0001145549-24-021672.txt : 20240405
0001145549-24-021672.hdr.sgml : 20240405
20240405142446
ACCESSION NUMBER: 0001145549-24-021672
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240405
DATE AS OF CHANGE: 20240405
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
ORGANIZATION NAME:
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: 24826105
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
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XXXXXXXX
2024-03-31
0000857156
549300I77JNLD629OV19
S000052458
1
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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
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N
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Prime
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Credit Agricole Corporate and Investment Bank SA
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Financial Company Commercial Paper
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2024-04-05
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Financial Company Commercial Paper
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2024-04-12
2024-04-12
2024-04-12
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BPCE SA
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Financial Company Commercial Paper
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2024-04-18
2024-04-18
2024-04-18
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0.0532
11962794.96
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0.0020
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BPCE SA
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05571BE25
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Financial Company Commercial Paper
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0531
6963851.16
6963851.16
0.0012
N
N
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BPCE SA
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Financial Company Commercial Paper
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2024-05-06
2024-05-06
2024-05-06
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BPCE SA
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Financial Company Commercial Paper
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2024-05-08
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2024-05-08
N
N
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0.0532
3975765.96
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0.0007
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BPCE SA
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Financial Company Commercial Paper
Y
2024-05-13
2024-05-13
2024-05-13
N
N
N
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993194.13
993194.13
0.0002
N
N
N
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BNP PARIBAS (NEW YORK BRANCH)
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2024-05-06
2024-05-06
2024-05-06
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29012632.69
29012632.69
0.0048
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N
N
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BNP PARIBAS (NEW YORK BRANCH)
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05593D2A0
R0MUWSFPU8MPRO8K5P83
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Certificate of Deposit
Y
2024-05-10
2024-05-10
2024-05-10
N
N
N
0.0534
1000349.95
1000349.95
0.0002
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 5.700000%
05593D2D4
R0MUWSFPU8MPRO8K5P83
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Certificate of Deposit
Y
2024-05-14
2024-05-14
2024-05-14
N
N
N
0.0534
19005972.46
19005972.46
0.0032
N
N
N
N
BANK OF AMERICA NA
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06050FGL0
B4TYDEB6GKMZO031MB27
US06050FGL04
0001102113
Other Instrument
Bank Note
Y
2024-04-01
2024-08-05
2024-08-05
N
N
N
0.0552
4005861.92
4005861.92
0.0007
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 6.000000%
06051WBR4
B4TYDEB6GKMZO031MB27
US06051WBR43
0001102113
Certificate of Deposit
Y
2024-08-16
2024-08-16
2024-08-16
N
N
N
0.0541
1001492.22
1001492.22
0.0002
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.750000%
06051WFG4
B4TYDEB6GKMZO031MB27
US06051WFG42
0001102113
Certificate of Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0539
10002518.40
10002518.40
0.0017
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.800000%
06051WFQ2
B4TYDEB6GKMZO031MB27
US06051WFQ24
0001102113
Certificate of Deposit
Y
2024-08-09
2024-08-09
2024-08-09
N
N
N
0.0540
25025052.75
25025052.75
0.0042
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.720000%
06051WGB4
B4TYDEB6GKMZO031MB27
US06051WGB46
0001102113
Certificate of Deposit
Y
2024-07-22
2024-07-22
2024-07-22
N
N
N
0.0540
5003298.10
5003298.10
0.0008
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.330000%
06051WKG8
B4TYDEB6GKMZO031MB27
US06051WKG86
0001102113
Certificate of Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0531
10000040.00
10000040.00
0.0017
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.900000%
06052T6E5
B4TYDEB6GKMZO031MB27
US06052T6E53
0001102113
Certificate of Deposit
Y
2024-04-17
2024-04-17
2024-04-17
N
N
N
0.0535
23004124.82
23004124.82
0.0038
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.870000%
06054CDG7
549300HN4UKV1E2R3U73
US06054CDG78
0001675365
Financial Company Commercial Paper
Y
2024-04-01
2024-04-22
2024-04-22
N
N
N
0.0543
10002960.10
10002960.10
0.0017
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.850000%
06054CDH5
549300HN4UKV1E2R3U73
US06054CDH51
0001675365
Financial Company Commercial Paper
Y
2024-04-01
2024-05-13
2024-05-13
N
N
N
0.0545
20010095.80
20010095.80
0.0033
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.000000%
06054NDK4
549300HN4UKV1E2R3U73
US06054NDK46
0001675365
Financial Company Commercial Paper
Y
2024-04-19
2024-04-19
2024-04-19
N
N
N
0.0539
4983537.00
4983537.00
0.0008
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.000000%
06054NDW8
549300HN4UKV1E2R3U73
US06054NDW83
0001675365
Financial Company Commercial Paper
Y
2024-04-30
2024-04-30
2024-04-30
N
N
N
0.0540
10945600.38
10945600.38
0.0018
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 5.750000%
06367DE76
NQQ6HPCNCCU6TUTQYE16
US06367DE763
Certificate of Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0535
3000894.36
3000894.36
0.0005
N
N
N
N
BANK OF MONTREAL
BANK OF MONTREAL 0.000000%
06369LDB8
NQQ6HPCNCCU6TUTQYE16
US06369LDB80
0000009622
Financial Company Commercial Paper
Y
2024-04-11
2024-04-11
2024-04-11
N
N
N
0.0531
4989679.60
4989679.60
0.0008
N
N
N
N
BANK OF MONTREAL
BANK OF MONTREAL 0.000000%
06369LE92
NQQ6HPCNCCU6TUTQYE16
US06369LE929
0000009622
Financial Company Commercial Paper
Y
2024-05-09
2024-05-09
2024-05-09
N
N
N
0.0533
15900525.28
15900525.28
0.0026
N
N
N
N
BANK OF MONTREAL
BANK OF MONTREAL 0.000000%
06369LFC4
NQQ6HPCNCCU6TUTQYE16
US06369LFC46
0000009622
Financial Company Commercial Paper
Y
2024-06-12
2024-06-12
2024-06-12
N
N
N
0.0533
5932482.42
5932482.42
0.0010
N
N
N
N
BANK OF MONTREAL
BANK OF MONTREAL 5.430000%
06373LCD9
NQQ6HPCNCCU6TUTQYE16
US06373LCD91
0000009622
Financial Company Commercial Paper
Y
2024-04-01
2024-04-24
2024-04-24
N
N
N
0.0542
72000565.92
72000565.92
0.0120
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JDC3
L3I9ZG2KFGXZ61BMYR72
US06417JDC36
0001041839
Financial Company Commercial Paper
Y
2024-04-12
2024-04-12
2024-04-12
N
N
N
0.0530
22949208.41
22949208.41
0.0038
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 6.050000%
06417M3J2
L3I9ZG2KFGXZ61BMYR72
US06417M3J28
Certificate of Deposit
Y
2024-06-28
2024-06-28
2024-06-28
N
N
N
0.0543
5004643.35
5004643.35
0.0008
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 5.820000%
06417M3U7
L3I9ZG2KFGXZ61BMYR72
US06417M3U72
Certificate of Deposit
Y
2024-04-01
2024-05-01
2024-05-01
N
N
N
0.0541
15005048.70
15005048.70
0.0025
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.930000%
06417M5K7
L3I9ZG2KFGXZ61BMYR72
US06417M5K72
Certificate of Deposit
Y
2024-07-19
2024-07-19
2024-07-19
N
N
N
0.0540
10011801.10
10011801.10
0.0017
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.640000%
06742T7H3
G5GSEF7VJP5I7OUK5573
US06742T7H30
Certificate of Deposit
Y
2024-04-01
2024-06-20
2024-06-20
N
N
N
0.0542
5002612.95
5002612.95
0.0008
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.570000%
06742T7J9
G5GSEF7VJP5I7OUK5573
US06742T7J95
Certificate of Deposit
Y
2024-06-20
2024-06-20
2024-06-20
N
N
N
0.0544
5000563.10
5000563.10
0.0008
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QD23
213800UUGANOMFJ9X769
US06744QD239
Financial Company Commercial Paper
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0530
6994843.03
6994843.03
0.0012
N
N
Y
N
BARCLAYS BANK UK PLC
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06744QD31
213800UUGANOMFJ9X769
US06744QD312
Financial Company Commercial Paper
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0531
19982292.80
19982292.80
0.0033
N
N
Y
N
BARCLAYS BANK UK PLC
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06744QD49
213800UUGANOMFJ9X769
US06744QD494
Financial Company Commercial Paper
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0000
8990622.00
8990622.00
0.0015
N
N
Y
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.430000%
06745GAQ4
G5GSEF7VJP5I7OUK5573
US06745GAQ47
Certificate of Deposit
Y
2024-04-23
2024-04-23
2024-04-23
N
N
N
0.0538
11000015.07
11000015.07
0.0018
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.430000%
06745GAS0
G5GSEF7VJP5I7OUK5573
US06745GAS03
Certificate of Deposit
Y
2024-04-26
2024-04-26
2024-04-26
N
N
N
0.0538
2499993.70
2499993.70
0.0004
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LD20
549300DJ6F1V4GISFC11
US07274LD203
Financial Company Commercial Paper
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0531
17986717.80
17986717.80
0.0030
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LD38
549300DJ6F1V4GISFC11
US07274LD385
Financial Company Commercial Paper
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0532
5994683.58
5994683.58
0.0010
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 5.330000%
0727MC3H8
549300DJ6F1V4GISFC11
US0727MC3H86
Certificate of Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0533
5000001.40
5000001.40
0.0008
N
N
Y
N
BEDFORD ROW FUNDING CORP
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07644AD19
5493000JWH1Z48FX0180
US07644AD192
Asset Backed Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
Y
Royal Bank of Canada
1.0000
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0.0531
19988198.40
19988198.40
0.0033
N
Y
Y
N
BEDFORD ROW FUNDING CORP
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07644AEL4
5493000JWH1Z48FX0180
US07644AEL44
Asset Backed Commercial Paper
Y
2024-05-20
2024-05-20
2024-05-20
N
Y
Royal Bank of Canada
1.0000
N
0.0536
2976307.53
2976307.53
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 5.810000%
07644DN46
5493000JWH1Z48FX0180
US07644DN468
Asset Backed Commercial Paper
Y
2024-04-01
2024-05-02
2024-05-02
N
Y
Royal Bank of Canada
1.0000
N
0.0544
3001067.43
3001067.43
0.0005
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 0.000000%
09660ED16
R0MUWSFPU8MPRO8K5P83
0000872786
Financial Company Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0529
21987060.26
21987060.26
0.0036
N
Y
Y
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 5.530000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0553
1000000.00
1000000.00
0.0002
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2DK7
8O46YQAGJ63WE5QHIG35
US1247P2DK75
Asset Backed Commercial Paper
Y
2024-04-19
2024-04-19
2024-04-19
N
Y
Citibank NA
1.0000
N
0.0535
1993460.16
1993460.16
0.0003
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2EQ3
8O46YQAGJ63WE5QHIG35
US1247P2EQ37
Asset Backed Commercial Paper
Y
2024-05-24
2024-05-24
2024-05-24
N
Y
Citibank NA
1.0000
N
0.0536
24787952.00
24787952.00
0.0041
N
N
N
N
CRC FUNDING LLC
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12619TD19
549300HKCCNTZDBBEN75
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Asset Backed Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
Y
Citibank NA
1.0000
N
0.0532
999408.81
999408.81
0.0002
N
Y
Y
N
CABOT TRAIL FUNDING LLC
CABOT TRAIL FUNDING LLC 0.000000%
12710GFA3
25490002FPRX2W8W9V23
US12710GFA31
Asset Backed Commercial Paper
Y
2024-06-10
2024-06-10
2024-06-10
N
Y
TORONTO-DOMINION BANK/THE
1.0000
N
0.0540
27689142.32
27689142.32
0.0046
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AEE0
969500Q2PFTTP0Y5QL44
US12800AEE01
0001056947
Financial Company Commercial Paper
Y
2024-05-14
2024-05-14
2024-05-14
N
N
N
0.0529
49655007.00
49655007.00
0.0082
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.610000%
13606KL20
549300H8L46OOZOFHU82
US13606KL203
0000800030
Certificate of Deposit
Y
2024-06-03
2024-06-03
2024-06-03
N
N
N
0.0537
30008090.10
30008090.10
0.0050
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608AD45
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0531
4994837.50
4994837.50
0.0008
N
N
Y
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 5.450000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0545
4000000.00
4000000.00
0.0007
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TDV8
549300EEWRNP448AMT79
US15963TDV89
Asset Backed Commercial Paper
Y
2024-04-29
2024-04-29
2024-04-29
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0537
3980924.44
3980924.44
0.0007
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TDW6
549300EEWRNP448AMT79
US15963TDW62
Asset Backed Commercial Paper
Y
2024-04-30
2024-04-30
2024-04-30
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0537
49754104.00
49754104.00
0.0083
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 5.620000%
15963WAV4
549300EEWRNP448AMT79
US15963WAV46
Asset Backed Commercial Paper
Y
2024-04-01
2024-08-08
2024-08-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0550
5000762.65
5000762.65
0.0008
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 5.550000%
15963WB43
549300EEWRNP448AMT79
US15963WB434
Asset Backed Commercial Paper
Y
2024-04-01
2024-08-28
2024-08-28
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0551
16000720.16
16000720.16
0.0027
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VEQ8
5493000FNFK79LCM6M65
US16115VEQ86
Asset Backed Commercial Paper
Y
2024-05-24
2024-05-24
2024-05-24
N
Y
Citibank NA
1.0000
N
0.0537
24787635.50
24787635.50
0.0041
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VEW5
5493000FNFK79LCM6M65
US16115VEW54
Asset Backed Commercial Paper
Y
2024-05-30
2024-05-30
2024-05-30
N
Y
Citibank NA
1.0000
N
0.0536
3962452.00
3962452.00
0.0007
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AD53
MBNUM2BPBDO7JBLYG310
US17327AD531
0000315030
Financial Company Commercial Paper
Y
2024-04-05
2024-04-05
2024-04-05
N
N
N
0.0533
22972778.81
22972778.81
0.0038
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AF69
MBNUM2BPBDO7JBLYG310
US17327AF692
0000315030
Financial Company Commercial Paper
Y
2024-06-06
2024-06-06
2024-06-06
N
N
N
0.0540
12863542.12
12863542.12
0.0021
N
N
N
N
CITIBANK NA
CITIBANK NA 5.820000%
17330QEQ6
E57ODZWZ7FF32TWEFA76
US17330QEQ64
0000036684
Certificate of Deposit
Y
2024-04-01
2024-05-09
2024-05-09
N
N
N
0.0542
20009445.40
20009445.40
0.0033
N
N
N
N
Colorado Housing & Finance Auth
S/F MORTGAGE CLASS II RB SERIES 2023F2 5.350000%
1964802P1
5493005GIROYQAWBMC18
US1964802P13
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2043-05-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0535
590000.00
590000.00
0.0001
N
N
Y
N
Colorado Housing & Finance Auth
S/F MORTGAGE BONDS CLASS II SERIES 2023A2 5.350000%
196480T72
5493005GIROYQAWBMC18
US196480T724
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2043-05-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0535
10000000.00
10000000.00
0.0017
N
N
Y
N
Colorado Housing & Finance Auth
S/F MORTGAGE CLASS I BONDS SERIES 2023N2 5.350000%
19648GAY8
5493005GIROYQAWBMC18
US19648GAY89
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2046-11-01
Y
Royal Bank of Canada
1.0000
7
Y
N
N
0.0535
1000000.00
1000000.00
0.0002
N
N
Y
N
Connecticut Development Auth
RB (BRADLEY AIRPORT HOTEL) SERIES 2006B 5.630000%
207565AB8
US207565AB88
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2028-12-01
Y
TD Bank NA
1.0000
7
N
N
N
0.0563
3590000.00
3590000.00
0.0006
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.870000%
21684XJ80
DG3RU1DBUFHT4ZF9WN62
US21684XJ801
0001098062
Certificate of Deposit
Y
2024-06-20
2024-06-20
2024-06-20
N
N
N
0.0539
2001428.32
2001428.32
0.0003
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.700000%
21684XM37
DG3RU1DBUFHT4ZF9WN62
US21684XM375
0001098062
Certificate of Deposit
Y
2024-07-22
2024-07-22
2024-07-22
N
N
N
0.0540
5003076.90
5003076.90
0.0008
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.670000%
21684XM45
DG3RU1DBUFHT4ZF9WN62
US21684XM458
0001098062
Certificate of Deposit
Y
2024-05-22
2024-05-22
2024-05-22
N
N
N
0.0534
20006713.40
20006713.40
0.0033
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.000000%
22533TD11
254900BN8XS34XZDJ223
US22533TD115
0001330437
Financial Company Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0529
9994118.30
9994118.30
0.0017
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.320000%
22536DT24
254900BN8XS34XZDJ223
US22536DT241
0001330437
Certificate of Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0531
1000002.00
1000002.00
0.0002
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.360000%
22536DUX4
254900BN8XS34XZDJ223
US22536DUX47
0001330437
Certificate of Deposit
Y
2024-05-10
2024-05-10
2024-05-10
N
N
N
0.0531
15000053.40
15000053.40
0.0025
N
N
N
N
CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)
CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 0.000000%
22536LD56
US22536LD560
Financial Company Commercial Paper
Y
2024-04-05
2024-04-05
2024-04-05
N
N
N
0.0532
998818.89
998818.89
0.0002
N
N
Y
N
CYNTHIA REESE ISSUING TRUST
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 5.450000%
23257MAA1
US23257MAA18
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2073-08-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
1000000.00
1000000.00
0.0002
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DF34
ATUEL7OJR5057F2PV266
US23305DF348
0001501323
Financial Company Commercial Paper
Y
2024-06-03
2024-06-03
2024-06-03
N
N
N
0.0530
49506774.50
49506774.50
0.0082
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0DJ8
549300GKFG0RYRRQ1414
US2332K0DJ88
0001498632
Financial Company Commercial Paper
Y
2024-04-18
2024-04-18
2024-04-18
N
N
N
0.0528
6978440.00
6978440.00
0.0012
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FEN1
549300B2Q47IR0CR5B54
US31428FEN15
Financial Company Commercial Paper
Y
2024-05-22
2024-05-22
2024-05-22
N
N
N
0.0537
55540994.32
55540994.32
0.0092
N
N
N
N
FIORE CAPITAL
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2005A 5.450000%
31809DAA7
549300WF2XHMIERS7222
US31809DAA72
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2045-08-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0545
865000.00
865000.00
0.0001
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LDW3
549300Z2ZR7VTUMRPR17
US38346LDW37
Asset Backed Commercial Paper
Y
2024-04-30
2024-04-30
2024-04-30
N
Y
MUFG BANK LTD
1.0000
N
0.0537
22886845.75
22886845.75
0.0038
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LEH5
549300Z2ZR7VTUMRPR17
US38346LEH50
Asset Backed Commercial Paper
Y
2024-05-17
2024-05-17
2024-05-17
N
Y
MUFG BANK LTD
1.0000
N
0.0537
992539.35
992539.35
0.0002
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LF35
549300Z2ZR7VTUMRPR17
US38346LF355
Asset Backed Commercial Paper
Y
2024-06-03
2024-06-03
2024-06-03
N
Y
MUFG BANK LTD
1.0000
N
0.0536
16830331.16
16830331.16
0.0028
N
N
N
N
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
39014HD27
635400VTTJNS4TKPEZ96
US39014HD278
Asset Backed Commercial Paper
Y
2024-04-02
2024-04-02
2024-04-02
N
Y
Bank of Nova Scotia
1.0000
N
0.0533
1998519.64
1998519.64
0.0003
N
N
Y
N
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
39014HD35
635400VTTJNS4TKPEZ96
US39014HD351
Asset Backed Commercial Paper
Y
2024-04-03
2024-04-03
2024-04-03
N
Y
Bank of Nova Scotia
1.0000
N
0.0533
3996445.24
3996445.24
0.0007
N
N
Y
N
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
39014HD43
635400VTTJNS4TKPEZ96
Asset Backed Commercial Paper
Y
2024-04-04
2024-04-04
2024-04-04
N
Y
Bank of Nova Scotia
1.0000
N
0.0534
11987551.68
11987551.68
0.0020
N
N
Y
N
GREYSHOE ISSUING TRUST
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
39808XAA7
US39808XAA72
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2072-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
1000000.00
1000000.00
0.0002
N
N
Y
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 5.330000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0533
1000000.00
1000000.00
0.0002
N
N
Y
N
ILLINOIS HOUSING DEVELOPMENT AUTH
HOUSING BONDS SERIES 2017A2 5.340000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0534
1000000.00
1000000.00
0.0002
N
N
Y
N
ILLINOIS HOUSING DEVELOPMENT AUTH
TAXABLE RB SERIES 2023J 5.350000%
45203MQE4
54930053Z6M9JVHBQZ16
US45203MQE48
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2048-10-01
Y
Royal Bank of Canada
1.0000
7
Y
N
Y
ILLINOIS HSG DEV AUTH SFH
Corporate Underlier
1.0000
0.0535
500000.00
500000.00
0.0001
N
N
Y
N
J MACE MEEKS 2022 INSURANCE TRUST
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
46593GAA8
US46593GAA85
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2072-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
4970000.00
4970000.00
0.0008
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.930000%
46651VEB8
ZBUT11V806EZRVTWT807
US46651VEB80
0000782124
Financial Company Commercial Paper
Y
2024-07-11
2024-07-11
2024-07-11
N
N
N
0.0565
7002483.53
7002483.53
0.0012
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.930000%
46651VEC6
ZBUT11V806EZRVTWT807
US46651VEC63
0000782124
Financial Company Commercial Paper
Y
2024-07-15
2024-07-15
2024-07-15
N
N
N
0.0564
6002428.80
6002428.80
0.0010
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.550000%
46651VEU6
ZBUT11V806EZRVTWT807
US46651VEU61
0000782124
Financial Company Commercial Paper
Y
2024-07-15
2024-07-15
2024-07-15
N
N
N
0.0564
13992528.76
13992528.76
0.0023
N
N
N
N
JEFFERSON MENIFEE LLC
TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 5.450000%
474208AA3
US474208AA39
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2062-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
150000.00
150000.00
0.0000
N
N
Y
N
KEEP MEMORY ALIVE
TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 5.390000%
487437AA3
US487437AA34
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2037-05-01
Y
PNC Bank NA
1.0000
7
N
N
N
0.0539
950000.00
950000.00
0.0002
N
N
Y
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 5.500000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2040-01-01
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0550
950000.00
950000.00
0.0002
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YBC5
B81CK4ESI35472RHJ606
US51501YBC57
Certificate of Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0535
5999986.86
5999986.86
0.0010
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YBJ0
B81CK4ESI35472RHJ606
US51501YBJ01
Certificate of Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0535
4999988.50
4999988.50
0.0008
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YBM3
B81CK4ESI35472RHJ606
US51501YBM30
Certificate of Deposit
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0535
5999984.22
5999984.22
0.0010
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YBR2
B81CK4ESI35472RHJ606
US51501YBR27
Certificate of Deposit
Y
2024-04-05
2024-04-05
2024-04-05
N
N
N
0.0533
13000000.00
13000000.00
0.0022
N
N
Y
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 0.000000%
53127TF32
549300F33VRHM10B9391
US53127TF329
Asset Backed Commercial Paper
Y
2024-06-03
2024-06-03
2024-06-03
N
Y
Bank of Nova Scotia
1.0000
N
0.0534
11823386.80
11823386.80
0.0020
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QD23
969500DWS97CYSHCPT49
US53944QD237
Asset Backed Commercial Paper
Y
2024-04-02
2024-04-02
2024-04-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0532
2997782.43
2997782.43
0.0005
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QEA4
969500DWS97CYSHCPT49
US53944QEA40
Asset Backed Commercial Paper
Y
2024-05-10
2024-05-10
2024-05-10
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0540
54645578.35
54645578.35
0.0091
N
N
N
N
LONGSHIP FUNDING LLC
LONGSHIP FUNDING LLC 0.000000%
54316TD25
549300HYL7N00LBQMI55
US54316TD256
Asset Backed Commercial Paper
Y
2024-04-02
2024-04-02
2024-04-02
N
Y
NORDEA BANK ABP
1.0000
N
0.0532
7994089.68
7994089.68
0.0013
N
N
Y
N
LONGSHIP FUNDING LLC
LONGSHIP FUNDING LLC 0.000000%
54316TD33
549300HYL7N00LBQMI55
US54316TD330
Asset Backed Commercial Paper
Y
2024-04-03
2024-04-03
2024-04-03
N
Y
NORDEA BANK ABP
1.0000
N
0.0532
18983146.62
18983146.62
0.0032
N
N
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.840000%
55380UN29
C3GTMMZIHMY46P4OIX74
US55380UN290
0000852743
Certificate of Deposit
Y
2024-04-09
2024-04-09
2024-04-09
N
N
N
0.0531
1000125.55
1000125.55
0.0002
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.840000%
55380UNJ2
C3GTMMZIHMY46P4OIX74
US55380UNJ24
0000852743
Certificate of Deposit
Y
2024-04-18
2024-04-18
2024-04-18
N
N
N
0.0531
3000679.74
3000679.74
0.0005
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.850000%
55380UNL7
C3GTMMZIHMY46P4OIX74
US55380UNL79
0000852743
Certificate of Deposit
Y
2024-04-23
2024-04-23
2024-04-23
N
N
N
0.0531
1499797.43
1499797.43
0.0002
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.850000%
55380UNY9
C3GTMMZIHMY46P4OIX74
US55380UNY90
0000852743
Certificate of Deposit
Y
2024-04-30
2024-04-30
2024-04-30
N
N
N
0.0532
32011711.04
32011711.04
0.0053
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.780000%
55380UPG6
C3GTMMZIHMY46P4OIX74
US55380UPG66
0000852743
Certificate of Deposit
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0533
4001443.80
4001443.80
0.0007
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.720000%
55380UQE0
C3GTMMZIHMY46P4OIX74
US55380UQE00
0000852743
Certificate of Deposit
Y
2024-05-20
2024-05-20
2024-05-20
N
N
N
0.0535
2000750.64
2000750.64
0.0003
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.710000%
55380UQJ9
C3GTMMZIHMY46P4OIX74
US55380UQJ96
0000852743
Certificate of Deposit
Y
2024-05-21
2024-05-21
2024-05-21
N
N
N
0.0536
2000732.96
2000732.96
0.0003
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.710000%
55380UQR1
C3GTMMZIHMY46P4OIX74
US55380UQR13
0000852743
Certificate of Deposit
Y
2024-05-24
2024-05-24
2024-05-24
N
N
N
0.0536
16006122.56
16006122.56
0.0027
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.700000%
55380UQV2
C3GTMMZIHMY46P4OIX74
US55380UQV25
0000852743
Certificate of Deposit
Y
2024-05-29
2024-05-29
2024-05-29
N
N
N
0.0537
16502722.34
16502722.34
0.0027
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.570000%
55380USC2
C3GTMMZIHMY46P4OIX74
US55380USC26
0000852743
Certificate of Deposit
Y
2024-04-01
2024-07-08
2024-07-08
N
N
N
0.0544
5001914.20
5001914.20
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 5.410000%
55380UTX5
C3GTMMZIHMY46P4OIX74
US55380UTX53
0000852743
Certificate of Deposit
Y
2024-05-20
2024-05-20
2024-05-20
N
N
N
0.0535
27001060.83
27001060.83
0.0045
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LD19
549300S0NSJYSOB32S63
US56274LD195
Asset Backed Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0532
999408.81
999408.81
0.0002
N
Y
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LE18
549300S0NSJYSOB32S63
US56274LE185
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0537
994933.06
994933.06
0.0002
N
N
N
N
SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT
SUB WATER REFUNDING RB SERIES 2021A 5.350000%
59266TTK7
5493003GD0S0P56RLT45
US59266TTK78
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2042-07-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0535
24000000.00
24000000.00
0.0040
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.820000%
60683DPE3
JBONEPAGQXF4QP29B387
US60683DPE30
0001462160
Certificate of Deposit
Y
2024-04-15
2024-04-15
2024-04-15
N
N
N
0.0535
1000161.79
1000161.79
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.370000%
60683DTS8
JBONEPAGQXF4QP29B387
US60683DTS89
0001462160
Certificate of Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0536
22999299.19
22999299.19
0.0038
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PD94
RB0PEZSDGCO3JS6CEU02
US60689PD942
Financial Company Commercial Paper
Y
2024-04-09
2024-04-09
2024-04-09
N
N
N
0.0536
1497320.31
1497320.31
0.0002
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PDQ6
RB0PEZSDGCO3JS6CEU02
US60689PDQ63
Financial Company Commercial Paper
Y
2024-04-24
2024-04-24
2024-04-24
N
N
N
0.0538
995965.75
995965.75
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 5.850000%
60710TKA8
RB0PEZSDGCO3JS6CEU02
US60710TKA87
0001512734
Certificate of Deposit
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0537
11004220.81
11004220.81
0.0018
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 5.730000%
60710TKH3
RB0PEZSDGCO3JS6CEU02
US60710TKH31
0001512734
Certificate of Deposit
Y
2024-05-15
2024-05-15
2024-05-15
N
N
N
0.0541
24006533.28
24006533.28
0.0040
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 5.710000%
60710TKJ9
RB0PEZSDGCO3JS6CEU02
US60710TKJ96
0001512734
Certificate of Deposit
Y
2024-05-17
2024-05-17
2024-05-17
N
N
N
0.0542
1000245.69
1000245.69
0.0002
N
N
N
N
MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC
TAXABLE M/F HOUSING RB SERIES 2023A 5.450000%
62385RAA3
254900X1KY1446RI7R64
US62385RAA32
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2063-11-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
1000000.00
1000000.00
0.0002
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LF38
52990002O5KK6XOGJ020
US62939LF380
0001448613
Financial Company Commercial Paper
Y
2024-06-03
2024-06-03
2024-06-03
N
N
N
0.0532
118812462.00
118812462.00
0.0197
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LD16
BSGEFEIOM18Y80CKCV46
US63307LD160
0000926171
Financial Company Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
5996455.74
5996455.74
0.0010
N
Y
Y
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LDK4
BSGEFEIOM18Y80CKCV46
US63307LDK44
0000926171
Financial Company Commercial Paper
Y
2024-04-19
2024-04-19
2024-04-19
N
N
N
0.0534
33889090.64
33889090.64
0.0056
N
N
N
N
NATIONAL WESTMINSTER BANK PLC
NATIONAL WESTMINSTER BANK PLC 0.000000%
63854ED50
213800IBT39XQ9C4CP71
US63854ED505
Financial Company Commercial Paper
Y
2024-04-05
2024-04-05
2024-04-05
N
N
N
0.0000
9988177.80
9988177.80
0.0017
N
N
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 5.370000%
63873QY40
2549003L5ZG5M2ZSE107
US63873QY406
0001503859
Certificate of Deposit
Y
2024-05-22
2024-05-22
2024-05-22
N
N
N
0.0538
34997519.55
34997519.55
0.0058
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 5.400000%
63873QZ31
2549003L5ZG5M2ZSE107
US63873QZ312
0001503859
Certificate of Deposit
Y
2024-06-05
2024-06-05
2024-06-05
N
N
N
0.0539
2999885.55
2999885.55
0.0005
N
N
N
N
NATWEST MARKETS PLC
NATWEST MARKETS PLC 0.000000%
63906ED58
RR3QWICWWIPCS8A4S074
Financial Company Commercial Paper
Y
2024-04-05
2024-04-05
2024-04-05
N
N
N
0.0531
9988210.30
9988210.30
0.0017
N
N
Y
N
New York State HFA
TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 5.350000%
64986U2S5
5493000LS7KCDB02O506
US64986U2S57
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2044-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0535
2340000.00
2340000.00
0.0004
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORPORATION BV
NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000%
65409REA4
724500BM7HQ28ZIB2058
US65409REA41
Asset Backed Commercial Paper
Y
2024-05-10
2024-05-10
2024-05-10
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0535
14407416.05
14407416.05
0.0024
N
N
N
N
NORTH TEXAS HIGHER EDUCATION AUTH INC
TAXABLE NOTES SERIES 2023-1 5.380000%
662826FR2
US662826FR29
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2053-12-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0538
1000000.00
1000000.00
0.0002
N
N
Y
N
NUVEEN FLOATING RATE INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.500000%
67072T850
HJXCPP3KYE3BVU373P27
US67072T8505
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0550
1000000.00
1000000.00
0.0002
N
N
Y
N
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.510000%
67073B809
SQSNUOAGTXNFWCFS1I50
US67073B8090
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2037-08-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0551
1500000.00
1500000.00
0.0002
N
N
Y
N
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 5.500000%
67073B882
SQSNUOAGTXNFWCFS1I50
US67073B8827
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2032-07-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0550
3000000.00
3000000.00
0.0005
N
N
Y
N
NUVEEN CREDIT STRATEGIES INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.500000%
67073D854
W4CSTD4RDGQSJ4FOVO30
US67073D8544
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2032-07-01
Y
Societe Generale SA
1.0000
7
N
N
N
0.0550
1000000.00
1000000.00
0.0002
N
N
Y
N
NUVEEN VARIABLE RATE PREFERRED & INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.540000%
67080R201
US67080R2013
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2034-02-01
Y
Toronto-Dominion Bank/The
1.0000
7
N
N
N
0.0554
1250000.00
1250000.00
0.0002
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TFB7
5493004QSN8OZAIU2J90
US67983TFB70
Asset Backed Commercial Paper
Y
2024-06-11
2024-06-11
2024-06-11
N
Y
Royal Bank of Canada
1.0000
N
0.0539
4943854.15
4943854.15
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TGF7
5493004QSN8OZAIU2J90
US67983TGF75
Asset Backed Commercial Paper
Y
2024-07-15
2024-07-15
2024-07-15
N
Y
Royal Bank of Canada
1.0000
N
0.0537
49187566.50
49187566.50
0.0082
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.680000%
69033M5A1
5493007O3QFXCPOGWK22
US69033M5A16
Certificate of Deposit
Y
2024-04-01
2024-04-26
2024-04-26
N
N
N
0.0539
2000477.96
2000477.96
0.0003
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.380000%
69033M6X0
5493007O3QFXCPOGWK22
US69033M6X00
Certificate of Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0537
49998532.00
49998532.00
0.0083
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.400000%
69033M7M3
5493007O3QFXCPOGWK22
US69033M7M36
Certificate of Deposit
Y
2024-06-13
2024-06-13
2024-06-13
N
N
N
0.0540
1999893.36
1999893.36
0.0003
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AEE8
5493007O3QFXCPOGWK22
US69034AEE82
Financial Company Commercial Paper
Y
2024-05-14
2024-05-14
2024-05-14
N
N
N
0.0532
5958302.64
5958302.64
0.0010
N
N
N
N
PHILIP BRYAN WISE 2022 TRUST IRREVOCABLE
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
71816TAA9
US71816TAA97
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2072-08-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
5410000.00
5410000.00
0.0009
N
N
Y
N
PODIUM FUNDING TRUST
PODIUM FUNDING TRUST 0.000000%
73044DE85
US73044DE857
Asset Backed Commercial Paper
Y
2024-05-08
2024-05-08
2024-05-08
N
Y
Bank of Montreal
1.0000
N
0.0536
25841412.74
25841412.74
0.0043
N
N
N
N
PODIUM FUNDING TRUST
PODIUM FUNDING TRUST 0.000000%
73044DFA9
US73044DFA90
Asset Backed Commercial Paper
Y
2024-06-10
2024-06-10
2024-06-10
N
Y
Bank of Montreal
1.0000
N
0.0534
3956090.60
3956090.60
0.0007
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154EDF2
US74154EDF25
Asset Backed Commercial Paper
Y
2024-04-15
2024-04-15
2024-04-15
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0533
1994666.00
1994666.00
0.0003
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154EE12
US74154EE125
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0536
994942.50
994942.50
0.0002
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JDA9
US76582JDA97
Asset Backed Commercial Paper
Y
2024-04-10
2024-04-10
2024-04-10
N
Y
BNP Paribas SA
1.0000
N
0.0534
1996146.58
1996146.58
0.0003
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JEQ3
US76582JEQ31
Asset Backed Commercial Paper
Y
2024-05-24
2024-05-24
2024-05-24
N
Y
BNP Paribas SA
1.0000
N
0.0537
991505.42
991505.42
0.0002
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.970000%
78014XLC9
ES7IP3U3RHIGC71XBU11
US78014XLC91
0000352613
Financial Company Commercial Paper
Y
2024-04-01
2024-07-05
2024-07-05
N
N
N
0.0544
10014197.60
10014197.60
0.0017
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.840000%
78015J3K1
549300HXQQQCCUBS2Z23
US78015J3K18
Certificate of Deposit
Y
2024-04-01
2024-04-24
2024-04-24
N
N
N
0.0544
20005179.40
20005179.40
0.0033
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.720000%
78015JGP6
549300HXQQQCCUBS2Z23
US78015JGP66
Certificate of Deposit
Y
2024-08-16
2024-08-16
2024-08-16
N
N
N
0.0538
45039946.05
45039946.05
0.0075
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PE73
PTCQB104N23FMNK2RZ28
US80285PE737
0000891478
Financial Company Commercial Paper
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0536
24851250.00
24851250.00
0.0041
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PEA6
PTCQB104N23FMNK2RZ28
US80285PEA66
0000891478
Financial Company Commercial Paper
Y
2024-05-10
2024-05-10
2024-05-10
N
N
N
0.0536
31795320.00
31795320.00
0.0053
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LFA5
549300MYF6MOTU9T3G29
US82124LFA52
Asset Backed Commercial Paper
Y
2024-06-10
2024-06-10
2024-06-10
N
Y
Barclays Bank Plc
1.0000
N
0.0541
12855477.31
12855477.31
0.0021
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050TDV0
F3JS33DEI6XQ4ZBPTN86
US83050TDV08
0000917311
Financial Company Commercial Paper
Y
2024-04-29
2024-04-29
2024-04-29
N
N
N
0.0524
10948737.69
10948737.69
0.0018
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050TE64
F3JS33DEI6XQ4ZBPTN86
US83050TE643
0000917311
Financial Company Commercial Paper
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0525
9943138.00
9943138.00
0.0017
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050TG39
F3JS33DEI6XQ4ZBPTN86
US83050TG390
0000917311
Financial Company Commercial Paper
Y
2024-07-03
2024-07-03
2024-07-03
N
N
N
0.0531
10842617.50
10842617.50
0.0018
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050TH87
F3JS33DEI6XQ4ZBPTN86
US83050TH877
0000917311
Financial Company Commercial Paper
Y
2024-08-08
2024-08-08
2024-08-08
N
N
N
0.0523
9806939.40
9806939.40
0.0016
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.830000%
83050WHH0
F3JS33DEI6XQ4ZBPTN86
US83050WHH07
0000917311
Financial Company Commercial Paper
Y
2024-04-01
2024-04-24
2024-04-24
N
N
N
0.0541
7002245.60
7002245.60
0.0012
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.800000%
83050WHN7
F3JS33DEI6XQ4ZBPTN86
US83050WHN74
0000917311
Financial Company Commercial Paper
Y
2024-04-01
2024-05-10
2024-05-10
N
N
N
0.0542
15006212.55
15006212.55
0.0025
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.670000%
83050WHX5
F3JS33DEI6XQ4ZBPTN86
US83050WHX56
0000917311
Financial Company Commercial Paper
Y
2024-04-01
2024-04-05
2024-04-05
N
N
N
0.0540
11000617.65
11000617.65
0.0018
N
N
Y
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369BF76
O2RNE8IBXP4R0TD8PU41
US83369BF766
0000865845
Financial Company Commercial Paper
Y
2024-06-07
2024-06-07
2024-06-07
N
N
N
0.0534
51452808.16
51452808.16
0.0085
N
N
N
N
SRMHAYWARD LLC
TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 5.450000%
85235MAA7
US85235MAA71
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2062-06-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0545
110000.00
110000.00
0.0000
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LE76
549300A8DDPP6QJBB522
US85520LE764
Asset Backed Commercial Paper
Y
2024-05-07
2024-05-07
2024-05-07
N
Y
BNP Paribas SA
1.0000
N
0.0537
48707905.61
48707905.61
0.0081
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 5.570000%
85520PJT4
549300A8DDPP6QJBB522
US85520PJT49
Asset Backed Commercial Paper
Y
2024-04-01
2024-07-08
2024-07-08
N
Y
BNP Paribas SA
1.0000
N
0.0545
2000687.12
2000687.12
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.400000%
86564PPE5
254900S1KUTSTBKJ6286
US86564PPE50
Certificate of Deposit
Y
2024-04-25
2024-04-25
2024-04-25
N
N
N
0.0533
17000248.71
17000248.71
0.0028
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.390000%
86564PRB9
254900S1KUTSTBKJ6286
US86564PRB93
Certificate of Deposit
Y
2024-06-10
2024-06-10
2024-06-10
N
N
N
0.0539
4999708.25
4999708.25
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.390000%
86564PRH6
254900S1KUTSTBKJ6286
US86564PRH63
Certificate of Deposit
Y
2024-06-13
2024-06-13
2024-06-13
N
N
N
0.0540
12999167.22
12999167.22
0.0022
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.850000%
86565F2E1
549300MS3WYYVQ4HXM15
US86565F2E19
Certificate of Deposit
Y
2024-04-19
2024-04-19
2024-04-19
N
N
N
0.0535
1500328.52
1500328.52
0.0002
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.780000%
86565F2X9
549300MS3WYYVQ4HXM15
US86565F2X99
Certificate of Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0537
3000919.80
3000919.80
0.0005
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.680000%
86565F3P5
549300MS3WYYVQ4HXM15
US86565F3P56
Certificate of Deposit
Y
2024-05-28
2024-05-28
2024-05-28
N
N
N
0.0536
6002146.92
6002146.92
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.630000%
86565F4R0
549300MS3WYYVQ4HXM15
US86565F4R04
Certificate of Deposit
Y
2024-04-01
2024-06-11
2024-06-11
N
N
N
0.0545
4001503.76
4001503.76
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.600000%
86565F4Y5
549300MS3WYYVQ4HXM15
US86565F4Y54
Certificate of Deposit
Y
2024-04-01
2024-07-02
2024-07-02
N
N
N
0.0545
2000809.60
2000809.60
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.580000%
86565F5C2
549300MS3WYYVQ4HXM15
US86565F5C26
Certificate of Deposit
Y
2024-04-01
2024-07-08
2024-07-08
N
N
N
0.0544
2000765.90
2000765.90
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.720000%
86565FX56
549300MS3WYYVQ4HXM15
US86565FX562
Certificate of Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0543
24000694.32
24000694.32
0.0040
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.820000%
86565FZ21
549300MS3WYYVQ4HXM15
US86565FZ211
Certificate of Deposit
Y
2024-04-12
2024-04-12
2024-04-12
N
N
N
0.0533
2000287.92
2000287.92
0.0003
N
N
N
N
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 0.000000%
86960JEU5
NHBDILHZTYCNBV5UYZ31
US86960JEU51
0001448613
Financial Company Commercial Paper
Y
2024-05-28
2024-05-28
2024-05-28
N
N
N
0.0526
62438690.79
62438690.79
0.0104
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019REA0
M312WZV08Y7LYUC71685
US87019REA05
0001367624
Financial Company Commercial Paper
Y
2024-05-10
2024-05-10
2024-05-10
N
N
N
0.0528
9936993.90
9936993.90
0.0016
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019REG7
M312WZV08Y7LYUC71685
US87019REG74
0001367624
Financial Company Commercial Paper
Y
2024-05-16
2024-05-16
2024-05-16
N
N
N
0.0527
2978471.04
2978471.04
0.0005
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 5.360000%
87019WTQ8
M312WZV08Y7LYUC71685
US87019WTQ86
0001367624
Certificate of Deposit
Y
2024-05-21
2024-05-21
2024-05-21
N
N
N
0.0532
70000139.30
70000139.30
0.0116
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.850000%
89115BEZ9
PT3QB789TSUIDF371261
US89115BEZ94
0000947263
Certificate of Deposit
Y
2024-07-12
2024-07-12
2024-07-12
N
N
N
0.0544
5003876.30
5003876.30
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.920000%
89115BHZ6
PT3QB789TSUIDF371261
US89115BHZ67
0000947263
Certificate of Deposit
Y
2024-07-26
2024-07-26
2024-07-26
N
N
N
0.0544
1001151.90
1001151.90
0.0002
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.960000%
89115BRQ5
PT3QB789TSUIDF371261
US89115BRQ58
0000947263
Certificate of Deposit
Y
2024-04-08
2024-04-08
2024-04-08
N
N
N
0.0532
1000122.92
1000122.92
0.0002
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.920000%
89115BU40
PT3QB789TSUIDF371261
US89115BU402
0000947263
Certificate of Deposit
Y
2024-04-01
2024-07-31
2024-07-31
N
N
N
0.0550
8011219.92
8011219.92
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.900000%
89115BUC2
PT3QB789TSUIDF371261
US89115BUC26
0000947263
Certificate of Deposit
Y
2024-04-29
2024-04-29
2024-04-29
N
N
N
0.0532
22007164.96
22007164.96
0.0037
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 6.000000%
89115BXC9
PT3QB789TSUIDF371261
US89115BXC98
0000947263
Certificate of Deposit
Y
2024-08-21
2024-08-21
2024-08-21
N
N
N
0.0543
5007434.50
5007434.50
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.830000%
89115BXG0
PT3QB789TSUIDF371261
US89115BXG03
0000947263
Certificate of Deposit
Y
2024-04-01
2024-05-21
2024-05-21
N
N
N
0.0539
5002764.85
5002764.85
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.830000%
89115BXU9
PT3QB789TSUIDF371261
US89115BXU96
0000947263
Certificate of Deposit
Y
2024-04-01
2024-05-22
2024-05-22
N
N
N
0.0539
6003392.28
6003392.28
0.0010
N
N
N
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152ED13
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
Y
TOTALENERGIES SE
1.0000
N
0.0533
11992898.04
11992898.04
0.0020
N
Y
Y
N
Triborough Bridge & Tunnel Auth
GENERAL REFUNDING RB SERIES 2018E 5.330000%
89602RHU2
54930020ZN4LQF7K3456
US89602RHU23
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2032-11-15
Y
UBS AG
1.0000
7
N
N
N
0.0533
2000000.00
2000000.00
0.0003
N
N
Y
N
TRUIST BANK
TRUIST BANK 5.450000%
89788LBK9
JJKC32MCHWDI71265Z06
US89788LBK98
Certificate of Deposit
Y
2024-05-31
2024-05-31
2024-05-31
N
N
N
0.0546
24998448.75
24998448.75
0.0041
N
N
N
N
TRUIST BANK
TRUIST BANK 5.440000%
89788LBP8
JJKC32MCHWDI71265Z06
US89788LBP85
Certificate of Deposit
Y
2024-05-31
2024-05-31
2024-05-31
N
N
N
0.0546
73997012.62
73997012.62
0.0123
N
N
N
N
TRUIST BANK
TRUIST BANK 5.320000%
89788LBU7
JJKC32MCHWDI71265Z06
US89788LBU70
Certificate of Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
9999994.60
9999994.60
0.0017
N
Y
Y
N
TRUIST BANK
TRUIST BANK 5.320000%
89788LBW3
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0531
10000020.00
10000020.00
0.0017
N
N
Y
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 5.800000%
90275DSA9
254900R882POXXVAK772
US90275DSA99
Certificate of Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0528
5000362.60
5000362.60
0.0008
N
N
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WD51
BFM8T61CT2L1QCEMIK50
US90351WD519
Financial Company Commercial Paper
Y
2024-04-05
2024-04-05
2024-04-05
N
N
N
0.0535
9988120.30
9988120.30
0.0017
N
N
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WE27
BFM8T61CT2L1QCEMIK50
US90351WE277
Financial Company Commercial Paper
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0537
34817327.65
34817327.65
0.0058
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WEE1
BFM8T61CT2L1QCEMIK50
US90351WEE12
Financial Company Commercial Paper
Y
2024-05-14
2024-05-14
2024-05-14
N
N
N
0.0538
49649132.00
49649132.00
0.0082
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WFH3
BFM8T61CT2L1QCEMIK50
US90351WFH34
Financial Company Commercial Paper
Y
2024-06-17
2024-06-17
2024-06-17
N
N
N
0.0538
4939452.50
4939452.50
0.0008
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TD11
549300GHBMY8T5GXDE41
US91058TD119
Non-Financial Company Commercial Paper
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
25150134.78
25150134.78
0.0042
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LD99
US92512LD996
Asset Backed Commercial Paper
Y
2024-04-09
2024-04-09
2024-04-09
N
Y
Natixis SA
1.0000
N
0.0534
4991093.75
4991093.75
0.0008
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LF48
US92512LF488
Asset Backed Commercial Paper
Y
2024-06-04
2024-06-04
2024-06-04
N
Y
Natixis SA
1.0000
N
0.0540
24744858.25
24744858.25
0.0041
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KD33
549300D0F37QF0LP7F94
US92646KD333
Asset Backed Commercial Paper
Y
2024-04-03
2024-04-03
2024-04-03
N
Y
MUFG BANK LTD
1.0000
N
0.0532
14986691.10
14986691.10
0.0025
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KDV1
549300D0F37QF0LP7F94
US92646KDV17
Asset Backed Commercial Paper
Y
2024-04-29
2024-04-29
2024-04-29
N
Y
MUFG BANK LTD
1.0000
N
0.0538
2488036.30
2488036.30
0.0004
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KE16
549300D0F37QF0LP7F94
US92646KE166
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
MUFG BANK LTD
1.0000
N
0.0538
1989833.38
1989833.38
0.0003
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KE32
549300D0F37QF0LP7F94
US92646KE323
Asset Backed Commercial Paper
Y
2024-05-03
2024-05-03
2024-05-03
N
Y
MUFG BANK LTD
1.0000
N
0.0538
4475785.50
4475785.50
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KEH1
549300D0F37QF0LP7F94
US92646KEH14
Asset Backed Commercial Paper
Y
2024-05-17
2024-05-17
2024-05-17
N
Y
MUFG BANK LTD
1.0000
N
0.0537
11910472.20
11910472.20
0.0020
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KEL2
549300D0F37QF0LP7F94
US92646KEL26
Asset Backed Commercial Paper
Y
2024-05-20
2024-05-20
2024-05-20
N
Y
MUFG BANK LTD
1.0000
N
0.0537
6944662.62
6944662.62
0.0012
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.830000%
95001KNP5
KB1H1DSPRFMYMCUFXT09
US95001KNP56
0000740906
Certificate of Deposit
Y
2024-04-01
2024-05-14
2024-05-14
N
N
N
0.0540
5002787.50
5002787.50
0.0008
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.850000%
95001KNU4
KB1H1DSPRFMYMCUFXT09
US95001KNU42
0000740906
Certificate of Deposit
Y
2024-04-01
2024-06-03
2024-06-03
N
N
N
0.0540
10008225.80
10008225.80
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.850000%
95001KNX8
KB1H1DSPRFMYMCUFXT09
US95001KNX80
0000740906
Certificate of Deposit
Y
2024-04-01
2024-06-04
2024-06-04
N
N
N
0.0540
10008342.10
10008342.10
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.850000%
95001KPA6
KB1H1DSPRFMYMCUFXT09
US95001KPA69
0000740906
Certificate of Deposit
Y
2024-04-01
2024-06-05
2024-06-05
N
N
N
0.0540
10008442.90
10008442.90
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.810000%
95001KPJ7
KB1H1DSPRFMYMCUFXT09
US95001KPJ78
0000740906
Certificate of Deposit
Y
2024-04-01
2024-06-06
2024-06-06
N
N
N
0.0540
25019546.75
25019546.75
0.0042
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 5.400000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2024-04-04
2024-04-04
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0540
1000000.00
1000000.00
0.0002
N
N
Y
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 5.840000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI2K9FD5
Certificate of Deposit
Y
2024-04-12
2024-04-12
2024-04-12
N
N
N
0.0530
50008079.50
50008079.50
0.0083
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 5.600000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI2LHV06
Certificate of Deposit
Y
2024-06-04
2024-06-04
2024-06-04
N
N
N
0.0538
25005785.25
25005785.25
0.0042
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 5.380000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI2M92M7
Certificate of Deposit
Y
2024-07-05
2024-07-05
2024-07-05
N
N
N
0.0538
10997923.42
10997923.42
0.0018
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 5.490000%
5493006GGLR4BTEL8O61
0001046017
ACI2N06X7
Certificate of Deposit
Y
2024-05-28
2024-05-28
2024-05-28
N
N
N
0.0547
13999976.48
13999976.48
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 5.480000%
5493006GGLR4BTEL8O61
0001046017
ACI2N4RJ7
Certificate of Deposit
Y
2024-06-06
2024-06-06
2024-06-06
N
N
N
0.0547
4999952.15
4999952.15
0.0008
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.790000%
ZBUT11V806EZRVTWT807
0000782124
ARP0ZMVS2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BANK NEW YORK MELLON CORP FR 3.85%042629
WFLLPEPC7FZXENRZV188
2029-04-26
3.850000
8675000.00
8467542.19
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL 144A 26
254900DJRGZBUZ3F5038
2026-05-17
8.000000
6219784.00
6486799.33
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
9545248.00
6243960.87
Corporate Debt Securities
NEW HOME CO INC SR 144A NT 27
549300PLCE8TB3TVRQ85
2027-10-15
8.250000
18566100.00
19593810.99
Corporate Debt Securities
Y
2024-04-01
2024-06-26
2024-07-02
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0589
34990883.55
34990883.55
0.0058
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.970000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0ZPFG9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
JPMBB COML MTG SEC TR 2014-C23 D 20470917 FLT
2047-09-17
3.980390
2032240.00
1824921.63
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2014-C2 D 20480117 FLT
2048-01-17
3.862900
4954000.00
4094808.82
Private Label Collateralized Mortgage Obligations
Y
2024-07-01
2024-07-01
2024-07-05
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0596
5000118.20
5000118.20
0.0008
N
N
N
Y
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.500000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0ZRPM1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ZTO EXPRESS CAYMAN INC SPONSORED ADS A
549300SCJPK3YZJTJR78
2500-12-31
N/A
9402.00
199980.54
Equities
EA SERIES TRUST STRIVE US ENERGY
549300BKEQYS7E0Y9197
2500-12-31
N/A
56.00
1735.56
Equities
VEON LTD SPONSORED ADS
5493008CA3NMHYEVT131
2500-12-31
N/A
8385.00
199982.25
Equities
GAOTU TECHEDU INC SPONSORED ADS
549300R5BPFFORR9ET36
2500-12-31
N/A
29673.00
199996.02
Equities
SCHWAB STRATEGIC TR US REIT ETF
549300OLDKO120DR6467
2500-12-31
N/A
9915.00
199985.55
Equities
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS
300300GO8QHPMV87NZ73
2500-12-31
N/A
18181.00
199991.00
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
N/A
3991.00
199989.01
Equities
YPF SOCIEDAD ANONIMA SPON ADR CL D
5493003N7447U18U5U53
2500-12-31
N/A
9940.00
199992.80
Equities
ARM HOLDINGS PLC SPONSORED ADR
2138001E66EELTE7Y904
2500-12-31
N/A
1592.00
199987.04
Equities
COMPASS PATHWAYS PLC SPONSORED ADS
213800N7CUZIC6QSTZ31
2500-12-31
N/A
21052.00
199994.00
Equities
FANHUA INC SPONSORED ADR
254900NUPTYHZ8HHTK43
2500-12-31
N/A
20754.00
95468.40
Equities
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS
549300A8MDWDJNMLV153
2500-12-31
N/A
1535.00
199933.75
Equities
ISHARES TR MSCI EMG MKT ETF
549300BPYHDEDI59G670
2500-12-31
N/A
4886.00
199983.98
Equities
ISHARES TR 20 YR TR BD ETF
549300WWURKS1JGBZU59
2500-12-31
N/A
2111.00
199911.70
Equities
ISHARES TR EAFE SML CP ETF
549300MJV5OZGVS4LX86
2500-12-31
N/A
3145.00
199959.10
Equities
NOVO-NORDISK A S ADR
549300DAQ1CVT6CXN342
2500-12-31
N/A
1561.00
199886.05
Equities
PAMPA ENERGIA S A SPONS ADR LVL I
254900QNIK0CVURGML24
2500-12-31
N/A
4597.00
199969.50
Equities
SPDR S&P 500 ETF TR TR UNIT
549300NZAMSJ8FXPQQ63
2500-12-31
N/A
382.00
199850.94
Equities
SPDR SER TR S&P INS ETF
5493000JPXJASDQETJ56
2500-12-31
N/A
2.00
103.94
Equities
SAP SE SPON ADR
529900D6BF99LW9R2E68
2500-12-31
N/A
1014.00
199849.26
Equities
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS
549300BAFGM4RC74ZJ94
2500-12-31
N/A
1634.00
23578.62
Equities
VALE S A SPONSORED ADS
254900SMTWBX7RU2SR20
2500-12-31
N/A
16433.00
199989.61
Equities
VANECK ETF TRUST SEMICONDUCTR ETF
549300MJTG2N9QRH7I02
2500-12-31
N/A
1.00
224.89
Equities
VANECK ETF TRUST AGRIBUSINESS ETF
549300PY1GVOA1FO5J32
2500-12-31
N/A
2667.00
199944.99
Equities
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX
2500-12-31
N/A
1980.00
199920.60
Equities
VISTA ENERGY S.A.B. DE C.V. SPONSORED ADS
549300UDOHP7958KNS89
2500-12-31
N/A
4734.00
199964.16
Equities
Y
2024-04-01
2024-04-04
2024-04-12
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0551
3999982.44
3999982.44
0.0007
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.500000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0ZTCU3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VEON LTD SPONSORED ADS
5493008CA3NMHYEVT131
2500-12-31
N/A
12578.00
299985.30
Equities
ZTO EXPRESS CAYMAN INC SPONSORED ADS A
549300SCJPK3YZJTJR78
2500-12-31
N/A
6334.00
134724.18
Equities
EA SERIES TRUST STRIVE US ENERGY
549300BKEQYS7E0Y9197
2500-12-31
N/A
2109.00
65362.55
Equities
ENDAVA PLC ADS
213800JJ6CRPCWCQVZ25
2500-12-31
N/A
1.00
37.83
Equities
SCHWAB STRATEGIC TR US REIT ETF
549300OLDKO120DR6467
2500-12-31
N/A
14873.00
299988.41
Equities
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS
300300GO8QHPMV87NZ73
2500-12-31
N/A
27272.00
299992.00
Equities
GAOTU TECHEDU INC SPONSORED ADS
549300R5BPFFORR9ET36
2500-12-31
N/A
44510.00
299997.40
Equities
VALE S A SPONSORED ADS
254900SMTWBX7RU2SR20
2500-12-31
N/A
24650.00
299990.50
Equities
VANECK ETF TRUST SEMICONDUCTR ETF
549300MJTG2N9QRH7I02
2500-12-31
N/A
1.00
224.89
Equities
VANECK ETF TRUST AGRIBUSINESS ETF
549300PY1GVOA1FO5J32
2500-12-31
N/A
4001.00
299954.97
Equities
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX
2500-12-31
N/A
2971.00
299981.87
Equities
ISHARES TR EAFE SML CP ETF
549300MJV5OZGVS4LX86
2500-12-31
N/A
2830.00
179931.40
Equities
ISHARES TR RESIDENTIAL MULT
5493004WBOUA72JP1U19
2500-12-31
N/A
1.00
71.42
Equities
ISHARES INC MSCI EMRG CHN
549300OO3LEZN53XCB15
2500-12-31
N/A
2.00
114.90
Equities
NOVO-NORDISK A S ADR
549300DAQ1CVT6CXN342
2500-12-31
N/A
2342.00
299893.10
Equities
PAMPA ENERGIA S A SPONS ADR LVL I
254900QNIK0CVURGML24
2500-12-31
N/A
6896.00
299976.00
Equities
SPDR S&P 500 ETF TR TR UNIT
549300NZAMSJ8FXPQQ63
2500-12-31
N/A
573.00
299776.41
Equities
SPDR SER TR S&P INS ETF
5493000JPXJASDQETJ56
2500-12-31
N/A
93.00
4833.21
Equities
SAP SE SPON ADR
529900D6BF99LW9R2E68
2500-12-31
N/A
1522.00
299970.98
Equities
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS
549300BAFGM4RC74ZJ94
2500-12-31
N/A
20790.00
299999.70
Equities
VISTA ENERGY S.A.B. DE C.V. SPONSORED ADS
549300UDOHP7958KNS89
2500-12-31
N/A
7102.00
299988.48
Equities
YPF SOCIEDAD ANONIMA SPON ADR CL D
5493003N7447U18U5U53
2500-12-31
N/A
14910.00
299989.20
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
N/A
5986.00
299958.46
Equities
ARM HOLDINGS PLC SPONSORED ADR
2138001E66EELTE7Y904
2500-12-31
N/A
2388.00
299980.56
Equities
COMPASS PATHWAYS PLC SPONSORED ADS
213800N7CUZIC6QSTZ31
2500-12-31
N/A
31578.00
299991.00
Equities
FANHUA INC SPONSORED ADR
254900NUPTYHZ8HHTK43
2500-12-31
N/A
20754.00
95468.40
Equities
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS
549300A8MDWDJNMLV153
2500-12-31
N/A
2303.00
299965.75
Equities
ISHARES TR MSCI EMG MKT ETF
549300BPYHDEDI59G670
2500-12-31
N/A
7329.00
299975.97
Equities
ISHARES TR 20 YR TR BD ETF
549300WWURKS1JGBZU59
2500-12-31
N/A
3167.00
299914.90
Equities
Y
2024-04-01
2024-04-04
2024-04-12
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0551
5999983.02
5999983.02
0.0010
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.500000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP0ZWRM8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
United States Treasury
254900HROIFWPRGM1V77
2029-01-15
0.875000
100.00
116.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-02-15
2.625000
100.00
93.29
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-15
2.375000
139500.00
128956.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-04-30
2.875000
2600.00
2471.77
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-30
3.875000
88900.00
88514.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-03-31
3.625000
11145600.00
10999903.26
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-04
2024-04-12
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0551
10999963.81
10999963.81
0.0018
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.780000%
ZBUT11V806EZRVTWT807
0000782124
ARP1027X8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CARVANA AUTO REC TR 2023-P3 C 20291110 6.0
2029-11-10
6.090000
427000.00
434457.98
Asset-Backed Securities
GPMT LTD 2021-FL3 C 20350718 FLT
2035-07-18
7.841150
136000.00
125083.02
Asset-Backed Securities
GLS AUTO SELECT REC TR 2023-1 A-3 20281016 5.9
2028-10-16
5.960000
500000.00
507106.61
Asset-Backed Securities
SANDERS RE III LTD SER 20232 EXTND-A 144A 29
2029-06-05
11.812700
470000.00
482878.00
Corporate Debt Securities
PSMC TRUST 2020-1 A-12 20500125 FLT
2050-01-25
3.500000
750000.00
193326.19
Private Label Collateralized Mortgage Obligations
VERUS SECUR TR 2023-INV1 A-3 20680225 FLT
2068-02-25
6.758000
3600000.00
3031790.21
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-8 A-3 20500325 FLT
2050-03-25
3.500000
500000.00
36697.53
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2013-4 B-1 20430425 FLT
2043-04-25
3.436490
1110000.00
182805.36
Private Label Collateralized Mortgage Obligations
CSAIL COML MTG TR 2016-C5 C 20481118 FLT
549300FU8TZDHFLQZL50
2048-11-18
4.642360
1686360.00
1578311.16
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C25 D 20481019 3.0
2048-10-19
3.068000
459993.00
384949.28
Private Label Collateralized Mortgage Obligations
Y
2024-04-01
2024-06-26
2024-08-05
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0591
5997169.38
5997169.38
0.0010
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.730000%
ZBUT11V806EZRVTWT807
0000782124
ARP103153
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMER AIRLINES PT TR 2015-2 AA 20290322 3.6
2029-03-22
3.600000
2000.00
1176.92
Asset-Backed Securities
PIEDMONT OPER PARTNERSHIP LP SR GLBL NT 30
549300WKGDPAS39FBD10
2030-08-15
3.150000
4000.00
3136.01
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II SR SEC GLBL 26
635400WSLKBQWSOIIT41
2026-01-12
0.875000
3000.00
2778.38
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT1.2%30
2572IBTT8CCZW6AU4141
2030-10-29
1.200000
4000.00
3286.35
Corporate Debt Securities
PROVIDENCE HEALTH & SVCS OBLIG -2016I SNK BD 47
2047-10-01
3.744000
2000.00
1573.56
Corporate Debt Securities
PRUDENTIAL FINL INC FR 5.7%121436
5PRBRS5FEH7NREC8OR45
2036-12-14
5.700000
1000.00
1064.99
Corporate Debt Securities
PUGET ENERGY INC MTN AMBAC 12/27
8MNFJR7KOMBQ7X62LK44
2027-12-01
7.020000
4000.00
4220.34
Corporate Debt Securities
SERVICE CORP INTL SR GLBL NT 4%31
549300RKVM2ME20JHZ15
2031-05-15
4.000000
2000.00
1796.20
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M -2013A BD 43
9R1Z5I36FERIBVKW4P77
2043-03-15
3.900000
5000.00
4015.44
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2020B 30
9R1Z5I36FERIBVKW4P77
2030-06-01
2.250000
1000.00
858.13
Corporate Debt Securities
SOUTHERN CO SR GLBL NT 36
549300FC3G3YU2FBZD92
2036-07-01
4.250000
3000.00
2702.28
Corporate Debt Securities
TK ELEVATOR HOLDCO GMBH SR GLBL 144A 28
2549008GCHWX9EEMIS56
2028-07-15
7.625000
1100000.00
1091652.99
Corporate Debt Securities
VISTAJET MALTA FIN P L C / X SR 144A NT 27
2027-05-01
7.875000
3000.00
2627.42
Corporate Debt Securities
WEC ENERGY GROUP INC GLBL NT 5.6%26
549300IGLYTZUK3PVP70
2026-09-12
5.600000
4000.00
4059.88
Corporate Debt Securities
WELLS FARGO & CO FR 3.196%061727
PBLD0EJDB5FWOLXP3B76
2027-06-17
3.196000
4000.00
3858.39
Corporate Debt Securities
OEC FIN LTD GLBL PIK REGS 33
2033-12-27
5.250000
62238.00
4311.28
Corporate Debt Securities
ODEBRECHT HOLDCO FIN LTD GLBL ZRO REGS 58
2058-09-10
0.00
358000.00
89.50
Corporate Debt Securities
SCC PWR PLC JR GLBL PIK 28
529900IYGYC6VSDSDF37
2028-12-31
8.000000
10303.00
4331.27
Corporate Debt Securities
CORONADO FINANCE PTY LIMITED SR SEC GLBL 26
549300NS5FS0W548RE27
2026-05-15
10.750000
2000.00
2163.19
Corporate Debt Securities
DANA FING LUXEMBOURG S A R L SR 144A NT 25
222100DKCE3D036DQU13
2025-04-15
5.750000
8587000.00
8760240.34
Corporate Debt Securities
DIAMOND FGN ASSET CO / DIAMOND SR SEC GLBL 30
2030-10-01
8.500000
3000.00
3289.86
Corporate Debt Securities
PHILLIPS 66 SR GLBL 144A 36
549300Y6CTBSE0QIPL28
2036-11-03
6.450000
2000.00
2141.22
Corporate Debt Securities
DUKE ENERGY CAROLINAS LLC 1REF MTG BD 46
MWIUSDMN17TCR56VW396
2046-03-15
3.875000
6000.00
4743.90
Corporate Debt Securities
OVINTIV INC SR GLBL NT 37
2549003MEX7YMKLGI239
2037-08-15
6.625000
3000.00
3149.74
Corporate Debt Securities
FREEPORT MCMORAN INC SR NT 6.125%34
G4008SUSNH0WBKRVG414
2034-03-15
6.125000
1000.00
1024.38
Corporate Debt Securities
NEUQUEN PROV ARGENTINA SR GLBL STEP 30
549300X5HUL4FRDNBN35
2030-04-27
6.750000
509.00
416.52
Corporate Debt Securities
PROVINCIA DE RIO NEGRO GLBL AMZ REGS 28
529900L2Q97QJ6NF8O13
2028-03-10
6.875000
1097.00
578.67
Corporate Debt Securities
MATADOR RES CO SR GLBL 144A 28
549300CI3Q2UUK5R4G79
2028-04-15
6.875000
4000.00
4214.27
Corporate Debt Securities
METHANEX CORP SR GLBL NT 29
549300TSJHRXT9QXRD13
2029-12-15
5.250000
2000.00
1941.80
Corporate Debt Securities
METLIFE INC SR GLBL NT3.6%25
C4BXATY60WC6XEOZDX54
2025-11-13
3.600000
2000.00
1979.94
Corporate Debt Securities
MURPHY OIL CORP CR SEN SR NT 42
QBKYQD0ODE7DC7PDIN91
2042-12-01
5.875000
2000.00
1806.95
Corporate Debt Securities
NAC AVIATION 29 DESIGNATED ACT SR SEC GLBL NT26
213800F6E89RCASJ7E83
2026-06-30
4.750000
305.00
289.48
Corporate Debt Securities
NASDAQ INC CR SEN SR GLBL31
549300L8X1Q78ERXFD06
2031-01-15
1.650000
2000.00
1618.37
Corporate Debt Securities
NETFLIX INC. SR GLBL NT 29
549300Y7VHGU0I7CE873
2029-05-15
6.375000
3000.00
3267.85
Corporate Debt Securities
NEVADA POWER CO 1M GLBL -R NT 37
MJZFGXRJ52U8U4MKJ519
2037-07-01
6.750000
4000.00
4541.21
Corporate Debt Securities
NEW YORK LIFE GLOBAL FDG GLBL 144A NT 26
635400DPNHEAUHB7ZI15
2026-09-18
5.450000
3000.00
3031.99
Corporate Debt Securities
NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 26
549300KJEC5IUVJWR786
2026-10-15
3.875000
3000.00
2858.57
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR GLBL DEB 7%28
549300W70ZOQDVLCHY06
2028-11-15
7.000000
4000.00
4387.64
Corporate Debt Securities
PFIZER INC GLBL NT 0.8%25
765LHXWGK1KXCLTFYQ30
2025-05-28
0.800000
2000.00
1912.07
Corporate Debt Securities
BUCKEYE PARTNERS L P SR GLBL NT5.6%44
549300C1PQJLVEIUBK50
2044-10-15
5.600000
1000.00
822.96
Corporate Debt Securities
CANADIAN NAT RES LTD MED TERM SR GLBL NT 33
549300T15RIMIKZC5Q38
2033-06-30
6.450000
2000.00
2163.99
Corporate Debt Securities
CARNIVAL CORP SR GLBL DEB 28
F1OF2ZSX47CR0BCWA982
2028-01-15
6.650000
2000.00
2018.77
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 3.25%120124
EDBQKYOPJUCJKLOJDE72
2024-12-01
3.250000
4000.00
3987.01
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE VR 062123-061325
EDBQKYOPJUCJKLOJDE72
2025-06-13
5.873890
3000.00
3021.23
Corporate Debt Securities
CHURCH & DWIGHT CO INC SR GLBL NT5.6%32
POOXSI30AWAQGYJZC921
2032-11-15
5.600000
4000.00
4264.20
Corporate Debt Securities
CLEARWAY ENERGY OPER LLC SR GLBL 144A 32
549300Z3NFMM54NWBB87
2032-01-15
3.750000
3000.00
2543.23
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR GLBL NT 27
549300TM2WLI2BJMDD86
2027-06-01
5.875000
3000.00
3055.93
Corporate Debt Securities
CLOUD PEAK ENERGY RES LLC/ CPE SR SEC GLBL 25
2025-05-01
12.000000
1360.00
1316.70
Corporate Debt Securities
IRON MTN INC DEL SR GLBL 144A 32
SQL3F6CKNNBM3SQGHX24
2032-07-15
5.625000
2000.00
1909.23
Corporate Debt Securities
EVERGY METRO INC SR GLBL -A NT 35
1128SIJQ26096WL7IO82
2035-11-15
6.050000
2000.00
2141.60
Corporate Debt Securities
LABORATORY CORP AMER HLDGS SR GLBL NT2.3%24
OZ7UA8IXAIFILY2VZH07
2024-12-01
2.300000
2000.00
1970.17
Corporate Debt Securities
LOCKHEED MARTIN CORP SR GLBL NT3.9%32
DPRBOZP0K5RM2YE8UU08
2032-06-15
3.900000
4000.00
3791.79
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 5%54
3BNYRYQHD39K4LCKQF12
2054-09-15
5.000000
5000.00
4448.83
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT4.7%25
3BNYRYQHD39K4LCKQF12
2025-05-01
4.700000
2000.00
2022.08
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT4.9%49
549300XMP3KDCKJXIU47
2049-03-15
4.900000
3000.00
2784.45
Corporate Debt Securities
MASCO CORP SR GLBL NT 51
5GCSNMQXHEYA1JO8QN11
2051-02-15
3.125000
2000.00
1358.15
Corporate Debt Securities
PHYSICIANS RLTY LP SR GLBL NT4.3%27
549300P6Q1UMT0X60U20
2027-03-15
4.300000
2000.00
1953.63
Corporate Debt Securities
HIGHWOODS RLTY LTD PARTNERSHIP SR NT 3.875%27
JUJNVZX73BIYHLR58F51
2027-03-01
3.875000
2000.00
1886.53
Corporate Debt Securities
HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 27
2027-01-15
6.750000
1347000.00
1361328.71
Corporate Debt Securities
IHS MARKIT LTD SR GLBL NT 28
549300HLPTRASHS0E726
2028-08-01
4.750000
3000.00
2826.57
Corporate Debt Securities
IHS MARKIT LTD SR GLBL NT 29
549300HLPTRASHS0E726
2029-05-01
4.250000
3000.00
2727.79
Corporate Debt Securities
INTERNATIONAL FLAVORS&FRAGRANC SR GLBL 144A 27
BZLRL03D3GPGMOGFO832
2027-10-15
1.832000
4000.00
3583.46
Corporate Debt Securities
INNOPHOS HOLDINGS INC SR GLBL PIK 26
2026-02-15
8.750000
5000.00
4301.46
Corporate Debt Securities
TARGET CORP SR GLBL NT 52
8WDDFXB5T1Z6J0XC1L66
2052-01-15
2.950000
2000.00
1363.04
Corporate Debt Securities
ENERGY TRANSFER L P JR SB FLT NT 66
MTLVN9N7JE8MIBIJ1H73
2066-11-01
8.585540
1000.00
922.17
Corporate Debt Securities
ENERGY TRANSFER L P PERP JR GLBL -A
MTLVN9N7JE8MIBIJ1H73
2500-12-31
9.596600
1000.00
1007.48
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP SR GLBL NT 26
88CPW63VL7KHJWS0NY83
2026-07-15
4.850000
2000.00
1979.81
Corporate Debt Securities
LAUDER ESTEE COS INC SR GLBL NT 31
549300VFZ8XJ9NUPU221
2031-03-15
1.950000
5000.00
4142.32
Corporate Debt Securities
EXELA INTERMEDIATE LLC SR SEC GLBL 26
2026-04-15
11.500000
113.00
20.29
Corporate Debt Securities
EXPEDIA GROUP INC SR GLBL NT 30
2030-02-15
3.250000
4000.00
3619.53
Corporate Debt Securities
FIFTH THIRD BANCORP PERP SUB GLBL -J
THRNG6BD57P9QWTQLG42
2500-12-31
8.692520
1000.00
1004.21
Corporate Debt Securities
FIRSTENERGY TRANSMISSION LLC SR 144A NT 44
549300AINIIPOLYX2R63
2044-07-15
5.450000
2000.00
1930.40
Corporate Debt Securities
FOOT LOCKER INC SR GLBL 144A 29
549300X383CBNP6MTV94
2029-10-01
4.000000
3000.00
2582.39
Corporate Debt Securities
FOX CORP SR GLBL NT 25
549300DDU6FDRBIELS05
2025-04-07
3.050000
5000.00
4948.49
Corporate Debt Securities
FREEPORT MCMORAN INC SR GLBL NT 5%27
549300IRDTHJQ1PVET45
2027-09-01
5.000000
5000.00
4976.40
Corporate Debt Securities
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29
2029-11-01
5.875000
500.00
433.70
Corporate Debt Securities
GARTNER INC SR GLBL 144A 30
PP55B5R38BFB8O8HH686
2030-10-01
3.750000
3168000.00
2893263.12
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 31
5493008B6JBRUJ90QL97
2031-01-08
2.350000
2000.00
1663.06
Corporate Debt Securities
GENESIS ENERGY LP SR GLBL NT 28
2028-02-01
7.750000
3000.00
3044.46
Corporate Debt Securities
GOLDMAN SACHS GROUP INC ALT TIER I PERP
784F5XWPLTWKTBV3E584
2500-12-31
3.650000
3000.00
2754.44
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL NT 5%26
5493002BI0S2ZQUY3437
2026-05-31
5.000000
4000.00
3978.52
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL NT 8%26
254900DJRGZBUZ3F5038
2026-05-17
8.000000
3185.00
3321.73
Corporate Debt Securities
GULFSTREAM NAT GAS SYS LLC SR 144A NT 45
2045-10-15
5.950000
2000.00
1873.94
Corporate Debt Securities
HEALTHCARE RLTY TR SR GLBL NT 28
2028-01-15
3.625000
5000.00
4617.60
Corporate Debt Securities
STEEL DYNAMICS INC SR GLBL NT 5%26
549300HGGKEL4FYTTQ83
2026-12-15
5.000000
3000.00
3017.78
Corporate Debt Securities
TELECOM ITALIA CAP SR GLBL NT7.2%36
549300777DJZOR5C4L39
2036-07-18
7.200000
5000.00
4942.15
Corporate Debt Securities
THOR INDS INC SR GLBL 144A 29
254900XZO1228PDSG060
2029-10-15
4.000000
2000.00
1819.34
Corporate Debt Securities
TOLEDO HOSPITAL 2018B BD6.015%48
5493009DCR7NWV6K4T34
2048-11-15
6.015000
5000.00
4234.31
Corporate Debt Securities
TOYOTA MTR CR CORP FR 4.45%062929
Z2VZBHUMB7PWWJ63I008
2029-06-29
4.450000
4000.00
3987.17
Corporate Debt Securities
UNIFRAX ESCROW ISSUER CORPORA 144A NT 5.25%28
549300RRU6BWJLD0YT71
2028-09-30
5.250000
7598000.00
5185394.40
Corporate Debt Securities
UNION ELEC CO 1M GLBL BD 53
QMPJLLDULY5C1M8PNY21
2053-03-15
5.450000
2000.00
1979.76
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 26
KOO0397YRO83WY5MGD97
2026-04-01
9.250000
1567000.00
1543775.75
Corporate Debt Securities
AHEAD DB HOLDINGS LLC SR 144A NT 28
254900L07WFL833JX193
2028-05-01
6.625000
2000.00
1879.54
Corporate Debt Securities
ALLTEL CORP SR DEB 6.8%29
2029-05-01
6.800000
1000.00
1058.58
Corporate Debt Securities
AMERICAN ELEC PWR CO INC SR GLBL -K NT 30
1B4S6S7G0TW5EE83BO58
2030-03-01
2.300000
3000.00
2562.05
Corporate Debt Securities
AMERICAN EQTY INVT LIFE HLD CO CR SEN SR GLBL27
549300RK5RZQ740FPL83
2027-06-15
5.000000
4000.00
3950.58
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL FL NT 25
R4PP93JZOLY261QX3811
2025-03-04
6.282790
3000.00
3029.07
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN VR 011223-011226
B6Q2VFHD1797Q7NZ3E43
2026-01-12
6.267110
2000.00
2042.14
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT2.4%25
5493006ORUSIL88JOE18
2025-03-15
2.400000
4000.00
3881.63
Corporate Debt Securities
AMGEN INC SR GLBL NT4.2%52
62QBXGPJ34PQ72Z12S66
2052-02-22
4.200000
3000.00
2462.94
Corporate Debt Securities
APA CORPORATION SR GLBL NT 27
72ZZ1XRHOOU9P9X16K08
2027-11-15
4.875000
2000.00
1984.34
Corporate Debt Securities
APPLE INC SR NT 3.2%25
HWUPKR0MPOU8FGXBT394
2025-05-13
3.200000
5000.00
4960.40
Corporate Debt Securities
ATLANTIC CITY ELEC CO 1M GLBL BD2.3%31
549300S5TW3VP5V06B73
2031-03-15
2.300000
2000.00
1678.24
Corporate Debt Securities
AVNET INC SR GLBL NT 26
XJI53DCPL7QABOWK4Z75
2026-04-15
4.625000
4000.00
4021.96
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 27
549300CRVT18MXX0AG93
2027-04-14
3.588000
4000.00
3893.58
Corporate Debt Securities
BERKSHIRE HATHAWAY ENERGY CO SR GLBL NT 49
549300JD0S5IZJE9LY15
2049-01-15
4.450000
5000.00
4251.52
Corporate Debt Securities
BOEING CO CR SEN SR GLBL27
RVHJWBXLJ1RFUBSY1F30
2027-05-01
5.040000
3000.00
3009.90
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 53
HLYYNH7UQUORYSJQCN42
2053-11-15
6.250000
2000.00
2284.45
Corporate Debt Securities
AMERICAN ELEC PWR CO INC -H 3.2%27
1B4S6S7G0TW5EE83BO58
2027-11-13
3.200000
4000.00
3809.88
Corporate Debt Securities
PUBLIC SVC ELEC & GAS CO FR 3.15%081524
549300RUHPVD434XUK18
2024-08-15
3.150000
3000.00
2982.49
Corporate Debt Securities
PUBLIC SVC ELEC & GAS CO FR 5.2%080133
549300RUHPVD434XUK18
2033-08-01
5.200000
2000.00
2046.77
Corporate Debt Securities
JOHN DEERE CAPITAL CORPORATION VR 071123-070325
E0KSF7PFQ210NWI8Z391
2025-07-03
5.852890
2000.00
2034.00
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT3.7%27
549300GZKULIZ0WOW665
2027-03-23
3.700000
3000.00
2923.57
Corporate Debt Securities
ERP OPER LTD PARTNERSHIP SR GLBL NT 31
DX5HQV5MLU50FEWZ5072
2031-08-01
1.850000
2000.00
1625.82
Corporate Debt Securities
PARAMOUNT GLOBAL SR GLBL NT 28
5KYC8KF17ROCY24M3H09
2028-02-15
3.375000
2000.00
1795.68
Corporate Debt Securities
CHURCH & DWIGHT CO INC SR GLBL NT2.3%31
POOXSI30AWAQGYJZC921
2031-12-15
2.300000
3000.00
2511.09
Corporate Debt Securities
L3HARRIS TECHNOLOGIES INC SR GLBL NT4.4%28
549300UTE50ZMDBG8A20
2028-06-15
4.400000
3000.00
2959.95
Corporate Debt Securities
INDIANAPOLIS PWR & LT CO 1M 144A BD 46
2T85JNP2R2B2GTSFND21
2046-05-01
4.050000
4000.00
3244.79
Corporate Debt Securities
SUNOCO LP/SUNOCO FIN CORP SR GLBL NT4.5%29
2029-05-15
4.500000
4000.00
3780.46
Corporate Debt Securities
LAUDER ESTEE COS INC SR GLBL NT 49
549300VFZ8XJ9NUPU221
2049-12-01
3.125000
2000.00
1392.27
Corporate Debt Securities
MACYS RETAIL HLDGS LLC SR NT 6.375%37
2037-03-15
6.375000
5000.00
4682.21
Corporate Debt Securities
CAISSE CENTRALE DESJARDINS FR 4.55%082327
549300B2Q47IR0CR5B54
2027-08-23
4.550000
3000.00
2970.07
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.6%32
54930070NSV60J38I987
2032-10-15
5.600000
3000.00
3108.86
Corporate Debt Securities
HESS CORP SR GLBL NT3.5%24
UASVRYNXNK17ULIGK870
2024-07-15
3.500000
2000.00
1999.97
Corporate Debt Securities
TELUS CORPORATION SR NT 3.7%27
L2TEUTQ8OSHMJWVLCE40
2027-09-15
3.700000
2000.00
1917.89
Corporate Debt Securities
TOYOTA MTR CR CORP VR 010524-010526
Z2VZBHUMB7PWWJ63I008
2026-01-05
5.997320
4000.00
4077.11
Corporate Debt Securities
US BANCORP FR 3.95%111725
N1GZ7BBF3NP8GI976H15
2025-11-17
3.950000
2000.00
1987.83
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 28
ZXTILKJKG63JELOEG630
2028-05-12
1.650000
4000.00
3599.53
Corporate Debt Securities
AMEREN ILL CO 1M GLBL BD 30
RC71E2BZ6UOMFPDJSE79
2030-11-15
1.550000
2000.00
1632.87
Corporate Debt Securities
PIEDMONT NAT GAS CO INC SR GLBL NT3.5%29
VXB4M3BDPKF3I2AZ3G89
2029-06-01
3.500000
3000.00
2828.59
Corporate Debt Securities
POINDEXTER J B INC SR GLBL 144A 26
549300W6P81HOZZGPQ16
2026-04-15
7.125000
4000.00
4147.40
Corporate Debt Securities
RANGE RES CORP SR GLBL NT 25
H3Y3WLYCX0BTO1TRW162
2025-05-15
4.875000
2000.00
2018.24
Corporate Debt Securities
SOUTHWEST AIRLS CO SR GLBL NT 3%26
UDTZ87G0STFETI6HGH41
2026-11-15
3.000000
5000.00
4778.57
Corporate Debt Securities
CUMMINS INC SR GLBL NT2.6%50
ZUNI8PYC725B6H8JU438
2050-09-01
2.600000
2000.00
1257.56
Corporate Debt Securities
D R HORTON INC SR GLBL NT2.6%25
529900ZIUEYVSB8QDD25
2025-10-15
2.600000
2000.00
1941.68
Corporate Debt Securities
DUKE ENERGY CAROLINAS LLC 1M GLBL BD 28
MWIUSDMN17TCR56VW396
2028-11-15
3.950000
5000.00
4912.27
Corporate Debt Securities
NSTAR ELEC CO SR GLBL DB2.7%26
54930080R72Y2Z31UR68
2026-06-01
2.700000
2000.00
1913.81
Corporate Debt Securities
CSX CORP SR GLBL NT2.6%26
549300JVQR4N1MMP3Q88
2026-11-01
2.600000
4000.00
3827.95
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 40
549300EJG376EN5NQE29
2040-04-01
4.125000
3000.00
2581.44
Corporate Debt Securities
HOME DEPOT INC SR NT 2.125%26
QEKMOTMBBKA8I816DO57
2026-09-15
2.125000
2000.00
1879.73
Corporate Debt Securities
INTEL CORP SR GLBL NT 29
KNX4USFCNGPY45LOCE31
2029-11-15
2.450000
5000.00
4476.46
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT0.9%25
4XM3TW50JULSLG8BNC79
2025-09-15
0.900000
2000.00
1877.05
Corporate Debt Securities
EQUINIX INC SR GLBL NT 25
549300EVUN2BTLJ3GT74
2025-07-15
1.250000
3000.00
2845.99
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 26
J3WHBG0MTS7O8ZVMDC91
2026-03-01
3.043000
2000.00
1943.40
Corporate Debt Securities
GEORGIA PWR CO SR GLBL 2016A 26
D981X4Z4RWS7PDMJUZ03
2026-04-01
3.250000
2000.00
1962.16
Corporate Debt Securities
3M CO FR 3.625%101547
LUZQVYP4VS22CLWDAR65
2047-10-15
3.625000
3000.00
2248.54
Corporate Debt Securities
3M CO SR GLBL NT 49
LUZQVYP4VS22CLWDAR65
2049-08-26
3.250000
4000.00
2767.64
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 24
549300GHBMY8T5GXDE41
2024-08-15
2.375000
3000.00
2974.94
Corporate Debt Securities
ARCH CAPITAL FINANCE LLC SR NT 5.031%46
549300XG4URFY0200M65
2046-12-15
5.031000
3000.00
2807.14
Corporate Debt Securities
BAT CAPITAL CORP SR GLBL NT 32
2138005GYEXN7XRHFA84
2032-10-19
7.750000
4000.00
4662.48
Corporate Debt Securities
BRIXMOR OPERATING PRTSHP LP SR GLBL NT 25
549300CJHBL7JBUA6503
2025-02-01
3.850000
4000.00
3957.14
Corporate Debt Securities
CSMC 2022-MARK D 20390615 FLT
2039-06-15
10.268000
3099447.00
3114726.93
Private Label Collateralized Mortgage Obligations
Y
2024-04-01
2024-06-26
2024-08-05
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0590
20987197.98
20987197.98
0.0035
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 5.340000%
549300HN4UKV1E2R3U73
0001675365
ARP103179
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
ARCH CAPITAL FINANCE LLC SR NT 5.031%46
549300XG4URFY0200M65
2052-12-20
5.869310
10880000.00
7751257.82
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2018-KF49 B 20250625 FLT
2025-06-25
7.334460
120000.00
25923.34
Agency Collateralized Mortgage Obligation
GNII SF CU5965 C
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
1179100.00
1192153.69
Agency Mortgage-Backed Securities
GNII ET CX0569 C
549300M8ZYFG0OCMTT87
2063-11-20
7.000000
145690.00
148679.89
Agency Mortgage-Backed Securities
GNII SP 785295 M
549300M8ZYFG0OCMTT87
2049-11-20
5.000000
548951.00
151985.42
Agency Mortgage-Backed Securities
Y
2024-04-04
2024-04-04
2024-04-05
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0534
9000000.00
9000000.00
0.0015
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.490000%
ZBUT11V806EZRVTWT807
0000782124
ARP104MY5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FINTECH ECOSYSTEM DEVE CLASS A COM
2500-12-31
N/A
23231.00
254379.45
Equities
GLOBAL X FDS RATE PREFERRED
549300KBIRQLDG81U263
2500-12-31
N/A
7212.00
171501.36
Equities
GLOBAL X FDS MSCI SUPR EM ETF
549300VDN8VB8QYXTN18
2500-12-31
N/A
5164.00
129578.19
Equities
INVESCO EXCHNG TRAD SLF INDEXE INVESCO BULLETSH
254900PDI2GNZ8PCD259
2500-12-31
N/A
14845.00
390646.18
Equities
FIRST TR EXCHANGE-TRADED FD IV CORE INVESTMENT
254900YDW62BMWVRZQ85
2500-12-31
N/A
12278.00
256503.38
Equities
WISDOMTREE TR EMERGING MKT EXC
549300SPGBKHTM5Q7344
2500-12-31
N/A
7184.00
220117.76
Equities
AG MTG INVT TR INC COM NEW
549300SNP0PBR2XTFR48
2500-12-31
N/A
30250.00
181802.50
Equities
A2Z SMART TECHNOLOGIES CORP COM
875500SPYFJB375QFG54
2500-12-31
N/A
75820.00
45643.64
Equities
AUGMEDIX INC COM
2500-12-31
N/A
199492.00
805947.68
Equities
BIGLARI HLDGS INC COM STK CL B
549300GLWWSODF8TM682
2500-12-31
N/A
2622.00
494509.20
Equities
BLACK DIAMOND THERAPEUTICS INC COM
2500-12-31
N/A
164480.00
805952.00
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
N/A
148882.00
337962.14
Equities
COLUMBIA ETF TR I INTERNATIONAL
549300AZD93FII3ZYW76
2500-12-31
N/A
223.00
6831.74
Equities
COMPASS THERAPEUTICS INC COM
2500-12-31
N/A
393148.00
805953.40
Equities
D MARKET ELECTR SVCS & TRADING SPONSORED ADS
9845004CF6A069998F16
2500-12-31
N/A
452153.00
687272.56
Equities
DBX ETF TR XTRACKERS MSCI
549300ALNCOJEH1ZFE35
2500-12-31
N/A
2748.00
254933.88
Equities
DBV TECHNOLOGIES S A SPONSORED ADR
969500PVBQFWQKVDMD80
2500-12-31
N/A
238810.00
180731.41
Equities
ETF SER SOLUTIONS ETFB GREEN SRI R
54930090D6YDE8U9GQ62
2500-12-31
N/A
397.00
7480.67
Equities
ELECTRA BATTERY MATERIALS CORP COM NEW
5493009ZPOP6FTZAUU15
2500-12-31
N/A
33034.00
15162.61
Equities
TWO RDS SHARED TR LEADERSHARES DY
5493004O5MYND8N9K192
2500-12-31
N/A
206.00
10297.94
Equities
FRANKLIN TEMPLETON ETF TR US CORE DIV TILT
2500-12-31
N/A
5371.00
216225.72
Equities
FRANKLIN TEMPLETON ETF TR FTSE UNTD KGDM
549300EBZY7Y36672039
2500-12-31
N/A
30866.00
805911.26
Equities
GENFIT S A ADS
969500XPWN2DMZQA5X73
2500-12-31
N/A
22209.00
78175.68
Equities
GOLDENSTONE ACQUISITION LTD COM
2500-12-31
N/A
14359.00
157949.00
Equities
GOLDMAN SACHS ETF TR SMALL CAP CORE E
984500153HE0FEA7EA32
2500-12-31
N/A
5183.00
255029.00
Equities
HYZON MOTORS INC COM CL A
2500-12-31
N/A
533644.00
384277.04
Equities
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT
5493004XH9PJW009HR47
2500-12-31
N/A
186563.00
805952.16
Equities
INVESCO EXCH TRADED FD TR II FTSE RAFI DEV
5493006YNLEYEQTQPJ82
2500-12-31
N/A
5867.00
291648.57
Equities
ISHARES TR SELECT DIVID ETF
549300NTKYSVK7SH3145
2500-12-31
N/A
6582.00
805900.08
Equities
ISHARES TR CUR HED MSCI GER
549300C4ACOXR7V0KY76
2500-12-31
N/A
1884.00
66900.84
Equities
ISHARES TR VIRTUAL WRK LIFE
549300BNJ15LJLD6G391
2500-12-31
N/A
843.00
13063.72
Equities
KRONOS BIO INC COM
2500-12-31
N/A
249909.00
309887.16
Equities
LEXINFINTECH HLDGS LTD ADR
549300F9QU71NQ28CS19
2500-12-31
N/A
301992.00
540565.68
Equities
LISTED FD TR ROUNDHILL S&P GL
54930004OVY327DBHT46
2500-12-31
N/A
500.00
13253.65
Equities
LUMOS PHARMA INC COM
2500-12-31
N/A
25221.00
73140.90
Equities
MILESTONE PHARMACEUTICALS INC COM
2500-12-31
N/A
360112.00
648201.60
Equities
PACER FDS TR BLUESTAR DIG ENT
2500-12-31
N/A
180.00
3895.20
Equities
POWERFLEET INC COM
2549007NKEFPYEH4MF81
2500-12-31
N/A
48937.00
241748.78
Equities
PROSHARES TR SUPPLY CHAIN LOG
5493003OUX1USAS4J011
2500-12-31
N/A
212.00
8544.55
Equities
PROSHARES TR SMART MATLS ETF
5493002YSY5PL4HENM62
2500-12-31
N/A
73.00
2471.73
Equities
REVIVA PHARMACEUTCLS HLDGS INC COM
2500-12-31
N/A
206654.00
805950.60
Equities
SPDR S&P 500 ETF TR TR UNIT
549300NZAMSJ8FXPQQ63
2500-12-31
N/A
1540.00
805681.80
Equities
SELECT SECTOR SPDR TR TECHNOLOGY
549300BR5T0JNM2MW070
2500-12-31
N/A
3861.00
805867.92
Equities
SUTRO BIOPHARMA INC COM
5493005U6P15VD25P851
2500-12-31
N/A
163472.00
805916.96
Equities
PRIVETERRA ACQUISITION CORP II COM CL A
2500-12-31
N/A
592.00
6470.56
Equities
TELOS CORP MD COM
2500-12-31
N/A
74282.00
307527.48
Equities
TURNSTONE BIOLOGICS CORP COM
2500-12-31
N/A
39124.00
110720.92
Equities
USCF ETF TR GOLD STRATEGY
54930038N10WS1HN8Y79
2500-12-31
N/A
372.00
9706.00
Equities
USCF ETF TR ENERGY COMMODITY
549300WW1ESF1BCFDO97
2500-12-31
N/A
93.00
3496.79
Equities
URGENTLY INC COM
2500-12-31
N/A
4211.00
8085.12
Equities
URBAN ONE INC CL D NON VTG
549300PLGIGPBRQUP240
2500-12-31
N/A
52317.00
100187.05
Equities
VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF
2500-12-31
N/A
19358.00
805873.54
Equities
VICARIOUS SURGICAL INC COM CL A
2500-12-31
N/A
728800.00
213028.24
Equities
GOGORO INC ORDINARY SHARES
2500-12-31
N/A
16505.00
28223.55
Equities
ADC THERAPEUTICS SA SHS
2500-12-31
N/A
191894.00
805954.80
Equities
Y
2024-04-01
2024-04-04
2024-05-09
Y
JP MORGAN SECURITIES LLC
1.0000
7
N
N
N
0.0549
15999938.40
15999938.40
0.0027
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.630000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP108JP9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BEAR STEARNS ABS TR 2006-HE3 M-2 20360425 FLT
2036-04-25
5.904080
100000.00
92195.88
Asset-Backed Securities
ELECTRICITE DE FRANCE SA PERP SUB GLBL
549300X3UK4GG3FNMO06
2079-12-31
9.125000
200000.00
225189.53
Corporate Debt Securities
AKUMIN INC SR SEC GLBL 27
2027-08-01
9.000000
5184000.00
4551552.00
Corporate Debt Securities
Y
2024-05-02
2024-05-02
2024-05-20
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0579
3999042.40
3999042.40
0.0007
N
N
N
Y
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.500000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP1095J6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EA SERIES TRUST STRIVE US ENERGY
549300BKEQYS7E0Y9197
2500-12-31
N/A
2406.00
74567.23
Equities
ENDAVA PLC ADS
213800JJ6CRPCWCQVZ25
2500-12-31
N/A
129.00
4880.07
Equities
VEON LTD SPONSORED ADS
5493008CA3NMHYEVT131
2500-12-31
N/A
10482.00
249995.70
Equities
GAOTU TECHEDU INC SPONSORED ADS
549300R5BPFFORR9ET36
2500-12-31
N/A
37091.00
249993.34
Equities
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS
300300GO8QHPMV87NZ73
2500-12-31
N/A
22727.00
249997.00
Equities
SCHWAB STRATEGIC TR US REIT ETF
549300OLDKO120DR6467
2500-12-31
N/A
12394.00
249986.98
Equities
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS
549300A8MDWDJNMLV153
2500-12-31
N/A
1919.00
249949.75
Equities
ISHARES TR MSCI EMG MKT ETF
549300BPYHDEDI59G670
2500-12-31
N/A
6107.00
249959.51
Equities
ISHARES TR 20 YR TR BD ETF
549300WWURKS1JGBZU59
2500-12-31
N/A
2639.00
249913.30
Equities
ISHARES TR RESIDENTIAL MULT
5493004WBOUA72JP1U19
2500-12-31
N/A
5.00
357.10
Equities
ISHARES INC MSCI EMRG CHN
549300OO3LEZN53XCB15
2500-12-31
N/A
1150.00
66067.50
Equities
NOVO-NORDISK A S ADR
549300DAQ1CVT6CXN342
2500-12-31
N/A
1952.00
249953.60
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
N/A
4989.00
249998.79
Equities
ARM HOLDINGS PLC SPONSORED ADR
2138001E66EELTE7Y904
2500-12-31
N/A
1990.00
249983.80
Equities
COMPASS PATHWAYS PLC SPONSORED ADS
213800N7CUZIC6QSTZ31
2500-12-31
N/A
2527.00
24006.50
Equities
FANHUA INC SPONSORED ADR
254900NUPTYHZ8HHTK43
2500-12-31
N/A
20754.00
95468.40
Equities
FIRST TR EXCHANGE-TRADED FD NY ARCA BIOTECH
5493003ZQM0TVLDIBC50
2500-12-31
N/A
1.00
154.75
Equities
PAMPA ENERGIA S A SPONS ADR LVL I
254900QNIK0CVURGML24
2500-12-31
N/A
5747.00
249994.50
Equities
SPDR S&P 500 ETF TR TR UNIT
549300NZAMSJ8FXPQQ63
2500-12-31
N/A
477.00
249552.09
Equities
SPDR SER TR S&P INS ETF
5493000JPXJASDQETJ56
2500-12-31
N/A
4810.00
249975.70
Equities
SAP SE SPON ADR
529900D6BF99LW9R2E68
2500-12-31
N/A
1268.00
249910.12
Equities
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS
549300BAFGM4RC74ZJ94
2500-12-31
N/A
17325.00
249999.75
Equities
VALE S A SPONSORED ADS
254900SMTWBX7RU2SR20
2500-12-31
N/A
20542.00
249996.14
Equities
VANECK ETF TRUST SEMICONDUCTR ETF
549300MJTG2N9QRH7I02
2500-12-31
N/A
603.00
135608.67
Equities
VANECK ETF TRUST AGRIBUSINESS ETF
549300PY1GVOA1FO5J32
2500-12-31
N/A
3334.00
249949.98
Equities
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX
2500-12-31
N/A
2475.00
249900.75
Equities
VISTA ENERGY S.A.B. DE C.V. SPONSORED ADS
549300UDOHP7958KNS89
2500-12-31
N/A
5918.00
249976.32
Equities
YPF SOCIEDAD ANONIMA SPON ADR CL D
5493003N7447U18U5U53
2500-12-31
N/A
12425.00
249991.00
Equities
Y
2024-04-01
2024-04-04
2024-05-15
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0550
4999988.90
4999988.90
0.0008
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
549300HN4UKV1E2R3U73
0001675365
ARP10ES43
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL047AY R15F047
B1V7KEBTPIMZEU4LTD58
2045-07-25
3.000000
971998.00
298494.52
Agency Collateralized Mortgage Obligation
GNRA 2013-5O SA
549300M8ZYFG0OCMTT87
2063-10-20
6.194430
2700000.00
683942.71
Agency Collateralized Mortgage Obligation
United States Treasury
254900HROIFWPRGM1V77
2026-03-31
0.750000
8816000.00
8207101.14
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-05-31
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
9000000.00
9000000.00
0.0015
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.350000%
549300HN4UKV1E2R3U73
0001675365
ARP10GAY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2023-147 HF
549300M8ZYFG0OCMTT87
2051-05-20
7.069310
44441471.00
44018026.99
Agency Collateralized Mortgage Obligation
GNRA 2017-0O FB
549300M8ZYFG0OCMTT87
2067-04-20
6.464000
599972.00
271973.29
Agency Collateralized Mortgage Obligation
Y
2024-04-04
2024-04-04
2024-06-03
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
43000000.00
43000000.00
0.0071
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.730000%
549300HN4UKV1E2R3U73
0001675365
ARP10GZH1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HUNTINGTON NATIONAL BANK MARYL SR NT 5.65%30
2WHM8VNJH63UN14OL754
2030-01-10
5.650000
1045000.00
1064553.69
Corporate Debt Securities
MORGAN STANLEY FR 1.164%102125
IGJSJL3JD5P30I6NJZ34
2025-10-21
1.164000
914000.00
895149.97
Corporate Debt Securities
PNC BANK NATIONAL ASSOCIATION SR NT 2.5%24
AD6GFRVSDT01YPT1CS68
2024-08-27
2.500000
250000.00
247363.19
Corporate Debt Securities
GNRA 2017-0O FB
549300M8ZYFG0OCMTT87
2048-03-01
4.200000
461000.00
388535.41
Corporate Debt Securities
NORTHERN NAT GAS CO DEL SR GLBL 144A 54
5493007M02M6CT9EXE41
2054-02-01
5.625000
1880000.00
1923865.10
Corporate Debt Securities
PROGRESSIVE CORP SR GLBL NT 27
529900TACNVLY9DCR586
2027-01-15
2.450000
41000.00
38655.13
Corporate Debt Securities
COOPERATIEVE RABOBANK U.A. FR 1.106%022427
DG3RU1DBUFHT4ZF9WN62
2027-02-24
1.106000
750000.00
692013.42
Corporate Debt Securities
Y
2024-04-01
2024-05-02
2024-05-09
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0585
4999325.15
4999325.15
0.0008
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.670000%
VYVVCKR63DVZZN70PB21
0001224385
ARP10HR47
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BAIN CAP CR CLO LTD 2023-1 A-N 20360416 FLT
549300OV3LSQ8RJ1DY13
2036-04-16
7.143990
4792845.00
4888021.22
Asset-Backed Securities
SANTANDER RENG AT LN TR 2019-A B 20320126 2.8
2032-01-26
2.800000
991000.00
970516.36
Asset-Backed Securities
Y
2024-07-03
2024-07-03
2024-07-03
N
N
N
0.0589
4997050.65
4997050.65
0.0008
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 5.820000%
549300HN4UKV1E2R3U73
0001675365
ARP10J2P3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SAYBROOK PT CBO II 2002-2 B2 20350208 FLT
5493008692FLYI63RF82
2035-02-08
7.184190
13000000.00
128420.25
Asset-Backed Securities
VCAT 2021-NPL1 LLC A-1 20501226 5.2
2050-12-26
5.289100
12300000.00
2451399.58
Asset-Backed Securities
BRAVO RSIDNTL FDG TR 2022-NQM2 B-3 20611125 FLT
2061-11-25
5.838380
3791727.00
3198241.28
Asset-Backed Securities
BRAVO RES FDG TR 2023-NQM1 B-3 20630125 FLT
2063-01-25
6.304020
16784288.00
9482418.08
Asset-Backed Securities
COOF SECURITIZATION TR 2014-1 PTC 20400615 FLT
2040-06-15
2.994590
99998183.00
531189.07
Asset-Backed Securities
ROCKFORD TOWER CLO 2017-2 SUB NT 20291015 FLT
549300G18KVCW7VUKI86
2029-10-15
0.00
5833327.00
1458331.75
Asset-Backed Securities
Y
2024-04-01
2024-07-01
2024-07-08
Y
BOFA SECURITIES INC
1.0000
95
N
N
N
0.0591
14996029.35
14996029.35
0.0025
N
N
N
Y
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.350000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP10J3A5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
2390968.00
1984094.86
Agency Mortgage-Backed Securities
GNII SF MA8042 M
549300M8ZYFG0OCMTT87
2052-05-20
2.500000
102476041.00
76999999.54
Agency Mortgage-Backed Securities
GNII SF MA9298 M
549300M8ZYFG0OCMTT87
2052-04-20
2.000000
1000.00
815.79
Agency Mortgage-Backed Securities
GNII SP 786095 C
549300M8ZYFG0OCMTT87
2052-04-20
3.000000
418480.00
316412.75
Agency Mortgage-Backed Securities
GNII SP 786134 C
549300M8ZYFG0OCMTT87
2052-04-20
3.000000
13423.00
9216.12
Agency Mortgage-Backed Securities
Y
2024-04-04
2024-04-04
2024-04-08
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0535
77000000.00
77000000.00
0.0128
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.640000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP10JS59
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VIBRANT CLO LTD 2024-XR C-1 20360421 FLT
254900WDQ070GAG88491
2036-04-20
10.312300
250000.00
250429.68
Asset-Backed Securities
STAPLES INC SR SEC 144A NT26
XQM2JINI1UL7642TU573
2026-04-15
7.500000
4379000.00
4418272.33
Corporate Debt Securities
Y
2024-05-02
2024-05-02
2024-06-13
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0574
3999118.40
3999118.40
0.0007
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.530000%
ZBUT11V806EZRVTWT807
0000782124
ARP10L336
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIGROUP GLOBAL MKTS HLDGS IN VR 092822-092862
82VOJDD5PTRDMVVMGV31
2062-09-28
5.455530
352000.00
343784.32
Corporate Debt Securities
GENERAL ELECTRIC CO VR 121114-121554
3C7474T6CDKPR9K6YT90
2054-12-15
5.189810
1304000.00
1293429.90
Corporate Debt Securities
GOLDMAN SACHS BK USA SR 144A NT 27
KD3XUN7C6T14HNAYLU02
2027-03-18
5.283000
1983000.00
1985910.05
Corporate Debt Securities
NESTLE HLDGS INC GLBL 144A NT 51
549300EAEU8YV8MQXP30
2051-09-14
2.625000
568000.00
364383.83
Corporate Debt Securities
BLACK KNIGHT INFOSERV LLC SR GLBL 144A 28
549300H5PS5C68DAUX66
2028-09-01
3.625000
13000.00
12271.76
Corporate Debt Securities
COOPER-STANDARD AUTOMOTIVE INC SR SEC PIK 27
ITCH5B3Q4RTX2PH9UN62
2027-03-31
13.500000
1000.00
1115.96
Corporate Debt Securities
FLORIDA PWR & LT CO SR GLBL FL NT 68
A89MY1K3YLIGJMYWVX50
2068-06-15
5.290880
2409000.00
2388645.38
Corporate Debt Securities
MORGAN STANLEY FR 6.627%110134
IGJSJL3JD5P30I6NJZ34
2034-11-01
6.627000
19000.00
21217.49
Corporate Debt Securities
UNITED PARCEL SVCS INC GLBL FLT NT 49
1T2XGWDXQ30WC74GIJ96
2049-10-26
4.993190
917000.00
915202.11
Corporate Debt Securities
WELLS FARGO & CO FR 6.491%102334
PBLD0EJDB5FWOLXP3B76
2034-10-23
6.491000
6980000.00
7661089.98
Corporate Debt Securities
Y
2024-04-01
2024-04-04
2024-05-10
Y
JP MORGAN SECURITIES LLC
1.0000
7
N
N
N
0.0556
12999498.46
12999498.46
0.0022
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.980000%
VYVVCKR63DVZZN70PB21
0001224385
ARP10L4C5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BENCHMARK MTG TR 2019-B14 225B-D 20621215 FLT
2062-12-15
3.294300
1500000.00
29971.09
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 E 20521018 FLT
2052-10-18
4.723670
3290000.00
2847467.87
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTG TR 2017-SMP D 20341215 FLT
2034-12-15
7.146000
5010000.00
4303412.14
Private Label Collateralized Mortgage Obligations
OBX TRUST 2024-NQM4 B-2 20640125 FLT
254900LSNFNEGAD7J679
2064-01-25
8.035510
1712834.00
1499131.63
Private Label Collateralized Mortgage Obligations
STWD TR 2021-LIH A-S 20361117 FLT
2036-11-17
6.697000
796837.00
792041.13
Private Label Collateralized Mortgage Obligations
Y
2024-09-06
2024-09-06
2024-09-06
N
N
N
0.0597
8000227.20
8000227.20
0.0013
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 5.340000%
549300HN4UKV1E2R3U73
0001675365
ARP10NXX3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2054-04-25
6.270310
35684678.00
36050000.81
Agency Collateralized Mortgage Obligation
Y
2024-04-04
2024-04-04
2024-05-17
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0534
35000000.00
35000000.00
0.0058
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.330000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10QAW3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FNMS 04.000 CLAS6385
B1V7KEBTPIMZEU4LTD58
2045-05-15
3.000000
25422800.00
20526876.06
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-05-02
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0533
20000000.00
20000000.00
0.0033
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.330000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP10QBL6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.500 CLSD2918
S6XOOCT0IEG5ABCC6L87
2053-05-01
4.500000
214593.00
201517.81
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
5554176.00
3561893.50
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF6332
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
1004.00
884.20
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF6886
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.500000
2190.00
1885.56
Agency Mortgage-Backed Securities
FEPC 04.500 CLQF7561
S6XOOCT0IEG5ABCC6L87
2053-02-01
4.500000
884133.00
832917.45
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG4106
S6XOOCT0IEG5ABCC6L87
2053-06-01
4.500000
1660687.00
1571671.27
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG9164
S6XOOCT0IEG5ABCC6L87
2053-08-01
4.500000
1000.00
953.13
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4528
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
100220.00
60577.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6010
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1000.00
185.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA4781
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
239694.00
56572.48
Agency Mortgage-Backed Securities
FNMS 03.000 I6BF0497
B1V7KEBTPIMZEU4LTD58
2060-07-01
3.000000
544300.00
292225.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2897
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
3550526.00
1606121.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9263
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1000.00
272.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL4421
B1V7KEBTPIMZEU4LTD58
2029-10-01
2.140000
1000.00
883.73
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM3927
B1V7KEBTPIMZEU4LTD58
2038-03-01
4.000000
545153.00
194543.16
Agency Mortgage-Backed Securities
FNMS 02.000 CTBP3356
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.000000
1000.00
688.83
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT1905
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.500000
4655.00
3646.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV7552
B1V7KEBTPIMZEU4LTD58
2052-09-01
3.000000
505735.00
426233.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9903
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
150000.00
130848.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1379
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
506529.00
168436.54
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA3850
B1V7KEBTPIMZEU4LTD58
2049-07-01
5.000000
1885.00
471.06
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4543
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
416529.00
196018.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB7019
B1V7KEBTPIMZEU4LTD58
2053-09-01
4.500000
65486.00
62172.94
Agency Mortgage-Backed Securities
FNMS 07.500 CLCB7637
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.500000
2301.00
2292.32
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1024.00
541.13
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1000.00
576.26
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9876
B1V7KEBTPIMZEU4LTD58
2052-09-01
6.000000
41100.00
33933.66
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM9540
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1019.00
712.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
10904.00
1596.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3688
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
10419838.00
1103671.77
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA5297
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.500000
127445.00
129639.72
Agency Mortgage-Backed Securities
FEPC 02.000 CLRJ0146
S6XOOCT0IEG5ABCC6L87
2053-07-01
2.000000
9022.00
7098.13
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD9253
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.500000
484991.00
354449.90
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8422
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.500000
2721000.00
2795242.48
Agency Mortgage-Backed Securities
FEPC 06.500 CLQF7451
S6XOOCT0IEG5ABCC6L87
2053-02-01
6.500000
966325.00
949670.44
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI2313
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
2088.00
2105.70
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB1232
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
1000.00
1008.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3890
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
6512049.00
1634270.07
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7347
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.500000
2977.00
2871.49
Agency Mortgage-Backed Securities
FNMS 06.500 CLMA5329
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.500000
15237.00
15652.74
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2026-10-15
0.125000
67000.00
72138.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
3.875000
200.00
198.76
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-05-02
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
7
N
N
N
0.0533
16000000.00
16000000.00
0.0027
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.330000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP10QCL5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNRA CL003A2 R22M003
B1V7KEBTPIMZEU4LTD58
2031-11-25
1.707210
155340.00
126440.77
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2048-05-25
3.000000
1945424.00
1402694.34
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-12-15
5.800910
2814.00
54.04
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-10-15
5.419180
1757.00
20.18
Agency Collateralized Mortgage Obligation
FNMS 02.000 CLCA9173
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
155731.00
99168.76
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4067
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
188713.00
170617.04
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6860
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.000000
958991.00
918577.13
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB7634
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.000000
265087.00
269316.90
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS6737
B1V7KEBTPIMZEU4LTD58
2053-10-01
5.500000
9988160.00
9981673.46
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL2747
S6XOOCT0IEG5ABCC6L87
2042-02-01
4.000000
3943729.00
339193.52
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM2620
S6XOOCT0IEG5ABCC6L87
2047-02-01
4.000000
1000.00
338.73
Agency Mortgage-Backed Securities
FEPC 04.000 CLZA4949
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.000000
1001.00
247.51
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0298
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.000000
1000.00
289.20
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1727
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.000000
1000.00
922.13
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1492
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
18929696.00
16538188.69
Agency Mortgage-Backed Securities
03.500 FGPC Z40129 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
3.500000
9247937.00
3396159.65
Agency Mortgage-Backed Securities
04.500 FGPC V85114 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
28333262.00
7410705.41
Agency Mortgage-Backed Securities
04.500 FGPC Q44619 G
S6XOOCT0IEG5ABCC6L87
2046-11-01
4.500000
1420301.00
560137.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLQA3238
S6XOOCT0IEG5ABCC6L87
2049-09-01
3.000000
1000.00
598.81
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB7663
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.000000
2497551.00
1674921.89
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF5616
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
228121.00
210111.59
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG0165
S6XOOCT0IEG5ABCC6L87
2053-03-01
5.000000
3023.00
2961.58
Agency Mortgage-Backed Securities
FEPC 04.500 CLRA7558
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.500000
13881490.00
11801872.87
Agency Mortgage-Backed Securities
Y
2024-04-04
2024-04-04
2024-04-29
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0533
53000000.00
53000000.00
0.0088
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.330000%
549300QJJX6CVVUXLE15
0001317808
ARP10QEL3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
4731231.00
3313875.74
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
64017.00
45623.03
Agency Collateralized Mortgage Obligation
GNRA 2022-009 FE
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1272000.00
879696.30
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FB
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
411929.00
296436.07
Agency Collateralized Mortgage Obligation
GNRA 2023-013 TF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
59200.00
51682.97
Agency Collateralized Mortgage Obligation
GNRA 2022-075 FA
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
551887.00
441034.64
Agency Collateralized Mortgage Obligation
GNRA 2023-021 FE
549300M8ZYFG0OCMTT87
2053-02-20
6.000000
1000.00
809.17
Agency Collateralized Mortgage Obligation
GNRA 2023-103 FK
549300M8ZYFG0OCMTT87
2053-07-20
6.319310
142621.00
137152.60
Agency Collateralized Mortgage Obligation
GNRA 2023-114 FJ
549300M8ZYFG0OCMTT87
2053-08-20
6.169310
1000.00
952.50
Agency Collateralized Mortgage Obligation
MNRM CL0211A2 R19M02
B1V7KEBTPIMZEU4LTD58
2029-05-25
2.250000
15410.00
7871.98
Agency Collateralized Mortgage Obligation
MNRA CL0022A2 R23M00
B1V7KEBTPIMZEU4LTD58
2030-09-25
2.876980
5257760.00
4750658.17
Agency Collateralized Mortgage Obligation
MNRA RC01SA1X R23M01
B1V7KEBTPIMZEU4LTD58
2033-07-25
4.507440
1271.00
579.15
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-09-25
6.220390
3840.00
3722.87
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-10-25
6.620390
1000.00
918.74
Agency Collateralized Mortgage Obligation
GNRA 2023-173 AF
549300M8ZYFG0OCMTT87
2053-11-20
6.819310
1000.00
992.99
Agency Collateralized Mortgage Obligation
MNRA CL013A2 R18M013
B1V7KEBTPIMZEU4LTD58
2030-09-25
3.738920
1000.00
742.82
Agency Collateralized Mortgage Obligation
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
6082850.00
393977.21
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM1750
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.040000
1010.00
713.80
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN7163
B1V7KEBTPIMZEU4LTD58
2027-10-01
2.940000
2272.00
1907.30
Agency Mortgage-Backed Securities
FNAR XX.XXX H2AN7466
B1V7KEBTPIMZEU4LTD58
2035-06-01
3.300000
1007.00
810.87
Agency Mortgage-Backed Securities
FNAR XX.XXX HXAN9072
B1V7KEBTPIMZEU4LTD58
2025-05-01
3.290000
1000.00
981.30
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4793
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1000.00
611.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS6764
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.500000
20171.00
20766.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3960
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000.00
203.40
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4119
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
3488.00
1857.55
Agency Mortgage-Backed Securities
FEPC 06.500 CLRJ0659
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
1096.00
1127.03
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
3969.00
360.82
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1000.00
340.18
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
2468516.00
1440693.94
Agency Mortgage-Backed Securities
GNII SF MA7939 M
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
1000.00
806.60
Agency Mortgage-Backed Securities
GNII SF MA8571 M
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
4292928.00
3741590.72
Agency Mortgage-Backed Securities
GNII SF MA9243 M
549300M8ZYFG0OCMTT87
2053-10-20
6.500000
1000.00
1009.36
Agency Mortgage-Backed Securities
GNII SF CS4366 C
549300M8ZYFG0OCMTT87
2053-06-20
7.000000
1038900.00
1083743.30
Agency Mortgage-Backed Securities
GNII SP 783619 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
2631.00
168.71
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8040
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
1000.00
1030.88
Agency Mortgage-Backed Securities
GNII SF CV7902 C
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
475635.00
486997.11
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2047-05-15
3.000000
12723800.00
10118957.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
1.125000
100.00
62.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-05-15
2.250000
572900.00
427116.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-04-15
0.125000
44700.00
46041.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-01-15
1.125000
1198600.00
1166432.48
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-10-31
4.875000
30900.00
32677.84
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-05-02
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0533
28000000.00
28000000.00
0.0046
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.330000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP10QEM1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 06.500 CLRA9861
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.500000
12902795.00
12971895.45
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA9397
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
9561.00
6079.80
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB7634
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.000000
11249.00
11428.50
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2027-09-30
0.375000
1000.00
874.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
1.250000
70732300.00
63353332.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-28
1.875000
38132000.00
35577485.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-03-31
2.500000
28100.00
26986.48
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-04-29
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0533
109000000.00
109000000.00
0.0181
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.320000%
549300HN4UKV1E2R3U73
0001675365
ARP10RRN3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2033-01-15
1.125000
5240700.00
5100052.29
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-04-24
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0532
5000000.00
5000000.00
0.0008
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.330000%
549300HN4UKV1E2R3U73
0001675365
ARP10RRO1
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
2026-03-31
0.750000
8765500.00
8160089.04
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-04-24
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0533
8000000.00
8000000.00
0.0013
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10RRW3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLSD8367
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
22420776.00
21652375.15
Agency Mortgage-Backed Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
21000000.00
21000000.00
0.0035
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.370000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP10RSH5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-08-04
3.850000
39000.00
33154.10
Corporate Debt Securities
APPLE INC SR GLBL NT 26
HWUPKR0MPOU8FGXBT394
2026-09-11
2.050000
12000.00
11280.94
Corporate Debt Securities
ASTRAZENECA PLC SR NT 4%42
PY6ZZQWO2IZFZC3IOL08
2042-09-18
4.000000
2000.00
1717.04
Corporate Debt Securities
BAKER HUGHES A GE CO LLC / BA SR GLBL NT 27
2027-12-15
3.337000
112000.00
107180.36
Corporate Debt Securities
BANK AMERICA CORP FR 4.078%042340
9DJT3UXIJIZJI4WXO774
2040-04-23
4.078000
1274000.00
1119856.26
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 27
213800LBQA1Y9L22JB70
2027-11-24
2.279000
528000.00
490411.62
Corporate Debt Securities
CANADIAN NAT RES LTD MED TERM SR NT 6.25%38
549300T15RIMIKZC5Q38
2038-03-15
6.250000
278000.00
288693.81
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 25
6SHGI4ZSSLCXXQSBB395
2025-05-24
4.140000
120000.00
121389.60
Corporate Debt Securities
COMCAST CORP NEW 4.049%52
51M0QTTNCGUN7KFCFZ59
2052-11-01
4.049000
87000.00
70896.60
Corporate Debt Securities
ORANGE S A CR SEN SR GLBL31
969500MCOONR8990S771
2031-03-01
9.000000
68000.00
82972.24
Corporate Debt Securities
INTEL CORP SR GLBL NT4.1%46
KNX4USFCNGPY45LOCE31
2046-05-19
4.100000
29000.00
24857.69
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 38
549300PDHUGWPWGOT525
2038-01-15
6.950000
2808000.00
3113827.86
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 1.201%101425
ACMHD8HWFMFUIQQ8Y590
2025-10-14
1.201000
19000.00
18627.62
Corporate Debt Securities
MARATHON OIL CORP SR GLBL NT5.2%45
1FRVQX2CRLGC1XLP5727
2045-06-01
5.200000
458000.00
418602.84
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
727.00
475.56
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT4.4%44
5493002KF87V5RSRQS84
2044-05-06
4.400000
15000.00
14076.08
Corporate Debt Securities
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 54
2054-06-01
5.099000
870000.00
873290.12
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 4.55%43
213800ITMMKU4Z7I4F78
2043-08-12
4.550000
1000.00
930.49
Corporate Debt Securities
SHINHAN FINANCIAL GROUP CO LTD FR 3.34%020530
988400EB8A6G49E5KO54
2030-02-05
3.340000
400000.00
392530.89
Corporate Debt Securities
SPRINT CAP CORP MTN BE SR NT 6.875%28
549300L17W0GQBR1PO80
2028-11-15
6.875000
1289000.00
1407084.39
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 30
549300C6OZZ8LTVR8209
2030-05-13
2.700000
315000.00
286506.67
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 GLBL REGS NT 26
549300C6OZZ8LTVR8209
2026-01-08
1.450000
214000.00
201766.10
Corporate Debt Securities
MUFG BK LTD N Y BRH GLBL REGS NT 24
C3GTMMZIHMY46P4OIX74
2024-09-08
3.250000
206000.00
204262.50
Corporate Debt Securities
RAIZEN FUELS FINANCE SA GLBL REGS NT 27
52990010NH26VC32Q522
2027-01-20
5.300000
200000.00
201046.22
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 26
213800LBQA1Y9L22JB70
2026-01-12
4.375000
831000.00
823359.88
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2021 BD 41
DW4Z57L3G4IRMHYZYK62
2041-06-01
2.810000
1000.00
748.10
Corporate Debt Securities
KOOKMIN BANK FR 2.5%110430
549300XXMOJSIW8P4769
2030-11-04
2.500000
210000.00
176274.00
Corporate Debt Securities
SOUTHERN CALIF EDISON CO SR SEC GLBL 26
9R1Z5I36FERIBVKW4P77
2026-02-01
1.200000
1000.00
931.46
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 34
549300CUWDAUZSH43859
2034-02-15
5.125000
53000.00
52437.14
Corporate Debt Securities
TENCENT HLDGS LTD FR 3.68%042241
254900N4SLUMW4XUYY11
2041-04-22
3.680000
209000.00
170100.22
Corporate Debt Securities
ROYAL BK CDA CVR BD CVR BD 30
ES7IP3U3RHIGC71XBU11
2030-04-28
6.248570
885000.00
903346.68
Corporate Debt Securities
COX COMMUNICATIONS INC NEW SR GLBL 144A 47
5493001NEDZNIFRP2R92
2047-08-15
4.600000
4000.00
3287.02
Corporate Debt Securities
DATA MTG TR 2023-CNTR C 20430812 FLT
2043-08-12
5.728080
460000.00
420925.79
Private Label Collateralized Mortgage Obligations
OBX TR 2022-J2 A-2 20520825 FLT
2052-08-25
3.000000
881080.00
671283.62
Private Label Collateralized Mortgage Obligations
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0539
11999972.76
11999972.76
0.0020
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.320000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP10RSO0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA9427 M
549300M8ZYFG0OCMTT87
2053-12-20
7.500000
1620745.00
1664502.18
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2034-01-15
1.750000
51688800.00
51375498.91
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
52000000.00
52000000.00
0.0086
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10SGD5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLSD8367
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
9608904.00
9279589.35
Agency Mortgage-Backed Securities
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0532
9000000.00
9000000.00
0.0015
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.320000%
549300HN4UKV1E2R3U73
0001675365
ARP10SGE3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2024-12-31
2.250000
14511100.00
14280076.91
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-04-25
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0532
14000000.00
14000000.00
0.0023
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.320000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP10SGV5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
900.00
853.17
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
0.750000
100.00
87.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-29
1.125000
2407500.00
2136769.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-29
4.000000
42200.00
41875.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-03-31
3.625000
109698200.00
108999956.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-04-15
1.250000
500.00
502.25
U.S. Treasuries (including strips)
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0532
109000000.00
109000000.00
0.0181
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.320000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP10SH77
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-05-31
2.625000
36219200.00
34680095.38
U.S. Treasuries (including strips)
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0532
34000000.00
34000000.00
0.0056
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.420000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP10T3S4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMERICAN CR AC REC TR 2022-1 C 20280313 2.1
2028-03-13
2.120000
1000.00
456.60
Asset-Backed Securities
TRANSCANADA PIPELINE STRIP SR GLBL NT5.1%49
5BV01I6231JPDAPMGH09
2049-03-15
5.100000
44000.00
40802.15
Corporate Debt Securities
TRINITY HEALTH CORP IND SR -2021 NT 40
TWSRHFGEDJDX0GKMGJ67
2040-12-01
2.632000
2000.00
1461.63
Corporate Debt Securities
WELLS FARGO & CO FR 3.9%050145
PBLD0EJDB5FWOLXP3B76
2045-05-01
3.900000
1000.00
828.84
Corporate Debt Securities
WELLS FARGO & CO FR 4.4%061446
PBLD0EJDB5FWOLXP3B76
2046-06-14
4.400000
25000.00
21040.28
Corporate Debt Securities
WELLS FARGO & CO FR 4.75%120746
PBLD0EJDB5FWOLXP3B76
2046-12-07
4.750000
25000.00
22302.40
Corporate Debt Securities
COX COMMUNICATIONS INC NEW SR GLBL 144A 50
5493001NEDZNIFRP2R92
2050-10-01
2.950000
434000.00
272579.85
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2029-01-18
6.720000
270000.00
283096.80
Corporate Debt Securities
DOLLAR GEN CORP SR GLBL NT 33
OPX52SQVOZI8IVSWYU66
2033-07-05
5.450000
46000.00
46703.12
Corporate Debt Securities
ENTERGY LA LLC 1M BD 3.12%27
0V5453U14HDZO63CGH17
2027-09-01
3.120000
1000.00
947.94
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR NT 6.125%39
5493004LGN656HWLDA30
2039-10-15
6.125000
80000.00
87606.61
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 6.484%29
784F5XWPLTWKTBV3E584
2029-10-24
6.484000
56000.00
60507.28
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 33
784F5XWPLTWKTBV3E584
2033-02-24
3.102000
34000.00
29144.11
Corporate Debt Securities
INTEL CORP SR GLBL NT 32
KNX4USFCNGPY45LOCE31
2032-08-05
4.150000
90000.00
85969.77
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 44
8I5DZWZKVSZI1NUHU748
2044-02-01
4.850000
775000.00
744999.10
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 5.35%34
8I5DZWZKVSZI1NUHU748
2034-06-01
5.350000
2556000.00
2602845.09
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2021 BD 51
DW4Z57L3G4IRMHYZYK62
2051-06-01
3.002000
2000.00
1400.69
Corporate Debt Securities
LOWES COS INC SR GLBL NT 53
WAFCR4OKGSC504WU3E95
2053-04-15
5.625000
33000.00
34112.39
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT5.4%33
549300XMP3KDCKJXIU47
2033-09-15
5.400000
83000.00
85290.80
Corporate Debt Securities
MORGAN STANLEY PERP JR GLBL -N
IGJSJL3JD5P30I6NJZ34
2099-12-31
8.750880
22000.00
22808.28
Corporate Debt Securities
NASDAQ INC CR SEN SR GLBL53
549300L8X1Q78ERXFD06
2053-08-15
5.950000
254000.00
267659.34
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH SR -B NT 5.2%25
549300E2IPL06NDXMZ63
2025-05-13
5.200000
250000.00
255172.50
Corporate Debt Securities
NVIDIA CORPORATION SR GLBL NT 30
549300S4KLFTLO7GSQ80
2030-04-01
2.850000
831000.00
767513.68
Corporate Debt Securities
ORACLE CORP SR GLBL NT6.9%52
1Z4GXXU7ZHVWFCD8TV52
2052-11-09
6.900000
1287000.00
1506203.98
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD 29
1HNPXZSMMB7HMBMVBS46
2029-05-15
5.550000
99000.00
100409.26
Corporate Debt Securities
PACIFICORP 1M GLBL BD3.3%51
SGY07Y7FNYBNLM6Z1M11
2051-03-15
3.300000
1082000.00
718179.30
Corporate Debt Securities
PFIZER INVT ENTERPRISES SR GLBL NT 25
5493000FQO8XF9C0RT95
2025-05-19
4.650000
805000.00
813575.26
Corporate Debt Securities
PROVIDENCE ST JOSEPH HEALTH SR -2021A BD 51
2051-10-01
2.700000
1000.00
622.24
Corporate Debt Securities
RTX CORPORATION SR NT 6.4%54
I07WOS4YJ0N7YRFE7309
2054-03-15
6.400000
897000.00
1010453.56
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT26
549300KJYBG7C6WJYZ11
2026-06-30
5.875000
244000.00
249653.75
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT30
549300KJYBG7C6WJYZ11
2030-05-15
4.500000
255000.00
249801.83
Corporate Debt Securities
SCHWAB CHARLES CORP SR GLBL NT 31
549300VSGCJ7E698NM85
2031-12-01
1.950000
528000.00
427023.96
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2024B 34
9R1Z5I36FERIBVKW4P77
2034-06-01
5.200000
924000.00
923928.13
Corporate Debt Securities
EQUINOR ASA SR NT 3.95%43
OW6OFBNCKXC4US5C7523
2043-05-15
3.950000
2000.00
1720.41
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV GLBL NT 3.25%50
213800ITMMKU4Z7I4F78
2050-04-06
3.250000
1000.00
738.41
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 28
MR92GTD0MJTTTTQDVG45
2028-02-01
1.750000
16000.00
14298.25
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1MTG BD 6%34
9R1Z5I36FERIBVKW4P77
2034-01-15
6.000000
41000.00
43789.09
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2020A 50
9R1Z5I36FERIBVKW4P77
2050-02-01
3.650000
6000.00
4453.97
Corporate Debt Securities
AT&T INC SR GLBL NT4.1%28
549300Z40J86GGSTL398
2028-02-15
4.100000
265000.00
258164.91
Corporate Debt Securities
AMEREN CORP SR GLBL NT3.5%31
XRZQ5S7HYJFPHJ78L959
2031-01-15
3.500000
615000.00
560447.79
Corporate Debt Securities
ELEVANCE HEALTH INC SR GLBL NT 27
8MYN82XMYQH89CTMTH67
2027-12-01
3.650000
163000.00
158169.09
Corporate Debt Securities
ARCH CAP GROUP LTD SR GLBL NT 50
549300AYR4P8AFKDCE43
2050-06-30
3.635000
1831000.00
1366174.20
Corporate Debt Securities
GALLAGHER ARTHUR J & CO SR GLBL NT 54
54930049QLLMPART6V29
2054-02-15
6.750000
72000.00
82148.58
Corporate Debt Securities
ATHENE HOLDING LTD SR GLBL NT 34
549300H316CT32FQXI76
2034-01-15
5.875000
6000.00
6098.87
Corporate Debt Securities
AVOLON HLDGS FDG LTD SR 144A NT 29
635400ZRKEX9L1BKCH30
2029-03-01
5.750000
3000.00
3021.43
Corporate Debt Securities
BANK AMERICA CORP PERP GLBL -Z NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.500000
130000.00
134021.69
Corporate Debt Securities
BANK NEW YORK MELLON CORP PERP SUB GLBL -F
WFLLPEPC7FZXENRZV188
2099-12-31
4.625000
11000.00
10460.54
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 4.989%34
5493009NTB34VXE1T760
2034-04-10
4.989000
241000.00
243060.43
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL NT3.8%28
ZUE8T73ROZOF6FLBAR73
2028-01-31
3.800000
250000.00
239230.56
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 45
6SHGI4ZSSLCXXQSBB395
2045-07-30
4.650000
25000.00
22861.04
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 31
6SHGI4ZSSLCXXQSBB395
2031-06-03
2.572000
286000.00
246393.61
Corporate Debt Securities
CITIZENS FINL GROUP INC SB GLBL NT4.3%25
2138004JDDA4ZQUPFW65
2025-12-03
4.300000
10000.00
9908.86
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT5.5%64
51M0QTTNCGUN7KFCFZ59
2064-05-15
5.500000
7000.00
7089.95
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEIS SR NT 5.5%25
DG3RU1DBUFHT4ZF9WN62
2025-07-18
5.500000
802000.00
813776.92
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 31
549300V2JRLO5DIFGE82
2031-02-15
2.550000
325000.00
277269.15
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT4.8%28
549300V2JRLO5DIFGE82
2028-07-15
4.800000
270000.00
270657.00
Corporate Debt Securities
TELUS CORPORATION SR NT 2.8%27
L2TEUTQ8OSHMJWVLCE40
2027-02-16
2.800000
525000.00
495629.75
Corporate Debt Securities
TORONTO DOMINION BANK ALT TIER I GLBL
PT3QB789TSUIDF371261
2082-10-31
8.125000
236000.00
250960.11
Corporate Debt Securities
UNION PAC CORP SR GLBL NT3.5%53
549300LMMRSZZCZ8CL11
2053-02-14
3.500000
1000.00
751.14
Corporate Debt Securities
CUBESMART L P SR GLBL NT 3%30
549300MPHKO3I3FJRA97
2030-02-15
3.000000
159000.00
141068.51
Corporate Debt Securities
ECOLAB INC SR GLBL NT 47
82DYEISM090VG8LTLS26
2047-12-01
3.950000
45000.00
38400.64
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 25
OW6OFBNCKXC4US5C7523
2025-04-06
2.875000
2000.00
1981.63
Corporate Debt Securities
NORTHERN STS PWR CO MINN 1M GLBL BD3.6%47
3S1GHB0TEH85KX44SB51
2047-09-15
3.600000
90000.00
68157.90
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P SR NT 5.15%42
2042-06-01
5.150000
676000.00
621418.07
Corporate Debt Securities
ROCHE HOLDINGS INC SR 144A NT 31
PVJRP0EQNV6OGDPZGY95
2031-03-08
4.909000
471000.00
474017.80
Corporate Debt Securities
BANCO SANTANDER S.A. LW TIER II GLBL
5493006QMFDDMYWIAM13
2034-03-14
6.350000
800000.00
801335.56
Corporate Debt Securities
UBS GROUP AG SR 144A NT 29
549300SZJ9VS8SGXAN81
2029-09-22
6.246000
86000.00
88909.47
Corporate Debt Securities
DELL INTL LLC/EMC CORP SR GLBL NT5.4%34
2034-04-15
5.400000
278000.00
278522.64
Corporate Debt Securities
EXELON CORP GLBL NT 5.45%34
3SOUA6IRML7435B56G12
2034-03-15
5.450000
234000.00
236574.71
Corporate Debt Securities
NORTHERN STS PWR CO MINN 1ST MTG BD3.4%42
3S1GHB0TEH85KX44SB51
2042-08-15
3.400000
1000.00
770.13
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT 34
5493005JBO5YSIGK1814
2034-11-15
4.650000
2000.00
1936.64
Corporate Debt Securities
ROCKWELL AUTOMATION INC GLBL NT 2.8%61
VH3R4HHBHH12O0EXZJ88
2061-08-15
2.800000
63000.00
37940.77
Corporate Debt Securities
ARCHER DANIELS MIDLAND CO SR GLBL NT 47
549300LO13MQ9HYSTR83
2047-09-15
3.750000
654000.00
504374.06
Corporate Debt Securities
SUTTER HEALTH SR GLBL 2020A 50
549300MJCC12LU768G81
2050-08-15
3.361000
235000.00
173818.81
Corporate Debt Securities
ML MTG INVESTORS 2003-H A-1 20290125 FLT
2029-01-25
6.083890
39688891.00
324790.38
Private Label Collateralized Mortgage Obligations
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0543
19999980.80
19999980.80
0.0033
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.470000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP10T3T2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT
2037-02-25
5.673890
100000.00
51602.28
Asset-Backed Securities
VECTOR GROUP LTD SR GLBL 144A 26
549300TUIF4WWN6NDN50
2026-11-01
10.500000
5254000.00
5501804.91
Corporate Debt Securities
CERDIA FINANZ GMBH SR SEC 144A NT27
391200KURNDJSX9GX570
2027-02-15
10.500000
4582000.00
4823066.66
Corporate Debt Securities
KRONOS ACQUISITION HLDGS INC SR SEC GLBL 26
2026-12-31
5.000000
5771000.00
5727614.90
Corporate Debt Securities
ELECTRICITE DE FRANCE SA PERP SUB GLBL
549300X3UK4GG3FNMO06
2079-12-31
9.125000
200000.00
225189.53
Corporate Debt Securities
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0553
13999851.32
13999851.32
0.0023
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.370000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP10T446
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ATI INC SR GLBL NT 30
ZW1LRE7C3H17O2ZN9B45
2030-08-15
7.250000
2000.00
2085.94
Corporate Debt Securities
ROYAL BK CDA CVR BD CVR BD 30
ES7IP3U3RHIGC71XBU11
2030-04-28
6.248570
2059000.00
2101684.54
Corporate Debt Securities
MASTR ADJ MTG 2007-1 I-M1 20470125 FLT
2047-01-25
6.013890
75933.00
36.00
Private Label Collateralized Mortgage Obligations
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0540
1999989.74
1999989.74
0.0003
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.340000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP10T479
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA9170 M
549300M8ZYFG0OCMTT87
2053-08-20
5.000000
43189000.00
42173428.65
Agency Mortgage-Backed Securities
GNMI SF 737011 X
549300M8ZYFG0OCMTT87
2040-02-15
5.000000
2250000.00
198722.33
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBZ0176
B1V7KEBTPIMZEU4LTD58
2029-01-01
5.130000
836500.00
850003.20
Agency Mortgage-Backed Securities
GNII SP 786340 C
549300M8ZYFG0OCMTT87
2052-09-20
5.000000
684530.00
637845.99
Agency Mortgage-Backed Securities
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0534
43000000.00
43000000.00
0.0071
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.330000%
VYVVCKR63DVZZN70PB21
0001224385
ARP10T4V6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLSD8420
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
32246585.00
32273414.16
Agency Mortgage-Backed Securities
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0533
31000000.00
31000000.00
0.0051
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.330000%
549300H47WTHXPU08X20
ARP10TYJ0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.500 CLRJ1107
S6XOOCT0IEG5ABCC6L87
2054-03-01
4.500000
1294738.00
1240136.31
Agency Mortgage-Backed Securities
FNMS 05.500 GO745399
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
1000.00
23.67
Agency Mortgage-Backed Securities
FNMS 02.500 CIBA6893
B1V7KEBTPIMZEU4LTD58
2031-02-01
2.500000
2000.00
274.68
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC1790
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
1000.00
139.97
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE1326
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
416000.00
78001.30
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE7373
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
2000.00
396.36
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9977
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
179000.00
39665.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4754
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
347640.00
73488.46
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBZ0040
B1V7KEBTPIMZEU4LTD58
2030-12-01
5.180000
1000.00
1027.87
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBZ0213
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.595000
1000.00
997.63
Agency Mortgage-Backed Securities
FNMS 02.500 CICA9481
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.500000
1137.00
699.47
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB7742
B1V7KEBTPIMZEU4LTD58
2054-01-01
5.500000
1000.00
988.64
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB8226
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.500000
1000.00
1032.16
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS6305
B1V7KEBTPIMZEU4LTD58
2053-10-01
5.500000
1024.00
1011.73
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS7256
B1V7KEBTPIMZEU4LTD58
2053-09-01
5.000000
1024.00
1003.79
Agency Mortgage-Backed Securities
FNMS 03.000 CRMA1384
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
520600.00
97134.12
Agency Mortgage-Backed Securities
FEPC 05.500 CTSC0343
S6XOOCT0IEG5ABCC6L87
2043-03-01
5.500000
1024.00
890.68
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI1984
S6XOOCT0IEG5ABCC6L87
2054-03-01
6.000000
1000.00
1020.21
Agency Mortgage-Backed Securities
FEPC 05.500 CLQI2029
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
1012.00
1013.78
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6586
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.500000
1000.00
160.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9260
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
1000.00
199.89
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2896
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
1000.00
160.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3026
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.500000
1000.00
120.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3087
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
1000.00
128.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
156.38
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3277
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1000.00
139.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3466
B1V7KEBTPIMZEU4LTD58
2048-09-01
3.500000
1000.00
108.52
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4465
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
1000.00
694.23
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3695
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.000000
1000.00
132.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3747
B1V7KEBTPIMZEU4LTD58
2049-08-01
4.500000
1000.00
114.71
Agency Mortgage-Backed Securities
FNMS 03.500 CTMA3869
B1V7KEBTPIMZEU4LTD58
2039-12-01
3.500000
1000.00
199.97
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3906
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.500000
1000.00
159.67
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3937
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
1000.00
194.08
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3986
B1V7KEBTPIMZEU4LTD58
2035-04-01
3.500000
1000.00
198.89
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
1024.00
650.90
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4547
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
3411422.00
2440645.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA4626
B1V7KEBTPIMZEU4LTD58
2052-06-01
4.000000
1024.00
856.95
Agency Mortgage-Backed Securities
FEPC 06.000 CLRJ0097
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
1008.00
997.10
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS8251
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
1000.00
228.33
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
1000.00
196.08
Agency Mortgage-Backed Securities
FNMS 06.000 GO745324
B1V7KEBTPIMZEU4LTD58
2034-03-01
6.000000
1000.00
13.20
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD8952
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
2000.00
391.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3503
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1000.00
110.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3872
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1000.00
113.91
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7240
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
1000.00
1001.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1598
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
1000.00
102.45
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM2174
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
492998.00
121254.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS6838
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.500000
1024.00
1015.18
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8385
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
4718.00
4620.04
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8397
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
1024.00
1015.28
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG3520
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
1000.00
947.15
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9859
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
1000.00
982.95
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL3024
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1000.00
154.47
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1336
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
16775.00
911.05
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3517
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.500000
1000.00
99.21
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2806
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
1000.00
196.52
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2920
B1V7KEBTPIMZEU4LTD58
2047-03-01
3.000000
1000.00
245.03
Agency Mortgage-Backed Securities
FNMS 02.500 CIBA0578
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
1762.00
400.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0300
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
2000.00
251.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9260
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1000.00
127.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4764
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1000.00
97.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3899
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1000.00
81.14
Agency Mortgage-Backed Securities
03.500 FGPC Q41208 G
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
1000.00
143.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9260
B1V7KEBTPIMZEU4LTD58
2030-09-01
2.500000
1000.00
152.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6385
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
1000.00
73.21
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2415
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1000.00
109.93
Agency Mortgage-Backed Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
4000000.00
4000000.00
0.0007
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.320000%
549300H47WTHXPU08X20
ARP10TYP6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-07-15
0.375000
90557200.00
115260096.32
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
113000000.00
113000000.00
0.0188
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.330000%
549300H47WTHXPU08X20
ARP10TZR1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLQF1972
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.500000
6081279.00
5614130.92
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6385
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
120226918.00
92264617.80
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD3501
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
5529232.00
5659758.07
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2917
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
6164348.00
5702507.03
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8385
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
44144.00
43227.43
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE8087
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
4629064.00
3448202.57
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG3520
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
1762210.00
1669071.53
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7844
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
23387796.00
5666934.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2042
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
23592158.00
5864614.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5337
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
27003872.00
5658392.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX5102
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
6214780.00
5841930.18
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0147
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.000000
8602000.00
5688619.01
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8716
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
144867598.00
91930145.92
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS6837
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
225797.00
224297.38
Agency Mortgage-Backed Securities
FEPC 04.000 CLQE7111
S6XOOCT0IEG5ABCC6L87
2052-07-01
4.000000
6766561.00
5743550.70
Agency Mortgage-Backed Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
234000000.00
234000000.00
0.0388
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.330000%
549300HN4UKV1E2R3U73
0001675365
ARP10U260
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
2028-05-15
2.875000
574200.00
550086.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-03-31
0.750000
1388800.00
1292879.09
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-28
1.875000
17703000.00
16517051.78
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
18000000.00
18000000.00
0.0030
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.330000%
549300HN4UKV1E2R3U73
0001675365
ARP10U278
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2020-14O FA
549300M8ZYFG0OCMTT87
2070-06-20
5.864430
448618.00
241706.60
Agency Collateralized Mortgage Obligation
GNRM 2023-149 QM
549300M8ZYFG0OCMTT87
2053-10-20
7.500000
2724287.00
2848293.60
Agency Collateralized Mortgage Obligation
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
3000000.00
3000000.00
0.0005
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.330000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10U286
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLSD8367
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
18142134.00
17520370.01
Agency Mortgage-Backed Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
17000000.00
17000000.00
0.0028
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.370000%
549300HN4UKV1E2R3U73
0001675365
ARP10U2A1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NATIONAL FUEL GAS CO SR GLBL NT5.2%25
8JB38FFW1Y3C1HM8E841
2025-07-15
5.200000
8000.00
8047.32
Corporate Debt Securities
NORTHERN STS PWR CO MINN 1M GLBL BD2.9%50
3S1GHB0TEH85KX44SB51
2050-03-01
2.900000
488000.00
324132.04
Corporate Debt Securities
OCHSNER LSU HEALTH SYS NORTH SR -2021 BD 31
2031-05-15
2.510000
90000.00
63570.87
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR 144A NT6.2%30
2030-06-15
6.200000
60000.00
63522.53
Corporate Debt Securities
REINSURANCE GROUP AMER INC SR GLBL NT 6%33
LORM1GNEU1DKEW527V90
2033-09-15
6.000000
5258000.00
5461046.43
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 32
254900287ZNSGVP1R341
2032-01-15
3.125000
59000.00
49336.79
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 30
549300V2JRLO5DIFGE82
2030-04-15
3.875000
7000.00
6680.63
Corporate Debt Securities
VIATRIS INC SR GLBL NT 40
254900ZZTSW7NL773X71
2040-06-22
3.850000
470000.00
351379.83
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 49
XSGZFLO9YTNO9VCQV219
2049-02-14
5.950000
300000.00
305574.67
Corporate Debt Securities
BNP PARIBAS FR 4.4%081428
R0MUWSFPU8MPRO8K5P83
2028-08-14
4.400000
320000.00
312184.89
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2029-01-18
6.720000
521000.00
546271.97
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT3.5%25
784F5XWPLTWKTBV3E584
2025-04-01
3.500000
2000.00
1996.04
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 26
784F5XWPLTWKTBV3E584
2026-08-10
5.798000
27395000.00
27714991.86
Corporate Debt Securities
JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%29
2029-02-02
3.000000
425000.00
379013.58
Corporate Debt Securities
NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31
2031-05-11
2.500000
2058000.00
1741652.24
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT1.3%26
5493005JBO5YSIGK1814
2026-02-15
1.300000
16000.00
14921.16
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR GLBL AMZ NT37
549300KJYBG7C6WJYZ11
2037-09-15
5.900000
88000.00
91513.01
Corporate Debt Securities
AIR LEASE CORP FR 0.8%081824
5493004NW4M4P8TMMK63
2024-08-18
0.800000
65000.00
63827.33
Corporate Debt Securities
AMEREN ILL CO 1M GLBL BD 50
RC71E2BZ6UOMFPDJSE79
2050-03-15
3.250000
266000.00
188927.46
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC GLBL 144A NT 25
TINT358G1SSHR3L3PW36
2025-05-14
4.875000
200000.00
201629.17
Corporate Debt Securities
PPL ELEC UTILS CORP 1M GLBL-A BD3%49
549300GCZLSGYEYPIR35
2049-10-01
3.000000
30000.00
21114.60
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 25
U4LOSYZ7YG4W3S5F2G91
2025-05-21
3.785000
990000.00
999744.21
Corporate Debt Securities
SWEDBANK AB SNR NPF 144A 27
M312WZV08Y7LYUC71685
2027-09-20
5.337000
985000.00
986424.31
Corporate Debt Securities
MINERA MEXICO S A DE C V SR GLBL REGS 50
2549005BMA2EK49I0T98
2050-01-26
4.500000
3170000.00
2478876.60
Corporate Debt Securities
AEP TRANSMISSION CO LLC SR GLBL -N NT 51
549300X123Z1I0LA3Y84
2051-08-15
2.750000
48000.00
30189.83
Corporate Debt Securities
CENTERPOINT ENERGY RES CORP SR NT 6.625%37
2JADVB0458J06WCD4N56
2037-11-01
6.625000
4900000.00
5433081.21
Corporate Debt Securities
MASSACHUSETTS MUT LIFE 144A NT 3.729%70
R6ZXK5P01NP6HXSY1S07
2070-10-15
3.729000
295000.00
203952.40
Corporate Debt Securities
MINERA MEXICO S A DE C V SR GLBL REGS 50
2549005BMA2EK49I0T98
2025-09-15
4.250000
1325000.00
1306893.51
Corporate Debt Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0537
47000000.00
47000000.00
0.0078
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 5.330000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP10U2C7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CI7924 C
549300M8ZYFG0OCMTT87
2047-11-20
3.500000
21176169.00
13029093.42
Agency Mortgage-Backed Securities
GNII RG CL2956 C
549300M8ZYFG0OCMTT87
2047-07-20
3.000000
12721275.00
9014924.93
Agency Mortgage-Backed Securities
GNII RG CS4226 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
16020411.00
12996721.35
Agency Mortgage-Backed Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
34000000.00
34000000.00
0.0056
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 5.410000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP10U2D5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49
2049-12-01
5.212000
2080000.00
2096825.12
Corporate Debt Securities
AIR LEASE CORP SR GLBL NT 25
5493004NW4M4P8TMMK63
2025-03-01
3.250000
6000.00
5880.89
Corporate Debt Securities
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0541
2000000.00
2000000.00
0.0003
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.400000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10U2E3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
4.250000
21371000.00
21432863.17
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0540
21000000.00
21000000.00
0.0035
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.470000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP10U2F0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT
2037-02-25
5.673890
100000.00
51602.28
Asset-Backed Securities
EXETER ATMBL REC TR 2022-4 E 20300315 8.2
2030-03-15
8.230000
3000.00
3024.56
Asset-Backed Securities
EXETER AUTOMOBILE TR 2022-6 E 20300617 11.
2030-06-17
11.610000
57000.00
63060.21
Asset-Backed Securities
FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 26
2026-04-01
5.375000
111000.00
111653.47
Corporate Debt Securities
NEWELL BRANDS INC SR GLBL NT 25
549300LWGYFM1TVO1Z12
2025-06-01
4.875000
8000.00
8004.19
Corporate Debt Securities
SIX FLAGS ENTERTAINMENT CORP. SR GLBL 144A 27
549300JYTDUAA4JQ3717
2027-04-15
5.500000
2122000.00
2122302.97
Corporate Debt Securities
AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29
2029-04-20
5.750000
2000.00
1985.42
Corporate Debt Securities
AMERICAN EXPRESS CO ALT TIER I PERP
R4PP93JZOLY261QX3811
2079-12-31
3.550000
1000.00
924.56
Corporate Debt Securities
AZUL SECD FIN LLP SR SEC 144A NT28
2028-08-28
11.930000
216000.00
223108.92
Corporate Debt Securities
CITIGROUP INC ALT TIER I PERP
6SHGI4ZSSLCXXQSBB395
2079-12-31
3.875000
1000.00
949.56
Corporate Debt Securities
COCA COLA CO SR GLBL NT2.5%51
UWJKFUJFZ02DKWI3RY53
2051-03-15
2.500000
2000.00
1261.27
Corporate Debt Securities
ELECTRICITE DE FRANCE SA PERP SUB GLBL
549300X3UK4GG3FNMO06
2079-12-31
9.125000
200000.00
225189.53
Corporate Debt Securities
ENOVA INTL INC SR GLBL 144A 28
549300O8XOCQSB49UO63
2028-12-15
11.250000
1232000.00
1344555.52
Corporate Debt Securities
SIZZLING PLATTER LLC SR SEC GLBL 25
2025-11-28
8.500000
2000000.00
2073606.67
Corporate Debt Securities
US BANCORP FR 3%073029
N1GZ7BBF3NP8GI976H15
2029-07-30
3.000000
2000.00
1798.63
Corporate Debt Securities
CRESCENT ENERGY FINANCE LLC SR GLBL 144A 28
54930061FUL6DBLFUW14
2028-02-15
9.250000
1713000.00
1825661.63
Corporate Debt Securities
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0547
7000000.00
7000000.00
0.0012
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.320000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP10U2O1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2029-04-15
3.875000
1300.00
2706.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-01-15
2.000000
100.00
155.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
2.125000
200.00
285.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-02-15
1.375000
400.00
464.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-11-15
2.875000
11500.00
9008.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-11-15
2.000000
200.00
142.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-08-15
3.375000
600.00
522.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-11-15
4.750000
21400.00
22637.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
100.00
93.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-31
2.625000
994600.00
966440.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-15
2.375000
3751700.00
3468154.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-09-30
4.125000
100.00
101.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-10-31
4.125000
3881500.00
3919326.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-11-30
3.875000
100.00
99.57
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-30
3.875000
6720500.00
6702738.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-12-15
4.000000
1224600.00
1223933.96
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
3.500000
3300.00
3224.22
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
16000000.00
16000000.00
0.0027
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.320000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP10U2P8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-07-31
1.000000
1879600.00
1642819.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-15
2.875000
19067500.00
18769291.91
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
20000000.00
20000000.00
0.0033
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.320000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP10U2Q6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
3.000000
39782600.00
39341733.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
0.250000
71900.00
67301.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
0.250000
1400.00
1310.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-07-31
0.625000
400.00
366.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-15
3.500000
100.00
98.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-03-15
4.625000
1600.00
1601.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
5.000000
3336600.00
3427719.76
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
42000000.00
42000000.00
0.0070
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.370000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP10U2R4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BANCO SANTANDER S.A. GLBL COCO 33
5493006QMFDDMYWIAM13
2033-11-07
6.938000
1000000.00
1130923.83
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 GLBL REGS NT 26
549300C6OZZ8LTVR8209
2026-01-08
1.450000
211000.00
198937.60
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 5%070927
549300D0YARF5HYP1809
2027-07-09
5.000000
275000.00
275778.86
Corporate Debt Securities
HANWHA Q CELLS AMERS HLDGS COR SR REGS NT 5%28
988400471QDZGCLXRM35
2028-07-27
5.000000
200000.00
201590.44
Corporate Debt Securities
HANWHA ENERGY USA HLDGS CORP SR GLBL REGS 25
549300VVIE7XDIYNIT55
2025-07-05
4.125000
200000.00
198576.08
Corporate Debt Securities
ALLIANZ SE TIER I PERP GLBL
529900K9B0N5BT694847
2500-12-31
3.500000
200000.00
192047.78
Corporate Debt Securities
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0537
2000000.00
2000000.00
0.0003
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.320000%
ZBUT11V806EZRVTWT807
0000782124
ARP10U2V5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
2.375000
113652800.00
186660122.27
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
183000000.00
183000000.00
0.0304
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.330000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP10U2W3
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
2029-10-31
4.000000
91289400.00
91800038.80
U.S. Treasuries (including strips)
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0533
90000000.00
90000000.00
0.0149
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.330000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP10U2X1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZI8782
S6XOOCT0IEG5ABCC6L87
2039-05-01
4.000000
1053000.00
11865.20
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI9891
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.000000
141599.00
11259.97
Agency Mortgage-Backed Securities
FEPC 05.500 CTZJ9293
S6XOOCT0IEG5ABCC6L87
2027-12-01
5.500000
8760976.00
50479.25
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK9128
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.500000
1569986.00
351747.07
Agency Mortgage-Backed Securities
FEPC 05.000 CLZS2117
S6XOOCT0IEG5ABCC6L87
2038-04-01
5.000000
200000.00
5378.01
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4519
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.000000
1120590.00
199423.18
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6216
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
1030000.00
738938.76
Agency Mortgage-Backed Securities
FNMS 03.500 CJAI7408
B1V7KEBTPIMZEU4LTD58
2026-08-01
3.500000
12527632.00
77782.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL1472
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.500000
259156.00
14807.52
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5213
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
415000.00
36229.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5758
B1V7KEBTPIMZEU4LTD58
2044-09-01
4.000000
1250000.00
259125.97
Agency Mortgage-Backed Securities
FNMS 03.000 NPAT6007
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
1047308.00
465982.59
Agency Mortgage-Backed Securities
FNMS 05.000 CL745755
B1V7KEBTPIMZEU4LTD58
2035-12-01
5.000000
37897280.00
517855.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM4226
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1600000.00
636280.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW0999
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
1154752.00
1028725.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW9898
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
214251.00
194136.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2297
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
1465000.00
321133.02
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3152
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
810145.00
562709.00
Agency Mortgage-Backed Securities
FNMS 05.000 CTCB4460
B1V7KEBTPIMZEU4LTD58
2042-08-01
5.000000
1313278.00
1249852.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6203
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
225000.00
218004.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM6117
B1V7KEBTPIMZEU4LTD58
2048-11-01
3.000000
6600000.00
2992100.96
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS6101
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
5951056.00
5889361.98
Agency Mortgage-Backed Securities
FNMS 06.000 CL928905
B1V7KEBTPIMZEU4LTD58
2037-12-01
6.000000
16916640.00
608770.19
Agency Mortgage-Backed Securities
FNMS 05.000 CTMA3092
B1V7KEBTPIMZEU4LTD58
2037-06-01
5.000000
87500.00
6792.65
Agency Mortgage-Backed Securities
GNMI SF 769304 X
549300M8ZYFG0OCMTT87
2041-08-15
4.290000
90000.00
11698.62
Agency Mortgage-Backed Securities
GNMI SF BB4357 X
549300M8ZYFG0OCMTT87
2047-07-15
4.000000
124000.00
21634.71
Agency Mortgage-Backed Securities
GNII SF AD6018 C
549300M8ZYFG0OCMTT87
2043-04-20
3.500000
224366.00
38540.47
Agency Mortgage-Backed Securities
GNPL PN CS2710
549300M8ZYFG0OCMTT87
2058-03-15
4.000000
2340000.00
2133697.66
Agency Mortgage-Backed Securities
GNII SF 003807 M
549300M8ZYFG0OCMTT87
2036-01-20
5.500000
555000.00
9046.25
Agency Mortgage-Backed Securities
GNMI SF 726462 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
20000000.00
517244.91
Agency Mortgage-Backed Securities
GNII SP 786609 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
24832096.00
20915515.21
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL6976
S6XOOCT0IEG5ABCC6L87
2043-09-01
4.000000
417505.00
94714.46
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS3457
S6XOOCT0IEG5ABCC6L87
2041-06-01
5.500000
1120742.00
41867.63
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS3709
S6XOOCT0IEG5ABCC6L87
2043-03-01
3.500000
86856200.00
12360586.45
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2763
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.500000
198000.00
181917.78
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD3094
S6XOOCT0IEG5ABCC6L87
2052-05-01
2.500000
225000.00
178110.04
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD8099
S6XOOCT0IEG5ABCC6L87
2052-03-01
3.500000
3735000.00
2931094.95
Agency Mortgage-Backed Securities
FEPC 05.500 CLQF3218
S6XOOCT0IEG5ABCC6L87
2052-11-01
5.500000
2946700.00
2218987.06
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH8185
S6XOOCT0IEG5ABCC6L87
2053-12-01
4.500000
2697032.00
2575683.16
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK6263
B1V7KEBTPIMZEU4LTD58
2032-03-01
3.500000
1253030.00
106315.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW4764
B1V7KEBTPIMZEU4LTD58
2044-06-01
4.000000
537505.00
66877.86
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT3309
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.000000
1101068.00
782435.65
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV9627
B1V7KEBTPIMZEU4LTD58
2052-05-01
5.000000
1261662.00
1204116.54
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY7263
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.000000
940456.00
871765.02
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS4629
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
376861.00
354230.38
Agency Mortgage-Backed Securities
FNMS 07.000 CLFS6509
B1V7KEBTPIMZEU4LTD58
2053-11-01
7.000000
6345736.00
6165448.36
Agency Mortgage-Backed Securities
FEPC 04.000 CLZS4600
S6XOOCT0IEG5ABCC6L87
2045-01-01
4.000000
1224000.00
107230.08
Agency Mortgage-Backed Securities
FEPC 04.500 CLZS9927
S6XOOCT0IEG5ABCC6L87
2045-12-01
4.500000
12513000.00
2168060.23
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4959
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.500000
176290.00
156314.63
Agency Mortgage-Backed Securities
GNII SF 725819 C
549300M8ZYFG0OCMTT87
2039-12-20
4.000000
5688702.00
22162.23
Agency Mortgage-Backed Securities
GNMI SF 726433 X
549300M8ZYFG0OCMTT87
2039-10-15
4.500000
37400000.00
2629770.86
Agency Mortgage-Backed Securities
GNMI SP 783107 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
3618372.00
139637.12
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-03-31
2.250000
1035600.00
1046555.17
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
75000000.00
75000000.00
0.0124
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.330000%
ZBUT11V806EZRVTWT807
0000782124
ARP10U2Z6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII ET CZ8726 C
549300M8ZYFG0OCMTT87
2064-02-20
6.500000
270874.00
275530.54
Agency Mortgage-Backed Securities
GNII SF 003737 M
549300M8ZYFG0OCMTT87
2035-07-20
6.000000
295000.00
6598.67
Agency Mortgage-Backed Securities
GNMI SF 726376 X
549300M8ZYFG0OCMTT87
2039-10-15
5.000000
525000.00
7987.81
Agency Mortgage-Backed Securities
GNII SF MA4655 M
549300M8ZYFG0OCMTT87
2047-07-20
5.000000
2680000.00
300117.90
Agency Mortgage-Backed Securities
GNII JM MA5699 M
549300M8ZYFG0OCMTT87
2049-01-20
3.500000
1739230.00
54481.19
Agency Mortgage-Backed Securities
GNII SF MA6041 M
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
7370000.00
938342.93
Agency Mortgage-Backed Securities
GNII SF MA7315 M
549300M8ZYFG0OCMTT87
2051-04-20
4.000000
1000000.00
466464.79
Agency Mortgage-Backed Securities
GNII SF MA7769 M
549300M8ZYFG0OCMTT87
2051-12-20
3.500000
20000.00
15138.34
Agency Mortgage-Backed Securities
GNII JM MA7928 M
549300M8ZYFG0OCMTT87
2052-03-20
3.000000
2427612.00
1867403.28
Agency Mortgage-Backed Securities
GNII SF MA8916 M
549300M8ZYFG0OCMTT87
2038-06-20
4.500000
140895.00
132361.48
Agency Mortgage-Backed Securities
GNII JM MA8415 M
549300M8ZYFG0OCMTT87
2052-07-20
3.000000
3615692.00
3006621.07
Agency Mortgage-Backed Securities
GNII JM MA8479 M
549300M8ZYFG0OCMTT87
2052-11-20
4.000000
804889.00
705842.39
Agency Mortgage-Backed Securities
GNII SF MA9015 M
549300M8ZYFG0OCMTT87
2053-04-20
4.500000
631689.00
599365.03
Agency Mortgage-Backed Securities
GNII SF MA9169 M
549300M8ZYFG0OCMTT87
2053-06-20
4.500000
585563.00
559126.93
Agency Mortgage-Backed Securities
GNII SF BA7589 C
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
44000.00
7271.35
Agency Mortgage-Backed Securities
GNMI SF BC1180 X
549300M8ZYFG0OCMTT87
2047-08-15
4.000000
47740.00
5067.03
Agency Mortgage-Backed Securities
GNII ET CN1882 C
549300M8ZYFG0OCMTT87
2062-04-20
3.500000
169501.00
145330.67
Agency Mortgage-Backed Securities
GNII ET CN9051 C
549300M8ZYFG0OCMTT87
2062-05-20
3.500000
942849.00
812473.96
Agency Mortgage-Backed Securities
GNII SF BJ5392 C
549300M8ZYFG0OCMTT87
2049-03-20
4.500000
123000.00
20676.75
Agency Mortgage-Backed Securities
GNMI SF BN0304 X
549300M8ZYFG0OCMTT87
2049-09-15
2.500000
363069.00
217837.63
Agency Mortgage-Backed Securities
GNII SF BT3115 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
263831.00
151134.91
Agency Mortgage-Backed Securities
GNII SF CM0733 C
549300M8ZYFG0OCMTT87
2052-06-20
4.500000
274936.00
258188.87
Agency Mortgage-Backed Securities
GNII ET CM5306 C
549300M8ZYFG0OCMTT87
2054-04-20
3.000000
68929.00
55912.57
Agency Mortgage-Backed Securities
GNII ET CR0783 C
549300M8ZYFG0OCMTT87
2062-11-20
3.500000
169470.00
141182.26
Agency Mortgage-Backed Securities
GNII ET CR3066 C
549300M8ZYFG0OCMTT87
2062-08-20
3.500000
450442.00
389363.17
Agency Mortgage-Backed Securities
GNII ET CR3351 C
549300M8ZYFG0OCMTT87
2062-11-20
7.000000
317406.00
322420.69
Agency Mortgage-Backed Securities
GNII ET CR8050 C
549300M8ZYFG0OCMTT87
2062-08-20
4.000000
135539.00
122278.57
Agency Mortgage-Backed Securities
GNII SF CS4416 C
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
3249032.00
3237266.12
Agency Mortgage-Backed Securities
GNII ET CS5781 C
549300M8ZYFG0OCMTT87
2063-02-20
4.000000
119218.00
107638.95
Agency Mortgage-Backed Securities
GNII ET CT5671 C
549300M8ZYFG0OCMTT87
2063-02-20
4.500000
205354.00
191029.21
Agency Mortgage-Backed Securities
GNII ET CU7676 C
549300M8ZYFG0OCMTT87
2063-05-20
3.000000
188214.00
155958.95
Agency Mortgage-Backed Securities
GNII ET CU9315 C
549300M8ZYFG0OCMTT87
2063-06-20
6.500000
739307.00
659240.01
Agency Mortgage-Backed Securities
GNII SF CV0162 C
549300M8ZYFG0OCMTT87
2053-07-20
7.000000
1333596.00
1388228.29
Agency Mortgage-Backed Securities
GNII ET CV0966 C
549300M8ZYFG0OCMTT87
2061-09-20
4.000000
441669.00
399750.50
Agency Mortgage-Backed Securities
GNII ET CV5495 C
549300M8ZYFG0OCMTT87
2063-06-20
4.000000
1133072.00
1025260.11
Agency Mortgage-Backed Securities
GNII SF CV5962 C
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
1066522.00
1003373.50
Agency Mortgage-Backed Securities
FEPC 07.500 CLZS0498
S6XOOCT0IEG5ABCC6L87
2030-09-01
7.500000
44834816.00
17314.80
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD0489
S6XOOCT0IEG5ABCC6L87
2048-04-01
4.000000
2211632.00
1141543.37
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1040
S6XOOCT0IEG5ABCC6L87
2052-06-01
4.000000
55643000.00
46773596.18
Agency Mortgage-Backed Securities
FNMS 03.000 I4BF0463
B1V7KEBTPIMZEU4LTD58
2060-03-01
3.000000
300000.00
142952.81
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX6611
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
1412032.00
1072022.22
Agency Mortgage-Backed Securities
FNMS 04.500 CTAB0090
B1V7KEBTPIMZEU4LTD58
2029-03-01
4.500000
6819840.00
5770.32
Agency Mortgage-Backed Securities
GNII SF CV6594 C
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
2284852.00
2292491.30
Agency Mortgage-Backed Securities
GNII SF CV6864 C
549300M8ZYFG0OCMTT87
2053-07-20
7.500000
5760840.00
5915445.14
Agency Mortgage-Backed Securities
GNII SF CV7908 C
549300M8ZYFG0OCMTT87
2053-07-20
6.500000
3314304.00
3231929.25
Agency Mortgage-Backed Securities
GNII ET CW2229 C
549300M8ZYFG0OCMTT87
2063-08-20
4.000000
1102250.00
999815.54
Agency Mortgage-Backed Securities
GNII SF CW2317 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
213389.00
220877.61
Agency Mortgage-Backed Securities
GNII ET CY0753 C
549300M8ZYFG0OCMTT87
2063-10-20
7.000000
104894.00
106983.42
Agency Mortgage-Backed Securities
GNII ET CY4556 C
549300M8ZYFG0OCMTT87
2063-10-20
7.000000
218855.00
223350.58
Agency Mortgage-Backed Securities
FNMS 06.500 CTMA4946
B1V7KEBTPIMZEU4LTD58
2043-02-01
6.500000
143082.00
102421.79
Agency Mortgage-Backed Securities
GNII SF MA3106 M
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
33117120.00
2761792.94
Agency Mortgage-Backed Securities
GNII SF MA4587 M
549300M8ZYFG0OCMTT87
2047-07-20
4.000000
6422060.00
731869.11
Agency Mortgage-Backed Securities
GNII ET CY7361 C
549300M8ZYFG0OCMTT87
2063-11-20
4.500000
61554.00
57571.12
Agency Mortgage-Backed Securities
GNII RG CZ0993 C
549300M8ZYFG0OCMTT87
2047-11-20
3.000000
1055760.00
935083.55
Agency Mortgage-Backed Securities
GNII ET CZ1030 C
549300M8ZYFG0OCMTT87
2063-11-20
5.500000
260099.00
259614.16
Agency Mortgage-Backed Securities
GNII SF CZ4782 C
549300M8ZYFG0OCMTT87
2054-01-20
8.000000
1910234.00
1974403.41
Agency Mortgage-Backed Securities
GNMI SF AU1453 X
549300M8ZYFG0OCMTT87
2046-06-15
2.500000
568012.00
331413.74
Agency Mortgage-Backed Securities
GNII SF MA8070 M
549300M8ZYFG0OCMTT87
2037-06-20
1.500000
382912.00
232822.96
Agency Mortgage-Backed Securities
GNII SF MA7880 M
549300M8ZYFG0OCMTT87
2052-02-20
2.000000
300000.00
214139.66
Agency Mortgage-Backed Securities
GNII SF BL4619 C
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
3508000.00
296297.98
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI5186
S6XOOCT0IEG5ABCC6L87
2036-06-01
6.000000
7800000.00
120240.45
Agency Mortgage-Backed Securities
GNII ET CZ8801 C
549300M8ZYFG0OCMTT87
2049-09-20
1.500000
125670.00
92305.37
Agency Mortgage-Backed Securities
GNII SF DA1263 C
549300M8ZYFG0OCMTT87
2054-02-20
5.500000
5192880.00
5230091.42
Agency Mortgage-Backed Securities
GNII ET DA8288 C
549300M8ZYFG0OCMTT87
2064-03-20
6.500000
562637.00
572551.23
Agency Mortgage-Backed Securities
GNII AP 784924 M
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
847722.00
320222.26
Agency Mortgage-Backed Securities
GNII RG CF4589 C
549300M8ZYFG0OCMTT87
2043-06-20
3.000000
3000000.00
1658648.52
Agency Mortgage-Backed Securities
GNII SF AJ2969 C
549300M8ZYFG0OCMTT87
2044-09-20
3.500000
3000000.00
536170.51
Agency Mortgage-Backed Securities
GNII SF CR6465 C
549300M8ZYFG0OCMTT87
2052-12-20
5.500000
714256.00
725981.32
Agency Mortgage-Backed Securities
GNII ET CS7957 C
549300M8ZYFG0OCMTT87
2063-11-20
3.500000
230563.00
201837.87
Agency Mortgage-Backed Securities
GNII ET CV2360 C
549300M8ZYFG0OCMTT87
2064-02-20
6.500000
95872.00
97525.44
Agency Mortgage-Backed Securities
GNII ET CV2752 C
549300M8ZYFG0OCMTT87
2063-08-20
4.000000
243959.00
221655.81
Agency Mortgage-Backed Securities
GNII ET CV2816 C
549300M8ZYFG0OCMTT87
2062-03-20
3.000000
237845.00
198303.69
Agency Mortgage-Backed Securities
GNII ET CV5178 C
549300M8ZYFG0OCMTT87
2063-07-20
6.500000
10929776.00
7321892.08
Agency Mortgage-Backed Securities
FEPC 06.500 CLZJ6259
S6XOOCT0IEG5ABCC6L87
2032-07-01
6.500000
9838431.00
5868.61
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH6270
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
7894710.00
7738018.24
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH7256
S6XOOCT0IEG5ABCC6L87
2053-12-01
4.500000
3809976.00
3609968.57
Agency Mortgage-Backed Securities
FNMS 03.000 CIAW4174
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.000000
701981.00
79506.58
Agency Mortgage-Backed Securities
FNMS 05.500 CLBU4472
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.500000
7807312.00
7813807.68
Agency Mortgage-Backed Securities
FNMS 06.000 CLBU4474
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.000000
4173488.00
4235422.56
Agency Mortgage-Backed Securities
GNII SF CW1117 C
549300M8ZYFG0OCMTT87
2054-01-20
7.500000
1137438.00
1188910.63
Agency Mortgage-Backed Securities
GNII ET CW8950 C
549300M8ZYFG0OCMTT87
2062-09-20
5.000000
312852.00
301144.55
Agency Mortgage-Backed Securities
GNII SF CY0532 C
549300M8ZYFG0OCMTT87
2053-11-20
6.000000
52256.00
53736.48
Agency Mortgage-Backed Securities
GNII SF CY4901 C
549300M8ZYFG0OCMTT87
2053-12-20
7.000000
681169.00
708031.73
Agency Mortgage-Backed Securities
GNII SF CY4995 C
549300M8ZYFG0OCMTT87
2054-01-20
6.000000
482108.00
486210.77
Agency Mortgage-Backed Securities
GNII SF CY7995 C
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
919276.00
951353.66
Agency Mortgage-Backed Securities
GNII SF CY9074 C
549300M8ZYFG0OCMTT87
2054-03-20
6.500000
2370436.00
2451910.26
Agency Mortgage-Backed Securities
GNII SF CZ5610 C
549300M8ZYFG0OCMTT87
2054-01-20
7.500000
1865806.00
1947810.42
Agency Mortgage-Backed Securities
GNII ET CZ7050 C
549300M8ZYFG0OCMTT87
2064-02-20
5.000000
394482.00
387084.95
Agency Mortgage-Backed Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
135000000.00
135000000.00
0.0224
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.330000%
549300QJJX6CVVUXLE15
0001317808
ARP10U344
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2022-024 FB
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
1323405.00
952360.67
Agency Collateralized Mortgage Obligation
GNRA 2023-055 FB
549300M8ZYFG0OCMTT87
2053-04-20
6.169310
15771.00
15249.64
Agency Collateralized Mortgage Obligation
GNRA 2023-114 FJ
549300M8ZYFG0OCMTT87
2053-08-20
6.169310
1000.00
952.50
Agency Collateralized Mortgage Obligation
MNRA RC01SA1X R23M01
B1V7KEBTPIMZEU4LTD58
2033-07-25
4.507440
1635.00
745.01
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2053-10-25
6.620390
4640256.00
4263204.20
Agency Collateralized Mortgage Obligation
GNRA 2023-114 FW
549300M8ZYFG0OCMTT87
2051-05-20
6.069310
60737.00
56471.68
Agency Collateralized Mortgage Obligation
MNRA CL005A3 R22M005
B1V7KEBTPIMZEU4LTD58
2034-01-25
2.354940
10270.00
8355.40
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2054-03-25
6.120390
49312000.00
48552526.25
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2054-03-25
6.170390
1000.00
991.62
Agency Collateralized Mortgage Obligation
FNMS 06.500 CLFS6764
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.500000
1000.00
1029.51
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
5528.00
502.55
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1000.00
340.18
Agency Mortgage-Backed Securities
GNII SF MA6932 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
570467.00
221705.36
Agency Mortgage-Backed Securities
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
284458.00
236051.53
Agency Mortgage-Backed Securities
GNII SF MA7939 M
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
1000.00
806.60
Agency Mortgage-Backed Securities
GNII SF MA8949 M
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
16566.00
15303.88
Agency Mortgage-Backed Securities
GNII SF MA8572 M
549300M8ZYFG0OCMTT87
2052-12-20
6.500000
1094382.00
826358.64
Agency Mortgage-Backed Securities
GNII SF MA8647 M
549300M8ZYFG0OCMTT87
2053-02-20
5.000000
3647912.00
3412357.48
Agency Mortgage-Backed Securities
GNII SF MA8726 M
549300M8ZYFG0OCMTT87
2053-03-20
5.500000
32204.00
30237.44
Agency Mortgage-Backed Securities
GNII SF MA9422 M
549300M8ZYFG0OCMTT87
2054-01-20
5.000000
2587328.00
2547126.32
Agency Mortgage-Backed Securities
GNII SF MA9489 M
549300M8ZYFG0OCMTT87
2054-01-20
6.000000
1450270.00
1469345.86
Agency Mortgage-Backed Securities
GNII SF CT4857 C
549300M8ZYFG0OCMTT87
2053-04-20
6.500000
325648.00
261586.22
Agency Mortgage-Backed Securities
GNII SF CW2366 C
549300M8ZYFG0OCMTT87
2053-07-20
7.500000
84004.00
86269.85
Agency Mortgage-Backed Securities
GNII SP 783619 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
62893166.00
4033062.12
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
1020.00
66.06
Agency Mortgage-Backed Securities
GNII SF MA1841 M
549300M8ZYFG0OCMTT87
2044-04-20
5.000000
10935700.00
707589.62
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8040
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
1000.00
1030.88
Agency Mortgage-Backed Securities
GNII SF CR9729 C
549300M8ZYFG0OCMTT87
2053-11-20
8.000000
271799.00
280699.16
Agency Mortgage-Backed Securities
GNII SF CS4282 C
549300M8ZYFG0OCMTT87
2053-06-20
7.000000
1000.00
1041.45
Agency Mortgage-Backed Securities
GNII SF CU7813 C
549300M8ZYFG0OCMTT87
2053-11-20
7.500000
6483.00
6697.15
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
0.500000
25000.00
29619.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-07-31
1.000000
100.00
87.40
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-10-31
1.125000
100.00
92.39
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-04-15
0.125000
100.00
103.00
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
66000000.00
66000000.00
0.0110
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.420000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP10U369
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ILLUMINA INC COM
SQ95QG8SR5Q56LSNF682
2500-12-31
N/A
3965.00
549866.20
Equities
TITAN INTL INC ILL COM
254900CXRGBE7C4B5A06
2500-12-31
N/A
2399.00
29891.54
Equities
BROWN FORMAN CORP CL B
549300873K3LXF7ARU34
2500-12-31
N/A
10568.00
549958.72
Equities
GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK
549300OI9J7XOWZMUN85
2500-12-31
N/A
6090.00
549987.90
Equities
GOGO INC COM
549300VL3DIHSFHYTO04
2500-12-31
N/A
63437.00
549998.79
Equities
SPRINGWORKS THERAPEUTICS INC COM
2500-12-31
N/A
10978.00
549997.80
Equities
TANGO THERAPEUTICS INC COM
2500-12-31
N/A
64500.00
496650.00
Equities
TETRA TECHNOLOGIES INC DEL COM
549300T5W131705EK832
2500-12-31
N/A
48400.00
213928.00
Equities
W & T OFFSHORE INC COM
549300Q7EOY2YIO3YK85
2500-12-31
N/A
215686.00
549999.30
Equities
ALPHA STAR ACQUISITION CORP ORDINARY SHARES
2500-12-31
N/A
39250.00
444702.50
Equities
CARTESIAN GROWTH CORP II CLASS A ORD
2500-12-31
N/A
22310.00
248087.20
Equities
EMBRACE CHANGE ACQUISITN CORP ORDINARY SHARES
2500-12-31
N/A
30161.00
337803.20
Equities
FINNOVATE ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
21741.00
244368.84
Equities
INVESTCORP INDIA ACQUISTN CORP CLASS A ORD SHS
2500-12-31
N/A
27646.00
309358.74
Equities
CHENGHE ACQUISITION I CO CLASS A ORD SHS
2500-12-31
N/A
19472.00
218670.56
Equities
METAL SKY STAR ACQUISITION COR ORDINARY SHARES
2500-12-31
N/A
18199.00
201644.92
Equities
SLAM CORP CL A SHS
2500-12-31
N/A
50228.00
549996.60
Equities
SPRING VALLEY ACQUISTN CORP II CLASS A ORD
2500-12-31
N/A
6170.00
67746.60
Equities
ZALATORIS II ACQUISITION CORP CLASS A ORD
2500-12-31
N/A
32952.00
356211.12
Equities
AIR PRODS & CHEMS INC COM
7QEON6Y1RL5XR3R1W237
2500-12-31
N/A
1561.00
379479.10
Equities
AKAMAI TECHNOLOGIES INC COM
OC1LZNN2LF5WTJ5RIL89
2500-12-31
N/A
57.00
6248.91
Equities
ALGOMA STL GROUP INC COM
549300Q5EU337A1XCX27
2500-12-31
N/A
65243.00
549998.49
Equities
BREEZE HOLDINGS ACQUISITN CORP COM
2500-12-31
N/A
6671.00
77717.15
Equities
DESIGN THERAPEUTICS INC COM
2500-12-31
N/A
19500.00
76245.00
Equities
EQUITRANS MIDSTREAM CORP COM
549300RH0NLJNZ5SXU64
2500-12-31
N/A
45008.00
549997.76
Equities
EVENTBRITE INC COM CL A
549300N6XBV2B1FAUF55
2500-12-31
N/A
64206.00
357627.42
Equities
FUELCELL ENERGY INC COM
549300SRU8020X1X9J22
2500-12-31
N/A
517241.00
599999.56
Equities
GCM GROSVENOR INC COM CL A
2500-12-31
N/A
59203.00
549995.87
Equities
LUMINAR TECHNOLOGIES INC COM CL A
549300AVGXLDWYMI4298
2500-12-31
N/A
1425.00
2536.50
Equities
NEWPARK RES INC COM PAR $.01NEW
54930073OHWDQW4DJN26
2500-12-31
N/A
23500.00
168965.00
Equities
NVIDIA CORPORATION COM
549300S4KLFTLO7GSQ80
2500-12-31
N/A
609.00
549622.50
Equities
ORACLE CORP COM
1Z4GXXU7ZHVWFCD8TV52
2500-12-31
N/A
4390.00
549935.30
Equities
ROBLOX CORP CL A
2500-12-31
N/A
14519.00
549979.72
Equities
S&P GLOBAL INC COM
Y6X4K52KMJMZE7I7MY94
2500-12-31
N/A
1300.00
549653.00
Equities
URGENTLY INC COM
2500-12-31
N/A
89120.00
171110.40
Equities
VANDA PHARMACEUTICALS INC COM
529900AY8VOOQBKJ0O70
2500-12-31
N/A
64800.00
252072.00
Equities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0542
12000000.00
12000000.00
0.0020
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 5.320000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP10U377
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLCB6051
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
514400.00
479030.83
Agency Mortgage-Backed Securities
FEPC 04.500 CLZT0713
S6XOOCT0IEG5ABCC6L87
2048-10-01
4.500000
2375000.00
253360.72
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8255
S6XOOCT0IEG5ABCC6L87
2052-10-01
3.500000
16300.00
13721.59
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR9750
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
2163400.00
1405473.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB5950
B1V7KEBTPIMZEU4LTD58
2053-03-01
4.500000
27647.00
25091.61
Agency Mortgage-Backed Securities
FMAR 841076 G
S6XOOCT0IEG5ABCC6L87
2048-11-01
3.007000
18500000.00
4086889.80
Agency Mortgage-Backed Securities
GNII SF BF9475 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
2465610.00
298859.35
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD1773
S6XOOCT0IEG5ABCC6L87
2051-08-01
4.000000
67000.00
55059.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLBE7530
B1V7KEBTPIMZEU4LTD58
2047-01-01
3.000000
1106300.00
539641.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX8661
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
1244200.00
1082915.36
Agency Mortgage-Backed Securities
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
8000000.00
8000000.00
0.0013
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 5.330000%
K5HU16E3LMSVCCJJJ255
ARP10U393
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
4.375000
24122900.00
24689372.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
3.000000
21743000.00
17130669.12
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
41000000.00
41000000.00
0.0068
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.330000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP10U3A0
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
2040-05-15
4.375000
1387000.00
1414752.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
4830000.00
3883661.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-05-15
3.125000
115400.00
93466.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
3.875000
5180400.00
4808142.43
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
10000000.00
10000000.00
0.0017
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 5.320000%
5493006QMFDDMYWIAM13
0000891478
ARP10U3E2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-04-15
1.250000
14216100.00
14280012.58
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
14000000.00
14000000.00
0.0023
N
Y
Y
N
TRUIST BANK
TRUIST BANK 5.320000%
JJKC32MCHWDI71265Z06
ARP10U3G7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-167 AC
549300M8ZYFG0OCMTT87
2050-11-20
1.250000
16027405.00
8320000.05
Agency Collateralized Mortgage Obligation
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
8000000.00
8000000.00
0.0013
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 5.420000%
549300LCO2FLSSVFFR64
0000050916
ARP10U3M4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMGEN INC SR NT 3.125%25
62QBXGPJ34PQ72Z12S66
2025-05-01
3.125000
313000.00
309613.47
Corporate Debt Securities
BAT CAPITAL CORP SR GLBL NT 53
2138005GYEXN7XRHFA84
2053-08-02
7.081000
1095000.00
1182331.60
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 26
213800LBQA1Y9L22JB70
2026-08-09
5.304000
200000.00
200507.87
Corporate Debt Securities
BELL TEL CO CDA-BELL SR US-10 NT 54
5493000G3EFX9S7TDE29
2054-02-15
5.550000
2321000.00
2314893.84
Corporate Debt Securities
CINTAS CORP NO 2 SR GLBL NT 4%32
549300QVUQTTKMTE0G41
2032-05-01
4.000000
80000.00
76614.67
Corporate Debt Securities
INTERCONTINENTAL EXCHANGE INC SR GLBL NT2.1%30
5493000F4ZO33MV32P92
2030-06-15
2.100000
2184000.00
1861026.44
Corporate Debt Securities
KLA CORP CR SEN SR GLBL24
549300H0BF5JCG96TJ81
2024-11-01
4.650000
877000.00
889293.35
Corporate Debt Securities
MORGAN STANLEY FR 1.164%102125
IGJSJL3JD5P30I6NJZ34
2025-10-21
1.164000
6000.00
5876.26
Corporate Debt Securities
NUTRIEN LTD 5%49
5493002QQ7GD21OWF963
2049-04-01
5.000000
80000.00
74641.87
Corporate Debt Securities
ORACLE CORP SR GLBL NT3.6%50
1Z4GXXU7ZHVWFCD8TV52
2050-04-01
3.600000
375000.00
275006.25
Corporate Debt Securities
PHILLIPS 66 CO SR GLBL NT5.3%33
RVJMT2IZVVSKIRJJBH76
2033-06-30
5.300000
1634000.00
1662195.58
Corporate Debt Securities
STATE STR CORP ALT TIER I EXT77
549300ZFEEJ2IP5VME73
2077-06-01
6.590880
875000.00
748020.04
Corporate Debt Securities
WELLS FARGO BANK NATL ASSN FR 6.6%011538
KB1H1DSPRFMYMCUFXT09
2038-01-15
6.600000
586000.00
648071.07
Corporate Debt Securities
UBS GROUP AG SR 87 144A NT 34
549300SZJ9VS8SGXAN81
2034-09-22
6.301000
4018000.00
4208333.33
Corporate Debt Securities
COMMONWEALTH BANK OF AUSTRALIA FR 3.9%071247
MSFSBD3QN1GSN7Q6C537
2047-07-12
3.900000
1560000.00
1310218.00
Corporate Debt Securities
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0542
15000000.00
15000000.00
0.0025
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 5.330000%
VYVVCKR63DVZZN70PB21
0001224385
ARP10U3R3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLQI1130
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
4157008.00
4164311.86
Agency Mortgage-Backed Securities
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0533
4000000.00
4000000.00
0.0007
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10U3S1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FNMS 04.000 CLAS6385
B1V7KEBTPIMZEU4LTD58
2045-05-15
3.000000
5644700.00
4557643.43
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
4465617.00
4465617.00
0.0007
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.330000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10U567
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLSD8367
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
9608923.00
9279607.70
Agency Mortgage-Backed Securities
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0533
9000000.00
9000000.00
0.0015
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP10U5C4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FNMS 04.000 CLAS6385
B1V7KEBTPIMZEU4LTD58
2045-05-15
3.000000
63201500.00
51030152.35
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
50000000.00
50000000.00
0.0083
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.330000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP10U5E0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 06.000 CLDA6275
B1V7KEBTPIMZEU4LTD58
2054-02-01
6.000000
1037.00
1052.99
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS3879
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
1134169.00
1031887.82
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA5107
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1000.00
948.94
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
2.000000
6943600.00
4380215.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
2.875000
22378500.00
22145842.91
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
27000000.00
27000000.00
0.0045
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.320000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP10U5F7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-10-31
1.625000
100.00
93.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-02-15
1.500000
100.00
86.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-05-31
2.750000
4996400.00
4703447.36
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-04-15
3.375000
300.00
584.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
1.000000
990100.00
1032692.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
2.000000
100.00
63.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
3.875000
200.00
186.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-05-15
2.875000
1464700.00
1402909.86
U.S. Treasuries (including strips)
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0532
7000000.00
7000000.00
0.0012
N
Y
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 5.330000%
5493006QMFDDMYWIAM13
0000891478
ATD1NLXO1
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0533
24000000.00
24000000.00
0.0040
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.320000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD1NN2A1
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0532
62000000.00
62000000.00
0.0103
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 5.330000%
5493006QMFDDMYWIAM13
0000891478
ATD1NN2K9
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0533
25000000.00
25000000.00
0.0041
N
N
Y
N
ING BANK NV
ING BANK NV 5.320000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1NN2M5
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0532
30000000.00
30000000.00
0.0050
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000%
ZUHK7JXNDU6FLQ1O6482
ATD1NN2R4
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0533
8000000.00
8000000.00
0.0013
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 5.340000%
ATUEL7OJR5057F2PV266
0001501323
ATD1NN2S2
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0534
12000000.00
12000000.00
0.0020
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 5.320000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1NN369
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0532
5000000.00
5000000.00
0.0008
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1NN3C6
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0534
5000000.00
5000000.00
0.0008
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 5.310000%
PTCQB104N23FMNK2RZ28
0000891478
ATD1NN3D4
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0531
2000000.00
2000000.00
0.0003
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.320000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD1NO425
Non-Negotiable Time Deposit
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0532
21000000.00
21000000.00
0.0035
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 5.320000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1NO441
Non-Negotiable Time Deposit
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0532
10000000.00
10000000.00
0.0017
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000%
ZUHK7JXNDU6FLQ1O6482
ATD1NO4A7
Non-Negotiable Time Deposit
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0533
10000000.00
10000000.00
0.0017
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1NO4E9
Non-Negotiable Time Deposit
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0534
5000000.00
5000000.00
0.0008
N
N
Y
N
ING BANK NV
ING BANK NV 5.320000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1NO4K5
Non-Negotiable Time Deposit
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0532
21000000.00
21000000.00
0.0035
N
N
Y
N
ING BANK NV
ING BANK NV 5.320000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1NO4W9
Non-Negotiable Time Deposit
Y
2024-04-03
2024-04-03
2024-04-03
N
N
N
0.0532
16000000.00
16000000.00
0.0027
N
N
Y
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 5.310000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD1NP3Q0
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
10000000.00
10000000.00
0.0017
N
Y
Y
N
ING BANK NV
ING BANK NV 5.320000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1NP3R8
Non-Negotiable Time Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0532
13000000.00
13000000.00
0.0022
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000%
ZUHK7JXNDU6FLQ1O6482
ATD1NP3S6
Non-Negotiable Time Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0533
9000000.00
9000000.00
0.0015
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1NP3U1
Non-Negotiable Time Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0534
5000000.00
5000000.00
0.0008
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.310000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD1NP3W7
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
37000000.00
37000000.00
0.0061
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.310000%
2IGI19DL77OX0HC3ZE78
0000800030
ATD1NP3X5
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
49000000.00
49000000.00
0.0081
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 5.320000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1NP3Z0
Non-Negotiable Time Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0532
26000000.00
26000000.00
0.0043
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 5.330000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1NP414
Non-Negotiable Time Deposit
Y
2024-04-04
2024-04-04
2024-04-04
N
N
N
0.0533
6000000.00
6000000.00
0.0010
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 5.310000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1NP422
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
14000000.00
14000000.00
0.0023
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 5.310000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1NP430
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
12000000.00
12000000.00
0.0020
N
Y
Y
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 5.310000%
254900J6B390XMPVLV82
ATD1NP448
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
30000000.00
30000000.00
0.0050
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 5.310000%
0000917311
ATD1NP455
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
75000000.00
75000000.00
0.0124
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.320000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1NP463
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0532
4000000.00
4000000.00
0.0007
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.310000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD1NP471
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
26000000.00
26000000.00
0.0043
N
Y
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 5.310000%
PTCQB104N23FMNK2RZ28
0000891478
ATD1NP489
Non-Negotiable Time Deposit
Y
2024-04-02
2024-04-02
2024-04-02
N
N
N
0.0531
1000000.00
1000000.00
0.0002
N
N
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 5.310000%
549300GKFG0RYRRQ1414
0001498632
ATD1NP4R7
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
26000000.00
26000000.00
0.0043
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 5.310000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1NP6G9
Non-Negotiable Time Deposit
Y
2024-04-01
2024-04-01
2024-04-01
N
N
N
0.0531
4000000.00
4000000.00
0.0007
N
Y
Y
N
The Charles Schwab Family of Funds
2024-04-05
Dana Smith
Dana Smith
CFO