0001145549-23-015392.txt : 20230307
0001145549-23-015392.hdr.sgml : 20230307
20230307155513
ACCESSION NUMBER: 0001145549-23-015392
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230307
DATE AS OF CHANGE: 20230307
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: 23712439
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
S000052458
Schwab Variable Share Price Money Fund
C000164902
Ultra Shares
SVUXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2023-02-28
0000857156
549300I77JNLD629OV19
S000052458
1
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
N
20
43
2033884308.81
2234021201.15
2238239746.42
2129159371.62
3141873800.99
3284233846.63
3266903873.97
3354063394.58
0.00
0.3832
0.4064
0.4007
0.3771
0.5920
0.5974
0.5848
0.5940
0.0000
180000000.94
5406090052.18
524270299.00
10090796.87
10120914.66
5586059935.33
5584003622.8500
0.0000
0.0480
1.0004
1.0003
1.0003
1.0003
0.0000
C000164902
1000000.00
5586059935.33
5584003622.8500
1.0004
1.0003
1.0003
1.0003
0.0000
216981028.63
171292642.20
309319468.73
135618684.48
237545043.41
135936908.57
184057606.63
127154446.93
0.00
0.00
945673464.16
623460733.84
0.0461
Y
Investment Advisor and its affiliates Contractual 43,121
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
0.0457
7697070.77
7697070.77
0.0014
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 5.180000%
05253MSU9
JHE42UYNWWTJB8YTTU19
US05253MSU98
Financial Company Commercial Paper
Y
2023-03-01
2023-05-08
2023-05-08
N
N
N
0.0468
10009436.20
10009436.20
0.0018
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 5.080000%
05586FAD9
R0MUWSFPU8MPRO8K5P83
US05586FAD96
Certificate of Deposit
Y
2023-03-01
2023-04-11
2023-04-11
N
N
N
0.0465
15007441.20
15007441.20
0.0027
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 5.220000%
05586FDR5
R0MUWSFPU8MPRO8K5P83
US05586FDR55
Certificate of Deposit
Y
2023-03-01
2023-06-01
2023-06-01
N
N
N
0.0467
6008422.32
6008422.32
0.0011
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 4.820000%
05586FJR9
R0MUWSFPU8MPRO8K5P83
US05586FJR91
Certificate of Deposit
Y
2023-03-01
2023-08-02
2023-08-02
N
N
N
0.0468
40023466.40
40023466.40
0.0072
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.900000%
06054CCQ6
549300HN4UKV1E2R3U73
US06054CCQ69
0001675365
Financial Company Commercial Paper
Y
2023-03-01
2023-07-19
2023-07-19
N
N
N
0.0479
5002095.20
5002095.20
0.0009
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.920000%
06054CCV5
549300HN4UKV1E2R3U73
US06054CCV54
0001675365
Financial Company Commercial Paper
Y
2023-03-01
2023-10-18
2023-10-18
N
N
N
0.0485
5002358.15
5002358.15
0.0009
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
0.0505
5001557.65
5001557.65
0.0009
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
0.0510
25013258.75
25013258.75
0.0045
N
N
N
N
BANK OF MONTREAL
BANK OF MONTREAL 5.090000%
06373L5D7
NQQ6HPCNCCU6TUTQYE16
US06373L5D78
0000009622
Financial Company Commercial Paper
Y
2023-03-01
2023-06-07
2023-06-07
N
N
N
0.0469
15016322.85
15016322.85
0.0027
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 5.020000%
06417LSS7
L3I9ZG2KFGXZ61BMYR72
US06417LSS78
0001041839
Financial Company Commercial Paper
Y
2023-03-01
2023-03-17
2023-03-17
N
N
N
0.0463
3000537.00
3000537.00
0.0005
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 5.270000%
06417LTK3
L3I9ZG2KFGXZ61BMYR72
US06417LTK34
0001041839
Financial Company Commercial Paper
Y
2023-03-01
2023-07-19
2023-07-19
N
N
N
0.0471
15032051.55
15032051.55
0.0027
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 4.990000%
06417LVN4
L3I9ZG2KFGXZ61BMYR72
US06417LVN45
0001041839
Financial Company Commercial Paper
Y
2023-03-01
2023-10-06
2023-10-06
N
N
N
0.0480
2002175.14
2002175.14
0.0004
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 4.990000%
06417LVP9
L3I9ZG2KFGXZ61BMYR72
US06417LVP92
0001041839
Financial Company Commercial Paper
Y
2023-03-01
2023-10-10
2023-10-10
N
N
N
0.0481
9009827.28
9009827.28
0.0016
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 4.860000%
06417LWS2
L3I9ZG2KFGXZ61BMYR72
US06417LWS23
0001041839
Financial Company Commercial Paper
Y
2023-03-01
2023-11-16
2023-11-16
N
N
N
0.0486
17999827.56
17999827.56
0.0032
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 4.850000%
06417LWU7
L3I9ZG2KFGXZ61BMYR72
US06417LWU78
0001041839
Financial Company Commercial Paper
Y
2023-03-01
2023-11-21
2023-11-21
N
N
N
0.0487
6998866.98
6998866.98
0.0013
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000%
06417MD77
L3I9ZG2KFGXZ61BMYR72
US06417MD777
Certificate of Deposit
Y
2023-03-01
2023-03-16
2023-03-16
N
N
N
0.0463
21003820.74
21003820.74
0.0038
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000%
06417ME76
L3I9ZG2KFGXZ61BMYR72
US06417ME767
Certificate of Deposit
Y
2023-03-01
2023-05-25
2023-05-25
N
N
N
0.0469
2001696.34
2001696.34
0.0004
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.020000%
06417MF26
L3I9ZG2KFGXZ61BMYR72
US06417MF269
Certificate of Deposit
Y
2023-03-01
2023-06-06
2023-06-06
N
N
N
0.0469
2001741.68
2001741.68
0.0004
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.200000%
06417MP33
L3I9ZG2KFGXZ61BMYR72
US06417MP334
Certificate of Deposit
Y
2023-03-01
2023-09-07
2023-09-07
N
N
N
0.0478
9019545.57
9019545.57
0.0016
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000%
06417MQ99
L3I9ZG2KFGXZ61BMYR72
US06417MQ993
Certificate of Deposit
Y
2023-03-01
2023-09-29
2023-09-29
N
N
N
0.0480
12016951.20
12016951.20
0.0022
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.920000%
06417MR72
L3I9ZG2KFGXZ61BMYR72
US06417MR728
Certificate of Deposit
Y
2023-03-01
2023-10-18
2023-10-18
N
N
N
0.0481
2001354.98
2001354.98
0.0004
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.900000%
06417MS55
L3I9ZG2KFGXZ61BMYR72
US06417MS551
Certificate of Deposit
Y
2023-03-01
2023-11-07
2023-11-07
N
N
N
0.0484
6002390.76
6002390.76
0.0011
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.060000%
06417MZF5
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2023-03-01
2023-03-16
2023-03-16
N
N
N
0.0463
4800804.82
4800804.82
0.0009
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.050000%
06417MZH1
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2023-03-01
2023-03-13
2023-03-13
N
N
N
0.0463
3000449.13
3000449.13
0.0005
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.060000%
06417MZL2
L3I9ZG2KFGXZ61BMYR72
US06417MZL26
Certificate of Deposit
Y
2023-03-01
2023-03-24
2023-03-24
N
N
N
0.0464
23005735.74
23005735.74
0.0041
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
0.0456
5000148.15
5000148.15
0.0009
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.930000%
06742T3S3
G5GSEF7VJP5I7OUK5573
US06742T3S31
Certificate of Deposit
Y
2023-03-01
2023-07-10
2023-07-10
N
N
N
0.0475
25015882.00
25015882.00
0.0045
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.180000%
06742T3U8
G5GSEF7VJP5I7OUK5573
US06742T3U86
Certificate of Deposit
Y
2023-07-12
2023-07-12
2023-07-12
N
N
N
0.0502
21009440.34
21009440.34
0.0038
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.840000%
06742T4A1
G5GSEF7VJP5I7OUK5573
US06742T4A14
Certificate of Deposit
Y
2023-03-01
2023-08-01
2023-08-01
N
N
N
0.0476
14804932.54
14804932.54
0.0027
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.140000%
06742T4H6
G5GSEF7VJP5I7OUK5573
US06742T4H66
Certificate of Deposit
Y
2023-08-07
2023-08-07
2023-08-07
N
N
N
0.0514
7999534.00
7999534.00
0.0014
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.940000%
06742TY67
G5GSEF7VJP5I7OUK5573
US06742TY670
Certificate of Deposit
Y
2023-03-01
2023-03-08
2023-03-08
N
N
N
0.0464
8000508.24
8000508.24
0.0014
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 4.900000%
06742TZ41
G5GSEF7VJP5I7OUK5573
US06742TZ412
Certificate of Deposit
Y
2023-03-01
2023-03-22
2023-03-22
N
N
N
0.0467
2000276.44
2000276.44
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MQ17
549300KOFKIMD0C37W24
US06945MQ175
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
Societe Generale SA
1.0000
N
0.0457
999873.19
999873.19
0.0002
N
Y
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MQ74
549300KOFKIMD0C37W24
US06945MQ746
Asset Backed Commercial Paper
Y
2023-03-07
2023-03-07
2023-03-07
N
Y
Societe Generale SA
1.0000
N
0.0457
1998224.72
1998224.72
0.0004
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSN7
549300KOFKIMD0C37W24
US06945MSN73
Asset Backed Commercial Paper
Y
2023-05-22
2023-05-22
2023-05-22
N
Y
Societe Generale SA
1.0000
N
0.0478
1977945.06
1977945.06
0.0004
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274MQ65
VDYMYTQGZZ6DU0912C88
US07274MQ658
Financial Company Commercial Paper
Y
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0457
29977140.00
29977140.00
0.0054
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274MQ73
VDYMYTQGZZ6DU0912C88
US07274MQ732
Financial Company Commercial Paper
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0457
15985779.04
15985779.04
0.0029
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.580000%
0727MCE29
VDYMYTQGZZ6DU0912C88
US0727MCE295
Certificate of Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0459
6999998.32
6999998.32
0.0013
N
Y
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.580000%
0727MCE52
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0455
2000012.00
2000012.00
0.0004
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
0.0457
9980979.20
9980979.20
0.0018
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 5.090000%
07644DLV8
5493000JWH1Z48FX0180
US07644DLV81
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-24
2023-03-24
N
Y
Royal Bank of Canada
1.0000
N
0.0467
9002478.42
9002478.42
0.0016
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 4.950000%
07645RDF0
5493000JWH1Z48FX0180
US07645RDF01
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-08
2023-03-08
N
Y
Royal Bank of Canada
1.0000
N
0.0464
5000326.60
5000326.60
0.0009
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MS13
549300PGDCWK6DU9QM65
US08224MS138
Asset Backed Commercial Paper
Y
2023-05-01
2023-05-01
2023-05-01
N
Y
Societe Generale SA
1.0000
N
0.0478
9332615.83
9332615.83
0.0017
N
N
N
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.690000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0469
1000000.00
1000000.00
0.0002
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3Q13
8O46YQAGJ63WE5QHIG35
US1247P3Q136
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
Citibank NA
1.0000
N
0.0457
2499682.98
2499682.98
0.0004
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USB8
549300HKCCNTZDBBEN75
US12619USB88
Asset Backed Commercial Paper
Y
2023-05-11
2023-05-11
2023-05-11
N
Y
Citibank NA
1.0000
N
0.0476
4952390.00
4952390.00
0.0009
N
N
N
N
CABOT TRAIL FUNDING LLC
CABOT TRAIL FUNDING LLC 0.000000%
12710HSS8
US12710HSS84
Asset Backed Commercial Paper
Y
2023-05-26
2023-05-26
2023-05-26
N
Y
TORONTO-DOMINION BANK/THE
1.0000
N
0.0482
5930153.52
5930153.52
0.0011
N
N
N
N
CABOT TRAIL FUNDING LLC
CABOT TRAIL FUNDING LLC 0.000000%
12710HVN5
US12710HVN50
Asset Backed Commercial Paper
Y
2023-08-22
2023-08-22
2023-08-22
N
Y
TORONTO-DOMINION BANK/THE
1.0000
N
0.0506
19507861.20
19507861.20
0.0035
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.210000%
13606KLL8
549300H8L46OOZOFHU82
US13606KLL88
0000800030
Certificate of Deposit
Y
2023-03-01
2023-05-02
2023-05-02
N
N
N
0.0463
16016128.32
16016128.32
0.0029
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.560000%
13606KTG1
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0468
2999931.00
2999931.00
0.0005
N
N
Y
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 4.650000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0465
2000000.00
2000000.00
0.0004
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UQ66
549300EEWRNP448AMT79
US15963UQ667
Asset Backed Commercial Paper
Y
2023-03-06
2023-03-06
2023-03-06
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0457
999239.17
999239.17
0.0002
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963USX5
549300EEWRNP448AMT79
US15963USX53
Asset Backed Commercial Paper
Y
2023-05-31
2023-05-31
2023-05-31
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0472
19758653.40
19758653.40
0.0035
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
0.0457
1999746.38
1999746.38
0.0004
N
Y
Y
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
0.0458
4989831.10
4989831.10
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WSC2
5493000FNFK79LCM6M65
US16115WSC28
Asset Backed Commercial Paper
Y
2023-05-12
2023-05-12
2023-05-12
N
Y
Citibank NA
1.0000
N
0.0479
1980586.06
1980586.06
0.0004
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WTF4
5493000FNFK79LCM6M65
US16115WTF40
Asset Backed Commercial Paper
Y
2023-06-15
2023-06-15
2023-06-15
N
Y
Citibank NA
1.0000
N
0.0497
5911386.18
5911386.18
0.0011
N
N
N
N
CITIBANK NA
CITIBANK NA 5.150000%
17305T7C0
E57ODZWZ7FF32TWEFA76
US17305T7C04
0000036684
Certificate of Deposit
Y
2023-03-01
2023-09-25
2023-09-25
N
N
N
0.0482
20038025.40
20038025.40
0.0036
N
N
N
N
CITIBANK NA
CITIBANK NA 5.050000%
17305T7K2
E57ODZWZ7FF32TWEFA76
US17305T7K20
0000036684
Certificate of Deposit
Y
2023-03-01
2023-06-21
2023-06-21
N
N
N
0.0476
8007192.64
8007192.64
0.0014
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.050000%
1730QPAQ0
MBNUM2BPBDO7JBLYG310
US1730QPAQ06
0000315030
Financial Company Commercial Paper
Y
2023-03-01
2023-04-11
2023-04-11
N
N
N
0.0466
15006779.25
15006779.25
0.0027
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.300000%
1730QPAT4
MBNUM2BPBDO7JBLYG310
US1730QPAT45
0000315030
Financial Company Commercial Paper
Y
2023-03-01
2023-05-01
2023-05-01
N
N
N
0.0469
5005261.70
5005261.70
0.0009
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BRM9
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2023-04-21
2023-04-21
2023-04-21
N
N
N
0.0478
3351721.88
3351721.88
0.0006
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
0.0479
9906822.20
9906822.20
0.0018
N
N
N
N
CITIBANK NA
CITIBANK NA 5.280000%
17330QBP1
E57ODZWZ7FF32TWEFA76
US17330QBP19
0000036684
Certificate of Deposit
Y
2023-03-01
2023-05-04
2023-05-04
N
N
N
0.0469
5005257.90
5005257.90
0.0009
N
N
N
N
CITIBANK NA
CITIBANK NA 5.330000%
17330QBS5
E57ODZWZ7FF32TWEFA76
US17330QBS57
0000036684
Certificate of Deposit
Y
2023-03-01
2023-05-24
2023-05-24
N
N
N
0.0475
20027288.20
20027288.20
0.0036
N
N
N
N
CITIBANK NA
CITIBANK NA 5.400000%
17330QCJ4
E57ODZWZ7FF32TWEFA76
US17330QCJ40
0000036684
Certificate of Deposit
Y
2023-09-19
2023-09-19
2023-09-19
N
N
N
0.0526
15006797.55
15006797.55
0.0027
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.950000%
19424G6E7
549300ZLXI3T111CH173
US19424G6E72
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0460
10000093.90
10000093.90
0.0018
N
Y
Y
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 5.000000%
19424G6R8
549300ZLXI3T111CH173
US19424G6R85
Asset Backed Commercial Paper
Y
2023-03-01
2023-04-05
2023-04-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0465
28009702.28
28009702.28
0.0050
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.800000%
19424G7L0
549300ZLXI3T111CH173
US19424G7L07
Asset Backed Commercial Paper
Y
2023-03-01
2023-08-07
2023-08-07
N
Y
JP Morgan Securities LLC
1.0000
N
0.0475
5001017.95
5001017.95
0.0009
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
0.0457
6992006.00
6992006.00
0.0013
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JRJ7
549300ZLXI3T111CH173
US19424JRJ78
Asset Backed Commercial Paper
Y
2023-04-18
2023-04-18
2023-04-18
N
Y
JP Morgan Securities LLC
1.0000
N
0.0471
16891085.25
16891085.25
0.0030
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JUH7
549300ZLXI3T111CH173
US19424JUH75
Asset Backed Commercial Paper
Y
2023-07-17
2023-07-17
2023-07-17
N
Y
JP Morgan Securities LLC
1.0000
N
0.0494
9809183.90
9809183.90
0.0018
N
N
N
N
Connecticut Development Auth
RB (BRADLEY AIRPORT HOTEL) SERIES 2006B 4.900000%
207565AB8
US207565AB88
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2028-12-01
Y
TD Bank NA
1.0000
7
N
N
N
0.0490
3790000.00
3790000.00
0.0007
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305ER47
ATUEL7OJR5057F2PV266
US23305ER473
0001501323
Financial Company Commercial Paper
Y
2023-04-04
2023-04-04
2023-04-04
N
N
N
0.0457
2986685.43
2986685.43
0.0005
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DS27
7TG4VWERK338227TR435
US29604DS275
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2023-05-02
2023-05-02
2023-05-02
N
N
N
0.0480
24789956.25
24789956.25
0.0044
N
N
N
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3Q12
US2960E3Q124
Financial Company Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0454
7998991.52
7998991.52
0.0014
N
Y
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3Q61
US2960E3Q611
Financial Company Commercial Paper
Y
2023-03-06
2023-03-06
2023-03-06
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0455
11990898.00
11990898.00
0.0021
N
N
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3Q79
Financial Company Commercial Paper
Y
2023-03-07
2023-03-07
2023-03-07
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0455
6993801.50
6993801.50
0.0013
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
0.0469
4953711.95
4953711.95
0.0009
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GVE0
549300B2Q47IR0CR5B54
US31428GVE06
Financial Company Commercial Paper
Y
2023-08-14
2023-08-14
2023-08-14
N
N
N
0.0499
1953731.72
1953731.72
0.0003
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
0.0454
1998236.38
1998236.38
0.0004
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MS54
549300Z2ZR7VTUMRPR17
US38346MS547
Asset Backed Commercial Paper
Y
2023-05-05
2023-05-05
2023-05-05
N
Y
MUFG BANK LTD
1.0000
N
0.0477
15067048.18
15067048.18
0.0027
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MSB1
549300Z2ZR7VTUMRPR17
US38346MSB18
Asset Backed Commercial Paper
Y
2023-05-11
2023-05-11
2023-05-11
N
Y
MUFG BANK LTD
1.0000
N
0.0479
23770224.00
23770224.00
0.0043
N
N
N
N
GREYSHOE ISSUING TRUST
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.650000%
39808XAA7
US39808XAA72
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2072-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0465
1000000.00
1000000.00
0.0002
N
N
Y
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 4.610000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0461
1000000.00
1000000.00
0.0002
N
N
Y
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 4.600000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0460
1000000.00
1000000.00
0.0002
N
N
Y
N
J MACE MEEKS 2022 INSURANCE TRUST
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.650000%
46593GAA8
US46593GAA85
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2072-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0465
4970000.00
4970000.00
0.0009
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.310000%
46651VBS4
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2023-08-29
2023-08-29
2023-08-29
N
N
N
0.0531
10000000.00
10000000.00
0.0018
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 4.650000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0465
980000.00
980000.00
0.0002
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.580000%
51500XAF2
ZUHK7JXNDU6FLQ1O6482
US51500XAF24
Certificate of Deposit
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0456
8000015.12
8000015.12
0.0014
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.580000%
51501JDN2
B81CK4ESI35472RHJ606
US51501JDN28
Certificate of Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0455
23000039.79
23000039.79
0.0041
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.580000%
51501JDS1
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0455
32000192.00
32000192.00
0.0057
N
N
Y
N
LEGACY CAPITAL COMPANY LLC
LEGACY CAPITAL COMPANY LLC 0.000000%
52468KRL7
549300R17K287CL1GQ68
US52468KRL79
Asset Backed Commercial Paper
Y
2023-04-20
2023-04-20
2023-04-20
N
Y
MACQUARIE BANK LTD
1.0000
N
0.0472
4186803.76
4186803.76
0.0007
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943SSA6
H7FNTJ4851HG0EXQ1Z70
US53943SSA68
0001167831
Financial Company Commercial Paper
Y
2023-05-10
2023-05-10
2023-05-10
N
N
N
0.0469
76287164.03
76287164.03
0.0137
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943SSG3
H7FNTJ4851HG0EXQ1Z70
US53943SSG39
0001167831
Financial Company Commercial Paper
Y
2023-05-16
2023-05-16
2023-05-16
N
N
N
0.0471
4949629.15
4949629.15
0.0009
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RSW9
969500DWS97CYSHCPT49
US53944RSW96
Asset Backed Commercial Paper
Y
2023-05-30
2023-05-30
2023-05-30
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0483
10865726.96
10865726.96
0.0019
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.980000%
55380UAS6
C3GTMMZIHMY46P4OIX74
US55380UAS69
0000852743
Certificate of Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0460
16000147.36
16000147.36
0.0029
N
Y
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.240000%
55380UCV7
C3GTMMZIHMY46P4OIX74
US55380UCV70
0000852743
Certificate of Deposit
Y
2023-03-01
2023-05-08
2023-05-08
N
N
N
0.0466
3003210.99
3003210.99
0.0005
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
0.0479
5003127.20
5003127.20
0.0009
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.160000%
55380UDD6
C3GTMMZIHMY46P4OIX74
US55380UDD63
0000852743
Certificate of Deposit
Y
2023-03-01
2023-05-17
2023-05-17
N
N
N
0.0467
5005219.20
5005219.20
0.0009
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.150000%
55380UDJ3
C3GTMMZIHMY46P4OIX74
US55380UDJ34
0000852743
Certificate of Deposit
Y
2023-03-01
2023-05-22
2023-05-22
N
N
N
0.0467
15016354.65
15016354.65
0.0027
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.120000%
55380UDU8
C3GTMMZIHMY46P4OIX74
US55380UDU88
0000852743
Certificate of Deposit
Y
2023-03-01
2023-06-02
2023-06-02
N
N
N
0.0468
8009161.12
8009161.12
0.0014
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.790000%
55380UEN3
C3GTMMZIHMY46P4OIX74
US55380UEN37
0000852743
Certificate of Deposit
Y
2023-04-24
2023-04-24
2023-04-24
N
N
N
0.0464
3000505.65
3000505.65
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.870000%
55380UF36
C3GTMMZIHMY46P4OIX74
US55380UF361
0000852743
Certificate of Deposit
Y
2023-03-01
2023-06-12
2023-06-12
N
N
N
0.0469
3001520.19
3001520.19
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.800000%
55380UFP7
C3GTMMZIHMY46P4OIX74
US55380UFP75
0000852743
Certificate of Deposit
Y
2023-03-01
2023-08-09
2023-08-09
N
N
N
0.0473
27008193.15
27008193.15
0.0048
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.770000%
55380UFU6
C3GTMMZIHMY46P4OIX74
US55380UFU60
0000852743
Certificate of Deposit
Y
2023-03-01
2023-08-14
2023-08-14
N
N
N
0.0473
15002260.95
15002260.95
0.0027
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 4.750000%
55380UG43
C3GTMMZIHMY46P4OIX74
US55380UG435
0000852743
Certificate of Deposit
Y
2023-03-01
2023-08-21
2023-08-21
N
N
N
0.0474
5000140.70
5000140.70
0.0009
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MQU9
549300S0NSJYSOB32S63
US56274MQU98
Asset Backed Commercial Paper
Y
2023-03-28
2023-03-28
2023-03-28
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0459
2989285.32
2989285.32
0.0005
N
N
N
N
Southern California Metropolitan Water District
SUB WATER REFUNDING RB SERIES 2021A 4.620000%
59266TTK7
5493003GD0S0P56RLT45
US59266TTK78
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2042-07-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0462
24000000.00
24000000.00
0.0043
N
N
Y
N
Southern California Metropolitan Water District
TAXABLE WATER REFUNDING RB SERIES 2022C2 4.580000%
59266TUV1
5493003GD0S0P56RLT45
US59266TUV15
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2046-07-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
Y
N
N
0.0458
10000000.00
10000000.00
0.0018
N
N
Y
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
0.0455
995704.67
995704.67
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.050000%
60683DAV1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0461
2000021.04
2000021.04
0.0004
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.010000%
60683DBA6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-03-01
2023-03-07
2023-03-07
N
N
N
0.0461
20001356.60
20001356.60
0.0036
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.350000%
60683DBY4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-03-01
2023-05-01
2023-05-01
N
N
N
0.0464
11012976.26
11012976.26
0.0020
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
0.0474
14010283.00
14010283.00
0.0025
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
0.0493
3002042.19
3002042.19
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.940000%
60683DDD8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-03-01
2023-07-18
2023-07-18
N
N
N
0.0471
1000823.64
1000823.64
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.850000%
60683DDS5
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-03-01
2023-07-18
2023-07-18
N
N
N
0.0471
5002454.10
5002454.10
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.800000%
60683DED7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-05-12
2023-05-12
2023-05-12
N
N
N
0.0477
2000030.68
2000030.68
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 5.100000%
60683DEJ4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-08-01
2023-08-01
2023-08-01
N
N
N
0.0499
12004634.76
12004634.76
0.0021
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 4.750000%
60683DFU8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2023-03-01
2023-08-15
2023-08-15
N
N
N
0.0473
6000393.96
6000393.96
0.0011
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QQ72
RB0PEZSDGCO3JS6CEU02
US60689QQ728
Financial Company Commercial Paper
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0455
999114.50
999114.50
0.0002
N
N
Y
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
0.0456
7000284.48
7000284.48
0.0013
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
0.0458
5000249.15
5000249.15
0.0009
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.740000%
60710RCM5
RB0PEZSDGCO3JS6CEU02
US60710RCM51
0001512734
Certificate of Deposit
Y
2023-04-18
2023-04-18
2023-04-18
N
N
N
0.0466
4000246.92
4000246.92
0.0007
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.810000%
60710REV3
RB0PEZSDGCO3JS6CEU02
US60710REV33
0001512734
Certificate of Deposit
Y
2023-05-04
2023-05-04
2023-05-04
N
N
N
0.0472
9001124.73
9001124.73
0.0016
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.940000%
60710TAA9
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2023-06-08
2023-06-08
2023-06-08
N
N
N
0.0494
6000026.52
6000026.52
0.0011
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307MT74
BSGEFEIOM18Y80CKCV46
US63307MT743
0000926171
Financial Company Commercial Paper
Y
2023-06-07
2023-06-07
2023-06-07
N
N
N
0.0477
1677704.93
1677704.93
0.0003
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307MUK3
BSGEFEIOM18Y80CKCV46
US63307MUK34
0000926171
Financial Company Commercial Paper
Y
2023-07-19
2023-07-19
2023-07-19
N
N
N
0.0488
29426482.50
29426482.50
0.0053
N
N
N
N
New York State HFA
TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 4.650000%
64986U2S5
5493000LS7KCDB02O506
US64986U2S57
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2044-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0465
1000000.00
1000000.00
0.0002
N
N
Y
N
NORDEA BANK ABP
NORDEA BANK ABP 0.000000%
65558KV27
529900ODI3047E2LIV03
US65558KV277
Financial Company Commercial Paper
Y
2023-08-02
2023-08-02
2023-08-02
N
N
N
0.0494
9787391.70
9787391.70
0.0018
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 4.780000%
65558UE65
529900ODI3047E2LIV03
US65558UE652
0001002614
Certificate of Deposit
Y
2023-03-01
2023-08-18
2023-08-18
N
N
N
0.0468
2000886.58
2000886.58
0.0004
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 5.120000%
65558UZV7
529900ODI3047E2LIV03
US65558UZV78
0001002614
Certificate of Deposit
Y
2023-07-03
2023-07-03
2023-07-03
N
N
N
0.0489
10006591.90
10006591.90
0.0018
N
N
N
N
NUVEEN PREFERRED & INCOME SECURITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000%
67072C881
1V4KW82TOLZ6S7J7N128
US67072C8819
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2032-07-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0470
3000000.00
3000000.00
0.0005
N
N
Y
N
NUVEEN FLOATING RATE INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000%
67072T850
HJXCPP3KYE3BVU373P27
US67072T8505
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0470
1000000.00
1000000.00
0.0002
N
N
Y
N
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000%
67073B809
SQSNUOAGTXNFWCFS1I50
US67073B8090
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2037-08-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0470
1500000.00
1500000.00
0.0003
N
N
Y
N
NUVEEN CREDIT STRATEGIES INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000%
67073D854
W4CSTD4RDGQSJ4FOVO30
US67073D8544
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2032-07-01
Y
Societe Generale SA
1.0000
7
N
N
N
0.0470
1000000.00
1000000.00
0.0002
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.700000%
67074X305
N0WOEFO1WOMLJYH1PV29
US67074X3052
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0470
5000000.00
5000000.00
0.0009
N
N
Y
N
NUVEEN VARIABLE RATE PREFERRED & INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.690000%
67080R201
US67080R2013
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2034-02-01
Y
Toronto-Dominion Bank/The
1.0000
7
N
N
N
0.0469
1250000.00
1250000.00
0.0002
N
N
Y
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
0.0458
1996187.50
1996187.50
0.0004
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.950000%
69033MS57
5493007O3QFXCPOGWK22
US69033MS576
Certificate of Deposit
Y
2023-03-01
2023-04-06
2023-04-06
N
N
N
0.0466
1000263.84
1000263.84
0.0002
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.260000%
69033MV61
5493007O3QFXCPOGWK22
US69033MV612
Certificate of Deposit
Y
2023-03-01
2023-07-21
2023-07-21
N
N
N
0.0475
5009837.35
5009837.35
0.0009
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.800000%
69033MZ26
5493007O3QFXCPOGWK22
US69033MZ266
Certificate of Deposit
Y
2023-05-11
2023-05-11
2023-05-11
N
N
N
0.0476
53002161.87
53002161.87
0.0095
N
N
N
N
PHILIP BRYAN WISE 2022 TRUST IRREVOCABLE
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.650000%
71816TAA9
US71816TAA97
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2072-08-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0465
5410000.00
5410000.00
0.0010
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ29
HL3H1H2BGXWVG3BSWR90
US71838MQ297
Non-Financial Company Commercial Paper
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0463
7997943.52
7997943.52
0.0014
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ37
HL3H1H2BGXWVG3BSWR90
US71838MQ370
Non-Financial Company Commercial Paper
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0463
2998841.76
2998841.76
0.0005
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ78
HL3H1H2BGXWVG3BSWR90
US71838MQ784
Non-Financial Company Commercial Paper
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0466
1998189.34
1998189.34
0.0004
N
N
Y
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
0.0457
4999365.95
4999365.95
0.0009
N
Y
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KQ61
US76582KQ613
Asset Backed Commercial Paper
Y
2023-03-06
2023-03-06
2023-03-06
N
Y
BNP Paribas SA
1.0000
N
0.0457
9992391.70
9992391.70
0.0018
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSJ1
US76582KSJ15
Asset Backed Commercial Paper
Y
2023-05-18
2023-05-18
2023-05-18
N
Y
BNP Paribas SA
1.0000
N
0.0475
9895851.70
9895851.70
0.0018
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.030000%
78012U5P6
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2023-03-01
2023-05-04
2023-05-04
N
N
N
0.0468
22013089.12
22013089.12
0.0039
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.050000%
78012U6G5
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2023-03-01
2023-03-06
2023-03-06
N
N
N
0.0461
12000781.80
12000781.80
0.0021
N
N
Y
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.050000%
78012U6T7
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2023-03-01
2023-03-16
2023-03-16
N
N
N
0.0463
5500906.18
5500906.18
0.0010
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.080000%
78015J4N4
549300HXQQQCCUBS2Z23
US78015J4N48
Certificate of Deposit
Y
2023-07-14
2023-07-14
2023-07-14
N
N
N
0.0498
996187.32
996187.32
0.0002
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.250000%
78015JKA4
549300HXQQQCCUBS2Z23
US78015JKA42
Certificate of Deposit
Y
2023-03-01
2023-05-22
2023-05-22
N
N
N
0.0469
1001272.51
1001272.51
0.0002
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.050000%
78015MA91
ES7IP3U3RHIGC71XBU11
US78015MA919
0000352613
Financial Company Commercial Paper
Y
2023-03-01
2023-10-04
2023-10-04
N
N
N
0.0478
10015979.50
10015979.50
0.0018
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QR36
PTCQB104N23FMNK2RZ28
US80285QR364
0000891478
Financial Company Commercial Paper
Y
2023-04-03
2023-04-03
2023-04-03
N
N
N
0.0460
9956546.10
9956546.10
0.0018
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QS35
PTCQB104N23FMNK2RZ28
US80285QS354
0000891478
Financial Company Commercial Paper
Y
2023-05-03
2023-05-03
2023-05-03
N
N
N
0.0472
9916071.10
9916071.10
0.0018
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MSF8
549300MYF6MOTU9T3G29
US82124MSF85
Asset Backed Commercial Paper
Y
2023-05-15
2023-05-15
2023-05-15
N
Y
Barclays Bank Plc
1.0000
N
0.0480
4949322.80
4949322.80
0.0009
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MSG6
549300MYF6MOTU9T3G29
US82124MSG68
Asset Backed Commercial Paper
Y
2023-05-16
2023-05-16
2023-05-16
N
Y
Barclays Bank Plc
1.0000
N
0.0481
1979436.72
1979436.72
0.0004
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MSN1
549300MYF6MOTU9T3G29
US82124MSN10
Asset Backed Commercial Paper
Y
2023-05-22
2023-05-22
2023-05-22
N
Y
Barclays Bank Plc
1.0000
N
0.0484
5933005.14
5933005.14
0.0011
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MSW1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2023-05-30
2023-05-30
2023-05-30
N
Y
Barclays Bank Plc
1.0000
N
0.0489
19753036.20
19753036.20
0.0035
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MT67
549300MYF6MOTU9T3G29
US82124MT673
Asset Backed Commercial Paper
Y
2023-06-06
2023-06-06
2023-06-06
N
Y
Barclays Bank Plc
1.0000
N
0.0489
986701.94
986701.94
0.0002
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UUJ5
F3JS33DEI6XQ4ZBPTN86
US83050UUJ59
0000917311
Financial Company Commercial Paper
Y
2023-07-18
2023-07-18
2023-07-18
N
N
N
0.0490
19618655.60
19618655.60
0.0035
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.150000%
83050WCS1
F3JS33DEI6XQ4ZBPTN86
US83050WCS17
0000917311
Financial Company Commercial Paper
Y
2023-03-01
2023-04-06
2023-04-06
N
N
N
0.0465
12006112.08
12006112.08
0.0021
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.060000%
83050WDJ0
F3JS33DEI6XQ4ZBPTN86
US83050WDJ09
0000917311
Financial Company Commercial Paper
Y
2023-03-01
2023-03-15
2023-03-15
N
N
N
0.0463
3000525.90
3000525.90
0.0005
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.270000%
83050WEJ9
F3JS33DEI6XQ4ZBPTN86
US83050WEJ99
0000917311
Financial Company Commercial Paper
Y
2023-03-01
2023-06-01
2023-06-01
N
N
N
0.0466
1001562.83
1001562.83
0.0002
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.190000%
83050WES9
F3JS33DEI6XQ4ZBPTN86
US83050WES98
0000917311
Financial Company Commercial Paper
Y
2023-03-01
2023-06-14
2023-06-14
N
N
N
0.0466
15023151.30
15023151.30
0.0027
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.050000%
83050WEU4
F3JS33DEI6XQ4ZBPTN86
US83050WEU45
0000917311
Financial Company Commercial Paper
Y
2023-03-01
2023-10-03
2023-10-03
N
N
N
0.0473
23043347.87
23043347.87
0.0041
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
0.0473
3963721.32
3963721.32
0.0007
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
0.0476
1979377.66
1979377.66
0.0004
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 5.040000%
85520PER3
549300A8DDPP6QJBB522
US85520PER38
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-08
2023-03-08
N
Y
BNP Paribas SA
1.0000
N
0.0462
24002152.80
24002152.80
0.0043
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 5.170000%
8574P1MT0
571474TGEMMWANRLN572
US8574P1MT01
Certificate of Deposit
Y
2023-03-01
2023-04-12
2023-04-12
N
N
N
0.0471
5002734.70
5002734.70
0.0009
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 5.190000%
8574P1MV5
571474TGEMMWANRLN572
US8574P1MV56
Certificate of Deposit
Y
2023-03-01
2023-04-14
2023-04-14
N
N
N
0.0471
10005935.50
10005935.50
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.830000%
86564MD47
254900S1KUTSTBKJ6286
US86564MD472
Certificate of Deposit
Y
2023-03-01
2023-05-11
2023-05-11
N
N
N
0.0460
5002229.65
5002229.65
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.800000%
86564MH50
254900S1KUTSTBKJ6286
US86564MH507
Certificate of Deposit
Y
2023-05-18
2023-05-18
2023-05-18
N
N
N
0.0486
9998418.50
9998418.50
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.890000%
86564MM21
254900S1KUTSTBKJ6286
US86564MM218
Certificate of Deposit
Y
2023-05-31
2023-05-31
2023-05-31
N
N
N
0.0492
11998707.00
11998707.00
0.0021
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.000000%
86564MQ68
254900S1KUTSTBKJ6286
Certificate of Deposit
Y
2023-06-13
2023-06-13
2023-06-13
N
N
N
0.0498
5000285.00
5000285.00
0.0009
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
0.0456
21000093.87
21000093.87
0.0038
N
Y
Y
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
0.0456
5000066.35
5000066.35
0.0009
N
N
Y
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
0.0456
5000146.35
5000146.35
0.0009
N
N
Y
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
0.0455
15983818.72
15983818.72
0.0029
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XSN5
5493006GGLR4BTEL8O61
US86564XSN56
Financial Company Commercial Paper
Y
2023-05-22
2023-05-22
2023-05-22
N
N
N
0.0481
9889010.60
9889010.60
0.0018
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.980000%
86565FRZ7
549300MS3WYYVQ4HXM15
US86565FRZ70
Certificate of Deposit
Y
2023-03-01
2023-03-02
2023-03-02
N
N
N
0.0463
2000036.66
2000036.66
0.0004
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.070000%
86565FUG5
549300MS3WYYVQ4HXM15
US86565FUG52
Certificate of Deposit
Y
2023-03-01
2023-04-06
2023-04-06
N
N
N
0.0471
2500927.88
2500927.88
0.0004
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.200000%
86565FUX8
549300MS3WYYVQ4HXM15
US86565FUX85
Certificate of Deposit
Y
2023-03-01
2023-04-19
2023-04-19
N
N
N
0.0471
4002697.72
4002697.72
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.330000%
86565FVF6
549300MS3WYYVQ4HXM15
US86565FVF60
Certificate of Deposit
Y
2023-03-01
2023-04-24
2023-04-24
N
N
N
0.0471
4003761.00
4003761.00
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.180000%
86565FWD0
549300MS3WYYVQ4HXM15
US86565FWD04
Certificate of Deposit
Y
2023-03-01
2023-05-26
2023-05-26
N
N
N
0.0472
7007732.76
7007732.76
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.950000%
86565FXJ6
549300MS3WYYVQ4HXM15
US86565FXJ64
Certificate of Deposit
Y
2023-03-01
2023-07-05
2023-07-05
N
N
N
0.0472
20015881.40
20015881.40
0.0036
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.900000%
86565FXX5
549300MS3WYYVQ4HXM15
US86565FXX58
Certificate of Deposit
Y
2023-03-01
2023-07-10
2023-07-10
N
N
N
0.0472
3001906.08
3001906.08
0.0005
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.800000%
86565FYU0
549300MS3WYYVQ4HXM15
US86565FYU01
Certificate of Deposit
Y
2023-03-01
2023-08-07
2023-08-07
N
N
N
0.0473
48014619.84
48014619.84
0.0086
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.750000%
86565FZL9
549300MS3WYYVQ4HXM15
US86565FZL92
Certificate of Deposit
Y
2023-03-01
2023-08-21
2023-08-21
N
N
N
0.0473
13001178.71
13001178.71
0.0023
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.730000%
86565FZW5
549300MS3WYYVQ4HXM15
US86565FZW57
Certificate of Deposit
Y
2023-03-01
2023-08-28
2023-08-28
N
N
N
0.0473
8000000.00
8000000.00
0.0014
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.150000%
86959RC40
NHBDILHZTYCNBV5UYZ31
US86959RC400
0001448613
Certificate of Deposit
Y
2023-03-01
2023-04-06
2023-04-06
N
N
N
0.0466
15007611.00
15007611.00
0.0027
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.170000%
86959RC73
NHBDILHZTYCNBV5UYZ31
US86959RC731
0001448613
Certificate of Deposit
Y
2023-03-01
2023-04-19
2023-04-19
N
N
N
0.0467
4002767.96
4002767.96
0.0007
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.100000%
86959RE89
NHBDILHZTYCNBV5UYZ31
US86959RE893
0001448613
Certificate of Deposit
Y
2023-03-01
2023-05-19
2023-05-19
N
N
N
0.0466
14013550.18
14013550.18
0.0025
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.030000%
86959RF96
NHBDILHZTYCNBV5UYZ31
US86959RF965
0001448613
Certificate of Deposit
Y
2023-03-01
2023-06-01
2023-06-01
N
N
N
0.0465
21020275.50
21020275.50
0.0038
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.240000%
86959RQ29
NHBDILHZTYCNBV5UYZ31
US86959RQ293
0001448613
Certificate of Deposit
Y
2023-03-01
2023-08-29
2023-08-29
N
N
N
0.0471
25065940.50
25065940.50
0.0045
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.150000%
86959RQ37
NHBDILHZTYCNBV5UYZ31
US86959RQ376
0001448613
Certificate of Deposit
Y
2023-03-01
2023-06-29
2023-06-29
N
N
N
0.0468
11017207.41
11017207.41
0.0020
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.180000%
86959RV23
NHBDILHZTYCNBV5UYZ31
US86959RV236
0001448613
Certificate of Deposit
Y
2023-08-18
2023-08-18
2023-08-18
N
N
N
0.0511
22006282.98
22006282.98
0.0039
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SS13
M312WZV08Y7LYUC71685
US87019SS133
0001367624
Financial Company Commercial Paper
Y
2023-05-01
2023-05-01
2023-05-01
N
N
N
0.0469
20830269.81
20830269.81
0.0037
N
N
N
N
SWEDBANK AB
SWEDBANK AB 5.060000%
87019YCS8
M312WZV08Y7LYUC71685
US87019YCS81
0001367624
Financial Company Commercial Paper
Y
2023-03-01
2023-04-12
2023-04-12
N
N
N
0.0464
57028270.86
57028270.86
0.0102
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.050000%
89114WYB5
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
2023-03-01
2023-03-02
2023-03-02
N
N
N
0.0461
1200025.73
1200025.73
0.0002
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.260000%
89115B6T2
PT3QB789TSUIDF371261
US89115B6T26
0000947263
Certificate of Deposit
Y
2023-03-01
2023-05-15
2023-05-15
N
N
N
0.0470
11012044.89
11012044.89
0.0020
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.210000%
89115BET3
PT3QB789TSUIDF371261
US89115BET35
0000947263
Certificate of Deposit
Y
2023-03-01
2023-06-12
2023-06-12
N
N
N
0.0464
27043747.02
27043747.02
0.0048
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.190000%
89115BGA2
PT3QB789TSUIDF371261
US89115BGA26
0000947263
Certificate of Deposit
Y
2023-03-01
2023-05-11
2023-05-11
N
N
N
0.0462
5005495.85
5005495.85
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.260000%
89115BH37
PT3QB789TSUIDF371261
US89115BH375
0000947263
Certificate of Deposit
Y
2023-03-01
2023-08-22
2023-08-22
N
N
N
0.0466
7020076.56
7020076.56
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.210000%
89115BMX5
PT3QB789TSUIDF371261
US89115BMX54
0000947263
Certificate of Deposit
Y
2023-07-28
2023-07-28
2023-07-28
N
N
N
0.0495
6005386.86
6005386.86
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.950000%
89115BN22
PT3QB789TSUIDF371261
US89115BN225
0000947263
Certificate of Deposit
Y
2023-03-01
2023-03-29
2023-03-29
N
N
N
0.0462
7001648.43
7001648.43
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.060000%
89115BNX4
PT3QB789TSUIDF371261
US89115BNX46
0000947263
Certificate of Deposit
Y
2023-03-01
2023-09-29
2023-09-29
N
N
N
0.0476
10016624.90
10016624.90
0.0018
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.950000%
89115BQ60
PT3QB789TSUIDF371261
US89115BQ608
0000947263
Certificate of Deposit
Y
2023-03-01
2023-04-06
2023-04-06
N
N
N
0.0462
2000608.10
2000608.10
0.0004
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.180000%
89115BUB4
PT3QB789TSUIDF371261
US89115BUB43
0000947263
Certificate of Deposit
Y
2023-08-21
2023-08-21
2023-08-21
N
N
N
0.0518
15999832.96
15999832.96
0.0029
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.250000%
89115BVK3
PT3QB789TSUIDF371261
US89115BVK33
0000947263
Certificate of Deposit
Y
2023-08-28
2023-08-28
2023-08-28
N
N
N
0.0524
40002201.60
40002201.60
0.0072
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
0.0538
9994365.70
9994365.70
0.0018
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 5.130000%
89120DWW5
PT3QB789TSUIDF371261
US89120DWW54
0000947263
Financial Company Commercial Paper
Y
2023-03-01
2024-01-09
2024-01-09
N
N
N
0.0477
14042442.68
14042442.68
0.0025
N
N
N
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
0.0477
9899257.80
9899257.80
0.0018
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 5.100000%
89233BDE4
Z2VZBHUMB7PWWJ63I008
US89233BDE48
Non-Financial Company Commercial Paper
Y
2023-03-01
2023-05-16
2023-05-16
N
N
N
0.0469
45039419.10
45039419.10
0.0081
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
0.0472
4949500.85
4949500.85
0.0009
N
N
N
N
Triborough Bridge & Tunnel Auth
GENERAL REFUNDING RB SERIES 2018E 4.600000%
89602RHU2
54930020ZN4LQF7K3456
US89602RHU23
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2032-11-15
Y
UBS AG
1.0000
7
N
N
N
0.0460
2000000.00
2000000.00
0.0004
N
N
Y
N
TRUIST BANK
TRUIST BANK 4.750000%
89788L6K5
JJKC32MCHWDI71265Z06
US89788L6K51
Certificate of Deposit
Y
2023-03-31
2023-03-31
2023-03-31
N
N
N
0.0470
35001009.75
35001009.75
0.0063
N
N
N
N
TRUIST BANK
TRUIST BANK 4.920000%
89788L6Q2
JJKC32MCHWDI71265Z06
US89788L6Q22
Certificate of Deposit
Y
2023-05-31
2023-05-31
2023-05-31
N
N
N
0.0493
69995138.50
69995138.50
0.0125
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.950000%
90276JPZ3
BFM8T61CT2L1QCEMIK50
US90276JPZ39
Financial Company Commercial Paper
Y
2023-03-01
2023-03-13
2023-03-13
N
N
N
0.0468
4000029.48
4000029.48
0.0007
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 5.230000%
90276JQR0
BFM8T61CT2L1QCEMIK50
US90276JQR04
Financial Company Commercial Paper
Y
2023-03-01
2023-04-20
2023-04-20
N
N
N
0.0472
5003417.85
5003417.85
0.0009
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 5.170000%
90276JRG3
BFM8T61CT2L1QCEMIK50
US90276JRG30
Financial Company Commercial Paper
Y
2023-03-01
2023-06-14
2023-06-14
N
N
N
0.0474
10001326.20
10001326.20
0.0018
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.800000%
90276JRX6
BFM8T61CT2L1QCEMIK50
US90276JRX62
Financial Company Commercial Paper
Y
2023-03-01
2023-08-14
2023-08-14
N
N
N
0.0474
10001721.70
10001721.70
0.0018
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 4.760000%
90276JSC1
BFM8T61CT2L1QCEMIK50
US90276JSC17
Financial Company Commercial Paper
Y
2023-03-01
2023-08-22
2023-08-22
N
N
N
0.0475
30002458.20
30002458.20
0.0054
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UQ14
549300GHBMY8T5GXDE41
US91058UQ143
Non-Financial Company Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
7998985.52
7998985.52
0.0014
N
Y
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UQ22
549300GHBMY8T5GXDE41
US91058UQ226
Non-Financial Company Commercial Paper
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0457
1999492.78
1999492.78
0.0004
N
N
Y
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058UQ30
549300GHBMY8T5GXDE41
US91058UQ309
Non-Financial Company Commercial Paper
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0457
13994674.12
13994674.12
0.0025
N
N
Y
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 4.950000%
91127RCF2
IO66REGK3RCBAMA8HR66
US91127RCF29
Financial Company Commercial Paper
Y
2023-03-01
2023-03-29
2023-03-29
N
N
N
0.0465
32007730.24
32007730.24
0.0057
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
0.0458
2999618.76
2999618.76
0.0005
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS26
US92512MS265
Asset Backed Commercial Paper
Y
2023-05-02
2023-05-02
2023-05-02
N
Y
Natixis SA
1.0000
N
0.0475
9916927.50
9916927.50
0.0018
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MT82
US92512MT826
Asset Backed Commercial Paper
Y
2023-06-08
2023-06-08
2023-06-08
N
Y
Natixis SA
1.0000
N
0.0485
3946166.68
3946166.68
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LQ11
549300D0F37QF0LP7F94
US92646LQ119
Asset Backed Commercial Paper
Y
2023-03-01
2023-03-01
2023-03-01
N
Y
MUFG BANK LTD
1.0000
N
0.0458
1999745.44
1999745.44
0.0004
N
Y
Y
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
0.0457
9991123.60
9991123.60
0.0018
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LTF7
549300D0F37QF0LP7F94
US92646LTF75
Asset Backed Commercial Paper
Y
2023-06-15
2023-06-15
2023-06-15
N
Y
MUFG BANK LTD
1.0000
N
0.0489
14054840.88
14054840.88
0.0025
N
N
N
N
WAELZ SUSTAINABLE PRODUCTS
TAXABLE NOTES SERIES 2022 4.730000%
930408AA7
25490010DFTJUSDQCH97
US930408AA79
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2052-11-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0473
2000000.00
2000000.00
0.0004
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
0.0459
9909396.10
9909396.10
0.0018
N
N
N
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.650000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2023-03-07
2023-03-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0465
1000000.00
1000000.00
0.0002
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 5.220000%
JBONEPAGQXF4QP29B387
0001462160
ACI29CPN8
Certificate of Deposit
Y
2023-04-20
2023-04-20
2023-04-20
N
N
N
0.0490
1000452.65
1000452.65
0.0002
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI2BF500
Certificate of Deposit
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0468
11995336.56
11995336.56
0.0021
N
N
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.000000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI2BND12
Certificate of Deposit
Y
2023-03-08
2023-03-08
2023-03-08
N
N
N
0.0468
3995857.44
3995857.44
0.0007
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 4.755000%
969500TJ5KRTCJQWXH05
0001191672
ACI2BVNW5
Certificate of Deposit
Y
2023-03-20
2023-03-20
2023-03-20
N
N
N
0.0480
1999945.68
1999945.68
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI2C34N7
Certificate of Deposit
Y
2023-04-04
2023-04-04
2023-04-04
N
N
N
0.0469
1990934.88
1990934.88
0.0004
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI2C4YV4
Certificate of Deposit
Y
2023-05-05
2023-05-05
2023-05-05
N
N
N
0.0481
991282.92
991282.92
0.0002
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 4.830000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI2CCC99
Certificate of Deposit
Y
2023-04-17
2023-04-17
2023-04-17
N
N
N
0.0482
5000046.20
5000046.20
0.0009
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 4.850000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI2CDQY7
Certificate of Deposit
Y
2023-04-25
2023-04-25
2023-04-25
N
N
N
0.0485
8999972.37
8999972.37
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 4.850000%
JBONEPAGQXF4QP29B387
0001462160
ACI2CDV88
Certificate of Deposit
Y
2023-04-19
2023-04-19
2023-04-19
N
N
N
0.0483
2000057.34
2000057.34
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.850000%
5493006GGLR4BTEL8O61
0001046017
ACI2CDVD7
Certificate of Deposit
Y
2023-04-19
2023-04-19
2023-04-19
N
N
N
0.0485
10000009.30
10000009.30
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.840000%
5493006GGLR4BTEL8O61
0001046017
ACI2CG2K6
Certificate of Deposit
Y
2023-04-20
2023-04-20
2023-04-20
N
N
N
0.0485
999981.27
999981.27
0.0002
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 5.170000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI2D2GY1
Certificate of Deposit
Y
2023-08-25
2023-08-25
2023-08-25
N
N
N
0.0526
9995834.00
9995834.00
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.940000%
5493006GGLR4BTEL8O61
0001046017
ACI2D7S43
Certificate of Deposit
Y
2023-05-24
2023-05-24
2023-05-24
N
N
N
0.0499
9998847.10
9998847.10
0.0018
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.160000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0V7RN5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WORLD OMNI AUTO RECV TR 2020-C B 20261015 0.8
2026-10-15
0.870000
385000.00
357647.35
Asset-Backed Securities
DT AUTO OWNER TRUST 2022-1 C 20271115 2.9
2027-11-15
2.960000
1576000.00
1503573.17
Asset-Backed Securities
GLS AUTO REC TR 2021-3 C 20260915 1.1
2026-09-15
1.110000
4278000.00
4037182.11
Asset-Backed Securities
Y
2023-06-05
2023-06-05
2023-06-12
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0552
4994913.00
4994913.00
0.0009
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.970000%
ZBUT11V806EZRVTWT807
0000782124
ARP0V8KP5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BENCHMARK MTG TR 2020-B21 A-2 20531217 FLT
2053-12-17
1.737600
974999.00
886524.86
Private Label Collateralized Mortgage Obligations
CAPITAL ONE FINL CORP PERP SUB -M NT
ZUE8T73ROZOF6FLBAR73
2500-12-31
3.950000
97000.00
82367.15
Corporate Debt Securities
CONSECO MANU HSG PT 2000-4 A-6 20320501 8.3
2032-05-01
8.310000
222000.00
29340.63
Asset-Backed Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT 24
UDSQCVRUX5BONN0VY111
2024-03-18
5.584000
400000.00
406927.11
Corporate Debt Securities
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29
2029-11-01
5.875000
1.00
0.81
Corporate Debt Securities
GREEN TREE FINANCIAL CORP 97-7 M-1 20280715 7.0
2028-07-15
7.030000
1000.00
281.26
Asset-Backed Securities
MOODYS CORP SR GLBL NT 25
549300GCEDD8YCF5WU84
2025-03-24
3.750000
14000.00
13762.44
Corporate Debt Securities
RIVIAN HOLDINGS LLC / RIVIAN SR SEC GLBL 26
2026-10-15
10.163600
6902000.00
6988611.44
Corporate Debt Securities
APPALACHIAN PWR CO SR NT 3.4%25
3SCHO1ABYYIG382BEI70
2025-06-01
3.400000
1000.00
964.65
Corporate Debt Securities
ATHILN 0 02/03/45
549300XIGP6JVM4PWT59
2045-02-03
0.00
2400000.00
980128.80
Corporate Debt Securities
BAYVIEW COML TR 2004-1 IO 20340425 1.2
2034-04-25
1.250000
226623488.00
113304.81
Asset-Backed Securities
KILIMANJARO III RE LTD EXT GLBL 144A 28
254900T37LD5YQ545V53
2028-04-08
9.341130
370000.00
334285.30
Corporate Debt Securities
GREEN TREE FINANCIAL CORP 97-3 M-1 20280315 FLT
2028-03-15
7.530000
1000.00
251.14
Asset-Backed Securities
JP MORGAN MTG TR 2019-1 A-11 20490525 FLT
2049-05-25
5.567000
4499990.00
181766.61
Private Label Collateralized Mortgage Obligations
PAMPA ENERGIA SA AMRTZ 144A NT 26
254900QNIK0CVURGML24
2026-12-08
9.500000
510.00
542.99
Corporate Debt Securities
SANTANDER RETAIL 2021-C TR D 20260820 1.3
N/
2026-08-20
1.390000
500000.00
466551.44
Asset-Backed Securities
SANTANDER BK 10.07786 26FEB52 144A
2052-02-26
10.077900
40930.00
40838.56
Private Label Collateralized Mortgage Obligations
TENNESSEE MERGER SUB INC SR 144A NT 25
549300PVTQ4UDTTMQT11
2025-02-01
6.375000
1232000.00
853210.82
Corporate Debt Securities
TPC GROUP INC SR SEC GLBL 27
549300K276KVW5JD1583
2027-12-16
13.000000
8.00
8.36
Corporate Debt Securities
ACCESS PRIVATE ST LN 2005-A A-3 20340725 FLT
2034-07-25
5.217710
194000.00
24306.38
Asset-Backed Securities
245 PK AVE TR 2017-245P D 20370605 FLT
2037-06-05
3.657400
2500000.00
2028825.12
Private Label Collateralized Mortgage Obligations
UNITED AIRLINES PTC 2019-1 A 20330225 4.5
2033-02-25
4.550000
132000.00
88776.76
Asset-Backed Securities
STONECO LTD SR REGS NT 28
549300O1A9LEF0XZCR35
2028-06-16
3.950000
491000.00
327791.60
Corporate Debt Securities
RUMO LUXEMBOURG S A R L SR GLBL REGS 28
222100HOIQFT7YOSPB46
2028-01-10
5.250000
1034000.00
954175.20
Corporate Debt Securities
PAMPA ENERGIA SA AMRTZ REGS NT 26
254900QNIK0CVURGML24
2026-12-08
9.500000
436.00
464.21
Corporate Debt Securities
NBM US HLDGS INC SR REGS NT 7%26
5493008K1QMSP0J8UC24
2026-05-14
7.000000
300000.00
295491.67
Corporate Debt Securities
Y
2023-03-01
2023-05-30
2023-06-13
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0609
12958431.59
12958431.59
0.0023
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 4.760000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0VC268
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
6.213000
250000.00
71062.93
Asset-Backed Securities
AMER AIRLINES PT TR 2014-1 A 20280401 3.7
2028-04-01
3.700000
3127000.00
1647787.65
Asset-Backed Securities
AMER AIRLINES PT TR 2014-1 A 20280401 3.7
2028-04-01
3.700000
2143000.00
1129264.13
Asset-Backed Securities
DIAMOND RESORTS OWN TR 2021-1 D 20331121 3.8
2033-11-21
3.830000
1171000.00
402844.33
Asset-Backed Securities
HOME RE 2021-1 LTD M-2 20330725 FLT
2033-07-25
7.467000
3746481.00
3704023.69
Asset-Backed Securities
SBL HOLDINGS INC PERP JR SB 144A
635400MJW3QDSBJRKQ59
2500-12-31
6.500000
36000.00
27756.30
Corporate Debt Securities
Y
2023-03-28
2023-03-28
2023-03-28
Y
BNP Paribas SA
1.0000
28
N
N
N
0.0514
5998254.90
5998254.90
0.0011
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.020000%
ZBUT11V806EZRVTWT807
0000782124
ARP0VEQ50
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BX COM MRTG TR 2022-CSMO D 20390615 FLT
2039-06-15
8.899770
399140.00
400421.16
Private Label Collateralized Mortgage Obligations
CFCRE COML MTG TR 2017-C8 D 20500617 3.0
2050-06-17
3.000000
2741000.00
1909446.38
Private Label Collateralized Mortgage Obligations
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT29
2029-01-15
2.250000
48000.00
38613.48
Corporate Debt Securities
CONN AVE SECS 2021-R03 1M-1 20411226 FLT
2041-12-26
5.334130
3000000.00
1789376.94
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SEC 2022-R05 2M-2 20420425 FLT
2042-04-25
7.484130
500000.00
498072.45
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R02 2M-1 20411125 FLT
B1V7KEBTPIMZEU4LTD58
2041-11-25
5.384130
2000000.00
962898.36
Private Label Collateralized Mortgage Obligations
CONN AVN SEC TR 2022-R06 1M-1 20420527 FLT
2042-05-27
7.060110
3340000.00
2842204.31
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
2057-06-25
4.750000
167000.00
154101.84
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TR 2022-HAQ2 M-1A 20420725 FLT
S6XOOCT0IEG5ABCC6L87
2042-07-25
7.134130
3700000.00
3407109.53
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TR 2022-HAQ2 M-1B 20420725 FLT
S6XOOCT0IEG5ABCC6L87
2042-07-25
8.484130
2000000.00
2062549.34
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TR 2022-HAQ2 M-2 20420725 FLT
S6XOOCT0IEG5ABCC6L87
2042-07-25
10.484100
23250000.00
23967360.75
Private Label Collateralized Mortgage Obligations
SIX FLAGS ENTERTAINMENT CORP. SR GLBL 144A 24
549300JYTDUAA4JQ3717
2024-07-31
4.875000
50000.00
48940.08
Corporate Debt Securities
TRANSDIGM INC SR SB GLBL NT 26
88Q84GB3X55CF5OC7582
2026-06-15
6.375000
98000.00
96571.85
Corporate Debt Securities
BINOM SEC TR 2022-RPL1 M1 20610225 FLT
N/
2061-02-25
3.000000
1737000.00
1286330.14
Asset-Backed Securities
BEAR STEARNS ASSET BK 2005-CL1 A-1 20340925 FLT
2034-09-25
3.216060
2500000.00
69610.87
Asset-Backed Securities
CONNECTICUT AVE SEC 2022-R03 1M-1 20420325 FLT
2042-03-25
6.584130
1800000.00
1423598.31
Private Label Collateralized Mortgage Obligations
VERUS SEC TR 2020-1 A-1 20600125 FLT
2060-01-25
2.417000
348985.00
32447.92
Private Label Collateralized Mortgage Obligations
WINWATER MTG LN TR 2015-1 A-25 20450120 FLT
5493006H0W2XGUBIBK91
2045-01-20
3.500000
18639900.00
604622.50
Private Label Collateralized Mortgage Obligations
VICI PPTYS INC SR GLBL REGS 28
2028-01-15
4.500000
112000.00
103827.92
Corporate Debt Securities
Y
2023-03-01
2023-05-30
2023-07-05
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0562
35925208.20
35925208.20
0.0064
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 4.510000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0VG3P6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LB881959
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.960000
1249.00
67.84
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4168
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
11374.00
10756.81
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS4007
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.500000
228800.00
212812.60
Agency Mortgage-Backed Securities
GNII SF MA8649 M
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
2534.00
2589.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4326
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1000.00
676.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD8528
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
1856.00
69.75
Agency Mortgage-Backed Securities
GNAR AF 083054 M
549300M8ZYFG0OCMTT87
2042-03-20
2.625000
1682.00
55.32
Agency Mortgage-Backed Securities
FMAR 972234 G
S6XOOCT0IEG5ABCC6L87
2036-10-01
4.035000
1248.00
24.88
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2044-11-15
3.000000
100.00
84.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
2.250000
100.00
76.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
98.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
2.125000
200.00
193.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-15
2.000000
400.00
379.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
136400.00
126162.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-31
2.250000
100.00
97.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-08-15
2.500000
100.00
98.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-15
0.125000
5058100.00
5688367.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-10-31
1.500000
100.00
95.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-07-15
0.125000
483400.00
503378.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
0.125000
984400.00
977060.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-15
0.125000
236000.00
241363.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-30
3.875000
21118400.00
21008817.55
U.S. Treasuries (including strips)
Y
2023-03-07
2023-03-07
2023-03-10
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0451
28000000.00
28000000.00
0.0050
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.950000%
549300HN4UKV1E2R3U73
0001675365
ARP0VN843
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.6
2059-10-25
3.640340
17742808.00
13800000.26
Private Label Collateralized Mortgage Obligations
Y
2023-03-01
2023-03-16
2023-03-16
Y
BOFA SECURITIES INC
1.0000
16
N
N
N
0.0509
11999250.36
11999250.36
0.0021
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 4.560000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0VPAO1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.000 CLSD8106
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
90588955.00
57289513.15
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB7663
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.000000
5511075.00
3890254.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL4924
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
3754.00
742.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3370
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
6543583.00
5711963.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4624
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
50000.00
42627.82
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2023-03-09
0.00
403800.00
403350.57
U.S. Treasuries (including strips)
FEPC 05.500 CLSD2209
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
7035820.00
7176341.14
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW1320
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
63197247.00
61358281.17
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0894
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
33000000.00
26453887.08
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS3160
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
439977.00
382788.89
Agency Mortgage-Backed Securities
Y
2023-03-07
2023-03-07
2023-03-23
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0456
157000000.00
157000000.00
0.0281
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 4.560000%
549300QJJX6CVVUXLE15
0001317808
ARP0VPAR4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-077 FA
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
9798147.00
6344176.84
Agency Collateralized Mortgage Obligation
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
0.125000
5312600.00
3997186.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-15
0.125000
43900.00
48033.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
0.750000
2273000.00
1928554.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-02-15
1.875000
1100.00
930.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-06-30
3.250000
200.00
191.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
3.125000
100.00
86.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
100.00
83.96
U.S. Treasuries (including strips)
GNII SF MA4068 M
549300M8ZYFG0OCMTT87
2046-10-20
3.000000
44228662.00
7720076.92
Agency Mortgage-Backed Securities
GNII SF MA4196 M
549300M8ZYFG0OCMTT87
2047-01-20
3.500000
4024.00
677.53
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
3048.00
474.14
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
2048.00
267.84
Agency Mortgage-Backed Securities
GNII SF MA4586 M
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
2048.00
330.07
Agency Mortgage-Backed Securities
GNII SF MA4652 M
549300M8ZYFG0OCMTT87
2047-08-20
3.500000
1000.00
164.05
Agency Mortgage-Backed Securities
GNII SF MA5019 M
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
1024.00
168.61
Agency Mortgage-Backed Securities
GNII SF MA5078 M
549300M8ZYFG0OCMTT87
2048-03-20
4.000000
189060.00
23037.88
Agency Mortgage-Backed Securities
GNII SF MA5136 M
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
1280.00
204.07
Agency Mortgage-Backed Securities
GNII SF MA5137 M
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
1024.00
110.36
Agency Mortgage-Backed Securities
GNII SF MA5192 M
549300M8ZYFG0OCMTT87
2048-05-20
4.000000
2000.00
230.51
Agency Mortgage-Backed Securities
GNII SF MA5193 M
549300M8ZYFG0OCMTT87
2048-05-20
4.500000
1024.00
103.18
Agency Mortgage-Backed Securities
GNII SF MA5709 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
1000.00
172.41
Agency Mortgage-Backed Securities
GNII SF MA5763 M
549300M8ZYFG0OCMTT87
2049-02-20
4.000000
1008.00
107.56
Agency Mortgage-Backed Securities
GNII SF MA5875 M
549300M8ZYFG0OCMTT87
2049-04-20
3.500000
1000.00
126.36
Agency Mortgage-Backed Securities
GNII SF MA6090 M
549300M8ZYFG0OCMTT87
2049-08-20
3.500000
1023.00
162.61
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2038
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.000000
1022.00
14.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4669
S6XOOCT0IEG5ABCC6L87
2046-06-01
4.000000
1120.00
176.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0540
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.000000
1000.00
371.87
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8000
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.000000
222878.00
29689.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
2028.00
240.30
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8010
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
1024.00
173.62
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
1024.00
189.81
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
1000.00
223.87
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
54343602.00
13121710.14
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD7537
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.000000
1000.00
694.80
Agency Mortgage-Backed Securities
03.500 FGPC Q53313 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.500000
1024.00
288.02
Agency Mortgage-Backed Securities
04.000 FGPC Q59742 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.000000
2048.00
425.99
Agency Mortgage-Backed Securities
03.500 FGPC G61748 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.500000
23761000.00
8551013.00
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB7592
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1088.00
674.41
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD5035
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
1000.00
784.16
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK1389
S6XOOCT0IEG5ABCC6L87
2042-02-01
2.000000
1024.00
827.91
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-09-24
1.875000
2000.00
1847.68
Agency Debentures and Agency Strips
FNMS 04.000 CLAK2415
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
1025.00
77.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU1632
B1V7KEBTPIMZEU4LTD58
2043-07-01
3.000000
1120.00
219.84
Agency Mortgage-Backed Securities
FNMS 02.000 CTBP3489
B1V7KEBTPIMZEU4LTD58
2041-06-01
2.000000
1000.00
763.51
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT0906
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
1008.00
742.85
Agency Mortgage-Backed Securities
FNMS 02.500 CTBT2006
B1V7KEBTPIMZEU4LTD58
2042-02-01
2.500000
1024.00
842.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2189
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2024.00
928.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3198
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1024.00
384.40
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2805
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
44684.00
35904.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1382
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.500000
1152.00
285.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM3127
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.000000
1024.00
328.94
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
1000.00
638.75
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
1280.00
771.80
Agency Mortgage-Backed Securities
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
323223.00
294749.80
Agency Mortgage-Backed Securities
GNII SF MA8045 M
549300M8ZYFG0OCMTT87
2052-05-20
4.000000
1075.00
990.10
Agency Mortgage-Backed Securities
GNII SF MA7254 M
549300M8ZYFG0OCMTT87
2051-03-20
2.000000
4024.00
2664.27
Agency Mortgage-Backed Securities
GNII SF MA7313 M
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
1024.00
608.04
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
4829234.00
3156048.89
Agency Mortgage-Backed Securities
GNII SF MA7649 M
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
1000.00
773.85
Agency Mortgage-Backed Securities
GNII SF MA8101 M
549300M8ZYFG0OCMTT87
2052-06-20
4.500000
2000.00
1899.77
Agency Mortgage-Backed Securities
GNII SF MA8267 M
549300M8ZYFG0OCMTT87
2052-09-20
4.000000
2000.00
1874.89
Agency Mortgage-Backed Securities
GNII SF MA8348 M
549300M8ZYFG0OCMTT87
2052-10-20
5.000000
2012055.00
1978801.70
Agency Mortgage-Backed Securities
GNII SF MA8429 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
3056.00
3065.33
Agency Mortgage-Backed Securities
GNRM 2020-001 YK
549300M8ZYFG0OCMTT87
2050-01-20
2.500000
1805091.00
134035.18
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
1000.00
777.83
Agency Collateralized Mortgage Obligation
GNRA 2022-022 YF
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
280049.00
216880.61
Agency Collateralized Mortgage Obligation
FNMS 02.500 CLFM4257
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1000.00
610.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2609
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
2032.00
1949.53
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3744
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
6805.00
958.91
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4119
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
1000.00
583.69
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1000.00
695.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD1045
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
2126.00
105.10
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
1000.00
142.62
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2028-02-29
4.000000
400.00
396.84
U.S. Treasuries (including strips)
Y
2023-03-07
2023-03-07
2023-03-23
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0456
46000000.00
46000000.00
0.0082
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0VPRO3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SELLAS LIFE SCIENCES GROUP INC COM NEW
549300VZIH50VYURLQ98
2500-12-31
N/A
167314.00
289453.22
Equities
SMART SH GLOBAL LTD ADS
2500-12-31
N/A
73188.00
90753.12
Equities
SYROS PHARMACEUTICALS INC COM NEW
549300512PURS7IGVT96
2500-12-31
N/A
86463.00
311266.80
Equities
THOMSON REUTERS CORP. COM NEW
549300561UZND4C7B569
2500-12-31
N/A
2876.00
349922.92
Equities
WEREWOLF THERAPEUTICS INC COM
2500-12-31
N/A
117844.00
349996.68
Equities
WEREWOLF THERAPEUTICS INC COM
2500-12-31
N/A
1.00
2.97
Equities
ENLIVEX THERAPEUTICS LTD COM
549300BG1T7KL678Y212
2500-12-31
N/A
6602.00
25417.70
Equities
KANDI TECHNOLOGIES GROUP INC COM
529900TXUELWMVI79005
2500-12-31
N/A
153508.00
349998.24
Equities
KATAPULT HOLDINGS INC COM
2500-12-31
N/A
274753.00
261015.35
Equities
MEREO BIOPHARMA GROUP PLC SPON ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
389668.00
349999.80
Equities
ODYSSEY MARINE EXPL INC COM NEW
549300KNVIY6EZIJ2221
2500-12-31
N/A
5070.00
17035.20
Equities
PAPAYA GRWT OPPORTUNITY CORP I CLASS A COM
549300U6L3FU6EKJUM40
2500-12-31
N/A
24164.00
250097.40
Equities
ROYAL BK CDA SUSTAINABL COM
ES7IP3U3RHIGC71XBU11
2500-12-31
N/A
3442.00
349982.56
Equities
SRAX INC CL A
2500-12-31
N/A
84518.00
139454.70
Equities
SELLAS LIFE SCIENCES GROUP INC COM NEW
549300VZIH50VYURLQ98
2500-12-31
N/A
34998.00
60546.54
Equities
ADVERUM BIOTECHNOLOGIES INC COM
529900ZEDOOZL1EWHJ89
2500-12-31
N/A
500000.00
350000.00
Equities
ATLANTIC COASTAL AQSTN CORP II CLASS A COM
2500-12-31
N/A
33947.00
349993.57
Equities
ATLIS MOTOR VEHICLES INC CLASS A COM
2500-12-31
N/A
29257.00
26849.15
Equities
BRAGG GAMING GROUP INC COM NEW
9845000EB9E6A9887Q16
2500-12-31
N/A
5762.00
23969.92
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
N/A
110310.00
146712.30
Equities
CNFINANCE HLDGS LTD SPON ADS
2500-12-31
N/A
3005.00
6550.90
Equities
CREDIT SUISSE NASSAU BRANCH XLINK CRD ETN37
2500-12-31
N/A
1177.00
93783.36
Equities
CREXENDO INC COM
2500-12-31
N/A
21542.00
40283.54
Equities
DIREXION SHS ETF TR BREAKFAST CMDTY
549300R5COJLSV0QBJ20
2500-12-31
N/A
1703.00
36759.43
Equities
ELECTRA BATTERY MATERIALS CORP COM NEW
5493009ZPOP6FTZAUU15
2500-12-31
N/A
4262.00
8992.82
Equities
EMERALD HOLDING INC COM
2500-12-31
N/A
30408.00
115854.48
Equities
ENBRIDGE INC COM
98TPTUM4IVMFCZBCUR27
2500-12-31
N/A
6944.00
264010.88
Equities
FORTUNA SILVER MINES INC COM
5493003Q88RVK7CW4735
2500-12-31
N/A
83544.00
268176.24
Equities
GLOBAL X FDS INT RT VOLTLTY
549300ZF338IVEY0L535
2500-12-31
N/A
176.00
3785.76
Equities
IMMUNOME INC COM
2500-12-31
N/A
1862.00
8192.80
Equities
IMMUNOME INC COM
2500-12-31
N/A
63498.00
279391.20
Equities
INNATE PHARMA S A SPONSORED ADS
9695002Y8420ZB8HJE29
2500-12-31
N/A
57986.00
166999.68
Equities
UR-ENERGY INC COM
5493004ZEMNWEC7T6X93
2500-12-31
N/A
73558.00
78707.06
Equities
VISCOGLIOSI BROS ACQUISTN CORP COMMON STOCK
2500-12-31
N/A
11883.00
122157.24
Equities
BROOKFIELD REINS LTD CL A EXCH LT VTG
9845004583U3B8E06924
2500-12-31
N/A
10404.00
349990.56
Equities
MOLINA HEALTHCARE INC COM
549300NQQCEQ46YHZ591
2500-12-31
N/A
1224.00
349929.36
Equities
REGENERON PHARMACEUTICALS COM
549300RCBFWIRX3HYQ56
2500-12-31
N/A
461.00
349341.19
Equities
AMPRIUS TECHNOLOGIES INC COMMON STOCK
2500-12-31
N/A
17890.00
112349.20
Equities
EQT CORP COM
4NT01YGM4X7ZX86ISY52
2500-12-31
N/A
9096.00
304988.88
Equities
ENZO BIOCHEM INC COM
5299001N23WBO4XQ2P60
2500-12-31
N/A
17787.00
20277.18
Equities
FIDELITY MERRIMACK STR TR INVESTMENT GR BD
549300X4MUYWBSV82480
2500-12-31
N/A
1628.00
69274.66
Equities
GROVE COLLABORATIVE HOLD INC COM CL A
2500-12-31
N/A
504199.00
219830.76
Equities
INTERPUBLIC GROUP COS INC COM
5493008IUOJ5VWTRC333
2500-12-31
N/A
5505.00
197904.75
Equities
Y
2023-03-01
2023-05-30
2023-06-05
Y
BOFA SECURITIES INC
1.0000
91
N
N
N
0.0517
6997698.47
6997698.47
0.0013
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.950000%
ZBUT11V806EZRVTWT807
0000782124
ARP0VS5F0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BCPE CYCLE MERGER SUB II INC SR 144A NT 27
54930058SS5MF69JGN89
2027-07-15
10.625000
19000.00
6128.66
Corporate Debt Securities
BONANZA RE LTD SR SEC-A 144A 24
5493003F0CXUQ2C83105
2024-02-20
9.651130
4250000.00
3756403.89
Corporate Debt Securities
EAGLE INTER GLOBAL HLDG B V SR 144A NT7.5%25
2025-05-01
7.500000
227000.00
148150.42
Corporate Debt Securities
EMERA INC SUB COCO 76
NQZVQT2P5IUF2PGA1Q48
2076-06-15
6.750000
50000.00
48746.88
Corporate Debt Securities
HYPATIA LIMITED SR SEC-B 144A 23
98450041F85DB4C2C372
2023-06-07
15.056100
2941000.00
2942507.98
Corporate Debt Securities
NORTHSHORE RE II LTD -A FL 144A NT 23
2023-07-07
12.906100
2500000.00
2517440.51
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT7.5%31
IM7X0T3ECJW4C1T7ON55
2031-05-01
7.500000
110000.00
120381.25
Corporate Debt Securities
PHOENICIAN RE LTD SR SEC-A 144A 23
2023-12-14
7.705130
6400000.00
6290895.07
Corporate Debt Securities
PHOENICIAN RE LTD EXTND-A 144A 28
2028-12-14
7.679130
3000000.00
2809194.56
Corporate Debt Securities
RESIDENTIAL REINS 2020 LTD -4-2020II 144A24
2024-12-06
10.961100
5000000.00
4882379.85
Corporate Debt Securities
TORREY PINES RE LTD -A VR 144A NT 24
2024-06-07
8.701130
6875000.00
6696082.66
Corporate Debt Securities
EMBRAER OVERSEAS LTD SR GLBL REGS 23
2023-09-16
5.696000
53000.00
54219.64
Corporate Debt Securities
LIGADO NETWORKS LLC SR SEC GLBL 23
2023-11-01
15.500000
266000.00
88544.75
Corporate Debt Securities
BINOM SEC TR 2021-INV1 A-3 20560625 FLT
2056-06-25
2.625000
1395310.00
881414.20
Private Label Collateralized Mortgage Obligations
COMPASS GROUP DIVERSIFIED HLDG SR GLBL 144A 32
549300I6PTUQPX21TE93
2032-01-15
5.000000
37000.00
29404.35
Corporate Debt Securities
WINWATER MTG LN TR 2015-1 A-25 20450120 FLT
5493006H0W2XGUBIBK91
2045-01-20
3.500000
31342492.00
1016656.53
Private Label Collateralized Mortgage Obligations
Y
2023-03-01
2023-05-30
2023-08-07
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0540
27944838.88
27944838.88
0.0050
N
N
N
Y
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 4.750000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0VTL86
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LOCKHEED MARTIN CORP COM
DPRBOZP0K5RM2YE8UU08
2500-12-31
N/A
104.00
49866.96
Equities
PPL CORP COM
9N3UAJSNOUXFKQLF3V18
2500-12-31
N/A
1814.00
49975.70
Equities
EMBRACE CHANGE ACQUISITN CORP ORDINARY SHARES
2500-12-31
N/A
4830.00
49990.50
Equities
HAINAN MANASLU ACQUISTN CORP ORDINARY SHARES
2500-12-31
N/A
4859.00
49999.11
Equities
BLUELINX HLDGS INC COM NEW
549300YSX7GU28F5I540
2500-12-31
N/A
600.00
49962.00
Equities
BRISTOL-MYERS SQUIBB CO COM
HLYYNH7UQUORYSJQCN42
2500-12-31
N/A
714.00
49972.86
Equities
THE CIGNA GROUP COM
549300VIWYMSIGT1U456
2500-12-31
N/A
168.00
49788.48
Equities
LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM
2500-12-31
N/A
4955.00
49995.95
Equities
LL FLOORING HOLDINGS INC COM
2500-12-31
N/A
1886.00
9712.90
Equities
PHILLIPS 66 COM
5493005JBO5YSIGK1814
2500-12-31
N/A
482.00
49959.30
Equities
UNITI GROUP INC COM
549300V3NU625PJUVA84
2500-12-31
N/A
8576.00
49998.08
Equities
ALPHA STAR ACQUISITION CORP ORDINARY SHARES
2500-12-31
N/A
4816.00
49990.08
Equities
A SPAC II ACQUISITION CORP ORD SHS CL A
2500-12-31
N/A
4837.00
49990.39
Equities
BLUE WORLD ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
4821.00
49993.77
Equities
CORAZON CAPITAL V838 MONOCERO CLASS A ORD SHS
2500-12-31
N/A
4901.00
49990.20
Equities
SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
4906.00
49992.14
Equities
ARAMARK COM
549300MR6PG2DWZUIL39
2500-12-31
N/A
1350.00
49977.00
Equities
BALL CORP COM
0BGI85ALH27ZJP15DY16
2500-12-31
N/A
891.00
49985.10
Equities
BAUSCH HEALTH COS INC COM
B3BS7ACMDUWISF18KY76
2500-12-31
N/A
5359.00
49999.47
Equities
DBX ETF TR XTRACKERS FTSE
5493004R7279B88U0M47
2500-12-31
N/A
788.00
20874.12
Equities
FEDEX CORP COM
549300E707U7WNPZN687
2500-12-31
N/A
245.00
49994.70
Equities
GENESIS UNICORN CAPITAL CORP CLASS A COM
2500-12-31
N/A
4757.00
49996.07
Equities
KHOSLA VENTURES ACQUT CO III COM CL A
2500-12-31
N/A
4960.00
49996.80
Equities
Y
2023-03-13
2023-03-13
2023-03-13
N
N
N
0.0467
1000027.17
1000027.17
0.0002
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.420000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0VV4M9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMERICREDIT AUTO REC 2022-1 A-2 20260120 2.0
2026-01-20
2.050000
19998000.00
8354030.83
Asset-Backed Securities
DT AUTO OWNER TRUST 2021-3A C 20270517 0.8
2027-05-17
0.870000
1237000.00
1167402.88
Asset-Backed Securities
GLS AUTO REC TR 2021-3 C 20260915 1.1
2026-09-15
1.110000
1175300.00
1109139.82
Asset-Backed Securities
Y
2023-06-05
2023-06-05
2023-08-15
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0563
8991315.09
8991315.09
0.0016
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 4.720000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0VX338
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28
2028-02-15
10.500000
706000.00
710436.03
Corporate Debt Securities
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28
2028-02-15
10.500000
227000.00
228426.32
Corporate Debt Securities
COTTAGE HEALTH CREDIT GROUP SR -2020 BD 49
2049-11-01
3.304000
1000.00
742.02
Corporate Debt Securities
DISH DBS CORPORATION SR SEC GLBL 26
2026-12-01
5.250000
230000.00
195156.73
Corporate Debt Securities
FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 29
2029-04-01
5.875000
1444000.00
1210519.04
Corporate Debt Securities
FREEDOM MORTGAGE CORPORATION SR 144A NT 27
549300LYRWPSYPK6S325
2027-01-15
6.625000
79000.00
64909.81
Corporate Debt Securities
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
6.213000
303000.00
86128.28
Asset-Backed Securities
BANK NEW YORK MELLON CORP FR 3.3%082329
WFLLPEPC7FZXENRZV188
2029-08-23
3.300000
1000.00
892.69
Corporate Debt Securities
BAYTEX ENERGY CORP SR GLBL 144A 27
549300R5LTV2H7I1I079
2027-04-01
8.750000
311000.00
328869.80
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27
5493007X5NC5XI1BB106
2027-03-15
5.625000
122000.00
110894.19
Corporate Debt Securities
CME GROUP INC SR GLBL NT 32
LCZ7XYGSLJUHFXXNXD88
2032-03-15
2.650000
3000.00
2543.97
Corporate Debt Securities
NOBLE FIN CO SR SEC GLBL 28
5493003DTPH8AMMK4P51
2028-02-15
11.000000
376.00
409.45
Corporate Debt Securities
SBL HOLDINGS INC PERP JR SB 144A
635400MJW3QDSBJRKQ59
2500-12-31
6.500000
81000.00
62451.67
Corporate Debt Securities
STRUCTURED ASSET SEC 2006-OPT1 M1 20360425 FLT
2036-04-25
4.917000
100000.00
79910.90
Asset-Backed Securities
TOWNSQUARE MEDIA INC SR SEC GLBL 26
549300XBA8C68H0DR538
2026-02-01
6.875000
798000.00
733175.47
Corporate Debt Securities
TRANSCANADA PIPELINE STRIP SR NT 4.625%34
5BV01I6231JPDAPMGH09
2034-03-01
4.625000
1000.00
932.91
Corporate Debt Securities
TRANSOCEAN INC SR GLBL NT7.5%31
DOL4HJ22ADYSIWES4H94
2031-04-15
7.500000
3000.00
2423.12
Corporate Debt Securities
UNIVISION COMMUNICATIONS INC SR SEC 144A NT29
549300YQDE2JSGTL8V47
2029-05-01
4.500000
67000.00
56924.88
Corporate Debt Securities
CWABS INC 2007-BC2 1-A 20370625 FLT
2037-06-25
4.817000
424009.00
66276.07
Asset-Backed Securities
CLYDESDALE ACQUISITION HLDGS SR 144A NT 30
254900QKSDYFR3K5YD98
2030-04-15
8.750000
81000.00
75128.02
Corporate Debt Securities
GENESIS ENERGY LP SR GLBL NT6.5%25
2025-10-01
6.500000
1002000.00
987873.47
Corporate Debt Securities
GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24
2024-09-15
6.500000
339.00
313.29
Corporate Debt Securities
LSF9 ATLANTIS HLDGS LLC / VICT SR SEC GLBL 26
2026-02-15
7.750000
200000.00
174569.72
Corporate Debt Securities
LEVEL 3 FING INC GLBL 144A NT 28
254900AE5FEFIJOXWL19
2028-07-01
4.250000
2000.00
1407.60
Corporate Debt Securities
MAV ACQUISITION CORP SR 144A NT 8%29
254900U6YJ9QZ4IQOR26
2029-08-01
8.000000
853000.00
736565.50
Corporate Debt Securities
MORGAN STANLEY CAP 2006-HE1 M-1 20360125 FLT
2036-01-25
4.987000
76482.00
58066.63
Asset-Backed Securities
NYMT LN TR 2022-SP1
2062-07-25
5.250000
2599259.00
2357611.27
Private Label Collateralized Mortgage Obligations
NATHANS FAMOUS INC SR SEC GLBL 25
54930034SKNSF1JIE673
2025-11-01
6.625000
1045000.00
1043987.66
Corporate Debt Securities
CONSTELLATION MERGER SUB INC 8.5%25
2025-09-15
8.500000
16000.00
13993.06
Corporate Debt Securities
EFMT 2023-1 2023-1 B-3 20680225 FLT
2068-02-25
6.906190
114123.00
75368.96
Private Label Collateralized Mortgage Obligations
FERTITTA ENTMT LLC / FERTITTA SR SEC 144A NT29
2029-01-15
4.625000
1148000.00
1001049.46
Corporate Debt Securities
BHP BILLITON FIN USA LTD SR GLBL NT4.9%33
5493003NUVITP3TMY274
2033-02-28
4.900000
13000.00
12922.55
Corporate Debt Securities
RAND PARENT LLC SR SEC 144A NT30
2030-02-15
8.500000
4000.00
3850.39
Corporate Debt Securities
BLOCK INC SR GLBL NT 26
549300OHIIUWSTIZME52
2026-06-01
2.750000
321000.00
288195.67
Corporate Debt Securities
GALLATIN CLO VIII LTD 2017-1R D-2-R 20310715 6.0
2031-07-15
6.000000
1246062.00
998106.46
Asset-Backed Securities
HACKENSACK MERIDIAN HEALTH SR GLBL -2020 50
5493001CB3OCWTEJY668
2050-09-01
2.875000
1000.00
681.75
Corporate Debt Securities
LSB INDS INC SR SEC GLBL 28
5493001H215A0HG0MI71
2028-10-15
6.250000
822000.00
762890.21
Corporate Debt Securities
MADISON PARK FDG XI 2013-11R D-R 20290723 FLT
2029-07-23
8.065290
778550.00
745512.46
Asset-Backed Securities
MAUSER PACKAGING SOLUTIONS HLD SR SEC 144A NT27
549300DNGHXL0OMHW304
2027-04-15
9.250000
5000.00
4698.12
Corporate Debt Securities
MONEYGRAM INTL INC SR SEC GLBL 26
5299002DLX0Q04KC4156
2026-08-01
5.375000
520000.00
527296.25
Corporate Debt Securities
COOPER-STANDARD AUTOMOTIVE INC SR SEC PIK 27
ITCH5B3Q4RTX2PH9UN62
2027-03-31
13.500000
2.00
2.10
Corporate Debt Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0472
12000000.00
12000000.00
0.0021
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 4.560000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0VX346
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA6656 M
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
41627462.00
13260000.18
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0456
13000000.00
13000000.00
0.0023
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 4.670000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0VX379
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
8.767000
5343000.00
5457369.73
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP2 B-1 20470225 FLT
549300YG8OJES76WL398
2047-02-25
8.817000
2025657.00
2076737.82
Private Label Collateralized Mortgage Obligations
FHLMC REMIC TRUST 2022-HQA1 B-2 20420325 FLT
2042-03-25
15.310100
5407241.00
5127379.95
Private Label Collateralized Mortgage Obligations
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0467
11000000.00
11000000.00
0.0020
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.000000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0VX3G9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PERU LNG S.R.L. SR GLBL REGS 30
254900F70J1LOALV5K70
2030-03-22
5.375000
5649000.00
4615468.37
Corporate Debt Securities
BHP BILLITON FIN USA LTD SR GLBL NT4.9%33
5493003NUVITP3TMY274
2033-02-28
4.900000
43000.00
42743.82
Corporate Debt Securities
Y
2023-04-04
2023-04-04
2023-05-23
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0516
3998500.28
3998500.28
0.0007
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 4.670000%
549300LCO2FLSSVFFR64
0000050916
ARP0VX3T1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
STATE STR CORP ALT TIER I EXT77
549300ZFEEJ2IP5VME73
2077-06-01
5.769000
207000.00
174457.27
Corporate Debt Securities
VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 4%28
32SXKSJ72K64GM3HOU64
2028-03-01
4.000000
3804000.00
3587273.44
Corporate Debt Securities
BPCE S A SNR NPF 144A 33
9695005MSX1OYEMGDF46
2033-07-19
5.748000
271000.00
267042.59
Corporate Debt Securities
BOEING CO CR SEN SR GLBL31
RVHJWBXLJ1RFUBSY1F30
2031-02-01
3.625000
737000.00
647947.37
Corporate Debt Securities
WELLTOWER INC SR GLBL NT 4%25
T6IZ0MBEG5ACZDTR7D06
2025-06-01
4.000000
1535000.00
1498845.63
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV GLBL NT 3.25%50
213800ITMMKU4Z7I4F78
2050-04-06
3.250000
5023000.00
3750169.01
Corporate Debt Securities
WILLIAMS COS INC SR GLBL NT3.5%51
D71FAKCBLFS2O0RBPG08
2051-10-15
3.500000
867000.00
600224.58
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL SR GLBL COCO 26
549300506SI9CRFV9Z86
2026-07-15
6.373000
3550000.00
3363739.29
Corporate Debt Securities
PEPSICO INC SR GLBL NT 53
FJSUNZKFNQ5YPJ5OT455
2053-02-15
4.650000
840000.00
824098.10
Corporate Debt Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0467
14000000.00
14000000.00
0.0025
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.640000%
549300HN4UKV1E2R3U73
0001675365
ARP0VXQF6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.6
2059-10-25
3.640340
41399885.00
32200000.34
Private Label Collateralized Mortgage Obligations
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0464
28000000.00
28000000.00
0.0050
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 4.560000%
549300H47WTHXPU08X20
ARP0VYXZ2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLCB4683
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
48883984.00
47380000.45
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0456
46000000.00
46000000.00
0.0082
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 4.550000%
549300H47WTHXPU08X20
ARP0VYY57
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
47151600.00
39780079.07
U.S. Treasuries (including strips)
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
39000000.00
39000000.00
0.0070
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 4.550000%
254900Y8NKGV541U8Q32
0001457970
ARP0VZ5T4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
0.250000
105961900.00
100012683.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
0.375000
1198493500.00
1120141590.15
U.S. Treasuries (including strips)
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
1220000000.00
1220000000.00
0.2184
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 4.670000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0VZ6A4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SSGA ACTIVE ETF TR BLACKSTONE SENR
549300ME4SR63Y3TRD06
2500-12-31
N/A
16.00
668.32
Equities
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PD
2500-12-31
N/A
27.00
12846.33
Equities
SPDR SER TR BLOOMBERG HIGH Y
549300NCLW2248PN7J24
2500-12-31
N/A
546.00
49991.76
Equities
SELECT SECTOR SPDR TR SBI INT-UTILS
549300ERQDM80PRYUH21
2500-12-31
N/A
755.00
49950.80
Equities
UNITED STS OIL FD LP UNITS
ZR7XWIN3GSRDDWZ9V446
2500-12-31
N/A
754.00
49952.50
Equities
VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF
2500-12-31
N/A
829.00
49988.70
Equities
VANGUARD SCOTTSDALE FDS LG-TERM COR BD
2500-12-31
N/A
653.00
49908.79
Equities
FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS
2500-12-31
N/A
4936.00
50001.68
Equities
POWERUP ACQUISITION CORP CLASS A ORDI SHS
2500-12-31
N/A
4794.00
50001.42
Equities
DIREXION SHS ETF TR DLY ENRGY BULL2X
2JB4KUARIHFQ3UW6AS94
2500-12-31
N/A
813.00
49966.98
Equities
FIRST TR EXCHANGE TRADED FD II CLOUD COMPUTING
5493006AUYA2BRBGB132
2500-12-31
N/A
794.00
49958.48
Equities
ISHARES INC MSCI WORLD ETF
549300SBOOZR51TG3W64
2500-12-31
N/A
183.00
20927.88
Equities
ISHARES TR RUS 1000 VAL ETF
549300KLSYN5NN4YNM90
2500-12-31
N/A
324.00
49996.44
Equities
ISHARES TR RUS 2000 GRW ETF
549300CPJOUVKWJGSH44
2500-12-31
N/A
214.00
49853.44
Equities
ISHARES TR CORE S&P SCP ET
549300BZQ17QYN750B25
2500-12-31
N/A
488.00
49980.96
Equities
ISHARES TR EAFE SML CP ETF
549300MJV5OZGVS4LX86
2500-12-31
N/A
842.00
49997.96
Equities
ISHARES TR NATIONAL MUN ETF
549300H21FUYFQW9N157
2500-12-31
N/A
474.00
49969.08
Equities
ISHARES TR IBOXX HI YD ETF
2500-12-31
N/A
669.00
49954.23
Equities
ISHARES TR CORE HIGH DV ETF
549300M7WVLJWAVPDO86
2500-12-31
N/A
457.00
46339.80
Equities
KHOSLA VENTURES ACQUT CO III COM CL A
2500-12-31
N/A
4960.00
49996.80
Equities
PROSHARES TR ULTRAPRO QQQ
03026FQTQRJ0JSTBI779
2500-12-31
N/A
2248.00
49995.52
Equities
SPDR SER TR S&P DIVID ETF
5493004N0SIW5NZBWC90
2500-12-31
N/A
395.00
49920.10
Equities
INVESCO EXCHANGE TRADED FD TR S&P500 EQL WGT
2500-12-31
N/A
340.00
49990.20
Equities
ISHARES TR JPMORGAN USD EMG
54930070R8WH6MNUJG74
2500-12-31
N/A
584.00
49990.40
Equities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0467
1000000.00
1000000.00
0.0002
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 4.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0VZ6B2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.500 CLCB5690
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
34369489.00
35024426.78
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
34000000.00
34000000.00
0.0061
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.740000%
549300HN4UKV1E2R3U73
0001675365
ARP0VZ6F3
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
2025-10-15
4.250000
14175200.00
14280084.02
U.S. Treasuries (including strips)
Y
2023-03-07
2023-03-07
2023-05-04
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0474
14000000.00
14000000.00
0.0025
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 4.550000%
549300HN4UKV1E2R3U73
0001675365
ARP0VZ6G1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CLCB0581
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
52475406.00
37996006.71
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3166
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
70733771.00
58823993.61
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
94000000.00
94000000.00
0.0168
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 4.555000%
5493006QMFDDMYWIAM13
0000891478
ARP0VZ6H9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBN5331
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
3072.00
896.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP5575
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
2048.00
1275.02
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT7813
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.500000
2000.00
1781.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBV8017
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1024.00
960.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW5057
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.000000
2046024.00
2013011.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW7443
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
2000.00
1774.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0257
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
2112.00
797.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
1040.00
275.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0489
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
1008.00
330.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2635
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1024.00
294.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
3004.00
729.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2217
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1000.00
200.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2806
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
2465.00
771.92
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6070
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
1120.00
595.49
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB0674
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
1023.00
715.35
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4562
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
4343.00
4216.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5544
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
3712.00
3772.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9874
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
3326.00
2590.20
Agency Mortgage-Backed Securities
05.000 FGPC Q00324 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
3244.00
442.70
Agency Mortgage-Backed Securities
05.000 FGPC Q00382 G
S6XOOCT0IEG5ABCC6L87
2041-04-01
5.000000
4001.00
459.20
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9372
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1000.00
935.81
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7788
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
1000.00
943.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9789
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.500000
1040.00
401.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9472
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
1120.00
317.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9985
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.500000
1040.00
251.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLAV8742
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
2425.00
515.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4016
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
3168.00
1102.03
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5353
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
3000.00
1212.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5136
B1V7KEBTPIMZEU4LTD58
2046-06-01
4.000000
2144.00
871.83
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT8845
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1000.00
802.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8402
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1000.00
985.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8819
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
1000.00
872.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1166
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1000.00
947.56
Agency Mortgage-Backed Securities
04.000 FGPC Q62189 G
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
62509.00
13949.57
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0456
2000000.00
2000000.00
0.0004
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 4.660000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0VZ6J5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMERICAN NATIONAL GROUP INC SR GLBL 144A 32
549300I1RRC5M591MY93
2032-06-13
6.144000
2000.00
1907.32
Corporate Debt Securities
APPLE INC SR GLBL NT0.7%26
HWUPKR0MPOU8FGXBT394
2026-02-08
0.700000
56000.00
49715.62
Corporate Debt Securities
CANADIAN PAC RY CO NEW GLBL NT 1.35%24
54930036474DURYNB481
2024-12-02
1.350000
2000.00
1870.33
Corporate Debt Securities
COMCAST CORP NEW GLBL NT 2.65%30
51M0QTTNCGUN7KFCFZ59
2030-02-01
2.650000
2000.00
1725.51
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 24
549300GZKULIZ0WOW665
2024-08-30
1.750000
3000.00
2851.76
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 24
INR2EJN1ERAN0W5ZP974
2024-02-06
2.875000
3144000.00
3084694.55
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QX NT 25
549300WN65YFEQH74Y36
2025-02-11
1.500000
3377000.00
3162588.64
Corporate Debt Securities
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
3.000000
100.00
83.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-05-15
0.625000
100.00
79.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-28
0.00
100.00
96.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
3.625000
100.00
94.97
U.S. Treasuries (including strips)
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0466
6000000.00
6000000.00
0.0011
N
N
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 4.555000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0VZ6L0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CN3065 C
549300M8ZYFG0OCMTT87
2050-07-20
3.500000
6984386.00
5987526.40
Agency Mortgage-Backed Securities
GNII RG CO9604 C
549300M8ZYFG0OCMTT87
2050-05-20
4.500000
1193758.00
1152055.68
Agency Mortgage-Backed Securities
GNII RG CQ5477 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
2350518.00
2157395.04
Agency Mortgage-Backed Securities
Y
2023-03-07
2023-03-07
2023-03-23
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0456
9000000.00
9000000.00
0.0016
N
N
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 4.550000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0VZ6M8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBV7903
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
1000.00
894.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW5479
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
1000.00
937.05
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW8948
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.000000
3951953.00
3906332.61
Agency Mortgage-Backed Securities
FNMS 07.000 CLBX2194
B1V7KEBTPIMZEU4LTD58
2052-11-01
7.000000
1000.00
596.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1441
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.000000
1028.00
954.13
Agency Mortgage-Backed Securities
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2052-12-01
5.500000
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189314.75
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
1000.00
904.08
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-01-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-01-01
7.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-02-01
3.500000
1000.00
911.80
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-02-01
4.000000
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2673739.05
Agency Mortgage-Backed Securities
03.500 FGPC Q41962 G
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
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239.97
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
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230.28
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-12-01
7.000000
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Agency Mortgage-Backed Securities
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2050-02-01
3.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
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327533.31
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
2719012.00
2728457.85
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-02-01
5.500000
33283.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
173885.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-11-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-02-01
3.500000
1000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-02-01
7.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
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Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2023-12-31
2.625000
1770900.00
1742702.52
U.S. Treasuries (including strips)
Farm Federal Credit Bank
254900C5LP6DN9OP9V83
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10000000.00
10018655.56
Agency Debentures and Agency Strips
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B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
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732.05
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-10-01
4.000000
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946.33
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
1000.00
994.39
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-12-01
7.000000
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1016.35
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-11-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-12-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2053-02-01
6.500000
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151385.23
Agency Mortgage-Backed Securities
04.000 FGPC Q33497 G
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
1000.00
650.54
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC1560
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
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703.96
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2052-09-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
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470.53
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
1000.00
886.30
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
118931.00
110069.97
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2052-11-01
4.000000
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2053-02-01
4.000000
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Agency Mortgage-Backed Securities
GNII SF MA7256 M
549300M8ZYFG0OCMTT87
2051-03-20
3.000000
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533.99
Agency Mortgage-Backed Securities
GNII SF BI3749 C
549300M8ZYFG0OCMTT87
2048-08-20
5.000000
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285.55
Agency Mortgage-Backed Securities
GNII SF BL2994 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1000.00
428.87
Agency Mortgage-Backed Securities
GNII SF AQ5933 C
549300M8ZYFG0OCMTT87
2046-01-20
3.500000
1000.00
103.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1023
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.000000
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891.76
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
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23000000.00
0.0041
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 4.550000%
K5HU16E3LMSVCCJJJ255
ARP0VZ6Y2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
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B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
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53177.63
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2045-03-01
3.500000
276000.00
66486.07
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2046-04-01
3.000000
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44359.33
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
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Agency Mortgage-Backed Securities
FEPC 05.500 CLZI2045
S6XOOCT0IEG5ABCC6L87
2034-06-01
5.500000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2037-06-01
5.500000
5000.00
44.35
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2040-03-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2039-09-01
5.500000
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960.52
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ5443
S6XOOCT0IEG5ABCC6L87
2031-11-01
5.500000
101000.00
830.79
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK5022
S6XOOCT0IEG5ABCC6L87
2028-02-01
3.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2038-03-01
4.000000
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521231.77
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL1323
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 04.000 CLZA1383
S6XOOCT0IEG5ABCC6L87
2045-02-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2043-12-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 03.000 CIZA3809
S6XOOCT0IEG5ABCC6L87
2030-05-01
3.000000
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678218.18
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2043-04-01
3.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2039-04-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1212
S6XOOCT0IEG5ABCC6L87
2036-12-01
5.500000
2205880.00
23251.58
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2038-07-01
5.500000
3200000.00
57111.93
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2759
S6XOOCT0IEG5ABCC6L87
2038-01-01
5.500000
75000.00
1389.32
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2993
S6XOOCT0IEG5ABCC6L87
2040-01-01
5.500000
2620000.00
49451.84
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3230
S6XOOCT0IEG5ABCC6L87
2041-05-01
4.500000
365000.00
50786.00
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS3818
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
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472647.17
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4618
S6XOOCT0IEG5ABCC6L87
2045-06-01
3.500000
13000.00
1824.14
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4703
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
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121031.58
Agency Mortgage-Backed Securities
FEPC 04.000 CLZT0542
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
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152726.18
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
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373316.87
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8106
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.000000
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189723.50
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD8207
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
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426443.23
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2387
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
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72647.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA2471
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
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123863.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3774
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
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1315487.80
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2033-11-01
5.500000
7000.00
119.69
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBD2280
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.683000
1970818.00
566304.56
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
45000.00
9808.92
Agency Mortgage-Backed Securities
FNMS 02.500 CLBV8103
B1V7KEBTPIMZEU4LTD58
2052-04-01
2.500000
3605372.00
2553729.31
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3514
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
330000.00
67630.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4199
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
58000.00
24690.67
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI1424
S6XOOCT0IEG5ABCC6L87
2034-01-01
5.500000
46998.00
202.18
Agency Mortgage-Backed Securities
FEPC 04.500 CLZI3717
S6XOOCT0IEG5ABCC6L87
2035-05-01
4.500000
295000.00
2893.49
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI4269
S6XOOCT0IEG5ABCC6L87
2036-03-01
5.500000
44000.00
362.90
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI4250
S6XOOCT0IEG5ABCC6L87
2036-03-01
5.500000
24000.00
258.44
Agency Mortgage-Backed Securities
FEPC 04.500 CLZJ0919
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.500000
669000.00
79416.60
Agency Mortgage-Backed Securities
FEPC 05.500 CLZJ3393
S6XOOCT0IEG5ABCC6L87
2029-03-01
5.500000
150775.00
57.62
Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2027-09-01
3.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2043-12-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 04.000 CLZM4445
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
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141.63
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN6280
S6XOOCT0IEG5ABCC6L87
2049-05-01
4.500000
400000.00
225382.64
Agency Mortgage-Backed Securities
FEPC 04.000 3PZN6355
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
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1110439.05
Agency Mortgage-Backed Securities
FMAR 2B7031 G
S6XOOCT0IEG5ABCC6L87
2048-07-01
3.685000
5283232.00
466607.20
Agency Mortgage-Backed Securities
FMAR 2B7467 G
S6XOOCT0IEG5ABCC6L87
2049-05-01
3.631000
575200.00
364845.64
Agency Mortgage-Backed Securities
FMAR 2B7547 G
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.041000
1687676.00
674227.31
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA1152
S6XOOCT0IEG5ABCC6L87
2042-04-01
3.500000
49000.00
7296.15
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA1369
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.000000
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Agency Mortgage-Backed Securities
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S6XOOCT0IEG5ABCC6L87
2039-05-01
4.000000
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42464.64
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1492
S6XOOCT0IEG5ABCC6L87
2037-07-01
5.500000
200000.00
1729.66
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2589
S6XOOCT0IEG5ABCC6L87
2037-07-01
5.500000
255000.00
7750.95
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS1822
S6XOOCT0IEG5ABCC6L87
2038-01-01
5.500000
3400000.00
36315.44
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS3665
S6XOOCT0IEG5ABCC6L87
2041-10-01
4.500000
1455000.00
107316.56
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4080
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
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1804.64
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4533
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
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Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4573
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.000000
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17414.23
Agency Mortgage-Backed Securities
FEPC 04.500 CIZS6310
S6XOOCT0IEG5ABCC6L87
2026-05-01
4.500000
299999.00
5081.47
Agency Mortgage-Backed Securities
FEPC 03.000 CIZS6715
S6XOOCT0IEG5ABCC6L87
2028-05-01
3.000000
19000.00
1342.73
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8205
S6XOOCT0IEG5ABCC6L87
2052-04-01
2.500000
1603816.00
1300927.39
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD8265
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.000000
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1026742.77
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF4983
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.000000
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1136139.84
Agency Mortgage-Backed Securities
FEPC 02.000 CNQS0176
S6XOOCT0IEG5ABCC6L87
2031-09-01
2.000000
1032478.00
509869.73
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM3580
B1V7KEBTPIMZEU4LTD58
2025-06-01
3.170000
14527728.00
11698767.17
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM7591
B1V7KEBTPIMZEU4LTD58
2029-12-01
3.740000
1400000.00
1166501.79
Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
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35425.43
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8674
B1V7KEBTPIMZEU4LTD58
2025-04-01
2.810000
1000000.00
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Agency Mortgage-Backed Securities
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B1V7KEBTPIMZEU4LTD58
2027-09-01
3.000000
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1694.03
Agency Mortgage-Backed Securities
FMAR 841541 G
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.342000
5222159.00
5216002.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLZI1405
S6XOOCT0IEG5ABCC6L87
2034-01-01
5.500000
24000.00
396.45
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
35000000.00
35000000.00
0.0063
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 4.550000%
ZBUT11V806EZRVTWT807
0000782124
ARP0VZ6Z9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
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B1V7KEBTPIMZEU4LTD58
2026-06-01
4.500000
916092.00
60367.92
Agency Mortgage-Backed Securities
FNMS 02.775 CLAU8127
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.775000
61503.00
43061.00
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV0952
B1V7KEBTPIMZEU4LTD58
2044-01-01
5.000000
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109831.00
Agency Mortgage-Backed Securities
FNMS 03.500 CIAW9992
B1V7KEBTPIMZEU4LTD58
2029-08-01
3.500000
845615.00
122652.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1124
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.500000
513000.00
144691.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6739
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
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36949.84
Agency Mortgage-Backed Securities
FNMS 03.500 REBN2156
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
300000.00
23737.00
Agency Mortgage-Backed Securities
GNII SF CO6160 C
549300M8ZYFG0OCMTT87
2052-08-20
5.000000
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1001640.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ4230
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
1133596.00
820764.70
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV7554
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.000000
16117600.00
15102960.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW7049
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1325482.00
1117754.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW9895
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
2297280.00
2152708.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX4191
B1V7KEBTPIMZEU4LTD58
2053-01-01
4.500000
3217348.00
3114386.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0855
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
210000.00
57994.71
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9299
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
100000.00
72370.81
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS3806
B1V7KEBTPIMZEU4LTD58
2052-07-01
2.500000
15462912.00
13092440.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA2158
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.500000
478722.00
77370.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA4940
B1V7KEBTPIMZEU4LTD58
2053-02-01
5.000000
2178824.00
2150998.24
Agency Mortgage-Backed Securities
GNPL PN CH0462
549300M8ZYFG0OCMTT87
2057-07-15
3.100000
2152596.00
1901996.52
Agency Mortgage-Backed Securities
GNII SF CK9981 C
549300M8ZYFG0OCMTT87
2052-07-20
4.500000
219517.00
211701.11
Agency Mortgage-Backed Securities
GNII SF CR9399 C
549300M8ZYFG0OCMTT87
2053-01-20
5.500000
1584702.00
1603755.44
Agency Mortgage-Backed Securities
FEPC 04.000 CISB0704
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.000000
329013.00
227501.42
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA3575
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
1785000.00
1126256.05
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7562
S6XOOCT0IEG5ABCC6L87
2052-06-01
5.000000
6551600.00
6224455.79
Agency Mortgage-Backed Securities
FEPC 04.000 CIQO0856
S6XOOCT0IEG5ABCC6L87
2037-09-01
4.000000
1199670.00
1145468.32
Agency Mortgage-Backed Securities
FNMS 05.500 NP257480
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
605522.00
7368.21
Agency Mortgage-Backed Securities
FNMS 05.000 CL257572
B1V7KEBTPIMZEU4LTD58
2039-01-01
5.000000
616373.00
5028.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7593
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
533435.00
99572.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8305
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
850000.00
257919.92
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT5989
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
5000000.00
1030272.61
Agency Mortgage-Backed Securities
FNMS 02.525 CLAU8124
B1V7KEBTPIMZEU4LTD58
2043-08-01
2.525000
94843.00
64267.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLBA7250
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.500000
75000.00
20595.29
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC0853
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.000000
275000.00
73135.24
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE1829
B1V7KEBTPIMZEU4LTD58
2046-10-01
4.000000
1308290.00
351543.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2971
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
84286.00
9069.18
Agency Mortgage-Backed Securities
FNMS 03.500 CIBE8469
B1V7KEBTPIMZEU4LTD58
2032-02-01
3.500000
1409888.00
413982.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0276
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
300000.00
50124.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK1972
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
125000.00
36507.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK6577
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
125000.00
9973.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8936
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
962386.00
68672.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5332
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
22250000.00
7369618.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5787
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
25303000.00
5336228.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN8870
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
4360200.00
1512116.73
Agency Mortgage-Backed Securities
GNII SF MA7195 M
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
1269808.00
654380.52
Agency Mortgage-Backed Securities
GNII SF MA6910 M
549300M8ZYFG0OCMTT87
2033-07-20
4.500000
120798.00
17457.67
Agency Mortgage-Backed Securities
GNII SF MA7312 M
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
22300608.00
14707111.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV9992
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
9492624.00
8538660.07
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW3104
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
9147232.00
8561527.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW3877
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
4783928.00
4410579.45
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2272
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
4173632.00
1185318.52
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB1152
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.000000
5000000.00
56317.87
Agency Mortgage-Backed Securities
FNMS 05.000 CLMA3348
B1V7KEBTPIMZEU4LTD58
2048-04-01
5.000000
75000.00
6008.40
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE5487
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.500000
14000000.00
202972.50
Agency Mortgage-Backed Securities
GNII ET CM1732 C
549300M8ZYFG0OCMTT87
2062-03-20
3.000000
788781.00
664562.10
Agency Mortgage-Backed Securities
FEPC 04.000 CIZT1611
S6XOOCT0IEG5ABCC6L87
2034-01-01
4.000000
2085360.00
274889.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD1082
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.000000
107515392.00
92080401.95
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
194000000.00
194000000.00
0.0347
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 4.550000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP0VZ7M7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CRAB7335
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1024.00
163.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB7960
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1024.00
240.95
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA1372
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1004.00
189.92
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA1395
B1V7KEBTPIMZEU4LTD58
2033-03-01
2.500000
1000.00
180.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2670
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
1000.00
191.88
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2310
B1V7KEBTPIMZEU4LTD58
2035-05-01
4.000000
1000.00
196.06
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA2425
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.000000
1000.00
159.33
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2805
B1V7KEBTPIMZEU4LTD58
2046-11-01
2.500000
49900.00
14521.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA2854
B1V7KEBTPIMZEU4LTD58
2046-12-01
2.500000
1000.00
308.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2896
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
1000.00
178.54
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3097
B1V7KEBTPIMZEU4LTD58
2027-08-01
3.500000
1000.00
161.40
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3364
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
1000.00
152.38
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3366
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.500000
1000.00
181.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA4468
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
2000.00
1424.93
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3738
B1V7KEBTPIMZEU4LTD58
2034-08-01
3.000000
1000.00
153.01
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA3748
B1V7KEBTPIMZEU4LTD58
2029-07-01
4.000000
111500.00
46472.10
Agency Mortgage-Backed Securities
GNII SF MA2369 M
549300M8ZYFG0OCMTT87
2039-09-20
2.500000
74900.00
22659.58
Agency Mortgage-Backed Securities
GNII SF MA3527 M
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
1000.00
159.37
Agency Mortgage-Backed Securities
GNII SF MA2890 M
549300M8ZYFG0OCMTT87
2045-06-20
2.500000
1000.00
222.43
Agency Mortgage-Backed Securities
GNII SF MA3428 M
549300M8ZYFG0OCMTT87
2031-02-20
3.000000
1000.00
144.16
Agency Mortgage-Backed Securities
GNII SF MA4128 M
549300M8ZYFG0OCMTT87
2046-12-20
4.000000
1000.00
140.97
Agency Mortgage-Backed Securities
GNII SF MA4262 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
1000.00
160.34
Agency Mortgage-Backed Securities
GNII SF MA4560 M
549300M8ZYFG0OCMTT87
2032-07-20
3.500000
1000.00
192.27
Agency Mortgage-Backed Securities
GNII SF MA4779 M
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
2137.00
305.73
Agency Mortgage-Backed Securities
GNII SF MA5025 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
1000.00
191.53
Agency Mortgage-Backed Securities
GNII SF MA5190 M
549300M8ZYFG0OCMTT87
2048-05-20
3.000000
2000.00
417.18
Agency Mortgage-Backed Securities
GNII SF MA6046 M
549300M8ZYFG0OCMTT87
2037-06-20
7.000000
35000.00
11850.87
Agency Mortgage-Backed Securities
GNII SF MA6603 M
549300M8ZYFG0OCMTT87
2050-04-20
5.000000
1000.00
227.68
Agency Mortgage-Backed Securities
GNII SF MA6768 M
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
19900.00
6938.96
Agency Mortgage-Backed Securities
GNII SF MA6997 M
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
14900.00
6402.52
Agency Mortgage-Backed Securities
GNII SF MA7056 M
549300M8ZYFG0OCMTT87
2050-11-20
4.500000
1900.00
665.62
Agency Mortgage-Backed Securities
GNII SF MA7421 M
549300M8ZYFG0OCMTT87
2051-06-20
4.000000
1264.00
758.34
Agency Mortgage-Backed Securities
GNMI SF BD3187 X
549300M8ZYFG0OCMTT87
2047-10-15
4.000000
70900.00
28635.55
Agency Mortgage-Backed Securities
GNII SF BD4260 C
549300M8ZYFG0OCMTT87
2047-10-20
4.000000
65900.00
22308.03
Agency Mortgage-Backed Securities
GNMI SF BP6229 X
549300M8ZYFG0OCMTT87
2049-11-15
3.000000
1000.00
235.12
Agency Mortgage-Backed Securities
GNII RG CF0240 C
549300M8ZYFG0OCMTT87
2048-04-20
4.000000
15900.00
11311.73
Agency Mortgage-Backed Securities
GNMI SF AD0179 X
549300M8ZYFG0OCMTT87
2043-03-15
4.000000
1000.00
189.47
Agency Mortgage-Backed Securities
GNII SF AD8811 C
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
1000.00
217.10
Agency Mortgage-Backed Securities
GNMI SF AE4614 X
549300M8ZYFG0OCMTT87
2043-05-15
3.500000
1000.00
158.32
Agency Mortgage-Backed Securities
GNII SF AJ2723 C
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
1000.00
168.58
Agency Mortgage-Backed Securities
GNII SF AJ4687 C
549300M8ZYFG0OCMTT87
2044-08-20
4.000000
17800.00
6531.36
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2079
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.500000
6900.00
2155.14
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2105
B1V7KEBTPIMZEU4LTD58
2033-07-01
3.500000
2000.00
428.41
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2258
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
8000.00
2353.61
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2403
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
39900.00
12669.19
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2387
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
2000.00
557.33
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2408
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
40000.00
13263.71
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2455
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
3100.00
1029.13
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2557
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
4000.00
1032.35
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2557
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
1000.00
258.09
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM7347
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
31000.00
13607.36
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM8521
B1V7KEBTPIMZEU4LTD58
2036-09-01
2.000000
40900.00
30733.04
Agency Mortgage-Backed Securities
FNMS 02.000 CIFM9321
B1V7KEBTPIMZEU4LTD58
2036-11-01
2.000000
50200.00
39278.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3872
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
1000.00
176.32
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3902
B1V7KEBTPIMZEU4LTD58
2050-01-01
2.500000
7000.00
1955.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA3936
B1V7KEBTPIMZEU4LTD58
2050-02-01
2.500000
3000.00
820.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3938
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
1000.00
175.38
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA3983
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.000000
98000.00
25638.35
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4019
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
16500.00
6158.47
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4075
B1V7KEBTPIMZEU4LTD58
2035-07-01
2.500000
10000.00
4337.73
Agency Mortgage-Backed Securities
FNMS 02.500 CIMA4053
B1V7KEBTPIMZEU4LTD58
2035-06-01
2.500000
47900.00
19690.19
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA4160
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
25600.00
10489.21
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4359
B1V7KEBTPIMZEU4LTD58
2036-06-01
1.500000
1400.00
991.05
Agency Mortgage-Backed Securities
GNMI SF 760879 X
549300M8ZYFG0OCMTT87
2041-02-15
4.000000
1000.00
142.33
Agency Mortgage-Backed Securities
GNMI SF 796219 X
549300M8ZYFG0OCMTT87
2042-05-15
3.500000
1000.00
135.62
Agency Mortgage-Backed Securities
GNMI SF 798930 X
549300M8ZYFG0OCMTT87
2042-04-15
3.000000
2000.00
321.98
Agency Mortgage-Backed Securities
GNMI SF AB9108 X
549300M8ZYFG0OCMTT87
2042-10-15
3.000000
1000.00
140.99
Agency Mortgage-Backed Securities
GNMI SF AB9108 X
549300M8ZYFG0OCMTT87
2042-10-15
3.000000
1000.00
140.99
Agency Mortgage-Backed Securities
GNMI SF AB9109 X
549300M8ZYFG0OCMTT87
2042-10-15
3.000000
1000.00
138.78
Agency Mortgage-Backed Securities
GNMI SF AB9206 X
549300M8ZYFG0OCMTT87
2042-11-15
3.000000
1000.00
132.37
Agency Mortgage-Backed Securities
GNII SF MA0532 M
549300M8ZYFG0OCMTT87
2042-11-20
2.500000
1000.00
174.70
Agency Mortgage-Backed Securities
GNII SF MA1090 M
549300M8ZYFG0OCMTT87
2043-03-20
3.500000
1000.00
134.15
Agency Mortgage-Backed Securities
GNII SF AN2972 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
1000.00
146.32
Agency Mortgage-Backed Securities
GNMI SF AX5926 X
549300M8ZYFG0OCMTT87
2047-01-15
4.000000
1000.00
189.59
Agency Mortgage-Backed Securities
GNMI SF AZ1045 X
549300M8ZYFG0OCMTT87
2047-01-15
4.000000
115800.00
34567.35
Agency Mortgage-Backed Securities
GNMI SP 784369 X
549300M8ZYFG0OCMTT87
2045-08-15
4.000000
108900.00
39021.51
Agency Mortgage-Backed Securities
03.000 FGPC V82781 G
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.000000
24000.00
7367.85
Agency Mortgage-Backed Securities
04.000 FGPC Q37955 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.000000
57400.00
16599.53
Agency Mortgage-Backed Securities
04.500 FGPC G60018 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
1000.00
135.88
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA3868
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
2298882.00
601311.34
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6293
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
1000.00
309.21
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA6848
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.500000
42300.00
13496.10
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB3716
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.000000
24900.00
15585.56
Agency Mortgage-Backed Securities
FEPC 03.500 CLQB4768
S6XOOCT0IEG5ABCC6L87
2050-10-01
3.500000
1500.00
967.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLQC9480
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
5000.00
3556.75
Agency Mortgage-Backed Securities
FEPC 03.000 CIQN0248
S6XOOCT0IEG5ABCC6L87
2034-07-01
3.000000
1000.00
172.55
Agency Mortgage-Backed Securities
FEPC 04.000 CLRA1193
S6XOOCT0IEG5ABCC6L87
2049-08-01
4.000000
1000.00
228.40
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA3607
S6XOOCT0IEG5ABCC6L87
2050-09-01
3.000000
34800.00
21709.86
Agency Mortgage-Backed Securities
GNII SP 784481 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
99800.00
33953.63
Agency Mortgage-Backed Securities
GNII SP 784111 M
549300M8ZYFG0OCMTT87
2046-01-20
3.000000
1000.00
148.29
Agency Mortgage-Backed Securities
GNII SP 784891 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
11800.00
5271.11
Agency Mortgage-Backed Securities
GNMI SP 785099 X
549300M8ZYFG0OCMTT87
2047-01-15
3.500000
1000.00
240.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3866
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1000.00
146.38
Agency Mortgage-Backed Securities
FNMS 03.500 CTCA3988
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.500000
10000.00
5065.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4353
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.500000
1005.00
574.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5231
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1300.00
627.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5220
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
99900.00
57266.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5423
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000.00
283.77
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5617
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
102700.00
30002.57
Agency Mortgage-Backed Securities
FNMS 02.500 CICA6847
B1V7KEBTPIMZEU4LTD58
2035-08-01
2.500000
6000.00
3470.17
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7514
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
1000.00
661.55
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7737
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
109001.00
62879.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB3312
B1V7KEBTPIMZEU4LTD58
2052-04-01
4.000000
1024.00
927.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1724
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
57800.00
14818.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1459
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
49900.00
13004.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM1569
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
124000.00
52119.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1543
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.500000
1000.00
194.06
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM1578
B1V7KEBTPIMZEU4LTD58
2034-09-01
3.500000
23900.00
7779.10
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM2629
B1V7KEBTPIMZEU4LTD58
2050-03-01
2.500000
96000.00
44867.19
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM1805
B1V7KEBTPIMZEU4LTD58
2034-10-01
3.500000
11000.00
4325.89
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2870
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
36600.00
17395.26
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM5370
B1V7KEBTPIMZEU4LTD58
2048-12-01
3.000000
924700.00
418746.56
Agency Mortgage-Backed Securities
FNMS 03.000 CIFM4748
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.000000
24800.00
7891.07
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5759
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
1100.00
870.59
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA5100
S6XOOCT0IEG5ABCC6L87
2044-12-01
3.000000
1000.00
234.18
Agency Mortgage-Backed Securities
FNMS 04.500 GLAL4045
B1V7KEBTPIMZEU4LTD58
2042-06-01
4.500000
1000.00
180.63
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL5304
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
1000.00
172.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7566
B1V7KEBTPIMZEU4LTD58
2042-10-01
4.500000
1000.00
199.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL9432
B1V7KEBTPIMZEU4LTD58
2046-10-01
3.000000
44900.00
14782.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL9920
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
114900.00
44521.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6520
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.500000
1000.00
150.51
Agency Mortgage-Backed Securities
FNMS 03.000 CTAS6973
B1V7KEBTPIMZEU4LTD58
2036-04-01
3.000000
1000.00
151.30
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS7638
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
1000.00
192.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7760
B1V7KEBTPIMZEU4LTD58
2046-08-01
4.000000
1000.00
202.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS8823
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1000.00
141.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9588
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
1000.00
214.85
Agency Mortgage-Backed Securities
FNMS 02.500 CLAT5890
B1V7KEBTPIMZEU4LTD58
2043-06-01
2.500000
27800.00
7891.03
Agency Mortgage-Backed Securities
FNMS 03.500 CIAX2741
B1V7KEBTPIMZEU4LTD58
2029-10-01
3.500000
1000.00
158.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA7711
B1V7KEBTPIMZEU4LTD58
2046-05-01
3.500000
87600.00
30736.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBC2837
B1V7KEBTPIMZEU4LTD58
2046-09-01
4.500000
100100.00
40770.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH1172
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
1000.00
248.81
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0614
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
1000.00
246.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBK0751
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
99900.00
26508.93
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4766
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
116700.00
31964.92
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1595
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
1000.00
203.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1619
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
29900.00
8628.98
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1896
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.500000
13800.00
4095.54
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM3552
B1V7KEBTPIMZEU4LTD58
2030-08-01
2.500000
1000.00
245.27
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3389
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
16900.00
5781.14
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3973
B1V7KEBTPIMZEU4LTD58
2032-04-01
3.000000
20500.00
5416.94
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM4304
B1V7KEBTPIMZEU4LTD58
2030-02-01
3.000000
1000.00
169.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5116
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1000.00
188.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM5261
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1000.00
188.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6239
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.168000
2514309.00
1036457.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5424
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
10260.00
3652.40
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5406
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
1007.00
285.59
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM5551
B1V7KEBTPIMZEU4LTD58
2034-02-01
4.000000
1000.00
189.09
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0502
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
2073252.00
1185902.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1883
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
1100.00
564.12
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN9558
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
1000.00
163.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLBO1776
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.000000
11300.00
4396.61
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3189
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
1000.00
235.57
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO4111
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
55900.00
15242.74
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO4944
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
13000.00
5633.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO9019
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
42700.00
10992.07
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP5772
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.000000
23300.00
12763.80
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ0188
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
49600.00
17503.29
Agency Mortgage-Backed Securities
FNMS 01.500 CLBT0518
B1V7KEBTPIMZEU4LTD58
2051-05-01
1.500000
11500.00
8196.61
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV4268
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
8012.00
7179.65
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA0735
B1V7KEBTPIMZEU4LTD58
2037-11-01
4.000000
8064.00
2829.45
Agency Mortgage-Backed Securities
FNMS 03.000 CICA0951
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
9900.00
2596.63
Agency Mortgage-Backed Securities
03.000 FGPC G16625 G
S6XOOCT0IEG5ABCC6L87
2031-06-01
3.000000
18400.00
6064.71
Agency Mortgage-Backed Securities
03.500 FGPC G08779 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
1000.00
149.28
Agency Mortgage-Backed Securities
03.500 FGPC G08733 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
1000.00
171.71
Agency Mortgage-Backed Securities
04.000 FGPC G08762 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
4.000000
1000.00
133.17
Agency Mortgage-Backed Securities
03.000 FGPC G18681 G
S6XOOCT0IEG5ABCC6L87
2033-03-01
3.000000
1000.00
198.52
Agency Mortgage-Backed Securities
03.500 FGPC G18692 G
S6XOOCT0IEG5ABCC6L87
2033-06-01
3.500000
1000.00
153.77
Agency Mortgage-Backed Securities
04.000 FGPC J29101 G
S6XOOCT0IEG5ABCC6L87
2029-08-01
4.000000
1000.00
213.51
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK9632
S6XOOCT0IEG5ABCC6L87
2033-07-01
3.000000
1000.00
204.96
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8537
S6XOOCT0IEG5ABCC6L87
2044-06-01
3.500000
69000.00
19131.74
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM8513
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.000000
1000.00
216.15
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN0961
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
29900.00
15724.41
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN4468
S6XOOCT0IEG5ABCC6L87
2048-12-01
3.500000
1000.00
143.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLZN6137
S6XOOCT0IEG5ABCC6L87
2044-04-01
3.500000
33700.00
10652.18
Agency Mortgage-Backed Securities
FEPC 07.000 CLZA0973
S6XOOCT0IEG5ABCC6L87
2036-06-01
7.000000
1000.00
166.85
Agency Mortgage-Backed Securities
FEPC 03.500 CLZA5433
S6XOOCT0IEG5ABCC6L87
2048-06-01
3.500000
1000.00
227.65
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA6531
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.500000
2000.00
349.24
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4677
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
1000.00
196.40
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS4726
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.500000
1000.00
135.67
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4740
S6XOOCT0IEG5ABCC6L87
2047-10-01
4.000000
1000.00
155.53
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9817
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.500000
1000.00
222.48
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0254
S6XOOCT0IEG5ABCC6L87
2047-09-01
3.500000
42900.00
16572.31
Agency Mortgage-Backed Securities
FEPC 04.000 3VZT1173
S6XOOCT0IEG5ABCC6L87
2046-02-01
4.000000
48000.00
17031.26
Agency Mortgage-Backed Securities
FEPC 03.000 ZLZT1257
S6XOOCT0IEG5ABCC6L87
2046-01-01
3.000000
10300.00
4501.67
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT1858
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
1000.00
215.94
Agency Mortgage-Backed Securities
FEPC 03.500 CIZT2092
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.500000
1000.00
144.84
Agency Mortgage-Backed Securities
FEPC 02.000 CISB8167
S6XOOCT0IEG5ABCC6L87
2037-08-01
2.000000
26400.00
22011.56
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD8003
S6XOOCT0IEG5ABCC6L87
2049-07-01
4.000000
1000.00
136.65
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8011
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.500000
1000.00
152.92
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8057
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
16900.00
4422.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7514
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.500000
57200.00
19425.72
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8108
S6XOOCT0IEG5ABCC6L87
2050-11-01
3.000000
105000.00
47070.10
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
1100.00
772.94
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8156
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
18900.00
13626.69
Agency Mortgage-Backed Securities
03.500 FGPC U79040 G
S6XOOCT0IEG5ABCC6L87
2029-07-01
3.500000
1000.00
148.94
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0991
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
98700.00
40431.01
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA1588
B1V7KEBTPIMZEU4LTD58
2038-04-01
4.000000
4032.00
1785.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2625
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
1024.00
289.15
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA1914
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.500000
3033.00
1190.95
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2069
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
3024.00
1148.67
Agency Mortgage-Backed Securities
GNMI SF AL2996 X
549300M8ZYFG0OCMTT87
2045-07-15
3.000000
1000.00
187.66
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2024-01-29
0.220000
3000.00
2865.05
Agency Debentures and Agency Strips
FNMS 03.500 CLAB8725
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
1024.00
261.64
Agency Mortgage-Backed Securities
GNII SF MA1446 M
549300M8ZYFG0OCMTT87
2043-10-20
2.500000
1000.00
212.72
Agency Mortgage-Backed Securities
GNII SF MA3148 M
549300M8ZYFG0OCMTT87
2030-10-20
4.000000
75600.00
19404.97
Agency Mortgage-Backed Securities
GNMI SF AO3504 X
549300M8ZYFG0OCMTT87
2045-07-15
4.500000
7800.00
2277.47
Agency Mortgage-Backed Securities
GNMI SF 761389 X
549300M8ZYFG0OCMTT87
2041-03-15
3.490000
1000.00
231.27
Agency Mortgage-Backed Securities
GNII SF MA0471 M
549300M8ZYFG0OCMTT87
2030-11-20
8.000000
9600.00
1861.90
Agency Mortgage-Backed Securities
GNMI SF 737374 X
549300M8ZYFG0OCMTT87
2040-03-15
3.500000
1000.00
249.30
Agency Mortgage-Backed Securities
GNMI SF 646061 X
549300M8ZYFG0OCMTT87
2037-11-15
6.500000
1000.00
10.49
Agency Mortgage-Backed Securities
03.000 FGPC G18550 G
S6XOOCT0IEG5ABCC6L87
2030-04-01
3.000000
2000.00
288.75
Agency Mortgage-Backed Securities
FNMS 03.000 CI890612
B1V7KEBTPIMZEU4LTD58
2029-07-01
3.000000
1000.00
159.65
Agency Mortgage-Backed Securities
FNMS 06.500 CL893590
B1V7KEBTPIMZEU4LTD58
2036-09-01
6.500000
1000.00
11.46
Agency Mortgage-Backed Securities
FNMS 03.500 CTAB8666
B1V7KEBTPIMZEU4LTD58
2033-03-01
3.500000
1000.00
209.01
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA1870
B1V7KEBTPIMZEU4LTD58
2034-04-01
4.500000
1000.00
164.53
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3286
B1V7KEBTPIMZEU4LTD58
2028-02-01
3.000000
1000.00
194.02
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3394
B1V7KEBTPIMZEU4LTD58
2028-05-01
3.000000
1000.00
188.29
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA3454
B1V7KEBTPIMZEU4LTD58
2028-07-01
3.000000
1000.00
164.12
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4402
B1V7KEBTPIMZEU4LTD58
2036-08-01
1.500000
1000.00
721.37
Agency Mortgage-Backed Securities
GNII SF MA4748 M
549300M8ZYFG0OCMTT87
2032-10-20
2.500000
1000.00
222.21
Agency Mortgage-Backed Securities
GNII SF MA5471 M
549300M8ZYFG0OCMTT87
2048-09-20
6.500000
1000.00
182.79
Agency Mortgage-Backed Securities
GNII SF MA5881 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
1100.00
308.70
Agency Mortgage-Backed Securities
GNII SF MA6160 M
549300M8ZYFG0OCMTT87
2038-12-20
6.500000
14900.00
4743.97
Agency Mortgage-Backed Securities
GNII JM MA6331 M
549300M8ZYFG0OCMTT87
2049-12-20
4.000000
1000.00
142.13
Agency Mortgage-Backed Securities
GNII JM MA6989 M
549300M8ZYFG0OCMTT87
2050-11-20
4.000000
1000.00
232.50
Agency Mortgage-Backed Securities
GNII JM MA7046 M
549300M8ZYFG0OCMTT87
2050-12-20
4.000000
1100.00
397.62
Agency Mortgage-Backed Securities
GNMI SF AO9363 X
549300M8ZYFG0OCMTT87
2045-11-15
3.500000
1000.00
139.33
Agency Mortgage-Backed Securities
GNII SF BF9700 C
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
1000.00
181.29
Agency Mortgage-Backed Securities
GNMI SF BN2663 X
549300M8ZYFG0OCMTT87
2049-11-15
3.000000
19900.00
8966.69
Agency Mortgage-Backed Securities
GNMI SF BP1508 X
549300M8ZYFG0OCMTT87
2049-09-15
4.000000
1000.00
172.91
Agency Mortgage-Backed Securities
GNII SF CJ4208 C
549300M8ZYFG0OCMTT87
2051-12-20
2.500000
46400.00
37852.82
Agency Mortgage-Backed Securities
GNMI SF AD7147 X
549300M8ZYFG0OCMTT87
2043-05-15
2.500000
17200.00
4498.11
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2150
B1V7KEBTPIMZEU4LTD58
2033-08-01
4.000000
1000.00
227.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2193
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
6000.00
2919.10
Agency Mortgage-Backed Securities
FNMS 04.500 CTCA2239
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.500000
1000.00
307.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2296
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1430.00
356.77
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2406
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
27600.00
7056.43
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2528
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
30100.00
8167.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLCA2822
B1V7KEBTPIMZEU4LTD58
2048-12-01
5.500000
2000.00
556.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3840
B1V7KEBTPIMZEU4LTD58
2049-07-01
4.500000
47000.00
13215.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM6355
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.500000
5000.00
2087.09
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM7323
B1V7KEBTPIMZEU4LTD58
2047-07-01
5.000000
6000.00
3950.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM7786
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
99900.00
53415.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM9960
B1V7KEBTPIMZEU4LTD58
2049-11-01
5.000000
442821.00
326438.34
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0463
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
53700.00
40758.74
Agency Mortgage-Backed Securities
FNMS 02.000 CIMA4042
B1V7KEBTPIMZEU4LTD58
2035-06-01
2.000000
10000.00
4546.88
Agency Mortgage-Backed Securities
GNMI SF 769994 X
549300M8ZYFG0OCMTT87
2041-10-15
4.000000
1000.00
135.20
Agency Mortgage-Backed Securities
GNII SF AA6265 C
549300M8ZYFG0OCMTT87
2043-03-20
3.000000
1000.00
222.70
Agency Mortgage-Backed Securities
GNMI SF AA6401 X
549300M8ZYFG0OCMTT87
2043-05-15
3.000000
1000.00
228.68
Agency Mortgage-Backed Securities
GNMI SF AL5912 X
549300M8ZYFG0OCMTT87
2045-03-15
3.500000
1000.00
180.49
Agency Mortgage-Backed Securities
GNII SF AL9364 C
549300M8ZYFG0OCMTT87
2045-03-20
3.500000
1000.00
190.09
Agency Mortgage-Backed Securities
GNMI SF AZ8596 X
549300M8ZYFG0OCMTT87
2047-04-15
4.500000
123900.00
51367.22
Agency Mortgage-Backed Securities
03.000 FGPC G61592 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
3.000000
1100.00
388.81
Agency Mortgage-Backed Securities
05.000 FGPC G61886 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
5.000000
1000.00
175.72
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA3637
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
4200.00
908.10
Agency Mortgage-Backed Securities
FEPC 04.000 CLQA5808
S6XOOCT0IEG5ABCC6L87
2049-12-01
4.000000
1000.00
253.03
Agency Mortgage-Backed Securities
FEPC 05.000 CLQA6688
S6XOOCT0IEG5ABCC6L87
2050-02-01
5.000000
1000.00
234.75
Agency Mortgage-Backed Securities
FEPC 04.500 CLQA6699
S6XOOCT0IEG5ABCC6L87
2050-01-01
4.500000
60500.00
24828.62
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB2296
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.000000
22000.00
14299.85
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC1075
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
49900.00
35564.79
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC3060
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.500000
86100.00
56337.03
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC3427
S6XOOCT0IEG5ABCC6L87
2051-06-01
3.000000
62800.00
42957.79
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC3697
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.000000
183800.00
132434.47
Agency Mortgage-Backed Securities
FEPC 03.500 CLQE0669
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.500000
76900.00
69327.98
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN4188
S6XOOCT0IEG5ABCC6L87
2035-11-01
2.500000
1000.00
649.66
Agency Mortgage-Backed Securities
FEPC 02.500 CIQN4994
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.500000
1100.00
718.34
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA1388
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
30000.00
8861.99
Agency Mortgage-Backed Securities
FEPC 01.500 CLRA4210
S6XOOCT0IEG5ABCC6L87
2050-12-01
1.500000
1100.00
741.01
Agency Mortgage-Backed Securities
GNII AP 784449 M
549300M8ZYFG0OCMTT87
2044-09-20
4.500000
1000.00
210.79
Agency Mortgage-Backed Securities
GNMI SP 784605 X
549300M8ZYFG0OCMTT87
2042-01-15
4.500000
5900.00
2198.13
Agency Mortgage-Backed Securities
GNII SP 785618 C
549300M8ZYFG0OCMTT87
2051-09-20
2.500000
7168.00
5314.46
Agency Mortgage-Backed Securities
GNMI SF 757374 X
549300M8ZYFG0OCMTT87
2046-06-15
3.000000
12500.00
7722.04
Agency Mortgage-Backed Securities
GNMI SF 691665 X
549300M8ZYFG0OCMTT87
2039-07-15
4.000000
12300.00
4496.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4109
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
44900.00
17701.83
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5161
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1000.00
613.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6328
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
24700.00
15645.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6835
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
45100.00
17669.79
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7742
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
3000.00
1920.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0202
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
37000.00
21951.03
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1620
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
1095800.00
828261.34
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1943
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
3243900.00
2057904.72
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1676
B1V7KEBTPIMZEU4LTD58
2049-10-01
3.000000
1000.00
142.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM1716
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
1000.00
162.10
Agency Mortgage-Backed Securities
FNMS 06.500 CLFM1138
B1V7KEBTPIMZEU4LTD58
2037-08-01
6.500000
52000.00
22305.03
Agency Mortgage-Backed Securities
FNMS 04.500 CIFM1381
B1V7KEBTPIMZEU4LTD58
2034-08-01
4.500000
18900.00
5224.84
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM1454
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.500000
15000.00
4690.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1911
B1V7KEBTPIMZEU4LTD58
2048-07-01
3.500000
24000.00
5993.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM2326
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
60400.00
19867.13
Agency Mortgage-Backed Securities
FNMS 04.500 CLFM2852
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
59000.00
25167.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM3152
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.000000
24900.00
11007.44
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM3387
B1V7KEBTPIMZEU4LTD58
2035-03-01
3.500000
11000.00
3144.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4754
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
1200.00
547.02
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5173
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1100.00
711.82
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM5768
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
8000.00
4300.38
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA4986
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
48800.00
32764.30
Agency Mortgage-Backed Securities
FEPC 03.500 CIRC2262
S6XOOCT0IEG5ABCC6L87
2036-08-01
3.500000
54500.00
30678.79
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA5279
S6XOOCT0IEG5ABCC6L87
2049-12-01
3.500000
1000.00
279.05
Agency Mortgage-Backed Securities
FNMS 06.200 CL616784
B1V7KEBTPIMZEU4LTD58
2031-09-01
6.200000
1000.00
168.04
Agency Mortgage-Backed Securities
FNMS 05.000 CKAH3480
B1V7KEBTPIMZEU4LTD58
2040-12-01
5.000000
1000.00
163.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLAI3082
B1V7KEBTPIMZEU4LTD58
2041-04-01
3.500000
1000.00
214.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6051
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1000.00
275.83
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN3284
B1V7KEBTPIMZEU4LTD58
2026-10-01
2.470000
11081.00
10247.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO2881
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
1000.00
173.03
Agency Mortgage-Backed Securities
FNMS 03.500 CRAO8169
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
1000.00
171.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLAR6377
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
86800.00
24292.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS2700
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
1000.00
151.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8492
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
1000.00
370.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9463
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
106900.00
28880.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU4779
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.500000
1000.00
241.14
Agency Mortgage-Backed Securities
FNMS 03.275 CLAV0151
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.275000
123000.00
45730.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX5302
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.000000
2000.00
284.18
Agency Mortgage-Backed Securities
FNMS 06.500 CL735209
B1V7KEBTPIMZEU4LTD58
2033-06-01
6.500000
1000.00
12.39
Agency Mortgage-Backed Securities
FNMS 05.860 CA816198
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.860000
1000.00
154.21
Agency Mortgage-Backed Securities
FNMS 07.000 CL848275
B1V7KEBTPIMZEU4LTD58
2036-02-01
7.000000
1000.00
156.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC1105
B1V7KEBTPIMZEU4LTD58
2046-02-01
3.500000
1000.00
167.51
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC2777
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
1000.00
201.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC8451
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
71900.00
24355.35
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE1534
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
39900.00
20553.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE2103
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
30000.00
13125.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLBE3222
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
52500.00
14642.77
Agency Mortgage-Backed Securities
FNMS 04.500 U3BF0047
B1V7KEBTPIMZEU4LTD58
2039-01-01
4.500000
1000.00
239.59
Agency Mortgage-Backed Securities
FNMS 03.500 U4BF0315
B1V7KEBTPIMZEU4LTD58
2055-09-01
3.500000
1000.00
376.03
Agency Mortgage-Backed Securities
FNMS 03.000 I3BF0501
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
2900.00
1564.29
Agency Mortgage-Backed Securities
FNMS 02.500 I4BF0546
B1V7KEBTPIMZEU4LTD58
2061-07-01
2.500000
1200.00
901.18
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH0158
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.500000
1000.00
187.40
Agency Mortgage-Backed Securities
FNMS 04.000 CIBK7641
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
20000.00
7945.93
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3358
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
25300.00
9518.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5968
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
1000.00
245.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0525
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1000.00
214.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3093
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1000.00
172.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN4035
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
1034.00
454.65
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO1040
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1000.00
220.46
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO3356
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
36200.00
13839.63
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO4402
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.000000
46100.00
25075.83
Agency Mortgage-Backed Securities
FNMS 05.500 CLBO3746
B1V7KEBTPIMZEU4LTD58
2049-08-01
5.500000
1100.00
589.96
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5168
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
2000.00
476.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8296
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
60400.00
18819.42
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8619
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
38900.00
11225.00
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR2667
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
75000.00
46511.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBV1928
B1V7KEBTPIMZEU4LTD58
2052-02-01
3.500000
254725.00
204954.39
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW1658
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1993400.00
1863391.50
Agency Mortgage-Backed Securities
FNMS 02.500 CIBW1804
B1V7KEBTPIMZEU4LTD58
2037-07-01
2.500000
55400.00
48167.20
Agency Mortgage-Backed Securities
03.000 FGPC G30642 G
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
1000.00
209.99
Agency Mortgage-Backed Securities
03.500 FGPC G15815 G
S6XOOCT0IEG5ABCC6L87
2031-04-01
3.500000
1000.00
234.32
Agency Mortgage-Backed Securities
03.500 FGPC G16292 G
S6XOOCT0IEG5ABCC6L87
2032-04-01
3.500000
13900.00
4211.86
Agency Mortgage-Backed Securities
04.000 FGPC J28988 G
S6XOOCT0IEG5ABCC6L87
2029-08-01
4.000000
2000.00
330.39
Agency Mortgage-Backed Securities
03.000 FGPC J32181 G
S6XOOCT0IEG5ABCC6L87
2030-07-01
3.000000
1900.00
478.32
Agency Mortgage-Backed Securities
04.000 FGPC J37001 G
S6XOOCT0IEG5ABCC6L87
2032-05-01
4.000000
1000.00
335.59
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK7380
S6XOOCT0IEG5ABCC6L87
2030-05-01
2.500000
1000.00
195.48
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK7590
S6XOOCT0IEG5ABCC6L87
2029-01-01
3.000000
1000.00
157.83
Agency Mortgage-Backed Securities
FEPC 03.000 CLZL6863
S6XOOCT0IEG5ABCC6L87
2043-08-01
3.000000
1000.00
251.73
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8294
S6XOOCT0IEG5ABCC6L87
2044-07-01
3.500000
42500.00
11645.00
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM5215
S6XOOCT0IEG5ABCC6L87
2047-12-01
3.500000
1000.00
232.17
Agency Mortgage-Backed Securities
FEPC 03.000 3VZN0651
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.000000
2000.00
469.25
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS4127
S6XOOCT0IEG5ABCC6L87
2044-07-01
4.500000
1000.00
163.03
Agency Mortgage-Backed Securities
FEPC 02.500 CIZS7744
S6XOOCT0IEG5ABCC6L87
2031-04-01
2.500000
9900.00
2754.55
Agency Mortgage-Backed Securities
FEPC 03.500 CISB0019
S6XOOCT0IEG5ABCC6L87
2034-06-01
3.500000
1000.00
203.49
Agency Mortgage-Backed Securities
FEPC 04.000 CISB0257
S6XOOCT0IEG5ABCC6L87
2033-11-01
4.000000
1000.00
205.67
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8085
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.500000
3000.00
1459.19
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD0492
S6XOOCT0IEG5ABCC6L87
2048-08-01
4.000000
42900.00
23627.60
Agency Mortgage-Backed Securities
03.000 FGPC U80204 G
S6XOOCT0IEG5ABCC6L87
2033-02-01
3.000000
1000.00
181.40
Agency Mortgage-Backed Securities
03.000 FGPC V61194 G
S6XOOCT0IEG5ABCC6L87
2028-06-01
3.000000
2300.00
622.32
Agency Mortgage-Backed Securities
03.000 FGPC V61458 G
S6XOOCT0IEG5ABCC6L87
2028-08-01
3.000000
1000.00
273.05
Agency Mortgage-Backed Securities
FNMS 03.000 CNCA2568
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.000000
1000.00
197.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2602
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
2005.00
815.43
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA2073
B1V7KEBTPIMZEU4LTD58
2038-07-01
4.000000
1047.00
322.53
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
11000000.00
11000000.00
0.0020
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 4.550000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0VZ7N5
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
2023-04-30
4.841730
8128900.00
8160045.40
U.S. Treasuries (including strips)
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
8000000.00
8000000.00
0.0014
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 4.670000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0VZ7R6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BLUELINX HLDGS INC COM NEW
549300YSX7GU28F5I540
2500-12-31
N/A
1200.00
99924.00
Equities
BRISTOL-MYERS SQUIBB CO COM
HLYYNH7UQUORYSJQCN42
2500-12-31
N/A
1428.00
99945.72
Equities
THE CIGNA GROUP COM
549300VIWYMSIGT1U456
2500-12-31
N/A
337.00
99873.32
Equities
LOCKHEED MARTIN CORP COM
DPRBOZP0K5RM2YE8UU08
2500-12-31
N/A
208.00
99733.92
Equities
PPL CORP COM
9N3UAJSNOUXFKQLF3V18
2500-12-31
N/A
3629.00
99978.95
Equities
EMBRACE CHANGE ACQUISITN CORP ORDINARY SHARES
2500-12-31
N/A
9661.00
99991.35
Equities
HAINAN MANASLU ACQUISTN CORP ORDINARY SHARES
2500-12-31
N/A
9718.00
99998.22
Equities
ARAMARK COM
549300MR6PG2DWZUIL39
2500-12-31
N/A
2701.00
99991.02
Equities
BALL CORP COM
0BGI85ALH27ZJP15DY16
2500-12-31
N/A
1782.00
99970.20
Equities
BAUSCH HEALTH COS INC COM
B3BS7ACMDUWISF18KY76
2500-12-31
N/A
10718.00
99998.94
Equities
FEDEX CORP COM
549300E707U7WNPZN687
2500-12-31
N/A
490.00
99989.40
Equities
GENESIS UNICORN CAPITAL CORP CLASS A COM
2500-12-31
N/A
9514.00
99992.14
Equities
KHOSLA VENTURES ACQUT CO III COM CL A
2500-12-31
N/A
9920.00
99993.60
Equities
LOGISTICS INNOVTN TECHNLGS CRP CLASS A COM
2500-12-31
N/A
9910.00
99991.90
Equities
LL FLOORING HOLDINGS INC COM
2500-12-31
N/A
15352.00
79062.80
Equities
PHILLIPS 66 COM
5493005JBO5YSIGK1814
2500-12-31
N/A
964.00
99918.60
Equities
UNITI GROUP INC COM
549300V3NU625PJUVA84
2500-12-31
N/A
17152.00
99996.16
Equities
ALPHA STAR ACQUISITION CORP ORDINARY SHARES
2500-12-31
N/A
9633.00
99990.54
Equities
A SPAC II ACQUISITION CORP ORD SHS CL A
2500-12-31
N/A
9675.00
99991.12
Equities
BLUE WORLD ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
7759.00
80460.83
Equities
PROJECT ENERGY REIMAGINED ACQU CLASS A ORD
2500-12-31
N/A
121.00
1225.73
Equities
SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
9813.00
99994.47
Equities
CORAZON CAPITAL V838 MONOCERO CLASS A ORD SHS
2500-12-31
N/A
9803.00
99990.60
Equities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0467
2000000.00
2000000.00
0.0004
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 4.560000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0VZ7T2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.000 CLZT0303
S6XOOCT0IEG5ABCC6L87
2048-01-01
5.000000
500000.00
74146.43
Agency Mortgage-Backed Securities
FEPC 07.000 4UZL1058
S6XOOCT0IEG5ABCC6L87
2035-01-01
7.000000
1384664.00
56572.28
Agency Mortgage-Backed Securities
FEPC 05.000 CLZN5345
S6XOOCT0IEG5ABCC6L87
2035-10-01
5.000000
670024.00
116170.51
Agency Mortgage-Backed Securities
FEPC 06.000 CISB8221
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
5670552.00
5693705.40
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7530
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.500000
1963000.00
1208642.85
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8219
S6XOOCT0IEG5ABCC6L87
2052-06-01
2.500000
257953.00
212742.18
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC5877
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
18829761.00
14674068.37
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC5880
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
2366087.00
1886981.89
Agency Mortgage-Backed Securities
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0456
23000000.00
23000000.00
0.0041
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 4.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0VZ7U9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-06-15
0.00
2899300.00
2858924.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-13
0.00
1505700.00
1497387.03
U.S. Treasuries (including strips)
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0455
4270299.00
4270299.00
0.0008
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 4.570000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1FBVX4
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
18000000.00
18000000.00
0.0032
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 4.590000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1FBW13
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0459
14000000.00
14000000.00
0.0025
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.570000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1FBWF2
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
34000000.00
34000000.00
0.0061
N
Y
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 4.570000%
5493006QMFDDMYWIAM13
0000891478
ATD1FBWJ4
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
56000000.00
56000000.00
0.0100
N
Y
Y
N
DBS BANK LTD
DBS BANK LTD 4.570000%
ATUEL7OJR5057F2PV266
0001501323
ATD1FBWK1
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
1000000.00
1000000.00
0.0002
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.560000%
0000917311
ATD1FCX93
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0456
39000000.00
39000000.00
0.0070
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.570000%
RB0PEZSDGCO3JS6CEU02
0001512734
ATD1FCXF9
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0457
28000000.00
28000000.00
0.0050
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.570000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1FCXG7
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0457
68000000.00
68000000.00
0.0122
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 4.590000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1FCXJ1
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0459
21000000.00
21000000.00
0.0038
N
N
Y
N
ING BANK NV
ING BANK NV 4.570000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1FCXO0
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0457
66000000.00
66000000.00
0.0118
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.580000%
ZUHK7JXNDU6FLQ1O6482
ATD1FCXU6
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0458
14000000.00
14000000.00
0.0025
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 4.570000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1FCXV4
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0457
14000000.00
14000000.00
0.0025
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 4.570000%
ATUEL7OJR5057F2PV266
0001501323
ATD1FCXX0
Non-Negotiable Time Deposit
Y
2023-03-02
2023-03-02
2023-03-02
N
N
N
0.0457
6000000.00
6000000.00
0.0011
N
N
Y
N
ERSTE GROUP BANK AG (NEW YORK BRANCH)
ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.580000%
ATD1FE483
Non-Negotiable Time Deposit
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0458
21000000.00
21000000.00
0.0038
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 4.570000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1FE4F7
Non-Negotiable Time Deposit
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0457
11000000.00
11000000.00
0.0020
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.570000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1FE4H3
Non-Negotiable Time Deposit
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0457
28000000.00
28000000.00
0.0050
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 4.570000%
ATUEL7OJR5057F2PV266
0001501323
ATD1FE4P5
Non-Negotiable Time Deposit
Y
2023-03-03
2023-03-03
2023-03-03
N
N
N
0.0457
11000000.00
11000000.00
0.0020
N
N
Y
N
ERSTE GROUP BANK AG (NEW YORK BRANCH)
ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.580000%
ATD1FF7V6
Non-Negotiable Time Deposit
Y
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0458
7000000.00
7000000.00
0.0013
N
N
Y
N
ING BANK NV
ING BANK NV 4.570000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1FF8D5
Non-Negotiable Time Deposit
Y
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0457
67000000.00
67000000.00
0.0120
N
N
Y
N
NRW BANK
NRW BANK 4.560000%
52990002O5KK6XOGJ020
0001448613
ATD1FF8G8
Non-Negotiable Time Deposit
Y
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0456
28000000.00
28000000.00
0.0050
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 4.570000%
ATUEL7OJR5057F2PV266
0001501323
ATD1FF8H6
Non-Negotiable Time Deposit
Y
2023-03-06
2023-03-06
2023-03-06
N
N
N
0.0457
11000000.00
11000000.00
0.0020
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 4.570000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD1FGCB2
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
14000000.00
14000000.00
0.0025
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 4.560000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1FGCF3
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0456
2000000.00
2000000.00
0.0004
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.580000%
ZUHK7JXNDU6FLQ1O6482
ATD1FGCG1
Non-Negotiable Time Deposit
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0458
14000000.00
14000000.00
0.0025
N
N
Y
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 4.570000%
PT3QB789TSUIDF371261
0000947263
ATD1FGCH9
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
3000000.00
3000000.00
0.0005
N
Y
Y
N
ING BANK NV
ING BANK NV 4.570000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1FGCJ5
Non-Negotiable Time Deposit
Y
2023-03-07
2023-03-07
2023-03-07
N
N
N
0.0457
6000000.00
6000000.00
0.0011
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 4.570000%
RB0PEZSDGCO3JS6CEU02
0001512734
ATD1FGCR7
Non-Negotiable Time Deposit
Y
2023-03-01
2023-03-01
2023-03-01
N
N
N
0.0457
7000000.00
7000000.00
0.0013
N
Y
Y
N
The Charles Schwab Family of Funds
2023-03-07
Dana Smith
Dana Smith
CFO