0001145549-24-026239.txt : 20240507
0001145549-24-026239.hdr.sgml : 20240507
20240507145735
ACCESSION NUMBER: 0001145549-24-026239
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240507
DATE AS OF CHANGE: 20240507
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: 24921315
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000052458
Schwab Variable Share Price Money Fund
C000164902
Ultra Shares
SVUXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2024-04-30
0000857156
549300I77JNLD629OV19
S000052458
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Prime
N
11
13
2177172490.10
2302009327.07
2215465065.87
2532607521.77
3483620243.38
3410136473.06
3381667026.96
3732709664.17
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0.3984
0.3865
0.4377
0.5854
0.5902
0.5899
0.6451
0.0000
204000000.61
5658318491.95
2044285265.00
18061328.44
20421958.51
5859957862.49
5858421994.1400
0.0000
0.0546
1.0002
1.0002
1.0002
1.0002
0.0000
C000164902
1000000.00
5859957862.49
5858421994.1400
1.0002
1.0002
1.0002
1.0002
0.0000
158583116.38
251811379.14
144563810.74
330679146.92
167164156.83
186721673.44
186891485.07
146347509.21
0.00
0.00
779639555.96
945162495.20
0.0527
Y
Investment Advisor and its affiliates Contractual 68,421
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TE19
549300BUNY5BIX4CVW20
US04821TE197
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0532
999852.32
999852.32
0.0002
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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05253AEG1
JHE42UYNWWTJB8YTTU19
US05253AEG13
Financial Company Commercial Paper
Y
2024-05-16
2024-05-16
2024-05-16
N
N
N
0.0532
3990537.20
3990537.20
0.0007
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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05253AEH9
JHE42UYNWWTJB8YTTU19
US05253AEH95
Financial Company Commercial Paper
Y
2024-05-17
2024-05-17
2024-05-17
N
N
N
0.0532
1994972.10
1994972.10
0.0003
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BE25
9695005MSX1OYEMGDF46
US05571BE252
Financial Company Commercial Paper
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0528
6997946.41
6997946.41
0.0012
N
N
Y
N
BPCE SA
BPCE SA 0.000000%
05571BE66
9695005MSX1OYEMGDF46
US05571BE666
Financial Company Commercial Paper
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0529
999117.98
999117.98
0.0002
N
N
Y
N
BPCE SA
BPCE SA 0.000000%
05571BE82
9695005MSX1OYEMGDF46
US05571BE823
Financial Company Commercial Paper
Y
2024-05-08
2024-05-08
2024-05-08
N
N
N
0.0530
3995292.56
3995292.56
0.0007
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BED1
9695005MSX1OYEMGDF46
US05571BED10
Financial Company Commercial Paper
Y
2024-05-13
2024-05-13
2024-05-13
N
N
N
0.0530
998086.02
998086.02
0.0002
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 5.870000%
05586F4M6
R0MUWSFPU8MPRO8K5P83
US05586F4M60
Certificate of Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0531
29001903.27
29001903.27
0.0049
N
N
Y
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 5.750000%
05593D2A0
R0MUWSFPU8MPRO8K5P83
US05593D2A00
Certificate of Deposit
Y
2024-05-10
2024-05-10
2024-05-10
N
N
N
0.0532
1000080.16
1000080.16
0.0002
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 5.700000%
05593D2D4
R0MUWSFPU8MPRO8K5P83
US05593D2D49
Certificate of Deposit
Y
2024-05-14
2024-05-14
2024-05-14
N
N
N
0.0532
19001796.45
19001796.45
0.0032
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.920000%
06050FGL0
B4TYDEB6GKMZO031MB27
US06050FGL04
0001102113
Other Instrument
Bank Note
Y
2024-05-01
2024-08-05
2024-08-05
N
N
N
0.0545
4004975.80
4004975.80
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
0.0543
1001011.43
1001011.43
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
0.0533
10000455.50
10000455.50
0.0017
N
N
Y
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
0.0542
25015711.00
25015711.00
0.0043
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
0.0542
5001819.20
5001819.20
0.0009
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 5.340000%
06051WLJ1
B4TYDEB6GKMZO031MB27
US06051WLJ17
0001102113
Certificate of Deposit
Y
2024-05-03
2024-05-03
2024-05-03
N
N
N
0.0531
24000052.08
24000052.08
0.0041
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.840000%
06054CDH5
549300HN4UKV1E2R3U73
US06054CDH51
0001675365
Financial Company Commercial Paper
Y
2024-05-01
2024-05-13
2024-05-13
N
N
N
0.0542
20002914.40
20002914.40
0.0034
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
0.0528
3000158.82
3000158.82
0.0005
N
N
Y
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
0.0531
15978772.96
15978772.96
0.0027
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
5961789.72
5961789.72
0.0010
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
0.0536
5003337.40
5003337.40
0.0009
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 5.810000%
06417M3U7
L3I9ZG2KFGXZ61BMYR72
US06417M3U72
Certificate of Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0539
15000142.80
15000142.80
0.0026
N
Y
Y
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
0.0542
10007433.10
10007433.10
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
2024-05-01
2024-06-20
2024-06-20
N
N
N
0.0540
5001679.75
5001679.75
0.0009
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
0.0541
5000320.60
5000320.60
0.0009
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QE14
213800UUGANOMFJ9X769
US06744QE146
Financial Company Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0527
10998388.83
10998388.83
0.0019
N
Y
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QE22
213800UUGANOMFJ9X769
US06744QE229
Financial Company Commercial Paper
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0528
1999413.26
1999413.26
0.0003
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QE71
213800UUGANOMFJ9X769
US06744QE716
Financial Company Commercial Paper
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0532
6992758.92
6992758.92
0.0012
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LE11
549300DJ6F1V4GISFC11
US07274LE110
Financial Company Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0530
5999116.92
5999116.92
0.0010
N
Y
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 5.450000%
0727MC4E4
549300DJ6F1V4GISFC11
Certificate of Deposit
Y
2024-06-04
2024-06-04
2024-06-04
N
N
N
0.0542
23003555.11
23003555.11
0.0039
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
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
0.0534
2991104.43
2991104.43
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 5.800000%
07644DN46
5493000JWH1Z48FX0180
US07644DN468
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-02
2024-05-02
N
Y
Royal Bank of Canada
1.0000
N
0.0542
3000059.25
3000059.25
0.0005
N
N
Y
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 5.520000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0552
1000000.00
1000000.00
0.0002
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2E18
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
Citibank NA
1.0000
N
0.0532
999852.32
999852.32
0.0002
N
Y
Y
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
0.0535
24910761.00
24910761.00
0.0043
N
N
N
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
0.0542
27827289.84
27827289.84
0.0047
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
0.0528
49897384.50
49897384.50
0.0085
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
0.0533
30004348.20
30004348.20
0.0051
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608AEX0
2IGI19DL77OX0HC3ZE78
US13608AEX00
0000800030
Financial Company Commercial Paper
Y
2024-05-31
2024-05-31
2024-05-31
N
N
N
0.0529
24886065.00
24886065.00
0.0042
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 5.450000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
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 5.620000%
15963WAV4
549300EEWRNP448AMT79
US15963WAV46
Asset Backed Commercial Paper
Y
2024-05-01
2024-08-08
2024-08-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0549
5000151.85
5000151.85
0.0009
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 5.550000%
15963WB43
549300EEWRNP448AMT79
US15963WB434
Asset Backed Commercial Paper
Y
2024-05-01
2024-08-28
2024-08-28
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0550
16000801.28
16000801.28
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
0.0539
24910205.50
24910205.50
0.0043
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
0.0539
3982050.00
3982050.00
0.0007
N
N
N
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
12927823.22
12927823.22
0.0022
N
N
N
N
CITIBANK NA
CITIBANK NA 5.820000%
17330QEQ6
E57ODZWZ7FF32TWEFA76
US17330QEQ64
0000036684
Certificate of Deposit
Y
2024-05-01
2024-05-09
2024-05-09
N
N
N
0.0539
20002064.60
20002064.60
0.0034
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
2024-05-07
2024-05-07
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
2024-05-07
2024-05-07
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
2024-05-07
2024-05-07
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 5.620000%
207565AB8
US207565AB88
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2028-12-01
Y
TD Bank NA
1.0000
7
N
N
N
0.0562
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
0.0534
2000956.04
2000956.04
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
5001864.05
5001864.05
0.0009
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
0.0531
20002719.40
20002719.40
0.0034
N
N
N
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
0.0532
14999836.95
14999836.95
0.0026
N
N
N
N
CYNTHIA REESE ISSUING TRUST
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 5.450000%
23257MAA1
US23257MAA18
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
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
0.0534
49748006.50
49748006.50
0.0085
N
N
N
N
DZ BANK AG (NEW YORK BRANCH)
DZ BANK AG (NEW YORK BRANCH) 0.000000%
26821LE19
529900HNOAA1KXQJUQ27
US26821LE198
0000800178
Financial Company Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
12998079.64
12998079.64
0.0022
N
Y
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E2E17
US2960E2E171
Financial Company Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0532
10998375.08
10998375.08
0.0019
N
Y
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E2E33
US2960E2E338
Financial Company Commercial Paper
Y
2024-05-03
2024-05-03
2024-05-03
N
Y
ERSTE GROUP BANK AG
1.0000
N
0.0532
7996450.96
7996450.96
0.0014
N
N
Y
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
0.0534
55817249.60
55817249.60
0.0095
N
N
N
N
FIORE CAPITAL
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2005A 5.450000%
31809DAA7
549300WF2XHMIERS7222
US31809DAA72
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
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%
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
0.0534
997477.23
997477.23
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
0.0537
16913797.76
16913797.76
0.0029
N
N
N
N
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
39014HE18
635400VTTJNS4TKPEZ96
US39014HE185
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
Bank of Nova Scotia
1.0000
N
0.0532
2999556.84
2999556.84
0.0005
N
Y
Y
N
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
39014HE26
635400VTTJNS4TKPEZ96
US39014HE268
Asset Backed Commercial Paper
Y
2024-05-02
2024-05-02
2024-05-02
N
Y
Bank of Nova Scotia
1.0000
N
0.0532
9997044.00
9997044.00
0.0017
N
N
Y
N
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
39014HE34
635400VTTJNS4TKPEZ96
US39014HE342
Asset Backed Commercial Paper
Y
2024-05-03
2024-05-03
2024-05-03
N
Y
Bank of Nova Scotia
1.0000
N
0.0532
1999112.74
1999112.74
0.0003
N
N
Y
N
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
39014HE75
635400VTTJNS4TKPEZ96
Asset Backed Commercial Paper
Y
2024-05-07
2024-05-07
2024-05-07
N
Y
Bank of Nova Scotia
1.0000
N
0.0534
7991701.12
7991701.12
0.0014
N
N
Y
N
GREYSHOE ISSUING TRUST
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
39808XAA7
US39808XAA72
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
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
2024-05-07
2024-05-07
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
2024-05-07
2024-05-07
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
2024-05-07
2024-05-07
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
2024-05-07
2024-05-07
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
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
2024-05-07
2024-05-07
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 5.400000%
487437AA3
US487437AA34
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2037-05-01
Y
PNC Bank NA
1.0000
7
N
N
N
0.0540
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
2024-05-07
2024-05-07
2040-01-01
Y
BANK OF MONTREAL
1.0000
7
N
N
N
0.0550
940000.00
940000.00
0.0002
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YDJ8
B81CK4ESI35472RHJ606
US51501YDJ82
Certificate of Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0535
6999996.15
6999996.15
0.0012
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YDQ2
B81CK4ESI35472RHJ606
US51501YDQ26
Certificate of Deposit
Y
2024-05-03
2024-05-03
2024-05-03
N
N
N
0.0535
9999984.90
9999984.90
0.0017
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YDT6
B81CK4ESI35472RHJ606
US51501YDT64
Certificate of Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0535
4999986.85
4999986.85
0.0009
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
51501YDU3
B81CK4ESI35472RHJ606
US51501YDU38
Certificate of Deposit
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0535
7000071.33
7000071.33
0.0012
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
0.0537
11881475.56
11881475.56
0.0020
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QE22
969500DWS97CYSHCPT49
US53944QE227
Asset Backed Commercial Paper
Y
2024-05-02
2024-05-02
2024-05-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0532
1999409.12
1999409.12
0.0003
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
0.0534
54918393.75
54918393.75
0.0094
N
N
N
N
LONGSHIP FUNDING LLC
LONGSHIP FUNDING LLC 0.000000%
54316TE16
549300HYL7N00LBQMI55
US54316TE163
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
NORDEA BANK ABP
1.0000
N
0.0531
1999705.12
1999705.12
0.0003
N
Y
Y
N
LONGSHIP FUNDING LLC
LONGSHIP FUNDING LLC 0.000000%
54316TE24
549300HYL7N00LBQMI55
US54316TE247
Asset Backed Commercial Paper
Y
2024-05-02
2024-05-02
2024-05-02
N
Y
NORDEA BANK ABP
1.0000
N
0.0531
25992328.96
25992328.96
0.0044
N
N
Y
N
LONGSHIP FUNDING LLC
LONGSHIP FUNDING LLC 0.000000%
54316TE73
549300HYL7N00LBQMI55
US54316TE734
Asset Backed Commercial Paper
Y
2024-05-07
2024-05-07
2024-05-07
N
Y
NORDEA BANK ABP
1.0000
N
0.0533
998964.58
998964.58
0.0002
N
N
Y
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
0.0531
4000253.24
4000253.24
0.0007
N
N
Y
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
0.0531
2000302.42
2000302.42
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
0.0531
2000306.56
2000306.56
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
0.0531
16002813.28
16002813.28
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
0.0532
16499094.32
16499094.32
0.0028
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
2024-05-01
2024-07-08
2024-07-08
N
N
N
0.0543
5001143.35
5001143.35
0.0009
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
0.0531
27000655.02
27000655.02
0.0046
N
N
N
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
0.0532
999852.32
999852.32
0.0002
N
Y
Y
N
SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT
SUB WATER REFUNDING RB SERIES 2021A 5.350000%
59266TTK7
5493003GD0S0P56RLT45
US59266TTK78
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2042-07-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0535
24000000.00
24000000.00
0.0041
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.000000%
60682WEG9
JBONEPAGQXF4QP29B387
US60682WEG96
0001462160
Financial Company Commercial Paper
Y
2024-05-16
2024-05-16
2024-05-16
N
N
N
0.0533
33919508.06
33919508.06
0.0058
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
0.0532
22999987.35
22999987.35
0.0039
N
Y
Y
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
0.0532
11000805.42
11000805.42
0.0019
N
N
Y
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
0.0532
24002700.48
24002700.48
0.0041
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
0.0532
1000118.64
1000118.64
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
2024-05-07
2024-05-07
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
0.0531
119398615.20
119398615.20
0.0204
N
N
N
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
0.0533
34999487.60
34999487.60
0.0060
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
0.0535
2999999.04
2999999.04
0.0005
N
N
N
N
New York State HFA
TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 5.350000%
64986U2S5
5493000LS7KCDB02O506
US64986U2S57
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2044-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0535
2320000.00
2320000.00
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
0.0533
14478525.94
14478525.94
0.0025
N
N
N
N
NORTH TEXAS HIGHER EDUCATION AUTH INC
TAXABLE NOTES SERIES 2023-1 5.380000%
662826FR2
US662826FR29
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
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 5.510000%
67072T850
HJXCPP3KYE3BVU373P27
US67072T8505
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0551
1000000.00
1000000.00
0.0002
N
N
Y
N
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.500000%
67073B809
SQSNUOAGTXNFWCFS1I50
US67073B8090
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2037-08-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0550
1500000.00
1500000.00
0.0003
N
N
Y
N
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 5.510000%
67073B882
SQSNUOAGTXNFWCFS1I50
US67073B8827
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2032-07-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0551
3000000.00
3000000.00
0.0005
N
N
Y
N
NUVEEN CREDIT STRATEGIES INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.510000%
67073D854
W4CSTD4RDGQSJ4FOVO30
US67073D8544
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2032-07-01
Y
Societe Generale SA
1.0000
7
N
N
N
0.0551
1000000.00
1000000.00
0.0002
N
N
Y
N
NUVEEN VARIABLE RATE PREFERRED & INCOME FUND
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.530000%
67080R201
US67080R2013
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
2034-02-01
Y
Toronto-Dominion Bank/The
1.0000
7
N
N
N
0.0553
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
0.0541
4968459.15
4968459.15
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
0.0541
49429050.00
49429050.00
0.0084
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
0.0527
50000050.50
50000050.50
0.0085
N
Y
Y
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
0.0537
1999956.30
1999956.30
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
5987595.72
5987595.72
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
2024-05-07
2024-05-07
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
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LE16
HL3H1H2BGXWVG3BSWR90
US71838LE162
Non-Financial Company Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0533
13997928.56
13997928.56
0.0024
N
Y
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
0.0533
25969228.22
25969228.22
0.0044
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
0.0537
3975551.84
3975551.84
0.0007
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
0.0531
999852.60
999852.60
0.0002
N
Y
Y
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
0.0535
996430.44
996430.44
0.0002
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 5.960000%
78014XLC9
ES7IP3U3RHIGC71XBU11
US78014XLC91
0000352613
Financial Company Commercial Paper
Y
2024-05-01
2024-07-05
2024-07-05
N
N
N
0.0542
10009396.00
10009396.00
0.0017
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
0.0541
45022908.15
45022908.15
0.0077
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
0.0535
24974017.25
24974017.25
0.0043
N
N
Y
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
0.0535
31952422.08
31952422.08
0.0055
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LF31
549300MYF6MOTU9T3G29
US82124LF310
Asset Backed Commercial Paper
Y
2024-06-03
2024-06-03
2024-06-03
N
Y
Barclays Bank Plc
1.0000
N
0.0538
45766428.10
45766428.10
0.0078
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
0.0538
12920365.90
12920365.90
0.0022
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
0.0528
9991194.00
9991194.00
0.0017
N
N
Y
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
0.0528
10896788.43
10896788.43
0.0019
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
0.0532
9852277.80
9852277.80
0.0017
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 5.800000%
83050WHN7
F3JS33DEI6XQ4ZBPTN86
US83050WHN74
0000917311
Financial Company Commercial Paper
Y
2024-05-01
2024-05-10
2024-05-10
N
N
N
0.0539
15001413.00
15001413.00
0.0026
N
N
N
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
0.0528
51710018.36
51710018.36
0.0088
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
2024-05-07
2024-05-07
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
0.0533
48949264.42
48949264.42
0.0084
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 5.560000%
85520PJT4
549300A8DDPP6QJBB522
US85520PJT49
Asset Backed Commercial Paper
Y
2024-05-01
2024-07-08
2024-07-08
N
Y
BNP Paribas SA
1.0000
N
0.0557
1999965.04
1999965.04
0.0003
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
0.0535
4999917.20
4999917.20
0.0009
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
0.0536
12999727.39
12999727.39
0.0022
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
0.0531
3000162.39
3000162.39
0.0005
N
N
Y
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
0.0537
6000835.74
6000835.74
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.620000%
86565F4R0
549300MS3WYYVQ4HXM15
US86565F4R04
Certificate of Deposit
Y
2024-05-01
2024-06-11
2024-06-11
N
N
N
0.0543
4000850.80
4000850.80
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.590000%
86565F4Y5
549300MS3WYYVQ4HXM15
US86565F4Y54
Certificate of Deposit
Y
2024-05-01
2024-07-02
2024-07-02
N
N
N
0.0543
2000541.98
2000541.98
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.570000%
86565F5C2
549300MS3WYYVQ4HXM15
US86565F5C26
Certificate of Deposit
Y
2024-05-01
2024-07-08
2024-07-08
N
N
N
0.0544
2000489.42
2000489.42
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
0.0528
62741279.79
62741279.79
0.0107
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
0.0527
9985356.90
9985356.90
0.0017
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
2992967.34
2992967.34
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
0.0530
69999813.10
69999813.10
0.0119
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
0.0540
5002756.45
5002756.45
0.0009
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
1000763.96
1000763.96
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
2024-05-01
2024-07-31
2024-07-31
N
N
N
0.0539
8010632.24
8010632.24
0.0014
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
0.0546
5004774.40
5004774.40
0.0009
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
2024-05-01
2024-05-21
2024-05-21
N
N
N
0.0539
5001008.05
5001008.05
0.0009
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
2024-05-01
2024-05-22
2024-05-22
N
N
N
0.0539
6001276.02
6001276.02
0.0010
N
N
N
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152EEH7
529900QI55ZLJVCMPA71
US89152EEH71
Non-Financial Company Commercial Paper
Y
2024-05-17
2024-05-17
2024-05-17
N
Y
TOTALENERGIES SE
1.0000
N
0.0534
94760277.00
94760277.00
0.0162
N
N
N
N
Triborough Bridge & Tunnel Auth
GENERAL REFUNDING RB SERIES 2018E 5.330000%
89602RHU2
54930020ZN4LQF7K3456
US89602RHU23
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
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
0.0545
24998906.00
24998906.00
0.0043
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
0.0545
73997543.20
73997543.20
0.0126
N
N
N
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
0.0532
34989662.40
34989662.40
0.0060
N
N
Y
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
0.0535
49895950.50
49895950.50
0.0085
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WFH3
BFM8T61CT2L1QCEMIK50
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Financial Company Commercial Paper
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2024-06-17
2024-06-17
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92512LF48
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Asset Backed Commercial Paper
Y
2024-06-04
2024-06-04
2024-06-04
N
Y
Natixis SA
1.0000
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0.0537
24869560.25
24869560.25
0.0042
N
N
N
N
VICTORY RECEIVABLES CORP
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92646KE16
549300D0F37QF0LP7F94
US92646KE166
Asset Backed Commercial Paper
Y
2024-05-01
2024-05-01
2024-05-01
N
Y
MUFG BANK LTD
1.0000
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0.0532
1999704.64
1999704.64
0.0003
N
Y
Y
N
VICTORY RECEIVABLES CORP
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92646KE32
549300D0F37QF0LP7F94
US92646KE323
Asset Backed Commercial Paper
Y
2024-05-03
2024-05-03
2024-05-03
N
Y
MUFG BANK LTD
1.0000
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0.0532
4498005.29
4498005.29
0.0008
N
N
Y
N
VICTORY RECEIVABLES CORP
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92646KEH1
549300D0F37QF0LP7F94
US92646KEH14
Asset Backed Commercial Paper
Y
2024-05-17
2024-05-17
2024-05-17
N
Y
MUFG BANK LTD
1.0000
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0.0536
11969651.28
11969651.28
0.0020
N
N
N
N
VICTORY RECEIVABLES CORP
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92646KEL2
549300D0F37QF0LP7F94
US92646KEL26
Asset Backed Commercial Paper
Y
2024-05-20
2024-05-20
2024-05-20
N
Y
MUFG BANK LTD
1.0000
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0.0535
6979191.87
6979191.87
0.0012
N
N
N
N
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WELLS FARGO BANK NA 5.820000%
95001KNP5
KB1H1DSPRFMYMCUFXT09
US95001KNP56
0000740906
Certificate of Deposit
Y
2024-05-01
2024-05-14
2024-05-14
N
N
N
0.0539
5000807.35
5000807.35
0.0009
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.840000%
95001KNU4
KB1H1DSPRFMYMCUFXT09
US95001KNU42
0000740906
Certificate of Deposit
Y
2024-05-01
2024-06-03
2024-06-03
N
N
N
0.0540
10004131.90
10004131.90
0.0017
N
N
N
N
WELLS FARGO BANK NA
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95001KNX8
KB1H1DSPRFMYMCUFXT09
US95001KNX80
0000740906
Certificate of Deposit
Y
2024-05-01
2024-06-04
2024-06-04
N
N
N
0.0540
10004260.10
10004260.10
0.0017
N
N
N
N
WELLS FARGO BANK NA
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95001KPA6
KB1H1DSPRFMYMCUFXT09
US95001KPA69
0000740906
Certificate of Deposit
Y
2024-05-01
2024-06-05
2024-06-05
N
N
N
0.0540
10004320.00
10004320.00
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 5.800000%
95001KPJ7
KB1H1DSPRFMYMCUFXT09
US95001KPJ78
0000740906
Certificate of Deposit
Y
2024-05-01
2024-06-06
2024-06-06
N
N
N
0.0540
25010324.25
25010324.25
0.0043
N
N
N
N
YAVAPAI CNTY IDA
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98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2024-05-07
2024-05-07
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) 5.600000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI2LHV06
Certificate of Deposit
Y
2024-06-04
2024-06-04
2024-06-04
N
N
N
0.0540
25001953.50
25001953.50
0.0043
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
0.0542
10997308.96
10997308.96
0.0019
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
0.0542
14000185.36
14000185.36
0.0024
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
0.0544
4999954.50
4999954.50
0.0009
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.770000%
ZBUT11V806EZRVTWT807
0000782124
ARP1027X8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLFLEET CLO 2018-3 LTD D 20320120 FLT
254900LA1TLPGMVIGC76
2032-01-20
11.836200
4749310.00
4381619.65
Asset-Backed Securities
INDIANA MICH PWR CO SR GLBL -L NT 47
JHR9V15J0ZRG02MIRD06
2047-07-01
3.750000
96000.00
70233.20
Corporate Debt Securities
NORTHERN TR CORP SR FIX/FLT 32
549300GLF98S992BC502
2032-05-08
3.375000
55000.00
51709.62
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M -2021H BD 51
9R1Z5I36FERIBVKW4P77
2051-06-01
3.650000
22000.00
15665.25
Corporate Debt Securities
COMCAST CORP NEW 3.4%46
51M0QTTNCGUN7KFCFZ59
2046-07-15
3.400000
85000.00
60947.27
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 49
J3WHBG0MTS7O8ZVMDC91
2049-08-16
3.095000
22000.00
14940.02
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 42
784F5XWPLTWKTBV3E584
2042-07-21
2.908000
372000.00
258732.32
Corporate Debt Securities
HILTON WORLDWIDE FINANCE LLC SR GLBL NT 27
2027-04-01
4.875000
267000.00
261063.81
Corporate Debt Securities
WELLS FARGO & CO FR 4.4%061446
PBLD0EJDB5FWOLXP3B76
2046-06-14
4.400000
168000.00
136685.17
Corporate Debt Securities
AT&T INC GLBL NT 3.85%60
549300Z40J86GGSTL398
2060-06-01
3.850000
20000.00
13973.49
Corporate Debt Securities
BANK MONTREAL MEDIUM SUB COCO 32
NQQ6HPCNCCU6TUTQYE16
2032-12-15
3.803000
30000.00
28249.84
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT3.6%51
549300GZKULIZ0WOW665
2051-01-13
3.600000
2160000.00
1604642.40
Corporate Debt Securities
BIMBO BAKERIES USA INC SR REGS NT 29
549300HOXXHHT7926W92
2029-01-15
6.050000
91000.00
95416.58
Corporate Debt Securities
Y
2024-05-01
2024-07-29
2024-08-05
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0598
5996590.98
5996590.98
0.0010
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.720000%
ZBUT11V806EZRVTWT807
0000782124
ARP103153
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CLEAR CHANNEL OUTDOOR HLDGS IN SR SEC GLBL 30
2030-04-01
7.875000
5885000.00
5826370.69
Corporate Debt Securities
GLOBAL NET LEASE INC & GLOBAL SR GLBL 144A 27
2027-12-15
3.750000
713000.00
617459.78
Corporate Debt Securities
MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29
549300MCGUSL5B852H65
2029-03-26
6.400000
139000.00
139977.79
Corporate Debt Securities
TRUST 1401 SR GLBL REGS 30
2030-01-15
4.869000
256000.00
226608.96
Corporate Debt Securities
ALLWYN ENTMT FING UK PLC SR SEC 144A NT29
315700J7ZTIN8XGCX365
2029-04-30
7.875000
350000.00
365039.06
Corporate Debt Securities
ALTICE FRANCE S A SR SEC GLBL 28
5493001ZMCICV4N02J21
2028-01-15
5.500000
13443000.00
9199201.73
Corporate Debt Securities
ALTICE FRANCE HLDG S A SR 144A NT 6%28
5299000JVHXKJPOE6H40
2028-02-15
6.000000
14005000.00
4404572.50
Corporate Debt Securities
CARVANA CO SR SEC GLBL 30
5493003WEAK2PJ5WS063
2030-06-01
13.000000
1790000.00
1822745.07
Corporate Debt Securities
FLOODSMART RE LTD -A-20221 144A 29
549300KK1LNVFW95S875
2029-02-26
17.223100
972000.00
955500.49
Corporate Debt Securities
NINE ENERGY SERVICE INC SR SEC GLBL NT28
549300KRLJCZBPZMKT65
2028-02-01
13.000000
105000.00
85989.63
Corporate Debt Securities
SAFEWAY INC SR GLBL DEB 31
549300NKZ6VCN5P3K723
2031-02-01
7.250000
448000.00
478013.14
Corporate Debt Securities
FALABELLA SA SR GLBL REGS 27
5493004CKJQ7H391LM41
2027-10-30
3.750000
391000.00
350445.48
Corporate Debt Securities
Y
2024-05-01
2024-07-29
2024-08-05
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0599
20985156.36
20985156.36
0.0036
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.480000%
ZBUT11V806EZRVTWT807
0000782124
ARP104MY5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FRANKLIN TEMPLETON ETF TR FTSE MEXICO
549300RR8MFO12KKU693
2500-12-31
N/A
10772.00
356876.36
Equities
AB ACTIVE ETFS INC TAX AWARE LONG M
254900L32AHCXA8MFY47
2500-12-31
N/A
610.00
15239.51
Equities
EA SERIES TRUST TBG DIVIDEND FOC
529900J9EI4YBTUFUV93
2500-12-31
N/A
1855.00
53084.72
Equities
GLOBAL LIGHTS ACQUISITION CORP ORD SHS
2500-12-31
N/A
27263.00
278627.86
Equities
REVIVA PHARMACEUTCLS HLDGS INC COM
2500-12-31
N/A
261344.00
757897.60
Equities
SELECT SECTOR SPDR TR FINANCIAL
549300Y12KQ6ZG08NY28
2500-12-31
N/A
19840.00
808678.40
Equities
PRIVETERRA ACQUISITION CORP II COM CL A
2500-12-31
N/A
385.00
4208.05
Equities
TAYSHA GENE THERAPIES INC COM SHS
2500-12-31
N/A
330592.00
809950.40
Equities
THUNDER BRDG CAP PRTNRS IV INC CLASS A COM
2500-12-31
N/A
16491.00
173155.50
Equities
TIDAL ETF TR ATAC CREDIT ROT
549300298SNMLHBIXW02
2500-12-31
N/A
1059.00
14542.51
Equities
USCF ETF TR GOLD STRATEGY
54930038N10WS1HN8Y79
2500-12-31
N/A
628.00
17219.13
Equities
USCF ETF TR ENERGY COMMODITY
549300WW1ESF1BCFDO97
2500-12-31
N/A
58.00
2244.00
Equities
URBAN ONE INC CL D NON VTG
549300PLGIGPBRQUP240
2500-12-31
N/A
54294.00
85784.52
Equities
VANECK ETF TRUST GAMING ETF
549300W05GTBN8MH7Z26
2500-12-31
N/A
1634.00
65915.56
Equities
VIRTUS ETF TR II VIRTUS NEWFLEET
2500-12-31
N/A
482.00
10247.42
Equities
VYNE THERAPEUTICS INC COM
2500-12-31
N/A
85136.00
223907.68
Equities
WELSBACH TECH METALS ACQU CORP COM
2500-12-31
N/A
4827.00
52903.92
Equities
ALPHA STAR ACQUISITION CORP ORDINARY SHARES
2500-12-31
N/A
38371.00
435894.56
Equities
APX ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
16871.00
193341.66
Equities
COLISEUM ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
9756.00
105559.92
Equities
CRH PLC ORD
549300MIDJNNTH068E74
2500-12-31
N/A
10268.00
809734.48
Equities
DESPEGAR COM CORP ORD SHS
2500-12-31
N/A
63872.00
809896.96
Equities
FIVE POINT HOLDINGS LLC COM CL A
2500-12-31
N/A
112117.00
328502.81
Equities
FORTUNE RISE ACQUISITION CORP CL A
2500-12-31
N/A
21652.00
241852.84
Equities
FRANKLIN TEMPLETON ETF TR US CORE DIV TILT
549300M13NKRYRIODV37
2500-12-31
N/A
6150.00
241878.89
Equities
FRANKLIN TEMPLETON ETF TR WESTN ASSET BD
254900UG5JJ6DTMJ9K46
2500-12-31
N/A
690.00
17222.40
Equities
GLOBAL X FDS MSCI SUPR EM ETF
549300VDN8VB8QYXTN18
2500-12-31
N/A
4885.00
126468.25
Equities
GOLDEN ARROW MERGER CORP CLASS A COM
2500-12-31
N/A
495.00
5326.20
Equities
GOLDENSTONE ACQUISITION LTD COM
2500-12-31
N/A
11222.00
124003.10
Equities
GOLDMAN SACHS ETF TRUST II MARKETBETA TOTAL
549300CTMHO2AI4CDP62
2500-12-31
N/A
21.00
927.76
Equities
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT
5493004XH9PJW009HR47
2500-12-31
N/A
181062.00
662686.92
Equities
ISHARES TR VIRTUAL WRK LIFE
549300BNJ15LJLD6G391
2500-12-31
N/A
828.00
12550.24
Equities
JANUS DETROIT STR TR SUSTAINABLE CORP
549300BE7KFCC1T7K773
2500-12-31
N/A
44.00
1785.92
Equities
KRONOS BIO INC COM
2500-12-31
N/A
88710.00
88710.00
Equities
LISTED FD TR ROUNDHILL S&P GL
54930004OVY327DBHT46
2500-12-31
N/A
443.00
11205.64
Equities
LISTED FD TR TEUCRIUM AILA LN
549300AEWVMRILHT7395
2500-12-31
N/A
153.00
3338.46
Equities
LUMOS PHARMA INC COM
2500-12-31
N/A
17419.00
50340.91
Equities
LYRA THERAPEUTICS INC COM
2500-12-31
N/A
35550.00
168151.50
Equities
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT
2500-12-31
N/A
49167.00
131767.56
Equities
MAYS J W INC COM
2500-12-31
N/A
114.00
4845.00
Equities
MEREO BIOPHARMA GROUP PLC SPON ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
293464.00
809960.64
Equities
MILESTONE PHARMACEUTICALS INC COM
2500-12-31
N/A
15571.00
24446.47
Equities
MODULAR MED INC COM NEW
2500-12-31
N/A
179276.00
290427.12
Equities
MONTEREY CAP ACQUISITION CORP CLASS A COM
2500-12-31
N/A
23817.00
267703.08
Equities
NEW PROVIDENCE ACQSITN CORP II CLASS A COM
2500-12-31
N/A
13895.00
150482.85
Equities
ONCOCYTE CORP COM NEW
549300BIYAW8GO410287
2500-12-31
N/A
45392.00
113933.92
Equities
A2Z SMART TECHNOLOGIES CORP COM
875500SPYFJB375QFG54
2500-12-31
N/A
105080.00
45184.40
Equities
ACHIEVE LIFE SCIENCES INC COM
549300V82ZKZDTAU0A46
2500-12-31
N/A
10980.00
50178.60
Equities
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR
549300UUNWK8TRT5EW12
2500-12-31
N/A
704320.00
809968.00
Equities
ALIBABA GROUP HLDG LTD SPONSORED ADS
5493001NTNQJDH60PM02
2500-12-31
N/A
10600.00
809946.00
Equities
ALPHA TEKNOVA INC COM
2500-12-31
N/A
16125.00
27090.00
Equities
BLACKROCK ETF TRUST FUTURE CLIMATE
54930092VYVJGYMM7281
2500-12-31
N/A
28.00
588.48
Equities
BROAD CAPITAL ACQUISITION CORP COM
2500-12-31
N/A
5096.00
57533.84
Equities
BURTECH ACQUISITION CORP CLASS A COM
2500-12-31
N/A
3443.00
38045.15
Equities
CREATIVE MEDIA & CMNTY TR COM NEW
549300X9XL9BLF80OY48
2500-12-31
N/A
10690.00
36773.60
Equities
CELLECTIS S A SPON ADS
5493000KKX5VQ37Q2W83
2500-12-31
N/A
50810.00
128041.20
Equities
COMPASS THERAPEUTICS INC COM
2500-12-31
N/A
351132.00
512652.72
Equities
DBV TECHNOLOGIES S A SPONSORED ADR
969500PVBQFWQKVDMD80
2500-12-31
N/A
69560.00
48358.11
Equities
DEUTSCHE BK AG LONDON BRH DB GOLD DBL LNG
2500-12-31
N/A
6252.00
341766.21
Equities
DUET ACQUISITION CORP CLASS A COM
2500-12-31
N/A
1176.00
12936.00
Equities
ETF SER SOLUTIONS AAM S&P DEV MK
549300DOO2E1E1WIK263
2500-12-31
N/A
280.00
6255.23
Equities
ETF SER SOLUTIONS ETFB GREEN SRI R
54930090D6YDE8U9GQ62
2500-12-31
N/A
336.00
6083.68
Equities
TWO RDS SHARED TR LEADERSHARES DY
5493004O5MYND8N9K192
2500-12-31
N/A
306.00
15289.29
Equities
FIRST TR EXCHANGE-TRADED FD IV CORE INVESTMENT
254900YDW62BMWVRZQ85
2500-12-31
N/A
2644.00
53858.81
Equities
FIRST TR EXCH TRADED FD III RIVRFRNT DYN EUR
549300SDK57MHJ515Y86
2500-12-31
N/A
136.00
8822.32
Equities
HEALTHCARE AI ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
2202.00
24464.22
Equities
INVESTCORP INDIA ACQUISTN CORP CLASS A ORD SHS
2500-12-31
N/A
21654.00
246639.06
Equities
LIFEZONE METALS LIMITED ORD SHS
2500-12-31
N/A
64285.00
472494.75
Equities
MOUNTAIN & CO I ACQUISITN CORP CLASS A ORD
2500-12-31
N/A
63946.00
736657.92
Equities
NABORS ENERGY TRANSITION CORP CL A
2500-12-31
N/A
77100.00
809935.50
Equities
POWERUP ACQUISITION CORP CLASS A ORDI SHS
2500-12-31
N/A
9403.00
105313.60
Equities
ROADZEN INC ORD SHS
2500-12-31
N/A
13092.00
64805.40
Equities
ONE STOP SYS INC COM
549300JIBHBZNCC8X044
2500-12-31
N/A
85170.00
236772.60
Equities
PACER FDS TR BLUESTAR DIG ENT
2500-12-31
N/A
201.00
4267.23
Equities
PROSHARES TR SP500 EX ENRGY
549300TNY0VNIXW5FJ64
2500-12-31
N/A
2876.00
156801.82
Equities
PROSHARES TR PROSHARES S&P
549300W9OSPNV8CVI013
2500-12-31
N/A
404.00
12675.30
Equities
PROSHARES TR SUPPLY CHAIN LOG
5493003OUX1USAS4J011
2500-12-31
N/A
144.00
5538.76
Equities
PROSHARES TR SMART MATLS ETF
5493002YSY5PL4HENM62
2500-12-31
N/A
99.00
3249.44
Equities
PUTNAM ETF TRUST FOCSD LARCP GWT
549300QG106ILQU23214
2500-12-31
N/A
11642.00
369443.74
Equities
READING INTL INC CL A
549300OHQRI7MW2NQU72
2500-12-31
N/A
18263.00
29951.32
Equities
DISTOKEN ACQUISITION CORP ORDINARY SHARES
2500-12-31
N/A
26780.00
286546.00
Equities
TENX KEANE ACQUISITION ORD SHS
2500-12-31
N/A
30339.00
337976.46
Equities
INFLARX NV COM
391200708PAUDLQ31581
2500-12-31
N/A
89793.00
124812.27
Equities
NAVIGATOR HLDGS LTD SHS
213800H7RVOFYARK2W19
2500-12-31
N/A
30416.00
463539.84
Equities
PROSHARES TR SP500 EX HLTH
5493001L2ZGJ40PRHY65
2500-12-31
N/A
565.00
30704.36
Equities
Y
2024-05-01
2024-05-07
2024-05-09
Y
JP MORGAN SECURITIES LLC
1.0000
7
N
N
N
0.0552
15999834.40
15999834.40
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
CITIGROUP INC PERP SUB -T NT
6SHGI4ZSSLCXXQSBB395
2500-12-31
6.250000
2037000.00
2054968.04
Corporate Debt Securities
EQUITRANS MIDSTREAM CORP SR GLBL 144A 30
549300NELT611CL6XM83
2030-06-01
7.500000
66000.00
71305.85
Corporate Debt Securities
GARDEN SPINCO CORP SR 144A NT 30
2030-07-20
8.625000
384000.00
413770.88
Corporate Debt Securities
HUNTINGTON BANCSHARES INC ALT TIER I PERP
549300XTVCVV9I7B5T19
2500-12-31
8.470170
2138000.00
2059555.15
Corporate Debt Securities
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
7.750000
71000.00
69215.47
Corporate Debt Securities
Y
2024-05-20
2024-05-20
2024-05-20
Y
BNP Paribas SA
1.0000
20
N
N
N
0.0580
3999624.88
3999624.88
0.0007
N
N
N
Y
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.490000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP1095J6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
YPF SOCIEDAD ANONIMA SPON ADR CL D
5493003N7447U18U5U53
2500-12-31
N/A
305.00
6551.40
Equities
United States Treasury
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
123.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-09-30
0.875000
100.00
90.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-02-28
1.875000
105900.00
97913.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-06-30
3.250000
5175300.00
4993789.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-12-15
4.375000
1900.00
1906.73
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-07
2024-05-15
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0550
4999973.35
4999973.35
0.0009
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
United States Treasury
254900HROIFWPRGM1V77
2026-06-30
0.875000
9975200.00
9180023.48
U.S. Treasuries (including strips)
Y
2024-05-07
2024-05-07
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
FNRM CL035DB R10F035
B1V7KEBTPIMZEU4LTD58
2040-04-25
5.000000
1496500.00
48311.27
Agency Collateralized Mortgage Obligation
GNRA 2016-4O FB
549300M8ZYFG0OCMTT87
2066-01-20
6.237100
200000.00
64317.98
Agency Collateralized Mortgage Obligation
GNRA 2023-116 FD
549300M8ZYFG0OCMTT87
2053-08-20
6.430350
46414299.00
44177370.77
Agency Collateralized Mortgage Obligation
Y
2024-05-07
2024-05-07
2024-06-03
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0535
43000000.00
43000000.00
0.0073
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
PARAMOUNT GLOBAL JR SB GLBL DB 62
5KYC8KF17ROCY24M3H09
2062-03-30
6.375000
5018000.00
4668157.58
Corporate Debt Securities
Y
2024-06-04
2024-06-04
2024-06-13
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0583
3999094.64
3999094.64
0.0007
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.520000%
ZBUT11V806EZRVTWT807
0000782124
ARP10L336
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
UNITED AIRLINES PT CERT 2016-1 A 20300107 3.4
2030-01-07
3.450000
1000.00
598.92
Asset-Backed Securities
OFFICE PPTYS INCOME TR SR NT 4.5%25
2025-02-01
4.500000
18873000.00
15062069.47
Corporate Debt Securities
Y
2024-05-01
2024-05-07
2024-05-10
Y
JP MORGAN SECURITIES LLC
1.0000
7
N
N
N
0.0559
12999763.40
12999763.40
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
COREVEST AMCR FIN TR 2020-3 D 20530815 2.9
2053-08-15
2.950000
605000.00
474117.56
Private Label Collateralized Mortgage Obligations
BANK 2019-BNK16 F 20520216 FLT
2052-02-16
3.846380
5522000.00
2542933.30
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-4 E 20521217 3.3
2052-12-17
3.379000
3432000.00
2632052.18
Private Label Collateralized Mortgage Obligations
GCT COMMERCIAL MTG TR 2021-GCT B 20380215 FLT
2038-02-15
6.685480
100000.00
40739.16
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C27 E 20480218 FLT
2048-02-18
2.805000
4000000.00
551162.33
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM 2020-MKST F 20361215 FLT
2036-12-15
8.785480
7471000.00
563362.83
Private Label Collateralized Mortgage Obligations
MFA TRUST 2022-INV1 B-2 20570325 FLT
2057-03-25
4.292210
3000000.00
1790797.84
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2014-C19 D 20471217 3.2
2047-12-17
3.250000
1028441.00
876859.14
Private Label Collateralized Mortgage Obligations
Y
2024-09-06
2024-09-06
2024-09-06
N
N
N
0.0603
7998713.12
7998713.12
0.0014
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
GNRA 2023-079 FB
549300M8ZYFG0OCMTT87
2053-06-20
6.480350
39406699.00
35007661.49
Agency Collateralized Mortgage Obligation
GNRM 2017-63 GA
549300M8ZYFG0OCMTT87
2046-06-20
3.000000
8999894.00
1042338.54
Agency Collateralized Mortgage Obligation
Y
2024-05-07
2024-05-07
2024-05-17
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0534
35000000.00
35000000.00
0.0060
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
United States Treasury
254900HROIFWPRGM1V77
2026-03-31
0.750000
22218900.00
20526880.86
U.S. Treasuries (including strips)
Y
2024-05-02
2024-05-02
2024-05-02
Y
Barclays Bank PLC
1.0000
2
N
N
N
0.0533
20000000.00
20000000.00
0.0034
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
FNMS 02.500 CLFM5311
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
1000.00
553.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9788
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
612484.00
421068.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS2678
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
139540.00
100344.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
10904.00
1534.68
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3306
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
7962.00
1029.39
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD1596
B1V7KEBTPIMZEU4LTD58
2040-02-01
5.000000
14899.00
1019.26
Agency Mortgage-Backed Securities
GNII SF MA7192 M
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
1000.00
552.70
Agency Mortgage-Backed Securities
GNII SF MA6410 M
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
4170.00
613.96
Agency Mortgage-Backed Securities
GNII SF BT0812 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1212.00
262.63
Agency Mortgage-Backed Securities
GNII SF CB3228 C
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
4841.00
3375.83
Agency Mortgage-Backed Securities
GNII SF CH1236 C
549300M8ZYFG0OCMTT87
2051-09-20
3.000000
4782.00
3757.85
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2328
S6XOOCT0IEG5ABCC6L87
2052-11-01
4.500000
5344.00
4579.06
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8385
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
1870.00
1790.61
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN1371
B1V7KEBTPIMZEU4LTD58
2028-06-01
2.680000
1025.00
936.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6010
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.000000
1000.00
178.24
Agency Mortgage-Backed Securities
FNMS 07.000 CLDA7568
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
1000.00
1046.98
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2689
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
13085.00
2436.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8055
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
8123.00
1551.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH2185
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
8198.00
1054.79
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3890
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
6512049.00
1580190.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2897
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
3550526.00
1463408.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ3287
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
18025.00
4653.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4744
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
15212.00
2943.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9263
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.500000
1000.00
262.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR3953
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
6000.00
2010.44
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX9090
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
99254.00
102057.92
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY2369
B1V7KEBTPIMZEU4LTD58
2053-05-01
6.500000
1000.00
1017.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1379
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
506529.00
162746.21
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5536
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.000000
4249.00
3830.91
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8042
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
2873.00
2917.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
1024.00
522.20
Agency Mortgage-Backed Securities
GNMI SF 610448 X
549300M8ZYFG0OCMTT87
2033-08-15
5.500000
50355.00
1617.39
Agency Mortgage-Backed Securities
04.000 FGPC A95821 G
S6XOOCT0IEG5ABCC6L87
2040-12-01
4.000000
4000.00
532.38
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD5098
S6XOOCT0IEG5ABCC6L87
2052-03-01
2.500000
15683275.00
12593346.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLAJ3782
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.000000
1000.00
125.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU7303
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
4000.00
785.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8409
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
2701.00
584.84
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK5996
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1000.00
532.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLAB1613
B1V7KEBTPIMZEU4LTD58
2040-10-01
4.000000
20000.00
2163.79
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
3.875000
6700.00
6053.77
U.S. Treasuries (including strips)
Y
2024-05-02
2024-05-02
2024-05-02
Y
CANADIAN IMPERIAL BANK OF COMMERCE
1.0000
2
N
N
N
0.0533
16000000.00
16000000.00
0.0027
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 2024-005 JF
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
1000.00
979.36
Agency Collateralized Mortgage Obligation
GNRA 2021-194 FA
549300M8ZYFG0OCMTT87
2051-11-20
2.500000
4731231.00
3200705.44
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FA
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
64017.00
43817.54
Agency Collateralized Mortgage Obligation
GNRA 2022-009 FE
549300M8ZYFG0OCMTT87
2052-01-20
2.500000
1272000.00
843675.85
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FB
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
411929.00
287024.22
Agency Collateralized Mortgage Obligation
GNRA 2023-013 TF
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
59200.00
50988.92
Agency Collateralized Mortgage Obligation
GNRA 2022-075 FA
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
551887.00
430153.97
Agency Collateralized Mortgage Obligation
GNRA 2023-021 FE
549300M8ZYFG0OCMTT87
2053-02-20
6.000000
1000.00
791.36
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLSD1605
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
1009.00
755.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
1000.00
204.42
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD2068
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.000000
4163.00
2757.26
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA2625
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
4968.00
1853.56
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ4793
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1000.00
587.37
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8040
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
1000.00
994.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA3960
B1V7KEBTPIMZEU4LTD58
2050-03-01
3.000000
1000.00
195.75
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4119
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
3488.00
1774.82
Agency Mortgage-Backed Securities
GNII SF MA3936 M
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
1000.00
141.84
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
3966.00
348.13
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1000.00
327.29
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
2468516.00
1385894.48
Agency Mortgage-Backed Securities
GNII SF MA7939 M
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
1000.00
779.35
Agency Mortgage-Backed Securities
GNII SF MA8948 M
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
3293.00
3117.16
Agency Mortgage-Backed Securities
GNII SF MA8349 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
1000.00
863.77
Agency Mortgage-Backed Securities
GNII SF MA8493 M
549300M8ZYFG0OCMTT87
2052-12-20
6.500000
1017.00
720.78
Agency Mortgage-Backed Securities
GNII SF MA8571 M
549300M8ZYFG0OCMTT87
2053-01-20
6.000000
4292920.00
3655639.87
Agency Mortgage-Backed Securities
GNII SF MA9108 M
549300M8ZYFG0OCMTT87
2053-08-20
6.500000
7040.00
6834.49
Agency Mortgage-Backed Securities
GNII SF MA9243 M
549300M8ZYFG0OCMTT87
2053-10-20
6.500000
1000.00
1004.23
Agency Mortgage-Backed Securities
GNII SP 783619 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
5604.00
346.87
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
6082129.00
379935.09
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2053-05-15
3.625000
900.00
756.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2029-07-15
0.250000
4262800.00
4702286.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
0.250000
31200.00
40225.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-30
0.375000
2000.00
1860.99
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-03-31
0.750000
446000.00
412036.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
113000.00
93745.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-08-15
2.750000
100.00
87.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-01-15
1.125000
1198600.00
1144632.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-05-15
3.375000
1700.00
1570.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2033-07-15
1.375000
10458000.00
10011321.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-08-31
4.125000
600.00
587.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
1.125000
200.00
119.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-02-15
1.875000
44700.00
25328.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
2.375000
104500.00
74267.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
3.625000
100.00
83.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
1.500000
200.00
171.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2038-02-15
4.375000
51100.00
50276.14
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
100.00
105.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
1912000.00
1464913.69
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2044-05-15
3.375000
17000.00
14014.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
0.750000
368600.00
355946.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
99500.00
73812.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2049-02-15
3.000000
100.00
74.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
2.000000
100.00
59.08
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-02-15
0.250000
92500.00
66035.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-20
0.00
100.00
98.37
U.S. Treasuries (including strips)
Y
2024-05-02
2024-05-02
2024-05-02
Y
RBC DOMINION SECURITIES INC
1.0000
2
N
N
N
0.0533
28000000.00
28000000.00
0.0048
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.340000%
549300HN4UKV1E2R3U73
0001675365
ARP10X5T1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2023-02O FL
549300M8ZYFG0OCMTT87
2073-01-20
6.230350
292556.00
292523.58
Agency Collateralized Mortgage Obligation
GNRA 2022-182 FA
549300M8ZYFG0OCMTT87
2052-09-20
6.000000
9810399.00
8977476.51
Agency Collateralized Mortgage Obligation
Y
2024-05-07
2024-05-07
2024-06-04
Y
BOFA SECURITIES INC
1.0000
7
N
N
N
0.0534
9000000.00
9000000.00
0.0015
N
N
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.350000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP10XY93
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2023-089 B
549300M8ZYFG0OCMTT87
2053-06-20
7.000000
1000.00
1006.55
Agency Collateralized Mortgage Obligation
GNRM 2023-080 B
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
4080.00
3834.38
Agency Collateralized Mortgage Obligation
GNRM 2023-112 LT
549300M8ZYFG0OCMTT87
2053-08-20
5.500000
1889677.00
1690803.99
Agency Collateralized Mortgage Obligation
GNRA 2023-101 FM
549300M8ZYFG0OCMTT87
2053-07-20
6.230350
90088.00
80513.72
Agency Collateralized Mortgage Obligation
GNRA 2023-111 FG
549300M8ZYFG0OCMTT87
2053-08-20
6.380350
36900096.00
35506873.44
Agency Collateralized Mortgage Obligation
GNRA 2023-134 FK
549300M8ZYFG0OCMTT87
2053-09-20
6.630350
44843479.00
43567782.23
Agency Collateralized Mortgage Obligation
Y
2024-05-07
2024-05-07
2024-05-08
Y
CITIGROUP GLOBAL MARKETS INC
1.0000
7
N
N
N
0.0535
77000000.00
77000000.00
0.0131
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.420000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP117YM0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMAZON COM INC SR GLBL NT3.1%51
ZXTILKJKG63JELOEG630
2051-05-12
3.100000
2494000.00
1724517.87
Corporate Debt Securities
AMAZON COM INC SR GLBL NT4.7%32
ZXTILKJKG63JELOEG630
2032-12-01
4.700000
416000.00
414341.32
Corporate Debt Securities
BANK AMERICA CORP SUB NT 7.75%38
9DJT3UXIJIZJI4WXO774
2038-05-14
7.750000
100000.00
121002.61
Corporate Debt Securities
METLIFE INC EXT JR SB GLBL66
C4BXATY60WC6XEOZDX54
2066-12-15
6.400000
6000.00
6134.46
Corporate Debt Securities
MONDELEZ INTL INC SR GLBL NT 50
549300DV9GIB88LZ5P30
2050-09-04
2.625000
1123000.00
673848.66
Corporate Debt Securities
PNC FINL SVCS GROUP INC TIER I PERP GLBL
CFGNEKW0P8842LEUIA51
2500-12-31
6.200000
3000.00
2961.09
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR NT 6.125%39
5493004LGN656HWLDA30
2039-10-15
6.125000
53000.00
54821.72
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-01-26
3.850000
10277000.00
9979714.94
Corporate Debt Securities
IDAHO PWR CO FR 5.8%040154
TN0LL73P2C8X3W6KM391
2054-04-01
5.800000
4000.00
3931.93
Corporate Debt Securities
INDIANA MICH PWR CO SR GLBL -L NT 47
JHR9V15J0ZRG02MIRD06
2047-07-01
3.750000
181000.00
132418.85
Corporate Debt Securities
INTERCONTINENTAL EXCHANGE INC SR GLBL NT 3%50
5493000F4ZO33MV32P92
2050-06-15
3.000000
59000.00
38279.20
Corporate Debt Securities
JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32
2032-05-15
3.000000
30000.00
24219.60
Corporate Debt Securities
BANK AMERICA CORP SUB GLBL NT 37
9DJT3UXIJIZJI4WXO774
2037-01-29
6.110000
128000.00
132841.56
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC GLBL DEB 5.25%34
UMI46YPGBLUE4VGNNT48
2034-03-15
5.250000
150000.00
146784.75
Corporate Debt Securities
VISTRA OPERATIONS CO LLC SR SEC GLBL 34
549300ZH5GKBTJZ7NM23
2034-04-15
6.000000
2026000.00
1982116.84
Corporate Debt Securities
AMERICAN WTR CAP CORP SR GLBL NT 34
5IDHQUFVC8Q2KIBBFF06
2034-03-01
5.150000
1000.00
985.04
Corporate Debt Securities
AVALONBAY CMNTYS INC FR 4.35%041548
K9G90K85RBWD2LAGQX17
2048-04-15
4.350000
1000.00
815.44
Corporate Debt Securities
SITE CTRS CORP SR NT 4.7%27
W2AVA6SODOQ1LCYJQR54
2027-06-01
4.700000
565000.00
564346.17
Corporate Debt Securities
METLIFE INC SR GLBL -E DB 44
C4BXATY60WC6XEOZDX54
2044-12-15
4.721000
850000.00
739144.06
Corporate Debt Securities
MARRIOTT INTL INC NEW CR SEN SR GLBL32
225YDZ14ZO8E1TXUSU86
2032-10-15
3.500000
87000.00
74572.77
Corporate Debt Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0542
16000000.00
16000000.00
0.0027
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.470000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP117YN8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
6.213000
12766000.00
2393943.08
Asset-Backed Securities
MADISON PARK FDG XIV 2014-14 SUB 20260720 FLT
254900Q2IOW6JYPYIV98
2026-07-20
0.00
250000.00
75000.00
Asset-Backed Securities
MAGIC MERGECO INC SR SEC 144A NT28
549300H9LWMBP7HYLR98
2028-05-01
5.250000
1000.00
873.77
Corporate Debt Securities
PRA GROUP INC SR GLBL 144A 25
549300Q5HW3JSSB86K27
2025-09-01
7.375000
4994000.00
5026794.63
Corporate Debt Securities
TIBCO SOFTWARE INC SR SEC GLBL 29
04EEB871XLHVNY4RZJ65
2029-03-31
6.500000
11000.00
10530.37
Corporate Debt Securities
WELLS FARGO & CO JR SB -B DEB 29
PBLD0EJDB5FWOLXP3B76
2029-11-15
7.950000
79000.00
89955.52
Corporate Debt Securities
AERCAP GLOBAL AVIATION TR JR SB 144A NT 45
635400FBSV8LXXNRV758
2045-06-15
6.500000
200000.00
203581.00
Corporate Debt Securities
CITIGROUP INC ALT TIER I PERP
6SHGI4ZSSLCXXQSBB395
2079-12-31
3.875000
3000.00
2837.10
Corporate Debt Securities
DISCOVER FINL SVCS ALT TIER I PERP
Z1YLO2USPORE63VVUL20
2500-12-31
6.125000
691000.00
695930.38
Corporate Debt Securities
EARTHSTONE ENERGY HLDGS LLC SR GLBL 144A 27
5493004CTVUMQLRPOE23
2027-04-15
8.000000
1057000.00
1089971.35
Corporate Debt Securities
ENERGY TRANSFER L P PERP JR GLBL -B
MTLVN9N7JE8MIBIJ1H73
2500-12-31
6.625000
5431000.00
5064310.19
Corporate Debt Securities
LIFEPOINT HEALTH INC SR SEC 144A NT30
549300G8ZVHRTBBBSZ90
2030-10-15
11.000000
278000.00
297588.81
Corporate Debt Securities
CUMULUS MEDIA NEW HLDGS INC SR SEC GLBL 26
5493001D9VBAVY1OKJ46
2026-07-01
6.750000
24000.00
14630.22
Corporate Debt Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0547
13000000.00
13000000.00
0.0022
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.470000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP118K43
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TRINITAS CLO 2019-11 LTD SUB 20320715 FLT
2032-07-15
0.00
250000.00
110567.50
Asset-Backed Securities
COLT MTG LN TR 2021-6 B-1 20661227 FLT
2066-12-27
4.152120
173855.00
138093.33
Asset-Backed Securities
GSMSC RESEC TR 2015-7R B 20370928 FLT
2037-09-28
3.004530
448157.00
248702.54
Asset-Backed Securities
LIBERTY MUT GROUP INC EXT JR SB GLBL87
QUR0DG15Z6FFGYCHH861
2087-03-07
7.800000
1086000.00
1137595.86
Corporate Debt Securities
PERU LNG S.R.L. SR GLBL REGS 30
254900F70J1LOALV5K70
2030-03-22
5.375000
200000.00
171798.72
Corporate Debt Securities
CITIGROUP INC ALT TIER I PERP
6SHGI4ZSSLCXXQSBB395
2079-12-31
3.875000
2000.00
1891.40
Corporate Debt Securities
AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26
2026-04-20
5.500000
4000.00
2643.69
Corporate Debt Securities
AERCAP GLOBAL AVIATION TR JR SB 144A NT 45
635400FBSV8LXXNRV758
2045-06-15
6.500000
200000.00
203581.00
Corporate Debt Securities
BANCO MERCANTILE DEL NORTE SA ALT TIER I PERP
549300QTVYRPFHS0J362
2099-12-31
7.500000
2569000.00
2495950.48
Corporate Debt Securities
NIPPON LIFE INSURANCE COMPANY SUB GLBL 144A 54
549300Y0HHMFW3EVWY08
2054-04-16
5.950000
2234000.00
2188122.33
Corporate Debt Securities
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0547
6000000.00
6000000.00
0.0010
N
N
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 5.410000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP118K50
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMS 04.000 CLMA4783
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1237651.00
1031084.18
Agency Mortgage-Backed Securities
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0541
1000000.00
1000000.00
0.0002
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 5.420000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP118K68
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MFI LLC 2022-B1 A 20371120 FLT
2037-11-20
7.714820
283500.00
284511.33
Asset-Backed Securities
NATIONAL AUSTRALIA BK LTD144A SR FL 144A NT 25
F8SB4JFBSYQFRQEH3Z21
2025-05-13
6.106860
1308000.00
1329989.96
Corporate Debt Securities
ALABAMA PWR CO SR -2014A NT 44
0RL818ELFOHP5JHOFU19
2044-08-15
4.150000
1000.00
812.57
Corporate Debt Securities
ELEVANCE HEALTH INC SR GLBL NT3.6%51
8MYN82XMYQH89CTMTH67
2051-03-15
3.600000
962000.00
686194.60
Corporate Debt Securities
ASCENSION HEALTH ALLIANCE 2013-A SNK BD 53
2053-11-15
4.847000
1000.00
945.99
Corporate Debt Securities
BLACKSTONE HLDGS FIN L L C SR GLBL 144A 50
549300D2L6J4NC1QVZ22
2050-09-30
2.800000
208000.00
121187.73
Corporate Debt Securities
BOEING CO SR GLBL NT 59
RVHJWBXLJ1RFUBSY1F30
2059-08-01
3.950000
1387000.00
890932.90
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 2.772%50
5493009NTB34VXE1T760
2050-11-10
2.772000
2000.00
1249.86
Corporate Debt Securities
UNIVERSITY SOUTHN CALIF GLBL -2023 BD 53
0GMCSQ6M60R4T46U5511
2053-10-01
4.976000
7000.00
6706.83
Corporate Debt Securities
VIRGINIA ELEC & PWR CO SR GLBL -A NT 27
CQKUMNNZVDJLRYV2PT43
2027-03-15
3.500000
5109000.00
4877076.95
Corporate Debt Securities
MONDELEZ INTL INC SR GLBL NT 50
549300DV9GIB88LZ5P30
2050-09-04
2.625000
450000.00
270019.50
Corporate Debt Securities
UBS GROUP AG COCO 33
549300SZJ9VS8SGXAN81
2033-11-15
9.016000
686000.00
843020.83
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 25
OW6OFBNCKXC4US5C7523
2025-04-06
2.875000
5000.00
4895.43
Corporate Debt Securities
EXELON CORP SR GLBL NT 30
3SOUA6IRML7435B56G12
2030-04-15
4.050000
882000.00
818996.54
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 25
J3WHBG0MTS7O8ZVMDC91
2025-03-19
2.992000
2000.00
1965.66
Corporate Debt Securities
FIVE CORNERS FDG TR II SR 144A NT 30
2030-05-15
2.850000
100000.00
87564.25
Corporate Debt Securities
INTERCONTINENTAL EXCHANGE INC SR GLBL NT 3%50
5493000F4ZO33MV32P92
2050-06-15
3.000000
2000.00
1297.60
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT 49
VGRQXHF3J8VDLUA7XE92
2049-05-15
4.250000
866000.00
709443.80
Corporate Debt Securities
JPMORGAN CHASE & CO PERP GLBL -NN NT
8I5DZWZKVSZI1NUHU748
2500-12-31
6.875000
690000.00
713236.90
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2021 BD 51
DW4Z57L3G4IRMHYZYK62
2051-06-01
3.002000
1000.00
664.08
Corporate Debt Securities
ELI LILLY & CO GLBL NT 5%54
FRDRIPF3EKNDJ2CQJL29
2054-02-09
5.000000
91000.00
86395.40
Corporate Debt Securities
GLENCORE FDG LLC SR 144A NT 54
213800STG1QDNBY87K49
2054-04-04
5.893000
1905000.00
1827230.39
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 3.157%42
8I5DZWZKVSZI1NUHU748
2042-04-22
3.157000
1203000.00
875304.67
Corporate Debt Securities
RTX CORPORATION SR GLBL NT6.7%28
I07WOS4YJ0N7YRFE7309
2028-08-01
6.700000
5039000.00
5382830.57
Corporate Debt Securities
BANCO SANTANDER S.A. SR GLBL COCO 29
5493006QMFDDMYWIAM13
2029-06-27
3.306000
400000.00
364130.20
Corporate Debt Securities
ELECTRICITE DE FRANCE SA SR GLBL REGS 34
549300X3UK4GG3FNMO06
2034-04-22
5.950000
206000.00
206218.82
Corporate Debt Securities
MORGAN STANLEY FR 5.831%041935
IGJSJL3JD5P30I6NJZ34
2035-04-19
5.831000
98000.00
98845.91
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 28
549300GHBMY8T5GXDE41
2028-12-15
3.875000
419000.00
403489.14
Corporate Debt Securities
HEALTHPEAK PROPERTIES INC SR NT 4%25
PZ9HF5U52KPF0MH0QN75
2025-06-01
4.000000
2000.00
1993.47
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT4.5%41
ENYF8GB5SMQZ25S06U51
2041-11-15
4.500000
2000.00
1747.27
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT3.9%47
QEKMOTMBBKA8I816DO57
2047-06-15
3.900000
99000.00
78598.58
Corporate Debt Securities
INTEL CORP SR GLBL NT 49
KNX4USFCNGPY45LOCE31
2049-11-15
3.250000
3154000.00
2112914.54
Corporate Debt Securities
FREDDIE MAC SCRT SERIES 2022-1 M 20611125 FLT
2061-11-25
4.500000
77062.00
64261.23
Private Label Collateralized Mortgage Obligations
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0542
22000000.00
22000000.00
0.0038
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 5.420000%
549300LCO2FLSSVFFR64
0000050916
ARP118LC4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMS 05.500 CLCB6741
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
352608.00
332120.83
Agency Mortgage-Backed Securities
BPCE FR 4.5%031525
9695005MSX1OYEMGDF46
2025-03-15
4.500000
200000.00
198095.00
Corporate Debt Securities
INTERNATIONAL PAPER CO SR GLBL NT4.4%47
824LMFJDH41EY779Q875
2047-08-15
4.400000
67000.00
54545.15
Corporate Debt Securities
KLA CORP CR SEN SR GLBL24
549300H0BF5JCG96TJ81
2024-11-01
4.650000
435000.00
442899.96
Corporate Debt Securities
NUTRIEN LTD 5%49
5493002QQ7GD21OWF963
2049-04-01
5.000000
80000.00
69579.82
Corporate Debt Securities
ORACLE CORP SR GLBL NT 30
1Z4GXXU7ZHVWFCD8TV52
2030-04-01
2.950000
739000.00
646504.09
Corporate Debt Securities
ORACLE CORP SR GLBL NT3.6%50
1Z4GXXU7ZHVWFCD8TV52
2050-04-01
3.600000
3095000.00
2118589.40
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR GLBL NT3.3%27
1HNPXZSMMB7HMBMVBS46
2027-12-01
3.300000
100000.00
93429.83
Corporate Debt Securities
PUBLIC SVC CO OKLA SR GLBL -L NT 33
F3TJNSIZRGXRH8GEIK79
2033-01-15
5.250000
815000.00
801049.24
Corporate Debt Securities
STATE STR CORP ALT TIER I EXT77
549300ZFEEJ2IP5VME73
2077-06-01
6.590880
875000.00
749158.97
Corporate Debt Securities
WELLS FARGO BANK NATL ASSN FR 6.6%011538
KB1H1DSPRFMYMCUFXT09
2038-01-15
6.600000
442000.00
474009.64
Corporate Debt Securities
AMGEN INC SR NT 3.125%25
62QBXGPJ34PQ72Z12S66
2025-05-01
3.125000
313000.00
310129.22
Corporate Debt Securities
BHP BILLITON FIN USA LTD SR NT 5%43
5493003NUVITP3TMY274
2043-09-30
5.000000
1743000.00
1606482.43
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 26
213800LBQA1Y9L22JB70
2026-08-09
5.304000
200000.00
200796.80
Corporate Debt Securities
BAXTER INTL INC SR GLBL NT 28
J5OIVXX3P24RJRW5CK77
2028-12-01
2.272000
593000.00
520110.55
Corporate Debt Securities
CINTAS CORP NO 2 SR GLBL NT 4%32
549300QVUQTTKMTE0G41
2032-05-01
4.000000
80000.00
74975.11
Corporate Debt Securities
COMMONWEALTH BANK OF AUSTRALIA FR 3.9%071247
MSFSBD3QN1GSN7Q6C537
2047-07-12
3.900000
1560000.00
1258998.00
Corporate Debt Securities
ELECTRICITE DE FRANCE SA SR GLBL 144A 39
549300X3UK4GG3FNMO06
2039-01-26
6.950000
169000.00
183479.45
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT0.9%25
4XM3TW50JULSLG8BNC79
2025-09-15
0.900000
4003000.00
3759717.68
Corporate Debt Securities
INTERCONTINENTAL EXCHANGE INC SR GLBL NT2.1%30
5493000F4ZO33MV32P92
2030-06-15
2.100000
2184000.00
1826926.92
Corporate Debt Securities
United States Treasury
254900HROIFWPRGM1V77
2054-02-15
4.250000
40300.00
37529.65
U.S. Treasuries (including strips)
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0542
15000000.00
15000000.00
0.0026
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.370000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP118ZK1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BHP BILLITON FIN USA LTD SR GLBL NT4.9%33
5493003NUVITP3TMY274
2033-02-28
4.900000
46000.00
44691.25
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2500-12-31
8.000000
1805000.00
1815180.20
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 30
549300RLHFT5RU20WM87
2030-10-15
1.450000
2000.00
1611.51
Corporate Debt Securities
CARDINAL HEALTH INC SR GLBL NT 47
CCU46N3GJMF4OK4N7U60
2047-06-15
4.368000
275000.00
224235.00
Corporate Debt Securities
CONOCOPHILLIPS SR GLBL NT 33
6VJJ5GQWIRDQ06DUXG89
2033-09-15
5.050000
32000.00
31522.32
Corporate Debt Securities
DISNEY WALT CO FR 3%021326
7260JQNI6SCF9FIV2392
2026-02-13
3.000000
60000.00
58039.60
Corporate Debt Securities
DUKE ENERGY PROGRESS LLC 1M GLBL BD3.4%32
0NIFZ782LS46WOC9QK20
2032-04-01
3.400000
72000.00
62945.20
Corporate Debt Securities
ASIAN INFRASTRUCTURE INVT BK GLBL NT 4.25%34
25490065OSV2524LCR32
2034-03-13
4.250000
3000.00
2889.48
Corporate Debt Securities
BELL TEL CO CDA-BELL SR US-9 NT5.2%34
5493000G3EFX9S7TDE29
2034-02-15
5.200000
206000.00
200442.81
Corporate Debt Securities
NORTHWESTERN MUTUAL GLOBAL FDG FR 0.8%011426
635400LZXFVELZDVP257
2026-01-14
0.800000
1083000.00
1004542.67
Corporate Debt Securities
PACCAR FINANCIAL CORP FR 2%020427
PH3S12DWZBHHQKVYZ297
2027-02-04
2.000000
1000.00
924.60
Corporate Debt Securities
SASOL FING USA LLC SR GLBL NT5.5%31
549300XRB1PFMESFEL85
2031-03-18
5.500000
578000.00
486315.71
Corporate Debt Securities
ROYAL BK CDA FR 3.625%050427
ES7IP3U3RHIGC71XBU11
2027-05-04
3.625000
486000.00
471727.26
Corporate Debt Securities
Y
2024-05-03
2024-05-03
2024-05-03
N
N
N
0.0539
3999993.04
3999993.04
0.0007
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.370000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP119O47
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SHELL INTERNATIONAL FIN BV SR GLBL NT 38
213800ITMMKU4Z7I4F78
2038-12-15
6.375000
30000.00
33370.09
Corporate Debt Securities
MORGAN STANLEY FR 0.79%053025
IGJSJL3JD5P30I6NJZ34
2025-05-30
0.790000
83000.00
82878.13
Corporate Debt Securities
BOEING CO CR SEN SR GLBL31
RVHJWBXLJ1RFUBSY1F30
2031-02-01
3.625000
2398000.00
2081252.51
Corporate Debt Securities
JOHN DEERE CAPITAL CORPORATION VR 030323-030326
E0KSF7PFQ210NWI8Z391
2026-03-03
5.920310
63000.00
63894.84
Corporate Debt Securities
MORGAN STANLEY FR 5.831%041935
IGJSJL3JD5P30I6NJZ34
2035-04-19
5.831000
3341000.00
3369838.49
Corporate Debt Securities
PACCAR FINANCIAL CORP FR 3.55%081125
PH3S12DWZBHHQKVYZ297
2025-08-11
3.550000
14000.00
13795.18
Corporate Debt Securities
SHINHAN BK REG S FR 4.5%041228
5493003P813VL21KG928
2028-04-12
4.500000
300000.00
291975.00
Corporate Debt Securities
DATA MTG TR 2023-CNTR B 20430812 FLT
2043-08-12
5.919010
277000.00
263182.16
Private Label Collateralized Mortgage Obligations
CSMC 2021-NQM1 TRUST A-1 20650525 FLT
2065-05-25
0.809000
103845.00
25323.50
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2017-ASHF A 20341115 FLT
2034-11-15
6.468000
135000.00
116692.06
Private Label Collateralized Mortgage Obligations
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0541
5999957.22
5999957.22
0.0010
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.320000%
549300H47WTHXPU08X20
ARP11A3M7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CRAQ9541
B1V7KEBTPIMZEU4LTD58
2042-11-01
4.000000
1000.00
118.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7844
B1V7KEBTPIMZEU4LTD58
2046-09-01
3.000000
23387796.00
5440870.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU8868
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.500000
2176.00
241.45
Agency Mortgage-Backed Securities
FNMS 06.000 CL880212
B1V7KEBTPIMZEU4LTD58
2036-02-01
6.000000
1000.00
16.24
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK2042
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
23592158.00
5690816.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5337
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
27003872.00
5488257.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN6949
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.500000
1000.00
303.49
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW7935
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
765280.00
725005.87
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB1126
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.500000
9646603.00
6134692.61
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS4840
B1V7KEBTPIMZEU4LTD58
2053-05-01
5.500000
4238140.00
3893389.17
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS7252
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.000000
69684.00
66048.60
Agency Mortgage-Backed Securities
FNMS 06.000 NP900174
B1V7KEBTPIMZEU4LTD58
2036-08-01
6.000000
1001.00
3.53
Agency Mortgage-Backed Securities
FNMS 03.500 CQMA1372
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
1000.00
162.77
Agency Mortgage-Backed Securities
06.500 FGPC G03344 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
1000.00
13.66
Agency Mortgage-Backed Securities
07.000 FGPC G03577 G
S6XOOCT0IEG5ABCC6L87
2037-11-01
7.000000
1000.00
13.05
Agency Mortgage-Backed Securities
06.500 FGPC H01814 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
6.500000
1025.00
1.31
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5359
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
1000.00
320.85
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM7299
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
1408332.00
324117.32
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN1509
S6XOOCT0IEG5ABCC6L87
2048-11-01
4.500000
1000.00
318.25
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4978
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
275995.00
82000.69
Agency Mortgage-Backed Securities
FEPC 04.500 CLZN4967
S6XOOCT0IEG5ABCC6L87
2049-04-01
4.500000
1000.00
195.82
Agency Mortgage-Backed Securities
FEPC 04.500 CLZA5438
S6XOOCT0IEG5ABCC6L87
2048-06-01
4.500000
1100.00
226.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6385
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.500000
117227918.00
86375755.78
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD3501
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.500000
5421198.00
5478433.14
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE8193
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
1000.00
878.92
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF0006
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
1000.00
940.38
Agency Mortgage-Backed Securities
FEPC 05.500 CLQG0225
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.500000
1001.00
903.17
Agency Mortgage-Backed Securities
FEPC 06.000 CLQG3147
S6XOOCT0IEG5ABCC6L87
2053-05-01
6.000000
1000.00
983.79
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG9837
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.500000
1000.00
956.36
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9452
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.000000
1002.00
954.41
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9568
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
3030.00
2850.84
Agency Mortgage-Backed Securities
FEPC 06.000 CLRA9638
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
7196074.00
6851662.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX5102
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
6214780.00
5669427.04
Agency Mortgage-Backed Securities
FNMS 06.500 CLBY7245
B1V7KEBTPIMZEU4LTD58
2053-07-01
6.500000
1000.00
939.37
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8716
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
144867598.00
87703584.74
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9294
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
1166846.00
673818.57
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0147
B1V7KEBTPIMZEU4LTD58
2046-04-01
2.000000
8602000.00
5431533.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6732
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
987798.00
86334.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL5064
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.500000
1018.00
115.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL7143
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
1000.00
227.60
Agency Mortgage-Backed Securities
FNMS 05.500 CLBU4222
B1V7KEBTPIMZEU4LTD58
2053-10-01
5.500000
1174558.00
1146330.06
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW3675
B1V7KEBTPIMZEU4LTD58
2052-07-01
5.000000
1689092.00
1332643.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW4865
B1V7KEBTPIMZEU4LTD58
2053-04-01
4.500000
2000.00
1777.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLBW9537
B1V7KEBTPIMZEU4LTD58
2052-10-01
5.000000
1000.00
860.00
Agency Mortgage-Backed Securities
FNMS 06.000 CLBW9616
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
1000.00
971.38
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB7957
B1V7KEBTPIMZEU4LTD58
2054-02-01
4.500000
1000.00
925.85
Agency Mortgage-Backed Securities
FNMS 02.500 CTFM8855
B1V7KEBTPIMZEU4LTD58
2041-09-01
2.500000
1037.00
731.10
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9242
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
3144566.00
2103291.22
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS7080
B1V7KEBTPIMZEU4LTD58
2052-02-01
2.000000
1024.00
774.02
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS7090
B1V7KEBTPIMZEU4LTD58
2054-02-01
6.500000
1024.00
1011.04
Agency Mortgage-Backed Securities
FEPC 04.000 3VZA3579
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
1013.00
92.22
Agency Mortgage-Backed Securities
FEPC 04.000 3VZA3582
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
3200.00
311.77
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF0792
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1000.00
799.50
Agency Mortgage-Backed Securities
FEPC 06.500 CLQG6448
S6XOOCT0IEG5ABCC6L87
2053-07-01
6.500000
1000.00
1034.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX8131
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1000.00
946.00
Agency Mortgage-Backed Securities
FNMS 04.000 CZAL0723
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
1000.00
67.87
Agency Mortgage-Backed Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
224000000.00
224000000.00
0.0382
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.320000%
549300H47WTHXPU08X20
ARP11A3N5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MNAR XX.XXX HXBZ0040
B1V7KEBTPIMZEU4LTD58
2030-12-01
5.180000
1000.00
1005.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBZ0213
B1V7KEBTPIMZEU4LTD58
2031-01-01
4.595000
1000.00
976.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3503
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1000.00
106.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA3872
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
1000.00
109.77
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA8719
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
6714423.00
3793136.70
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA9294
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
93025.00
53719.15
Agency Mortgage-Backed Securities
FNMS 02.500 CICA9481
B1V7KEBTPIMZEU4LTD58
2036-03-01
2.500000
1137.00
677.90
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7240
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
1000.00
984.97
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7501
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.000000
8886.00
8813.43
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB7742
B1V7KEBTPIMZEU4LTD58
2054-01-01
5.500000
1000.00
959.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM1598
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
1000.00
98.81
Agency Mortgage-Backed Securities
FNMS 03.500 CIFM2174
B1V7KEBTPIMZEU4LTD58
2035-01-01
3.500000
414091.00
98900.48
Agency Mortgage-Backed Securities
FNMS 06.500 CL555135
B1V7KEBTPIMZEU4LTD58
2032-12-01
6.500000
629366.00
841.74
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL3024
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
1000.00
149.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL6586
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.500000
1000.00
156.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS0212
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.500000
1000.00
191.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1336
B1V7KEBTPIMZEU4LTD58
2043-12-01
4.500000
16774.00
883.46
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6385
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
1000.00
70.83
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS8251
B1V7KEBTPIMZEU4LTD58
2031-11-01
2.000000
1000.00
222.57
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8269
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
1000.00
188.90
Agency Mortgage-Backed Securities
FNMS 06.000 GO745324
B1V7KEBTPIMZEU4LTD58
2034-03-01
6.000000
1000.00
12.93
Agency Mortgage-Backed Securities
FNMS 05.500 GO745399
B1V7KEBTPIMZEU4LTD58
2034-12-01
5.500000
1000.00
22.63
Agency Mortgage-Backed Securities
FNMS 02.500 CIBA0578
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
1762.00
390.84
Agency Mortgage-Backed Securities
FNMS 02.500 CIBA6893
B1V7KEBTPIMZEU4LTD58
2031-02-01
2.500000
2000.00
268.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0300
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
2000.00
241.93
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC1790
B1V7KEBTPIMZEU4LTD58
2031-03-01
2.500000
1000.00
131.98
Agency Mortgage-Backed Securities
FNMS 03.000 CLBD8952
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
2000.00
377.00
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE1326
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
416000.00
75942.46
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE7373
B1V7KEBTPIMZEU4LTD58
2031-12-01
2.500000
2000.00
386.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS0212
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1000.00
123.78
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4764
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
1000.00
93.37
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4754
B1V7KEBTPIMZEU4LTD58
2047-05-01
3.500000
347640.00
70278.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3899
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
1000.00
77.29
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1505
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1000.00
844.98
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBZ0650
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.020000
1000.00
995.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6732
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
14325.00
1252.01
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS8538
B1V7KEBTPIMZEU4LTD58
2033-06-01
4.340000
6708.00
6365.34
Agency Mortgage-Backed Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
4000000.00
4000000.00
0.0007
N
Y
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 5.310000%
549300H47WTHXPU08X20
ARP11A3T2
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
0.250000
53398000.00
68845624.71
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-15
0.125000
60327000.00
69874457.76
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
136000000.00
136000000.00
0.0232
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.320000%
549300HN4UKV1E2R3U73
0001675365
ARP11A636
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT
549300HG8ZEWVWVSN227
2049-10-25
8.694500
3419384.00
3090000.53
Agency Collateralized Mortgage Obligation
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
3000000.00
3000000.00
0.0005
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 5.320000%
549300HN4UKV1E2R3U73
0001675365
ARP11A651
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
2026-06-30
0.875000
19950400.00
18360046.96
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
18000000.00
18000000.00
0.0031
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.310000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP11A693
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-03-31
0.750000
69567200.00
64269501.48
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
63000000.00
63000000.00
0.0108
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.320000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP11A6A0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 05.500 CLSD8408
S6XOOCT0IEG5ABCC6L87
2054-03-01
5.500000
17001252.00
16482436.20
Agency Mortgage-Backed Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
16000000.00
16000000.00
0.0027
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.400000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP11A6E2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SCHLUMBERGER LTD COM STK
213800ZUA17OK3QLGM62
2500-12-31
N/A
22355.00
1100089.55
Equities
CODORUS VY BANCORP INC COM
2500-12-31
N/A
1.00
22.37
Equities
INTEL CORP COM
KNX4USFCNGPY45LOCE31
2500-12-31
N/A
1.00
31.36
Equities
SHORE BANCSHARES INC COM
2500-12-31
N/A
1.00
10.43
Equities
TETRA TECH INC NEW COM
549300UJ1LP7JGJC5P32
2500-12-31
N/A
5694.00
1100080.80
Equities
ALLISON TRANSMISSION HLDGS INC COM
529900RP7DJ882LI9T83
2500-12-31
N/A
9767.00
743073.36
Equities
CCC INTELLIGENT SOLUTIONS HLD COM
2500-12-31
N/A
95665.00
1096320.90
Equities
GREENFIRE RES LTD NEW COM SHS
254900MTS0G2VGMJW059
2500-12-31
N/A
1.00
5.96
Equities
POWER INTEGRATIONS INC COM
54930085LGXSCIHD5W31
2500-12-31
N/A
16202.00
1100115.80
Equities
RALPH LAUREN CORP CL A
HO1QNWM0IXBZ0QSMMO20
2500-12-31
N/A
70.00
11692.10
Equities
INTERCONTINENTAL HOTELS GROUP SPONSORED ADS
2138007ZFQYRUSLU3J98
2500-12-31
N/A
1.00
100.15
Equities
SPDR GOLD TR GOLD SHS
2500-12-31
N/A
5078.00
1097762.04
Equities
SAP SE SPON ADR
529900D6BF99LW9R2E68
2500-12-31
N/A
9.00
1653.93
Equities
SELECT SECTOR SPDR TR SBI CONS STPLS
549300Z52QUV3UXHLA68
2500-12-31
N/A
9342.00
708403.86
Equities
SELECT SECTOR SPDR TR RL EST SEL SEC
549300SPMSTD3BRHL041
2500-12-31
N/A
2.00
73.74
Equities
VERIZON COMMUNICATIONS INC COM
2S72QS2UO2OESLG6Y829
2500-12-31
N/A
27442.00
1100149.78
Equities
WASTE MGMT INC DEL COM
549300YX8JIID70NFS41
2500-12-31
N/A
5185.00
1099997.75
Equities
WISDOMTREE TR JAPN HEDGE EQT
549300MCUICL7FEQ7B68
2500-12-31
N/A
2964.00
319163.52
Equities
WORKDAY INC CL A
549300J0DYC0N31V7G13
2500-12-31
N/A
1573.00
391315.21
Equities
GRAB HOLDINGS LIMITED CLASS A ORD
549300N4VQX83VPJF439
2500-12-31
N/A
2.00
7.00
Equities
ALBERTSONS COS INC COMMON STOCK
549300YKWOC0AOR16R51
2500-12-31
N/A
54009.00
1100163.33
Equities
ALTICE USA INC CL A
54930064K3612MGCER95
2500-12-31
N/A
20.00
42.60
Equities
AMEREN CORP COM
XRZQ5S7HYJFPHJ78L959
2500-12-31
N/A
24.00
1784.40
Equities
APTARGROUP INC COM
VNPEQDQFAA7IY1T2PX43
2500-12-31
N/A
7515.00
1100045.70
Equities
BAKER HUGHES COMPANY CL A
2500-12-31
N/A
2025.00
67270.50
Equities
DELL TECHNOLOGIES INC CL C
549300TJB5YBRUPOG437
2500-12-31
N/A
8615.00
1100135.50
Equities
DONALDSON INC COM
OZE6KXY9QQPR8EJ8WL20
2500-12-31
N/A
3822.00
278814.90
Equities
ENLINK MIDSTREAM LLC COM UNIT REP LTD
54930000GY1H533OBE23
2500-12-31
N/A
13.00
183.30
Equities
GARTNER INC COM
PP55B5R38BFB8O8HH686
2500-12-31
N/A
2450.00
1099192.50
Equities
GATOS SILVER INC COM
2500-12-31
N/A
1.00
10.15
Equities
GILEAD SCIENCES INC COM
549300WTZWR07K8MNV44
2500-12-31
N/A
16683.00
1100077.02
Equities
HARMONY GOLD MINING CO LTD SPONSORED ADR
378900986D05F0C29811
2500-12-31
N/A
4.00
36.44
Equities
ISHARES TR CORE S&P500 ETF
5493007M4YMN8XL48C14
2500-12-31
N/A
2146.00
1100018.14
Equities
ISHARES TR 20 YR TR BD ETF
549300WWURKS1JGBZU59
2500-12-31
N/A
12364.00
1100148.72
Equities
ISHARES TR EAFE SML CP ETF
549300MJV5OZGVS4LX86
2500-12-31
N/A
1348.00
83697.32
Equities
LAM RESEARCH CORP COM
549300I4GMO6D34U1T02
2500-12-31
N/A
1184.00
1099711.04
Equities
ELI LILLY & CO COM
FRDRIPF3EKNDJ2CQJL29
2500-12-31
N/A
357.00
263180.40
Equities
MERCK & CO INC COM
4YV9Y5M8S0BRK1RP0397
2500-12-31
N/A
8455.00
1100164.60
Equities
NVIDIA CORPORATION COM
549300S4KLFTLO7GSQ80
2500-12-31
N/A
1253.00
1099595.21
Equities
REGENERON PHARMACEUTICALS COM
549300RCBFWIRX3HYQ56
2500-12-31
N/A
1232.00
1099535.36
Equities
SPDR S&P 500 ETF TR TR UNIT
549300NZAMSJ8FXPQQ63
2500-12-31
N/A
2156.00
1099689.36
Equities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0540
22000000.00
22000000.00
0.0038
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.310000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP11A6H5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-04-30
2.875000
100.00
97.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.125000
26700.00
26127.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
0.250000
1404600.00
1333114.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
0.250000
25500.00
24012.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-15
2.750000
500.00
493.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-05-31
4.250000
67489000.00
67976221.53
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
68000000.00
68000000.00
0.0116
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 5.320000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP11A6J1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG CO7533 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
3213084.00
2227477.36
Agency Mortgage-Backed Securities
GNII RG CQ2765 C
549300M8ZYFG0OCMTT87
2041-03-20
4.500000
2709867.00
2193918.27
Agency Mortgage-Backed Securities
GNII RG CS0521 C
549300M8ZYFG0OCMTT87
2041-09-20
4.500000
1496838.00
1250206.26
Agency Mortgage-Backed Securities
GNII RG CV1729 C
549300M8ZYFG0OCMTT87
2042-05-20
4.500000
2784495.00
2236596.59
Agency Mortgage-Backed Securities
GNII RG CW6604 C
549300M8ZYFG0OCMTT87
2041-04-20
5.000000
2369727.00
2194889.99
Agency Mortgage-Backed Securities
GNII RG CW6648 C
549300M8ZYFG0OCMTT87
2049-08-20
4.500000
2696008.00
2258738.90
Agency Mortgage-Backed Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
12000000.00
12000000.00
0.0020
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 5.320000%
MBNUM2BPBDO7JBLYG310
0000315030
ARP11A6K8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-05-15
1.625000
2122400.00
2000014.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-31
0.250000
43800.00
41244.49
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-04-30
0.750000
900.00
827.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-04-15
0.125000
100.00
112.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-31
0.750000
110833000.00
101958685.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-05-15
3.625000
39600.00
39206.94
U.S. Treasuries (including strips)
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0532
102000000.00
102000000.00
0.0174
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.320000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP11A6N2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BW7261 C
549300M8ZYFG0OCMTT87
2050-09-20
4.500000
1162169.00
561618.01
Agency Mortgage-Backed Securities
GNMI SF BY2839 X
549300M8ZYFG0OCMTT87
2051-01-15
2.500000
796381.00
564854.54
Agency Mortgage-Backed Securities
GNII RG CH7265 C
549300M8ZYFG0OCMTT87
2044-11-20
4.000000
920685.00
423529.60
Agency Mortgage-Backed Securities
GNII RG CI4407 C
549300M8ZYFG0OCMTT87
2043-10-20
3.500000
410059.00
299292.45
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD2249
S6XOOCT0IEG5ABCC6L87
2053-01-01
4.500000
1000.00
880.34
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2857
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
4110.00
3833.28
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD8397
S6XOOCT0IEG5ABCC6L87
2054-01-01
6.500000
1000.00
969.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1379
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
1000.00
321.30
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
65403.00
41561.54
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB8154
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.000000
5936298.00
5834611.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM9788
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
1359378.00
934540.95
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS6199
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
11590.00
10668.21
Agency Mortgage-Backed Securities
GNII SF MA7192 M
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
720000.00
397945.61
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM6549
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.000000
1000.00
301.63
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-08-27
0.00
1000.00
982.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2048-05-15
3.125000
2800.00
2143.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2050-11-15
1.625000
1100.00
584.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
1.375000
7400.00
6838.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
1.125000
100.00
96.83
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-31
0.750000
32300.00
27923.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
1300.00
1075.13
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2030-02-28
4.000000
25000.00
24280.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2034-02-15
4.000000
2265700.00
2168263.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-03-15
4.250000
1000.00
989.14
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
11000000.00
11000000.00
0.0019
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.310000%
2IGI19DL77OX0HC3ZE78
0000800030
ARP11A6O0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2036-02-15
4.500000
100.00
100.56
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-05-15
2.875000
300.00
228.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-08-15
1.125000
100.00
58.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
1.125000
100.00
59.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2051-08-15
2.000000
600.00
348.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-07-15
0.375000
100.00
127.91
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-08-31
1.375000
1900.00
1755.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-02-28
1.125000
14743800.00
14277155.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
200.00
165.41
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
14000000.00
14000000.00
0.0024
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.310000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP11A6T9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-04-15
0.125000
33454100.00
37745569.69
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
37000000.00
37000000.00
0.0063
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 5.330000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP11A6U6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 03.500 CTSC0039
S6XOOCT0IEG5ABCC6L87
2040-01-01
3.500000
30000000.00
7573119.76
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3392
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.500000
15564000.00
14623255.47
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF8386
S6XOOCT0IEG5ABCC6L87
2053-03-01
6.000000
1193050.00
1016505.68
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM5016
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.000000
383146.00
88793.25
Agency Mortgage-Backed Securities
FNMS 05.000 CLBO2619
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1040996.00
57792.53
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6108
B1V7KEBTPIMZEU4LTD58
2053-01-01
5.500000
350683.00
324505.03
Agency Mortgage-Backed Securities
FNMS 04.000 CRMA1547
B1V7KEBTPIMZEU4LTD58
2043-07-01
4.000000
1844292.00
366194.91
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM4616
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
1152000.00
458530.47
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD0610
S6XOOCT0IEG5ABCC6L87
2051-03-01
2.500000
24779520.00
15256550.47
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8196
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
2999812.00
2064190.50
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG1717
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.000000
2475360.00
2337795.01
Agency Mortgage-Backed Securities
FNMS 04.500 CLBX0628
B1V7KEBTPIMZEU4LTD58
2052-11-01
4.500000
1855106.00
1439628.48
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1051
B1V7KEBTPIMZEU4LTD58
2051-06-01
3.000000
8167696.00
5078240.36
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS7519
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
23349180.00
19591710.97
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0740
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
12381072.00
8247655.18
Agency Mortgage-Backed Securities
FNMS 04.000 CIBH1178
B1V7KEBTPIMZEU4LTD58
2032-05-01
4.000000
93000.00
15532.25
Agency Mortgage-Backed Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0533
77000000.00
77000000.00
0.0131
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.320000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP11A6V4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2024-09-26
0.00
67600.00
66155.66
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2032-04-15
3.375000
300.00
566.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
31200.00
32689.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2053-02-15
1.500000
200.00
170.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-08-15
2.250000
266000.00
246539.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
2.125000
6769900.00
6692430.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
2.750000
300.00
294.51
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-09-30
0.375000
100000.00
86185.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-10-31
0.250000
16000.00
14884.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-31
3.875000
100.00
99.11
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
7000000.00
7000000.00
0.0012
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 5.330000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP11A6X0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2047-07-25
2.000000
355999.00
240493.20
Agency Collateralized Mortgage Obligation
GNRM 2019-159 P
549300M8ZYFG0OCMTT87
2049-09-20
2.500000
4509001.00
2287528.44
Agency Collateralized Mortgage Obligation
GNRM 2024-026 NV
549300M8ZYFG0OCMTT87
2034-12-20
6.000000
13003000.00
13022838.04
Agency Collateralized Mortgage Obligation
FNMS 05.500 CLMA5107
B1V7KEBTPIMZEU4LTD58
2053-08-01
5.500000
1000.00
924.40
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH9251
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.000000
92717.00
92573.23
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8431
S6XOOCT0IEG5ABCC6L87
2054-04-01
5.500000
11602775.00
11372443.16
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-06-13
0.00
71800.00
71346.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-09-30
2.125000
97800.00
96680.86
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0533
26000000.00
26000000.00
0.0044
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.310000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP11A6Y8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2034-01-15
1.750000
18868500.00
18362730.54
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
18000000.00
18000000.00
0.0031
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.310000%
ZBUT11V806EZRVTWT807
0000782124
ARP11A743
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-02-20
0.00
14055000.00
13478885.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-03-20
0.00
258162000.00
246621125.95
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
255000000.00
255000000.00
0.0435
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 5.320000%
ZBUT11V806EZRVTWT807
0000782124
ARP11A768
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.500 CLFS6837
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
14073344.00
13601719.34
Agency Mortgage-Backed Securities
GNII SF MA6930 M
549300M8ZYFG0OCMTT87
2050-10-20
2.000000
173047808.00
88580490.55
Agency Mortgage-Backed Securities
GNII SF MA8949 M
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
5000000.00
4531536.76
Agency Mortgage-Backed Securities
GNII SF CX5122 C
549300M8ZYFG0OCMTT87
2054-03-20
5.500000
14747856.00
14479524.46
Agency Mortgage-Backed Securities
GNII SF DA9577 C
549300M8ZYFG0OCMTT87
2054-04-20
5.500000
11875893.00
11676729.00
Agency Mortgage-Backed Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
129000000.00
129000000.00
0.0220
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.320000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP11A784
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
2028-10-31
4.875000
10124100.00
10200030.75
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
10000000.00
10000000.00
0.0017
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
NOMURA SECURITIES INTERNATIONAL INC 5.320000%
OXTKY6Q8X53C9ILVV871
0000902266
ARP11A7A9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA6341 M
549300M8ZYFG0OCMTT87
2049-11-20
4.500000
1000.00
149.19
Agency Mortgage-Backed Securities
GNII SF MA6822 M
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1000.00
282.08
Agency Mortgage-Backed Securities
GNMI SF BD9826 X
549300M8ZYFG0OCMTT87
2047-12-15
4.000000
1000.00
80.53
Agency Mortgage-Backed Securities
GNMI SF AD8777 X
549300M8ZYFG0OCMTT87
2043-03-15
2.500000
1000.00
156.78
Agency Mortgage-Backed Securities
GNMI SF AX5926 X
549300M8ZYFG0OCMTT87
2047-01-15
4.000000
1000.00
177.18
Agency Mortgage-Backed Securities
GNII SF 004597 M
549300M8ZYFG0OCMTT87
2039-12-20
4.000000
1000.00
57.98
Agency Mortgage-Backed Securities
GNMI SF 367098 X
549300M8ZYFG0OCMTT87
2041-07-15
4.000000
1000.00
72.72
Agency Mortgage-Backed Securities
GNMI SF 737374 X
549300M8ZYFG0OCMTT87
2040-03-15
3.500000
1000.00
225.93
Agency Mortgage-Backed Securities
GNMI SP 783996 X
549300M8ZYFG0OCMTT87
2044-06-15
5.000000
1000.00
177.77
Agency Mortgage-Backed Securities
GNII SP 784098 M
549300M8ZYFG0OCMTT87
2045-12-20
3.000000
1000.00
126.54
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA2880
B1V7KEBTPIMZEU4LTD58
2037-01-01
4.000000
211700.00
48811.76
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3656
B1V7KEBTPIMZEU4LTD58
2029-05-01
3.500000
226400.00
27593.24
Agency Mortgage-Backed Securities
GNII SF MA0603 M
549300M8ZYFG0OCMTT87
2027-12-20
3.500000
1000.00
54.53
Agency Mortgage-Backed Securities
GNII SF MA0932 M
549300M8ZYFG0OCMTT87
2043-04-20
2.500000
1000.00
158.74
Agency Mortgage-Backed Securities
GNII SF MA1155 M
549300M8ZYFG0OCMTT87
2043-07-20
2.500000
1000.00
164.77
Agency Mortgage-Backed Securities
GNII SF MA2226 M
549300M8ZYFG0OCMTT87
2044-09-20
5.000000
1000.00
64.59
Agency Mortgage-Backed Securities
GNII SF MA3663 M
549300M8ZYFG0OCMTT87
2046-05-20
3.500000
1000.00
119.15
Agency Mortgage-Backed Securities
GNII SF MA5020 M
549300M8ZYFG0OCMTT87
2048-02-20
4.000000
1000.00
113.54
Agency Mortgage-Backed Securities
GNII SF MA6041 M
549300M8ZYFG0OCMTT87
2049-06-20
4.500000
1000.00
122.90
Agency Mortgage-Backed Securities
GNII SF MA7140 M
549300M8ZYFG0OCMTT87
2051-01-20
4.500000
1000.00
290.60
Agency Mortgage-Backed Securities
03.000 FGPC G30646 G
S6XOOCT0IEG5ABCC6L87
2033-05-01
3.000000
226100.00
34868.02
Agency Mortgage-Backed Securities
04.500 FGPC G07558 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
4.500000
215600.00
27218.30
Agency Mortgage-Backed Securities
05.000 FGPC G07962 G
S6XOOCT0IEG5ABCC6L87
2041-11-01
5.000000
239000.00
25760.17
Agency Mortgage-Backed Securities
05.000 FGPC Q31869 G
S6XOOCT0IEG5ABCC6L87
2042-03-01
5.000000
1000.00
194.92
Agency Mortgage-Backed Securities
FEPC 03.500 CIRC1907
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.500000
206100.00
30894.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL7147
B1V7KEBTPIMZEU4LTD58
2045-02-01
4.500000
221900.00
28055.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9463
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.500000
1000.00
234.12
Agency Mortgage-Backed Securities
FNMS 03.000 R3BF0203
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.000000
1000.00
289.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3358
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
1100.00
354.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6373
B1V7KEBTPIMZEU4LTD58
2047-04-01
5.730000
471000.00
99931.36
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6490
B1V7KEBTPIMZEU4LTD58
2050-02-01
5.916000
91000.00
17051.71
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6555
B1V7KEBTPIMZEU4LTD58
2050-04-01
5.303000
1000.00
249.90
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5508
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
1000.00
260.86
Agency Mortgage-Backed Securities
GNPL PN CN2884
549300M8ZYFG0OCMTT87
2059-05-15
5.350000
4733367.00
4786104.86
Agency Mortgage-Backed Securities
GNII SF AK6862 C
549300M8ZYFG0OCMTT87
2045-01-20
3.000000
1000.00
220.70
Agency Mortgage-Backed Securities
GNII SF AS4297 C
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
1000.00
290.19
Agency Mortgage-Backed Securities
GNMI SF 737520 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
1000.00
137.95
Agency Mortgage-Backed Securities
FNMS 02.000 CNMA4523
B1V7KEBTPIMZEU4LTD58
2032-01-01
2.000000
1000.00
598.53
Agency Mortgage-Backed Securities
GNMI SF AC3742 X
549300M8ZYFG0OCMTT87
2042-12-15
3.500000
1000.00
153.88
Agency Mortgage-Backed Securities
GNII SF MA5623 M
549300M8ZYFG0OCMTT87
2033-11-20
3.500000
1000.00
129.67
Agency Mortgage-Backed Securities
03.500 FGPC G16234 G
S6XOOCT0IEG5ABCC6L87
2031-09-01
3.500000
191800.00
28257.84
Agency Mortgage-Backed Securities
07.000 FGPC C53034 G
S6XOOCT0IEG5ABCC6L87
2031-06-01
7.000000
482200.00
10202.54
Agency Mortgage-Backed Securities
FEPC 03.500 CLZM2014
S6XOOCT0IEG5ABCC6L87
2046-11-01
3.500000
123700.00
13146.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLZS9844
S6XOOCT0IEG5ABCC6L87
2046-07-01
3.500000
1000.00
218.92
Agency Mortgage-Backed Securities
04.000 FGPC U99135 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.000000
209000.00
32132.32
Agency Mortgage-Backed Securities
05.500 FGPC G61682 G
S6XOOCT0IEG5ABCC6L87
2040-02-01
5.500000
1000.00
322.67
Agency Mortgage-Backed Securities
FEPC 05.000 CLQG6512
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
2397774.00
2279757.71
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM4912
B1V7KEBTPIMZEU4LTD58
2039-07-01
6.000000
1000.00
330.49
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW0972
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
254634.00
230967.84
Agency Mortgage-Backed Securities
GNII SF 004976 M
549300M8ZYFG0OCMTT87
2041-03-20
3.500000
1000.00
93.55
Agency Mortgage-Backed Securities
GNII SP 784480 C
549300M8ZYFG0OCMTT87
2048-04-20
3.500000
1000.00
324.76
Agency Mortgage-Backed Securities
FNMS 05.000 CLAB8142
B1V7KEBTPIMZEU4LTD58
2037-10-01
5.000000
249000.00
14379.85
Agency Mortgage-Backed Securities
GNII SF MA5881 M
549300M8ZYFG0OCMTT87
2038-11-20
6.500000
1000.00
182.76
Agency Mortgage-Backed Securities
03.500 FGPC U79040 G
S6XOOCT0IEG5ABCC6L87
2029-07-01
3.500000
246900.00
24154.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL4980
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.958000
249000.00
10809.81
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1658
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
59800.00
13372.80
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6473
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.190000
1000.00
287.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0917
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
1000.00
242.68
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2404
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
97400.00
19169.46
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2031-04-30
4.625000
428300.00
426890.46
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
8000000.00
8000000.00
0.0014
N
Y
Y
N
MUFG SECURITIES AMERICAS INC
MUFG SECURITIES AMERICAS INC 5.310000%
K5HU16E3LMSVCCJJJ255
ARP11A7C5
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
3.625000
2000000.00
4022335.68
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-11-15
4.375000
19850200.00
19410460.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
3.125000
11282300.00
9011374.67
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
3.125000
3491000.00
2754182.12
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
6234900.00
4605987.26
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-11-15
2.875000
1837700.00
1355748.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-05-15
3.000000
863300.00
659963.27
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
41000000.00
41000000.00
0.0070
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 5.420000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP11A7D3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BECTON DICKINSON & CO COM
ICE2EP6D98PQUILVRZ91
2500-12-31
N/A
1713.00
399882.72
Equities
BREEZE HOLDINGS ACQUISITN CORP COM
2500-12-31
N/A
7186.00
84076.20
Equities
COGNIZANT TECHNOLOGY SOLUTIONS CL A
5493006IEVQEFQO40L83
2500-12-31
N/A
6012.00
399978.36
Equities
DESIGN THERAPEUTICS INC COM
2500-12-31
N/A
19500.00
72540.00
Equities
ENVISTA HOLDINGS CORPORATION COM
549300BX623VURJZ5269
2500-12-31
N/A
19398.00
399986.76
Equities
EVENTBRITE INC COM CL A
549300N6XBV2B1FAUF55
2500-12-31
N/A
50306.00
270646.28
Equities
FIDELITY NATL INFORMATION SVCS COM
6WQI0GK1PRFVBA061U48
2500-12-31
N/A
5760.00
399974.40
Equities
FUELCELL ENERGY INC COM
549300SRU8020X1X9J22
2500-12-31
N/A
430431.00
399999.53
Equities
HORMEL FOODS CORP COM
MSD54751OJP1FS2ND863
2500-12-31
N/A
11293.00
399998.06
Equities
HUDSON PAC PPTYS INC COM
2500-12-31
N/A
67453.00
399996.29
Equities
ILLUMINA INC COM
SQ95QG8SR5Q56LSNF682
2500-12-31
N/A
3206.00
399884.38
Equities
KEURIG DR PEPPER INC COM
DYTQ8KRTKO7Y2BVU5K74
2500-12-31
N/A
11869.00
399985.30
Equities
LUMINAR TECHNOLOGIES INC COM CL A
549300AVGXLDWYMI4298
2500-12-31
N/A
600.00
876.00
Equities
NN INC COM
549300SU3TUM6VH84645
2500-12-31
N/A
106951.00
399996.74
Equities
NEWPARK RES INC COM PAR $.01NEW
54930073OHWDQW4DJN26
2500-12-31
N/A
13000.00
94120.00
Equities
ORACLE CORP COM
1Z4GXXU7ZHVWFCD8TV52
2500-12-31
N/A
3433.00
399910.17
Equities
S&P GLOBAL INC COM
Y6X4K52KMJMZE7I7MY94
2500-12-31
N/A
963.00
399943.53
Equities
SBA COMMUNICATIONS CORP NEW CL A
5299001HX8ZN8Y8QIT49
2500-12-31
N/A
1981.00
399944.09
Equities
TENAYA THERAPEUTICS INC COM
2500-12-31
N/A
88105.00
399996.70
Equities
BIOCERES CROP SOLUTIONS CORP SHS
549300SBSSIZUVSY4U27
2500-12-31
N/A
33140.00
399999.80
Equities
CARTESIAN GROWTH CORP II CLASS A ORD
2500-12-31
N/A
35714.00
399996.80
Equities
EMBRACE CHANGE ACQUISITN CORP ORDINARY SHARES
2500-12-31
N/A
34770.00
391510.20
Equities
CHENGHE ACQUISITION I CO CLASS A ORD SHS
2500-12-31
N/A
12072.00
136534.32
Equities
SLAM CORP CL A SHS
2500-12-31
N/A
26391.00
291620.55
Equities
SPRING VALLEY ACQUISTN CORP II CLASS A ORD
2500-12-31
N/A
36231.00
399990.24
Equities
ESH ACQUISITION CORP COM
2500-12-31
N/A
26251.00
272222.87
Equities
LABORATORY CORP AMER HLDGS COM NEW
OZ7UA8IXAIFILY2VZH07
2500-12-31
N/A
428.00
87384.76
Equities
ALIGNMENT HEALTHCARE INC COM
2500-12-31
N/A
27400.00
139192.00
Equities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0542
8000000.00
8000000.00
0.0014
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 5.300000%
254900Y8NKGV541U8Q32
0001457970
ARP11A7H4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-08-15
2.250000
618562300.00
574084571.02
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2031-05-15
1.625000
400.00
331.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
0.375000
77064900.00
76010857.53
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0530
650000000.00
650000000.00
0.1109
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 5.310000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP11A7J0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-03-31
0.750000
33442300.00
30895593.75
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
30285265.00
30285265.00
0.0052
N
Y
Y
N
BANCO SANTANDER SA
BANCO SANTANDER SA 5.310000%
5493006QMFDDMYWIAM13
0000891478
ARP11A7L5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 ZC310204
B1V7KEBTPIMZEU4LTD58
2044-04-25
3.500000
2008.00
1434.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2411
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
1000.00
138.60
Agency Mortgage-Backed Securities
FNMS 05.000 CLAK5724
B1V7KEBTPIMZEU4LTD58
2042-03-01
5.000000
1000.00
108.00
Agency Mortgage-Backed Securities
FNMS 04.500 CLAK7343
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.500000
1000.00
136.66
Agency Mortgage-Backed Securities
FNMS 04.000 CIAL9421
B1V7KEBTPIMZEU4LTD58
2031-03-01
4.000000
1000.00
67.56
Agency Mortgage-Backed Securities
FNMS 03.500 CRAQ9131
B1V7KEBTPIMZEU4LTD58
2042-12-01
3.500000
1120.00
195.04
Agency Mortgage-Backed Securities
05.000 FGPC A91965 G
S6XOOCT0IEG5ABCC6L87
2040-04-01
5.000000
1000.00
29.68
Agency Mortgage-Backed Securities
05.000 FGPC A92308 G
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.000000
2378212.00
77149.25
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS7106
S6XOOCT0IEG5ABCC6L87
2030-02-01
3.500000
1000.00
97.27
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0528
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
96162.00
23270.79
Agency Mortgage-Backed Securities
FEPC 05.000 CLZT1712
S6XOOCT0IEG5ABCC6L87
2049-02-01
5.000000
1000.00
112.07
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD0420
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.500000
1024.00
506.00
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2212
S6XOOCT0IEG5ABCC6L87
2053-01-01
5.500000
1000.00
939.40
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD2425
S6XOOCT0IEG5ABCC6L87
2053-01-01
6.000000
1000.00
892.20
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD2857
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
1000.00
932.67
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD4512
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.000000
1000.00
995.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7509
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.000000
1000.00
375.19
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7552
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
1000.00
688.69
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD7544
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
1000.00
637.98
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8183
S6XOOCT0IEG5ABCC6L87
2051-12-01
2.500000
1008.00
687.20
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD8324
S6XOOCT0IEG5ABCC6L87
2053-05-01
5.500000
1000.00
908.42
Agency Mortgage-Backed Securities
FEPC 07.000 CLSD8398
S6XOOCT0IEG5ABCC6L87
2054-01-01
7.000000
12689098.00
12266853.27
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3764
S6XOOCT0IEG5ABCC6L87
2053-08-01
5.500000
1000.00
944.15
Agency Mortgage-Backed Securities
FEPC 05.500 CLSD3802
S6XOOCT0IEG5ABCC6L87
2053-09-01
5.500000
1000.00
972.32
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD4263
S6XOOCT0IEG5ABCC6L87
2053-11-01
6.000000
168867.00
166639.75
Agency Mortgage-Backed Securities
04.000 FGPC V81188 G
S6XOOCT0IEG5ABCC6L87
2044-05-01
4.000000
1024.00
153.31
Agency Mortgage-Backed Securities
04.500 FGPC Q24956 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.500000
1000.00
199.37
Agency Mortgage-Backed Securities
04.000 FGPC Q62189 G
S6XOOCT0IEG5ABCC6L87
2049-03-01
4.000000
1024.00
199.38
Agency Mortgage-Backed Securities
03.500 FGPC Q52401 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
3.500000
1000.00
189.05
Agency Mortgage-Backed Securities
04.500 FGPC Q56256 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
1008.00
259.57
Agency Mortgage-Backed Securities
FEPC 03.500 CLQA3869
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.500000
1000.00
266.47
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD3359
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
1000.00
723.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD6459
S6XOOCT0IEG5ABCC6L87
2052-02-01
3.000000
1024.00
725.07
Agency Mortgage-Backed Securities
FEPC 04.500 CLQE7225
S6XOOCT0IEG5ABCC6L87
2052-08-01
4.500000
1024.00
840.65
Agency Mortgage-Backed Securities
FEPC 05.000 CLQE9306
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1000.00
693.67
Agency Mortgage-Backed Securities
FEPC 06.000 CLQF4573
S6XOOCT0IEG5ABCC6L87
2052-12-01
6.000000
1000.00
941.95
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH0139
S6XOOCT0IEG5ABCC6L87
2053-08-01
6.000000
1000.00
972.88
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH0491
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.000000
1000.00
889.65
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH2059
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
1000.00
923.94
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH3329
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
1000.00
963.64
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA6615
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
1000.00
689.05
Agency Mortgage-Backed Securities
FEPC 02.000 CLRA6649
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
1008.00
699.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA7940
S6XOOCT0IEG5ABCC6L87
2052-09-01
5.000000
1000.00
835.27
Agency Mortgage-Backed Securities
FEPC 05.500 CLRA8797
S6XOOCT0IEG5ABCC6L87
2053-04-01
5.500000
1024.00
976.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS3497
B1V7KEBTPIMZEU4LTD58
2052-08-01
3.500000
1000.00
813.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS3123
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1000.00
850.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS4377
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
1000.00
790.73
Agency Mortgage-Backed Securities
FNMS 02.500 CIFS3607
B1V7KEBTPIMZEU4LTD58
2037-02-01
2.500000
1000.00
811.22
Agency Mortgage-Backed Securities
FNMS 06.000 CLFS3887
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.000000
1000.00
757.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLFS4096
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
1000.00
894.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLFS4672
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.500000
1000.00
767.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS5504
B1V7KEBTPIMZEU4LTD58
2045-08-01
4.000000
1024.00
873.54
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS5544
B1V7KEBTPIMZEU4LTD58
2053-02-01
4.500000
1000.00
876.63
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4414
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
1000.00
645.91
Agency Mortgage-Backed Securities
GNII SF 004842 M
549300M8ZYFG0OCMTT87
2033-02-20
8.500000
1000.00
11.19
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0182
B1V7KEBTPIMZEU4LTD58
2057-01-01
4.000000
1024.00
390.44
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0218
B1V7KEBTPIMZEU4LTD58
2057-09-01
3.500000
1008.00
394.24
Agency Mortgage-Backed Securities
FNMS 03.500 U4BF0286
B1V7KEBTPIMZEU4LTD58
2052-07-01
3.500000
1024.00
402.36
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0288
B1V7KEBTPIMZEU4LTD58
2052-03-01
4.000000
1024.00
354.13
Agency Mortgage-Backed Securities
FNMS 04.000 R3BF0613
B1V7KEBTPIMZEU4LTD58
2050-05-01
4.000000
1024.00
785.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM1756
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.500000
1000.00
211.27
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5063
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1023.00
187.32
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0664
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1008.00
362.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN3673
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.500000
1000.00
319.86
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR4393
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
1000.00
610.10
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT6809
B1V7KEBTPIMZEU4LTD58
2051-10-01
2.000000
1000.00
664.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT9390
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
5888.00
4183.53
Agency Mortgage-Backed Securities
FNMS 05.000 CLBV7953
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1024.00
880.78
Agency Mortgage-Backed Securities
FNMS 04.500 CLBW1386
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.500000
1000.00
828.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW6019
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.000000
1000.00
877.32
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX1166
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1000.00
738.97
Agency Mortgage-Backed Securities
FNMS 06.000 CLBX1927
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1000.00
913.94
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX6087
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
1024.00
906.31
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4456
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
1000.00
882.69
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY4139
B1V7KEBTPIMZEU4LTD58
2053-06-01
5.500000
1000.00
906.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0257
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
1000.00
321.14
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1219
B1V7KEBTPIMZEU4LTD58
2048-02-01
4.500000
1000.00
320.60
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1008.00
202.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2217
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1000.00
166.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2375
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1000.00
84.24
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2350
B1V7KEBTPIMZEU4LTD58
2048-09-01
5.000000
1312.00
230.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3484
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1008.00
341.45
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2806
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
1024.00
281.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA3328
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
2048.00
454.83
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5658
B1V7KEBTPIMZEU4LTD58
2050-05-01
2.500000
1000.00
418.17
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6024
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
1024.00
536.34
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6025
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.000000
1008.00
552.41
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1020
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
8473.00
5398.90
Agency Mortgage-Backed Securities
FNMS 02.000 CICB2969
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.000000
1000.00
673.91
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB3044
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.500000
1000.00
717.94
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB3035
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
1000.00
710.60
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3057
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
2024.00
1526.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLCB3899
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
1000.00
790.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5295
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1934.00
1713.95
Agency Mortgage-Backed Securities
FNMS 04.000 CLCB4585
B1V7KEBTPIMZEU4LTD58
2052-09-01
4.000000
1024.00
846.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5133
B1V7KEBTPIMZEU4LTD58
2052-11-01
5.500000
1000.00
900.44
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB5544
B1V7KEBTPIMZEU4LTD58
2053-01-01
6.000000
1000.00
925.73
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5847
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
1000.00
911.29
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6069
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1000.00
906.89
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB6054
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.000000
7252992.00
6383819.36
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB6080
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1000.00
863.05
Agency Mortgage-Backed Securities
FNMS 06.000 CLCB7502
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.000000
1000.00
968.80
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB7797
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.500000
12573670.00
12710588.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM5298
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1000.00
321.86
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM5018
B1V7KEBTPIMZEU4LTD58
2050-12-01
2.500000
12195.00
6907.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLFM5684
B1V7KEBTPIMZEU4LTD58
2049-09-01
5.000000
1000.00
486.53
Agency Mortgage-Backed Securities
FNMS 04.500 CIFM7143
B1V7KEBTPIMZEU4LTD58
2034-10-01
4.500000
1000.00
313.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM7785
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.000000
1000.00
461.29
Agency Mortgage-Backed Securities
FNMS 03.000 CLFM8513
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
1000.00
650.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS0840
B1V7KEBTPIMZEU4LTD58
2052-03-01
3.000000
1000.00
737.66
Agency Mortgage-Backed Securities
FNMS 04.500 CLFS2587
B1V7KEBTPIMZEU4LTD58
2052-08-01
4.500000
1000.00
853.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS2009
B1V7KEBTPIMZEU4LTD58
2052-05-01
3.000000
1000.00
728.08
Agency Mortgage-Backed Securities
FEPC 01.500 3PRE5046
S6XOOCT0IEG5ABCC6L87
2050-10-01
1.500000
89999.00
49827.39
Agency Mortgage-Backed Securities
FNMS 06.500 CLAL6324
B1V7KEBTPIMZEU4LTD58
2036-12-01
6.500000
1000.00
85.45
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP4781
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.000000
1000.00
183.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6795
B1V7KEBTPIMZEU4LTD58
2046-03-01
4.000000
1000.00
72.19
Agency Mortgage-Backed Securities
FNMS 03.000 CLAT0682
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.000000
1000.00
181.92
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA3022
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
1000.00
514.51
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4349
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.500000
1000.00
510.89
Agency Mortgage-Backed Securities
FNMS 01.500 CLBT0248
B1V7KEBTPIMZEU4LTD58
2051-09-01
1.500000
1000.00
591.74
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2622
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
1000.00
684.58
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS0355
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
1000.00
695.72
Agency Mortgage-Backed Securities
FNMS 06.000 CL781592
B1V7KEBTPIMZEU4LTD58
2034-10-01
6.000000
1006.00
51.18
Agency Mortgage-Backed Securities
FNMS 06.500 CLDA0159
B1V7KEBTPIMZEU4LTD58
2053-08-01
6.500000
1000.00
1011.58
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA0612
B1V7KEBTPIMZEU4LTD58
2054-04-01
5.500000
1000.00
985.71
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA1040
B1V7KEBTPIMZEU4LTD58
2053-10-01
5.500000
1000.00
974.65
Agency Mortgage-Backed Securities
FEPC 05.000 CLRA9420
S6XOOCT0IEG5ABCC6L87
2053-07-01
5.000000
1000.00
951.11
Agency Mortgage-Backed Securities
FEPC 07.000 CLQI2725
S6XOOCT0IEG5ABCC6L87
2054-03-01
7.000000
1000.00
1029.12
Agency Mortgage-Backed Securities
FEPC 06.500 CLQI3105
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.500000
1000.00
1020.00
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI3756
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.000000
1000.00
1000.17
Agency Mortgage-Backed Securities
FEPC 06.000 CLQI4548
S6XOOCT0IEG5ABCC6L87
2054-05-01
6.000000
1000.00
1002.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLAH4312
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
1000.00
67.30
Agency Mortgage-Backed Securities
FNMS 03.500 CWAL3441
B1V7KEBTPIMZEU4LTD58
2028-04-01
3.500000
1000.00
53.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS0361
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
1000.00
209.04
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5371
B1V7KEBTPIMZEU4LTD58
2045-07-01
3.500000
26240.00
2857.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5566
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
1010.00
257.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY8421
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
1024.00
211.38
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD1037
S6XOOCT0IEG5ABCC6L87
2052-05-01
4.500000
1000.00
790.30
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD1465
S6XOOCT0IEG5ABCC6L87
2052-08-01
5.000000
1024.00
885.68
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD5278
S6XOOCT0IEG5ABCC6L87
2052-04-01
3.000000
1024.00
856.10
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD5288
S6XOOCT0IEG5ABCC6L87
2052-06-01
3.500000
1024.00
892.58
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD5299
S6XOOCT0IEG5ABCC6L87
2054-04-01
6.000000
1000.00
1002.53
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD5017
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.000000
1008.00
833.52
Agency Mortgage-Backed Securities
FEPC 04.500 CLSD8429
S6XOOCT0IEG5ABCC6L87
2054-04-01
4.500000
1000.00
930.83
Agency Mortgage-Backed Securities
FEPC 06.500 CLSD3830
S6XOOCT0IEG5ABCC6L87
2053-09-01
6.500000
1000.00
978.26
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD3838
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
1000.00
995.35
Agency Mortgage-Backed Securities
FEPC 06.000 CLSD4017
S6XOOCT0IEG5ABCC6L87
2053-10-01
6.000000
1000.00
954.88
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC0333
S6XOOCT0IEG5ABCC6L87
2051-04-01
2.000000
1000.00
625.25
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF1000
S6XOOCT0IEG5ABCC6L87
2052-10-01
5.000000
1000.00
902.19
Agency Mortgage-Backed Securities
FEPC 03.500 CLQF5343
S6XOOCT0IEG5ABCC6L87
2052-12-01
3.500000
1000.00
773.93
Agency Mortgage-Backed Securities
FEPC 05.000 CLQF6931
S6XOOCT0IEG5ABCC6L87
2053-02-01
5.000000
1000.00
886.74
Agency Mortgage-Backed Securities
FEPC 04.500 CLQG8329
S6XOOCT0IEG5ABCC6L87
2053-08-01
4.500000
1000.00
907.44
Agency Mortgage-Backed Securities
FEPC 05.000 CLQH2457
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.000000
1000.00
882.84
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH2554
S6XOOCT0IEG5ABCC6L87
2053-10-01
5.500000
1000.00
979.50
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH4235
S6XOOCT0IEG5ABCC6L87
2053-11-01
6.500000
1000.00
949.82
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH5191
S6XOOCT0IEG5ABCC6L87
2053-11-01
6.000000
1000.00
975.75
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH6483
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.500000
1000.00
1039.06
Agency Mortgage-Backed Securities
FEPC 07.000 CLQH6580
S6XOOCT0IEG5ABCC6L87
2053-12-01
7.000000
1024.00
900.18
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH6731
S6XOOCT0IEG5ABCC6L87
2053-11-01
5.500000
1000.00
979.97
Agency Mortgage-Backed Securities
FEPC 06.000 CLQH6860
S6XOOCT0IEG5ABCC6L87
2053-12-01
6.000000
1000.00
1003.41
Agency Mortgage-Backed Securities
FEPC 05.500 CLQH7008
S6XOOCT0IEG5ABCC6L87
2053-12-01
5.500000
1000.00
866.86
Agency Mortgage-Backed Securities
FEPC 04.500 CLQH7258
S6XOOCT0IEG5ABCC6L87
2053-12-01
4.500000
1004.00
859.59
Agency Mortgage-Backed Securities
FEPC 06.500 CLQH9261
S6XOOCT0IEG5ABCC6L87
2054-02-01
6.500000
1000.00
991.95
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA4516
S6XOOCT0IEG5ABCC6L87
2051-02-01
3.500000
1000.00
383.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS3208
B1V7KEBTPIMZEU4LTD58
2052-05-01
2.000000
1000.00
717.22
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS3361
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1000.00
893.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLFS5284
B1V7KEBTPIMZEU4LTD58
2050-09-01
3.500000
1000.00
829.75
Agency Mortgage-Backed Securities
FNMS 05.500 CLFS5647
B1V7KEBTPIMZEU4LTD58
2053-07-01
5.500000
1000.00
937.62
Agency Mortgage-Backed Securities
FNMS 03.000 CLFS7121
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.000000
1008.00
842.72
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS7144
B1V7KEBTPIMZEU4LTD58
2052-03-01
2.000000
1468416.00
1112726.35
Agency Mortgage-Backed Securities
FNMS 04.000 CLFS6333
B1V7KEBTPIMZEU4LTD58
2052-10-01
4.000000
1000.00
890.48
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA1520
B1V7KEBTPIMZEU4LTD58
2053-10-01
6.000000
1000.00
957.51
Agency Mortgage-Backed Securities
FNMS 07.500 CLDA3672
B1V7KEBTPIMZEU4LTD58
2053-10-01
7.500000
1000.00
944.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA4051
B1V7KEBTPIMZEU4LTD58
2053-12-01
5.500000
1000.00
976.62
Agency Mortgage-Backed Securities
FNMS 05.500 CLDA4689
B1V7KEBTPIMZEU4LTD58
2053-11-01
5.500000
1000.00
980.40
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA5000
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.000000
1000.00
977.01
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA5054
B1V7KEBTPIMZEU4LTD58
2053-11-01
6.000000
1000.00
981.47
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA5836
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.000000
1000.00
940.90
Agency Mortgage-Backed Securities
FNMS 05.000 CLDA6005
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.000000
1000.00
956.37
Agency Mortgage-Backed Securities
FNMS 06.000 CLDA6007
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.000000
1000.00
999.58
Agency Mortgage-Backed Securities
FNMS 06.500 CLDA7381
B1V7KEBTPIMZEU4LTD58
2054-03-01
6.500000
1000.00
1040.77
Agency Mortgage-Backed Securities
FNMS 04.500 CLDB0161
B1V7KEBTPIMZEU4LTD58
2054-03-01
4.500000
1000.00
928.91
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB0257
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
1000.00
985.08
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB0260
B1V7KEBTPIMZEU4LTD58
2054-03-01
5.500000
1000.00
982.13
Agency Mortgage-Backed Securities
FNMS 06.000 CLDB0675
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.000000
1000.00
1000.31
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB1065
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
1000.00
1027.52
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB1846
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
1000.00
980.88
Agency Mortgage-Backed Securities
FNMS 05.500 CLDB2997
B1V7KEBTPIMZEU4LTD58
2054-05-01
5.500000
1000.00
984.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLDB3275
B1V7KEBTPIMZEU4LTD58
2054-04-01
4.000000
1000.00
907.82
Agency Mortgage-Backed Securities
FNMS 06.500 CLDB3280
B1V7KEBTPIMZEU4LTD58
2054-04-01
6.500000
1000.00
1018.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1539
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
2000.00
733.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLBJ6231
B1V7KEBTPIMZEU4LTD58
2048-04-01
3.000000
1000.00
327.74
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7756
B1V7KEBTPIMZEU4LTD58
2049-09-01
3.000000
1008.00
358.97
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ1147
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1000.00
552.30
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU5835
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
2000.00
1295.82
Agency Mortgage-Backed Securities
FNMS 03.000 CLBV8482
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
1008.00
708.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBV9904
B1V7KEBTPIMZEU4LTD58
2052-05-01
4.000000
1000.00
775.04
Agency Mortgage-Backed Securities
FNMS 04.000 CLBW5055
B1V7KEBTPIMZEU4LTD58
2052-12-01
4.000000
1002.00
872.44
Agency Mortgage-Backed Securities
FNMS 05.500 CLBW8460
B1V7KEBTPIMZEU4LTD58
2052-09-01
5.500000
2000.00
1769.47
Agency Mortgage-Backed Securities
FNMS 05.500 CLBX2469
B1V7KEBTPIMZEU4LTD58
2052-12-01
5.500000
1000.00
909.57
Agency Mortgage-Backed Securities
FNMS 06.500 CLBX4356
B1V7KEBTPIMZEU4LTD58
2053-04-01
6.500000
1000.00
1029.29
Agency Mortgage-Backed Securities
FNMS 06.000 CLBY0977
B1V7KEBTPIMZEU4LTD58
2053-06-01
6.000000
1000.00
958.78
Agency Mortgage-Backed Securities
FNMS 05.500 CLBY2795
B1V7KEBTPIMZEU4LTD58
2053-04-01
5.500000
1000.00
971.16
Agency Mortgage-Backed Securities
FNMS 07.000 CLBY9896
B1V7KEBTPIMZEU4LTD58
2053-10-01
7.000000
1000.00
1028.45
Agency Mortgage-Backed Securities
FNMS 07.000 CLBY9931
B1V7KEBTPIMZEU4LTD58
2053-12-01
7.000000
1000.00
1026.78
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7144
B1V7KEBTPIMZEU4LTD58
2035-09-01
2.500000
1000.00
465.11
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6727
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
2016.00
1332.06
Agency Mortgage-Backed Securities
FNMS 01.500 CLCA8005
B1V7KEBTPIMZEU4LTD58
2050-12-01
1.500000
1000.00
578.91
Agency Mortgage-Backed Securities
FNMS 02.500 CICA7253
B1V7KEBTPIMZEU4LTD58
2035-10-01
2.500000
1000.00
526.49
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7337
B1V7KEBTPIMZEU4LTD58
2045-10-01
2.000000
1024.00
580.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB3246
B1V7KEBTPIMZEU4LTD58
2052-04-01
3.000000
1000.00
742.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4065
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1000.00
862.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLCB4127
B1V7KEBTPIMZEU4LTD58
2052-07-01
4.500000
1000.00
837.86
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4280
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1000.00
828.78
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB4351
B1V7KEBTPIMZEU4LTD58
2052-08-01
5.000000
1060.00
918.92
Agency Mortgage-Backed Securities
FNMS 06.500 CLCB5709
B1V7KEBTPIMZEU4LTD58
2053-02-01
6.500000
1000.00
907.37
Agency Mortgage-Backed Securities
FNMS 05.000 CLCB5895
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.000000
1000.00
887.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLCB5990
B1V7KEBTPIMZEU4LTD58
2053-03-01
5.500000
1000.00
959.67
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM8161
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.500000
1000.00
647.25
Agency Mortgage-Backed Securities
FNMS 02.000 CLFS2531
B1V7KEBTPIMZEU4LTD58
2052-06-01
2.000000
1000.00
696.18
Agency Mortgage-Backed Securities
FNMS 03.000 CTAQ6290
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.000000
1000.00
61.60
Agency Mortgage-Backed Securities
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
32000000.00
32000000.00
0.0055
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 5.320000%
549300QJJX6CVVUXLE15
0001317808
ARP11A7M3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2024-005 JF
549300M8ZYFG0OCMTT87
2054-01-20
6.500000
101000.00
98915.42
Agency Collateralized Mortgage Obligation
GNRA 2022-024 FB
549300M8ZYFG0OCMTT87
2052-02-20
3.000000
1323405.00
922123.20
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLSD7504
S6XOOCT0IEG5ABCC6L87
2049-08-01
3.500000
1000.00
204.42
Agency Mortgage-Backed Securities
FEPC 01.500 CLSD8112
S6XOOCT0IEG5ABCC6L87
2050-12-01
1.500000
1100.00
627.26
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA2625
S6XOOCT0IEG5ABCC6L87
2050-05-01
2.500000
6478.00
2416.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4810
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
8897272.00
1574007.11
Agency Mortgage-Backed Securities
FNMS 03.000 CLBM3663
B1V7KEBTPIMZEU4LTD58
2047-04-01
3.000000
4506.00
983.76
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7294
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1000.00
577.08
Agency Mortgage-Backed Securities
FNMS 07.000 CLCB8040
B1V7KEBTPIMZEU4LTD58
2054-02-01
7.000000
1000.00
994.18
Agency Mortgage-Backed Securities
FNMS 06.500 CLFS6764
B1V7KEBTPIMZEU4LTD58
2054-01-01
6.500000
1000.00
1011.82
Agency Mortgage-Backed Securities
GNII SF MA1841 M
549300M8ZYFG0OCMTT87
2044-04-20
5.000000
10935700.00
687800.85
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
5527.00
485.15
Agency Mortgage-Backed Securities
GNII SF MA6820 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
1000.00
327.29
Agency Mortgage-Backed Securities
GNII SF MA6932 M
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
570467.00
212930.70
Agency Mortgage-Backed Securities
GNII SF MA7990 M
549300M8ZYFG0OCMTT87
2052-04-20
4.000000
284458.00
227840.30
Agency Mortgage-Backed Securities
GNII SF MA7939 M
549300M8ZYFG0OCMTT87
2052-02-20
4.000000
1000.00
779.35
Agency Mortgage-Backed Securities
GNII SF MA8948 M
549300M8ZYFG0OCMTT87
2053-06-20
5.500000
2094.00
1982.18
Agency Mortgage-Backed Securities
GNII SF MA8949 M
549300M8ZYFG0OCMTT87
2053-06-20
6.000000
16566.00
15013.89
Agency Mortgage-Backed Securities
GNII SF MA8349 M
549300M8ZYFG0OCMTT87
2052-10-20
5.500000
1000.00
863.77
Agency Mortgage-Backed Securities
GNII SF MA8493 M
549300M8ZYFG0OCMTT87
2052-12-20
6.500000
1000.00
708.73
Agency Mortgage-Backed Securities
GNII SF MA8572 M
549300M8ZYFG0OCMTT87
2052-12-20
6.500000
1094381.00
791604.73
Agency Mortgage-Backed Securities
GNII SF MA8647 M
549300M8ZYFG0OCMTT87
2053-02-20
5.000000
3647912.00
3307692.15
Agency Mortgage-Backed Securities
GNII SF MA8726 M
549300M8ZYFG0OCMTT87
2053-03-20
5.500000
32204.00
29421.03
Agency Mortgage-Backed Securities
GNII SF MA9108 M
549300M8ZYFG0OCMTT87
2053-08-20
6.500000
1217.00
1181.47
Agency Mortgage-Backed Securities
GNII SF MA9422 M
549300M8ZYFG0OCMTT87
2054-01-20
5.000000
2587328.00
2484799.94
Agency Mortgage-Backed Securities
GNII SF MA9489 M
549300M8ZYFG0OCMTT87
2054-01-20
6.000000
1450270.00
1462029.49
Agency Mortgage-Backed Securities
GNII SP 783619 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
62893165.00
3892876.84
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
1019.00
63.65
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
717400.00
754871.55
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
16000000.00
16000000.00
0.0027
N
Y
Y
N
BANCO BILBAO VIZCAYA ARGENTARIA SA
BANCO BILBAO VIZCAYA ARGENTARIA SA 5.320000%
K8MS7FD7N5Z2WQ51AZ71
0000842180
ARP11ABB2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2024-10-15
0.625000
7292800.00
7140075.26
U.S. Treasuries (including strips)
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
7000000.00
7000000.00
0.0012
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000%
ZUHK7JXNDU6FLQ1O6482
ATD1O83K0
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0533
8000000.00
8000000.00
0.0014
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1O84B9
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0534
5000000.00
5000000.00
0.0009
N
Y
Y
N
DBS BANK LTD
DBS BANK LTD 5.340000%
ATUEL7OJR5057F2PV266
0001501323
ATD1O84O1
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0534
21000000.00
21000000.00
0.0036
N
Y
Y
N
ING BANK NV
ING BANK NV 5.330000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1O84P8
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0533
23000000.00
23000000.00
0.0039
N
Y
Y
N
ING BANK NV
ING BANK NV 5.330000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1O9799
Non-Negotiable Time Deposit
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0533
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
ATD1O97J7
Non-Negotiable Time Deposit
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0533
8000000.00
8000000.00
0.0014
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1O9815
Non-Negotiable Time Deposit
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0534
10000000.00
10000000.00
0.0017
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 5.330000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1O9849
Non-Negotiable Time Deposit
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0533
11000000.00
11000000.00
0.0019
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1OADQ1
Non-Negotiable Time Deposit
Y
2024-05-03
2024-05-03
2024-05-03
N
N
N
0.0534
10000000.00
10000000.00
0.0017
N
N
Y
N
ING BANK NV
ING BANK NV 5.330000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1OAEF4
Non-Negotiable Time Deposit
Y
2024-05-03
2024-05-03
2024-05-03
N
N
N
0.0533
29000000.00
29000000.00
0.0049
N
N
Y
N
ERSTE GROUP BANK AG (NEW YORK BRANCH)
ERSTE GROUP BANK AG (NEW YORK BRANCH) 5.330000%
PQOH26KWDF7CG10L6792
ATD1OAEP2
Non-Negotiable Time Deposit
Y
2024-05-03
2024-05-03
2024-05-03
N
N
N
0.0533
36000000.00
36000000.00
0.0061
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 5.340000%
ATUEL7OJR5057F2PV266
0001501323
ATD1OAES6
Non-Negotiable Time Deposit
Y
2024-05-03
2024-05-03
2024-05-03
N
N
N
0.0534
7000000.00
7000000.00
0.0012
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 5.330000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1OBFB0
Non-Negotiable Time Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0533
3000000.00
3000000.00
0.0005
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000%
ZUHK7JXNDU6FLQ1O6482
ATD1OBFX2
Non-Negotiable Time Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0533
4000000.00
4000000.00
0.0007
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1OBG60
Non-Negotiable Time Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0534
10000000.00
10000000.00
0.0017
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 5.330000%
5493006QMFDDMYWIAM13
0000891478
ATD1OBGE3
Non-Negotiable Time Deposit
Y
2024-05-06
2024-05-06
2024-05-06
N
N
N
0.0533
20000000.00
20000000.00
0.0034
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 5.310000%
0000917311
ATD1OCHS9
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
100000000.00
100000000.00
0.0171
N
Y
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 5.310000%
529900ODI3047E2LIV03
0001002614
ATD1OCHT7
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
39000000.00
39000000.00
0.0067
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 5.320000%
RB0PEZSDGCO3JS6CEU02
0001512734
ATD1OCHU4
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0532
43000000.00
43000000.00
0.0073
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.330000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1OCHV2
Non-Negotiable Time Deposit
Y
2024-05-02
2024-05-02
2024-05-02
N
N
N
0.0533
6000000.00
6000000.00
0.0010
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 5.310000%
529900ODI3047E2LIV03
0001002614
ATD1OCHW0
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
19000000.00
19000000.00
0.0032
N
Y
Y
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 5.310000%
254900J6B390XMPVLV82
ATD1OCHX8
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
25000000.00
25000000.00
0.0043
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.310000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD1OCHY6
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
59000000.00
59000000.00
0.0101
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.310000%
2IGI19DL77OX0HC3ZE78
0000800030
ATD1OCHZ3
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
20000000.00
20000000.00
0.0034
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 5.310000%
BFXS5XCH7N0Y05NIXW11
0001784384
ATD1OCJ16
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
7000000.00
7000000.00
0.0012
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 5.310000%
2IGI19DL77OX0HC3ZE78
0000800030
ATD1OCJ24
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
10000000.00
10000000.00
0.0017
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 5.310000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1OCJ57
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
16000000.00
16000000.00
0.0027
N
Y
Y
N
DZ BANK AG (NEW YORK BRANCH)
DZ BANK AG (NEW YORK BRANCH) 5.310000%
529900HNOAA1KXQJUQ27
0000800178
ATD1OCJ65
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
30000000.00
30000000.00
0.0051
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD1OCJ81
Non-Negotiable Time Deposit
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0534
10000000.00
10000000.00
0.0017
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.310000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD1OCJA6
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
53000000.00
53000000.00
0.0090
N
Y
Y
N
ING BANK NV
ING BANK NV 5.330000%
3TK20IVIUJ8J3ZU0QE75
0001017255
ATD1OCJC2
Non-Negotiable Time Deposit
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0533
15000000.00
15000000.00
0.0026
N
N
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 5.310000%
549300GKFG0RYRRQ1414
0001498632
ATD1OCJD0
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
98000000.00
98000000.00
0.0167
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000%
ZUHK7JXNDU6FLQ1O6482
ATD1OCJF5
Non-Negotiable Time Deposit
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0533
6000000.00
6000000.00
0.0010
N
N
Y
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 5.310000%
549300GKFG0RYRRQ1414
0001498632
ATD1OCJG3
Non-Negotiable Time Deposit
Y
2024-05-01
2024-05-01
2024-05-01
N
N
N
0.0531
20000000.00
20000000.00
0.0034
N
Y
Y
N
DBS BANK LTD
DBS BANK LTD 5.340000%
ATUEL7OJR5057F2PV266
0001501323
ATD1OCJJ7
Non-Negotiable Time Deposit
Y
2024-05-07
2024-05-07
2024-05-07
N
N
N
0.0534
7000000.00
7000000.00
0.0012
N
N
Y
N
The Charles Schwab Family of Funds
2024-05-07
Dana Smith
Dana Smith
CFO