securities
FNMS 04.500 U4BF0202
B1V7KEBTPIMZEU4LTD58
2051-01-01
4.500000
4390000.00
1375104.03
Agency Mortgage-Backed Securities
FNMS 03.000 U3BF0231
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.000000
350000.00
124896.50
Agency Mortgage-Backed Securities
FNMS 04.000 U3BF0237
B1V7KEBTPIMZEU4LTD58
2041-06-01
4.000000
300000.00
100160.32
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0356
B1V7KEBTPIMZEU4LTD58
2051-11-01
4.000000
2000000.00
1156813.41
Agency Mortgage-Backed Securities
FNMS 03.500 I3BF0387
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
60000000.00
20712174.87
Agency Mortgage-Backed Securities
FNMS 03.000 I6BF0497
B1V7KEBTPIMZEU4LTD58
2060-07-01
3.000000
973000.00
610279.35
Agency Mortgage-Backed Securities
FNMS 02.500 I6BF0540
B1V7KEBTPIMZEU4LTD58
2061-03-01
2.500000
14742496.00
10717939.94
Agency Mortgage-Backed Securities
FNMS 05.500 I4BF0568
B1V7KEBTPIMZEU4LTD58
2061-07-01
5.500000
22267616.00
21390405.67
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0548
B1V7KEBTPIMZEU4LTD58
2061-07-01
3.000000
19571800.00
14581719.62
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT5081
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
1266718.00
1045836.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT5971
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
1203620.00
1035951.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5822
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
6325000.00
1873001.75
Agency Mortgage-Backed Securities
FNMS 03.000 CKBM7089
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.000000
183181312.00
159014214.58
Agency Mortgage-Backed Securities
FNMS 02.000 CKBM7053
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
460000.00
362292.16
Agency Mortgage-Backed Securities
FNMS 05.500 CL833786
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
2525000.00
25315.96
Agency Mortgage-Backed Securities
FNMS 04.500 CL844799
B1V7KEBTPIMZEU4LTD58
2035-10-01
4.500000
2200000.00
23282.16
Agency Mortgage-Backed Securities
FNMS 05.500 CL865376
B1V7KEBTPIMZEU4LTD58
2036-02-01
5.500000
6063680.00
88620.11
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL4778
B1V7KEBTPIMZEU4LTD58
2032-10-01
4.000000
2144700.00
230963.29
Agency Mortgage-Backed Securities
FNMS 07.500 CLAL5244
B1V7KEBTPIMZEU4LTD58
2037-09-01
7.500000
1678960.00
301281.26
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL6748
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.500000
3800000.00
723150.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7510
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
439393.00
104008.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL7769
B1V7KEBTPIMZEU4LTD58
2043-12-01
3.000000
550000.00
132965.74
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL9063
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.500000
1750000.00
404073.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9252
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
323176.00
78203.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9546
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.500000
4900000.00
999422.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA4035
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
64028.00
11775.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5337
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
11743200.00
4742924.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4648
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
25000.00
5171.52
Agency Mortgage-Backed Securities
FNMS 02.500 CICA4878
B1V7KEBTPIMZEU4LTD58
2034-12-01
2.500000
4500000.00
2197359.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5020
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
25000.00
5619.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5126
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
60692672.00
23433219.53
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6053
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
45154176.00
22817778.26
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6672
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.000000
400000.00
164563.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7381
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
620000.00
296077.48
Agency Mortgage-Backed Securities
FNMS 01.500 CICA7464
B1V7KEBTPIMZEU4LTD58
2035-10-01
1.500000
3000000.00
1978926.40
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7748
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
86743808.00
60497749.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA8404
B1V7KEBTPIMZEU4LTD58
2051-01-01
3.000000
250578432.00
177405683.58
Agency Mortgage-Backed Securities
FNMS 05.000 CRAL8652
B1V7KEBTPIMZEU4LTD58
2044-07-01
5.000000
9625510.00
2196914.97
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL8830
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.000000
1925000.00
402994.24
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ1534
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.500000
2015000.00
378495.01
Agency Mortgage-Backed Securities
FNMS 06.500 CL254516
B1V7KEBTPIMZEU4LTD58
2032-09-01
6.500000
5250000.00
29131.34
Agency Mortgage-Backed Securities
FNMS 06.000 CL255074
B1V7KEBTPIMZEU4LTD58
2034-01-01
6.000000
1365000.00
20459.57
Agency Mortgage-Backed Securities
FNMS 07.500 CL323832
B1V7KEBTPIMZEU4LTD58
2029-07-01
7.500000
11000000.00
16062.90
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH8987
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
327734.00
20426.03
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI5236
B1V7KEBTPIMZEU4LTD58
2041-06-01
5.000000
1920000.00
196260.91
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI8401
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
950000.00
80939.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI8806
B1V7KEBTPIMZEU4LTD58
2041-08-01
5.000000
500000.00
38713.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI9928
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
125000.00
12619.38
Agency Mortgage-Backed Securities
FNMS 02.500 CICA8795
B1V7KEBTPIMZEU4LTD58
2036-01-01
2.500000
1000000.00
697844.74
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT6809
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1500000.00
1148970.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT6838
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
2783184.00
2269871.24
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT6823
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
413000.00
323965.90
Agency Mortgage-Backed Securities
FNMS 05.500 CLBT7980
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
5168784.00
5270870.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT7916
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
10496640.00
9780645.68
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT7938
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
13550144.00
13510284.56
Agency Mortgage-Backed Securities
FNMS 05.000 CLBT7945
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
4751800.00
4771995.70
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU2530
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
11300688.00
9121330.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU3608
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
400000.00
309658.43
Agency Mortgage-Backed Securities
FNMS 01.500 CLBU6968
B1V7KEBTPIMZEU4LTD58
2051-10-01
1.500000
267176.00
201290.08
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU7493
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
1306296.00
1098023.11
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU8918
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.000000
1453602.00
1182964.42
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV0623
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
505000.00
425049.42
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV3056
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
7467424.00
6354154.61
Agency Mortgage-Backed Securities
FNMS 02.000 REBV4132
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
18952288.00
14929734.31
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV4133
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
4500000.00
3684203.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV5095
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
3301632.00
2481758.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV5611
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
2994432.00
2581433.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV7930
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.000000
10067536.00
9459008.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV8533
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
13300304.00
11580577.09
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV9882
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
4786016.00
4191749.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV9924
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
14194600.00
12722703.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9960
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
51607840.00
47967695.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW0004
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
1001234.00
903899.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0019
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
2979680.00
2807798.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0184
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.500000
2087350.00
2011756.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0273
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
3992100.00
3855047.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1702
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2018080.00
1966869.74
Agency Mortgage-Backed Securities
FNMS 03.500 CLBW0982
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
729672.00
662068.34
Agency Mortgage-Backed Securities
FNMS 04.000 CIBW1213
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
403138.00
367467.56
Agency Mortgage-Backed Securities
FNMS 03.500 CIBW1204
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.500000
3726288.00
3543030.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1294
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
66141568.00
62271063.06
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW2049
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
1379068.00
1419431.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW2033
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.500000
1290708.00
1324817.97
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2188
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
7874464.00
6768431.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW2313
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1992774.00
1973363.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAU1633
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.500000
25000.00
6497.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU7548
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.500000
16598240.00
1985542.87
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ3900
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
1036300.00
138673.03
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ5161
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
325000.00
219377.99
Agency Mortgage-Backed Securities
FNMS 01.500 CIBQ5756
B1V7KEBTPIMZEU4LTD58
2035-10-01
1.500000
330495.00
221072.00
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ9187
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
1100000.00
713401.13
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR0757
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
500000.00
322719.38
Agency Mortgage-Backed Securities
FNMS 02.000 CIBR0966
B1V7KEBTPIMZEU4LTD58
2036-04-01
2.000000
41443968.00
30860090.50
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR4423
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
5000560.00
3585764.95
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR4654
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
71560.00
50996.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR6489
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
215000.00
141796.98
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR8296
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
28000.00
20254.73
Agency Mortgage-Backed Securities
FNMS 01.500 CLBT0518
B1V7KEBTPIMZEU4LTD58
2051-05-01
1.500000
14804.00
10601.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT1267
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
3751996.00
2410600.42
Agency Mortgage-Backed Securities
FNMS 02.000 REBT1284
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
500000.00
359596.31
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1339
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
600000.00
463273.72
Agency Mortgage-Backed Securities
FNMS 03.500 CKBT2211
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.500000
5010920.00
4446300.47
Agency Mortgage-Backed Securities
FNMS 02.000 REBT2204
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
3603268.00
2519765.94
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT2899
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
4883400.00
3742185.04
Agency Mortgage-Backed Securities
FNMS 02.500 REBO5615
B1V7KEBTPIMZEU4LTD58
2049-09-01
2.500000
300000.00
82721.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO5756
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
3531080.00
787311.38
Agency Mortgage-Backed Securities
FNMS 02.500 REBO6591
B1V7KEBTPIMZEU4LTD58
2049-10-01
2.500000
80000.00
38839.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO7797
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
1124964.00
534124.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO7959
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
6876712.00
1748831.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8932
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
700000.00
192868.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO8271
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.500000
5357592.00
1049477.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO9362
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1741930.00
809878.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP1131
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
608570.00
257018.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP1434
B1V7KEBTPIMZEU4LTD58
2050-03-01
4.000000
10486192.00
1599324.34
Agency Mortgage-Backed Securities
FNMS 03.500 CLBP1649
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
23514920.00
5913684.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP7017
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
6022968.00
4276668.62
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP7257
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.000000
461000.00
319941.25
Agency Mortgage-Backed Securities
FNMS 02.500 REBP8557
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
400000.00
220813.54
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ0911
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
1405734.00
898021.82
Agency Mortgage-Backed Securities
FNMS 02.500 CIBQ0922
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
2643720.00
1762146.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ1161
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
400000.00
231024.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN3050
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
110000.00
13469.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4383
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1345568.00
190973.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN4395
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
8063376.00
1854991.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN5883
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.000000
475192.00
127399.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6302
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
234400.00
12321.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN6683
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
50000000.00
8249648.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN7888
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1002236.00
586493.58
Agency Mortgage-Backed Securities
FNMS 03.500 CIBN8897
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
1304252.00
343502.93
Agency Mortgage-Backed Securities
FNMS 03.000 REBN8101
B1V7KEBTPIMZEU4LTD58
2049-03-01
3.000000
2180016.00
341027.71
Agency Mortgage-Backed Securities
FNMS 05.000 CLBN9825
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
142000.00
59576.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN9165
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
7305040.00
2041393.22
Agency Mortgage-Backed Securities
FNMS 05.500 CLBO0859
B1V7KEBTPIMZEU4LTD58
2049-06-01
5.500000
925372.00
482170.59
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO0182
B1V7KEBTPIMZEU4LTD58
2049-05-01
5.000000
124000.00
62926.74
Agency Mortgage-Backed Securities
FNMS 03.000 CIBO2940
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.000000
5000000.00
1228581.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLBO3076
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
2238820.00
1424786.56
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO5445
B1V7KEBTPIMZEU4LTD58
2034-10-01
2.500000
228000.00
70908.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4415
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1566826.00
1004500.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK4418
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
1826914.00
589470.70
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK5268
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
75000.00
19393.34
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK8883
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
9716368.00
2913778.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3473
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11033456.00
5262461.52
Agency Mortgage-Backed Securities
FNMS 06.500 CLBM4274
B1V7KEBTPIMZEU4LTD58
2032-05-01
6.500000
348737.00
28588.92
Agency Mortgage-Backed Securities
FNMS 03.000 REBM4831
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.000000
500000.00
76892.22
Agency Mortgage-Backed Securities
FNMS 03.500 CKBM6266
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
2755392.00
468597.14
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5508
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.000000
78000.00
23022.07
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5538
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
604000.00
184665.53
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV0691
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.000000
53029696.00
9400026.96
Agency Mortgage-Backed Securities
FNMS 03.500 CVAY4648
B1V7KEBTPIMZEU4LTD58
2031-05-01
3.500000
1134176.00
224528.72
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL3681
B1V7KEBTPIMZEU4LTD58
2040-10-01
6.000000
498182.00
35984.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC9764
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
50000.00
17720.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS0560
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
512057.00
34239.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6311
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
300000.00
45969.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2333
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
175000.00
70225.62
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC0128
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.000000
1280864.00
295214.99
Agency Mortgage-Backed Securities
FNMS 04.000 CTAL6720
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
2450000.00
489280.52
Agency Mortgage-Backed Securities
FEPC 02.500 CNQS0189
S6XOOCT0IEG5ABCC6L87
2031-10-01
2.500000
1175626.00
969972.50
Agency Mortgage-Backed Securities
FEPC 03.000 3PQU8010
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.000000
2574444.00
1834684.30
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4527
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
388721.00
232187.71
Agency Mortgage-Backed Securities
FEPC 02.500 CTRB5078
S6XOOCT0IEG5ABCC6L87
2040-10-01
2.500000
750000.00
422889.16
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8236
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.500000
172000.00
154555.15
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA1213
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
6508896.00
1870565.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA6058
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
6803136.00
3559118.72
Agency Mortgage-Backed Securities
FEPC 04.500 CLQB2566
S6XOOCT0IEG5ABCC6L87
2050-08-01
4.500000
1026638.00
288553.15
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB6960
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
3198028.00
2161732.93
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0330
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2571624.00
2057156.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1686
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
3449864.00
2966746.01
Agency Mortgage-Backed Securities
FEPC 02.000 CIZA2799
S6XOOCT0IEG5ABCC6L87
2027-12-01
2.000000
2000000.00
254931.53
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA5433
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
7860000.00
1836346.71
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4472
S6XOOCT0IEG5ABCC6L87
2042-02-01
3.500000
1108982.00
97244.19
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS4274
S6XOOCT0IEG5ABCC6L87
2037-01-01
5.500000
2525000.00
18781.53
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4626
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.500000
388000.00
49563.02
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4609
S6XOOCT0IEG5ABCC6L87
2045-04-01
3.000000
725000.00
124259.55
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4642
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
523000.00
73446.73
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4750
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.000000
3626592.00
700208.44
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS9493
S6XOOCT0IEG5ABCC6L87
2038-05-01
7.500000
4738280.00
706683.19
Agency Mortgage-Backed Securities
FEPC 03.000 CIZT0716
S6XOOCT0IEG5ABCC6L87
2033-10-01
3.000000
264218.00
40156.72
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT2086
S6XOOCT0IEG5ABCC6L87
2049-06-01
3.500000
10000000.00
1180890.34
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8049
S6XOOCT0IEG5ABCC6L87
2035-06-01
2.500000
87450.00
34488.17
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD0178
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
11104976.00
3440653.99
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD0619
S6XOOCT0IEG5ABCC6L87
2050-07-01
4.000000
725000.00
411730.69
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD1823
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.500000
2392780.00
2139978.10
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1608
S6XOOCT0IEG5ABCC6L87
2052-09-01
4.500000
808892.00
781162.14
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD8041
S6XOOCT0IEG5ABCC6L87
2050-01-01
5.000000
6392808.00
1393911.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8064
S6XOOCT0IEG5ABCC6L87
2050-05-01
4.000000
173000.00
49798.90
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8122
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
400000.00
232435.88
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8178
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
50000.00
39163.02
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8212
S6XOOCT0IEG5ABCC6L87
2052-05-01
2.500000
25325408.00
20903904.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH2683
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
266517.00
18416.98
Agency Mortgage-Backed Securities
FNMS 06.500 CL745818
B1V7KEBTPIMZEU4LTD58
2036-09-01
6.500000
2179448.00
21345.53
Agency Mortgage-Backed Securities
FNMS 06.000 CL738837
B1V7KEBTPIMZEU4LTD58
2033-01-01
6.000000
8123856.00
313782.06
Agency Mortgage-Backed Securities
FNMS 06.000 CLAL2905
B1V7KEBTPIMZEU4LTD58
2040-06-01
6.000000
6000000.00
504984.13
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
4200000000.00
4200000000.00
0.0294
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 3.800000%
K5HU16E3LMSVCCJJJ255
ARP0V2DX9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2047-05-25
3.419530
272000.00
261550.20
Agency Collateralized Mortgage Obligation
MNRA CL010A2 R18M010
B1V7KEBTPIMZEU4LTD58
2028-07-25
3.469490
9032000.00
8555452.38
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2052-07-25
4.020800
6157808.00
5890956.83
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-01-25
3.492670
798858.00
196160.98
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-01-25
2.939000
25000.00
19088.81
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-02-25
2.961000
1648862.00
1418258.77
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-06-25
3.411930
3507000.00
3000775.75
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2049-05-25
3.000000
17591600.00
15665491.13
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-04-25
4.000000
4345080.00
3982161.10
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2036-04-15
4.273140
29999977.00
1566699.32
Agency Collateralized Mortgage Obligation
MNRM CL001A2 R20M001
B1V7KEBTPIMZEU4LTD58
2029-10-25
2.444000
450000.00
393404.75
Agency Collateralized Mortgage Obligation
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
39000000.00
39000000.00
0.0003
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 3.800000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0V2DZ4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
07.000 FGPC G01317 G
S6XOOCT0IEG5ABCC6L87
2031-10-01
7.000000
20107100.00
16229.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM3277
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
75300.00
18249.53
Agency Mortgage-Backed Securities
07.500 FGPC C45235 G
S6XOOCT0IEG5ABCC6L87
2030-12-01
7.500000
13291359.00
8293.49
Agency Mortgage-Backed Securities
GNMI SF 495018 X
549300M8ZYFG0OCMTT87
2029-04-15
6.500000
201319.00
16497.79
Agency Mortgage-Backed Securities
GNII SF CJ6747 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
23236.00
19684.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7566
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.500000
86000.00
17592.57
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
1882300.00
3641898.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
17316800.00
26290875.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
2.500000
20436600.00
29836432.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
2.125000
14292000.00
21120540.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
563600.00
592155.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
54855000.00
65852118.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
6692900.00
6784761.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
5271100.00
5115454.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
131742800.00
156371392.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.500000
1101800.00
1261388.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
81174400.00
86435243.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
14668800.00
17671000.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
1131000.00
1320780.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
14881700.00
17294219.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
221195000.00
249991116.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
0.250000
106900.00
102370.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
1954000.00
1988318.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-15
0.125000
25618200.00
27266279.09
U.S. Treasuries (including strips)
GNII SF 005280 M
549300M8ZYFG0OCMTT87
2042-01-20
4.000000
190000.00
13786.42
Agency Mortgage-Backed Securities
GNII SF MA0088 M
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
157100.00
15328.88
Agency Mortgage-Backed Securities
GNII SF MA2754 M
549300M8ZYFG0OCMTT87
2045-04-20
3.500000
198522.00
19763.61
Agency Mortgage-Backed Securities
GNII SF MA3453 M
549300M8ZYFG0OCMTT87
2046-02-20
3.000000
27959.00
4615.37
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
92000.00
15217.51
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
705000000.00
705000000.00
0.0049
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 3.920000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0V2E34
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DISCOVER FINL SVCS COM
Z1YLO2USPORE63VVUL20
2500-12-31
0.00
34085.00
3699926.75
Equities
CARNIVAL CORP COMMON STOCK
F1OF2ZSX47CR0BCWA982
2500-12-31
0.00
5800.00
56550.00
Equities
HEALTHPEAK PROPERTIES INC COM
PZ9HF5U52KPF0MH0QN75
2500-12-31
0.00
79100.00
2028124.00
Equities
WORKDAY INC CL A
549300J0DYC0N31V7G13
2500-12-31
0.00
25819.00
3699862.70
Equities
RING ENERGY INC COM
549300HMY6TJ265I8S64
2500-12-31
0.00
157300.00
418418.00
Equities
ADICET BIO INC COM
2500-12-31
0.00
6500.00
115505.00
Equities
WEATHERFORD INTL PLC ORD SHS
529900LPBDSCQDJKHQ39
2049-01-01
0.00
11800.00
510350.00
Equities
EASTGROUP PPTYS INC COM
31TIGQQZC4P6JMHKSW85
2500-12-31
0.00
6500.00
988065.00
Equities
CABLE ONE INC COM
549300648QS85T0XSH18
2500-12-31
0.00
1098.00
790527.06
Equities
CONAGRA BRANDS INC COM
54930035UDEIH090K650
2500-12-31
0.00
13600.00
502656.00
Equities
PHILLIPS 66 COM
5493005JBO5YSIGK1814
2500-12-31
0.00
33954.00
3699967.38
Equities
DIGITAL TURBINE INC COM NEW
549300D0WZR1VI2QGB24
2500-12-31
0.00
30200.00
508568.00
Equities
PMV PHARMACEUTICALS INC COM
2500-12-31
0.00
39900.00
380247.00
Equities
MADISON SQUARE GRDN SPRT CORP CL A
2500-12-31
0.00
3400.00
544000.00
Equities
CHATHAM LODGING TR COM
2500-12-31
0.00
39500.00
517450.00
Equities
TRANSDIGM GROUP INC COM
2500-12-31
0.00
6066.00
3699532.08
Equities
APARTMENT INCOME REIT CORP COM
2500-12-31
0.00
13500.00
501525.00
Equities
HELEN OF TROY LTD COM
2500-12-31
0.00
5400.00
518994.00
Equities
SHOCKWAVE MED INC COM
549300LDXO56IC5Y1538
2500-12-31
0.00
14815.00
3699898.10
Equities
LATTICE SEMICONDUCTOR CORP COM
549300LRBBPZDQ2II567
2500-12-31
0.00
1300.00
88166.00
Equities
PATHFINDER ACQUISITION CORP CL A
549300MY5MYSR79R7L50
2500-12-31
0.00
65130.00
648694.80
Equities
FLOWSERVE CORP COM
6Y0GK87T6V7NJKZJVM41
2500-12-31
0.00
15500.00
477865.00
Equities
LAUDER ESTEE COS INC CL A
549300VFZ8XJ9NUPU221
2500-12-31
0.00
4400.00
945736.00
Equities
INSPIRE MED SYS INC COM
549300XQQCQ7HCJKTW25
2500-12-31
0.00
16084.00
3699802.52
Equities
EYEPOINT PHARMACEUTICALS INC COM NEW
549300QE1RU34T50MR69
2500-12-31
0.00
133553.00
424698.54
Equities
AMMO INC COM
549300WUBAV2G8RICP63
2500-12-31
0.00
152500.00
318725.00
Equities
SCHWAB CHARLES CORP COM
549300VSGCJ7E698NM85
2500-12-31
0.00
2000.00
160780.00
Equities
ORIGIN MATERIALS INC COM
549300VMLEEM8BI4DD65
2500-12-31
0.00
600.00
3240.00
Equities
FRANKLIN STR PPTYS CORP COM
549300STLK2T6QY5WO82
2500-12-31
0.00
105500.00
311225.00
Equities
LXP INDUSTRIAL TRUST COM
549300S4MH2ICXDBFV43
2500-12-31
0.00
353728.00
3699994.88
Equities
TRICIDA INC COM
549300QVPFFJC8SZXG25
2500-12-31
0.00
1000.00
272.60
Equities
QURATE RETAIL INC COM SER A
549300PSXEKU4PHLCR04
2500-12-31
0.00
42000.00
91980.00
Equities
SIERRA LAKE ACQUISITION CORP CLASS A COM
549300J2E7DOE866IQ73
2500-12-31
0.00
27629.00
278776.61
Equities
THE NECESSITY RETAIL REIT INC COM CLASS A
549300GN4H0K3IUS8983
2500-12-31
0.00
84300.00
555537.00
Equities
PERFORMANCE FOOD GROUP CO COM
549300EUK8GR9IT1YK57
2500-12-31
0.00
62679.00
3699941.37
Equities
FEDEX CORP COM
549300E707U7WNPZN687
2500-12-31
0.00
400.00
71128.00
Equities
VIRGIN GALACTIC HOLDINGS INC COM
549300C631IMXCSMN048
2500-12-31
0.00
680600.00
3341746.00
Equities
VERINT SYS INC COM
549300KEQJS5FRVUCO94
2500-12-31
0.00
3686.00
140104.86
Equities
NEW YORK MTG TR INC COM PAR $.02
549300JFGR0M7ULHWG48
2500-12-31
0.00
285100.00
784025.00
Equities
FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB
549300JHXHA1YOKDTF39
2500-12-31
0.00
192.00
6594.70
Equities
MRC GLOBAL INC COM
529900TSBPOLCLI2L582
2500-12-31
0.00
56000.00
641760.00
Equities
INSMED INC COM PAR $.01
529900Q55QAG41CCAC11
2500-12-31
0.00
77200.00
1398092.00
Equities
CARLYLE GROUP INC COM
529900NGGVF94UK6PG95
2500-12-31
0.00
16800.00
501984.00
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GLAUKOS CORP COM
5299004JA1LHE21M6T14
2500-12-31
0.00
24400.00
1113128.00
Equities
HERSHEY CO COM
21X2CX66SU2BR6QTAD08
2500-12-31
0.00
10148.00
2339012.52
Equities
BED BATH & BEYOND INC COM
529900ZBUWWUV7BKGX39
2500-12-31
0.00
2100.00
6678.00
Equities
ALTO INGREDIENTS INC COM
549300TI77MKE21DLE34
2500-12-31
0.00
12400.00
42656.00
Equities
MEDTECH ACQUISITION CORP COM CL A
2500-12-31
0.00
46982.00
473108.74
Equities
PRIVETERRA ACQUISITION CORP CL A
2500-12-31
0.00
2800.00
27972.00
Equities
LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM
2500-12-31
0.00
148707.00
1464763.95
Equities
MAQUIA CAPITAL ACQUISITION CRP CLASS A COM
2500-12-31
0.00
22232.00
231212.80
Equities
GENESIS UNICORN CAPITAL CORP CLASS A COM
2500-12-31
0.00
5337.00
53850.33
Equities
GLENFARNE MERGER CORP CLASS A COM
2500-12-31
0.00
110100.00
1109808.00
Equities
COMPASS INC CL A
2500-12-31
0.00
670400.00
1803376.00
Equities
SCION TECH GROWTH II CL A SHS
2500-12-31
0.00
131750.00
1324087.50
Equities
FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS
2500-12-31
0.00
47597.00
475970.00
Equities
GOLDENBRIDGE ACQUISITION LTD SHS
2500-12-31
0.00
10118.00
104721.30
Equities
GREEN VISOR FIN TEC ACQ CORP I CLASS A ORD
2500-12-31
0.00
37522.00
384600.50
Equities
ALPHA STAR ACQUISITION CORP ORDINARY SHARES
2500-12-31
0.00
23426.00
238710.94
Equities
A SPAC II ACQUISITION CORP ORD SHS CL A
2500-12-31
0.00
44706.00
452871.78
Equities
BLUE WORLD ACQUISITION CORP CLASS A ORD SHS
2500-12-31
0.00
12502.00
127020.32
Equities
CHAIN BRIDGE I CLASS A ORD
2500-12-31
0.00
36461.00
371902.20
Equities
SCION TECH GROWTH I CL A SHS
2500-12-31
0.00
119981.00
1208208.67
Equities
TUSIMPLE HLDGS INC CL A
2500-12-31
0.00
205000.00
446900.00
Equities
SCHULTZE SPL PURP ACQ CORP II CLASS A COM
2500-12-31
0.00
20503.00
205235.03
Equities
TASTEMAKER ACQUISITION CORP COM CL A
2500-12-31
0.00
148292.00
1502197.96
Equities
BAKER HUGHES COMPANY CL A
2500-12-31
0.00
14400.00
412560.00
Equities
BELONG ACQUISITION CORP CLASS A COM
2500-12-31
0.00
13028.00
130149.72
Equities
BRIGHT LIGHTS ACQUISITION CORP COM CL A
2500-12-31
0.00
81198.00
816039.90
Equities
BURTECH ACQUISITION CORP CLASS A COM
2500-12-31
0.00
98414.00
999886.24
Equities
RXR ACQUISITION CORP CLASS A COM
2500-12-31
0.00
1000.00
10050.00
Equities
ALIGNMENT HEALTHCARE INC COM
2500-12-31
0.00
40800.00
514488.00
Equities
ALLBIRDS INC COM CL A
2500-12-31
0.00
242600.00
625908.00
Equities
ARVINAS INC COM
2500-12-31
0.00
96630.00
3699962.70
Equities
PROJECT ENERGY REIMAGINED ACQU CLASS A ORD
2500-12-31
0.00
8076.00
80275.44
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
0.00
65445.00
659031.15
Equities
PIONEER MERGER CORP CL A SHS
2500-12-31
0.00
13222.00
133145.54
Equities
SVF INVESTMENT CORP CL A SHS
2500-12-31
0.00
199650.00
2006482.50
Equities
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS
2500-12-31
0.00
139009.00
1394260.27
Equities
INTEGRAL ACQUISITION CORP 1 CLASS A COM
2500-12-31
0.00
14990.00
150724.45
Equities
KHOSLA VENTURES ACQUT CO III COM CL A
2500-12-31
0.00
244649.00
2431811.06
Equities
KLUDEIN I ACQUISITION CORP CL A
2500-12-31
0.00
14925.00
152981.25
Equities
MEDICUS SCIENCES ACQUISITION C CL A SHS
2500-12-31
0.00
29643.00
295244.28
Equities
MODEL PERFORMANCE ACQU CORP CLASS A ORD SHS
2500-12-31
0.00
16445.00
171356.90
Equities
NEW VISTA ACQUISITION CORP CL A SHS
2500-12-31
0.00
55733.00
557330.00
Equities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0392
74000000.00
74000000.00
0.0005
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.810000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0V2E42
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CTMA4269
B1V7KEBTPIMZEU4LTD58
2041-02-01
2.500000
315000.00
196262.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA8143
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
563000.00
342828.07
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3895
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
5173935.00
3947907.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0338
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
760661.00
642947.56
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS0548
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
15800000.00
12662487.29
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0115
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.500000
4400000.00
99962.91
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
3000000.00
230313.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3240
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
1857218.00
296281.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3415
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
224000.00
25024.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4908
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
641918.00
107717.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ4750
B1V7KEBTPIMZEU4LTD58
2045-10-01
3.500000
120000.00
24937.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLBC4714
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
35000.00
10809.70
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0189
B1V7KEBTPIMZEU4LTD58
2057-06-01
3.000000
283344.00
126515.95
Agency Mortgage-Backed Securities
FNMS 03.500 U4BF0200
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
97594.00
34456.21
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0332
B1V7KEBTPIMZEU4LTD58
2059-01-01
3.000000
85000.00
40476.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH7106
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
525000.00
100764.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5294
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
23381166.00
4220108.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT7107
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
1423247.00
1128358.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU3597
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
2783230.00
2239343.84
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4788
B1V7KEBTPIMZEU4LTD58
2037-07-01
1.500000
4883375.00
4186585.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4839
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.000000
2219198.00
2091976.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1670
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1781646.00
1728675.95
Agency Mortgage-Backed Securities
FNMS 04.000 CIBW1272
B1V7KEBTPIMZEU4LTD58
2037-10-01
4.000000
2993048.00
2912208.08
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW1376
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.000000
32141377.00
32892820.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW3468
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1229042.00
1158405.25
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW6182
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1149768.00
1119319.79
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8321
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
2464089.00
2510737.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBU8743
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
27074305.00
24955147.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV2551
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
2723364.00
2709428.92
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV5020
B1V7KEBTPIMZEU4LTD58
2052-06-01
5.000000
65000.00
64200.81
Agency Mortgage-Backed Securities
FNMS 05.500 CLBV9113
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
2057368.00
2081779.07
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1022
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1457780.00
1486570.51
Agency Mortgage-Backed Securities
FNMS 05.000 CLBX2551
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
1924676.00
1920487.48
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX3138
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1333645.00
1365503.85
Agency Mortgage-Backed Securities
FNMS 03.500 CICA4238
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
6213582.00
3037847.31
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3351
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
40956.00
33481.75
Agency Mortgage-Backed Securities
FNMS 02.500 CICB4226
B1V7KEBTPIMZEU4LTD58
2037-07-01
2.500000
6327315.00
5648067.73
Agency Mortgage-Backed Securities
FNMS 02.500 CICB4285
B1V7KEBTPIMZEU4LTD58
2037-07-01
2.500000
1837597.00
1655080.70
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4794
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
641388.00
618114.13
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM1455
B1V7KEBTPIMZEU4LTD58
2030-07-01
2.500000
227644.00
83478.78
Agency Mortgage-Backed Securities
FNMS 06.000 CTFM4186
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
334220.00
135429.89
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0646
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
56000.00
44027.52
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2595
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
32459484.00
27414561.13
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL7196
B1V7KEBTPIMZEU4LTD58
2030-08-01
3.500000
20000000.00
4058791.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ0220
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
2205966.00
512073.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0887
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
1261397.00
789487.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLBP1369
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000000.00
304456.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBP6698
B1V7KEBTPIMZEU4LTD58
2050-09-01
4.000000
3222330.00
1570419.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLBR0141
B1V7KEBTPIMZEU4LTD58
2050-11-01
4.000000
126138.00
15240.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLBU1416
B1V7KEBTPIMZEU4LTD58
2052-01-01
3.000000
75000.00
63479.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLBU3635
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.500000
2954603.00
2451340.80
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0381
152000000.00
152000000.00
0.0011
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 3.920000%
549300LCO2FLSSVFFR64
0000050916
ARP0V2E67
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MARRIOTT INTL INC NEW CR SEN SR GLBL31
225YDZ14ZO8E1TXUSU86
2031-04-15
2.850000
2000.00
1627.44
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 26
213800ITMMKU4Z7I4F78
2026-05-10
2.875000
5909000.00
5613297.23
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 29
213800LBQA1Y9L22JB70
2029-05-16
4.972000
3220000.00
2986078.45
Corporate Debt Securities
GLENCORE FDG LLC GLBL 144A NT 24
213800STG1QDNBY87K49
2024-03-12
4.125000
56000.00
55340.74
Corporate Debt Securities
GLENCORE FDG LLC GLBL 144A NT 29
213800STG1QDNBY87K49
2029-03-12
4.875000
2730000.00
2648789.32
Corporate Debt Securities
GLENCORE FDG LLC SR 144A NT 51
213800STG1QDNBY87K49
2051-04-27
3.875000
500000.00
359056.04
Corporate Debt Securities
ALABAMA PWR CO SR -2009A NT6%39
0RL818ELFOHP5JHOFU19
2039-03-01
6.000000
2000.00
2120.15
Corporate Debt Securities
ALABAMA PWR CO SR -2015A NT 45
0RL818ELFOHP5JHOFU19
2045-03-01
3.750000
6000.00
4715.52
Corporate Debt Securities
EATON CORP OHIO GLBL NT 4.7%52
0NZWDMRCE180888QQE14
2052-08-23
4.700000
2544000.00
2378420.93
Corporate Debt Securities
NATWEST GROUP PLC SR GLBL COCO 24
2138005O9XJIJN4JPN90
2024-06-25
4.519000
200000.00
201671.36
Corporate Debt Securities
IMPERIAL TOB FIN PLC SR 144A NT 27
2138008L3B3MCG1DFS50
2027-07-27
6.125000
1720000.00
1748753.38
Corporate Debt Securities
ORACLE CORP SR GLBL NT 31
1Z4GXXU7ZHVWFCD8TV52
2031-03-25
2.875000
95000.00
79390.64
Corporate Debt Securities
ORACLE CORP SR GLBL NT 4%47
1Z4GXXU7ZHVWFCD8TV52
2047-11-15
4.000000
2520000.00
1867084.80
Corporate Debt Securities
ORACLE CORP SR GLBL NT2.5%25
1Z4GXXU7ZHVWFCD8TV52
2025-04-01
2.500000
847000.00
802157.47
Corporate Debt Securities
ORACLE CORP SR GLBL NT3.6%50
1Z4GXXU7ZHVWFCD8TV52
2050-04-01
3.600000
309000.00
213590.07
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 37
0YQH6LCEF474UTUV4B96
2037-09-15
6.800000
728000.00
736194.85
Corporate Debt Securities
ENEL FIN INTL N.V. GLBL 144A NT 27
0YQH6LCEF474UTUV4B96
2027-05-25
3.625000
200000.00
184408.69
Corporate Debt Securities
NORTHWESTERN MUT LIFE INS CO SUB 144A NT 40
1DU7IM20QESYGDO4HO54
2040-03-30
6.063000
2098000.00
2153229.85
Corporate Debt Securities
MARATHON OIL CORP SR GLBL NT6.6%37
1FRVQX2CRLGC1XLP5727
2037-10-01
6.600000
302000.00
311521.05
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.75%44
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
3278000.00
2593141.12
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR GLBL NT 47
1HNPXZSMMB7HMBMVBS46
2047-12-01
3.950000
5127000.00
3656987.98
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD3.3%4
1HNPXZSMMB7HMBMVBS46
2040-08-01
3.300000
24000.00
16790.84
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 29 BD 3
1HNPXZSMMB7HMBMVBS46
2030-07-01
4.550000
1100078.00
1022854.66
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 28 BD 5
1HNPXZSMMB7HMBMVBS46
2050-07-01
4.950000
3402254.00
2786777.75
Corporate Debt Securities
LENNAR CORP SR GLBL NT 27
529900G61XVRLX5TJX09
2027-11-29
4.750000
41000.00
38960.33
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL REGS 27
353800DRBDH1LUTNAY26
2027-09-17
4.345000
500000.00
453085.35
Corporate Debt Securities
EXELON CORP SR GLBL 144A 32
3SOUA6IRML7435B56G12
2032-03-15
3.350000
1080000.00
946835.10
Corporate Debt Securities
HUNTSMAN INTERNATIONAL LLC 4.5%29
3YTEJFW18LGIUQ2N5J61
2029-05-01
4.500000
240000.00
218650.80
Corporate Debt Securities
AT & T CORP SR GLBL NT6.5%2
4PD8YHHBETYIBWD91168
2029-03-15
6.500000
10000.00
10201.82
Corporate Debt Securities
COMMONSPIRIT HEALTH SR GLBL -2020 30
4SXHN5XW08IBO0UG2V58
2030-10-01
2.782000
20000.00
16110.19
Corporate Debt Securities
MACQUARIE BK LTD FR 3.052%030336
4ZHCHI4KYZG2WVRT8631
2036-03-03
3.052000
205000.00
148080.86
Corporate Debt Securities
GENERAL ELECTRIC CO FR 6.15%080737
3C7474T6CDKPR9K6YT90
2037-08-07
6.150000
2150000.00
2262410.96
Corporate Debt Securities
GENERAL ELECTRIC CO VR 092404-051324
3C7474T6CDKPR9K6YT90
2024-05-13
4.379140
5000.00
4906.11
Corporate Debt Securities
GENERAL ELECTRIC CO FR 4.125%051534
3C7474T6CDKPR9K6YT90
2034-05-15
4.125000
100000.00
83473.88
Corporate Debt Securities
DELL INC 6.5%38
3E70L4WYANTIWWIPHC81
2038-04-15
6.500000
3000.00
3038.80
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 3.5%24
2S72QS2UO2OESLG6Y829
2024-11-01
3.500000
39000.00
38240.65
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 29
2S72QS2UO2OESLG6Y829
2029-12-03
4.016000
141000.00
135288.84
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 30
2S72QS2UO2OESLG6Y829
2030-03-22
3.150000
177000.00
157547.70
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 40
2S72QS2UO2OESLG6Y829
2040-11-20
2.650000
110000.00
75186.77
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 50
2S72QS2UO2OESLG6Y829
2050-11-20
2.875000
30000.00
19385.96
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 31
2S72QS2UO2OESLG6Y829
2031-03-21
2.550000
3078000.00
2559626.33
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT3.4%41
2S72QS2UO2OESLG6Y829
2041-03-22
3.400000
29000.00
22381.68
Corporate Debt Securities
NORDEA BK ABP MED TERM NTS FR 1.5%093026
529900ODI3047E2LIV03
2026-09-30
1.500000
200000.00
172636.00
Corporate Debt Securities
JABIL INC SR GLBL NT 27
5493000CGCQY2OQU7669
2027-05-15
4.250000
1267000.00
1203613.05
Corporate Debt Securities
MPLX LP SR GLBL NT 4%28
5493000CZJ19CK4P3G36
2028-03-15
4.000000
50000.00
46924.17
Corporate Debt Securities
CROWN CASTLE INC SR GLBL NT4.3%29
54930012H97VSM0I2R19
2029-02-15
4.300000
62000.00
59402.30
Corporate Debt Securities
CROWN CASTLE INC SR GLBL NT 4%49
54930012H97VSM0I2R19
2049-11-15
4.000000
5000.00
3849.03
Corporate Debt Securities
CROWN CASTLE INC SR GLBL NT2.1%31
54930012H97VSM0I2R19
2031-04-01
2.100000
13014000.00
10279259.73
Corporate Debt Securities
DUPONT DE NEMOURS INC SR GLBL NT 25
5493004JF0SDFLM8GD76
2025-11-15
4.493000
716000.00
711447.73
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT4.9%46
5493004LGN656HWLDA30
2046-05-15
4.900000
1640000.00
1452747.53
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC JR SB GLBL -F 78
5493004LGN656HWLDA30
2078-02-15
5.375000
50000.00
38178.85
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT2.8%30
5493004LGN656HWLDA30
2030-01-31
2.800000
128000.00
111228.59
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR GLBL 144A 32
54930030NVF3Y2OL0A78
2032-03-15
3.800000
989000.00
876577.07
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 3%26
5493003STKEZ2S0RNU91
2026-06-01
3.000000
1581000.00
1508189.68
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT 27
54930035UDEIH090K650
2027-11-01
1.375000
20000.00
16601.35
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT4.6%25
54930035UDEIH090K650
2025-11-01
4.600000
12000.00
11861.23
Corporate Debt Securities
CANADIAN PAC RY CO NEW GLBL NT 1.75%26
54930036474DURYNB481
2026-12-02
1.750000
75000.00
67256.46
Corporate Debt Securities
CANADIAN PAC RY CO NEW GLBL NT 2.45%31
54930036474DURYNB481
2031-12-02
2.450000
3288000.00
2756474.71
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL SR GLBL 144A 23
549300506SI9CRFV9Z86
2023-12-14
4.470140
250000.00
244890.28
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL COCO 31
549300506SI9CRFV9Z86
2031-04-01
4.194000
5265000.00
4071021.73
Corporate Debt Securities
CONSTELLATION BRANDS INC SR GLBL NT 30
5493005GKEG8QCVY7037
2030-05-01
2.875000
176000.00
150989.69
Corporate Debt Securities
BON SECOURS MERCY HEALTH INC SR SEC GLBL 50
5493006NA7JSVYYYF398
2050-06-01
3.205000
100000.00
68444.60
Corporate Debt Securities
AMERICAN TOWER CORP SR NT 4%25
5493006ORUSIL88JOE18
2025-06-01
4.000000
5000.00
4936.19
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT3.6%28
5493006ORUSIL88JOE18
2028-01-15
3.600000
2442000.00
2269057.56
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT 27
5493006ORUSIL88JOE18
2027-01-15
2.750000
6000.00
5462.30
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT1.3%25
5493006ORUSIL88JOE18
2025-09-15
1.300000
2000.00
1799.10
Corporate Debt Securities
BANCO SANTANDER S.A. GLBL COCO 24
5493006QMFDDMYWIAM13
2024-06-30
0.701000
400000.00
387916.33
Corporate Debt Securities
IEA ENERGY SVCS LLC SR GLBL 144A 29
2029-08-15
6.625000
5000000.00
4771614.58
Corporate Debt Securities
JBS USA LUX S A / JBS USA FOOD SR 144A NT 52
2052-02-02
4.375000
10000000.00
7303702.78
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 24
2024-07-15
4.000000
554000.00
550371.30
Corporate Debt Securities
BK OF AMERICA CORP SUB DEB 6.7%28
2028-07-15
6.700000
30000.00
32682.15
Corporate Debt Securities
USB CAPITAL IX PERP JR SB GLBL
2500-12-31
5.099140
62000.00
50506.17
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.3%32
2032-01-30
3.300000
7810000.00
6251592.60
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP GLBL DEB 3.3%51
2051-09-15
3.300000
18000.00
13531.41
Corporate Debt Securities
OFFICE PPTYS INCOME TR SR NT 4.5%25
2025-02-01
4.500000
333000.00
292329.05
Corporate Debt Securities
SKYMILES IP LTD & DELTA AIR LI SR SEC GLBL 25
2025-10-20
4.500000
1190892.00
1163156.13
Corporate Debt Securities
SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28
2028-10-20
4.750000
12167850.00
11546654.22
Corporate Debt Securities
NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29
2029-03-04
4.750000
4485000.00
4042615.80
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU 3.65%26
2026-02-01
3.650000
763000.00
748484.14
Corporate Debt Securities
APTIV PLC SR GLBL NT3.1%51
2051-12-01
3.100000
16629000.00
10594566.86
Corporate Debt Securities
TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 4%28
2028-03-15
4.000000
36000.00
34132.08
Corporate Debt Securities
CHEVRON CORPORATION SR GLBL NT 26
2026-05-16
2.954000
4299000.00
4089504.48
Corporate Debt Securities
COMED FING III GTD PFD 6.35%33
2033-03-15
6.350000
40000.00
41794.37
Corporate Debt Securities
CSX CORP SR GLBL NT2.6%26
549300JVQR4N1MMP3Q88
2026-11-01
2.600000
1002000.00
931794.31
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC NT5.75%24
549300KJYBG7C6WJYZ11
2024-05-15
5.750000
2585000.00
2591684.38
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT25
549300KJYBG7C6WJYZ11
2025-03-01
5.625000
8336000.00
8450505.38
Corporate Debt Securities
BLACKSTONE SECD LENDING FD SR GLBL NT 23
549300KM7KWQHVBNH962
2023-07-14
3.650000
30000.00
30058.47
Corporate Debt Securities
BROADRIDGE FINL SOLUTIONS INC SR GLBL NT2.9%29
549300KZDJZQ2YIHRC28
2029-12-01
2.900000
3000.00
2585.91
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 3.625%090924
549300D0YARF5HYP1809
2024-09-09
3.625000
1470000.00
1372430.59
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 4.75%080924
549300D0YARF5HYP1809
2024-08-09
4.750000
18727000.00
18050929.29
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 5%070927
549300D0YARF5HYP1809
2027-07-09
5.000000
10129000.00
9244963.39
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 39
549300CRGMZK3K53BF92
2039-01-23
5.450000
61000.00
63117.70
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 42
549300CRGMZK3K53BF92
2042-01-15
4.950000
1500000.00
1452168.75
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328
549300CRGMZK3K53BF92
2028-04-13
4.000000
13000.00
12570.77
Corporate Debt Securities
CAMERON LNG LLC SR SEC GLBL 38
549300C39FLHGVD73K22
2038-01-15
3.402000
14000.00
11766.97
Corporate Debt Securities
GENUINE PARTS CO SR GLBL NT 30
549300D46DQVEU651W04
2030-11-01
1.875000
134000.00
103324.78
Corporate Debt Securities
TRUIST FINL CORP FR 3.7%060525
549300DRQQI75D2JP341
2025-06-05
3.700000
107000.00
105711.30
Corporate Debt Securities
TRUIST FINL CORP FR 2.5%080124
549300DRQQI75D2JP341
2024-08-01
2.500000
504000.00
487616.92
Corporate Debt Securities
TRUIST FINL CORP FR 1.887%060729
549300DRQQI75D2JP341
2029-06-07
1.887000
87000.00
73212.94
Corporate Debt Securities
TRUIST FINL CORP FR 4.123%060628
549300DRQQI75D2JP341
2028-06-06
4.123000
190000.00
184413.59
Corporate Debt Securities
TRUIST FINL CORP PERP SUB -G NT
549300DRQQI75D2JP341
2500-12-31
6.394570
40000.00
39339.99
Corporate Debt Securities
TRUIST FINL CORP ALT TIER I PERP
549300DRQQI75D2JP341
2099-12-31
4.950000
260000.00
255312.85
Corporate Debt Securities
TRUIST FINL CORP PERP SUB GLBL -Q
549300DRQQI75D2JP341
2500-12-31
5.100000
15000.00
13600.32
Corporate Debt Securities
FEDEX CORP SR NT 4.1%43
549300E707U7WNPZN687
2043-04-15
4.100000
2000.00
1573.45
Corporate Debt Securities
FEDEX CORP SR GLBL NT3.1%29
549300E707U7WNPZN687
2029-08-05
3.100000
12000.00
10644.39
Corporate Debt Securities
MAGALLANES INC SR GLBL 144A 52
549300DXR29GD4N0A520
2052-03-15
5.141000
780000.00
604500.32
Corporate Debt Securities
ENEL FIN AMER LLC SR 144A NT7.1%27
549300EGNLVUJX1DEC60
2027-10-14
7.100000
2239000.00
2342469.17
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 39
549300EJG376EN5NQE29
2039-09-15
6.125000
3690000.00
3875977.54
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 24
549300EJG376EN5NQE29
2024-08-15
2.625000
217000.00
210756.10
Corporate Debt Securities
EQUINIX INC SR GLBL NT3.2%29
549300EVUN2BTLJ3GT74
2029-11-18
3.200000
159000.00
138561.61
Corporate Debt Securities
EQUINIX INC SR GLBL NT 51
549300EVUN2BTLJ3GT74
2051-09-15
2.950000
85000.00
54465.95
Corporate Debt Securities
EQUITABLE HLDGS INC 4.35%28
549300FIBAKMNHPZ4009
2028-04-20
4.350000
20000.00
19023.47
Corporate Debt Securities
ASSURED GTY US HLDGS INC SR GLBL NT 31
5493007YCE0652G9TZ64
2031-06-15
3.150000
410000.00
346202.97
Corporate Debt Securities
MOLSON COORS BEVERAGE CO SR GLBL NT 5%42
54930073LBBH6ZCBE225
2042-05-01
5.000000
3000.00
2710.76
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 23
5493008B6JBRUJ90QL97
2023-05-15
4.250000
301000.00
299450.10
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 26
5493008B6JBRUJ90QL97
2026-01-08
1.250000
474000.00
416238.62
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL FL NT 24
5493008B6JBRUJ90QL97
2024-03-08
3.944320
940000.00
930669.42
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT1.2%24
5493008B6JBRUJ90QL97
2024-10-15
1.200000
6000.00
5529.30
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.543%27
5493009NTB34VXE1T760
2027-04-06
3.543000
3166000.00
3035131.81
Corporate Debt Securities
AMERICAN FINANCIAL GROUP INC SR GLBL NT 30
549300AFOM7IVKIU1G39
2030-04-02
5.250000
3000000.00
2961385.00
Corporate Debt Securities
NOMURA HLDGS INC GLBL NT 2.172%28
549300B3CEAHYG7K8164
2028-07-14
2.172000
210000.00
173503.12
Corporate Debt Securities
FIRST AMERN FINL CORP SR GLBL NT 4%30
549300B6VEZK3N0A1P55
2030-05-15
4.000000
325000.00
273304.42
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 2%29
549300GZKULIZ0WOW665
2029-09-01
2.000000
35000.00
29560.81
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 26
549300GZKULIZ0WOW665
2026-01-13
1.750000
66000.00
60897.52
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT3.8%60
549300GZKULIZ0WOW665
2060-05-13
3.800000
10000.00
7913.44
Corporate Debt Securities
PROSPECT CAP CORP FR 3.706%012226
549300FSD8T39P5Q0O47
2026-01-22
3.706000
35000.00
31009.89
Corporate Debt Securities
STEEL DYNAMICS INC SR GLBL NT 5%26
549300HGGKEL4FYTTQ83
2026-12-15
5.000000
92000.00
92617.01
Corporate Debt Securities
DTE ENERGY CO GLBL F NT1.05%25
549300IX8SD6XXD71I78
2025-06-01
1.050000
245000.00
222443.05
Corporate Debt Securities
JEFFERIES FINANCIAL GROUP INC SR NT 6.625%43
549300HOF34RGOJ5YL07
2043-10-23
6.625000
141000.00
134832.52
Corporate Debt Securities
AMERICAN NATIONAL GROUP INC SR GLBL 144A 32
549300I1RRC5M591MY93
2032-06-13
6.144000
728000.00
700737.37
Corporate Debt Securities
CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 25
549300I7CIEWU1BBLQ53
2025-03-31
5.875000
16000.00
16429.11
Corporate Debt Securities
EDISON INTL SR GLBL NT 28
549300I7ROF15MAEVP56
2028-03-15
4.125000
1778000.00
1647732.61
Corporate Debt Securities
EDISON INTL SR GLBL NT 27
549300I7ROF15MAEVP56
2027-06-15
5.750000
1000.00
1032.16
Corporate Debt Securities
WEC ENERGY GROUP INC JR SB GLBL -A 67
549300IGLYTZUK3PVP70
2067-05-15
6.718640
51000.00
41753.67
Corporate Debt Securities
GATX CORP SR GLBL NT 28
549300IHYHCQP2PIR591
2028-11-07
4.550000
1185000.00
1114678.48
Corporate Debt Securities
LLOYDS BANKING GROUP PLC SUB GLBL COCO 24
549300PPXHEU2JF0AM85
2024-11-04
4.500000
700000.00
683788.00
Corporate Debt Securities
LLOYDS BANKING GROUP PLC SR SB GLBL NT 26
549300PPXHEU2JF0AM85
2026-03-24
4.650000
200000.00
191493.00
Corporate Debt Securities
HYUNDAI CAP AMER SR 144A NT 23
549300RIPPWJB5Z0FK07
2023-02-10
2.375000
7000.00
7007.89
Corporate Debt Securities
HYUNDAI CAP AMER FR 2%061528
549300RIPPWJB5Z0FK07
2028-06-15
2.000000
274000.00
221434.93
Corporate Debt Securities
MARKEL CORP SR GLBL NT 52
549300SCNO12JLWIK605
2052-05-07
3.450000
184000.00
124916.53
Corporate Debt Securities
CENTERPOINT ENERGY HOUSTON ELE GLBL -AJ BD 52
549300S8SEQBOJLKHW63
2052-10-01
4.850000
5175000.00
4950944.06
Corporate Debt Securities
TEXAS EASTN TRANSMISSION LP SR 144A NT 48
549300SIOULUXXIDGA69
2048-01-15
4.150000
208000.00
168376.52
Corporate Debt Securities
SANTANDER HOLDINGS USA INC 4.4%27
549300SMVCQN2P0O6I58
2027-07-13
4.400000
5000.00
4848.22
Corporate Debt Securities
ACTIVISION BLIZZARD INC SR GLBL NT 30
549300TPQQDBP9GNOF40
2030-09-15
1.350000
1204000.00
943337.01
Corporate Debt Securities
ACTIVISION BLIZZARD INC SR GLBL NT2.5%50
549300TPQQDBP9GNOF40
2050-09-15
2.500000
6239000.00
3985026.07
Corporate Debt Securities
SCHWAB CHARLES CORP PERP SUB -E NT
549300VSGCJ7E698NM85
2500-12-31
6.397140
30000.00
30479.79
Corporate Debt Securities
SCHWAB CHARLES CORP ALT TIER I PERP
549300VSGCJ7E698NM85
2500-12-31
5.375000
37000.00
36585.16
Corporate Debt Securities
CENOVUS ENERGY INC SR NT 6.75%39
549300F4XPHJ7NOSP309
2039-11-15
6.750000
85000.00
89213.66
Corporate Debt Securities
FLEXTRONICS INTL LTD SR GLBL NT 25
549300EAQH74YHD07T53
2025-06-15
4.750000
1500000.00
1499986.25
Corporate Debt Securities
FEDEX CORP SR GLBL NT 48
549300E707U7WNPZN687
2048-02-15
4.050000
400000.00
309545.00
Corporate Debt Securities
7-ELEVEN INC SR GLBL 144A 24
549300K23JPL0SS3LB18
2024-02-10
0.800000
2586000.00
2455832.25
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 43
54930070NSV60J38I987
2043-10-02
6.250000
1824000.00
1768111.63
Corporate Debt Securities
MPLX LP SR GLBL NT 27
5493000CZJ19CK4P3G36
2027-12-01
4.250000
5000.00
4824.31
Corporate Debt Securities
BAYER US FIN II LLC GLBL 144A NT 28
529900XWNEXYNJ3X6T40
2028-12-15
4.375000
1031000.00
994143.90
Corporate Debt Securities
VERIZON COMMUNICATIONS INC FR 3.875%020829
2S72QS2UO2OESLG6Y829
2029-02-08
3.875000
2000.00
1900.35
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL 144A 30
353800DRBDH1LUTNAY26
2030-09-17
4.810000
1326000.00
1155070.13
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD3.5%5
1HNPXZSMMB7HMBMVBS46
2050-08-01
3.500000
1555000.00
1025848.19
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 4%26
5493008B6JBRUJ90QL97
2026-10-06
4.000000
44000.00
41415.88
Corporate Debt Securities
SCHWAB CHARLES CORP PERP SUB GLBL -H
549300VSGCJ7E698NM85
2500-12-31
4.000000
145000.00
114519.39
Corporate Debt Securities
SCHWAB CHARLES CORP PERP GLBL K NT5%
549300VSGCJ7E698NM85
2500-12-31
5.000000
143000.00
130286.03
Corporate Debt Securities
CIGNA CORP NEW SR GLBL NT4.8%38
549300VIWYMSIGT1U456
2038-08-15
4.800000
4376000.00
4168008.72
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 3.875%47
549300VIWYMSIGT1U456
2047-10-15
3.875000
190000.00
150703.01
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 3.4%27
549300VIWYMSIGT1U456
2027-03-01
3.400000
795000.00
754888.72
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 26
549300V2JRLO5DIFGE82
2026-02-15
2.250000
119000.00
109318.46
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 29
549300V2JRLO5DIFGE82
2029-02-15
2.625000
274000.00
235027.95
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 29
549300V2JRLO5DIFGE82
2029-04-15
3.375000
1540000.00
1374093.88
Corporate Debt Securities
AEP TRANSMISSION CO LLC SR GLBL -K NT 49
549300X123Z1I0LA3Y84
2049-06-15
3.800000
2000.00
1591.35
Corporate Debt Securities
EDF S A SR GLBL 144A 39
549300X3UK4GG3FNMO06
2039-01-26
6.950000
379000.00
398684.84
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT4.3%25
549300WR7IX8XE0TBO16
2025-06-01
4.300000
6000.00
6015.36
Corporate Debt Securities
GILEAD SCIENCES INC SR NT 4.8%44
549300WTZWR07K8MNV44
2044-04-01
4.800000
2085000.00
1954618.00
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QW NT 24
549300WN65YFEQH74Y36
2024-04-09
2.500000
4470000.00
4354636.75
Corporate Debt Securities
BROADCOM INC SR GLBL NT 28
549300WV6GIDOZJTV909
2028-09-15
4.110000
30000.00
27982.58
Corporate Debt Securities
BROADCOM INC SR GLBL NT 30
549300WV6GIDOZJTV909
2030-11-15
4.150000
18000.00
16054.00
Corporate Debt Securities
BROADCOM INC SR GLBL NT4.3%32
549300WV6GIDOZJTV909
2032-11-15
4.300000
4000.00
3521.49
Corporate Debt Securities
WASTE MGMT INC DEL SR GLBL NT 2%29
549300YX8JIID70NFS41
2029-06-01
2.000000
3000.00
2572.87
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT 29
549300XMP3KDCKJXIU47
2029-03-15
4.375000
922000.00
900687.59
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426
549300XFX12G42QIKN82
2026-09-14
4.000000
3000000.00
2742253.33
Corporate Debt Securities
TRANSCANADA TRUST SUB COCO 79
549300Y0MFCAXLBWUV51
2079-09-15
5.500000
109000.00
94171.46
Corporate Debt Securities
ELECTRONIC ARTS INC SR GLBL NT 51
549300O7A67PUEYKDL45
2051-02-15
2.950000
16000.00
10993.67
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24
549300PDHUGWPWGOT525
2024-09-01
4.250000
1567000.00
1554271.17
Corporate Debt Securities
DOLLAR TREE INC SR GLBL NT 4%25
549300PMSTQITB1WHR43
2025-05-15
4.000000
95000.00
92975.23
Corporate Debt Securities
DOLLAR TREE INC SR GLBL NT4.2%28
549300PMSTQITB1WHR43
2028-05-15
4.200000
3000.00
2852.37
Corporate Debt Securities
GLOBAL PMTS INC SR GLBL NT 25
549300NOMHGVQBX6S778
2025-02-15
2.650000
8000.00
7552.95
Corporate Debt Securities
STATE STR CORP ALT TIER I EXT77
549300ZFEEJ2IP5VME73
2077-06-01
4.292570
19613000.00
14897291.31
Corporate Debt Securities
STATE STR CORP ALT TIER I PERP
549300ZFEEJ2IP5VME73
2500-12-31
5.625000
82000.00
77764.80
Corporate Debt Securities
TRANSCANADA PIPELINE STRIP SR NT 4.625%34
5BV01I6231JPDAPMGH09
2034-03-01
4.625000
1500000.00
1381056.04
Corporate Debt Securities
PARAMOUNT GLOBAL SR GLBL NT 31
5KYC8KF17ROCY24M3H09
2031-01-15
4.950000
1614000.00
1486578.74
Corporate Debt Securities
PARAMOUNT GLOBAL SR GLBL NT2.9%27
5KYC8KF17ROCY24M3H09
2027-01-15
2.900000
52000.00
46951.58
Corporate Debt Securities
PARAMOUNT GLOBAL SR GLBL NT 28
5KYC8KF17ROCY24M3H09
2028-02-15
3.375000
470000.00
417032.76
Corporate Debt Securities
PRUDENTIAL FINL INC JR SB FIX/FLT 43
5PRBRS5FEH7NREC8OR45
2043-06-15
5.625000
1790000.00
1812359.34
Corporate Debt Securities
PRUDENTIAL FINL INC JR SB GLBL NT 52
5PRBRS5FEH7NREC8OR45
2052-03-01
5.125000
275000.00
239679.69
Corporate Debt Securities
PRUDENTIAL FINL INC FR 3%031040
5PRBRS5FEH7NREC8OR45
2040-03-10
3.000000
150000.00
112114.00
Corporate Debt Securities
AT&T INC SR GLBL NT 45
549300Z40J86GGSTL398
2045-06-15
4.350000
2938000.00
2470263.06
Corporate Debt Securities
AT&T INC SR GLBL NT4.5%3
549300Z40J86GGSTL398
2035-05-15
4.500000
30000.00
27409.35
Corporate Debt Securities
AT&T INC SR GLBL NT 46
549300Z40J86GGSTL398
2046-05-15
4.750000
80000.00
69927.93
Corporate Debt Securities
AT&T INC SR GLBL NT4.5%4
549300Z40J86GGSTL398
2048-03-09
4.500000
45000.00
37820.47
Corporate Debt Securities
AT&T INC GLBL NT 3.5%41
549300Z40J86GGSTL398
2041-06-01
3.500000
51000.00
39893.87
Corporate Debt Securities
AT&T INC SR GLBL NT3.5%5
549300Z40J86GGSTL398
2053-09-15
3.500000
5440000.00
3847721.07
Corporate Debt Securities
AT&T INC GLBL NT 0.9%24
549300Z40J86GGSTL398
2024-03-25
0.900000
41000.00
38925.19
Corporate Debt Securities
AT&T INC GLBL NT 1.7%26
549300Z40J86GGSTL398
2026-03-25
1.700000
36000.00
32506.54
Corporate Debt Securities
KROGER CO SR GLBL NT 26
6CPEOKI6OYJ13Q6O7870
2026-10-15
2.650000
13000.00
11951.84
Corporate Debt Securities
KROGER CO SR GLBL NT2.2%30
6CPEOKI6OYJ13Q6O7870
2030-05-01
2.200000
393000.00
320083.65
Corporate Debt Securities
AMGEN INC SR GLBL NT 40
62QBXGPJ34PQ72Z12S66
2040-02-21
3.150000
1264000.00
980968.28
Corporate Debt Securities
AMGEN INC SR GLBL NT 30
62QBXGPJ34PQ72Z12S66
2030-02-21
2.450000
474000.00
407273.84
Corporate Debt Securities
AMGEN INC SR GLBL NT2.3%31
62QBXGPJ34PQ72Z12S66
2031-02-25
2.300000
613000.00
510959.68
Corporate Debt Securities
AMGEN INC SR GLBL NT 28
62QBXGPJ34PQ72Z12S66
2028-08-15
1.650000
15000.00
12708.64
Corporate Debt Securities
AMGEN INC SR GLBL NT4.2%52
62QBXGPJ34PQ72Z12S66
2052-02-22
4.200000
169000.00
143053.99
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 39
6SHGI4ZSSLCXXQSBB395
2039-07-15
8.125000
150000.00
192448.31
Corporate Debt Securities
CITIGROUP INC SUB NT 4%24
6SHGI4ZSSLCXXQSBB395
2024-08-05
4.000000
6000.00
5945.75
Corporate Debt Securities
CITIGROUP INC SUB GLBL D NT 26
6SHGI4ZSSLCXXQSBB395
2026-11-20
4.300000
69000.00
67303.60
Corporate Debt Securities
CITIGROUP INC SB GLBL NT4.4%25
6SHGI4ZSSLCXXQSBB395
2025-06-10
4.400000
1000.00
1001.03
Corporate Debt Securities
CITIGROUP INC SUB NT 4.6%26
6SHGI4ZSSLCXXQSBB395
2026-03-09
4.600000
3000.00
2977.62
Corporate Debt Securities
CITIGROUP INC SUB GLBL NT 46
6SHGI4ZSSLCXXQSBB395
2046-05-18
4.750000
1155000.00
985519.15
Corporate Debt Securities
CITIGROUP INC SR GLBL NT3.2%26
6SHGI4ZSSLCXXQSBB395
2026-10-21
3.200000
84000.00
78501.92
Corporate Debt Securities
CITIGROUP INC SR NT FXD/FLT 28
6SHGI4ZSSLCXXQSBB395
2028-07-24
3.668000
15000.00
14006.67
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 24
6SHGI4ZSSLCXXQSBB395
2024-06-01
4.044000
201000.00
203288.92
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 30
6SHGI4ZSSLCXXQSBB395
2030-03-20
3.980000
102000.00
93427.81
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 41
6SHGI4ZSSLCXXQSBB395
2041-03-26
5.316000
2324000.00
2269062.19
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 31
6SHGI4ZSSLCXXQSBB395
2031-03-31
4.412000
54000.00
50290.38
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 24
6SHGI4ZSSLCXXQSBB395
2024-10-30
0.776000
426000.00
405533.54
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 25
6SHGI4ZSSLCXXQSBB395
2025-11-03
1.281000
16000.00
14648.01
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 33
6SHGI4ZSSLCXXQSBB395
2033-01-25
3.057000
1100000.00
907318.04
Corporate Debt Securities
DUKE ENERGY IND LLC 1M GLBL ZZZ BD50
6URPHM2EAWGJ2C6ISB97
2050-04-01
2.750000
110000.00
70126.86
Corporate Debt Securities
FIDELITY NATL INFORMATION SVCS SR GLBL NT 31
6WQI0GK1PRFVBA061U48
2031-03-01
2.250000
5000.00
3987.41
Corporate Debt Securities
FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41
6WQI0GK1PRFVBA061U48
2041-03-01
3.100000
460000.00
323091.99
Corporate Debt Securities
FLOWSERVE CORP SR GLBL NT3.5%30
6Y0GK87T6V7NJKZJVM41
2030-10-01
3.500000
1795000.00
1501600.27
Corporate Debt Securities
DISNEY WALT CO FR 2.95%061527
7260JQNI6SCF9FIV2392
2027-06-15
2.950000
150000.00
142278.12
Corporate Debt Securities
MOTOROLA SOLUTIONS INC SR GLBL NT5.5%44
6S552MUG6KGJVEBSEC55
2044-09-01
5.500000
54000.00
49301.31
Corporate Debt Securities
MOTOROLA SOLUTIONS INC SR GLBL NT2.3%30
6S552MUG6KGJVEBSEC55
2030-11-15
2.300000
4303000.00
3369026.68
Corporate Debt Securities
NISSAN MTR ACCEP CO LLC FR 2%030926
7D6DIU2QXTUJRFNNJA49
2026-03-09
2.000000
720000.00
618789.60
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
1420000.00
1366358.08
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2032-05-28
3.035000
1460000.00
1088252.77
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
784F5XWPLTWKTBV3E584
2045-05-22
5.150000
1039000.00
991428.81
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4.8%070844
784F5XWPLTWKTBV3E584
2044-07-08
4.800000
77000.00
71708.82
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 6.25%41
784F5XWPLTWKTBV3E584
2041-02-01
6.250000
100000.00
107359.97
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28
784F5XWPLTWKTBV3E584
2028-06-05
3.691000
5000.00
4733.56
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 25
784F5XWPLTWKTBV3E584
2025-09-29
3.272000
275000.00
265653.91
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 29
784F5XWPLTWKTBV3E584
2029-04-23
3.814000
707000.00
649570.35
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 29
784F5XWPLTWKTBV3E584
2029-05-01
4.223000
424000.00
397170.07
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT2.6%30
784F5XWPLTWKTBV3E584
2030-02-07
2.600000
144000.00
121108.48
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 26
784F5XWPLTWKTBV3E584
2026-12-09
1.093000
1000.00
879.38
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 42
784F5XWPLTWKTBV3E584
2042-04-22
3.210000
500000.00
366974.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-10-21
1.948000
281000.00
245540.70
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 28
784F5XWPLTWKTBV3E584
2028-02-24
2.640000
51000.00
45614.91
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 28
784F5XWPLTWKTBV3E584
2028-02-24
4.938070
38000.00
36317.47
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 43
784F5XWPLTWKTBV3E584
2043-02-24
3.436000
432000.00
330597.79
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 28
784F5XWPLTWKTBV3E584
2028-03-15
3.615000
9743000.00
9093154.08
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 28
784F5XWPLTWKTBV3E584
2028-03-15
5.152070
104000.00
103457.81
Corporate Debt Securities
JPMORGAN CHASE & CO PERP SUB GLBL -
8I5DZWZKVSZI1NUHU748
2500-12-31
6.750000
179000.00
182349.54
Corporate Debt Securities
JPMORGAN CHASE & CO JR SB M FL DB 3
8I5DZWZKVSZI1NUHU748
2034-09-30
4.624140
5581000.00
4688907.00
Corporate Debt Securities
JPMORGAN CHASE & CO PERP SUB GLBL -
8I5DZWZKVSZI1NUHU748
2500-12-31
6.000000
5000.00
5042.92
Corporate Debt Securities
JPMORGAN CHASE & CO VR 082914-08292
8I5DZWZKVSZI1NUHU748
2024-08-29
1.712000
20000.00
18318.55
Corporate Debt Securities
NATIONAL FUEL GAS CO CR SEN SR GLBL31
8JB38FFW1Y3C1HM8E841
2031-03-01
2.950000
5000.00
3955.57
Corporate Debt Securities
ELEVANCE HEALTH INC SR GLBL NT3.3%23
8MYN82XMYQH89CTMTH67
2023-01-15
3.300000
225000.00
227426.62
Corporate Debt Securities
ELEVANCE HEALTH INC SR NT 3.5%24
8MYN82XMYQH89CTMTH67
2024-08-15
3.500000
88000.00
86668.41
Corporate Debt Securities
INTERNATIONAL PAPER CO CR SEN SR GLBL39
824LMFJDH41EY779Q875
2039-11-15
7.300000
1120000.00
1238072.27
Corporate Debt Securities
NIKE INC SR GLBL NT 26
787RXPR0UX0O0XUXPZ81
2026-11-01
2.375000
5410000.00
5023689.18
Corporate Debt Securities
BK OF AMERICA CORP FR 2.972%020433
9DJT3UXIJIZJI4WXO774
2033-02-04
2.972000
176000.00
144840.33
Corporate Debt Securities
BK OF AMERICA CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
48000.00
47597.96
Corporate Debt Securities
BK OF AMERICA CORP FR 4.183%112527
9DJT3UXIJIZJI4WXO774
2027-11-25
4.183000
1313000.00
1245696.90
Corporate Debt Securities
BK OF AMERICA CORP SR NT FXD/FLT 28
9DJT3UXIJIZJI4WXO774
2028-01-20
3.824000
373000.00
353857.23
Corporate Debt Securities
BK OF AMERICA CORP SR NT FXD/FLT 28
9DJT3UXIJIZJI4WXO774
2028-04-24
3.705000
223000.00
207669.86
Corporate Debt Securities
BK OF AMERICA CORP SR NT FXD/FLT 25
9DJT3UXIJIZJI4WXO774
2025-10-01
3.093000
242000.00
231179.96
Corporate Debt Securities
BK OF AMERICA CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
5.301570
35000.00
34320.20
Corporate Debt Securities
BK OF AMERICA CORP FR 3.97%030529
9DJT3UXIJIZJI4WXO774
2029-03-05
3.970000
65000.00
60768.73
Corporate Debt Securities
BK OF AMERICA CORP FR 3.974%020730
9DJT3UXIJIZJI4WXO774
2030-02-07
3.974000
70000.00
64861.58
Corporate Debt Securities
BK OF AMERICA CORP FR 4.33%031550
9DJT3UXIJIZJI4WXO774
2050-03-15
4.330000
581000.00
495088.01
Corporate Debt Securities
BK OF AMERICA CORP FR 1.319%061926
9DJT3UXIJIZJI4WXO774
2026-06-19
1.319000
32000.00
28910.68
Corporate Debt Securities
BK OF AMERICA CORP FR 0.981%092525
9DJT3UXIJIZJI4WXO774
2025-09-25
0.981000
20000.00
18325.02
Corporate Debt Securities
BK OF AMERICA CORP FR 2.831%102451
9DJT3UXIJIZJI4WXO774
2051-10-24
2.831000
83000.00
53811.47
Corporate Debt Securities
BK OF AMERICA CORP FR 0.523%061424
9DJT3UXIJIZJI4WXO774
2024-06-14
0.523000
112000.00
108920.18
Corporate Debt Securities
BK OF AMERICA CORP FR 2.482%092136
9DJT3UXIJIZJI4WXO774
2036-09-21
2.482000
103000.00
77604.03
Corporate Debt Securities
BK OF AMERICA CORP FR 4.571%042733
9DJT3UXIJIZJI4WXO774
2033-04-27
4.571000
114000.00
105795.43
Corporate Debt Securities
BK OF AMERICA CORP VR 042722-042525
9DJT3UXIJIZJI4WXO774
2025-04-25
4.841600
17000.00
16954.14
Corporate Debt Securities
AMERICAN EXPRESS CR CORP FR 3.3%050327
9ET6B8VCXWW51H8Z3M54
2027-05-03
3.300000
10000.00
9353.65
Corporate Debt Securities
GSK CONSU HEAL CAP US LLC GLBL NT 3.625%32
549300N8C3A3L0UVQB07
2032-03-24
3.625000
8385000.00
7411718.11
Corporate Debt Securities
GLOBAL PMTS INC SR GLBL NT1.2%26
549300NOMHGVQBX6S778
2026-03-01
1.200000
115000.00
100253.17
Corporate Debt Securities
GLOBAL PMTS INC GLBL NT 5.4%32
549300NOMHGVQBX6S778
2032-08-15
5.400000
86000.00
83157.70
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT30
549300KJYBG7C6WJYZ11
2030-05-15
4.500000
14000.00
13147.19
Corporate Debt Securities
VAR ENERGI ASA SR 144A NT7.5%28
549300LIVN3FFOJN2K47
2028-01-15
7.500000
6490000.00
6676814.65
Corporate Debt Securities
HYUNDAI CAP AMER SR 144A NT 1%24
549300RIPPWJB5Z0FK07
2024-09-17
1.000000
81000.00
74089.71
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 36
549300WV6GIDOZJTV909
2036-11-15
3.187000
4887000.00
3535783.19
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT 2%31
549300WR7IX8XE0TBO16
2031-02-15
2.000000
28000.00
21967.21
Corporate Debt Securities
T MOBILE USA INC GLBL NT 5.2%33
549300V2JRLO5DIFGE82
2033-01-15
5.200000
50000.00
50367.17
Corporate Debt Securities
FS KKR CAP CORP GLBL NT 3.125%28
549300TYRSI1T21B1360
2028-10-12
3.125000
10000.00
8087.77
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 6.25%100527
784F5XWPLTWKTBV3E584
2027-10-05
6.250000
50000.00
48756.43
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4.15%051538
784F5XWPLTWKTBV3E584
2038-05-15
4.150000
19000.00
15874.29
Corporate Debt Securities
TARGET CORP SR GLBL NT4.5%32
8WDDFXB5T1Z6J0XC1L66
2032-09-15
4.500000
7000000.00
6873195.00
Corporate Debt Securities
JPMORGAN CHASE & CO SUB GLBL NT 33
8I5DZWZKVSZI1NUHU748
2033-09-14
5.717000
36000.00
35651.13
Corporate Debt Securities
JPMORGAN CHASE & CO FR 2.3%122340
8I5DZWZKVSZI1NUHU748
2040-12-23
2.300000
80000.00
44996.84
Corporate Debt Securities
JPMORGAN CHASE & CO 8.75%30
8I5DZWZKVSZI1NUHU748
2030-09-01
8.750000
2000000.00
2396323.89
Corporate Debt Securities
ELEVANCE HEALTH INC GLBL NT 6.1%52
8MYN82XMYQH89CTMTH67
2052-10-15
6.100000
8325000.00
9097939.25
Corporate Debt Securities
AT&T INC SR GLBL 144A 30
549300Z40J86GGSTL398
2030-02-15
4.300000
24000.00
22942.84
Corporate Debt Securities
SYSCO CORP SR GLBL NT3.3%26
5RGWIFLMGH3YS7KWI652
2026-07-15
3.300000
112000.00
107105.04
Corporate Debt Securities
AMGEN INC SR GLBL NT2.6%26
62QBXGPJ34PQ72Z12S66
2026-08-19
2.600000
49000.00
45930.86
Corporate Debt Securities
CITIGROUP INC SR GLBL G STP 29
6SHGI4ZSSLCXXQSBB395
2029-09-30
2.500000
50000.00
40427.33
Corporate Debt Securities
CITIGROUP INC FR 3%122331
6SHGI4ZSSLCXXQSBB395
2031-12-23
3.000000
35000.00
28811.42
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 50
549300EJG376EN5NQE29
2050-04-01
4.250000
2267000.00
1867181.17
Corporate Debt Securities
FOX CORP SR GLBL NT 24
549300DDU6FDRBIELS05
2024-01-25
4.030000
15000.00
14979.50
Corporate Debt Securities
NUCOR CORP SR GLBL NT 25
549300GGJCRSI2TIEJ46
2025-05-23
3.950000
132000.00
128839.66
Corporate Debt Securities
MPLX LP GLBL NT 1.75%26
5493000CZJ19CK4P3G36
2026-03-01
1.750000
98000.00
87598.91
Corporate Debt Securities
AIR LEASE CORP FR 3%020130
5493004NW4M4P8TMMK63
2030-02-01
3.000000
2012000.00
1684982.93
Corporate Debt Securities
AIR LEASE CORP FR 2.2%011527
5493004NW4M4P8TMMK63
2027-01-15
2.200000
68000.00
59396.64
Corporate Debt Securities
ROGERS COMMUNICATIONS INC GLBL 144A NT 25
54930030NVF3Y2OL0A78
2025-03-15
2.950000
112000.00
106993.13
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL COCO 33
549300506SI9CRFV9Z86
2033-11-15
9.016000
1000000.00
1021377.11
Corporate Debt Securities
CONSTELLATION BRANDS INC SR GLBL NT3.6%24
5493005GKEG8QCVY7037
2024-05-09
3.600000
750000.00
735442.50
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 3%27
2S72QS2UO2OESLG6Y829
2027-03-22
3.000000
3000000.00
2813240.00
Corporate Debt Securities
VERIZON COMMUNICATIONS INC FR 5.15%111529
2S72QS2UO2OESLG6Y829
2029-11-15
5.150000
20000.00
20047.71
Corporate Debt Securities
ACCIDENT FD INS CO OF AMER 144A NT 8.5%32
2549009NUX96RJZ6DQ30
2032-08-01
8.500000
2550000.00
2565046.42
Corporate Debt Securities
BARCLAYS PLC GLBL COCO 24
213800LBQA1Y9L22JB70
2024-12-10
1.007000
500000.00
474297.64
Corporate Debt Securities
BARCLAYS PLC GLBL COCO 26
213800LBQA1Y9L22JB70
2026-11-02
7.325000
4622000.00
4764714.52
Corporate Debt Securities
BARCLAYS PLC GLBL COCO 28
213800LBQA1Y9L22JB70
2028-11-02
7.385000
2000000.00
2070627.78
Corporate Debt Securities
BARCLAYS PLC GLBL COCO 33
213800LBQA1Y9L22JB70
2033-11-02
7.437000
400000.00
422621.73
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD 27
1HNPXZSMMB7HMBMVBS46
2027-06-15
5.450000
1400000.00
1395882.44
Corporate Debt Securities
ORACLE CORP SR GLBL NT 32
1Z4GXXU7ZHVWFCD8TV52
2032-11-09
6.250000
110000.00
115201.44
Corporate Debt Securities
EATON CORP OHIO GLBL NT 4.15%33
0NZWDMRCE180888QQE14
2033-03-15
4.150000
4752000.00
4482998.52
Corporate Debt Securities
ENEL FIN INTL N.V. SR REGS NT7.5%32
0YQH6LCEF474UTUV4B96
2032-10-14
7.500000
1000000.00
1081093.33
Corporate Debt Securities
BPCE S A FR 2.375%011425
9695005MSX1OYEMGDF46
2025-01-14
2.375000
888000.00
829092.05
Corporate Debt Securities
KIA MTRS CORP GLBL 144A NT 26
988400V8MJK9N7OI5X76
2026-10-16
1.750000
339000.00
290810.77
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SR GLBL NT 26
98TPTUM4IVMFCZBCUR27
2026-12-01
4.250000
391000.00
385788.73
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SUB GLBL COCO 78
98TPTUM4IVMFCZBCUR27
2078-03-01
6.250000
3376000.00
3065784.05
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SUB GLBL COCO 83
98TPTUM4IVMFCZBCUR27
2083-01-15
7.375000
216000.00
210556.86
Corporate Debt Securities
HF SINCLAIR CORP CR SEN GLBL NT30
2030-10-01
4.500000
700000.00
622275.50
Corporate Debt Securities
EVEREST REINS HLDGS INC EXT JR SB GLBL67
2067-05-01
6.991140
120000.00
102119.16
Corporate Debt Securities
FARMERS EXCHANGE CAPITAL II SUB GLBL 144A 53
2053-11-01
6.151000
4890000.00
4699901.11
Corporate Debt Securities
DT MIDSTREAM INC SR SEC GLBL 32
2032-04-15
4.300000
236000.00
212953.42
Corporate Debt Securities
OHIO EDISON CO SR 144A NT5.5%33
2033-01-15
5.500000
210000.00
212201.85
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE FR 6%062639
549300HOF34RGOJ5YL07
2039-06-26
6.000000
20000.00
15140.33
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE FR 4%083140
549300HOF34RGOJ5YL07
2040-08-31
4.000000
130000.00
83055.70
Corporate Debt Securities
ASB BK LTD SR REGS NT 27
549300IBZWZL1KTPF918
2027-11-29
5.398000
4000000.00
4007199.78
Corporate Debt Securities
PROSPECT CAP CORP FR 4.25%121551
549300FSD8T39P5Q0O47
2051-12-15
4.250000
10000.00
6816.49
Corporate Debt Securities
SOUTHERN CO JR SB GLBL 24
549300FC3G3YU2FBZD92
2024-08-01
4.475000
750000.00
748231.77
Corporate Debt Securities
WEC ENERGY GROUP INC GLBL NT 5%25
549300IGLYTZUK3PVP70
2025-09-27
5.000000
23000.00
23210.91
Corporate Debt Securities
ALLY FINL INC GLBL NT 7.1%27
549300JBN1OSM8YNAI90
2027-11-15
7.100000
4611000.00
4729817.78
Corporate Debt Securities
ALLY FINL INC FR 3.2%041525
549300JBN1OSM8YNAI90
2025-04-15
3.200000
6000.00
5427.02
Corporate Debt Securities
BELL TEL CO CDA-BELL SR GLBL-US5 NT32
549300JYAVAQRV5MNZ86
2032-02-15
2.150000
4000.00
3148.36
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 26
784F5XWPLTWKTBV3E584
2026-02-12
0.855000
250000.00
224923.75
Corporate Debt Securities
WILLIAMS COS INC SR GLBL NT 32
D71FAKCBLFS2O0RBPG08
2032-08-15
4.650000
290000.00
276647.43
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2.3%090926
B6Q2VFHD1797Q7NZ3E43
2026-09-09
2.300000
4000.00
3659.62
Corporate Debt Securities
ABN AMRO BANK N.V. FR 4.75%072825
BFXS5XCH7N0Y05NIXW11
2025-07-28
4.750000
250000.00
244254.31
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 29
HL3H1H2BGXWVG3BSWR90
2029-11-17
5.625000
3417000.00
3446322.13
Corporate Debt Securities
WESTPAC BKG CORP EXTND GLBL 28
EN5TNI6CI43VEPAMHL14
2028-06-07
3.371000
5000000.00
4806047.64
Corporate Debt Securities
GEORGIA PWR CO GLBL 2022B NT 52
D981X4Z4RWS7PDMJUZ03
2052-05-15
5.125000
3114000.00
3029035.81
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.35%030827
E0KSF7PFQ210NWI8Z391
2027-03-08
2.350000
276000.00
252140.57
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL COCO 37
MLU0ZO3ML4LN2LL2TL39
2037-09-15
6.500000
3556000.00
3392003.21
Corporate Debt Securities
COMMONWEALTH BANK OF AUSTRALIA FR 2.688%031131
MSFSBD3QN1GSN7Q6C537
2031-03-11
2.688000
200000.00
151877.73
Corporate Debt Securities
US BANCORP FR 5.85%102133
N1GZ7BBF3NP8GI976H15
2033-10-21
5.850000
14000.00
14602.10
Corporate Debt Securities
MORGAN STANLEY FR 6.296%101828
IGJSJL3JD5P30I6NJZ34
2028-10-18
6.296000
4105000.00
4256085.89
Corporate Debt Securities
BAXTER INTL INC SR GLBL FL NT 23
J5OIVXX3P24RJRW5CK77
2023-12-01
3.327260
36000.00
35986.97
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT 26
I1BZKREC126H0VB1BL91
2026-09-01
2.650000
2000.00
1864.06
Corporate Debt Securities
DUKE ENERGY CORP NEW GLBL NT 4.5%32
I1BZKREC126H0VB1BL91
2032-08-15
4.500000
1995000.00
1903020.52
Corporate Debt Securities
SANTANDER HOLDINGS USA INC SR GLBL NT 26
549300SMVCQN2P0O6I58
2026-09-09
5.807000
60000.00
60360.94
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P SR NT 6.65%37
2037-01-15
6.650000
2400000.00
2436690.00
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 30
2S72QS2UO2OESLG6Y829
2030-12-01
7.750000
20000.00
23840.29
Corporate Debt Securities
CONSTELLATION BRANDS INC SR NT 4.75%24
5493005GKEG8QCVY7037
2024-11-15
4.750000
40000.00
39817.97
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 27
5493008B6JBRUJ90QL97
2027-02-26
2.350000
18000.00
15877.37
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE SR GLBL A STP 35
549300HOF34RGOJ5YL07
2035-07-17
3.000000
25000.00
16941.83
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE SR GLBL A STP 41
549300HOF34RGOJ5YL07
2041-07-30
3.000000
185000.00
108001.15
Corporate Debt Securities
BK OF AMERICA CORP FR 3.5%021538
9DJT3UXIJIZJI4WXO774
2038-02-15
3.500000
10000.00
8024.48
Corporate Debt Securities
BK OF AMERICA CORP FR 4.15%081540
9DJT3UXIJIZJI4WXO774
2040-08-15
4.150000
10000.00
8575.34
Corporate Debt Securities
BK OF AMERICA CORP FR 1.658%031127
9DJT3UXIJIZJI4WXO774
2027-03-11
1.658000
17000.00
15050.75
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL FL NT 24
R4PP93JZOLY261QX3811
2024-05-03
4.519860
130000.00
129986.99
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 24
R4PP93JZOLY261QX3811
2024-05-03
3.375000
246000.00
241409.95
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.8%031027
PT3QB789TSUIDF371261
2027-03-10
2.800000
25000.00
22985.06
Corporate Debt Securities
TORONTO DOMINION BANK FR 4.456%060832
PT3QB789TSUIDF371261
2032-06-08
4.456000
399000.00
387488.76
Corporate Debt Securities
SOCIETE GENERALE FR 4.027%012143
O2RNE8IBXP4R0TD8PU41
2043-01-21
4.027000
1001000.00
689438.83
Corporate Debt Securities
LABORATORY CORP AMER HLDGS SR GLBL NT 24
OZ7UA8IXAIFILY2VZH07
2024-09-01
3.250000
1000.00
974.05
Corporate Debt Securities
WELLTOWER INC SR GLBL NT 24
T6IZ0MBEG5ACZDTR7D06
2024-03-15
3.625000
4000.00
3941.45
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 1%091025
B6Q2VFHD1797Q7NZ3E43
2025-09-10
1.000000
34000.00
30726.56
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2%032428
B6Q2VFHD1797Q7NZ3E43
2028-03-24
2.000000
57000.00
49421.09
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 0.75%080924
B6Q2VFHD1797Q7NZ3E43
2024-08-09
0.750000
5000000.00
4673212.50
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 1.3%090926
B6Q2VFHD1797Q7NZ3E43
2026-09-09
1.300000
1585000.00
1404143.57
Corporate Debt Securities
DOW CHEMICAL CO FR 3%031532
ZQUIP1CSZO8LXRBSOU78
2032-03-15
3.000000
217000.00
178638.74
Corporate Debt Securities
DOW CHEMICAL CO FR 2.5%031530
ZQUIP1CSZO8LXRBSOU78
2030-03-15
2.500000
25000.00
20423.71
Corporate Debt Securities
CAPITAL ONE FINL CORP GLBL FLT NT 25
ZUE8T73ROZOF6FLBAR73
2025-05-09
5.166760
139000.00
137248.09
Corporate Debt Securities
TAMPA ELEC CO SR GLBL NT 5%52
WS423EPRKJIIJUITXD73
2052-07-15
5.000000
2300000.00
2181151.33
Corporate Debt Securities
TOYOTA MTR CR CORP FR 5.45%111027
Z2VZBHUMB7PWWJ63I008
2027-11-10
5.450000
4759000.00
4883008.96
Corporate Debt Securities
ARIZONA PUB SVC CO SR GLBL NT 32
YG6VT0TPHRH4TFVAQV64
2032-12-15
6.350000
100000.00
104525.06
Corporate Debt Securities
BOSTON GAS CO SR GLBL 144A 32
FN7P4E7K9JOBORDEUX61
2032-03-16
3.757000
750000.00
654782.04
Corporate Debt Securities
REGIONS BK BIRMINGHAM ALA NT 6.45%37
EQTWLK1G7ODGC2MGLV11
2037-06-26
6.450000
5086000.00
5407494.54
Corporate Debt Securities
KEURIG DR PEPPER INC GLBL NT 0.75%24
DYTQ8KRTKO7Y2BVU5K74
2024-03-15
0.750000
16000.00
15166.60
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 0.45%060724
E0KSF7PFQ210NWI8Z391
2024-06-07
0.450000
3480000.00
3268424.70
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2%061731
E0KSF7PFQ210NWI8Z391
2031-06-17
2.000000
2000.00
1637.01
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 1.3%101326
E0KSF7PFQ210NWI8Z391
2026-10-13
1.300000
2000.00
1773.09
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 4.15%091527
E0KSF7PFQ210NWI8Z391
2027-09-15
4.150000
712000.00
702418.46
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 3.45%030729
E0KSF7PFQ210NWI8Z391
2029-03-07
3.450000
5000.00
4712.02
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 0.95%011024
EDBQKYOPJUCJKLOJDE72
2024-01-10
0.950000
41000.00
39456.94
Corporate Debt Securities
LINCOLN NATL CORP IND SR GLBL NT 26
EFQMQROEDSNBRIP7LE47
2026-12-12
3.625000
9000.00
8502.25
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP 4.5%28
BVHHEFJI6SHNOKQT2572
2028-12-01
4.500000
1000.00
950.63
Corporate Debt Securities
INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT2.3%3
BZLRL03D3GPGMOGFO832
2030-11-01
2.300000
5248000.00
4112032.50
Corporate Debt Securities
INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT 40
BZLRL03D3GPGMOGFO832
2040-11-15
3.268000
365000.00
265669.51
Corporate Debt Securities
METLIFE INC EXT JR SB GLBL66
C4BXATY60WC6XEOZDX54
2066-12-15
6.400000
7000.00
6820.12
Corporate Debt Securities
METLIFE INC SR GLBL NT 45
C4BXATY60WC6XEOZDX54
2045-03-01
4.050000
4990000.00
4243957.58
Corporate Debt Securities
CELANESE US HLDGS LLC CR SEN SR GLBL27
CD30XVRLT4QO00B1C706
2027-07-15
6.165000
100000.00
99626.00
Corporate Debt Securities
PNC FINL SVCS GROUP INC PERP JR SB GLBL
CFGNEKW0P8842LEUIA51
2500-12-31
6.000000
5160000.00
4811751.60
Corporate Debt Securities
LOCKHEED MARTIN CORP GLBL B NT4.09%52
DPRBOZP0K5RM2YE8UU08
2052-09-15
4.090000
451000.00
392320.77
Corporate Debt Securities
REGIONS FINANCIAL CORP NEW SR GLBL NT 25
CW05CS5KW59QTC0DG824
2025-05-18
2.250000
6000.00
5592.18
Corporate Debt Securities
V F CORP SR GLBL NT 30
CWAJJ9DJ5Z7P057HV541
2030-04-23
2.950000
98000.00
82187.89
Corporate Debt Securities
WILLIAMS COS INC SR GLBL NT 24
D71FAKCBLFS2O0RBPG08
2024-06-24
4.550000
165000.00
166154.45
Corporate Debt Securities
COOPERATIEVE RABOBANK U.A. FR 3.649%040628
DG3RU1DBUFHT4ZF9WN62
2028-04-06
3.649000
350000.00
322904.22
Corporate Debt Securities
APPLE INC SR GLBL NT 50
HWUPKR0MPOU8FGXBT394
2050-05-11
2.650000
6970000.00
4796883.72
Corporate Debt Securities
LAZARD LLC SR GLBL NT 29
FI94J2CJ1D7BIGVMS874
2029-03-11
4.375000
800000.00
750760.56
Corporate Debt Securities
PIONEER NAT RES CO SR GLBL NT1.9%30
FY8JBF7CCL2VE4F1B628
2030-08-15
1.900000
19000.00
15161.08
Corporate Debt Securities
ABBVIE INC SR NT 4.5%35
FR5LCKFTG8054YNNRU85
2035-05-14
4.500000
370000.00
346974.90
Corporate Debt Securities
ABBVIE INC SR NT 4.7%45
FR5LCKFTG8054YNNRU85
2045-05-14
4.700000
3765000.00
3435219.47
Corporate Debt Securities
ABBVIE INC SR GLBL NT 46
FR5LCKFTG8054YNNRU85
2046-05-14
4.450000
903000.00
796561.38
Corporate Debt Securities
ABBVIE INC SR GLBL NT 26
FR5LCKFTG8054YNNRU85
2026-11-21
2.950000
14000.00
13060.70
Corporate Debt Securities
ABBVIE INC SR GLBL NT3.8%25
FR5LCKFTG8054YNNRU85
2025-03-15
3.800000
164000.00
161281.97
Corporate Debt Securities
ABBVIE INC GLBL NT 4.75%45
FR5LCKFTG8054YNNRU85
2045-03-15
4.750000
2474000.00
2317484.45
Corporate Debt Securities
HOST HOTELS & RESORTS LP CR SEN SR GLBL3
FXB7X4WXVA8QPMNOGS12
2030-09-15
3.500000
1457000.00
1217573.62
Corporate Debt Securities
WESTLAKE CORPORATION SR GLBL NT 24
GOXNEVUM0LL78B1OS344
2024-08-15
0.875000
2000.00
1856.62
Corporate Debt Securities
ALBEMARLE CORP SR GLBL NT 32
HDBLS2Q6GV1LSKQPBS54
2032-06-01
5.050000
205000.00
199878.02
Corporate Debt Securities
AUTOZONE INC SR GLBL NT 24
GA3JGKJ41LJKXDN23E90
2024-04-18
3.125000
10000.00
9760.76
Corporate Debt Securities
FISERV INC CR SEN SR GLBL25
GI7UBEJLXYLGR2C7GV83
2025-06-01
3.850000
7000.00
6906.85
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 49
HLYYNH7UQUORYSJQCN42
2049-10-26
4.250000
506000.00
449582.97
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 27
HLYYNH7UQUORYSJQCN42
2027-11-13
1.125000
4478000.00
3812350.90
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT0.9%25
I1BZKREC126H0VB1BL91
2025-09-15
0.900000
455000.00
409747.97
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP SR GLBL NT 46
I07WOS4YJ0N7YRFE7309
2046-11-01
3.750000
140000.00
111675.32
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP 4.125%28
I07WOS4YJ0N7YRFE7309
2028-11-16
4.125000
17000.00
16382.12
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP 3.95%25
I07WOS4YJ0N7YRFE7309
2025-08-16
3.950000
16000.00
15826.42
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
59000.00
57886.57
Corporate Debt Securities
MORGAN STANLEY FR 4%072325
IGJSJL3JD5P30I6NJZ34
2025-07-23
4.000000
466000.00
461261.30
Corporate Debt Securities
MORGAN STANLEY FR 4.431%012330
IGJSJL3JD5P30I6NJZ34
2030-01-23
4.431000
592000.00
566077.26
Corporate Debt Securities
MORGAN STANLEY FR 2.699%012231
IGJSJL3JD5P30I6NJZ34
2031-01-22
2.699000
28000.00
23614.26
Corporate Debt Securities
MORGAN STANLEY FR 3.622%040131
IGJSJL3JD5P30I6NJZ34
2031-04-01
3.622000
10000.00
8893.16
Corporate Debt Securities
MORGAN STANLEY FR 0.56%111023
IGJSJL3JD5P30I6NJZ34
2023-11-10
4.282980
273000.00
272135.84
Corporate Debt Securities
MORGAN STANLEY FR 0.985%121026
IGJSJL3JD5P30I6NJZ34
2026-12-10
0.985000
236000.00
206649.01
Corporate Debt Securities
MORGAN STANLEY FR 0.529%012524
IGJSJL3JD5P30I6NJZ34
2024-01-25
0.529000
5213000.00
5170549.53
Corporate Debt Securities
MORGAN STANLEY SR NT FIX/FLT 28
IGJSJL3JD5P30I6NJZ34
2028-07-22
3.591000
29000.00
26953.70
Corporate Debt Securities
MORGAN STANLEY FXD/FLTG 29
IGJSJL3JD5P30I6NJZ34
2029-01-24
3.772000
44000.00
40895.01
Corporate Debt Securities
MORGAN STANLEY FR 3.737%042424
IGJSJL3JD5P30I6NJZ34
2024-04-24
3.737000
668000.00
665793.60
Corporate Debt Securities
MORGAN STANLEY FR 3.625%012027
IGJSJL3JD5P30I6NJZ34
2027-01-20
3.625000
867000.00
831843.39
Corporate Debt Securities
MORGAN STANLEY FR 0.791%012225
IGJSJL3JD5P30I6NJZ34
2025-01-22
0.791000
494000.00
465052.81
Corporate Debt Securities
MORGAN STANLEY FR 1.512%072027
IGJSJL3JD5P30I6NJZ34
2027-07-20
1.512000
55000.00
47965.50
Corporate Debt Securities
MORGAN STANLEY FR 2.484%091636
IGJSJL3JD5P30I6NJZ34
2036-09-16
2.484000
300000.00
222151.80
Corporate Debt Securities
MORGAN STANLEY FR 1.164%102125
IGJSJL3JD5P30I6NJZ34
2025-10-21
1.164000
52000.00
47560.29
Corporate Debt Securities
MORGAN STANLEY FR 2.511%102032
IGJSJL3JD5P30I6NJZ34
2032-10-20
2.511000
115000.00
90812.05
Corporate Debt Securities
MORGAN STANLEY FR 4.21%042028
IGJSJL3JD5P30I6NJZ34
2028-04-20
4.210000
69000.00
65852.07
Corporate Debt Securities
MORGAN STANLEY FR 5.297%042037
IGJSJL3JD5P30I6NJZ34
2037-04-20
5.297000
3041000.00
2825440.40
Corporate Debt Securities
MORGAN STANLEY FR 6.375%072442
IGJSJL3JD5P30I6NJZ34
2042-07-24
6.375000
764000.00
855368.67
Corporate Debt Securities
MORGAN STANLEY FR 3.7%102324
IGJSJL3JD5P30I6NJZ34
2024-10-23
3.700000
4000.00
3913.05
Corporate Debt Securities
MORGAN STANLEY FR 0.731%040524
IGJSJL3JD5P30I6NJZ34
2024-04-05
0.731000
642000.00
629594.51
Corporate Debt Securities
DOMINION ENERGY INC SR GLBL 2014D 44
ILUL7B6Z54MRYCF6H308
2044-12-01
4.700000
277000.00
245056.21
Corporate Debt Securities
AUSTRALIA&NEW ZEALAND BKG GRP LW TIER II GLBL
JHE42UYNWWTJB8YTTU19
2030-07-22
2.950000
250000.00
225314.72
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 40
J3WHBG0MTS7O8ZVMDC91
2040-03-19
4.227000
4624000.00
4261647.56
Corporate Debt Securities
BANK NOVA SCOTIA B C FR 3.45%041125
L3I9ZG2KFGXZ61BMYR72
2025-04-11
3.450000
74000.00
71547.33
Corporate Debt Securities
BANK NOVA SCOTIA B C VR 041222-041125
L3I9ZG2KFGXZ61BMYR72
2025-04-11
4.490830
148000.00
146768.24
Corporate Debt Securities
VERISIGN INC SR GLBL NT2.7%31
LMPL4N8ZOJRMF0KOF759
2031-06-15
2.700000
1920000.00
1575504.00
Corporate Debt Securities
MISSISSIPPI POWER CO GLBL 2021A FL 24
LNZ0J6YZ5SC6ILIRU850
2024-06-28
3.779030
50000.00
49227.17
Corporate Debt Securities
ALBERTA PROV 2.95%24
LQPXMHHNJKIPJYE53543
2024-01-23
2.950000
13643000.00
13483335.21
Corporate Debt Securities
AON CORP SR GLBL NT 29
LTS3U8DGK38SETRUWX71
2029-05-02
3.750000
23000.00
21323.45
Corporate Debt Securities
AON CORP SR GLBL NT2.8%30
LTS3U8DGK38SETRUWX71
2030-05-15
2.800000
13000.00
11067.12
Corporate Debt Securities
ENERGY TRANSFER L P SR GLBL NT5.3%47
MTLVN9N7JE8MIBIJ1H73
2047-04-15
5.300000
290000.00
247464.25
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR GLBL NT5.4%47
5493006LL0CKP8WQW329
2047-10-01
5.400000
9410000.00
8188958.40
Corporate Debt Securities
HSBC HLDGS PLC LW TIER II 38
MLU0ZO3ML4LN2LL2TL39
2038-06-01
6.800000
1400000.00
1432047.56
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 26
MLU0ZO3ML4LN2LL2TL39
2026-11-23
4.375000
250000.00
239310.17
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL COCO 33
MLU0ZO3ML4LN2LL2TL39
2033-03-29
4.762000
1325000.00
1147620.85
Corporate Debt Securities
BANK OF MONTREAL FR 0.625%070924
NQQ6HPCNCCU6TUTQYE16
2024-07-09
0.625000
138000.00
128800.63
Corporate Debt Securities
BANK OF MONTREAL FR 3.3%020524
NQQ6HPCNCCU6TUTQYE16
2024-02-05
3.300000
201000.00
199151.13
Corporate Debt Securities
BANK OF MONTREAL FR 2.5%062824
NQQ6HPCNCCU6TUTQYE16
2024-06-28
2.500000
22000.00
21361.68
Corporate Debt Securities
BANK OF MONTREAL FR 3.7%060725
NQQ6HPCNCCU6TUTQYE16
2025-06-07
3.700000
740000.00
729573.81
Corporate Debt Securities
MORGAN STANLEY SR NT FIX/FLT 38
IGJSJL3JD5P30I6NJZ34
2038-07-22
3.971000
736000.00
637566.71
Corporate Debt Securities
BANK OF MONTREAL VR 120820-120823
NQQ6HPCNCCU6TUTQYE16
2023-12-08
3.534320
35000.00
35074.50
Corporate Debt Securities
BANK OF MONTREAL VR 091521-091523
NQQ6HPCNCCU6TUTQYE16
2023-09-15
3.567070
15000.00
15032.41
Corporate Debt Securities
BANK OF MONTREAL FR 4.25%091424
NQQ6HPCNCCU6TUTQYE16
2024-09-14
4.250000
36000.00
35745.92
Corporate Debt Securities
DELTA AIR LINES INC SR SEC GLBL 25
Q2CCMS6R0AS67HJMBN42
2025-05-01
7.000000
8854000.00
9038418.98
Corporate Debt Securities
TORONTO DOMINION BANK FR 3.25%031124
PT3QB789TSUIDF371261
2024-03-11
3.250000
555000.00
546193.23
Corporate Debt Securities
TORONTO DOMINION BANK VR 030421-030424
PT3QB789TSUIDF371261
2024-03-04
3.455710
372000.00
371456.62
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.35%030824
PT3QB789TSUIDF371261
2024-03-08
2.350000
221000.00
214646.86
Corporate Debt Securities
TORONTO DOMINION BANK VR 031022-030824
PT3QB789TSUIDF371261
2024-03-08
4.094320
940000.00
946777.10
Corporate Debt Securities
TORONTO DOMINION BANK FR 4.108%060827
PT3QB789TSUIDF371261
2027-06-08
4.108000
314000.00
308246.61
Corporate Debt Securities
WELLS FARGO & CO SR NT 3%26
PBLD0EJDB5FWOLXP3B76
2026-10-23
3.000000
797000.00
743340.65
Corporate Debt Securities
WELLS FARGO & CO FR 5.375%110243
PBLD0EJDB5FWOLXP3B76
2043-11-02
5.375000
3400000.00
3252135.89
Corporate Debt Securities
WELLS FARGO & CO FR 3.9%050145
PBLD0EJDB5FWOLXP3B76
2045-05-01
3.900000
2000.00
1603.48
Corporate Debt Securities
WELLS FARGO & CO FR 4.3%072227
PBLD0EJDB5FWOLXP3B76
2027-07-22
4.300000
74000.00
72121.80
Corporate Debt Securities
WELLS FARGO & CO FR 3.584%052228
PBLD0EJDB5FWOLXP3B76
2028-05-22
3.584000
147000.00
135983.30
Corporate Debt Securities
WELLS FARGO & CO FR 4.15%012429
PBLD0EJDB5FWOLXP3B76
2029-01-24
4.150000
10000.00
9556.55
Corporate Debt Securities
WELLS FARGO & CO FR 2.879%103030
PBLD0EJDB5FWOLXP3B76
2030-10-30
2.879000
29000.00
24783.96
Corporate Debt Securities
WELLS FARGO & CO FR 2.393%060228
PBLD0EJDB5FWOLXP3B76
2028-06-02
2.393000
10000.00
8921.32
Corporate Debt Securities
WELLS FARGO & CO FR 4.611%042553
PBLD0EJDB5FWOLXP3B76
2053-04-25
4.611000
48000.00
42624.62
Corporate Debt Securities
US BANCORP FR 3.1%042726
N1GZ7BBF3NP8GI976H15
2026-04-27
3.100000
2000.00
1894.64
Corporate Debt Securities
US BANCORP FR 2.375%072226
N1GZ7BBF3NP8GI976H15
2026-07-22
2.375000
75000.00
69703.08
Corporate Debt Securities
US BANCORP FR 1.45%051225
N1GZ7BBF3NP8GI976H15
2025-05-12
1.450000
60000.00
55507.50
Corporate Debt Securities
US BANCORP FR 2.677%012733
N1GZ7BBF3NP8GI976H15
2033-01-27
2.677000
102000.00
84454.61
Corporate Debt Securities
AMERICAN INTL GROUP INC SR GLBL NT 24
ODVCVCQG2BP6VHV36M30
2024-02-15
4.125000
63000.00
63047.96
Corporate Debt Securities
EBAY INC. SR GLBL NT 24
OML71K8X303XQONU6T67
2024-08-01
3.450000
12000.00
11823.53
Corporate Debt Securities
EBAY INC. SR GLBL NT1.9%25
OML71K8X303XQONU6T67
2025-03-11
1.900000
375000.00
352357.29
Corporate Debt Securities
EBAY INC. SR GLBL NT1.4%26
OML71K8X303XQONU6T67
2026-05-10
1.400000
36000.00
32033.44
Corporate Debt Securities
DOLLAR GEN CORP SR GLBL NT 24
OPX52SQVOZI8IVSWYU66
2024-09-20
4.250000
4175000.00
4137608.24
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT 4%28
OQSJ1DU9TAOC51A47K68
2028-11-15
4.000000
990000.00
952366.80
Corporate Debt Securities
SOCIETE GENERALE FR 1.488%121426
O2RNE8IBXP4R0TD8PU41
2026-12-14
1.488000
500000.00
433635.67
Corporate Debt Securities
LABORATORY CORP AMER HLDGS SR GLBL NT 26
OZ7UA8IXAIFILY2VZH07
2026-06-01
1.550000
20000.00
17812.74
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 25
U4LOSYZ7YG4W3S5F2G91
2025-11-16
7.776000
8510000.00
8781843.44
Corporate Debt Securities
BOEING CO CR SEN SR GLBL26
RVHJWBXLJ1RFUBSY1F30
2026-02-01
2.750000
55000.00
51247.37
Corporate Debt Securities
WESTPAC BKG CORP LW TIER II GLBL
EN5TNI6CI43VEPAMHL14
2036-11-18
3.020000
20000.00
14678.53
Corporate Debt Securities
DOW CHEMICAL CO CR SEN SR GLBL39
ZQUIP1CSZO8LXRBSOU78
2039-05-15
9.400000
200000.00
261955.33
Corporate Debt Securities
CAPITAL ONE FINL CORP SUB NT 4.2%25
ZUE8T73ROZOF6FLBAR73
2025-10-29
4.200000
96000.00
93074.56
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL NT 26
ZUE8T73ROZOF6FLBAR73
2026-03-03
2.636000
159000.00
149315.36
Corporate Debt Securities
CAPITAL ONE FINL CORP GLBL NT 5.268%33
ZUE8T73ROZOF6FLBAR73
2033-05-10
5.268000
5000.00
4674.53
Corporate Debt Securities
BOSTON SCIENTIFIC CORP SR GLBL NT 30
Y6ZDD9FP4P8JSSJMW954
2030-06-01
2.650000
4000.00
3471.31
Corporate Debt Securities
CONTINENTAL RES INC SR GLBL 144A 32
XXRTID9RYWOZ0UPIVR53
2032-04-01
2.875000
260000.00
196711.27
Corporate Debt Securities
ALTRIA GROUP INC GTD SR NT 4.5%43
XSGZFLO9YTNO9VCQV219
2043-05-02
4.500000
95000.00
71516.95
Corporate Debt Securities
ALTRIA GROUP INC 4.4%26
XSGZFLO9YTNO9VCQV219
2026-02-14
4.400000
8000.00
7939.64
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 49
XSGZFLO9YTNO9VCQV219
2049-02-14
5.950000
487000.00
441981.45
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT3.4%41
XSGZFLO9YTNO9VCQV219
2041-02-04
3.400000
5000000.00
3437127.78
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT3.7%51
XSGZFLO9YTNO9VCQV219
2051-02-04
3.700000
50000.00
32793.61
Corporate Debt Securities
BANK NEW YORK MELLON CORP ALT TIER I PERP
WFLLPEPC7FZXENRZV188
2500-12-31
4.700000
134000.00
129529.61
Corporate Debt Securities
BANK NEW YORK MELLON CORP PERP SUB -I NT
WFLLPEPC7FZXENRZV188
2500-12-31
3.750000
369000.00
295123.12
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 1.8%072831
WFLLPEPC7FZXENRZV188
2031-07-28
1.800000
82000.00
63887.84
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 2.05%012627
WFLLPEPC7FZXENRZV188
2027-01-26
2.050000
14000.00
12658.82
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.992%061328
WFLLPEPC7FZXENRZV188
2028-06-13
3.992000
2000000.00
1950236.89
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 4.596%072630
WFLLPEPC7FZXENRZV188
2030-07-26
4.596000
29000.00
28433.94
Corporate Debt Securities
HP INC SR GLBL NT2.2%25
WHKXQACZ14C5XRO8LW03
2025-06-17
2.200000
22000.00
20660.44
Corporate Debt Securities
HP INC SR GLBL 144A 26
WHKXQACZ14C5XRO8LW03
2026-06-17
1.450000
150000.00
131864.29
Corporate Debt Securities
HP INC SR GLBL NT 28
WHKXQACZ14C5XRO8LW03
2028-01-15
4.750000
600000.00
591581.50
Corporate Debt Securities
TAMPA ELEC CO GLBL NT 3.45%51
WS423EPRKJIIJUITXD73
2051-03-15
3.450000
179000.00
129987.56
Corporate Debt Securities
MCDONALDS CORP FR 4.45%030147
UE2136O97NLB5BYP9H04
2047-03-01
4.450000
453000.00
405290.67
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC SR GLBL 51 DB 30
UMI46YPGBLUE4VGNNT48
2030-06-01
2.250000
217000.00
180539.12
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC GLBL FLT DEB 23
UMI46YPGBLUE4VGNNT48
2023-11-03
4.199860
75000.00
74420.99
Corporate Debt Securities
BIOGEN INC SR GLBL NT 25
W8J5WZB5IY3K0NDQT671
2025-09-15
4.050000
393000.00
384643.84
Corporate Debt Securities
LOWES COS INC SR GLBL NT2.5%26
WAFCR4OKGSC504WU3E95
2026-04-15
2.500000
6000.00
5609.97
Corporate Debt Securities
LOWES COS INC SR GLBL NT1.7%30
WAFCR4OKGSC504WU3E95
2030-10-15
1.700000
59000.00
46652.18
Corporate Debt Securities
ONEOK PARTNERS LP SR GLBL NT 36
T4DHW82NMF6BXJT50795
2036-10-01
6.650000
2638000.00
2633617.26
Corporate Debt Securities
STANDARD CHARTERED PLC FR 4.305%052130
U4LOSYZ7YG4W3S5F2G91
2030-05-21
4.305000
200000.00
176213.25
Corporate Debt Securities
STANDARD CHARTERED PLC FR 3.265%021836
U4LOSYZ7YG4W3S5F2G91
2036-02-18
3.265000
287000.00
209983.79
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 26
U4LOSYZ7YG4W3S5F2G91
2026-01-30
2.819000
200000.00
186361.33
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT4.2%25
R4PP93JZOLY261QX3811
2025-11-06
4.200000
20000.00
19705.00
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT 26
R4PP93JZOLY261QX3811
2026-11-04
1.650000
3000.00
2652.81
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT3.2%27
RIMU48P07456QXSO0R61
2027-02-01
3.200000
150000.00
141934.17
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT 25
RIMU48P07456QXSO0R61
2025-01-15
2.930000
2000.00
1939.31
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT 40
RIMU48P07456QXSO0R61
2040-05-01
5.150000
492000.00
484629.16
Corporate Debt Securities
KEYCORP FR 2.55%100129
RKPI3RZGV1V1FJTH5T61
2029-10-01
2.550000
2000.00
1675.98
Corporate Debt Securities
KEYCORP FR 2.25%040627
RKPI3RZGV1V1FJTH5T61
2027-04-06
2.250000
2000.00
1766.25
Corporate Debt Securities
BOEING CO CR SEN SR GLBL25
RVHJWBXLJ1RFUBSY1F30
2025-05-01
4.875000
238000.00
235685.95
Corporate Debt Securities
BOEING CO CR SEN SR GLBL40
RVHJWBXLJ1RFUBSY1F30
2040-05-01
5.705000
52000.00
49556.82
Corporate Debt Securities
BOEING CO CR SEN SR GLBL50
RVHJWBXLJ1RFUBSY1F30
2050-05-01
5.805000
99000.00
93285.35
Corporate Debt Securities
BOEING CO CR SEN SR GLBL60
RVHJWBXLJ1RFUBSY1F30
2060-05-01
5.930000
1929000.00
1784241.95
Corporate Debt Securities
BOEING CO CR SEN SR GLBL30
RVHJWBXLJ1RFUBSY1F30
2030-05-01
5.150000
3113000.00
3033489.66
Corporate Debt Securities
BOEING CO CR SEN SR GLBL26
RVHJWBXLJ1RFUBSY1F30
2026-02-04
2.196000
241000.00
219962.15
Corporate Debt Securities
NORTHROP GRUMMAN CORP SR GLBL NT 28
RIMU48P07456QXSO0R61
2028-01-15
3.250000
17000.00
15890.37
Corporate Debt Securities
FIFTH THIRD BANCORP SUB GLBL NT 38
THRNG6BD57P9QWTQLG42
2038-03-01
8.250000
245000.00
301557.23
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
3991000.00
5198916.06
Corporate Debt Securities
LOWES COS INC SR GLBL NT 25
WAFCR4OKGSC504WU3E95
2025-09-15
3.375000
651000.00
630416.19
Corporate Debt Securities
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0392
533000000.00
533000000.00
0.0037
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 3.800000%
549300QJJX6CVVUXLE15
0001317808
ARP0V2E75
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
2023-02-23
0.00
100.00
99.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-22
0.00
138000.00
137698.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-27
0.00
7531800.00
7394397.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
6.875000
100.00
108.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
200.00
403.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-08-15
4.500000
263900.00
287721.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
800.00
884.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
72.00
76.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
100.00
87.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
6764800.00
6460531.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
99200.00
106580.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
659400.00
556967.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
100.00
80.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
100.00
102.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
16292800.00
13906423.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.250000
100.00
89.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
11900.00
10880.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
5000000.00
4805695.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
1127800.00
1082951.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
100.00
100.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-31
3.000000
16100.00
15586.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
2.625000
183200.00
176209.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
706000.00
660928.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-05-15
2.375000
4279200.00
3912661.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
100.00
94.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
100000.00
94553.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
237268000.00
222214797.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
106100.00
102879.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-07-31
2.875000
100.00
97.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
100.00
93.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-12-31
1.750000
100.00
95.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-15
0.125000
286100.00
313335.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
0.375000
31600.00
28755.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
200.00
159.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
200.00
168.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
1900.00
1607.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
100.00
80.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
9277900.00
8745561.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
1998700.00
1777409.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-31
1.000000
100.00
85.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-31
1.125000
1000.00
859.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
100.00
87.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-31
2.625000
2700.00
2525.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-15
3.500000
100.00
98.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
4.250000
100.00
100.49
U.S. Treasuries (including strips)
GNII SP 783620 M
549300M8ZYFG0OCMTT87
2042-06-20
4.000000
16573.00
1233.68
Agency Mortgage-Backed Securities
GNMI SP 783522 X
549300M8ZYFG0OCMTT87
2042-01-15
4.000000
2024.00
153.32
Agency Mortgage-Backed Securities
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
1468.00
255.05
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
261387765.00
182436201.57
Agency Collateralized Mortgage Obligation
GNRA 2021-197 FD
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
24991000.00
17176873.52
Agency Collateralized Mortgage Obligation
GNRA 2021-223 FA
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
80078346.00
56126369.31
Agency Collateralized Mortgage Obligation
GNRA 2021-213 EF
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
117860521.00
81738973.55
Agency Collateralized Mortgage Obligation
GNRA 2022-009 FB
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
68302145.00
48442147.43
Agency Collateralized Mortgage Obligation
GNRA 2022-010 FB
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
131390897.00
97172035.73
Agency Collateralized Mortgage Obligation
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
1120.00
201.28
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
2016.00
349.81
Agency Mortgage-Backed Securities
GNII SF MA4261 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
6177.00
1256.04
Agency Mortgage-Backed Securities
GNII SF MA4323 M
549300M8ZYFG0OCMTT87
2047-02-20
4.500000
4223.00
468.59
Agency Mortgage-Backed Securities
GNII SF MA5399 M
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
14359.00
1607.81
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
13710408.00
2196431.50
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1024.00
138.21
Agency Mortgage-Backed Securities
GNII SF MA7052 M
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
28454.00
15721.06
Agency Mortgage-Backed Securities
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
2004.00
1861.68
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
39157497.00
26504243.70
Agency Mortgage-Backed Securities
GNII SF MA7368 M
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
1000.00
648.06
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
1000.00
671.20
Agency Mortgage-Backed Securities
GNII SF MA7937 M
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
2147539.00
1850317.76
Agency Mortgage-Backed Securities
GNII SF MA7938 M
549300M8ZYFG0OCMTT87
2052-03-20
3.500000
27177104.00
24491498.99
Agency Mortgage-Backed Securities
GNII SF MA8201 M
549300M8ZYFG0OCMTT87
2052-08-20
4.500000
75594897.00
73332839.45
Agency Mortgage-Backed Securities
GNII SF MA8267 M
549300M8ZYFG0OCMTT87
2052-09-20
4.000000
619480.00
586865.26
Agency Mortgage-Backed Securities
GNII SF MA8349 M
549300M8ZYFG0OCMTT87
2052-09-20
5.500000
12567.00
12687.96
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
162884.00
162244.36
Agency Mortgage-Backed Securities
GNII SP 783618 M
549300M8ZYFG0OCMTT87
2042-02-20
4.000000
2048.00
141.59
Agency Mortgage-Backed Securities
GNII SF MA4653 M
549300M8ZYFG0OCMTT87
2047-08-20
4.000000
8148.00
1194.04
Agency Mortgage-Backed Securities
GNII SF MA4778 M
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
1907752.00
313863.27
Agency Mortgage-Backed Securities
GNII SF MA4900 M
549300M8ZYFG0OCMTT87
2047-12-20
3.500000
1000.00
168.80
Agency Mortgage-Backed Securities
GNII SF MA5019 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
624390691.00
106023843.06
Agency Mortgage-Backed Securities
GNII SF MA5078 M
549300M8ZYFG0OCMTT87
2048-03-20
4.000000
284594624.00
35805757.98
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
3169.00
520.32
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
361853.00
40294.70
Agency Mortgage-Backed Securities
GNII SF MA5192 M
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
10000.00
1191.85
Agency Mortgage-Backed Securities
GNII SF MA5193 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
2048.00
214.20
Agency Mortgage-Backed Securities
GNII SF MA5466 M
549300M8ZYFG0OCMTT87
2048-09-20
4.000000
3000.00
386.69
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
3072.00
329.14
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
55137.00
9878.43
Agency Mortgage-Backed Securities
GNII SF MA5763 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
4096.00
453.81
Agency Mortgage-Backed Securities
GNII SF MA5817 M
549300M8ZYFG0OCMTT87
2049-03-20
4.000000
30314.00
3471.76
Agency Mortgage-Backed Securities
GNII SF MA5875 M
549300M8ZYFG0OCMTT87
2049-04-20
3.500000
28418.00
3715.59
Agency Mortgage-Backed Securities
GNII SF MA5985 M
549300M8ZYFG0OCMTT87
2049-06-20
3.500000
6134.00
863.86
Agency Mortgage-Backed Securities
GNII SF MA6090 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
5512917.00
901637.85
Agency Mortgage-Backed Securities
GNII SF MA6409 M
549300M8ZYFG0OCMTT87
2050-01-20
3.000000
1024.00
245.30
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
65421.00
40305.36
Agency Mortgage-Backed Securities
GNII SF MA0023 M
549300M8ZYFG0OCMTT87
2042-04-20
4.000000
4219.00
303.47
Agency Mortgage-Backed Securities
GNII SF MA0088 M
549300M8ZYFG0OCMTT87
2042-05-20
3.500000
1024.00
99.92
Agency Mortgage-Backed Securities
GNII SF MA0392 M
549300M8ZYFG0OCMTT87
2042-09-20
3.500000
18504.00
2190.00
Agency Mortgage-Backed Securities
GNII SF MA2826 M
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
6394.00
688.75
Agency Mortgage-Backed Securities
GNII SF MA3106 M
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
7167.00
689.33
Agency Mortgage-Backed Securities
GNII SF MA3244 M
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
3032.00
403.53
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
9364.00
1476.59
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
1028.00
151.15
Agency Mortgage-Backed Securities
GNII SF MA3937 M
549300M8ZYFG0OCMTT87
2046-09-20
3.500000
1009.00
164.52
Agency Mortgage-Backed Securities
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
12682888.00
9462532.35
Agency Collateralized Mortgage Obligation
GNRA 2022-025 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
179142696.00
134359278.10
Agency Collateralized Mortgage Obligation
GNII SF MA8429 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
1023.00
1034.89
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD0134
B1V7KEBTPIMZEU4LTD58
2024-09-01
4.000000
4074.00
19.66
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI7276
S6XOOCT0IEG5ABCC6L87
2038-03-01
5.000000
60286283.00
557146.51
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0894
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
35177721.00
2673631.64
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1060
S6XOOCT0IEG5ABCC6L87
2036-03-01
5.500000
13957.00
153.45
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2038
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.000000
207837216.00
3036694.35
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2751
S6XOOCT0IEG5ABCC6L87
2038-08-01
5.500000
16891.00
703.09
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
2000.00
769.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0521
S6XOOCT0IEG5ABCC6L87
2050-12-01
3.000000
2274000.00
862366.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
1003.00
121.93
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
1361427.00
234722.75
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
196610347.00
48470583.89
Agency Mortgage-Backed Securities
03.500 FGPC V81932 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.500000
1185.00
229.91
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
1032.00
290.01
Agency Mortgage-Backed Securities
03.500 FGPC G61748 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
6254011.00
2300244.81
Agency Mortgage-Backed Securities
04.500 FGPC G61553 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.500000
1113606.00
225507.70
Agency Mortgage-Backed Securities
03.500 FGPC G61932 G
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
2074020.00
434870.15
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB6139
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.000000
3003.00
2099.31
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC3596
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.500000
5022.00
3799.65
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD5035
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
30596640.00
24235597.01
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3050
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
1030.00
857.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM5024
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
1024.00
226.49
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3189
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
1000.00
238.00
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8668
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000.00
351.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0998
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1227.00
330.66
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4257
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
12949.00
8059.67
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9668
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
103676000.00
80462837.95
Agency Mortgage-Backed Securities
FNMS 05.500 CL889982
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
5126.00
56.18
Agency Mortgage-Backed Securities
FNMS 05.500 CL995989
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
16110.00
203.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
331273.00
59110.72
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4464
B1V7KEBTPIMZEU4LTD58
2051-11-01
1.500000
1000.00
734.06
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4119
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
1000.00
592.55
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0399
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
8211.00
347.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAE0630
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
1420.00
67.63
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
90000.00
83115.68
Agency Debentures and Agency Strips
FNMS 04.500 CLAL0775
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
1831296.00
84134.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
2228.00
493.95
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-07-25
4.336140
1366.00
60.00
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBH2606
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1173.00
347.54
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3066
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1055.00
840.18
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM3991
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
1289.00
779.41
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
0.00
10968600.00
10954669.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-13
0.00
46900.00
46840.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-11-30
3.875000
314400.00
314842.05
U.S. Treasuries (including strips)
FNMS 03.500 CLBN7748
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.500000
1024.00
317.20
Agency Mortgage-Backed Securities
FNMS 02.000 CTBP3489
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.000000
1024.00
794.49
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT0906
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
1024.00
761.81
Agency Mortgage-Backed Securities
FNMS 02.500 CTBT2006
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.500000
1024.00
856.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3198
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1024.00
398.08
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2364
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
610695.00
482206.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM4150
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1280.00
716.07
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3126
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
1024.00
994.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU1632
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1120.00
226.68
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3091
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
32728000.00
25875656.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3127
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.000000
17059712.00
5589710.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4669
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.000000
129669970.00
20809147.45
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0326
S6XOOCT0IEG5ABCC6L87
2048-03-01
3.500000
65818880.00
26807359.85
Agency Mortgage-Backed Securities
03.500 FGPC Q53313 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
1024.00
291.31
Agency Mortgage-Backed Securities
04.000 FGPC Q59742 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
2048.00
447.78
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7592
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1024.00
638.76
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC5537
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
33151296.00
25346517.93
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0571
S6XOOCT0IEG5ABCC6L87
2040-12-01
2.000000
36151552.00
25021646.21
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0599
S6XOOCT0IEG5ABCC6L87
2041-01-01
2.000000
34653888.00
24321811.56
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK1389
S6XOOCT0IEG5ABCC6L87
2042-02-01
2.000000
23777440.00
19390270.48
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK1424
S6XOOCT0IEG5ABCC6L87
2042-03-01
3.000000
2000.00
1660.57
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6358
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
1000.00
782.34
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
1479000000.00
1479000000.00
0.0103
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.230000%
549300HN4UKV1E2R3U73
0001675365
ARP0V2EB6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DUKE FDG HIGH GR I 2005-1 A1LTB1 20450127 FLT
549300MJOVGFV8KHRW69
2045-01-27
3.538140
513091821.00
63907191.62
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-4 A-3-L 20380325 FLT
6354004HZIMK13WCED04
2038-03-25
4.866140
50122000.00
23693641.54
Asset-Backed Securities
DUKE FDG HIGH GR I 2005-1 A1-LTA 20450127 FLT
549300MJOVGFV8KHRW69
2045-01-27
3.518140
220000000.00
27326085.33
Asset-Backed Securities
BERNOULLI CDO I 2006-1 A-1A 20420707 FLT
549300DHAFFV3C8CQA32
2042-07-07
4.116570
945000000.00
100756222.96
Asset-Backed Securities
NAVIENT STUDENT LN TR 2014-1 A-3 20310625 FLT
2031-06-25
4.526140
13817000.00
6645459.78
Asset-Backed Securities
PRET LLC 2022-NPL2 A-1 20520425 FLT
2052-04-25
5.240000
59000000.00
50807377.31
Asset-Backed Securities
PRET LLC 2022-NPL2 A-2 20520425 FLT
2052-04-25
6.900000
49500000.00
46719997.50
Asset-Backed Securities
PRET LLC 2022-NPL2 M 20520425 FLT
2052-04-25
0.00
76856507.00
56396766.84
Asset-Backed Securities
SMB PVT ED LN TR 2022-B D 20550216 0.0
2055-02-16
5.950000
26109000.00
24308684.37
Asset-Backed Securities
TRIANGLE RE LTD 2021-3 M-2 20340225 FLT
2034-02-25
7.296870
30000000.00
25359373.62
Asset-Backed Securities
BX TRUST 2017-SLCT E 20340717 FLT
2034-07-17
7.150000
6000000.00
4329345.81
Private Label Collateralized Mortgage Obligations
BRAVO RES FDD TR 2022-R1 B 20700129 0.0
2070-01-29
5.000000
56132671.00
48452985.65
Asset-Backed Securities
CORE MTG TR 2019-CORE D 20311215 FLT
2031-12-15
5.525000
3020000.00
2254679.05
Private Label Collateralized Mortgage Obligations
KNDR TRUST 2021-KIND D 20380816 FLT
2038-08-16
6.175000
999907.00
892189.18
Private Label Collateralized Mortgage Obligations
Y
2022-12-01
2023-01-04
2023-01-13
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0423
419000000.00
419000000.00
0.0029
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 3.800000%
549300HN4UKV1E2R3U73
0001675365
ARP0V2EC4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX HYAN7503
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.510000
4146532.00
3581838.61
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8918
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.695000
2000000.00
1764766.15
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8933
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.530000
4040697.00
3705648.91
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8984
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.510000
2986000.00
2778477.65
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8990
B1V7KEBTPIMZEU4LTD58
2030-04-01
3.530000
8483000.00
7687460.13
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8993
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.780000
1770000.00
1465761.40
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8272
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.170000
2697000.00
2524528.50
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN8397
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.540000
1336000.00
1070808.11
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8467
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.290000
8822000.00
7801164.72
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8580
B1V7KEBTPIMZEU4LTD58
2038-04-01
3.510000
6594953.00
5708996.91
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8663
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.560000
4618000.00
4256446.52
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8813
B1V7KEBTPIMZEU4LTD58
2033-04-01
3.720000
743000.00
711225.36
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9883
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.850000
664848.00
626584.26
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9095
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.640000
2615000.00
2314478.90
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9136
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.480000
817000.00
716416.44
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9165
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.880000
2510000.00
2118547.82
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9249
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.680000
4198000.00
3885649.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9351
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.720000
6725845.00
6244178.09
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN9377
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.020000
11993000.00
10204277.19
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9381
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.730000
2975315.00
2842915.63
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9408
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
2775000.00
2579575.71
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9403
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.750000
13600000.00
12695080.93
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9592
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.810000
3260000.00
3021890.14
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9618
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.760000
5375000.00
5004952.15
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9673
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.850000
5911000.00
5680892.98
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9683
B1V7KEBTPIMZEU4LTD58
2030-06-01
3.530000
3304000.00
3126858.06
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9738
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.570000
941000.00
892223.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9931
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.240000
1375000.00
1266285.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9902
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.810000
1903000.00
1612720.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAT2075
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.257000
429000.00
52330.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5645
B1V7KEBTPIMZEU4LTD58
2045-11-01
5.590000
1665000.00
132040.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WD653894
B1V7KEBTPIMZEU4LTD58
2032-08-01
4.275000
500000.00
890.56
Agency Mortgage-Backed Securities
FNAR XX.XXX WS660528
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.462000
18922282.00
41480.07
Agency Mortgage-Backed Securities
FNAR XX.XXX WS674190
B1V7KEBTPIMZEU4LTD58
2042-11-01
2.572000
200000.00
420.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LB730842
B1V7KEBTPIMZEU4LTD58
2033-08-01
2.703000
30001227.00
57568.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LB735961
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.798000
43000.00
829.56
Agency Mortgage-Backed Securities
FNAR XX.XXX WS754031
B1V7KEBTPIMZEU4LTD58
2033-12-01
2.740000
43000.00
609.54
Agency Mortgage-Backed Securities
FNAR XX.XXX WS767510
B1V7KEBTPIMZEU4LTD58
2034-04-01
2.580000
12754175.00
152535.21
Agency Mortgage-Backed Securities
FNAR XX.XXX WD780365
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.671000
129000.00
2103.11
Agency Mortgage-Backed Securities
FNAR XX.XXX LB794808
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.465000
11000.00
7.36
Agency Mortgage-Backed Securities
FNAR XX.XXX WN813586
B1V7KEBTPIMZEU4LTD58
2035-03-01
2.550000
11000.00
30.65
Agency Mortgage-Backed Securities
FNAR XX.XXX LB826082
B1V7KEBTPIMZEU4LTD58
2035-07-01
3.805000
43000.00
151.78
Agency Mortgage-Backed Securities
FNAR XX.XXX LB829708
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.776000
43000.00
515.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LB835058
B1V7KEBTPIMZEU4LTD58
2035-06-01
2.978000
43000.00
630.61
Agency Mortgage-Backed Securities
FNAR XX.XXX WS844532
B1V7KEBTPIMZEU4LTD58
2035-11-01
3.142000
11000.00
154.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WS849926
B1V7KEBTPIMZEU4LTD58
2032-09-01
4.275000
1670699.00
109430.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH2656
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.958000
44940089.00
8115261.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2806
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
250200000.00
201703397.95
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2860
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
250000000.00
202080290.89
Agency Mortgage-Backed Securities
FNMS 01.500 CLMA4254
B1V7KEBTPIMZEU4LTD58
2051-02-01
1.500000
369439488.00
249999999.84
Agency Mortgage-Backed Securities
FNAR XX.XXX AS004582
B1V7KEBTPIMZEU4LTD58
2024-01-01
5.000000
1000000.00
73.80
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013207
B1V7KEBTPIMZEU4LTD58
2025-09-01
4.250000
205000.00
21.68
Agency Mortgage-Backed Securities
FNAR XX.XXX AS013183
B1V7KEBTPIMZEU4LTD58
2024-09-01
5.250000
1200000.00
354.24
Agency Mortgage-Backed Securities
FNAR XX.XXX AS020101
B1V7KEBTPIMZEU4LTD58
2024-10-01
5.500000
8811465.00
1971.84
Agency Mortgage-Backed Securities
FNAR XX.XXX AS047933
B1V7KEBTPIMZEU4LTD58
2027-03-01
4.864000
12807410.00
10913.04
Agency Mortgage-Backed Securities
FNAR XX.XXX AS052597
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.761000
9900000.00
4959.72
Agency Mortgage-Backed Securities
FNAR XX.XXX AS053839
B1V7KEBTPIMZEU4LTD58
2027-08-01
2.327000
2000000.00
1602.45
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029137
B1V7KEBTPIMZEU4LTD58
2026-05-01
3.579000
23870000.00
6052.88
Agency Mortgage-Backed Securities
FNAR XX.XXX AS029138
B1V7KEBTPIMZEU4LTD58
2026-06-01
3.500000
11342000.00
3953.37
Agency Mortgage-Backed Securities
FNAR XX.XXX AS037029
B1V7KEBTPIMZEU4LTD58
2026-11-01
4.881000
500000.00
271.07
Agency Mortgage-Backed Securities
FNAR XX.XXX AS062942
B1V7KEBTPIMZEU4LTD58
2027-07-01
2.624000
2000000.00
521.32
Agency Mortgage-Backed Securities
FNAR XX.XXX AS062689
B1V7KEBTPIMZEU4LTD58
2028-06-01
4.098000
6425000.00
3638.18
Agency Mortgage-Backed Securities
FNAR XX.XXX AS064731
B1V7KEBTPIMZEU4LTD58
2027-12-01
3.944000
8447300.00
6963.05
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070179
B1V7KEBTPIMZEU4LTD58
2027-07-01
5.500000
1500000.00
272.04
Agency Mortgage-Backed Securities
FNAR XX.XXX AS070925
B1V7KEBTPIMZEU4LTD58
2028-08-01
4.097000
10000000.00
6669.62
Agency Mortgage-Backed Securities
FNAR XX.XXX AS074095
B1V7KEBTPIMZEU4LTD58
2029-02-01
4.671000
21386756.00
23545.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109407
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.910000
130000.00
123532.98
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109476
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.750000
22506794.00
21522703.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109466
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.830000
2116000.00
1961865.56
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109729
B1V7KEBTPIMZEU4LTD58
2028-09-01
3.720000
10006445.00
9619662.55
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109732
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
3629765.00
3473267.68
Agency Mortgage-Backed Securities
FNAR XX.XXX WS128776
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.949000
13000000.00
7962.52
Agency Mortgage-Backed Securities
FNAR XX.XXX WS173200
B1V7KEBTPIMZEU4LTD58
2029-04-01
2.625000
1000000.00
274.59
Agency Mortgage-Backed Securities
FNAR XX.XXX WS224713
B1V7KEBTPIMZEU4LTD58
2031-02-01
5.536000
550000.00
955.50
Agency Mortgage-Backed Securities
FNAR XX.XXX WS309607
B1V7KEBTPIMZEU4LTD58
2023-10-01
3.405000
2378690.00
975.90
Agency Mortgage-Backed Securities
FNAR XX.XXX WD341502
B1V7KEBTPIMZEU4LTD58
2026-07-01
4.348000
1750000.00
1215.37
Agency Mortgage-Backed Securities
MNAR XX.XXX HY387880
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.960000
955000.00
851212.44
Agency Mortgage-Backed Securities
FNAR XX.XXX WS623021
B1V7KEBTPIMZEU4LTD58
2028-03-01
2.903000
11645274.00
10844.85
Agency Mortgage-Backed Securities
FNAR XX.XXX WS623017
B1V7KEBTPIMZEU4LTD58
2031-10-01
3.637000
132637844.00
51501.19
Agency Mortgage-Backed Securities
FNAR XX.XXX WSAL0930
B1V7KEBTPIMZEU4LTD58
2038-05-01
3.453000
7652136.00
1195252.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL2983
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.285000
653000.00
57252.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3674
B1V7KEBTPIMZEU4LTD58
2043-05-01
2.997000
19517010.00
714001.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL3953
B1V7KEBTPIMZEU4LTD58
2043-03-01
2.443000
499000.00
25201.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4202
B1V7KEBTPIMZEU4LTD58
2043-09-01
3.776000
50518932.00
3863186.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4664
B1V7KEBTPIMZEU4LTD58
2043-10-01
2.591000
1575000.00
182086.23
Agency Mortgage-Backed Securities
FNAR XX.XXX XYAL6829
B1V7KEBTPIMZEU4LTD58
2027-05-01
2.811000
153000.00
68982.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7431
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.302000
1585000.00
153661.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL7433
B1V7KEBTPIMZEU4LTD58
2044-07-01
3.241000
1585000.00
92424.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9002
B1V7KEBTPIMZEU4LTD58
2046-09-01
2.533000
45284714.00
5632477.53
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9150
B1V7KEBTPIMZEU4LTD58
2046-01-01
2.771000
5318000.00
599164.41
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM0519
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.920000
1200000.00
889035.67
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM6558
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.700000
2038000.00
1625377.14
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7016
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.470000
57307.00
49469.44
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7357
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.380000
44573.00
38225.98
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7602
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.450000
2386000.00
1811412.15
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM7937
B1V7KEBTPIMZEU4LTD58
2045-06-01
3.770000
100000.00
77524.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8448
B1V7KEBTPIMZEU4LTD58
2045-05-01
3.450000
1000000.00
795684.17
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAM9689
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.850000
3784000.00
3048031.96
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
20663000.00
16534394.48
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0620
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.010000
45811.00
37687.05
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0987
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.550000
121000.00
105433.64
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2269
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.240000
4630000.00
3697714.49
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2973
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.840000
1000000.00
777070.07
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5386
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.250000
80000.00
73363.75
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
7119472.00
6041027.43
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6043
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.290000
439000.00
390830.41
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6653
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.080000
1000000.00
887741.11
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8048
B1V7KEBTPIMZEU4LTD58
2028-01-01
3.080000
16486920.00
15448872.37
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH3236
B1V7KEBTPIMZEU4LTD58
2047-08-01
2.893000
1100000.00
198830.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0793
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.150000
2000000.00
1764444.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0855
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.150000
1696000.00
1635856.54
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0856
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.180000
2000000.00
1932894.44
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
702000.00
598060.31
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL0062
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.780000
2174000.00
1955048.63
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0092
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
2740605.00
2547229.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0122
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.800000
6110000.00
5733930.18
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
14365871.00
13816320.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0243
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.800000
3000000.00
2813784.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0264
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.830000
4560324.00
4408306.87
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0323
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.210000
2300000.00
2032789.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0340
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.760000
4374000.00
4199401.60
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0381
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.825000
7040000.00
6818767.84
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0375
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.370000
1025000.00
916951.34
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0409
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.780000
4417000.00
4241852.70
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0407
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.020000
7860000.00
7084894.87
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0466
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
5691000.00
5289445.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0757
B1V7KEBTPIMZEU4LTD58
2031-02-01
4.110000
4953334.00
4865218.32
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
9350000.00
9077877.60
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0939
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.300000
977000.00
413860.84
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1016
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.955000
4036000.00
3925651.61
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1126
B1V7KEBTPIMZEU4LTD58
2029-01-01
4.000000
4000000.00
3724160.16
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL1296
B1V7KEBTPIMZEU4LTD58
2026-02-01
3.575000
9500000.00
9211759.18
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1362
B1V7KEBTPIMZEU4LTD58
2034-01-01
3.800000
5458000.00
4923186.60
Agency Mortgage-Backed Securities
MNMS 04.690 MLBL1470
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.690000
368000.00
322302.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1444
B1V7KEBTPIMZEU4LTD58
2029-01-01
3.620000
2000000.00
1780639.99
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1454
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.870000
3262000.00
2914349.58
Agency Mortgage-Backed Securities
MNMS 04.080 MLBL1502
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.080000
8398000.00
7179016.73
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1480
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.520000
2106222.00
1997506.31
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1584
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.890000
3706000.00
3352313.34
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1618
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.750000
6000000.00
5558045.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1644
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.660000
4506000.00
4115498.02
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2673
B1V7KEBTPIMZEU4LTD58
2029-06-01
3.190000
19330000.00
17805224.90
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1981
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
2454000.00
2231402.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1982
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
560000.00
506941.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2006
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.710000
1036000.00
970326.52
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2339
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.340000
6500000.00
5818426.61
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2454
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.160000
50000.00
44270.49
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2761
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.950000
1565000.00
1344223.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
2141000.00
1797988.86
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2950
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
28996000.00
25849491.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2951
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
16355496.00
14580674.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL3695
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.460000
2683000.00
2160872.53
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5134
B1V7KEBTPIMZEU4LTD58
2030-01-01
2.460000
250000.00
221152.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5565
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.990000
1668000.00
1303406.24
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6060
B1V7KEBTPIMZEU4LTD58
2040-04-01
2.455000
30000.00
21149.78
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6486
B1V7KEBTPIMZEU4LTD58
2030-04-01
2.310000
50000.00
43396.44
Agency Mortgage-Backed Securities
MNMS 02.240 MLBL9887
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.240000
100000.00
69067.81
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL9579
B1V7KEBTPIMZEU4LTD58
2041-02-01
1.980000
2175000.00
1393970.55
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1852
B1V7KEBTPIMZEU4LTD58
2047-09-01
2.944000
127748292.00
19696341.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1966
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.960000
46465573.00
6704660.93
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3577
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.973000
19691887.00
2477928.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3134
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.856000
29695185.00
4508950.75
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3186
B1V7KEBTPIMZEU4LTD58
2047-11-01
2.882000
25000000.00
5955941.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3244
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.835000
29169780.00
4990897.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4379
B1V7KEBTPIMZEU4LTD58
2048-02-01
2.926000
17260602.00
3071713.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3849
B1V7KEBTPIMZEU4LTD58
2048-05-01
2.972000
19662511.00
2228835.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM3922
B1V7KEBTPIMZEU4LTD58
2048-03-01
2.880000
96355937.00
17354936.81
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6054
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.998000
842000.00
219591.22
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7070
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.018000
36982311.00
34650153.92
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7071
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.501000
32976435.00
31187340.98
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7090
B1V7KEBTPIMZEU4LTD58
2052-10-01
3.865000
40393430.00
38881464.42
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7092
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
37799896.00
36848088.65
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM6954
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.666000
476000.00
433410.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM7017
B1V7KEBTPIMZEU4LTD58
2042-01-01
3.231000
2809638.00
2425493.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM7018
B1V7KEBTPIMZEU4LTD58
2047-12-01
2.875000
38391377.00
32850703.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM7019
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.966000
40898181.00
35102819.87
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBM7047
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.024000
30821453.00
28059044.57
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBN1555
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.459000
27933327.00
3229647.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0152
B1V7KEBTPIMZEU4LTD58
2035-12-01
1.610000
3689000.00
2621255.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0391
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.630000
55000.00
42790.72
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS1990
B1V7KEBTPIMZEU4LTD58
2036-06-01
2.070000
1000000.00
746976.50
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3483
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.260000
1335000.00
895150.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS2833
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.570000
100000.00
73097.41
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3265
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.290000
1686000.00
1135389.02
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3288
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.160000
9973000.00
6501209.21
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3416
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.090000
412213.00
306735.37
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3447
B1V7KEBTPIMZEU4LTD58
2041-10-01
2.265000
1021000.00
685173.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS3452
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.435000
5409000.00
3469535.59
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS4827
B1V7KEBTPIMZEU4LTD58
2034-02-01
2.550000
2805000.00
2308444.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS5877
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.060000
5203000.00
4682934.15
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT7884
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.012000
8844000.00
8126575.10
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT8267
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.593000
46473271.00
42809912.25
Agency Mortgage-Backed Securities
FNMS 02.000 CLBV3076
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
305000000.00
241070204.68
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBV7896
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.768000
26000000.00
23032800.99
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBV7872
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.605000
30297799.00
26474298.00
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBW9457
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.019000
1043622.00
1041896.66
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBX0591
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.085000
1043054.00
1043563.31
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2628
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
104256064.00
84702882.69
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2374
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
250529279.00
202060360.26
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2352
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
274900000.00
213464141.69
Agency Mortgage-Backed Securities
FMAR 8B0227 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.026000
2351514.00
2343731.62
Agency Mortgage-Backed Securities
FMAR 8C0449 G
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.846000
2110244.00
2089212.72
Agency Mortgage-Backed Securities
FMAR 841405 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.060000
16428673.00
14616056.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9043
B1V7KEBTPIMZEU4LTD58
2030-05-01
3.440000
4031012.00
3779207.62
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4841
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.000000
223041350.00
221570342.73
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA4877
B1V7KEBTPIMZEU4LTD58
2052-11-01
6.500000
241432499.00
249999999.49
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2219
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.610000
100000.00
83073.06
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN8038
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.180000
6000000.00
5377960.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6817
B1V7KEBTPIMZEU4LTD58
2049-11-01
2.864000
28209292.00
18357925.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6928
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.148000
16378066.00
13676693.31
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS7180
B1V7KEBTPIMZEU4LTD58
2032-11-01
5.620000
2901983.00
2959332.63
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBS6678
B1V7KEBTPIMZEU4LTD58
2029-11-01
3.930000
9457000.00
9113113.53
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6781
B1V7KEBTPIMZEU4LTD58
2032-11-01
4.610000
15015000.00
15170924.94
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS6874
B1V7KEBTPIMZEU4LTD58
2032-11-01
4.480000
18100000.00
18096196.99
Agency Mortgage-Backed Securities
FMAR 1G2555 G
S6XOOCT0IEG5ABCC6L87
2036-11-01
2.317000
9200000.00
119339.57
Agency Mortgage-Backed Securities
FKAR 02.950 WAWA4809
S6XOOCT0IEG5ABCC6L87
2040-01-01
2.950000
788586.00
620059.58
Agency Mortgage-Backed Securities
FMAR 8D0339 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.272000
549267.00
549814.29
Agency Mortgage-Backed Securities
FMAR 849756 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
3.630000
9885000.00
935813.94
Agency Mortgage-Backed Securities
FMAR 2B1277 G
S6XOOCT0IEG5ABCC6L87
2043-03-01
2.340000
1062000.00
103062.30
Agency Mortgage-Backed Securities
FMAR 2B1538 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.357000
376000.00
40188.87
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-03-01
3.830000
26390419.00
21784076.34
Agency Collateralized Mortgage Obligation
FKAR 03.040 WAWA3304
S6XOOCT0IEG5ABCC6L87
2036-04-01
3.040000
525000.00
426808.71
Agency Mortgage-Backed Securities
FKAR 03.670 WNWN0097
S6XOOCT0IEG5ABCC6L87
2037-05-01
3.670000
1126000.00
997796.33
Agency Mortgage-Backed Securities
FKAR 02.920 WNWN1142
S6XOOCT0IEG5ABCC6L87
2038-01-01
2.920000
32150000.00
25114236.84
Agency Mortgage-Backed Securities
FMAR 972088 G
S6XOOCT0IEG5ABCC6L87
2023-03-01
3.170000
1800348.00
1249.38
Agency Mortgage-Backed Securities
FMAR 420191 G
S6XOOCT0IEG5ABCC6L87
2030-06-01
4.441000
4000000.00
3120.03
Agency Mortgage-Backed Securities
FMAR 390233 G
S6XOOCT0IEG5ABCC6L87
2030-01-01
1.912000
8200000.00
959.30
Agency Mortgage-Backed Securities
FMAR 390234 G
S6XOOCT0IEG5ABCC6L87
2030-04-01
1.912000
1620000.00
1741.31
Agency Mortgage-Backed Securities
FMAR 390236 G
S6XOOCT0IEG5ABCC6L87
2030-12-01
1.912000
1000000.00
944.25
Agency Mortgage-Backed Securities
FMAR 841073 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.435000
2248000.00
739598.10
Agency Mortgage-Backed Securities
FMAR 841084 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
2.611000
109300000.00
32386270.42
Agency Mortgage-Backed Securities
FMAR 841096 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.143000
45501156.00
13122492.89
Agency Mortgage-Backed Securities
FMAR 841249 G
S6XOOCT0IEG5ABCC6L87
2049-03-01
3.457000
692000.00
330400.14
Agency Mortgage-Backed Securities
FMAR 841383 G
S6XOOCT0IEG5ABCC6L87
2048-04-01
3.585000
1052000.00
779350.70
Agency Mortgage-Backed Securities
FMAR 841384 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.163000
492000.00
384518.75
Agency Mortgage-Backed Securities
FMAR 841469 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.519000
2580000.00
2394674.57
Agency Mortgage-Backed Securities
FMAR 841466 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.616000
35000000.00
33301830.08
Agency Mortgage-Backed Securities
FMAR 841484 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.524000
30472212.00
29097623.79
Agency Mortgage-Backed Securities
FMAR 841495 G
S6XOOCT0IEG5ABCC6L87
2052-08-01
3.625000
42109871.00
40475154.22
Agency Mortgage-Backed Securities
FMAR 841496 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.628000
45676860.00
43866376.30
Agency Mortgage-Backed Securities
FMAR 841497 G
S6XOOCT0IEG5ABCC6L87
2052-10-01
4.980000
31520638.00
30790600.89
Agency Mortgage-Backed Securities
FMAR 845513 G
S6XOOCT0IEG5ABCC6L87
2023-11-01
4.376000
50721231.00
637.45
Agency Mortgage-Backed Securities
FMAR 845517 G
S6XOOCT0IEG5ABCC6L87
2023-11-01
4.346000
50768390.00
11154.88
Agency Mortgage-Backed Securities
FMAR 845650 G
S6XOOCT0IEG5ABCC6L87
2023-12-01
4.169000
76932788.00
2614.70
Agency Mortgage-Backed Securities
FMAR 846772 G
S6XOOCT0IEG5ABCC6L87
2028-01-01
3.402000
63361120.00
112639.24
Agency Mortgage-Backed Securities
FMAR 2B0811 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
5.497000
1602000.00
53923.03
Agency Mortgage-Backed Securities
FMAR 786402 G
S6XOOCT0IEG5ABCC6L87
2027-09-01
2.575000
100000.00
55.33
Agency Mortgage-Backed Securities
FMAR 848954 G
S6XOOCT0IEG5ABCC6L87
2043-02-01
3.809000
1066000.00
99091.86
Agency Mortgage-Backed Securities
FMAR 848866 G
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.914000
129907158.00
3677839.93
Agency Mortgage-Backed Securities
FMAR 849790 G
S6XOOCT0IEG5ABCC6L87
2045-03-01
2.456000
1585000.00
132204.69
Agency Mortgage-Backed Securities
FMAR 849128 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.555000
597000.00
31624.11
Agency Mortgage-Backed Securities
FMAR 849154 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
2.532000
1301000.00
134197.37
Agency Mortgage-Backed Securities
FMAR 849147 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
2.695000
899000.00
77072.29
Agency Mortgage-Backed Securities
FMAR 849218 G
S6XOOCT0IEG5ABCC6L87
2044-01-01
2.878000
1324000.00
139852.61
Agency Mortgage-Backed Securities
FMAR 849198 G
S6XOOCT0IEG5ABCC6L87
2043-11-01
2.509000
581000.00
65978.45
Agency Mortgage-Backed Securities
FMAR 849266 G
S6XOOCT0IEG5ABCC6L87
2043-08-01
2.317000
572000.00
62093.91
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
3028000000.00
3028000000.00
0.0212
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 3.800000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0V2ED2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-16
0.00
2721400.00
2696975.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-15
3.500000
6586300.00
6501014.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-27
0.00
5000000.00
4985300.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
4452000.00
4335884.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-07
0.00
3466000.00
3345923.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
0.00
6699000.00
6652522.34
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
27955461.00
27955461.00
0.0002
N
Y
Y
N
ING BANK NV
ING BANK NV 3.820000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1DJ2T0
Non-Negotiable Time Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0382
330000000.00
330000000.00
0.0023
N
N
Y
N
ERSTE GROUP BANK AG (NEW YORK BRANCH)
ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.830000%
ATD1DJ2V5
Non-Negotiable Time Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0383
176000000.00
176000000.00
0.0012
N
N
Y
N
ING BANK NV
ING BANK NV 3.820000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1DJ2Y9
Non-Negotiable Time Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0382
750000000.00
750000000.00
0.0052
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 3.840000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1DJ377
Non-Negotiable Time Deposit
Y
2022-12-05
2022-12-05
2022-12-05
N
N
N
0.0384
387000000.00
387000000.00
0.0027
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.820000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1DK846
Non-Negotiable Time Deposit
Y
2022-12-06
2022-12-06
2022-12-06
N
N
N
0.0382
1743000000.00
1743000000.00
0.0122
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 3.820000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1DK887
Non-Negotiable Time Deposit
Y
2022-12-06
2022-12-06
2022-12-06
N
N
N
0.0382
208000000.00
208000000.00
0.0015
N
N
Y
N
ING BANK NV
ING BANK NV 3.820000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1DLBJ7
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
750000000.00
750000000.00
0.0052
N
N
Y
N
ING BANK NV
ING BANK NV 3.820000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1DLBK4
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
750000000.00
750000000.00
0.0052
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.810000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD1DLBM0
Non-Negotiable Time Deposit
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0381
44000000.00
44000000.00
0.0003
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 3.820000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1DLBP3
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
1356000000.00
1356000000.00
0.0095
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.810000%
0000917311
ATD1DLBT5
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0381
1137000000.00
1137000000.00
0.0079
N
N
Y
N
ING BANK NV
ING BANK NV 3.820000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1DLBU2
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
750000000.00
750000000.00
0.0052
N
N
Y
N
ERSTE GROUP BANK AG (NEW YORK BRANCH)
ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.830000%
ATD1DLBV0
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0383
308000000.00
308000000.00
0.0022
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 3.820000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1DLBW8
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
1259000000.00
1259000000.00
0.0088
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 3.840000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1DLBX6
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0384
388000000.00
388000000.00
0.0027
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 3.820000%
5493006QMFDDMYWIAM13
0000891478
ATD1DLBY4
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
1429000000.00
1429000000.00
0.0100
N
N
Y
N
ING BANK NV
ING BANK NV 3.820000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1DLBZ1
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0382
244000000.00
244000000.00
0.0017
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 3.830000%
ZUHK7JXNDU6FLQ1O6482
ATD1DLC15
Non-Negotiable Time Deposit
Y
2022-12-07
2022-12-07
2022-12-07
N
N
N
0.0383
388000000.00
388000000.00
0.0027
N
N
Y
N
The Charles Schwab Family of Funds
2022-12-07
Mark Fischer
Mark Fischer
Chief Financial Officer